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GitHub - Reiryoku-Technologies/Mida: A JavaScript framework for trading in globa...

 2 years ago
source link: https://github.com/Reiryoku-Technologies/Mida
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A JavaScript framework for trading in global financial markets

Introduction

Mida is a JavaScript framework for trading financial assets such as stocks, crypto, forex or commodities. It is designed to provide a solid and scalable environment for creating trading bots, indicators, market analysis tools or just trading applications depending on use cases.

Join the community on Discord and Telegram to get help you with your first steps.

Table of contents

Ecosystem

Project Status Description

Mida cTrader

A plugin for using cTrader accounts

Mida Tulipan

A plugin providing technical analysis indicators

Apollo

A library for getting real-time economic data

Supported brokers

Mida is broker-neutral, this means any broker could be easily integrated in the ecosystem, until now all brokers available on the cTrader platform are supported, below some of the most long-lived and popular ones,
exchanges are coming soon...

Installation

npm i @reiryoku/mida @reiryoku/mida-ctrader

Usage

Account login

How to login into a cTrader broker account.

const { Mida, } = require("@reiryoku/mida");

// Use the Mida cTrader plugin
Mida.use(require("@reiryoku/mida-ctrader"));

// Login into any cTrader account
const myAccount = await Mida.login("cTrader", {
    clientId: "",
    clientSecret: "",
    accessToken: "",
    cTraderBrokerAccountId: "",
});

To get a clientId, clientSecret and accessToken you have to create an account on cTrader Open API.

Balance, equity and margin

How to get the account balance, equity and margin.

console.log(await myAccount.getBalance());
console.log(await myAccount.getEquity());
console.log(await myAccount.getFreeMargin());
console.log(await myAccount.getUsedMargin());

Orders, deals and positions

How top open a long position for Bitcoin against USD.

const { MidaBrokerOrderDirection, } = require("@reiryoku/mida");

const myOrder = await myAccount.placeOrder({
    symbol: "BTCUSD",
    direction: MidaBrokerOrderDirection.BUY,
    volume: 1,
});

console.log(myOrder.id);
console.log(myOrder.executionPrice);
console.log(myOrder.position);
console.log(myOrder.deals);

How to open a short position for EUR against USD.

const { MidaBrokerOrderDirection, } = require("@reiryoku/mida");

const myOrder = await myAccount.placeOrder({
    symbol: "EURUSD",
    direction: MidaBrokerOrderDirection.SELL,
    volume: 0.1,
});

console.log(myOrder.id);
console.log(myOrder.executionPrice);
console.log(myOrder.position);
console.log(myOrder.deals);

How to open a short position for Apple stocks with error handler.

const {
    MidaBrokerOrderDirection,
    MidaBrokerOrderRejectionType,
} = require("@reiryoku/mida");

const myOrder = await myAccount.placeOrder({
    symbol: "#AAPL",
    direction: MidaBrokerOrderDirection.SELL,
    volume: 1,
});

if (myOrder.isRejected) {
    switch (myOrder.rejectionType) {
        case MidaBrokerOrderRejectionType.MARKET_CLOSED: {
            console.log("#AAPL market is closed!");

            break;
        }
        case MidaBrokerOrderRejectionType.NOT_ENOUGH_MONEY: {
            console.log("You don't have enough money in your account!");

            break;
        }
        case MidaBrokerOrderRejectionType.INVALID_SYMBOL: {
            console.log("Your account doesn't support trading Apple stocks!");

            break;
        }
    }
}

More examples

Symbols and assets

How to retrieve all symbols available for your broker account.

const symbols = await myAccount.getSymbols();

console.log(symbols);

How to retrieve a symbol.

const symbol = await myAccount.getSymbol("#AAPL");

if (!symbol) {
    console.log("Apple stocks are not available for this account!");
}
else {
    console.log(symbol.digits);
    console.log(symbol.leverage);
    console.log(symbol.baseAsset);
    console.log(symbol.quoteAsset);
    console.log(await symbol.isMarketOpen());
}

How to get the price of a symbol.

const symbol = await myAccount.getSymbol("BTCUSD");
const price = await symbol.getBid();

console.log(`Bitcoin price is ${price} US dollars`);

// or

console.log(await myAccount.getSymbolBid("BTCUSD"));

Ticks and candlesticks

How to listen the ticks of a symbol.

