Crunch Series is a platform that ties into CoinBase to offer a suite of algorithmic trading tools. Our framework enables you to write a trading bot and get an in-depth realtime analysis on its performance in historical and realtime simulations.

In simulation mode, CoinBase's APIs offer accurate estimations of what you'd expect to pay for a transaction. In Back Test mode you can specify a transaction fee and an average market spread in the settings to help approximate the true performance of your bot.

Bellow is a silly example bot

bot.setInit(function (context) {
   /* context persists through the life of the bot */
  context.count = 0;
});

/* data = {
            price: $, 
            time: millisecond epoch timestamp, 
            balance: {usd: $, btc: B⃦}, 
            orderResult: {
                usdDelta: #,  
                btcDelta: #, 
                estimatedPrice: #, 
                realPrice: #
            }
    }
   */

bot.useStat(function (data, stats, context) {
   stats.halfPrice = data.price / 2;
   stats.combined = {
     rand: Math.random() * data.price, 
     price: data.price
   };
});

bot.useStat(function (data, stats, context) {
   if (stats.combined.rand > 5) context.count += 1;
});

// ...

bot.useStat(function (data, stats, context) {
   stats.silly = stats.halfPrice * context.count;
});


bot.setStrategy(function (data, stats, context) {
   if (stats.silly > 20) bot.buy(1); // buy 1 btc
   if (stats.combined.rand > 4) bot.sell(1); // sell 1 btc
});

The framework displays every statistic, those nested in a dictionary share a chart.

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