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Strategy vault / Other

Graph Spread Cross BitcoinTrade

JavaScript strategy by btcvegas.

JavaScriptOther
Author
btcvegas
Complexity
Intermediate · 104 lines
Parameters
1

The original spec has no written description. Read the source below.

Parameters

NameDefaultWhat it controls
timeout60000timeout (ms)

Source JavaScript



var cfgBidAskBtd = {
    title: {text: 'Bid/Ask - BTD'},
    xAxis: {type: 'datetime'},
    series: [
            {name: 'BTC/BRL', type: 'line', data: []}, 
            {name: 'ETH/BRL', type: 'line', data: []},
            {name: 'LTC/BRL', type: 'line', data: []},
            {name: 'BCH/BRL', type: 'line', data: []},
            {name: 'XRP/BRL', type: 'line', data: []},
            {name: 'EOS/BRL', type: 'line', data: []},
            {name: 'DAI/BRL', type: 'line', data: []},
        ]
}

var cfgBtdBinanceCross = {
    title: {text: 'BTD - Binance Cross'},
    xAxis: {type: 'datetime'},
    series: [
            {name: 'BTC/BRL', type: 'line', data: []}, 
            {name: 'ETH/BRL', type: 'line', data: []},
            {name: 'XRP/BRL', type: 'line', data: []},
            {name: 'LTC/BRL', type: 'line', data: []},
            {name: 'DAI/BRL', type: 'line', data: []}
        ]
}

var cfgBtdBinanceTriangular = {
    title: {text: 'BTD - Binance Triangular'},
    xAxis: {type: 'datetime'},
    series: [
            {name: 'EOS/BRL/USDT', type: 'line', data: []},
            {name: 'BCH/BRL/USDT', type: 'line', data: []},
            {name: 'BTC/BRL/USDT', type: 'line', data: []}, 
        ]
}

var cfgBinanceUsdtBrlArb = {
    title: {text: 'USDT/BRL/USD Arbitrage'},
    xAxis: {type: 'datetime'},
    series: [
            {name: 'USDT/BRL/USD', type: 'line', data: []},
        ]
}

function updateBRLBidAsk(chart) {
    timestamp = new Date().getTime()
    $.updateTicker(bitcointrade, bitcointrade, "BRLBTC", "BRLBTC", cfgBidAskBtd, 0, 1, chart, timestamp)
    $.updateTicker(bitcointrade, bitcointrade, "BRLETH", "BRLETH", cfgBidAskBtd, 1, 1, chart, timestamp)
    $.updateTicker(bitcointrade, bitcointrade, "BRLLTC", "BRLLTC", cfgBidAskBtd, 2, 1, chart, timestamp)
    $.updateTicker(bitcointrade, bitcointrade, "BRLBCH", "BRLBCH", cfgBidAskBtd, 3, 1, chart, timestamp)
    $.updateTicker(bitcointrade, bitcointrade, "BRLXRP", "BRLXRP", cfgBidAskBtd, 4, 1, chart, timestamp)
    $.updateTicker(bitcointrade, bitcointrade, "BRLEOS", "BRLEOS", cfgBidAskBtd, 5, 1, chart, timestamp)
    $.updateTicker(bitcointrade, bitcointrade, "BRLDAI", "BRLDAI", cfgBidAskBtd, 6, 1, chart, timestamp)
}

function updateBRLData(chart) {
    timestamp = new Date().getTime()
    binance_spot.SetCurrency("BTC_BRL")
    $.updateTicker(bitcointrade, binance_spot, "BRLBTC", "BTCBRL", cfgBtdBinanceCross, 7, 1, chart, timestamp)
    binance_spot.SetCurrency("ETH_BRL")
    $.updateTicker(bitcointrade, binance_spot, "BRLETH", "ETHBRL", cfgBtdBinanceCross, 8, 1, chart, timestamp)
    binance_spot.SetCurrency("XRP_BRL")
    $.updateTicker(bitcointrade, binance_spot, "BRLXRP", "XRPBRL", cfgBtdBinanceCross, 9, 1, chart, timestamp)
    binance_spot.SetCurrency("LTC_BRL")
    $.updateTicker(bitcointrade, binance_spot, "BRLLTC", "LTCBRL", cfgBtdBinanceCross, 10, 1, chart, timestamp)
    binance_spot.SetCurrency("USDT_BRL")
    usdt_brl = $.updateTicker(bitcointrade, binance_spot, "BRLDAI", "USDTBRL", cfgBtdBinanceCross, 11, 1, chart, timestamp)

    /// Triangular
    binance_spot.SetCurrency("EOS_USDT")
    $.updateTicker(bitcointrade, binance_spot, "BRLEOS", "EOSUSDT", cfgBtdBinanceTriangular, 12, 1 / usdt_brl, chart, timestamp)
    binance_spot.SetCurrency("BCH_USDT")
    $.updateTicker(bitcointrade, binance_spot, "BRLBCH", "BCHUSDT", cfgBtdBinanceTriangular, 13, 1 / usdt_brl, chart, timestamp)
    binance_spot.SetCurrency("BTC_USDT")
    $.updateTicker(bitcointrade, binance_spot, "BRLBTC", "BTCUSDT", cfgBtdBinanceTriangular, 14, 1 / usdt_brl, chart, timestamp)

    // USD BRL
    binance_spot.SetCurrency("USDT_BRL")
    $.updateTicker(polygon, binance_spot, "BRLUSD", "USDTBRL", cfgBinanceUsdtBrlArb, 15, 1, chart, timestamp)
}


function main() {
    binance_spot = exchanges[0]
    bitcointrade = exchanges[1]
    polygon = 'polygon'
    
    var chart = Chart([cfgBidAskBtd, cfgBtdBinanceCross, cfgBtdBinanceTriangular, cfgBinanceUsdtBrlArb]);
    //chart.reset()

    while (true) {
        try {
            updateBRLBidAsk(chart)
            updateBRLData(chart)
            
        }
        catch(err){
        
        }
        Sleep(timeout)
    }
}

Published by btcvegas on the FMZ strategy square · last modified 2021-07-12. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

Build this with AgenKit

A spec is not a trading system. Paste this into your coding agent and AgenKit runs a specialist team — architecture, test-first build, risk gates, review — with paper trading on by default.

in Claude Code, Cursor, Codex & 4 more
/agenkit build a production-grade trading bot with a backtest engine, risk controls and paper trading by default from strategies/Graph-Spread-Cross-BitcoinTrade.md
  1. npx agenkit install engineering-kit in your project
  2. Paste the command into your agent and approve each phase
  3. Get tests, backtest, risk controls and a paper-trading switch

Understand it first

Before you run this, read the lesson behind the idea and how to backtest it honestly. Specs like this one are the survivors of an unknown number of trials; deflate their results accordingly.

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