Jared algos

main

import (
 "context"
 "fmt"
 "math"
 "strconv"
 "time"

 "github.com/adshao/go-binance"
)

var (

 //Binance
 binanceAPIKey    = "Bh2a6vVKF0JhO20wFbifSV68G67OAyRPjlX3Mmetvo4BKwskoXEf6yAtTjnhfLVM"
 binanceSecretKey = "cz0JL5qJtUTI7wY3slVctM45VJDyjpyKpTMmiGeqVmZJanWEgBmjYCER3FR8UWFd"
)

func humanTimeToUnixNanoTime(input time.Time) int64 {
 return int64(time.Nanosecond) * input.UnixNano() / int64(time.Millisecond)
}

func main() {

 client := binance.NewClient(binanceAPIKey, binanceSecretKey)

 targetSymbol := "BTCUSDT"

 // reference https://golang.org/pkg/time/#Date
 // func Date(year int, month Month, day, hour, min, sec, nsec int, loc *Location) Time

 // NOTE : Binance only accepts unix nano timestamp, not unix time stamp
 // For example
 // 1527616800  <----- will return empty result or wrong date range
 // 1527616899999 <--- ok

 //startTimeHumanReadable := time.Date(2018, time.October, 10, 0, 0, 0, 0, time.UTC)
 //start := humanTimeToUnixNanoTime(startTimeHumanReadable)

 //endTimeHumanReadable := time.Date(2018, time.October, 24, 0, 0, 0, 0, time.UTC)
 //end := humanTimeToUnixNanoTime(endTimeHumanReadable)

 targetInterval := "1m" /// case sensitive, 1D != 1d or 30M != 30m

 data, err := client.NewKlinesService().Symbol(targetSymbol).Interval(targetInterval).Do(context.Background())

 if err != nil {
   fmt.Println(err)
   return
 }

 totalGain := 0.0
 totalLoss := 0.0

 for i := 1; i < len(data); i++ {

   previous := data[i].Close
   current := data[i-1].Close

   // convert string to float64
   previousClose, _ := strconv.ParseFloat(previous, 64)
   currentClose, _ := strconv.ParseFloat(current, 64)

   difference := currentClose - previousClose

   if difference >= 0 {
     totalGain += difference
   } else {
     totalLoss -= difference
   }
 }

 rs := totalGain / math.Abs(totalLoss)
 rsi := 100 - 100/(1+rs)
 fmt.Println("RSI for "+targetSymbol+" : ", rsi)
}


func rc(t int, x []float64) float64 {
	if len(x)-2 < t {
		return 0
	}
	s := float64(0)
	for j := 0; j < t; j++ {
		s += x[j] - x[j+1]
	}
	return (s / float64(t))
}

func sign(x float64) float64 {
	if x > 0 {
		return 1
	} else if x < 0 {
		return -1
	} else {
		return 0
	}
}

func dirChange(f []float64, s []float64) bool {
	if sign(f[0]-s[0]) != sign(f[1]-s[1]) {
		return true
	}
	return false
}

func sma(t int, xc []float64) float64 {
	som := float64(0)
	if len(xc) > t {
		xc = xc[0:t]
	}
	for i := 0; i < len(xc); i++ {
		som += xc[i]
	}
	return som / float64(len(xc))
}

func (indicator AlgoIndicators) algo(symbol map[string][]float64) {
	index := symbol["BNCE_XBTUSD"]
	magnTresh := index[0] / 500  // start trading from this drop magnitude
	magnSpeed := magnTresh / 100 // minimal consistent change per second
	indicator["FAST"][0] = sma(10, index)
	indicator["SLOW"][0] = sma(30, index)

	indicator["FASTRC"][0] = rc(30, indicator["FAST"])
	indicator["FASTRCF"][0] = rc(10, indicator["FAST"])
	indicator["FASTRCFF"][0] = rc(3, indicator["FAST"])
	indicator["RCDIFF"][0] = indicator["FASTRCF"][0] - indicator["FASTRC"][0]
	indicator["FASTRCFFRC"][0] = rc(3, indicator["FASTRCFF"])
	if dirChange(indicator["FAST"], indicator["SLOW"]) || len(indicator["FAST"]) < 2 {
		indicator["DIRTIME"][0] = 0
		indicator["DIRMAGN"][0] = 0
		//mark("hoi")
	} else {
		indicator["DIRTIME"][0] = indicator["DIRTIME"][1] + 1
		indicator["DIRMAGN"][0] = indicator["DIRMAGN"][1] + indicator["FAST"][0] - indicator["FAST"][1]
	}
	//log(indicator["FAST"][0], indicator["FAST"][1])

	func() {
		if len(indicator["SLOW"]) > int(indicator["DIRTIME"][0]*2) {
			if indicator["FAST"][0] < indicator["SLOW"][int(indicator["DIRTIME"][0]*2)]+(indicator["DIRTIME"][0]*magnSpeed)/2 { //// should really be a long term drop, not a peak
				if indicator["DIRMAGN"][0] < (-magnTresh) && indicator["DIRMAGN"][0] < (-indicator["DIRTIME"][0])*magnSpeed {
					mark("m")
					if indicator["RCDIFF"][0] > 0 && indicator["FASTRCF"][0] > 0 && indicator["FASTRCFFRC"][0] > 0 && indicator["FAST"][0] < indicator["SLOW"][0] {
						trade("DROPREBOUND", "BNCE", "XBTUSD", false, 1, 1)
					}
				}
			}
		}
		if indicator["RCDIFF"][0] < 0 && indicator["FASTRCFF"][0] < 0 {
			trade("DROPREBOUND", "BNCE", "XBTUSD", false, -1, 1)
		} // over the top
	}()
}