twelvearrays / trading-bot

Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.

Trade bot

Description

Trade bot using Alpaca as a bropker

Installation

$ yarn

Running the app

# development
$ yarn start

# watch mode
$ yarn start:dev

# production mode
$ yarn start:prod

Test

# unit tests
$ yarn test

# e2e tests
$ yarn test:e2e

# test coverage
$ yarn test:cov

Get started

• Create an account on Alpaca.markets
• Go to paper trading on the left navigation
• Obtain your API keys on that view.
• Add both ALPACA_API_KEY & ALPACA_SECRET_KEY to the .env variables
• Add the algorithm you want to try on the .env file. Example: BOT_TYPE=LONG_SHORT
• Run the app

Environmental variables

Please have a look at .env.sample to get started

BOT_TYPE

There are two different types of algorithms

• MEAN_REVERSION
• LONG_SHORT

MEAN_REVERSION

This algorithm requires an additional env variable:

MEAN_REVERSION_STOCK

This variable should have the value of the name of the stock. Example Apple = AAPL

Disclaimer

This project is done to test different trading strategies in a paper trading environment. If you want to try this to do live trading do it by your own risk.