1.5.2 • Published 3 years ago
gdax-sim v1.5.2
gdax-sim
Simulator used to help unit test and back test various Coinbase-Pro (gdax) interactions.
Install
npm i gdax-sim
Backtest
Reads data from saved candle objects and spits out matches 4 matches, one for open, one for the high, one for the low, and one for the close.
- If open >= close, the high will be 'sent' second and the low third
- If close > open, the low will be 'sent' second and the high third
- Settings to change this will come later
- Dispatches matches and dones based off of user orders to better replicate actual behavior
- If there is a gap in teh data the time is filled with 1 heartbeat message per minute
Example Code
const ApiSim = require('gdax-sim)
let gdax = new ApiSim({
quote_balance: 10,
base_balance: 10,
taker_fee: 0.5,
hour_start_on: 30,
}); //set base account (quote_balance-base_balance) taker_fee (in %), an when to start hourly candles
gdax.pair = 'LTC-USD';//set the name of the pair
gdax.websocketClient.on('message', (data) => {
//your code to handle behavior upon recieving a message on the websocket
});
//function to run after all mesages generated by the specific data set have been disbatched
gdax.afterSession = () =>{
console.log(gdax.user.fiatBalance, gdax.user.cryptoBalance);
}
//start the backtest
gdax.backtest(require('./TestData/LTC/27Nov2018.json').{
start_time: "0000", //starts candles and events when >=
end_time: "2460" //stops when 24 hour time is less than
});
Currnet API Endpoints
- Buy
- limit and market
- Sell
- limit and market
- cancelOrder
- limit only
- getOrder
- getHistoricRates
- takes 'granularity'
- takes 'end'
Coming Soon
- Get Accounts
- Get Balance
- Multi-asset web socket
Unit Test
Done using a global install of Mocha
gdax-sim> mocha
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