Gekko Broker #

Order execution library for bitcoin and crypto exchanges. This library is Gekko's execution engine for all live orders (simulated orders do not through Gekko Broker, they go through the paper trader). This library is intended for developers of trading systems in need for advanced order types on multiple exchanges over a unified API.

Introduction #

This library makes it easy to do (advanced) orders all crypto exchanges where Gekko can live trade at. See the complete list here.

This library allows you to:

Get basic market data
- ticker (BBO)
- ~orderbook~ (TODO)
- historical trades
Get portfolio data
Do an (advanced) order:
- Submit the order to the exchange
- Receive events about the status of the order:
  - submitted
  - open (accepted)
  - partially filled
  - rejected
  - completed
- Mutate the order
  - cancel
  - amend
    - move
    - move limit
Tracks orders submitted through the library.

Status #

Early WIP. All communication is via the REST APIs of exchanges. Not all exchanges are supported, see which ones are in this doc.

Order types #

This library aims to offer advanced order types, even on exchanges that do not natively support them by tracking the market and supplementing native order support on specific exchanges.

Working:

Base orders
- Sticky Order

TODO:

Base orders:
- Limit Order
- Market Order
Triggers:
- Stop
- If Touched (stop but opposite direction)

Example #

Set up a Gekko Broker instance:

// from the gekko repo (make sure you have deps installed
// inside the exchange folder).
const Broker = require('../gekko/exchange/GekkoBroker');
// or from NPM
// const Broker = require('gekko-broker');

const binance = new Broker({
  currency: 'USDT',
  asset: 'BTC',
  private: true,

  exchange: 'binance',
  key: 'x', // add your API key
  secret: 'y' // add your API secret
});

Now we have an instance that can create a sticky order:

const type = 'sticky';
const side = 'buy';
const amount = 1;

const order = binance.createOrder(type, side, amount);

order.on('statusChange', s => console.log(now(), 'new status', s));
order.on('fill', s => console.log(now(), 'filled', s));
order.on('error', s => console.log(now(), 'error!', e));
order.on('completed', a => {
  console.log(new Date, 'completed!');
  order.createSummary((err, s) => {
    console.log(new Date, 'summary:');
    console.log(JSON.stringify(s, null, 2));
  });
});

This one doesn't have an upper limit price for what it will buy at. It will stick it's bid offer at BBO until it's filled. If you have a limit in mind you can specify it when creating, do this instead:

const order = binance.createOrder(type, side, amount, { limit: 100 });

It will never offer to buy for more than 100, even if the BBO is above 100 (the bid will end up deep in the book).

At any point in time you can change the limit (or the amount), for example:

order.moveLimit(120);

Running the above example (without setting a limit and moving it) will yield:

root@foxtail:~/gb/nusadua# node b
2018-07-29 03:46:02 new status SUBMITTED
2018-07-29 03:46:02 new status OPEN
2018-07-29 03:46:04 filled 1
2018-07-29 03:46:04 new status FILLED
2018-07-29T03:46:04.127Z 'completed!'
2018-07-29T03:46:04.358Z 'summary:'
{
  "price": 0.0017479,
  "amount": 1,
  "date": "2018-07-29T03:46:02.576Z",
  "side": "buy",
  "orders": 1,
  "fees": {
    "BNB": 0.00075
  },
  "feePercent": 0.075
}

NOTE: not all status changes are documented and more events are planned but not implemented.

TODO #