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.
This commit is contained in:
kingchenc
2026-05-22 22:45:52 +02:00
parent 2eabda5fa3
commit 25454fa89a
2 changed files with 162 additions and 1 deletions
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// Live trading skeleton for the Wickra Node binding.
//
// Connects to Binance's public WebSocket feed (no API key needed) and runs
// RSI / MACD / Bollinger Bands on the incoming close prices. When RSI crosses
// the common overbought / oversold thresholds *and* the MACD histogram
// confirms the direction *and* price pierces the matching Bollinger band, a
// signal line is printed. No orders are placed. It is the Node counterpart of
// examples/python/live_trading.py.
//
// Run it from the repository after building the native module:
//
// cd bindings/node
// npm install # also installs the `ws` dev-dependency
// npx napi build --platform --release
// node examples/live_trading.js --symbol BTCUSDT --interval 1m
//
// Stop it with Ctrl+C.
const wickra = require('..');
let WebSocket;
try {
WebSocket = require('ws');
} catch (err) {
console.error('This example needs the `ws` package — run `npm install` in bindings/node.');
process.exit(1);
}
const BINANCE_WS = 'wss://stream.binance.com:9443/stream';
// Kline intervals the public Binance WebSocket API recognises.
const VALID_INTERVALS = new Set([
'1s', '1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h',
'1d', '3d', '1w', '1M',
]);
// A Binance symbol is strictly alphanumeric (e.g. BTCUSDT).
const SYMBOL_RE = /^[A-Za-z0-9]+$/;
// Parse `--symbol` / `--interval` flags, defaulting to BTCUSDT 1m.
function parseArgs(argv) {
const args = { symbol: 'BTCUSDT', interval: '1m' };
for (let i = 0; i < argv.length; i++) {
if (argv[i] === '--symbol') {
args.symbol = argv[i + 1];
i += 1;
} else if (argv[i] === '--interval') {
args.interval = argv[i + 1];
i += 1;
} else {
throw new Error(`unexpected argument: ${argv[i]}`);
}
}
return args;
}
// Reject a symbol or interval that is not safe to splice into the WS URL.
// Both are interpolated straight into the stream name, so validating up front
// keeps the URL well-formed without needing to escape it.
function validateArgs(symbol, interval) {
if (typeof symbol !== 'string' || !SYMBOL_RE.test(symbol)) {
throw new Error(
`invalid --symbol ${JSON.stringify(symbol)}: expected only letters and digits, e.g. BTCUSDT`,
);
}
if (!VALID_INTERVALS.has(interval)) {
throw new Error(
`invalid --interval ${JSON.stringify(interval)}: expected one of ` +
[...VALID_INTERVALS].join(', '),
);
}
}
const fmt = (v) => (v === null || v === undefined || Number.isNaN(v) ? '--' : v.toFixed(2));
function main() {
let args;
try {
args = parseArgs(process.argv.slice(2));
validateArgs(args.symbol, args.interval);
} catch (err) {
console.error(`error: ${err.message}`);
process.exit(2);
}
// One streaming instance of each indicator — the same O(1) update model a
// real bot would use.
const rsi = new wickra.RSI(14);
const macd = new wickra.MACD(12, 26, 9);
const bb = new wickra.BollingerBands(20, 2.0);
const stream = `${args.symbol.toLowerCase()}@kline_${args.interval}`;
const url = `${BINANCE_WS}?streams=${stream}`;
console.log(`Connecting to ${url}`);
const ws = new WebSocket(url);
ws.on('open', () => {
console.log(`Connected, listening for ${stream} klines (Ctrl+C to stop)`);
});
ws.on('message', (raw) => {
let envelope;
try {
envelope = JSON.parse(raw.toString());
} catch (err) {
return; // ignore non-JSON frames
}
const k = (envelope.data && envelope.data.k) || null;
if (!k || k.c === undefined) {
// Subscription acks, heartbeats and error frames carry no kline payload —
// skip them instead of crashing on Number(undefined).
return;
}
const close = Number(k.c);
const isClosed = Boolean(k.x);
const rsiV = rsi.update(close);
const macdV = macd.update(close); // { macd, signal, histogram } or null
const bbV = bb.update(close); // { upper, middle, lower, stddev } or null
const hist = macdV ? macdV.histogram : null;
console.log(
`${isClosed ? 'BAR ' : 'tick'} close=${fmt(close)} rsi=${fmt(rsiV)} ` +
`hist=${fmt(hist)} ` +
`bb=${bbV ? `${fmt(bbV.lower)}/${fmt(bbV.middle)}/${fmt(bbV.upper)}` : '--'}`,
);
// Only act once every indicator has warmed up.
if (rsiV !== null && macdV !== null && bbV !== null) {
if (rsiV > 70 && hist < 0 && close >= bbV.upper) {
console.log(
` SELL candidate: rsi=${fmt(rsiV)} hist=${fmt(hist)} close >= bb_upper=${fmt(bbV.upper)}`,
);
} else if (rsiV < 30 && hist > 0 && close <= bbV.lower) {
console.log(
` BUY candidate: rsi=${fmt(rsiV)} hist=${fmt(hist)} close <= bb_lower=${fmt(bbV.lower)}`,
);
}
}
});
ws.on('error', (err) => {
console.error(`websocket error: ${err.message}`);
process.exitCode = 1;
});
ws.on('close', () => {
console.log('Connection closed.');
});
// Translate Ctrl+C into a clean shutdown.
process.on('SIGINT', () => {
console.log('\nShutting down…');
ws.close();
process.exit(0);
});
}
main();
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"test": "node --test __tests__/"
},
"devDependencies": {
"@napi-rs/cli": "^2.18.0"
"@napi-rs/cli": "^2.18.0",
"ws": "^8.18.0"
}
}