anthonykrivonos
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 guanacoor
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
1. `yarn add gaunaco`
2. Determine your start date and interval of trading.
3. Run your algorithm with the starting portfolio of your choice (here, we start with $2400).
4. 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
👫 Collaboration
If you're interested in collaborating and adding onto the available clients and functionality, please feel free to submit pull requests.