Superalgos - Webhook Notifications

Webhook Notifications

Summary: Receive webhook notifications from other systems like View, and use them as signals in your strategies.

Overview

Superalgos allows you to receive webhook notifications from TradingView or any other system supporting webhooks. You may use this feature to turn notifications into signals upon which you may act from within your strategies.

How does it Work?

Receiving Data: the Client receives via it's http interface notifications from external sources (like Trading View) and keep the data received in-memory. This happens independently of the Webhooks Sensor Bot, meaning that it does not matter if the Webhook Sensor Bot is running or not.

Retrieving Data: The Webhooks Sensor Bot, when it is running, queries the Client and ask it for the in-memory data it holds.

Saving Data: The Webhooks Sensor Bot saves this data to disk.

Consuming Data: A Trading Bot running a Strategy, might consume the data saved by the Webhooks Sensor Bot.

The rest of this page describes the set up process and how to use webhook notifications from within Superalgos.

Set-up the Client for Webhooks

There is nothing to configure in order for the to receive webhooks calls from external systems. The only thing you might need to do is to change the http interface port number at the Environment.js file if and only if your signals provider has any constraints regarding the port number it can send the notifications to.

Run a Quick Local Test

Before setting up the actual signal at the corresponding provider, you may run a quick local test that will help you familiarize with how Superalgos handles webhooks.

In the crypto ecosystem node menu, select Add Signals Providers. A structure of nodes is added with a signals provider node that allows you to run a little test. Select Configure on the menu.

 {
"webhookURL": "Webhook/New-Message/Trading-View/binance/BTC-USDT",
"testMessage": ""
}

webhookURL: This is the URL you need to use for testing purposes. Make sure you refer to the correct exchange and market. Something very similar to this, you will configure later at Trading View or other Signal Provider.

testMessage: Enter any message, for testing purposes. This message will be what you will use at your Trading System conditions to know which type of signal you received.

testMessage Examples

BUY

 SELL

 TRIGGER ON

 TRIGGER OFF

 TAKE POSITION

Send the Test Message to the Client

Once the test message is configured, select Send Test Message on the menu.

Tip: By doing this, you are simulating being View's server and sending the message in the exact same way they would do it, to the Superalgos you are running.

The does not know you are sending a Test Message, and it does not know it is you and not the real View. For the 's point of view someone sent a Webhook message to it and it will do with it what it will do with any other message of this type. Store it in-memory waiting for the Webhook to fetch the pending messages, in which case the will delete them upon delivery to the .

Note: At the node you will see a message of failure or success depending if the message was successfully delivered to the or not.

Note: At the 's console, you will see 3 lines of logs, acknowledging that the message was received or if something was wrong, an error message with the cause.

The success logs looks like this:

 [INFO] httpInterface -> Webhook -> New-Message -> Exchange-Market = binance-BTC-USDT
[INFO] httpInterface -> Webhook -> New-Message -> messageReceived = Sell
[INFO] httpInterface -> Webhook -> New-Message -> Messages waiting to be Fetched by Webhooks Sensor Bot = 1

Set-up the Webhooks Sensor Bot Tasks

The Webhooks features the definition of the Webhooks sensor bot used to monitor incoming notifications. You need to run an instance of this bot in the data mining section of the exchange and market of your choice.

The Getting-Started-Tutorials workspace does not have this as a plugin so you will need to add it first. To do that locate the node, expand it and at the Data add a New . You can setup it's configuration like this:

 {
    "project": "Foundations",
    "fileName": "Webhooks",
    "folderName": "Data-Mines",
    "nodeType": "Data Mine",
    "saveWithWorkspace": false
}

The default workspace does not feature these tasks. To create a task for the Webhooks sensor bot, you need to uninstall and re-install the corresponding market. The process of installing a market adds all the tasks needed to run all the bots defined at all Data present at the workspace.

Tip: Once the Webhooks sensor task is set up, you are all set at the application level. It’s that simple.

Running the Webhooks Sensor Bot

Now that you have verified that the is receiving the signal messages and storing them for you, the next thing to do is to run the Webhooks so that it fetches the signals from the and saves them on disk in the format that later can be consumed from strategies.

By default, this bot will run every 30 seconds. Each time it runs you will see logs entries at the 's console similar to this:

 2021-03-10T09:57:40.111Z              Binance   BTC/USDT              Masters                       Webhooks                  Check-Webhook          Main Loop #        3
[INFO] httpInterface -> Webhook -> Fetch-Messages -> Exchange-Market = binance-BTC-USDT
[INFO] httpInterface -> Webhook -> Fetch-Messages -> Messages Fetched by Webhooks Sensor Bot = 0

Send Test Messages while Sensor Bot is Running

Now that you know how to send test messages, try doing that while the is running. By looking at the 's console you will be able to see what is going on:

The Client accumulates the signals received.

The Sensor Bot fetches all the accumulated signals every time it runs.

In the example below I sent 3 signal messages from the to the , and then the fetch them all.

