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
  • Real time 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 real time
  • 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
  • Paper (simulated) trade your algorithm to see how it performs in real time

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 => { // Algotrader retrieved the user's portfolio
        // 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 internet access or your user credentials were incorrect)
    })

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

Placing an order

Placing an order will require the User, Instrument, Quote, and Order classes.

All orders first require that you grab a new Instrument object which represents, in most cases, a stock or ETF. You can also grab the object from your Portfolio. Then, Robinhood requires that you also submit the stock's market price in the order, so you should retrieve a Quote from them on the Instrument object. You'll then pass these objects as parameters to a new Order.

In addition to this, you'll pass all information necessary to place the order. This includes:

• type
  • limit - The lowest price to accept in a buy, the highest price in a sell
  • market - Order executes at the current bid/ask price
• timeInForce
  • GFD - Good for the day (cancels at market close)
  • GTC - Good-til-cancelled (active until you cancel it)
  • IOC - Immediate or cancel (possibly deprecated by Robinhood)
  • OPG - Market/limit on open (possibly deprecated by Robinhood)
• trigger
  • immediate - The order is active as soon as it's placed
  • stop - The order won't be active until the market price crossed your stop price
• stopPrice
  • If trigger = stop, this must be specified
• quantity
  • How many shares should be bought / sold
• side
  • buy
  • sell
• extendedHours
  • boolean - Whether the order should be allowed to execute when exchanges are closed
• overrideDayTradeCheck
  • boolean - Whether to override Pattern Day Trader protection (this should definitely be false)

With this in mind, you can place a simple market order for ten shares of Twitter like so:

// ES6
Instrument.getBySymbol("TWTR").then(async twtrInstrument => {
    // You'll probably have a quote object already if you're not trading blindly. Most people like to know the price of a stock before they buy it.
    const myOrder = new Order(null, myAccount, twtrInstrument, await twtrInstrument.getQuote(), "market", "GFD", "immediate", null, "10", "buy", true, false);
    myOrder.submit().then(res => {
        // Order was successful
    }).catch(error => {
        // Either the request failed, or Robinhood responded with an error.
        // (Ex: you don't have internet access or your balance was insufficient)
    })
});

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

Data Library

The data library allows you to retrieve a ton of data on the market as a whole and individual stocks or options. This uses the Yahoo Finance and Alpha Vantage APIs and additional support for other free API's will be added in the future.

I'll only add a few examples here, but for the full documentation visit the Data Library Docs.

Real time streaming

To stream live quotes from Yahoo Finance, you'll need an array of symbols that you want to monitor. If you only need data on one, just fill the array with that single symbol. The Stream class is an extension of the Node EventEmitter, so you can either use .on() or .pipe() like other events.

Once the stream starts, a data object for each symbol is immediately received. You will then begin to get real time updates. Note that the data objects streamed by Yahoo aren't always of the same format, so make sure to have a check for undefined each time you access a key in the object.

const Stream = algotrader.Data.Stream;

const myStream = new Stream(["PG", "DPS", "ULTA", "DIN", "ETSY"]);
myStream.start();

myStream
    .on('data', data => {
        // { ETSY:
        //  { lastSalePrice: '30.54',
        //  change: '+0.34',
        //  percentChange: '+1.13',
        //  volume2: '1,337,781',
        //  askSize: '500',
        //  bidSize: '600',
        //  lastSaleTime: '1523548866' } }
    })
    .on('response', res => {
        // Returns a response object from the request module. Useful for debugging.
    })
    .on('error', error => {
        // Returns an error if the stream failed to start.
    });