I believe that it is only fitting that the worlds first digital currency should become the battleground for the latest and greatest in computer algorithm technologies. Everyone from institutional traders to those at home have been using algorithms to trade traditional investments for almost two decades. Though it may be easy to get to a broker and code up your first bot, access to data for back testing and research is often expensive and hard to come by. Fortunately for us these things are readily available for free through some of the larger exchanges provides you obey the various API call restrictions.

For my personal use I have been looking for a way to both test a strategy as well as the code for it on Coinbase Pro (Formally known as GDAX). To do this I have begun to stub out parts of the Coinbase Pro JavaScript API. The program takes in minutely candles and spits out match messages matching those of the WebSocket. It will also report the done messages and match messages of your bot's orders as it places them. Currently both limit sells and buys, as well as market sells are up and running. I have most of the code written and will be merging in the branch that has market buys functioning in the coming week.

The last few features I want to add before I begin really digging into the research are getting historic rates on various time scales (at least hourly and 15 minutes as I use those) and checking the status of the user’s orders, and lastly a usable read me file.

I will keep this site updated with the latest changes to the gdax-sim repository along with many of the other tools I hope to develop for the crypto community.

Gdax Sim Repo