aws-sam-binance-trading

AWS SAM template used to deploy a Binance trading application

Getting started

Requirements

• NodeJS 14
• AWS SAM
• Yarn

Project structure

.
├── coverage                  # Coverage reports generated by tests
├── dist                      # Distribution files
│   ├── tsc                   # JavaScript files generated by TypeScript
│   └── webpack               # JavaScript files generated by Webpack
├── node_modules              # Project libraries
├── src                       # Source code
│   ├── code                  # Application code
│   └── handlers              # Application handlers (entrypoints)
└── test                      # Test code
    ├── builders              # Builders for tests
    ├── integration           # Integration tests
    └── unit                  # Unit tests

Install dependencies

$ yarn install

Build

$ yarn build

Run tests

$ yarn test

Lint

$ yarn lint
$ yarn lint:fix

Bundle

$ yarn bundle

Deploy

$ yarn deploy:{test|prod}

Usage

Trading BOT

TODO

Market evolution step

This step check the price evolution for a specific period. It is evaluated as a success as soon as the evolution percentage reach the provided threshold.

Input

{
  "source": "string",
  "interval": "string",
  "period": "number",
  "percentageThreshold": "number"
}

Source

This is the source from where the evolution percentage is calculated. It can be either Market or LastOrder.

For Market, the percentage is calculated based on the market evolution specified by the interval and period attributes.

For LastOrder, the percentage is calculated based on the last sent order.

Interval

This is the interval to retrieve candlesticks. It can be either 1m, 5m, 15m, 30m, 1h, 6h, 12h or 1d.

It is a mandatory attribute for Market source.

Period

This is the number of periods for the interval attribute.

It is a mandatory attribute for Market source.

Percentage threshold

This is the percentage threshold to reach in order to evaluate the step as a success.

Examples

Market down by 1% during the last 24 hours.

{
  "source": "Market",
  "interval": "1h",
  "period": 24,
  "percentageThreshold": -0.01
}

Market up by 5% during the last 60 minutes.

{
  "source": "Market",
  "interval": "1m",
  "period": 60,
  "percentageThreshold": 0.05
}

Market up by 10% since the last order.

{
  "source": "LastOrder",
  "percentageThreshold": 0.1
}

Output

{
  "success": "boolean",
  "lastPrice": "number",
  "currentPrice": "number",
  "percentage": "number"
}

Last price

This is the last price used for the percentage evolution.

Current price

This is the current price used for the percentage evolution.

Percentage

This is the calculated percentage evolution.

Examples

Percentage threshold reached.

{
  "success": true,
  "lastPrice": 500,
  "currentPrice": 494.3,
  "percentage": -0.0114
}

Percentage threshold not reached.

{
  "success": false,
  "lastPrice": 497.8,
  "currentPrice": 426.5,
  "percentage": -0.1432
}

Send order step

This step send a buy or sell order. It is evaluated as a success as soon as the sent order is successfully executed by the exchange.

Input

{
  "source": "string",
  "side": "string",
  "type": "string",
  "percentage": "number"
}

Source

This is the source to use to calculate the amount to buy or sell depending on the provided percentage. It can be either Account or LastOrder.

For Account, the amount is calculated based on the available quantity.

For LastOrder, the amount is calculated based on the last sent order quantity.

Side

This is the order side. It can be either Buy or Sell.

Note: currently only Buy side is supported using the LastOrder source.

Type

This is the order type. Only Market is supported at the moment.

Percentage

This is the percentage to apply on the quantity available from the account or the last order.

Examples

Market buy order with 10% of account available quantity.

{
  "source": "Account",
  "side": "Buy",
  "type": "Market",
  "percentage": 0.1
}

Market sell order with 30% of account available quantity.

{
  "source": "Account",
  "side": "Sell",
  "type": "Market",
  "percentage": 0.3
}

Market sell order with 100% of last order quantity.

{
  "source": "LastOrder",
  "side": "Sell",
  "type": "Market",
  "percentage": 1
}

Output

{
  "success": "boolean",
  "id": "string",
  "externalId": "string",
  "status": "string",
  "quantity": "number",
  "price": "number"
}

ID

This is the last price used for the percentage evolution.

External ID

This is the last price used for the percentage evolution.

Status

This is the last price used for the percentage evolution.

Quantity

This is the last price used for the percentage evolution.

Price

This is the last price used for the percentage evolution.

Examples

Successful order.

{
  "success": true,
  "id": "BNB#USDT/Buy/Market/1630920397742",
  "externalId": "549617",
  "status": "FILLED",
  "quantity": 1.3,
  "price": 503.59
}

Unsuccessful order.

{
  "success": false,
  "id": "BNB#USDT/Buy/Market/1630920397742",
  "externalId": "549617",
  "status": "EXPIRED"
}