 [INFO] httpInterface -> Webhook -> New-Message -> Exchange-Market = binance-BTC-USDT
[INFO] httpInterface -> Webhook -> New-Message -> messageReceived = Sell
[INFO] httpInterface -> Webhook -> New-Message -> Messages waiting to be Fetched by Webhooks Sensor Bot = 1
[INFO] httpInterface -> Webhook -> New-Message -> Exchange-Market = binance-BTC-USDT
[INFO] httpInterface -> Webhook -> New-Message -> messageReceived = Sell
[INFO] httpInterface -> Webhook -> New-Message -> Messeges waiting to be Fetched by Webhooks Sensor Bot = 2
[INFO] httpInterface -> Webhook -> New-Message -> Exchange-Market = binance-BTC-USDT
[INFO] httpInterface -> Webhook -> New-Message -> messageReceived = Sell
[INFO] httpInterface -> Webhook -> New-Message -> Messeges waiting to be Fetched by Webhooks Sensor Bot = 3
2021-03-10T10:04:40.472Z              Binance   BTC/USDT              Masters                       Webhooks                  Check-Webhook          Main Loop #       17
[INFO] httpInterface -> Webhook -> Fetch-Messages -> Exchange-Market = binance-BTC-USDT
[INFO] httpInterface -> Webhook -> Fetch-Messages -> Messeges Fetched by Webhooks Sensor Bot = 3

Webhooks Sensor Bot Output

The Webhooks sensor bot outputs a single file, Data.json, in the following location:

  Data-Storage\Project\Superalgos\Data-Mine\Masters\Webhooks\Exchange-Id\Market\Output\External-Signals\Single-File

Based on our tests, the location you would find the file would be:

 Data-Storage\Project\Superalgos\Data-Mine\Masters\Webhooks\binance\BTC-USDT\Output\External-Signals\Single-File

You may open the file and see if the content corresponds to what is expected.

Note: Make sure the Webhooks sensor bot task is running. The process is configured to run every 30 seconds by default. If that time has passed, you should find the messages you may have sent.

This is what the file may look like after the 3 test messages we sent:

 [[1615370665064,"Trading-View","Sell"],[1615370665655,"Trading-View","Sell"],[1615370666472,"Trading-View","Sell"]]

As per the record definition of the Webhooks sensor bot in the Masters data mine, each record in the file features three fields:

timestamp: the Unix datetime of the message. This is the moment in time the Client received the signal from the external Signals provider.

source: the name of the Signal Provider. This comes as part of the message sent by the provider, because is part of the URL you will specify later at the Signal Provider's system. In our example we used Trading View, but in fact it could be any other provider. You will have this property available at your Trading System, meaning that you will be able to write conditions that distinguish the signal by Signal Provider.

message: the message set up at the provider’s system (BUY, SELL, etc.).

Using Webhooks Signals from within Strategies

You may use each of the three available properties with the following syntax:

 chart.atAnyTimeFrame.externalSignal.timestamp

 chart.atAnyTimeFrame.externalSignal.source

 chart.atAnyTimeFrame.externalSignal.message

For example, a simple condition evaluating to true when a the last message received is a buy signal from TradingView would look like this:

Например, простое условие, возвращающее значение true, когда последнее полученное сообщение является сигналом на покупку от TradingView, будет выглядеть следующим образом:

Eine einfache Bedingung, die auf true ausgewertet wird, wenn die letzte empfangene Nachricht ein Kaufsignal von TradingView ist, würde zum Beispiel so aussehen:

 chart.atAnyTimeFrame.externalSignal.source === "Trading-View" && 
chart.atAnyTimeFrame.externalSignal.message === "BUY"

You may also use the previous property to check the previous message, as follows:

 chart.atAnyTimeFrame.externalSignal.previous.message === "BUY"

It may be wise to verify the date of the message, or to check if the message corresponds to a certain time frame. To do that, you may use the isItInside function as follows:

Может быть целесообразно проверить дату сообщения или проверить, соответствует ли сообщение определенному таймфрейму. Для этого можно использовать функцию isItInside следующим образом:

Es kann sinnvoll sein, das Datum der Nachricht zu überprüfen, oder zu kontrollieren, ob die Nachricht einem bestimmten Zeitraum entspricht. Zu diesem Zweck können Sie die Funktion isItInside wie folgt verwenden:

 isItInside(chart.atAnyTimeFrame.externalSignal, chart.at01hs.candle)

In the above example, the first parameter chart.atAnyTimeFrame.externalSignal is the signal object you wish to check, and the second parameter chart.at01hs.candle is any other object that is delimited in time. In this case, the condition validates true if the last message falls within the last 1-hour candle.

В приведенном выше примере первый параметр chart.atAnyTimeFrame.externalSignal - это объект сигнала, который вы хотите проверить, а второй параметр chart.at01hs.candle - это любой другой объект, разграниченный во времени. В данном случае условие принимает значение true, если последнее сообщение попадает в последнюю 1-часовую свечу.

