first commit

exchange/triggers/index.js

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+const trailingStop = require('./trailingStop');
+
+module.exports = { trailingStop };

exchange/triggers/trailingStop.js

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+const EventEmitter = require('events');
+
+// Note: as of now only supports trailing the price going up (after 
+// a buy), on trigger (when the price moves down) you should sell.
+
+
+// @param initialPrice: initial price, preferably buy price
+// @param trail: fixed offset from the price
+// @param onTrigger: fn to call when the stop triggers
+class TrailingStop extends EventEmitter {
+  constructor({trail, initialPrice, onTrigger}) {
+    super();
+
+    this.trail = trail;
+    this.isLive = true;
+    this.onTrigger = onTrigger;
+
+    this.previousPrice = initialPrice;
+    this.trailingPoint = initialPrice - this.trail;
+  }
+
+  updatePrice(price) {
+    if(!this.isLive) {
+      return;
+    }
+
+    if(price > this.trailingPoint + this.trail) {
+      this.trailingPoint = price - this.trail;
+    }
+
+    this.previousPrice = price;
+
+    if(price <= this.trailingPoint) {
+      this.trigger();
+    }
+  }
+
+  updateTrail(trail) {
+    if(!this.isLive) {
+      return;
+    }
+
+    this.trail = trail;
+    this.trailingPoint = this.previousPrice - this.trail;
+    // recheck whether moving the trail triggered.
+    this.updatePrice(this.previousPrice);
+  }
+
+  trigger() {
+    if(!this.isLive) {
+      return;
+    }
+
+    this.isLive = false;
+    if(this.onTrigger) {
+      this.onTrigger(this.previousPrice);
+    }
+    this.emit('trigger', this.previousPrice);
+  }
+}
+
+module.exports = TrailingStop;