Merge pull request #3 from TeamWertarbyte/version-2020.1.0

Version 2020.1.0

.eslintignore

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+.eslintrc.js

.eslintrc.js

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+module.exports = {
+  parser: '@typescript-eslint/parser',
+  parserOptions: {
+    project: 'tsconfig.json',
+    sourceType: 'module'
+  },
+  root: true,
+  plugins: ['jest', '@typescript-eslint', 'promise'],
+  extends: [
+    'semistandard',
+    'plugin:@typescript-eslint/recommended',
+    'plugin:promise/recommended',
+    'plugin:prettier/recommended',
+    'prettier/@typescript-eslint'
+  ],
+  env: {
+    node: true,
+    jest: true
+  },
+  rules: {
+    '@typescript-eslint/no-unused-vars': 'error',
+    '@typescript-eslint/no-unused-expressions': [
+      'error',
+      {
+        allowShortCircuit: true,
+        allowTernary: true,
+        allowTaggedTemplates: true
+      }
+    ],
+    'import/order': [
+      'error',
+      {
+        'newlines-between': 'always',
+        alphabetize: {
+          order: 'asc',
+          caseInsensitive: true
+        },
+        groups: [
+          'builtin',
+          'external',
+          'internal',
+          'parent',
+          'sibling',
+          'index'
+        ],
+        pathGroups: [
+          {
+            pattern: '#**/*',
+            group: 'external'
+          }
+        ]
+      }
+    ],
+    'no-unused-expressions': 'off',
+    'no-useless-constructor': 'off'
+  }
+};

.gitignore

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-build
-lib
+dist
 node_modules
-.idea
+.idea
+
+yarn-error.log

LICENSE

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 MIT License
 
-Copyright (c) 2018 Wertarbyte
+Copyright (c) 2021 Wertarbyte
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal

README.md

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-# USE AT OWN RISK
+# Cryptocurrency Trading Bot
+I'm using this bot for a long time now and wanted to share it. 
+
+
+Feel free to make it your own. PRs are welcome!
+
+## USE AT YOUR OWN RISK
 A trading bot that does what you order him to do (use at your own risk)
 
-I'm using this bot now for a long time and wanted to share it. It's using the ema crossing strategy kinda.
-Feel free to make it your own. PRs are also welcome!
+I'm not responsible for anything
 
-I also wrote a medium article if you want to learn more https://medium.com/wertarbyte/a-cryptocurrency-bot-that-doesnt-scam-you-67b85d05a400
+## EMA crossover strategy
+It's using the ema crossover strategy. But instead of EMA 5 and EMA 20 I'm using EMA 9 and EMA 26
 
 https://www.theforexchronicles.com/the-ema-5-and-ema-20-crossover-trading-strategy/
 
 ![EMA crossing strategy](ema-crossing.png)
 
+## Program Sequence
+
+## Main loop
+```
+  start = async () => {
+    const start = now();
+    log.info(`########## Started ichimoku ##########`);
+
+    await this.collectRevenue();
+
+    const markets: Market[] = await this.getMarkets();
+    const marketSummaries: MarketSummary[] = await this.getMarketSummaries(
+      markets
+    );
+    await this.evaluateMarkets(marketSummaries.map(({ symbol }) => symbol));
+
+    // await this.report();
+
+    log.info(`########## Finished ${(now() - start).toFixed(5)} ms ##########`);
+  };
+```
+
+## Collecting Revenue
+```
+    await this.collectRevenue();
+```
+* Fetch you current balances
+  * Only checks assets where available coins are greater than 0
+  * Ignore assets that you want to HODL see config
+* Iterate over every balance
+  * Fetch current market ticker for this balance (e.g. `ETH-USDT`)
+  * Calculates how much revenue is already earned (current value minus invest)
+  * When greate than invest try to sell that bit
+    * e.g. Current value 57 USDT with an invest of 50 USDT -> sell 7 USDT worth
+    * It can only sell when the quantity will be greater than the minimum trade size allowed by bittrex
+
+## Evaluate Markets
+```
+    const markets: Market[] = await this.getMarkets();
+    const marketSummaries: MarketSummary[] = await this.getMarketSummaries(
+      markets
+    );
+    await this.evaluateMarkets(marketSummaries.map(({ symbol }) => symbol));
+```
+* Filter the markets `getMarkets` and `getMarketSummaries`
+  * Only use markets using the `config.mainMarket` here `USDT`
+  * Only use market which are `ONLINE`
+  * Check against market summary to see if the quote volume is greater than 0 (market is being traded on)
+* Use those filtered marked for the next step -> `evaluateMarkets`
+* Iterate over every market
+  * Ignore HODL markets (just buy some manually and HODL on)
+  * Get candles
+  * Count EMA ticks. Positive and negative
+  * If you got some of that asset in your balance
+    * If it's on the blacklist it will sell it. E.g. Bittrex delisting coins
+    * If it got too many negative ticks it will sell it
+  * If you don't have any of that asset in you balance
+    * If it's not blacklisted and got the amount of positiv ticks it will buy
+
+**Selling**: It will be a limit sell with `timeInForce: TimeInForce.FILL_OR_KILL` Meaning, either it gets sold directly or the order gets canceled and will be tried next round.
+
+**Buying**: The positiv ticks need to be exact the value defined in the config. This will prevent buying into a market "too late"
+
+## (optional) Report
+```
+    // await this.report();
+```
+Enable this line to report your current state. You will also need to enter your url in `api/BittrexApi.ts report()`
+
+This could be used to track your bot and how much your balances are worth over time. 
+
+## Requirements
+Node.js
+
+As package manager install yarn https://classic.yarnpkg.com/en/docs/install
+
 ## Usage
 
-Add `apiKey` and `apiSecret` from bittrex to your `./config/index.js`
+### Adapt the config
+Add `apiKey` and `apiSecret` from bittrex to your `./config.ts`
+
 See https://support.coinigy.com/hc/en-us/articles/360001123973-How-do-I-find-my-API-key-on-Bittrex-com-
 
-Tweak the other configuration options to your liking.
+For more details on the config see the documentation in `config.ts`
+
+## Build and start
+```
+yarn
+yarn start
+```
+
+This will create a `/dist` folder and start the containing `/dist/index.js` file
 
+## Build bundle
 ```
-npm i
-npm run start:dev
+yarn
+yarn build
 ```
 
-You can also use the included `Dockerfile` to build an image and deploy it wherever you want.
+This will create a `/dist` folder containing the created `.js` files. You could now deploy it on any server you like
+
+## Development
+```
+yarn
+yarn start:dev
+```
 
-![Screenshot](screenshot.png)
+This will start the bot in a watch mode. On every code change it will recompile and restart