Im obigen Beispiel ist der erste Parameter chart.atAnyTimeFrame.externalSignal das Signalobjekt, das Sie überprüfen möchten, und der zweite Parameter chart.at01hs.candle ein beliebiges anderes Objekt, das zeitlich begrenzt ist. In diesem Fall gilt die Bedingung als erfüllt, wenn die letzte Nachricht in die letzte 1-Stunden-Kerze fällt.

Warning: The reason to make this validation is to avoid situations where the Webhook sensor bot was not running and it retrieved from the signals that are already old. If you do not check the age of the signal you might get into the situation where you are triggering a buy or sell based on old data.

Test that the Signal is Taken by your Strategy

We will make ourselves sure that from within a strategy we can react to an external Signal. To test this, please take the following steps. All of the following goes into the current Lighting Strike / .

Paper Trading Session

Right click over the node and select switch to Paper so that we can simulate live trading without connecting to the exchange.

Set-up Session Parameters

Since you have reinstalled the market in order for the task of the Webhooks bot to appear at the , the setup for the Lighting Strike strategy needs to be fixed. (Assuming you are at the Getting Started ). This is what we are going to do:

Apply this config to your

 {
    "initialBalance": 0
}

Apply this config to the

 {
    "initialBalance": 1
}

Apply this config to the

 {
    "initialDatetime": "2020-09-01",
    "finalDatetime": "2030-09-02"
}

The initialDatetime will be ignored because we are running a . The important thing is that the finalDatetime is in the future.

InitialDatetime будет игнорироваться, поскольку мы запускаем бумажную торговую сессию. Важно, чтобы конечное время (finalDatetime) находилось в будущем.

Die initialDatetime wird ignoriert, da es sich um eine handelt. Wichtig ist, dass die finalDatetime in der Zukunft liegt.

Apply this config to the

 {
    "label": "01-min"
}

Set-up the Strategy for Webhooks Signals

Inside the Lighting Strike trading system locate the , and paste the following into the Javascript of the only condition it has.

 chart.atAnyTimeFrame.externalSignal.message === "TRIGGER ON"

What we are doing here is setting the strategy to be triggered once an external signal with the message TRIGGER ON is received via the Webhook .

Run the Data Mining Tasks

For this test, since we are Paper , we will need a live stream of data from the exchange. We don't need to run all the of Mater Data Mining, only the ones needed by the Lighting Strike strategy:

Exchange Raw Data

Candles Volumes

Resistances and Supports

Webhooks

Run Task and Session

Run and the Session, and monitor the chart that was called Backtesting (now that is our Papertrading session), at the end of the market at the 1 minute time frame. Turn on the Episodes layer and wait for a few minutes until you see the Episode icons appear at the charts.

Before running the task and session, delete the data at

 Data-Storage\Project\Superalgos\Data-Mine\Masters\Webhooks

Important: This is not necessary the first time you run this, but if you are repeating this test, you will avoid confusions since the file of signals will be accumulating the test messages you send, and at the strategy we are not checking for the age of the messages, so it is a good idea to delete this data every time you try this procedure.

Set-up the Signals Provider

At the , paste the following config to the .

 {
    "webhookURL": "Webhook/New-Message/Trading-View/binance/BTC-USDT",
    "testMessage": "TRIGGER ON"
}

This means that when you send this test message, you will be delivering the TRIGGER ON signal expected by the strategy.

Ready to Send the Test Message TRIGGER ON

Go to the charts again an turn on the layer. You should not see anything at the charts since no strategy has been triggered.

Tip: Now you can send the test message.

After you see the confirmation at the that the message was sent, check the 's console to verify the message was received. Then wait until the message is picked up by the Webhooks . Then wait until the runs again.

Go to the charts and wait until it plots the icons of the strategy, confirming that the strategy was triggered by the test message you sent.

Note: If all this worked, it means that it will work if the message comes from View or other Signal Provider too.

Set-up your Firewall / Router to accept Incoming Connections

As you might have imagined, you will need to open a port at your router / firewall to accept incoming connections from the signal provider's servers (like View for instance). This is what allows that server to connect to the server where the is running, enabling the to receive those signals.

Important: How you configure your Router / Firewall is up to you, and it depends on your network setup. You will need to do your research for details on how to do it, because it depends on which router / firewall you are using. We suggest you to include on the rules of your Firewall / Router the domain name or IP address of the Signal provider, so that nobody else can connect to the 's http interface, which has, beyond Webhooks other features you don't want to expose openly to the world without restrictions.

What we can tell you regarding this, is that the Superalgos is running a very simple http server at the port configured at the Environment.js file.

Set-up Alerts / Messages at the Signals Provider

You will use the following syntax to craft the URL you need to configure for the webhooks at the provider:

 http://YourIPAddress:Port/Webhook/New-Message/Provider-Name/Exchange/Market

 http://YourIPAddress:Port/Webhook/New-Message/Provider-Name/Exchange/Market

For example:

 http://182.45.73.1:34247/Webhook/New-Message/Trading-View/binance/BTC-USDT

Integrations — TOC

You just read page 2 in the topic.

1. Telegram Announcements

2. Webhook Notifications

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