Coinbase Trading Bot (Legacy)

Node.js peak/valley momentum strategies with optional profit transfers, CSV backtests, and a single CLI entrypoint — built for the legacy Coinbase Pro API.

  WebSocket ticker
        │
        â–¼
  Peak / valley tracker
        │
        â–¼
  Delta thresholds ──► Limit orders (FOK)
        │
        â–¼
  Optional profit transfer + position resume

Part of the Coinbase Bot Suite. For new integrations, prefer the TypeScript bots (cross-exchange-arbitrage-bot, market-making-bot, etc.) on Advanced Trade.

Originally inspired by the CrypFinder / Coinbase Pro ecosystem, this repo packages several strategies behind one entrypoint (index.js), central logging, environment validation, and npm scripts so you can experiment without hunting through commented-out requires.

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Important: Coinbase Pro and this codebase

Coinbase has retired Coinbase Pro in favor of Coinbase Advanced Trade. The coinbase-pro npm client and the REST/WebSocket URLs used here target the legacy Coinbase Pro API. They remain useful as reference implementations (strategy logic, order flow, backtests), but production trading may no longer be available on those endpoints.

Treat this project as:

• A learning sandbox for peak/valley momentum mechanics and limit-order workflows
• A backtesting harness over historical OHLC CSV files
• A starting point if you port the same ideas to Coinbase Advanced Trade API or another exchange

Disclaimer: Trading crypto carries risk of total loss. This software is not financial advice, has no warranty, and you are responsible for keys, compliance, taxes, and testing.

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Features

Capability	Description
Momentum	Buys on strength after a valley→peak move; sells when price retraces by your delta while covering fees and minimum profit.
Reverse momentum	Inverse framing: fades rallies and buys dips per your tuned deltas.
Momentum + stop-loss	Same core idea with an extra stop-loss threshold (STOP_LOSS_DELTA).
CSV analyzers	Replay strategies on minute OHLC data and summarize buys, sells, and P&L shape.
Resume state	Persists position metadata to disk (positionData.json) and optional Redis cache so restarts can continue safely.
Profit skim	Optional transfer of a fraction of realized profit to another portfolio/profile after a winning sell.

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Quick start

Prerequisites

• Node.js 18+
• A Coinbase portfolio (profile) dedicated to the bot — avoid the default portfolio if you move funds manually
• API key with appropriate permissions if you still have access to Coinbase Pro–compatible endpoints (see disclaimer above)

Install

git clone <your-fork-url>
cd coinbase-trading-bot
npm install
cp .env.example .env
# Edit .env — never commit real keys

Choose a strategy

Set STRATEGY in .env or pass via npm script:

STRATEGY	npm shortcut	Needs API keys
momentum (default)	npm run start:momentum	Yes
reverse	npm run start:reverse	Yes
momentum_stoploss	npm run start:momentum-stoploss	Yes
momentum_analyze	npm run analyze:momentum	No
reverse_analyze	npm run analyze:reverse	No

npm start
# or explicitly:
npm run start:momentum

Live trading (when supported by your environment):

# In .env:
TRADING_ENV=real
API_KEY=...
API_SECRET=...
API_PASSPHRASE=...

Sandbox-style defaults apply when TRADING_ENV is unset or not real.

Backtesting

1. Obtain OHLC CSV data with a high column (see Kaggle crypto minute data or similar).
2. Place the file in the project directory (or reference an absolute path).
3. Set in .env:

CSV_DATA_FILE=your_pair.csv
STRATEGY=momentum_analyze   # or reverse_analyze

4. Tune constants at the top of the analyzer file under tradingConfig, then:

npm run analyze:momentum

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Configuration reference

All secrets and overrides belong in .env (see .env.example).

Credentials

• API_KEY, API_SECRET, API_PASSPHRASE — Coinbase Pro–style API trio
• TRADING_ENV — real for production URI; otherwise sandbox URIs are used

Trading knobs (optional; defaults live in each strategy file)

• SELL_POSITION_DELTA, BUY_POSITION_DELTA, ORDER_PRICE_DELTA
• BASE_CURRENCY_NAME, QUOTE_CURRENCY_NAME — e.g. BTC + USD → BTC-USD
• TRADING_PROFILE_NAME, DEPOSIT_PROFILE_NAME — portfolio names as shown in Coinbase
• DEPOSITING_ENABLED, DEPOSITING_AMOUNT — profit transfer after winning sells
• BALANCE_MINIMUM — quote currency left aside to avoid rounding failures
• STOP_LOSS_DELTA — momentum_stoploss only

Paths

• POSITION_DATA_FILE — state file for resume (default positionData.json)
• CSV_DATA_FILE — input for analyzers

Logging

• LOG_LEVEL — e.g. info, debug

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How strategies think (short)

1. WebSocket ticker keeps a live price for the product pair.
2. The bot tracks peaks and valleys and compares moves against your delta thresholds.
3. Limit orders (FOK) try to buy or sell with a small order price cushion (ORDER_PRICE_DELTA).
4. After a profitable round-trip sell, an optional profile transfer moves part of the profit to your savings portfolio.