const { MidaMarketWatcher, } = require("@reiryoku/mida");

const marketWatcher = new MidaMarketWatcher({ brokerAccount: myAccount, });

await marketWatcher.watch("BTCUSD", { watchTicks: true, });

marketWatcher.on("tick", (event) => {
    const { tick, } = event.descriptor;

    console.log(`Bitcoin price is now ${tick.bid} US dollars`);
});

How to get the candlesticks of a symbol (candlesticks and bars are generically called periods).

const { MidaTimeframe, } = require("@reiryoku/mida");

const periods = await myAccount.getSymbolPeriods("EURUSD", MidaTimeframe.M30);
const lastPeriod = periods[periods.length - 1];

console.log("Last candlestick start time: " + lastPeriod.startTime);
console.log("Last candlestick OHLC: " + lastPeriod.ohlc);
console.log("Last candlestick close price: " + lastPeriod.close);

How to listen when candlesticks are closed.

const {
    MidaMarketWatcher,
    MidaTimeframe,
} = require("@reiryoku/mida");

const marketWatcher = new MidaMarketWatcher({ brokerAccount: myAccount, });

await marketWatcher.watch("BTCUSD", {
    watchPeriods: true,
    timeframes: [
        MidaTimeframe.M5,
        MidaTimeframe.H1,
    ],
});

marketWatcher.on("period-close", (event) => {
    const { period, } = event.descriptor;

    switch (period.timeframe) {
        case MidaTimeframe.M5: {
            console.log(`M5 candlestick closed at ${period.close}`);

            break;
        }
        case MidaTimeframe.H1: {
            console.log(`H1 candlestick closed at ${period.close}`);

            break;
        }
    }
});

Trading bots (expert advisors)

How to create a trading bot (or expert advisor).

const {
    MidaExpertAdvisor,
    MidaTimeframe,
} = require("@reiryoku/mida");

class MyExpertAdvisor extends MidaExpertAdvisor {
    constructor ({ brokerAccount, }) {
        super({ brokerAccount, });
    }

    async configure () {
        // Every expert advisor has an integrated market watcher
        await this.watchTicks("BTCUSD");
        await this.watchPeriods("BTCUSD", MidaTimeframe.H1);
    }

    async onTick (tick) {
        // Implement your strategy
    }

    async onPeriodClose (period) {
        console.log(`H1 candlestick closed at ${period.open}`);
    }
}

How to execute a trading bot.

const { Mida, } = require("@reiryoku/mida");
const { MyExpertAdvisor, } = require("./my-expert-advisor");

const myAccount = await Mida.login(/* ... */);
const myAdvisor = new MyExpertAdvisor({ brokerAccount: myAccount, });

await myAdvisor.start();

Technical indicators

Install the plugin providing technical analysis indicators.

const { Mida, } = require("@reiryoku/mida");

// Use the Mida Tulipan plugin
Mida.use(require("@reiryoku/mida-tulipan"));

How to calculate SMA (Simple Moving Average).

const { Mida, MidaTimeframe, } = require("@reiryoku/mida");

// Get latest candlesticks on H1 timeframe
const candlesticks = await myAccount.getSymbolPeriods("EURUSD", MidaTimeframe.H1);
const closePrices = candlesticks.map((candlestick) => candlestick.close);

// Calculate RSI on close prices, pass values from oldest to newest
const sma = await Mida.createIndicator("SMA").calculate(closePrices);

// Values are from oldest to newest
console.log(sma);

How to calculate RSI (Relative Strength Index).

const { Mida, MidaTimeframe, } = require("@reiryoku/mida");

// Get latest candlesticks on H1 timeframe
const candlesticks = await myAccount.getSymbolPeriods("BTCUSD", MidaTimeframe.H1);
const closePrices = candlesticks.map((candlestick) => candlestick.close);

// Calculate RSI on close prices, pass values from oldest to newest
const rsi = await Mida.createIndicator("RSI").calculate(closePrices);

// Values are from oldest to newest
console.log(rsi);

License and disclaimer

LICENSE

Trading in financial markets is highly speculative and carries a high level of risk. It's possible to lose all your capital. This project may not be suitable for everyone, you should ensure that you understand the risks involved. Mida and its contributors are not responsible for any technical inconvenience that may lead to money loss, for example a stop loss not being set.

Contributors

Name Contribution GitHub Contact

Vasile Pește Author and maintainer Vasile-Peste [email protected]


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