> git clone github.com/quantform/template.git
Node.js library for building systematic trading strategies in a declarative way.
Use the power of TypeScript and Reactive Programming to research, develop and test your market-winning short-term and long-term investments.
1export function whenMarketDeviation() {
2 const { whenTrade } = useUniform([useBinance(), useBinanceFutures()]);
3 const { info } = useLogger(whenMarketDeviation.name);
4
5 // pipes a spread between spot and futures markets
6 return combineLatest([
7 whenTrade(instrumentOf('binance:btc-usdt')),
8 whenTrade(instrumentOf('binancefutures:btc-usdt'))
9 ]).pipe(
10 map(([spot, futures]) => spot.rate.minus(futures.rate).abs()),
11 distinctUntilChanged(),
12 tap(it => info('current deviation is: ', it))
13 );
14}Algorithmic trading made easy.
Trade and invest in a computer fashion, define systematic trading rules to make your long-term or short-term investment decisions.
Research faster with powerful studio.
Use an embeddable frontend application to track and monitor strategy execution in the browser from your computer or mobile.
Use dedicated command line interface.
The CLI is a command-line interface application, that you can use to manage your strategies. For instance, you can pull historical data and execute backtest.
the Toolset
Accelerate your development process with extensive collection of building blocks.
Leverage a unified and declarative trading interface to articulate your automated trading strategies. Seamlessly execute trades across multiple instruments on both centralized and decentralized markets simultaneously.
@quantform/core
Provides the foundational components necessary for developing reactive hooks to efficiently stream market data and manage both in-memory and persisted storage.
@quantform/stl
Exposes a comprehensive array of fundamental indicators for conducting technical analysis, as well as price action triggers and more.
@quantform/binance
Allows direct access to the Binance Spot market, utilizing both REST API and WebSocket data to aggregate session streams for optimal performance and efficiency.
@quantform/binancefutures
Allows direct access to the Binance Futures market, utilizing both REST API and WebSocket data to aggregate session streams for optimal performance and efficiency.
@quantform/sqlite
Offers a comprehensive set of hooks and bindings to utilize SQLite as a persisted storage solution for both historical and session data.
@quantform/studio
React-based application specifically designed to track and visualize the execution of trading strategies across both simulated and live sessions.
the Author
Mateusz Majchrzak
I'm a senior software engineer with ten years of professional experience in software development. Most recently, focusing on web development, especially in the finance field. Have been working for many diverse software companies from early-stage startups to large companies.