Algotrader

Simple algorithmic stock trading for Node.js.

Features

• Extensive broker library
  • Easily place orders
  • Retrieve past orders
  • Query a users portfolio
  • Supported brokers:
    • Robinhood
    • TDAmeritrade (in progress)
    • If you'd like to have another broker supported, submit an issue or a pull request
• Data library
  • Realtime quote data streaming for cryptocurrency, forex, equities
    • Get data on bids, asks, last price, and more from the Yahoo Finance API
  • Up-to-date options data
  • Easily find stocks for various queries
    • Retrieve the day's top gainers
    • Retrieve the day's top losers
    • Get stocks by highest (abnormal) volume
    • Get options contracts by highest open interest
    • And more
  • Get up to the minute news on specified stocks
    • In progress: stream news in realtime
  • Get technical indicators from AlphaVantage (in progress)
    • SMA, EMA, RSI, etc.
  • Get fundamentals and balance sheet data (in progress)
    • Assets, debt, liabilities, revenue, earnings, etc.
• Algorithm library (in progress)
  • Create algorithms that will automatically place trades based on your criteria
  • Backtest algorithms on past market data

Table of Contents

• Getting Started
• Broker Library
  • Robinhood
• Data Library
  • Quote
  • OptionsChain
  • Query
  • Stream
• Algorithm (todo)

Getting started

Using NPM, you can install Algotrader using the following console command: npm i algotrader --save

Once Algotrader is installed, you can import it into your Node.js project.

const algotrader = require('algotrader');

After, you can instantiate any Algotrader library like so:

const Robinhood = algotrader.Robinhood;
const Data = algotrader.Data;
const Algorithm = algotrader.Algorithm; // in progress

Robinhood

First, you'll need to create a new User instance and authenticate them.

const robinhood = require('algotrader').Robinhood;
const User = robinhood.User;

const myAccount = new User("username", "password");
myAccount.authenticate()
    .then(() => {
        // User was authenticated
    })
    .catch(error => {
        // Either the request failed, or Robinhood responded with an error. (Ex: you don't have internet access or your user credentials were incorrect)
    })

Personally, I either store user data as an array in a .json file, then require it into the class, (insecure) or ask for the user's credentials in the console. You should handle this sensitive data in a way that you're comfortable with.

Get a user's portfolio

There are a good amount of query functions that you can run on the user's portfolio. Using your User instance, you can grab the portfolio using User.getPortfolio() which returns a new Portfolio object.

myAccount.getPortfolio()
    .then(myPortfolio => {
        // You can find information on specific symbols
        let myTeslaShares = myPortfolio.getQuantity("TSLA"); // Returns the quantity of shares you own in the given symbol: 10
        let bestDayEver = myPortfolio.getPurchaseDate("SHLD"); // Returns the date (Date object) you purchased the given symbol: 2007-04-17
        // You can find information on the entire portfolio
        let mySymbols = myPortfolio.getSymbols(); // Returns an array of all symbols in the user's portfolio: ['FB', 'AMZN', 'NFLX', 'GOOG']
        let myMoneyMakers = myPortfolio.getQuantityGreaterThan(50); // Returns an array of all positions greater than the given amount: [Object]
        // Along with much more. See the link below to visit the Robinhood portfolio documentation.
    })
    .catch(error => {
        // Either the request failed, or Robinhood responded with an error. (Ex: you don't have interet access or your user credentials were incorrect)
    })

For documentation on all portfolio functions, visit the Robinhood Library Docs.

In progress...