initial release

.env.example

@@ -2,7 +2,7 @@
 # to set arrays use only this syntax: "item1,item2". Yes, no spaces, no anything.
 
 # Accepted values are: 'backtest', 'livetrade', 'fitness'.
-TRADING_MODE=backTest
+TRADING_MODE=backtest
 
 DEBUG_MODE=0
 
@@ -33,4 +33,4 @@ SENTRY_DSN=
 LOG_DRIVER=file
 
 # accepted values are: 'cpu' and 'gpu'
-TENSORFLOW_COMPUTING_DEVICE=cpu
+TENSORFLOW_COMPUTING_DEVICE=cpu

README.md

@@ -3,21 +3,10 @@ Jesse(the name is taken from of the legendary trader, Jesse Livermore) is a free
 
 Jesse is written in TypeScript and uses Google's TensorflowJS for machine learning. The ideal goal of this project is to make it easy for everyone to use it with a minimum understanding of AI and just focusing on your trading strategies. 
 
-## update February, 8: 
-I have released 4 repositories so far: 
-
-https://github.com/jesse-ai/jesse-cli (Jesse's CLI for easier development)<br>
-https://github.com/jesse-ai/indicators (Jesse's indicators package)<br>
-https://github.com/jesse-ai/docs (Jesse's documentation) <br>
-https://github.com/jesse-ai/notifications-telegram (Telegram driver for notifications) <br>
-
 ## Roadmap 
 If you're interested in knowing the latest progress of Jesse, check out the [roadmap](https://github.com/jesse-ai/jesse/projects/1). 
 
 ## Slack 
 Here is Jesse's Slack channel, a community for Jesse’s contributors. Join it to receive daily updates of the devlopement process: 
 
-https://join.slack.com/t/jesse-plo4416/shared_invite/enQtNTExOTc3NTU2NDM0LWUzMjMwMjM1MDNjMzY1MGEyMGFlYjM4ZTYzN2U2OTJkNGVmZTYzOWIzNWU3MzZkZDI1YzRhODNjZDkzMjcyYjk.
-
-## Release date
-Jesse's initial release will happen at the early days of February. Click on the watch of the repository. 
+https://join.slack.com/t/jesse-plo4416/shared_invite/enQtNTExOTc3NTU2NDM0LWUzMjMwMjM1MDNjMzY1MGEyMGFlYjM4ZTYzN2U2OTJkNGVmZTYzOWIzNWU3MzZkZDI1YzRhODNjZDkzMjcyYjk.

config/app.ts

@@ -0,0 +1,40 @@
+export default {
+    // The the starting balance of the wallet in USD:
+    startingBalance: parseInt(process.env.STARTING_BALANCE),
+    // If not, how many dollars should it use: 
+    positionSize: parseInt(process.env.STARTING_BALANCE), 
+    // Should it use all of account's balance for positions: 
+    tradeWithWholeBalance: !!parseInt(process.env.COMPOUNDING_POSITION_SIZING), 
+
+    // list of currencies to consider
+    symbolsToConsider: process.env.SYMBOLS.split(','), 
+    // The symbol to trade. We'll make this an array in the future. 
+    symbolToTrade: process.env.TRADING_SYMBOL.toUpperCase(),
+
+    // list of timeFrames to consider 
+    timeFramesToConsider: process.env.TIMEFRAMES.split(','), 
+    // Which candle type do you intend trade on: 
+    timeFrameToTrade: process.env.TRADING_TIMEFRAME.toLowerCase(), 
+
+    // Accepted values are: 'backtest', 'livetrade', 'fitness'.
+    tradingMode: process.env.TRADING_MODE,
+
+    // candle files for a single period of time
+    candleFiles: {
+        folder: 'BitFinex', 
+
+        // [7 months] [training data]
+        // date: '2018-03-22.2018-10-17'
+        // [2 months] [testing data]
+        // date: '2018-08-19.2018-10-17'
+        // 2 hours period use for feature testing backTest
+        date: '2019-01-11.2019-01-11'
+    },
+
+    // this would enable many console.log()s in the code, which are helpful for debugging. 
+    debugMode: !!(parseInt(process.env.DEBUG_MODE)),
+
+    // is it running in jest tests. This value is set inside 
+    // jest files whenever running a jest test file. 
+    isTesting: false, 
+}