For a narrative deep-dive, see the markdown files under strategies/*/.

flowchart TB
  subgraph Entry
    IDX["index.js"]
    REG["lib/strategies.js"]
  end

  subgraph Strategy["Active strategy module"]
    WS["WebSocket ticker"]
    PV["Peak / valley logic"]
    ORD["buyAndSell.js"]
  end

  subgraph State
    FILE["positionData.json"]
    REDIS[("Redis — optional\nlib/redis.js")]
  end

  subgraph Exchange
    PRO["coinbaseProLibrary.js\nCoinbase Pro REST"]
  end

  IDX --> REG
  REG --> WS
  WS --> PV
  PV --> ORD
  ORD --> PRO
  PV --> FILE
  FILE -.-> REDIS

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Restarting and positionData.json

If the process stops, it reads POSITION_DATA_FILE to restore positionExists, acquisition price, and cost. Do not manually add coins to an open position the bot thinks it owns — cost basis will be wrong.

To start fresh: flatten the position in the UI for that portfolio, then delete your position state file (default positionData.json).

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Project structure

coinbase-trading-bot/
├── .env.example                 # API keys, strategy, trading knobs
├── package.json                 # start:* and analyze:* scripts
├── index.js                     # Loads .env, validates env, runs STRATEGY
│
├── buyAndSell.js                # Shared limit-order buy/sell (FOK)
├── coinbaseProLibrary.js        # Signed REST — profiles, fees, transfers
│
├── lib/
│   ├── logger.js                # Shared Pino logger
│   ├── paths.js                 # positionData.json path resolver
│   ├── strategies.js            # Strategy registry (STRATEGY → module)
│   ├── validateEnv.js           # API key presence checks
│   ├── redis.js                 # oscar-redis client (optional)
│   ├── positionStore.js         # Disk + Redis position persistence
│   └── cache/
│       └── store.js             # In-memory fallback cache
│
└── strategies/
    ├── momentumTrading/
    │   ├── momentumTrading.js           # Live momentum bot
    │   ├── momentumTradingAnalyzer.js   # CSV backtest
    │   └── momentumTrading.md           # Strategy write-up
    ├── momentumTradingWithStopLoss/
    │   ├── momentumTradingWithStopLoss.js
    │   └── momentumTradingWithStopLoss.md
    └── reverseMomentumTrading/
        ├── reverseMomentumTrading.js
        ├── reverseMomentumTradingAnalyzer.js
        └── reverseMomentumTrading.md

Module map

Path	Responsibility
index.js	Dotenv, credential validation, dispatches to selected strategy
lib/strategies.js	Maps STRATEGY env to the correct require
buyAndSell.js	Limit buy/sell with price cushion and fee awareness
coinbaseProLibrary.js	Low-level signed HTTP for Pro endpoints
lib/positionStore.js	Saves positionExists, cost basis — file + optional Redis
strategies/*/…Analyzer.js	Offline CSV replay (no API keys)

Strategy selector

flowchart LR
  ENV["STRATEGY in .env"] --> IDX["index.js"]
  IDX --> M["momentum"]
  IDX --> R["reverse"]
  IDX --> MS["momentum_stoploss"]
  IDX --> MA["momentum_analyze"]
  IDX --> RA["reverse_analyze"]
  M --> LIVE["Live WebSocket + orders"]
  R --> LIVE
  MS --> LIVE
  MA --> CSV["CSV analyzer only"]
  RA --> CSV

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Development

npm test          # position store unit tests
npm run lint

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Contributing

1. Fork the repository
2. Create a branch for your change
3. Run npm run lint
4. Open a pull request with a clear description

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Credits & license

Based on prior CrypFinder / Coinbase Pro bot work by Levi Leuthold and community forks. Licensed under ISC unless otherwise noted in package.json.

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Links

• Coinbase Developer Platform (Advanced Trade) — migration path for new integrations
• Historical crypto OHLC ideas
• Community datasets on Kaggle