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# Gekko Broker
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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.
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## Introduction
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This library makes it easy to do (advanced) orders all crypto exchanges where Gekko can live trade at. See the complete list [here](https://gekko.wizb.it/docs/introduction/supported_exchanges.html).
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This library allows you to:
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- Get basic market data
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- ticker (BBO)
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- ~orderbook~ (TODO)
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- historical trades
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- Get portfolio data
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- Do an (advanced) order:
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- Submit the order to the exchange
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- Receive events about the status of the order:
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- submitted
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- open (accepted)
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- partially filled
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- rejected
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- completed
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- Mutate the order
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- cancel
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- amend
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- move
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- move limit
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- Tracks orders submitted through the library.
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## Status
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Early WIP. All communication is via the REST APIs of exchanges. Not all exchanges are supported, see which ones are in [this doc](../introduction/supported_exchanges.md).
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## Order types
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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.
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Working:
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- Base orders
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- [Sticky Order](./sticky_order.md)
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TODO:
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- Base orders:
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- Limit Order
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- Market Order
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- Triggers:
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- Stop
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- If Touched (stop but opposite direction)
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### Example
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Set up a Gekko Broker instance:
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// from the gekko repo (make sure you have deps installed
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// inside the exchange folder).
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const Broker = require('../gekko/exchange/GekkoBroker');
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// or from NPM
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// const Broker = require('gekko-broker');
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const binance = new Broker({
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currency: 'USDT',
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asset: 'BTC',
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private: true,
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exchange: 'binance',
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key: 'x', // add your API key
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secret: 'y' // add your API secret
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});
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Now we have an instance that can create a [sticky order](./sticky_order.md):
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const type = 'sticky';
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const side = 'buy';
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const amount = 1;
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const order = binance.createOrder(type, side, amount);
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order.on('statusChange', s => console.log(now(), 'new status', s));
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order.on('fill', s => console.log(now(), 'filled', s));
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order.on('error', s => console.log(now(), 'error!', e));
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order.on('completed', a => {
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console.log(new Date, 'completed!');
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order.createSummary((err, s) => {
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console.log(new Date, 'summary:');
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console.log(JSON.stringify(s, null, 2));
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});
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});
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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:
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const order = binance.createOrder(type, side, amount, { limit: 100 });
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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).
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At any point in time you can change the limit (or the amount), for example:
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order.moveLimit(120);
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Running the above example (without setting a limit and moving it) will yield:
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root@foxtail:~/gb/nusadua# node b
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2018-07-29 03:46:02 new status SUBMITTED
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2018-07-29 03:46:02 new status OPEN
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2018-07-29 03:46:04 filled 1
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2018-07-29 03:46:04 new status FILLED
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2018-07-29T03:46:04.127Z 'completed!'
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2018-07-29T03:46:04.358Z 'summary:'
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{
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"price": 0.0017479,
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"amount": 1,
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"date": "2018-07-29T03:46:02.576Z",
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"side": "buy",
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"orders": 1,
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"fees": {
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"BNB": 0.00075
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},
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"feePercent": 0.075
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}
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NOTE: not all status changes are documented and more events are planned but not implemented.
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### TODO
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- finish all exchange integrations that gekko supports
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- finish all order types and triggers (under todo)
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- implement websocket support (per exchange)
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- use native move API calls wherever possible (poloniex)
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# Sticky Order
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An advanced order that stays at the top of the book (until the optional limit). The order will automatically stick to the best BBO until the complete amount has been filled.
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TODO:
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- implement fallback for when this order is alone at the top, some spread before everyone else
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- finalize API
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- add more events / ways to debug
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- pull ticker data out of this order market data should flow from the broker (so we can easier move to at least public websocket streams).
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## Example usage
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const Broker = require('gekko-broker');
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const gdax = new Broker({
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currency: 'EUR',
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asset: 'BTC',
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exchange: 'gdax',
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// Enables access to private endpoints.
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// Needed to create orders and fetch portfolio
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private: true,
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key: 'x',
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secret: 'y',
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passphrase: 'z'
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});
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gdax.portfolio.setBalances(console.log);
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const type = 'sticky';
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const amount = 0.5;
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const side = 'buy';
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const limit = 6555;
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const order = gdax.createOrder(type, side, amount, { limit });
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order.on('statusChange', status => console.log(status));
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order.on('filled', result => console.log(result));
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order.on('completed', () => {
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order.createSummary(summary => console.log)
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});
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// mutate like so
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// order.moveAmount(1);
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// order.moveLimit(6666);
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@@ -0,0 +1,22 @@
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# Wrapper API
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Gekko Broker is a library that sits between trading applications and Gekko Broker Exchange Wrappers. Which means it has two APIs to communicate with other code:
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This document descibres the API layer between the exchange wrappers and Gekko Broker.
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## Wrapper API spec
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The current API documentation is currently located [here](../extending/add_an_exchange.md).
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## Wrapper API Changelog
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### Gekko 0.5.x to Gekko (Broker) 0.6.0
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NOTE: this API design might still have minor changes leading up to the release of Gekko 0.6. See [this thread](https://forum.gekko.wizb.it/thread-57279-post-59207.html) for more information.
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- The wrapper files are now nested different (from `gekko/exchanges` to `gekkobroker/wrappers` (which equals `gekko/exchange/wrappers` for Gekko users).
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- cancelOrder now requires a second parameter to be passed (that indicates whether the order was filled before it was canceled), see [details](https://github.com/askmike/gekko/commit/0e301f7d66e24ec97327f5f01380f691cc2d3725#diff-dbfe320ca090e208be32459d98fc11ed).
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- checkOrder now expects an object with a few properties to be returned, see [details](https://github.com/askmike/gekko/commit/e0d4a7362cd74b4b4f50759b1012ce489ea44a0c#diff-dbfe320ca090e208be32459d98fc11ed).
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- Error handling has gotten a lot more complex, with an updated error interface between a retry system (provided by Gekko) and the exchange wrapper. [Read more here](https://github.com/askmike/gekko/commit/e0d4a7362cd74b4b4f50759b1012ce489ea44a0c#diff-dbfe320ca090e208be32459d98fc11ed).
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