gdax-assistant

1.0.27 • Public • Published

Gdax-Assistant

A library of useful tools and classes for working with information gathered via the Coinbase-Pro (Gdax) API

Gdax-Chart

Indicators

Atr

  • Average true range of the set length

Aroon

  • Gets the Arron up, down and oscillator of the specafied time

Highest

  • Gets the highest candle variable over the specafied time frame

Lowest

  • Gets the lowest candle variable over the specafied time frame

Sma

  • Gets the smotthed moving average of the specafied candle variable

Adx/Dmi

  • Gets the Adx, +Di (pDi) and -Di (nDi) of the current set of data

PivotPoints

  • returns two support values (s1, s2) where s1 > s2 and two resistance values (r1, r2) where r1 < r2.

  • JSON object format: {s1, s2, r1, r2}

Roi

  • returns a percent (-100-100+) of the retunf on investmnet of the given time frame and lhoc value
  • example -3.5%

Macd

  • input: (short ema length, long ema length, smoothing length, recursive lookback, offset, candle attribute)
  • output: { short: short ema value, long: long ema value, macd: macd value, signal: signal line value, histogram: macd - signal}
    let pivots = chart.PivotPoints();
    console.log(pivots.r2);
    console.log(pivots.r1);
    console.log(pivots.s1);
    console.log(pivots.s2);

Know Sure Thing (KST)

  • input: (lhoc: string, short: int, long: int, signal: int)
    • defaults ('close', 10, 15, 9)
  • output {kst: float, signal: float}

SrBands

  • input: (smoothing, bandSize, length, offset, lhoc)
    • Defaults
      • smoothing: 10
      • bandSize: Atr(smoothing)
      • length: chart.candles.length (all candles)
      • offset: 0
      • lhoc: 'close'
  • output: BandList Object
    • BandList []: Band Objects sorted by the count (highest count at 0 index)
      • Bands
        • count #: number of times there is a turn around in that band intender to determine the value/weight of a given band
        • rank #: periods since smoothed average tested that level
        • price {}:
          • min #: min price in the band
          • max #: max price in the band
          • mean #: mean of the min and max values
      • orderByRank(dir)
        • sorts the BandList by rank in assending order. if dir = -1 desending order
      • orderByPrice(dir)
        • sorts the BandList by price.mean in desending order. if dir = -1 assending order
      • orderByCount(dir)
        • sorts the BandList by count rank in assending order. if dir = -1 desneding order
      • getCurrent(price)
        • gets the current band that the price resides in and returns -1 if there is no range
      • seperateSupportAndResistance(price): seperates the bads into those above and below price
        • shorthand mapping: seperate(price)
        • inputs:
          • price #: price used to mark what is support and what is resistance
          • output:
            • object containing two sorted BandList objects, resistance and support
              • resistance: band's with a price.mean above the input price. 0 index is lowest price
              • support: band's with a price.mean below the input price. 0 index is highest price
    • Example:
     let bands = chart.SrBands();
     let sr = bands.seperateSupportAndResistance(chart.candles[0].close);
     sr.resistance.reverse().forEach(r => {
          console.log(r.price.mean);
        });
        console.log();
        sr.support.forEach(s => {
          console.log(s.price.mean);
        });
    

Gdax-Candle

-   time: millisecond time of open
-   low: low price for the candle
-   high: high price for the candle
-   open: opening price for the candle
-   close: closing price for the candle
-   volume: volume for the candle
-   percent: percent change open to close
-   diff: change in price (close - open)
-   range: difference of high and low (high - low)
-   green: close > open
-   red: close < open
-   head: high - max(open, close)
-   tail: min(open, close) - tail
-   body: max(close, open) - min(close, open)
-   twap: (close + low + high) / 3
-   tr: true range (only if previous candle)

function toArray()
    -   Returns a gdax pattern array of
        time, low, high, open, close, volume

function toArray()
    -   Returns a gdax pattern csv string of
        time, low, high, open, close, volume

Fibs

Code

const { Fibs } = require("gdax-assistant");

let levels = Fibs(50, 100);

Outputs

levels = {
fib_n0618: 130.9,
fib_n0389: 119.1,
fib_0000: 100,
fib_0236: 88.2,
fib_0382: 80.9,
fib_0500: 75,
fib_0618: 69.1,
fib_0786: 60.699999999999996,
fib_1000: 50,
fib_1414: 29.299999999999997,
fib_2414: -20.700000000000003
}

The above code is used when calulating the fibs retracements and extensions after a move from 50 to 100 dollars. The "n" in the name denotes a negative number. For example n0618 is the -0.618 extension level.

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Install

npm i gdax-assistant

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Version

1.0.27

License

MIT

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15

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Collaborators

  • aaaelite21