https://github.com/tw00/dca-bot
DCA Bot + Backtesting
https://github.com/tw00/dca-bot
Last synced: 21 days ago
JSON representation
DCA Bot + Backtesting
- Host: GitHub
- URL: https://github.com/tw00/dca-bot
- Owner: tw00
- Created: 2021-04-21T04:28:07.000Z (about 4 years ago)
- Default Branch: master
- Last Pushed: 2021-04-26T05:46:19.000Z (about 4 years ago)
- Last Synced: 2025-02-17T20:19:40.914Z (4 months ago)
- Language: TypeScript
- Homepage:
- Size: 691 KB
- Stars: 0
- Watchers: 2
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
## DCA Bot
### Gathering Historic Data
Uses Coinbase API to collect historic data (takes care of rate-limiting and
300 max candle limitation as well):
```bash
ts-node rates/historic.ts BTC-USD 2021-04-01T04:00:00Z
# Syntax: ts-node rates/historic.ts [--sandbox] [--dry]
```
### Gathering Ticker Data
Subscribe to Coinbase WebSocket and stream to DB:
```bash
ts-node rates/subscribe.ts BTC-USD
# Syntax: ts-node rates/subscribe.ts
```
### View Data
Read DB:
```bash
ts-node rates/read.ts BTC-USD
# Syntax: ts-node rates/read.ts
```
Plot result:
```bash
ts-node rates/plot.ts historic BTC-USD
# Syntax: ts-node rates/plot.ts
```
### Simulation
Run Simulation:
```bash
ts-node main.ts
```
#### Example
```js
Simulation {
exchange: Exchange {
orderbook: [],
lastTick: null,
portfolio: Portfolio { positions: {}, transactions: [] }
},
bots: [
DCABot {
config: [Object],
active: 0,
amountSpend: 0,
averagePrice: 0
}
],
options: { symbol: 'BTC' }
}
Bot created orders [
Order {
side: 'buy',
symbol: 'BTC',
price: 0,
amount: 0.00044473753636396464,
type: 'market'
}
]
tick: { price: 56212.93, time: 1618972759428, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972759635, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972759729, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972759732, symbol: 'BTC' }
tick: { price: 56212.92, time: 1618972759942, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972760402, symbol: 'BTC' }
Bot created orders [
Order {
side: 'buy',
symbol: 'BTC',
price: 0,
amount: 0.000934074947327069,
type: 'market'
}
]
tick: { price: 56205.34, time: 1618972760584, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972760662, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972761094, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972761512, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972762261, symbol: 'BTC' }
tick: { price: 56212.92, time: 1618972762865, symbol: 'BTC' }
tick: { price: 56212.62, time: 1618972763044, symbol: 'BTC' }
tick: { price: 56203.88, time: 1618972763147, symbol: 'BTC' }
tick: { price: 56206.72, time: 1618972763319, symbol: 'BTC' }
tick: { price: 56209.8, time: 1618972763469, symbol: 'BTC' }
tick: { price: 56209.8, time: 1618972763536, symbol: 'BTC' }
tick: { price: 56209.8, time: 1618972764086, symbol: 'BTC' }
tick: { price: 56209.8, time: 1618972764102, symbol: 'BTC' }
tick: { price: 56210.26, time: 1618972764637, symbol: 'BTC' }
tick: { price: 56210.26, time: 1618972764790, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972766161, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972766203, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972766592, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972767132, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972767529, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972767741, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972767986, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768072, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768092, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768099, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768108, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768120, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768128, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768136, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768152, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768183, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768285, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768454, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768661, symbol: 'BTC' }
tick: { price: 56212.92, time: 1618972768721, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972768731, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972769255, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972769777, symbol: 'BTC' }
tick: { price: 56212.92, time: 1618972769965, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972770018, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972770076, symbol: 'BTC' }
tick: { price: 56212.92, time: 1618972770133, symbol: 'BTC' }
tick: { price: 56212.93, time: 1618972770738, symbol: 'BTC' }
tick: { price: 56212.92, time: 1618972771256, symbol: 'BTC' }
tick: { price: 56204.58, time: 1618972771316, symbol: 'BTC' }
tick: { price: 56204.59, time: 1618972771347, symbol: 'BTC' }
tick: { price: 56204.61, time: 1618972771518, symbol: 'BTC' }
tick: { price: 56209.7, time: 1618972771838, symbol: 'BTC' }
tick: { price: 56204.66, time: 1618972772030, symbol: 'BTC' }
tick: { price: 56204.87, time: 1618972774027, symbol: 'BTC' }
tick: { price: 56202.01, time: 1618972774818, symbol: 'BTC' }
tick: { price: 56202.02, time: 1618972776458, symbol: 'BTC' }
tick: { price: 56202.02, time: 1618972776992, symbol: 'BTC' }
tick: { price: 56202.01, time: 1618972777019, symbol: 'BTC' }
tick: { price: 56202.02, time: 1618972777767, symbol: 'BTC' }
tick: { price: 56202.02, time: 1618972777993, symbol: 'BTC' }
tick: { price: 56202.02, time: 1618972778138, symbol: 'BTC' }
tick: { price: 56202.02, time: 1618972778260, symbol: 'BTC' }
tick: { price: 56202.02, time: 1618972778549, symbol: 'BTC' }
tick: { price: 56202.01, time: 1618972778588, symbol: 'BTC' }
========================================
Transactions: [
{ amount: 1000, symbol: 'USD', price: 1 },
{ amount: 0.00044473753636396464, symbol: 'BTC', price: 56212.93 },
{ amount: -25.0625, symbol: 'USD', price: 56212.93 },
{ amount: 0.000934074947327069, symbol: 'BTC', price: 56205.34 },
{ amount: -52.63125, symbol: 'USD', price: 56205.34 },
{ amount: -0.0013788124836910337, symbol: 'BTC', price: 56202.01 },
{ amount: 77.49203299652832, symbol: 'USD', price: 56202.01 }
]
Positions: { USD: 999.7982829965283, BTC: 0 }
========================================
```