README_EN.md

A progressive Node.js Open source quantitative framework for building efficient and scalable quantitative trading applications

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Introduction

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Drip.js aims to provide an out-of-the-box quantitative trading program architecture allows developers to easily create highly available, scalable, and easy to maintain quantitative trading applications.

Philosophy

Let quantitative developers spend most of their energy and time at the core: the development of trading strategies. Drip.js provides everything else, so developers no longer have to worry about re-creating wheels

Install

This framework is fully modular, you can install it into your program using the following command

npm install dripjs

If you only want to use a submodule in the framework

npm install @dripjs/bitmex

Use

import { IntelFactory, BitmexSpy } from 'dripjs';

const pair = 'XBTUSD';
const bitmex = IntelFactory.create(BitmexSpy, {
  apiKey: `xx`,
  apiSecret: `zz`,
  testnet: false,
});
bitmex.getTransaction$(pair).subscribe((transaction) => {
  console.log(transaction);
});
setTimeout(() => {
  bitmex.stopTransaction(pair);
  bitmex.destory();
}, 2000);

Module list

Module Name	Description
dripjs	Frame main module, all submodules can be used
@dripjs/common	General function module
@dripjs/types	Type definition module
@dripjs/bitmex	Bitmex trading interface module (including rest interface and websocket interface)

Reference document

• Design document
• Interface document

Framework feature

This framework is under development, and the following functions are tentatively implemented. Other feature will be added in the future.

• data collection
• Via exchanges, databases (when backtesting)
• Data local save
• Convenient for future testing
• Backtest
• Generate a strategy model
• Transaction rating
• Real trading