mzoe/ritmex-bot
1
0
Fork 0
mirror of https://github.com/discountry/ritmex-bot.git synced 2026-09-09 16:28:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add swing trading strategy with RSI signals and Binance integration

Browse Source 
- Introduced a new swing trading strategy utilizing the RSI indicator on the ETHBTC pair from Binance.
- Implemented the `SwingEngine` to manage trading logic, including entry and exit conditions based on RSI thresholds.
- Added configuration options for swing direction, trade amount, and RSI parameters in `config.ts`.
- Created new documentation for the swing strategy, detailing its behavior and configuration.
- Enhanced CLI to support the new swing strategy option.
- Added tests for swing logic to ensure correct behavior under various market conditions.
This commit is contained in:
discountry
2026-01-31 16:15:07 +08:00
parent 1d88ddefb5
commit c4559cb0d7
16 changed files with 2369 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files
src/cli/args.ts
+3 -2
View File
@@ -1,4 +1,4 @@
export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
export type StrategyId = "trend" | "swing" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
export interface CliOptions {
strategy?: StrategyId;
@@ -9,6 +9,7 @@ export interface CliOptions {
const STRATEGY_VALUES = new Set<StrategyId>([
"trend",
"swing",
"guardian",
"maker",
"maker-points",
@@ -98,7 +99,7 @@ function assignExchange(options: CliOptions, raw: string): void {
export function printCliHelp(): void {
// eslint-disable-next-line no-console
console.log(`Usage: bun run index.ts [--strategy <trend|guardian|maker|maker-points|offset-maker|liquidity-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` +
console.log(`Usage: bun run index.ts [--strategy <trend|swing|guardian|maker|maker-points|offset-maker|liquidity-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` +
`Options:\n` +
` --strategy, -s Automatically start the specified strategy without the interactive menu.\n` +
` Aliases: offset, offset-maker for the offset maker engine.\n` +
src/cli/strategy-runner.ts
+17 -1
View File
@@ -1,4 +1,4 @@
import { basisConfig, gridConfig, isBasisStrategyEnabled, liquidityMakerConfig, makerConfig, makerPointsConfig, tradingConfig } from "../config";
import { basisConfig, gridConfig, isBasisStrategyEnabled, liquidityMakerConfig, makerConfig, makerPointsConfig, swingConfig, tradingConfig } from "../config";
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
import type { ExchangeAdapter } from "../exchanges/adapter";
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
@@ -7,6 +7,7 @@ import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../strategy/o
import { LiquidityMakerEngine, type LiquidityMakerEngineSnapshot } from "../strategy/liquidity-maker-engine";
import { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine";
import { TrendEngine, type TrendEngineSnapshot } from "../strategy/trend-engine";
import { SwingEngine, type SwingEngineSnapshot } from "../strategy/swing-engine";
import { GuardianEngine, type GuardianEngineSnapshot } from "../strategy/guardian-engine";
import { BasisArbEngine, type BasisArbSnapshot } from "../strategy/basis-arb-engine";
import { GridEngine, type GridEngineSnapshot } from "../strategy/grid-engine";
@@ -21,6 +22,7 @@ type StrategyRunner = (options: RunnerOptions) => Promise<void>;
export const STRATEGY_LABELS: Record<StrategyId, string> = {
trend: "Trend Following",
swing: "Swing",
guardian: "Guardian",
maker: "Maker",
"maker-points": "Maker Points",
@@ -52,6 +54,19 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
offUpdate: (emitter) => engine.off("update", emitter),
});
},
swing: async (opts) => {
const config = swingConfig;
const adapter = createAdapterOrThrow(config.symbol);
const engine = new SwingEngine(config, adapter);
await runEngine({
engine,
strategy: "swing",
silent: opts.silent,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
});
},
guardian: async (opts) => {
const config = tradingConfig;
const adapter = createAdapterOrThrow(config.symbol);
@@ -167,6 +182,7 @@ interface EngineHarness<TSnapshot> {
async function runEngine<
TSnapshot extends
| TrendEngineSnapshot
| SwingEngineSnapshot
| GuardianEngineSnapshot
| MakerEngineSnapshot
| MakerPointsSnapshot