Bitfinex support

conf-sample.js

@@ -1,57 +1,83 @@
 var c = module.exports = {}
 
-// COMMONLY TWEAKED VARIABLES:
+// mongo configuration
+c.mongo = {}
+c.mongo.host = 'localhost'
+c.mongo.port = 27017
+c.mongo.db = 'zenbot4'
+c.mongo.username = null
+c.mongo.password = null
 
 // default selector. only used if omitting [selector] argument from a command.
 c.selector = 'gdax.BTC-USD'
 // name of default trade strategy
 c.strategy = 'trend_ema'
+
+// Exchange API keys:
+
+// to enable GDAX trading, enter your API credentials:
+c.gdax = {}
+c.gdax.key = 'YOUR-API-KEY'
+c.gdax.b64secret = 'YOUR-BASE64-SECRET'
+c.gdax.passphrase = 'YOUR-PASSPHRASE'
+
+// to enable Poloniex trading, enter your API credentials:
+c.poloniex = {}
+c.poloniex.key = 'YOUR-API-KEY'
+c.poloniex.secret = 'YOUR-SECRET'
+
+// to enable Bitfinex trading, enter your API credentials:
+c.bitfinex = {}
+c.bitfinex.key = 'YOUR-API-KEY'
+c.bitfinex.secret = 'YOUR-SECRET'
+// May use 'exchange' or 'trading' wallet balances. However margin trading may not work...read the API documentation.
+c.bitfinex.wallet = 'exchange'
+
+// Optional stop-order triggers:
+
 // sell if price drops below this % of bought price (0 to disable)
 c.sell_stop_pct = 0
 // buy if price surges above this % of sold price (0 to disable)
 c.buy_stop_pct = 0
-// enable trailing sell stop when reaching this % profit (0 to disable. note: in extreme bull markets, turn this off for max profit!)
-c.profit_stop_enable_pct = 10
+// enable trailing sell stop when reaching this % profit (0 to disable)
+c.profit_stop_enable_pct = 0
 // maintain a trailing stop this % below the high-water mark of profit
 c.profit_stop_pct = 1
-// avoid selling at a loss below this pct
-c.max_sell_loss_pct = 25
+
+// Order execution rules:
+
 // avoid trading at a slippage above this pct
-c.max_slippage_pct = 2
+c.max_slippage_pct = 5
 // buy with this % of currency balance
 c.buy_pct = 99
 // sell with this % of asset balance
 c.sell_pct = 99
+// ms to adjust non-filled order after
+c.order_adjust_time = 30000
+// avoid selling at a loss below this pct
+c.max_sell_loss_pct = 25
+// ms to poll order status
+c.order_poll_time = 5000
+// ms to wait for settlement (after an order cancel)
+c.wait_for_settlement = 5000
+// ms to wait for settlement (after a funds on hold error)
+c.wait_more_for_settlement = 60000
 // % to mark up or down price for orders
 c.markup_pct = 0
 
-// LESS-COMMONLY TWEAKED VARAIBLES:
+// Misc options:
 
-// mongo configuration
-c.mongo_host = 'localhost'
-c.mongo_port = 27017
-c.mongo_db = 'zenbot4'
-c.mongo_username = null
-c.mongo_password = null
 // default # days for backfill and sim commands
 c.days = 90
-// fee assessed for market-type orders. (note: zenbot normally attempts to use limit-type orders to avoid fees)
-c.fee_pct = 0.25
 // ms to poll new trades at
 c.poll_trades = 30000
 // amount of currency to start simulations with
 c.currency_capital = 1000
 // amount of asset to start simulations with
 c.asset_capital = 0
-// ms to poll order status
-c.order_poll_time = 5000
-// ms to adjust non-filled order after
-c.order_adjust_time = 30000
 // for sim, reverse time at the end of the graph, normalizing buy/hold to 0
 c.symmetrical = false
 // number of periods to calculate RSI at
 c.rsi_periods = 14
-// ms to wait for settlement (after an order cancel) when funds are still on hold
-c.wait_for_settlement = 5000
 // period to record balances for stats
-c.balance_snapshot_period = '1h'
+c.balance_snapshot_period = '15m'

extensions/bitfinex/_codemap.js

@@ -0,0 +1,6 @@
+module.exports = {
+ _ns: 'zenbot',
+
+ 'exchanges.bitfinex': require('./exchange'),
+ 'exchanges.list[]': '#exchanges.bitfinex'
+}

