add init leech market

core/markets/leech.js

@@ -0,0 +1,88 @@
+// a leech market is "semi-realtime" and pulls out candles of a
+// database (which is expected to be updated reguraly, like with a
+// realtime market running in parralel).
+
+const _ = require('lodash');
+const moment = require('moment');
+
+const util = require('../util');
+const dirs = util.dirs();
+const config = util.getConfig();
+
+const adapter = config[config.adapter];
+const Reader = require(dirs.gekko + adapter.path + '/reader');
+
+const TICKINTERVAL = 20 * 1000; // 20 seconds
+
+const exchanges = require(dirs.gekko + 'exchanges');
+const exchange = _.find(exchanges, function(e) {
+  return e.slug === config.watch.exchange.toLowerCase();
+});
+
+if(!exchange)
+  util.die(`Unsupported exchange: ${config.watch.exchange.toLowerCase()}`)
+
+const exchangeChecker = require(util.dirs().core + 'exchangeChecker');
+
+const error = exchangeChecker.cantMonitor(config.watch);
+if(error)
+  util.die(error, true);
+
+if(config.market.from)
+  const fromTs = moment.utc(config.market.from).unix();
+else
+  const fromTs = moment().startOf('minute').unix();
+
+var Market = function() {
+
+  _.bindAll(this);
+
+  Readable.call(this, {objectMode: true});
+
+  this.reader = new Reader();
+  this.latestTs = fromTs;
+
+  setInterval(
+    this.get,
+    TICKINTERVAL
+  );
+}
+
+var Readable = require('stream').Readable;
+Market.prototype = Object.create(Readable.prototype, {
+  constructor: { value: Market }
+});
+
+Market.prototype._read = _.once(function() {
+  this.get();
+});
+
+Market.prototype.get = function() {
+  var future = moment().add(1, 'minute').unix();
+
+  this.reader.get(
+    this.latestTs,
+    future,
+    'full',
+    this.processCandles
+  )
+}
+
+Market.prototype.processCandles = function(err, candles) {
+
+  var amount = _.size(candles);
+
+  if(amount === 0) {
+    // no new candles!
+    return;
+  }
+
+  _.each(candles, function(c, i) {
+    c.start = moment.unix(c.start).utc();
+    this.push(c);
+  }, this);
+
+  this.latestTs = _.last(candles).start + 1;
+}
+
+module.exports = Market;

core/pipeline.js

@@ -159,8 +159,14 @@ var pipeline = (settings) => {
       prepareMarket
     ],
     function() {
-      // load a market based on the mode
-      var Market = require(dirs.markets + mode);
+      // load a market based on the config (or fallback to mode)
+      let marketType;
+      if(config.market)
+        marketType = config.market.type;
+      else
+        marketType = mode;
+
+      var Market = require(dirs.markets + marketType);
 
       var market = new Market(config);
       var gekko = new GekkoStream(candleConsumers);

core/util.js

@@ -20,11 +20,12 @@ var util = {
       return _config;
 
     if(program.config) {
+
       // we will use one single config file
-      if(!fs.existsSync(configFile))
+      if(!fs.existsSync(util.dirs().gekko + program.config))
         util.die('Cannot find the specified config file.');
 
-      _config = require(configFile);
+      _config = require(util.dirs().gekko + program.config);
       return _config;
     }
 

plugins/tradingAdvisor/tradingAdvisor.js

@@ -9,6 +9,7 @@ var log = require(dirs.core + 'log');
 var CandleBatcher = require(dirs.core + 'candleBatcher');
 
 var moment = require('moment');
+var isLeecher = config.market && config.market.type === 'leech';
 
 var Actor = function(done) {
   _.bindAll(this);
@@ -23,11 +24,11 @@ var Actor = function(done) {
 
   var mode = util.gekkoMode();
 
-  if(mode === 'realtime') {
+  if(mode === 'realtime' && !isLeecher) {
     var Stitcher = require(dirs.tools + 'dataStitcher');
     var stitcher = new Stitcher(this.batcher);
     stitcher.prepareHistoricalData(done);
-  } else if(mode === 'backtest')
+  } else
     done();
 }
 

sample-config.js

@@ -17,8 +17,8 @@ config.debug = true; // for additional logging / debugging
 config.watch = {
 
   // see https://github.com/askmike/gekko#supported-exchanges
-  exchange: 'Bitstamp',
-  currency: 'USD',
+  exchange: 'Poloniex',
+  currency: 'USDT',
   asset: 'BTC'
 }
 
@@ -38,6 +38,22 @@ config.tradingAdvisor = {
   }
 }
 
+config.MACD = {
+  // EMA weight (α)
+  // the higher the weight, the more smooth (and delayed) the line
+  short: 10,
+  long: 21,
+  signal: 9,
+  // the difference between the EMAs (to act as triggers)
+  thresholds: {
+    down: -0.025,
+    up: 0.025,
+    // How many candle intervals should a trend persist
+    // before we consider it real?
+    persistence: 1
+  }
+};
+
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 //                       CONFIGURING PLUGINS
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
@@ -53,7 +69,7 @@ config.trader = {
 }
 
 config.adviceLogger = {
-  enabled: true,
+  enabled: false,
   muteSoft: true // disable advice printout if it's soft
 }
 
@@ -161,12 +177,10 @@ config.redisBeacon = {
 }
 
 config.candleWriter = {
-  adapter: 'sqlite',
-  enabled: true
+  enabled: false
 }
 
 config.adviceWriter = {
-  adapter: 'mongodb',
   enabled: false,
   muteSoft: true,
 }
@@ -175,6 +189,8 @@ config.adviceWriter = {
 //                       CONFIGURING ADAPTER
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
+config.adapter = 'sqlite';
+
 config.sqlite = {
   path: 'plugins/sqlite',