JSPM – bfx-hf-models@2.1.2

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bfx-hf-models

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Readme

Honey Framework Database

This repo implements a backend-agnostic database system for the Bitfinex Honey Framework. It is used by all HF repos for data storage, i.e:

bfx-hf-data-server
bfx-hf-algo-server
bfx-hf-server

Both the DB backend and exchange-specific schema methods can be configured upon initialization. There are currently two official exchange adapters:

bfx-hf-ext-plugin-bitfinex - implements Bitfinex-specific model methods
bfx-hf-ext-plugin-dummy - provides the base set of DB methods

Besides these, two DB backends are available:

bfx-hf-models-adapter-lowdb
bfx-hf-models-adapter-sql - uses knex internally, allowing flexibility in DB selection

Example usage of built-in models & methods

const HFDB = require('bfx-hf-models')
const HFDBLowDBAdapter = require('bfx-hf-models-adapter-lowdb')
const { schema: DummySchema } = require('bfx-hf-ext-plugin-dummy')

const db = new HFDB({
  schema: DummySchema,
  adapter: HFDBLowDBAdapter({
    dbPath: './db.json',
  })
})

// All default models are available, but will lack exchange specific methods (i.e Candle.sync_range())
const {
  AlgoOrder, Backtest, Candle, Credential, Market, Strategy, Trade
} = db

const allCandles = await Candle.getAll()
const allTrades = await Trade.getAll()
const activeAlgoOrders = await AlgoOrder.find(['active', '=', true])
const allCredentialsByCID = await Credential.getAll()
const allCredentials = Object.values(allCredentialsByCID)
const credential = await Credential.create({
  cid: Date.now(),
  key: 'some_public_key',
  secret: 'some_secret_key',
  meta: 'credential information'
})

//  etc...

Example usage of bitfinex model methods

As above, but with the bitfinex plugin the Candle and Trade models will gain a syncRange() method which populates the local DB with data from the exchange API.

const HFDB = require('bfx-hf-models')
const HFDBLowDBAdapter = require('bfx-hf-models-adapter-lowdb')
const { schema: BitfinexSchema } = require('bfx-hf-ext-plugin-bitfinex')

const db = new HFDB({
  schema: BitfinexSchema,
  adapter: HFDBLowDBAdapter({
    dbPath: './db.json',
  })
})

const SYMBOL = 'tBTCUSD'
const TIME_FRAME = '1m'
const END_MTS = Date.now()
const START_MTS = END_MTS - (60 * 60 * 1000)
const { Candle } = db

// sync range
await Candle.syncRange({
  exchange: 'bitfinex',
  type: 'trade',
  symbol: SYMBOL,
  tf: TIME_FRAME,
}, {
  start: START_MTS,
  end: END_MTS,
})

// candles are now in DB, and can be queried
const bitfinexCandles = await Candle.getInRange([
  ['exchange', '=', 'bitfinex'],
  ['symbol', '=', SYMBOL],
  ['tf', '=', TIME_FRAME]
], {
  key: 'mts',
  start: START_MTS,
  end: END_MTS
})

// etc...