v4.1.0: release to master

.travis.yml

@@ -0,0 +1,8 @@
+language: node_js
+node_js:
+  - "8"
+  - "9"
+before_install:
+  - rm -rf package-lock.json
+  - npm install https://github.com/floatdrop/pinkie-promise.git
+  - npm install -g node-gyp

CHANGELOG.md

@@ -0,0 +1,44 @@
+## Changelog
+
+- [v4.1.0](https://github.com/carlos8f/zenbot/releases/tag/v4.1.0) (Latest)
+    - more indicators
+    - more strategies
+    - more exchanges
+    - too many bug fixes to list here
+    - web UI
+    - Travis
+    - Docker automated builds
+    - Automated tests
+- [v4.0.5](https://github.com/carlos8f/zenbot/releases/tag/v4.0.5)
+    - handle insufficient funds errors from gdax
+    - new trend_ema defaults adjusted for latest btc movements: 20m period, neutral_rate=0
+    - include more data in sim output
+    - remove rarely useful trend_ema options
+    - avoid abort in trader on failed getTrades()
+- v4.0.4
+    - debugging for polo odd results
+    - sim: simplify and correct makerFee assessment
+    - fix conf path in API credentials errors
+    - fix order total under 0.0001 error on polo
+    - Docker: extend README slightly (thanks [@DeviaVir](https://github.com/deviavir) and [@egorbenko](https://github.com/egorbenko))
+    - docker-compose: do not expose mongodb by default! (thanks [@DeviaVir](https://github.com/deviavir))
+- v4.0.3
+    - fix for docker mongo host error
+    - link for new Discord chat!
+    - fix polo crash on getOrder weird result
+    - fix oversold_rsi trigger while in preroll
+    - fix polo "not enough..." errors
+    - fancy colors for price report
+    - display product id in report
+    - fix poloniex backfill batches too big, mongo timeouts
+    - fix cursorTo() crash on some node installs
+    - memDump for debugging order failures
+    - fix column spacing on progress report
+- v4.0.2
+    - minor overhaul to trend_ema strat - added whipsaw filtering via std. deviation (`--neutral_rate=auto`)
+    - trim preroll of sim result graph
+- v4.0.1
+    - Added .dockerignore (thanks [@sulphur](https://github.com/sulphur))
+    - fix crashing on mongo timeout during backfill
+    - fix gaps in poloniex backfill
+    - default backfill days 90 -> 14

Dockerfile

@@ -4,7 +4,11 @@ RUN mkdir -p /app
 WORKDIR /app
 
 COPY package.json /app/
-RUN npm install -g node-gyp && npm install --unsafe-perm
+COPY webpack.config.js /app/
+COPY webpack-src /app/webpack-src
+COPY templates /app/templates
+RUN npm install -g node-gyp
+RUN npm install --unsafe-perm
 
 COPY . /app
 RUN ln -s /app/zenbot.sh /usr/local/bin/zenbot

commands/trade.js

@@ -387,9 +387,11 @@ module.exports = function container (get, set, clear) {
             get('db.trades').select(opts, function (err, trades) {
               if (err) throw err
               if (!trades.length) {
-                console.log('------------------------------------------ INITIALIZE  OUTPUT ------------------------------------------')
+                var head = '------------------------------------------ INITIALIZE  OUTPUT ------------------------------------------';
+                console.log(head)
                 get('lib.output').initializeOutput(s)
-                console.log('---------------------------- STARTING ' + so.mode.toUpperCase() + ' TRADING ----------------------------')
+                var minuses = Math.floor((head.length - so.mode.length - 19) / 2)
+                console.log('-'.repeat(minuses) + ' STARTING ' + so.mode.toUpperCase() + ' TRADING ' + '-'.repeat(minuses + (minuses % 2 == 0 ? 0 : 1)))
                 if (so.mode === 'paper') {
                   console.log('!!! Paper mode enabled. No real trades are performed until you remove --paper from the startup command.')
                 }

docker-compose-windows.yml

@@ -1,5 +1,5 @@
 server:
-  build: .
+  image: deviavir/zenbot:unstable
   volumes:
     - ./conf.js:/app/conf.js
     - ./extensions:/app/extensions
@@ -12,7 +12,7 @@ mongodb:
   image: mongo:latest
   volumes_from:
     - mongodb-data
-  command: mongod --smallfiles
+  command: mongod --smallfiles --bind_ip=0.0.0.0 --logpath=/dev/null
 
 mongodb-data:
   image: mongo:latest

docker-compose.yml

@@ -3,7 +3,7 @@ version: '3.1'
 services:
 
   server:
-    build: .
+    image: deviavir/zenbot:unstable
     volumes:
       - ./conf.js:/app/conf.js
       - ./extensions:/app/extensions
@@ -22,7 +22,7 @@ services:
     image: mongo:latest
     volumes:
       - ./data/db:/data/db
-    command: mongod --smallfiles --logpath=/dev/null
+    command: mongod --smallfiles --bind_ip=0.0.0.0 --logpath=/dev/null
     ports:
       - 27017:27017
 

extensions/exchanges/bittrex/exchange.js

@@ -38,7 +38,7 @@ module.exports = function container(get, set, clear) {
       var timeout = 2500
     }
 
