Guanaco

A cute and cuddly cryptocurrency quant trading engine in TypeScript.

The guanaco (Lama guanicoe) (from Quechua "Wanaku", via Spanish) is a camelid native to South America, closely related to the llama. Its name comes from the Quechua word huanaco (modern spelling wanaku). - Wikipedia

✨ Features

Live, schedule-based trading
Algorithm backtesting
Same source code for all clients
... and many more to come!

📦 Installation

npm install --save guanaco

yarn add guanaco

✅ It's Easy AF

Live Trading Example with Gemini

yarn add gaunaco
Paste and start trading like a badass.

import { GeminiClient, Scheduler } from 'guanaco'
const geminiClient = GeminiClient({     key: 'my-key',     secret: 'my-secret' })
let lastPrice = 0
// Schedule every hour Scheduler.hourInterval(() => {     geminiClient.info('btcusd').then((info) => {         // Not-so-great strategy here         const change = (info.ticker.last - lastPrice)/lastPrice         if (change > 0.05) {             geminiClient.sell('btcusd', 20, 50)         }         lastPrice = info.ticker.last     }) }, 1)

🕗 Backtesting Example

yarn add gaunaco
Determine your start date and interval of trading.
Run your algorithm with the starting portfolio of your choice (here, we start with $2400).
Asynchronously get your results!

import { Backtester, BacktestClient, BacktestClientPortfolio, BacktestInterval, OrderType } from '../../src';
const lastMonth = new Date(2019, 7, 30) const backtestInterval = BacktestInterval.ONE_DAY
let backtester = new Backtester(lastMonth, backtestInterval)
let lastAskPrice = null backtester.run({ usd: 2400 }, (client:BacktestClient) => {     const info = client.info('btcusd')     if (lastAskPrice && lastAskPrice > info.ticker.ask) {         client.buy('btcusd', 0.25, info.ticker.ask, OrderType.MARKET)         lastAskPrice = info.ticker.ask     } }).then((result) => {     console.log(We earned ${result.usd!}!) })