extensions/bitfinex/exchange.js

@@ -0,0 +1,135 @@
+var BFX = require('bitfinex-api-node')
+ , _ = require('lodash')
+ , path = require('path')
+ , n = require('numbro')
+
+module.exports = function container (get, set, clear) {
+ var c = get('conf')
+
+ var public_client, authed_client
+
+ function publicClient () {
+ if (!public_client) public_client = new BFX.APIRest()
+ return public_client
+ }
+
+ function authedClient () {
+ if (!authed_client) {
+ if (!c.bitfinex.key || c.bitfinex.key === 'YOUR-API-KEY') {
+ throw new Error('please configure your Bitfinex credentials in ' + path.resolve(__dirname, 'conf.js'))
+ }
+ authed_client = new BFX.APIRest(c.bitfinex.key, c.bitfinex.secret)
+ }
+ return authed_client
+ }
+
+ function joinProduct (product_id) {
+ return product_id.split('-')[0] + '' + product_id.split('-')[1]
+ }
+
+ return {
+ name: 'bitfinex',
+// historyScan: 'backward',
+ makerFee: 0.1,
+
+ getProducts: function () {
+ return require('./products.json')
+ },
+
+ getTrades: function (opts, cb) {
+ var client = publicClient() 
+ var args = joinProduct(opts.product_id)
+// var path = args.pair;
+// if(opts.from)
+// path += '?limit_trades=49999';
+ client.trades(args, function (err, body) {
+ if (err) return cb(err)
+ var trades = _.map(body, function(trade) {
+ return {
+ trade_id: trade.tid,
+ time: n(trade.timestamp).multiply(1000).value(),
+ size: Number(trade.amount),
+ price: Number(trade.price),
+ side: trade.type
+ }
+ })
+ cb(null, trades)
+ })
+ },
+
+ getBalance: function (opts, cb) {
+ var client = authedClient()
+ client.wallet_balances(function (err, body) {
+ if (err) return cb(err)
+ var balance = {asset: 0, currency: 0}
+ var accounts = _(body).filter(function (body) { return body.type === c.bitfinex.wallet }).forEach(function (account) {
+ if (account.currency.toUpperCase() === opts.currency) {
+ balance.currency = account.amount
+ balance.currency_hold = (account.amount - account.available)
+ }
+ else if (account.currency === opts.asset) {
+ balance.asset = account.amount
+ balance.asset_hold = (account.amount - account.available)
+ }
+ })
+ cb(null, balance)
+ })
+ },
+
+ getQuote: function (opts, cb) {
+ var client = publicClient()
+ var pair = joinProduct(opts.product_id)
+ client.ticker(pair, function (err, body) {
+ if (err) return cb(err)
+ cb(null, {bid: body.bid, ask: body.ask})
+ })
+ },
+
+ cancelOrder: function (opts, cb) {
+ var client = authedClient()
+ client.cancel_order(opts.order_id, function (err, body) {
+ if (err) return cb(err)
+ cb()
+ })
+ },
+
+ buy: function (opts, cb) {
+ var client = authedClient()
+ if (typeof opts.type === 'undefined') {
+ opts.type = 'exchange limit'
+ }
+ var pair = joinProduct(opts.product_id)
+ client.new_order(pair, opts.size, opts.price, 'bitfinex', 'buy', opts.type, false, function (err, body) {
+ if (err) return cb(err)
+ cb(null, body)
+ })
+// console.log(pair, opts)
+ },
+
+ sell: function (opts, cb) {
+ var client = authedClient()
+ if (typeof opts.type === 'undefined') {
+ opts.type = 'exchange limit'
+ }
+ var pair = joinProduct(opts.product_id)
+ client.new_order(pair, opts.size, opts.price, 'bitfinex', 'sell', opts.type, false, function (err, body) {
+ if (err) return cb(err)
+ cb(null, body)
+ })
+// console.log(pair, opts)
+ },
+
+ getOrder: function (opts, cb) {
+ var client = authedClient()
+ client.order_status(opts.order_id, function (err, body) {
+ if (err) return cb(err)
+ cb(null, body)
+ })
+ },
+
+ // return the property used for range querying.
+ getCursor: function (trade) {
+ return trade.trade_id
+ }
+ }
+}