config/dashboard.ts

@@ -0,0 +1,12 @@
+export default {
+    dashboardItems: {
+        info: true,
+        candles: true,
+        positions: true, 
+        guide: false, 
+        errors: true, 
+        warnings: true,
+        trades: true, 
+        orders: true,  
+    }
+}

config/exchanges.ts

@@ -0,0 +1,16 @@
+export default {
+    // The exchange market we're trading in. Used in for http and websocket requests.
+    marketToTradeIn: process.env.EXCHANGE,
+
+    // trading fee (in percent) per order. In our backTests, we always consider ourselves as the take
+    tradingFee: parseFloat(process.env.FEE), 
+
+    // API keys and secrets of exchanges.
+    exchanges: {
+        Bitfinex: {
+            baseURL: process.env.BITFINEX_URL,
+            apiKey: process.env.BITFINEX_API_KEY,
+            apiSecret: process.env.BITFINEX_API_SECRET,
+        }, 
+    },
+}

config/index.ts

@@ -0,0 +1,15 @@
+import app from './app';
+import logging from './logging';
+import exchanges from './exchanges';
+import sentry from './sentry';
+import dashboard from './dashboard';
+import notifications from './notifications';
+
+export default {
+    ...app,
+    ...logging,
+    ...exchanges,
+    ...sentry,
+    ...dashboard,
+    notifications: { ...notifications }
+};

config/logging.ts

@@ -0,0 +1,20 @@
+export default {
+    // here you can filter items that you wish yo see in reports after the trading is done. 
+    reportItems: {
+        averageR: true, 
+    }, 
+
+    // here you can filter items that you intend to see when debugMode is enabled. (work in progress)
+    debugItems: {
+        orderSubmission: true, 
+        shorterPeriodCandles: true, 
+        executedOrderDetection: true, 
+        executedOrderStep: true, 
+        activePosition: true, 
+        progressBar: true,
+        others: true 
+    }, 
+
+    // Accepted values are null and 'file'. ('database' will be added.)
+    logDriver: process.env.LOG_DRIVER.toLowerCase(),
+}

config/notifications.ts

@@ -0,0 +1,41 @@
+import Driver from 'jesse-notifications-telegram';
+import NotificationsDriverInterface from "../core/services/Notifier/NotificationsDriverInterface";
+
+interface NotificationsConfigInterface {
+    enable: boolean;
+    driver: NotificationsDriverInterface;
+    events: eventsInterface;
+}
+
+interface eventsInterface {
+    errors: boolean;
+    liveTradeStarted: boolean;
+    liveTradeStopped: boolean;
+    submittedOrders: boolean;
+    cancelledOrders: boolean;
+    executedOrders: boolean;
+    openedPosition: boolean;
+    updatedPosition: boolean;
+}
+
+const notifications: NotificationsConfigInterface = {
+    // setting this to 0 will disable notifications entirely
+    enable: !!(parseInt(process.env.ENABLE_NOTIFICATIONS)), 
+
+    // set the imported notifications driver 
+    driver: new Driver(), 
+
+    // events to report reported
+    events: {
+        errors: true, 
+        liveTradeStarted: true, 
+        liveTradeStopped: true,     
+        submittedOrders: true, 
+        cancelledOrders: true, 
+        executedOrders: true, 
+        openedPosition: true, 
+        updatedPosition: true,
+    }, 
+}
+
+export default notifications; 

config/sentry.ts

@@ -0,0 +1,5 @@
+export default {
+    useSentryForExceptionReporting: !!parseInt(process.env.ENABLE_SENTRY), 
+
+    sentryDSN: process.env.SENTRY_DSN, 
+}

core/exceptions/ConflictingOrders.ts

@@ -0,0 +1,6 @@
+export default class ConflictingOrders extends Error {
+    constructor(message: string) {
+        super(message);
+        this.name = 'ConflictingOrders';
+    }
+}

core/exceptions/EmptyPosition.ts

@@ -0,0 +1,6 @@
+export default class EmptyPosition extends Error {
+    constructor(message: string) {
+        super(message);
+        this.name = 'EmptyPosition';
+    }
+}