Initial commit

.dockerignore

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+.DS_Store
+node_modules
+/dist
+
+# local env files
+.env.local
+.env.*.local
+
+# Log files
+npm-debug.log*
+yarn-debug.log*
+yarn-error.log*
+
+# Editor directories and files
+.idea
+.vscode
+*.suo
+*.ntvs*
+*.njsproj
+*.sln
+*.sw?
+
+coverage
+build
+data
+log
+
+.env
+
+examples/sample1-output.jpg
+references/*

.editorconfig

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+indent_style = space
+indent_size = 2
+end_of_line = lf
+trim_trailing_whitespace = true
+insert_final_newline = true
+max_line_length = 120

.env.dist

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+## Live
+BINANCE_LIVE_API_KEY=
+BINANCE_LIVE_SECRET_KEY=
+
+## Test
+BINANCE_TEST_API_KEY=
+BINANCE_TEST_SECRET_KEY=
+
+## Slack
+BINANCE_SLACK_ENABLED=false
+BINANCE_SLACK_WEBHOOL_URL=
+BINANCE_SLACK_CHANNEL=
+BINANCE_SLACK_USERNAME=

.eslintrc.json

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+{
+  "extends": ["airbnb", "prettier", "plugin:jest/recommended"],
+  "plugins": ["prettier", "jest"],
+  "rules": {
+    "prettier/prettier": ["error"],
+    "comma-dangle": ["error", "never"],
+    "max-len": ["error", { "code": 120 }],
+    "no-unused-vars": ["error", { "argsIgnorePattern": "^_" }]
+  },
+  "settings": {
+    "react": {
+      "version": "999.999.999"
+    }
+  }
+}

.gitignore

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+.DS_Store
+node_modules
+/dist
+
+# local env files
+.env.local
+.env.*.local
+
+# Log files
+npm-debug.log*
+yarn-debug.log*
+yarn-error.log*
+
+# Editor directories and files
+.idea
+*.suo
+*.ntvs*
+*.njsproj
+*.sln
+*.sw?
+
+coverage
+build
+data
+log
+
+.env
+
+examples/sample1-output.jpg
+references/*

.prettierignore

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+/node_modules/**
+/dist/**
+/tests/unit/coverage/**

.prettierrc.js

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+module.exports = {
+  printWidth: 120,
+  tabWidth: 2,
+  useTabs: false,
+  semi: true,
+  singleQuote: true,
+  trailingComma: 'none',
+  bracketSpacing: true,
+  jsxBracketSameLine: false,
+  arrowParens: 'avoid',
+  proseWrap: 'never',
+  htmlWhitespaceSensitivity: 'strict',
+  endOfLine: 'lf'
+};

.vscode/settings.json

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+{
+  "editor.insertSpaces": true,
+  "editor.formatOnSave": true,
+  "editor.tabSize": 2,
+  "eslint.enable": true,
+  "eslint.alwaysShowStatus": true,
+  "eslint.autoFixOnSave": true,
+  "files.trimTrailingWhitespace": true,
+  "files.exclude": {},
+  "files.insertFinalNewline": true,
+  "typescript.preferences.importModuleSpecifier": "relative",
+  "search.exclude": {
+    ".git": true,
+    ".build": true,
+    "**/.DS_Store": true,
+    "**/.vscode": true,
+    "**/coverage": true,
+    "**/node_modules": true
+  }
+}

Dockerfile

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+# development stage
+FROM node:13-alpine AS dev-stage
+
+RUN apk add --no-cache make gcc g++ python
+
+WORKDIR /srv
+
+COPY package*.json ./
+
+RUN npm install
+
+COPY . .
+
+EXPOSE 3000
+
+CMD [ "npm", "run", "dev" ]
+
+# build stage
+FROM dev-stage AS build-stage
+
+RUN npm run build
+
+RUN rm -rf node_modules
+
+RUN npm install --production
+
+# production stage
+FROM node:13-alpine AS production-stage
+
+ARG PACKAGE_VERSION=untagged
+LABEL PackageVersion=${PACKAGE_VERSION}
+
+ARG NODE_ENV=production
+LABEL Environment=${NODE_ENV}
+
+WORKDIR /srv
+
+COPY --from=build-stage /srv /srv
+
+CMD [ "npm", "start"]

LICENSE

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+MIT License
+
+Copyright (c) 2019 chrisleekr
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

README.md

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+# Binance Auto Trading API
+
+## How to use
+
+1. Create `.env` file based on `.env.dist`.
+
+2. Check `docker-compose.yml` for `BINANCE_MODE` environment parameter
+
+3. Launch docker compose
+
+```bash
+$ docker-compose up -d
+```
+
+or
+
+```bash
+$ docker-compose -f docker-compose.server.yml up -d
+```
+
+## Environment Parameters
+
+Use environment parameter to adjust parameters. Checkout `/config/custom-environment-variables.json`

