Gdax-Assistant

A library of useful tools and classes for working with information gathered via the Coinbase-Pro (Gdax) API

Gdax-Chart

Indicators

Atr

• Average true range of the set length

Aroon

• Gets the Arron up, down and oscillator of the specafied time

Highest

• Gets the highest candle variable over the specafied time frame

Lowest

• Gets the lowest candle variable over the specafied time frame

Sma

• Gets the smotthed moving average of the specafied candle variable

Adx/Dmi

• Gets the Adx, +Di (pDi) and -Di (nDi) of the current set of data

PivotPoints

• returns two support values (s1, s2) where s1 > s2 and two resistance values (r1, r2) where r1 < r2.

• JSON object format: {s1, s2, r1, r2}

Roi

• returns a percent (-100-100+) of the retunf on investmnet of the given time frame and lhoc value
• example -3.5%

Macd

• input: (short ema length, long ema length, smoothing length, recursive lookback, offset, candle attribute)
• output: { short: short ema value, long: long ema value, macd: macd value, signal: signal line value, histogram: macd - signal}

    let pivots = chart.PivotPoints();
    console.log(pivots.r2);
    console.log(pivots.r1);
    console.log(pivots.s1);
    console.log(pivots.s2);

Know Sure Thing (KST)

• input: (lhoc: string, short: int, long: int, signal: int)
  • defaults ('close', 10, 15, 9)
• output {kst: float, signal: float}

SrBands

• input: (smoothing, bandSize, length, offset, lhoc)
  • Defaults
    • smoothing: 10
    • bandSize: Atr(smoothing)
    • length: chart.candles.length (all candles)
    • offset: 0
    • lhoc: 'close'
• output: BandList Object
  • BandList []: Band Objects sorted by the count (highest count at 0 index)
    • Bands
      • count #: number of times there is a turn around in that band intender to determine the value/weight of a given band
      • rank #: periods since smoothed average tested that level
      • price {}:
        • min #: min price in the band
        • max #: max price in the band
        • mean #: mean of the min and max values
    • orderByRank(dir)
      • sorts the BandList by rank in assending order. if dir = -1 desending order
    • orderByPrice(dir)
      • sorts the BandList by price.mean in desending order. if dir = -1 assending order
    • orderByCount(dir)
      • sorts the BandList by count rank in assending order. if dir = -1 desneding order
    • getCurrent(price)
      • gets the current band that the price resides in and returns -1 if there is no range
    • seperateSupportAndResistance(price): seperates the bads into those above and below price
      • shorthand mapping: seperate(price)
      • inputs:
        • price #: price used to mark what is support and what is resistance
        • output:
          • object containing two sorted BandList objects, resistance and support
            • resistance: band's with a price.mean above the input price. 0 index is lowest price
            • support: band's with a price.mean below the input price. 0 index is highest price
  • Example:

   let bands = chart.SrBands();
   let sr = bands.seperateSupportAndResistance(chart.candles[0].close);
   sr.resistance.reverse().forEach(r => {
        console.log(r.price.mean);
      });
      console.log();
      sr.support.forEach(s => {
        console.log(s.price.mean);
      });

Gdax-Candle

-   time: millisecond time of open
-   low: low price for the candle
-   high: high price for the candle
-   open: opening price for the candle
-   close: closing price for the candle
-   volume: volume for the candle
-   percent: percent change open to close
-   diff: change in price (close - open)
-   range: difference of high and low (high - low)
-   green: close > open
-   red: close < open
-   head: high - max(open, close)
-   tail: min(open, close) - tail
-   body: max(close, open) - min(close, open)
-   twap: (close + low + high) / 3
-   tr: true range (only if previous candle)

function toArray()
    -   Returns a gdax pattern array of
        time, low, high, open, close, volume

function toArray()
    -   Returns a gdax pattern csv string of
        time, low, high, open, close, volume

Fibs

Code

const { Fibs } = require("gdax-assistant");

let levels = Fibs(50, 100);

Outputs

levels = {
fib_n0618: 130.9,
fib_n0389: 119.1,
fib_0000: 100,
fib_0236: 88.2,
fib_0382: 80.9,
fib_0500: 75,
fib_0618: 69.1,
fib_0786: 60.699999999999996,
fib_1000: 50,
fib_1414: 29.299999999999997,
fib_2414: -20.700000000000003
}

The above code is used when calulating the fibs retracements and extensions after a move from 50 to 100 dollars. The "n" in the name denotes a negative number. For example n0618 is the -0.618 extension level.