mzoe/ritmex-bot
1
0
Fork 0
mirror of https://github.com/discountry/ritmex-bot.git synced 2026-09-11 01:08:07 +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/config.ts
+48
View File
@@ -403,6 +403,54 @@ export const liquidityMakerConfig: LiquidityMakerConfig = {
entryDepthLevel: Math.max(1, Math.floor(parseNumber(process.env.MAKER_ENTRY_DEPTH_LEVEL, 1))),
};
export type SwingDirection = "both" | "long" | "short";
export interface SwingConfig {
symbol: string;
tradeAmount: number;
pollIntervalMs: number;
maxLogEntries: number;
maxCloseSlippagePct: number;
priceTick: number;
qtyStep: number;
direction: SwingDirection;
rsiPeriod: number;
rsiHigh: number;
rsiLow: number;
stopLossPct: number;
signalSymbol: string;
signalInterval: string;
}
const resolveSwingDirection = (raw: string | undefined, fallback: SwingDirection): SwingDirection => {
if (!raw) return fallback;
const normalized = raw.trim().toLowerCase();
if (normalized === "long" || normalized === "long-only") return "long";
if (normalized === "short" || normalized === "short-only") return "short";
if (normalized === "both" || normalized === "dual" || normalized === "bi" || normalized === "two-way") return "both";
return fallback;
};
export const swingConfig: SwingConfig = {
symbol: resolveSymbolFromEnv(),
tradeAmount: parseNumber(process.env.SWING_TRADE_AMOUNT ?? process.env.TRADE_AMOUNT, 0.001),
pollIntervalMs: parseNumber(process.env.SWING_POLL_INTERVAL_MS, parseNumber(process.env.POLL_INTERVAL_MS, 500)),
maxLogEntries: parseNumber(process.env.SWING_MAX_LOG_ENTRIES, parseNumber(process.env.MAX_LOG_ENTRIES, 200)),
maxCloseSlippagePct: parseNumber(
process.env.SWING_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
0.05
),
priceTick: parseNumber(process.env.SWING_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
qtyStep: parseNumber(process.env.SWING_QTY_STEP ?? process.env.QTY_STEP, 0.001),
direction: resolveSwingDirection(process.env.SWING_DIRECTION, "short"),
rsiPeriod: Math.max(1, Math.floor(parseNumber(process.env.SWING_RSI_PERIOD, 14))),
rsiHigh: parseNumber(process.env.SWING_RSI_HIGH, 70),
rsiLow: parseNumber(process.env.SWING_RSI_LOW, 30),
stopLossPct: Math.max(0, parseNumber(process.env.SWING_STOP_LOSS_PCT, 0.05)),
signalSymbol: (process.env.SWING_SIGNAL_SYMBOL ?? "ETHBTC").trim().toUpperCase(),
signalInterval: (process.env.SWING_SIGNAL_INTERVAL ?? "4h").trim(),
};
export function isBasisStrategyEnabled(): boolean {
const raw = process.env.ENABLE_BASIS_STRATEGY;
if (!raw) return false;