index.mjs

#!/usr/bin/env node
import { Command } from 'commander'
import got from 'got'
import fs from 'fs'

const fsp = fs.promises

const LOOP_DELAY = 100

async function read(tempFile) {
  try {
    const data = await fsp.readFile(tempFile)
    return JSON.parse(data)
  } catch (err) {
    return null
  }
}
  
async function write(data, tempFile) {
  try {
    await fsp.writeFile(tempFile, JSON.stringify(data))
  } catch(err) {}
}

function sleep(ms) {
  return new Promise((resolve) => setTimeout(resolve, ms))
}

function calculateMA(values, period) {
  let sum = 0
  for (let i = 0; i < period; i++) {
    sum += values[i]
  }
  const movingAverages = [sum / period]
  for (let i = period; i < values.length; i++) {
    sum -= values[i - period]
    sum += values[i]
    movingAverages.push(sum / period)
  }
  return movingAverages
}

function calculateSTD(values, period, movingAverage) {
  let sum = 0
  for (let i = 0; i < period; i++) {
    sum += Math.pow(values[i] - movingAverage, 2)
  }
  const standardDeviations = [Math.sqrt(sum / period)]
  for (let i = period; i < values.length; i++) {
    sum -= Math.pow(values[i - period] - movingAverage, 2)
    sum += Math.pow(values[i] - movingAverage, 2)
    standardDeviations.push(Math.sqrt(sum / period))
  }
  return standardDeviations
}

function calculateBollingerBands(closes, period, multiplier) {
  const movingAverage = calculateMA(closes, period)
  const standardDeviation = calculateSTD(closes, period, movingAverage[period - 1])
  const upperBand = []
  const lowerBand = []
  for (let i = period - 1; i < closes.length; i++) {
    upperBand.push(movingAverage[i] + (multiplier * standardDeviation[i - period + 1]))
    lowerBand.push(movingAverage[i] - (multiplier * standardDeviation[i - period + 1]))
  }
  return { upperBand, lowerBand }
}

function getGainLoss(closes) {
  const gains = []
  const losses = []
  for (let i = 1; i < closes.length; i++) {
    if (closes[i] > closes[i - 1]) {
      gains.push(closes[i] - closes[i - 1])
    } else {
      losses.push(closes[i - 1] - closes[i])
    }
  }
  return { gains, losses }
}
  
function calculateRSI(closes, period) {
  const { gains, losses } = getGainLoss(closes)
  const avgGain = gains.reduce((a, b) => a + b, 0) / period
  const avgLoss = losses.reduce((a, b) => a + b, 0) / period
  const rs = avgGain / avgLoss
  return 100 - (100 / (1 + rs))
}

const program = new Command()

program
  .option('-t, --tg-token <token>', 'Telegram Token')
  .option('-c, --tg-chat-id <chatId>', 'Telegram chat id')
  .option('-f, --temp-file <tempFile>', 'Temp file')
  .option('-s, --symbols <symbols>', 'Symbols list')
  .option('-m, --min <min>', 'Min RSI')
  .option('-x, --max <max>', 'Max RSI');

program.parse(process.argv)
const options = program.opts()

;(async () => {
  const symbols = options.symbols.split(',')

  const lastSentSymbols = []
  
  for (const symbol of symbols) {
    await sleep(LOOP_DELAY)

    const data = await got.get(`https://www.binance.com/api/v3/klines?symbol=${symbol.replace('_', '')}&interval=15m`).json();

    const closes = data.map((d) => parseFloat(d[4]))

    const rsiPeriod = 14
    const rsi = calculateRSI(closes, rsiPeriod)
    console.log('rsi', rsi)

    calculateBollingerBands(closes, 20, 2)

    const bollingerBandsPeriod = 20
    const bollingerBandsPerioMultiplier = 2
    const { upperBand, lowerBand } = calculateBollingerBands(closes, bollingerBandsPeriod, bollingerBandsPerioMultiplier)
    console.log('upperBand', upperBand)
    console.log('lowerBand', lowerBand)
    // const lastUpperBand = upperBand[upperBand.length - 1]
    // const lastLowerBand = lowerBand[lowerBand.length - 1]
    // console.log('lastUpperBand', lastUpperBand)
    // console.log('lastLowerBand', lastLowerBand)

    if (rsi > Number(options.min) || rsi < Number(options.max)) {
      let lastSymbols
      const data = await read(options.tempFile)
      if (data) {
        lastSymbols = data.lastSentSymbols
      }
      if (!lastSymbols || lastSymbols.length === 0 || !lastSymbols.includes(symbol)) {
        try { await got.post(`https://api.telegram.org/bot${options.tgToken}/sendMessage`, { json: { disable_web_page_preview: true, parse_mode: 'html', chat_id: options.tgChatId, text: `<a href="https://www.binance.com/pt-BR/trade/${symbol}">${symbol} ${rsi.toFixed(2)}</a>` } }).json() } catch (err) { console.error(err) }
        lastSentSymbols.push(symbol)
      }
    }

  }

  if (lastSentSymbols.length > 0) {
    await write({ lastSentSymbols }, options.tempFile)
  }

  process.exit()
})().catch((error) => {
  console.error(error)
  process.exit(1)
})

package.json

{
  "name": "indicators",
  "version": "1.0.0",
  "description": "indicators",
  "type": "module",
  "bin": "./index.mjs",
  "dependencies": {
    "commander": "10.0.0",
    "got": "12.5.3"
  }
}