Introduction

TraderK is an autonomous multi-strategy crypto trading bot running on Node.js. It trades BTC, ETH and SOL simultaneously using three complementary strategies, filtered by institutional-grade signals from real Kraken market data.

What it does

Every 5 seconds the bot polls live prices for all three assets. Every 60 seconds it fetches hourly OHLCV candles and the top-10 order book. From this data it calculates:

• 24h VWAP — weighted average price over the last 24 hourly candles
• Hourly RSI(14) — Wilder-smoothed RSI on 1h closes (not noisy 5s ticks)
• ATR(14) — Average True Range for dynamic stop-loss and take-profit sizing
• Order Book Imbalance — bid vs ask volume ratio in the top 10 price levels

System Overview

Architecture

TraderK is a single Node.js process serving a WebSocket-connected dashboard. The bot runs an internal tick loop — no external schedulers required.

┌─────────────────────────────────────────────────────┐
│  TraderK Bot (Node.js · port 4001)                  │
│                                                     │
│  Fast tick (5s)  ─── kraken ticker  ──→ prices      │
│  Slow tick (60s) ─── kraken ohlc    ──→ RSI/ATR/VWAP│
│                  └── kraken orderbook ─→ OB imbal.  │
│                                                     │
│  Strategy engine ─── paper buy/sell ──→ Kraken CLI  │
│  Socket.io  ─────────────────────────→ Dashboard    │
│  Express routes ──────────────────────→ API + Auth  │
└─────────────────────────────────────────────────────┘

Assets traded

Dashboard Guide

Visit /dashboard (requires login) to see the live trading dashboard.

Header

• Start / Stop — Start or pause trading. On start, the paper account resets to $10,000.
• ⚙ Settings — Opens the settings drawer to edit strategy parameters live.
• ⏻ Sign out — Ends your session.
• Uptime — Time since the bot was last started.

Portfolio hero cards

Six cards across the top show the portfolio P&L, live price for each asset with hourly RSI, trade counts, and open lot count.

Asset tabs (BTC / ETH / SOL)

Each tab shows an 8-column stat row, live price chart with VWAP line, RSI chart, grid level panel, and open positions table.

Stat cards

Dip-Buy Strategy

How it works

The bot tracks a high-watermark per asset — the highest price seen since the last buy. When price drops more than DIP_PCT below that watermark AND all filters pass, it places a $DIP_USD market buy.

After the buy, the watermark resets to the buy price, requiring a fresh DIP_PCT drop before the next buy on that asset.

Sell condition

Each dip lot has a fixed take-profit target of DIP_PROFIT above the fill price (or ATR × ATR_TP_MULT if larger). It sells automatically when price reaches this level.

Filters

• VWAP filter: price must be ≤ VWAP × (1 + VWAP_BAND)
• Order book filter: bid % ≥ OB_IMBALANCE_MIN
• RSI filter: hourly RSI must be < 58 (not overbought)
• Lot cap: maximum MAX_DIP_LOTS dip positions open per asset

RSI Reversal Strategy

How it works

Uses hourly RSI(14) computed from the Kraken OHLCV API — not the noisy 5-second tick RSI. When hourly RSI drops to or below RSI_BUY_LVL (30) AND order book confirms buy pressure, places a $RSI_USD buy.

Sell conditions

An RSI lot sells when either:

• Price reaches the take-profit target (default +3%, or ATR × 2.5)
• Hourly RSI rises above RSI_SELL_LVL (70) AND the position is ≥ RSI_MIN_PROFIT (0.5%) in profit — the profit gate prevents selling at a loss on RSI divergence

Grid Strategy

How it works

On first price observation, the bot builds a grid of GRID_N (5) buy levels spaced GRID_STEP (0.8%) apart below the current price. When price falls to a level it places a $GRID_USD ($50) buy. The take-profit is two levels above the buy price (1.6% gain).

Grid rebuild

The grid rebuilds when price rises more than 5% above the current center. Old grid lots already in the book remain active until they hit their targets.

VWAP Anchor

The 24-hour VWAP is calculated from the last 24 hourly candles using Kraken's per-candle VWAP (index 5 of the OHLCV array) weighted by volume:

VWAP = Σ(candle_vwap × volume) / Σ(volume)  [last 24 hourly candles]

The VWAP Dist. stat card shows how far the current price is above or below this level. Green = below VWAP (buying at better-than-average price).

Order Book Imbalance

Every 60 seconds the bot fetches the top-10 bid and ask levels. It calculates:

imbalance = bid_volume / (bid_volume + ask_volume)

A value above OB_IMBALANCE_MIN (default 55%) means more buyers than sellers in the current order flow. Any buy signal is blocked when this threshold is not met.

ATR Volatility

ATR(14) is computed from hourly OHLCV candles using Wilder's smoothing. It represents the average price range over the last 14 hours and is used to set dynamic stop-loss and take-profit levels:

stop_loss   = max(SL_PCT,  ATR% × ATR_SL_MULT)
take_profit = max(default, ATR% × ATR_TP_MULT)

In high-volatility conditions, stops are wider (avoids premature stop-outs). In calm conditions, stops are tighter.

All Settings

All settings are editable live from the Dashboard → ⚙ Settings drawer. Changes take effect on the next trade decision and are persisted to settings.json.

Dip-Buy

RSI

Grid

Filters

Risk Management

API Endpoints

All API routes require an authenticated session (login first).

Security

• bcrypt (cost 12) — Passwords hashed, never stored in plaintext
• express-session — HTTP-only, SameSite=Strict, Secure cookies (24h expiry)
• Rate limiting — 5 failed login attempts per IP per 15 minutes
• Session regeneration — New session ID on every successful login
• Security headers — X-Frame-Options: DENY, X-Content-Type-Options: nosniff
• Socket.io auth — Unauthenticated WebSocket connections rejected
• Auth file permissions — .auth.json written with mode 0600