examples(node): add a live Binance trading example
Mirror examples/python/live_trading.py for the Node binding: connect to the public Binance kline WebSocket, stream close prices through RSI / MACD / Bollinger Bands, and print BUY/SELL candidate signals when all three agree. The symbol and interval are validated before being spliced into the stream URL, and non-kline frames (acks, heartbeats) are skipped. Uses the standard `ws` package, added as a devDependency so it installs with `npm install` for anyone running the examples but never reaches a consumer of the published package.
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// Live trading skeleton for the Wickra Node binding.
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//
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// Connects to Binance's public WebSocket feed (no API key needed) and runs
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// RSI / MACD / Bollinger Bands on the incoming close prices. When RSI crosses
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// the common overbought / oversold thresholds *and* the MACD histogram
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// confirms the direction *and* price pierces the matching Bollinger band, a
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// signal line is printed. No orders are placed. It is the Node counterpart of
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// examples/python/live_trading.py.
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//
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// Run it from the repository after building the native module:
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//
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// cd bindings/node
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// npm install # also installs the `ws` dev-dependency
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// npx napi build --platform --release
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// node examples/live_trading.js --symbol BTCUSDT --interval 1m
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//
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// Stop it with Ctrl+C.
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const wickra = require('..');
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let WebSocket;
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try {
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WebSocket = require('ws');
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} catch (err) {
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console.error('This example needs the `ws` package — run `npm install` in bindings/node.');
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process.exit(1);
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}
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const BINANCE_WS = 'wss://stream.binance.com:9443/stream';
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// Kline intervals the public Binance WebSocket API recognises.
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const VALID_INTERVALS = new Set([
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'1s', '1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h',
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'1d', '3d', '1w', '1M',
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]);
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// A Binance symbol is strictly alphanumeric (e.g. BTCUSDT).
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const SYMBOL_RE = /^[A-Za-z0-9]+$/;
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// Parse `--symbol` / `--interval` flags, defaulting to BTCUSDT 1m.
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function parseArgs(argv) {
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const args = { symbol: 'BTCUSDT', interval: '1m' };
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for (let i = 0; i < argv.length; i++) {
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if (argv[i] === '--symbol') {
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args.symbol = argv[i + 1];
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i += 1;
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} else if (argv[i] === '--interval') {
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args.interval = argv[i + 1];
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i += 1;
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} else {
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throw new Error(`unexpected argument: ${argv[i]}`);
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}
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}
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return args;
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}
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// Reject a symbol or interval that is not safe to splice into the WS URL.
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// Both are interpolated straight into the stream name, so validating up front
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// keeps the URL well-formed without needing to escape it.
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function validateArgs(symbol, interval) {
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if (typeof symbol !== 'string' || !SYMBOL_RE.test(symbol)) {
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throw new Error(
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`invalid --symbol ${JSON.stringify(symbol)}: expected only letters and digits, e.g. BTCUSDT`,
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);
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}
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if (!VALID_INTERVALS.has(interval)) {
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throw new Error(
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`invalid --interval ${JSON.stringify(interval)}: expected one of ` +
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[...VALID_INTERVALS].join(', '),
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);
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}
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}
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const fmt = (v) => (v === null || v === undefined || Number.isNaN(v) ? '--' : v.toFixed(2));
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function main() {
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let args;
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try {
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args = parseArgs(process.argv.slice(2));
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validateArgs(args.symbol, args.interval);
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} catch (err) {
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console.error(`error: ${err.message}`);
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process.exit(2);
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}
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// One streaming instance of each indicator — the same O(1) update model a
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// real bot would use.
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const rsi = new wickra.RSI(14);
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const macd = new wickra.MACD(12, 26, 9);
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const bb = new wickra.BollingerBands(20, 2.0);
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const stream = `${args.symbol.toLowerCase()}@kline_${args.interval}`;
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const url = `${BINANCE_WS}?streams=${stream}`;
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console.log(`Connecting to ${url}`);
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const ws = new WebSocket(url);
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ws.on('open', () => {
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console.log(`Connected, listening for ${stream} klines (Ctrl+C to stop)`);
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});
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ws.on('message', (raw) => {
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let envelope;
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try {
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envelope = JSON.parse(raw.toString());
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} catch (err) {
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return; // ignore non-JSON frames
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}
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const k = (envelope.data && envelope.data.k) || null;
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if (!k || k.c === undefined) {
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// Subscription acks, heartbeats and error frames carry no kline payload —
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// skip them instead of crashing on Number(undefined).
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return;
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}
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const close = Number(k.c);
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const isClosed = Boolean(k.x);
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const rsiV = rsi.update(close);
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const macdV = macd.update(close); // { macd, signal, histogram } or null
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const bbV = bb.update(close); // { upper, middle, lower, stddev } or null
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const hist = macdV ? macdV.histogram : null;
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console.log(
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`${isClosed ? 'BAR ' : 'tick'} close=${fmt(close)} rsi=${fmt(rsiV)} ` +
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`hist=${fmt(hist)} ` +
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`bb=${bbV ? `${fmt(bbV.lower)}/${fmt(bbV.middle)}/${fmt(bbV.upper)}` : '--'}`,
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);
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// Only act once every indicator has warmed up.
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if (rsiV !== null && macdV !== null && bbV !== null) {
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if (rsiV > 70 && hist < 0 && close >= bbV.upper) {
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console.log(
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` SELL candidate: rsi=${fmt(rsiV)} hist=${fmt(hist)} close >= bb_upper=${fmt(bbV.upper)}`,
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);
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} else if (rsiV < 30 && hist > 0 && close <= bbV.lower) {
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console.log(
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` BUY candidate: rsi=${fmt(rsiV)} hist=${fmt(hist)} close <= bb_lower=${fmt(bbV.lower)}`,
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);
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}
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}
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});
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ws.on('error', (err) => {
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console.error(`websocket error: ${err.message}`);
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process.exitCode = 1;
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});
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ws.on('close', () => {
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console.log('Connection closed.');
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});
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// Translate Ctrl+C into a clean shutdown.
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process.on('SIGINT', () => {
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console.log('\nShutting down…');
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ws.close();
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process.exit(0);
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});
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}
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main();
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@@ -63,6 +63,7 @@
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"test": "node --test __tests__/"
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},
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"devDependencies": {
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"@napi-rs/cli": "^2.18.0"
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"@napi-rs/cli": "^2.18.0",
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"ws": "^8.18.0"
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}
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}
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