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index.ts
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index.ts
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import * as GTT from "gdax-trading-toolkit";
import { Big } from "gdax-trading-toolkit/build/src/lib/types";
import { GDAX_WS_FEED, GDAXFeed, GDAXFeedConfig } from "gdax-trading-toolkit/build/src/exchanges";
import { GDAX_API_URL } from "gdax-trading-toolkit/build/src/exchanges/gdax/GDAXExchangeAPI";
import { PlaceOrderMessage, TickerMessage, StreamMessage, TradeMessage, OrderbookMessage } from 'gdax-trading-toolkit/build/src/core';
// import { TickerMessage } from "gdax-trading-toolkit/build/src/core";
import { LiveOrder } from "gdax-trading-toolkit/build/src/lib";
import { TraderConfig, Trader } from './gdax-tt/src/core/Trader';
import { TradeExecutedMessage, TradeFinalizedMessage } from './gdax-tt/src/core/Messages';
const logger = GTT.utils.ConsoleLoggerFactory();
// const pusher = new GTT.utils.PushBullet(process.env.PUSHBULLET_KEY);
// const deviceID = process.env.PUSHBULLET_DEVICE_ID;
const product = 'ETH-USD';
let counter = 0;
let orders = ['0'];
/**
* Remember to set GDAX_KEY, GDAX_SECRET and GDAX_PASSPHRASE envars to allow trading
*/
// const gdaxAPI = GTT.Factories.GDAX.DefaultAPI(logger);
// const [base, quote] = product.split('-');
const spread = Big('0.07');
const options: GDAXFeedConfig = {
logger: logger,
auth: {
key: process.env.GDAX_KEY,
secret: process.env.GDAX_SECRET,
passphrase: process.env.GDAX_PASSPHRASE
},
channels: ['ticker'],
wsUrl: GDAX_WS_FEED,
apiUrl: GDAX_API_URL
};
// const gdaxConfig: GDAXConfig = {
// logger: logger,
// apiUrl: process.env.GDAX_API_URL || 'https://api.gdax.com',
// auth: {
// key: process.env.GDAX_KEY,
// secret: process.env.GDAX_SECRET,
// passphrase: process.env.GDAX_PASSPHRASE
// }
// };
GTT.Factories.GDAX.FeedFactory(logger, [product]).then((feed: GDAXFeed) => {
feed.on('data', (msg: OrderbookMessage) => {
console.log("outstream data")
if (msg.type === 'trade') {
let latest = +(msg as TradeMessage).price;
if (latest < 0) {
return;
}
console.log(latest);
}
});
}).catch((err: Error) => {
logger.log('error', err.message);
process.exit(1);
});
GTT.Factories.GDAX.getSubscribedFeeds(options, [product]).then((feed: GDAXFeed) => {
const traderConfig: TraderConfig = {
logger: logger,
productId: product,
exchangeAPI: feed.authenticatedAPI,
fitOrders: false
};
const trader = new Trader(traderConfig);
trader.on('Trader.outOfSyncWarning', (msg: LiveOrder) => {
logger.log('info', 'outOfSyncWarning ', JSON.stringify(msg));
});
trader.on('Trader.all-orders-cancelled', (msg: LiveOrder) => {
logger.log('info', 'all-orders-cancelled ', JSON.stringify(msg));
});
trader.on('Trader.order-cancelled', (msg: LiveOrder) => {
logger.log('info', 'order-cancelled ', JSON.stringify(msg));
});
trader.on('Trader.order-placed', (msg: LiveOrder) => {
logger.log('info', 'Order placed ', JSON.stringify(msg));
});
trader.on('Trader.place-order-failed', (msg: LiveOrder) => {
logger.log('info', 'Order placed failed ', JSON.stringify(msg));
console.log(msg);
});
trader.on('Trader.cancel-order-failed', (msg: LiveOrder) => {
logger.log('info', 'Order cancel failed ', JSON.stringify(msg));
});
trader.on('Trader.trade-executed', (msg: TradeExecutedMessage) => {
logger.log('info', 'Trade executed ', JSON.stringify(msg));
});
trader.on('Trader.trade-finalized', (msg: TradeFinalizedMessage) => {
logger.log('info', 'Order complete ', JSON.stringify(msg));
});
trader.on('Trader.my-orders-cancelled', (ids: string[]) => {
logger.log('info', `${ids.length} orders cancelled`);
});
trader.on('error', (err: Error) => {
logger.log('error', 'Error cancelling orders', err);
});
let outStream = feed.pipe(trader);
outStream.on('data', (msg: StreamMessage) => {
console.log("outstream data")
if (msg.type === 'trade') {
let latest = +(msg as TradeMessage).price;
if (latest < 0) {
return;
}
console.log(latest);
}
});
// Send the order once the feed has initialised
feed.once('snapshot', () => {
console.log('once snapshot ---------------------------------------------------------------------------------');
// const order = orderMessage('buy', '54.42');
// trader.executeMessage(order);
// let order = orderMessage('buy', '0.01');
// trader.executeMessage(order);
});
// GTT.Core.createTickerTrigger(feed, product)
// .setAction((ticker: TickerMessage) => {
// const currentPrice = ticker.price;
// let price = '' + currentPrice.minus(100)
// let order = orderMessage('buy', product, '0.01', price);
// trader.executeMessage(order);
// console.log(GTT.utils.printTicker(ticker, 3));
// });
// GTT.Core.createTickerTrigger(feed, product, false)
// .setAction((ticker: TickerMessage) => {
// // console.log(GTT.utils.printTicker(ticker, 3));
// });
GTT.Core.createTickerTrigger(feed, product, false)
.setAction((ticker: TickerMessage) => {
const currentPrice = ticker.price;
let price = '' + currentPrice.minus(spread)
// let price2 = '' + currentPrice.plus(spread)
if ( counter <= 150 && orders.indexOf('' + currentPrice) < 0 ){
console.log(orders);
counter++;
console.log(counter);
let order = orderMessage('buy', product, '0.01', price);
// let order2 = orderMessage('sell', product, '0.01', price2);
orders.push('' + currentPrice)
trader.executeMessage(order);
// trader.executeMessage(order2);
}
});
});
function orderMessage(side: string, product: string, amount: string, price: string) {
console.log('Orders Up: '+ side + ': ' + price);
const order: PlaceOrderMessage = {
time: null,
type: 'placeOrder',
productId: product,
size: amount,
price: price,
side: side,
orderType: 'limit',
postOnly: true
};
return order;
}
// function submitTrade(side: string, amount: string) {
// const order: PlaceOrderMessage = {
// type: 'order',
// time: null,
// productId: product,
// orderType: 'market',
// side: side,
// size: amount
// };
// gdaxAPI.placeOrder(order).then((result: LiveOrder) => {
// pushMessage('Order executed', `Order to ${order.side} 0.1 ${base} placed. Result: ${result.status}`);
// });
// }
// function pushMessage(title: string, msg: string): void {
// pusher.note(deviceID, title, msg, (err: Error, res: any) => {
// if (err) {
// logger.log('error', 'Push message failed', err);
// return;
// }
// logger.log('info', 'Push message result', res);
// });
// }