Use JACT at your own risk
GDAX trading bot. Add your own buy/sell strategies or use the ones provided. A custom strategy need only export a function that returns SHORT, LONG and be put in the lib/strategies directory. Technical indicators are provided by technicalIndicators. Up-to-date historical data (past 350 periods) can be retreived with HistoricDataProvider.get() and used in indicator calculations.
JACT will always place limit orders on your side of the spread to avoid taker fees.
If your strategy signals LONG or SHORT, JACT will try to place an order at the current "best bid" for LONG and "best ask" for SHORT.
If a LONG order is canceled, JACT will continue placing best possible orders until the position is filled either partially or entirely.
if a SHORT order is canceled or partially filled, JACT will continue placing best possible orders until the current position is closed entirely.
JACT will constantly monitor the current price and compare it against any open position. If the current price falls below the config.stop_loss percentage it will immediately place a market sell order (has taker fee)
JACT has a basic backtesting feature. The config for the backtest can be altered in backtest.config.json. You can test your strategy against historical data of the dates you provide in start_date & end_date. Additionally, if you provide a slippage value, the backtest will apply a random slippage percentage no greater than the percentage provided to ~50% of all buy orders. Although it's not entirely accurate, it adds some noise to simulate market chaos.
npm install- configure
config.jsonsee sample.config.json
_JACT is in early development. You may experience bugs. TRADE AT YOUR OWN RISK
npm run jact- Have fun getting JACT!
- configure
backtest.config.json npm run backtest
- Write reports to CSV & add logs
- Pass indicators and other providers as params to strategy methods
- Add more strategies
- Add weighting and more configuration for strategies
- Remove unecessary class constructors
- See more issues on github
Please link to or create an issue for any pull-request you plan to submit as well as unit tests. Issues should be as detailed as possible and include a screenshot of JACT's console output when necessary.
Run tests:
npm test
Run tests with coverage:
npm install nyc -gnyc npm test
If you've enjoyed JACT, feel free to throw me some change:
- LTC: Le7yGJZtKCXekkyv92DS8yi4ne3Ap34W1m
- BTC: 19kYNueSGhYBzZbvUikJvGFejBdsUQ8CNf