Package Exports

guanaco

This package does not declare an exports field, so the exports above have been automatically detected and optimized by JSPM instead. If any package subpath is missing, it is recommended to post an issue to the original package (guanaco) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.

Readme

Guanaco

A cute and cuddly cryptocurrency quant trading engine in TypeScript.

The guanaco (Lama guanicoe) (from Quechua "Wanaku", via Spanish) is a camelid native to South America, closely related to the llama. Its name comes from the Quechua word huanaco (modern spelling wanaku). - Wikipedia

✨ Features

Live, schedule-based trading
Algorithm backtesting
Same source code for all clients
... and many more to come!

📦 Installation

npm install --save guanaco

yarn add guanaco

✅ It's Easy AF

Live Trading Example with Gemini

yarn add gaunaco
Paste and start trading like a badass.

import { GeminiClient, Scheduler } from 'guanaco'

const geminiClient = GeminiClient({
    key: 'my-key',
    secret: 'my-secret'
})

let lastPrice = 0

// Schedule every hour
Scheduler.hourInterval(() => {
    geminiClient.info('btcusd').then((info) => {
        // Not-so-great strategy here
        const change = (info.ticker.last - lastPrice)/lastPrice
        if (change > 0.05) {
            geminiClient.sell('btcusd', 20, 50)
        }
        lastPrice = info.ticker.last
    })
}, 1)

🕗 Backtesting Example

yarn add gaunaco
Determine your start date and interval of trading.
Run your algorithm with the starting portfolio of your choice (here, we start with $2400).
Asynchronously get your results!

import { Backtester, BacktestClient, BacktestClientPortfolio, BacktestInterval, OrderType } from '../../src';

const lastMonth = new Date(2019, 7, 30)
const backtestInterval = BacktestInterval.ONE_DAY

let backtester = new Backtester(lastMonth, backtestInterval)

let lastAskPrice = null
backtester.run({ usd: 2400 }, (client:BacktestClient) => {
    const info = client.info('btcusd')
    if (lastAskPrice && lastAskPrice > info.ticker.ask) {
        client.buy('btcusd', 0.25, info.ticker.ask, OrderType.MARKET)
        lastAskPrice = info.ticker.ask
    }
}).then((result) => {
    console.log(`We earned ${result.usd!}!`)
})

💸 Supported Clients

Current

Future

ccxt

👫 Collaboration

If you're interested in collaborating and adding onto the available clients and functionality, please feel free to submit pull requests.

📝 Authors

Anthony Krivonos - Portfolio | GitHub