Playground Fomo Bot

0. simple analysis of changes in the orderbook (compares current volumes and average-vol)

1. Fetches historic trade/candle data from REST-API and saves them in influx-database

• 1m,5m,1h,1d candles (1000 per interval)

2. Connects Orderbook via websocket

• tracks 5m,10m,15m moving-averages for the top25 orderbook entries (bids/asks)
• groups the orderbook into 2$-chunks (instead of 0.5$)

3. Outputs to console:

{
  volDiffs: { diff3: 2429, diffN: 1628340 },
  askAvgs: { askVol: 4588606, askVolAvg: 4183006, diff: 405600 },
  bidAvgs: { bidVol: 2960266, bidVolAvg: 5148133, diff: -2187867 },
  Guess: 'LONG'
}

• vollDiffs: difference between low & ask -volume/1000
• askAvgs:
  • askVol: currentTotal askVolume
  • askVolAvg: average 5m volume
  • diff: difference between 5m-avg and current Volume
• biAvgs:
  • ...
• Guess: if all ask-values are below bid-values - it suggests: SHORT ...

Prerequisite

1. download & install influxdb from https://v2.docs.influxdata.com/v2.0/get-started/#start-with-influxdb-oss
2. Set up InfluxDB through the UI: http://localhost:9999

• create an organisation called "de"
• create a bucket called "bitmex"
• see https://v2.docs.influxdata.com/v2.0/get-started/#set-up-influxdb

Install

yarn
yarn start 

# optional install: typescript and ts-node globally

yarn global add typescript
yarn global add ts-node-dev

# disabling livedata or REST in index.ts

// const history = fetchMex(writeApi);
// const live = handleLiveData(writeApi);

• create .env file

url="http://localhost:9999"
token=".....=="
org="de"
bucket="bitmex"
beep=1

Influx Dasboards

• Data will be pumped to your influxdb

sample output

Orderbot coming soon