Guanaco" class="reference-link"> 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
1. `yarn add gaunaco`
2. Determine your start date and interval of trading.
3. Run your algorithm with the starting portfolio of your choice (here, we start with $2400).
4. 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!}!)
})
```

💸 Supported Clients

Current

Future

ccxt

👫 Collaboration

If you’re interested in collaborating and adding onto the available clients and functionality, please feel free to submit pull requests.

📝 Authors

Anthony Krivonos - Portfolio | GitHub