app/helpers/binance.js

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+const _ = require('lodash');
+const config = require('config');
+
+const Binance = require('binance-api-node').default;
+const cache = require('./cache');
+
+const binanceOptions = {};
+
+if (process.env.BINANCE_MODE === 'live') {
+  binanceOptions.apiKey = config.get('binance.live.apiKey') || '';
+  binanceOptions.apiSecret = config.get('binance.live.secretKey') || '';
+} else {
+  binanceOptions.httpBase = 'https://testnet.binance.vision';
+  binanceOptions.apiKey = config.get('binance.test.apiKey') || '';
+  binanceOptions.apiSecret = config.get('binance.test.secretKey') || '';
+}
+
+const client = Binance(binanceOptions);
+
+const getSymbolInfo = async (logger, symbol) => {
+  const cachedSymbolInfo = await cache.get('symbol-info');
+  if (cachedSymbolInfo) {
+    logger.info({ cachedSymbolInfo }, 'Retreived symbol info from cache');
+    return JSON.parse(cachedSymbolInfo);
+  }
+
+  logger.info({}, 'Request exchange info from Binance');
+  const exchangeInfo = await client.exchangeInfo();
+  logger.info({}, 'Retrieved exchange info from Binance');
+  const symbolInfo =
+    _.filter(exchangeInfo.symbols, s => {
+      return s.symbol === symbol;
+    })[0] || {};
+
+  symbolInfo.filterLotSize = _.filter(symbolInfo.filters, f => f.filterType === 'LOT_SIZE')[0] || {};
+  symbolInfo.filterPrice = _.filter(symbolInfo.filters, f => f.filterType === 'PRICE_FILTER')[0] || {};
+  symbolInfo.filterPercent = _.filter(symbolInfo.filters, f => f.filterType === 'PERCENT_PRICE')[0] || {};
+  symbolInfo.filterMinNotional = _.filter(symbolInfo.filters, f => f.filterType === 'MIN_NOTIONAL')[0] || {};
+
+  const success = cache.set('symbol-info', JSON.stringify(symbolInfo), 600);
+  logger.info({ success, symbolInfo }, 'Retreived symbol info from Binance');
+  return symbolInfo;
+};
+
+module.exports = { client, getSymbolInfo };

app/helpers/cache.js

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+const NodeCache = require('node-cache');
+
+const nodeCache = new NodeCache();
+
+const set = (key, obj, ttl) => {
+  return nodeCache.set(key, obj, ttl);
+};
+
+const get = key => {
+  return nodeCache.get(key);
+};
+
+module.exports = { set, get };

app/helpers/index.js

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+const cache = require('./cache');
+const logger = require('./logger');
+const slack = require('./slack');
+const binance = require('./binance');
+const tulind = require('./tulind');
+
+module.exports = {
+  cache,
+  logger,
+  slack,
+  binance,
+  tulind
+};

app/helpers/logger.js

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+const bunyan = require('bunyan');
+const packageJson = require('../../package.json');
+
+const logger = bunyan.createLogger({
+  name: 'api',
+  version: packageJson.version,
+  streams: [{ stream: process.stdout, level: process.env.NODE_ENV !== 'test' ? bunyan.TRACE : bunyan.FATAL }]
+});
+logger.info({ NODE_ENV: process.env.NODE_ENV }, 'API logger loaded');
+
+module.exports = logger;

app/helpers/slack.js

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+const axios = require('axios');
+const config = require('config');
+
+const sendMessage = text => {
+  if (config.get('slack.enabled') === false) {
+    return Promise.resolve({});
+  }
+
+  return axios.post(config.get('slack.webhookUrl'), {
+    channel: config.get('slack.channel'),
+    username: config.get('slack.username'),
+    type: 'mrkdwn',
+    text
+  });
+};
+
+module.exports = { sendMessage };

app/helpers/tulind.js

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+const tulind = require('tulind');
+
+const bbands = (candlesData, period, stddev) => {
+  return tulind.indicators.bbands.indicator([candlesData.close], [period, stddev]);
+};
+
+const sma = (candlesData, period) => {
+  return tulind.indicators.sma.indicator([candlesData.close], [period]);
+};
+
+module.exports = { bbands, sma };

app/jobs/alive.js

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+const aliveHelper = require('./alive/helper');
+const { slack } = require('../helpers');
+
+const execute = async logger => {
+  logger.info('Alive: Notify balance and current candle');
+
+  try {
+    // 1. Get balance
+    const balanceInfo = await aliveHelper.getBalance(logger);
+
+    // 2. Get current candle
+    const lastCandle = await aliveHelper.getLastCandle(logger);
+
+    slack.sendMessage(
+      `Account Balance:\`\`\`${JSON.stringify(balanceInfo, undefined, 2)}\`\`\`\nLast Candle:\`\`\`${JSON.stringify(
+        lastCandle,
+        undefined,
+        2
+      )}\`\`\``
+    );
+  } catch (e) {
+    logger.error(e, 'Execution failed.');
+    slack.sendMessage(`Execution failed\n\`\`\`${e.message}\`\`\``);
+  }
+};
+
+module.exports = { execute };

app/jobs/alive/helper.js

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+const _ = require('lodash');
+const config = require('config');
+const { binance } = require('../../helpers');
+
+const getBalance = async logger => {
+  const balanceSymbols = config.get('jobs.alive.balanceSymbols').split(',');
+  const accountInfo = await binance.client.accountInfo();
+  const balances = _.filter(accountInfo.balances, b => balanceSymbols.includes(b.asset));
+
+  logger.info({ balances }, 'Retrieved balances');
+  return balances;
+};
+
+const getLastCandle = async logger => {
+  const candle = await binance.client.candles({
+    symbol: config.get('jobs.alive.priceSymbol'),
+    interval: '1m',
+    limit: 1
+  });
+
+  logger.info({ candle }, 'Retrieved last candle');
+  return candle;
+};
+
+module.exports = { getBalance, getLastCandle };