-    console.error(('\Bittrex API error - unable to call ' + method + ' (' + error.message + '), retrying in ' + timeout / 1000 + 's').red)
+    console.error(('\nBittrex API error - unable to call ' + method + ' (' + error.message + '), retrying in ' + timeout / 1000 + 's').red)
     setTimeout(function () {
       exchange[method].apply(exchange, args)
     }, timeout)

extensions/exchanges/poloniex/exchange.js

@@ -73,7 +73,7 @@ module.exports = function container (get, set, clear) {
           return retry('getTrades', func_args)
         }
         if (!body.map) {
-          console.error('\getTrades odd result:')
+          console.error('\ngetTrades odd result:')
           console.error(body)
           return retry('getTrades', func_args)
         }
@@ -100,7 +100,7 @@ module.exports = function container (get, set, clear) {
           return retry('getBalance', args)
         }
         if (body.error) {
-          console.error('\ggetBalance error:')
+          console.error('\ngetBalance error:')
           console.error(body)
           return retry('getBalance', args)
         }
@@ -126,7 +126,7 @@ module.exports = function container (get, set, clear) {
           return retry('getQuote', args)
         }
         if (body.error) {
-          console.error('\ggetQuote error:')
+          console.error('\ngetQuote error:')
           console.error(body)
           return retry('getQuote', args)
         }

extensions/strategies/dema/strategy.js

@@ -15,6 +15,7 @@ module.exports = function container (get, set, clear) {
       this.option('down_trend_threshold', 'threshold to trigger a sold signal', Number, 0)
       this.option('overbought_rsi_periods', 'number of periods for overbought RSI', Number, 9)
       this.option('overbought_rsi', 'sold when RSI exceeds this value', Number, 80)
+      this.option('noise_level_pct', 'do not trade when short ema is with this % of last short ema', Number, 0)
     },
 
     calculate: function (s) {
@@ -47,7 +48,9 @@ module.exports = function container (get, set, clear) {
       }
 
       if (typeof s.period.dema_histogram === 'number' && typeof s.lookback[0].dema_histogram === 'number') {
-        if ((s.period.dema_histogram - s.options.up_trend_threshold) > 0 && (s.lookback[0].dema_histogram - s.options.up_trend_threshold) <= 0) {
+        if (s.options.noise_level_pct != 0 && (s.period.ema_short / s.lookback[0].ema_short * 100 < s.options.noise_level_pct)) {
+          s.signal = 'null';
+        } else if ((s.period.dema_histogram - s.options.up_trend_threshold) > 0 && (s.lookback[0].dema_histogram - s.options.up_trend_threshold) <= 0) {
           s.signal = 'buy';
         } else if ((s.period.dema_histogram + s.options.down_trend_threshold) < 0 && (s.lookback[0].dema_histogram + s.options.down_trend_threshold) >= 0) {
           s.signal = 'sell';

extensions/strategies/noop/_codemap.js

@@ -1,5 +1,6 @@
 module.exports = {
   _ns: 'zenbot',
 
-  'strategies.noop': require('./strategy')
-}
+  'strategies.noop': require('./strategy'),
+  'strategies.list[]': '#strategies.noop'
+}

extensions/strategies/trendline/strategy.js

@@ -72,8 +72,8 @@ module.exports = function container (get, set, clear) {
          s.signal = 'buy'
          }
       else if (
-         s.growth === false |
-         s.growth2 === false |
+         s.growth === false ||
+         s.growth2 === false ||
          s.accel === false
          )
          {

lib/engine.js

@@ -706,7 +706,7 @@ module.exports = function container (get, set, clear) {
         process.stdout.write(z(8, pct(diff), ' ')[diff >= 0 ? 'green' : 'red'])
       }
       else {
-        process.stdout.write(z(8, '', ' '))
+        process.stdout.write(z(9, '', ' '))
       }
       var volume_display = s.period.volume > 99999 ? abbreviate(s.period.volume, 2) : n(s.period.volume).format('0')
       volume_display = z(8, volume_display, ' ')
@@ -789,8 +789,8 @@ module.exports = function container (get, set, clear) {
           z(19, 'DATE', ' ').grey,
           z(17, 'PRICE', ' ').grey,
           z(9, 'DIFF', ' ').grey,
-          z(15, 'VOL', ' ').grey,
-          z(12, 'RSI', ' ').grey,
+          z(10, 'VOL', ' ').grey,
+          z(8, 'RSI', ' ').grey,
           z(32, 'ACTIONS', ' ').grey,
           z(25, 'BAL', ' ').grey,
           z(22, 'PROFIT', ' ').grey