This Node-RED flow creates and manages a diversified portfolio of 17 cryptocurrencies via the Alpaca API. The strategy automatically allocates equal portions of your portfolio across major digital assets, from Bitcoin and Ethereum to DeFi tokens and altcoins.
Uses Alpaca's crypto-specific data nodes to fetch real-time prices for accurate order quantity calculations.
Automatically divides your $10,000 portfolio equally across all 17 cryptocurrencies (~$588 per asset).
Built-in 1 order/second rate limiting ensures compliance with API requirements and prevents throttling.
Easily close all crypto positions with a single click. Handles both long and short positions automatically.
Track your net gain/loss and percentage returns with built-in performance calculations stored in global variables.
Includes configuration nodes for both paper trading (testing) and live trading accounts.
⚠️ Important: This flow is configured for Alpaca Paper Trading by default. Cryptocurrency trading involves significant risk. Always test thoroughly with paper trading before using real funds. You must configure your own Alpaca API credentials before executing trades.
💡 Note: Cryptocurrency markets trade 24/7. Unlike stocks, you can execute trades at any time. The performance tracking section requires the global ordersPaper variable to be set up in your Global 1 utility tab.
Click the button below to copy the complete flow configuration to your clipboard:
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"func": "// get all orders store in postgres table \"orders_paper\". This table is updated every 60 mins\n// in the Global 1 utility tab by default\n\nlet orders = global.get(\"ordersPaper\")\n//node.warn(orders)\n\n// first filter the orders array by the date the strategy started\nconst cutoff = new Date(\"2025-10-30T00:00:00Z\"); // Oct 30, 2025 UTC\n\nconst array1 = orders.filter(order => {\n if (!order.filled_at) return false;\n const filledDate = new Date(order.filled_at);\n return filledDate > cutoff;\n});\n//node.warn(array1);\n\n// then include only the tickers in the \nconst tickerString = flow.get(\"tickers\")\n// turn into array\nconst allowedTickers = tickerString.split(\",\");\n// filter orders\nconst array2 = array1.filter(order =>\n allowedTickers.includes(order.symbol)\n);\n\nnode.warn(array2);\n\n// then add a field for \"trades\" \nconst array3 = array2.map(order => {\n const { filled_qty, filled_avg_price, side } = order;\n\n // validate inputs\n// if (typeof filled_qty !== \"number\" || typeof filled_avg_price !== \"number\") {\n// return { ...order, trades: null };\n// }\n\n const multiplier = side === \"buy\" ? -1 : 1;\n const trades = filled_qty * filled_avg_price * multiplier;\n return { ...order, trades };\n});\n\n// sum all of the trades \n\n// assuming filteredOrders already has a \"trades\" field\nlet totalTrades = array3.reduce((sum, order) => {\n // guard against missing or invalid trades values\n if (typeof order.trades !== \"number\" || isNaN(order.trades)) {\n return sum;\n }\n return sum + order.trades;\n}, 0);\n\ntotalTrades = totalTrades.toFixed(2)\nlet pctTotalTrades = totalTrades / Number(flow.get(\"portfolioSize\")) * 100\npctTotalTrades = pctTotalTrades.toFixed(2)\n\nnode.warn(\"Net trades:\" +totalTrades+ \" Pct trades: \" +pctTotalTrades+ \"%\");\nflow.set(\"netTrades\", totalTrades)\n\n",
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"func": "// include only the tickers in the flow var \"tickers\" \nlet tickerString = flow.get(\"tickers\")\n\n// split into array\nconst tickers = tickerString.split(\",\");\n// remove \"/\" from each symbol\nconst array1 = tickers.map(t => t.replace(/\\//g, \"\"));\n\n//node.warn(array1);\n\nlet positions = msg.payload\n//node.warn(positions)\n\n// Filter positions by symbols\nconst filteredPositions = positions.filter(pos =>\n array1.includes(pos.symbol)\n);\n\n//node.warn(filteredPositions);\n\n// Sum the market_value across filteredPositions\nlet totalMarketValue = filteredPositions.reduce((sum, pos) => {\n const value = parseFloat(pos.market_value);\n return isNaN(value) ? sum : sum + value;\n}, 0);\n\nlet market = totalMarketValue.toFixed(2)\nlet gainloss = Number(flow.get(\"netTrades\")) + totalMarketValue\nlet pctgainloss = gainloss / Number(flow.get(\"portfolioSize\")) * 100\ngainloss = gainloss.toFixed(2)\npctgainloss = pctgainloss.toFixed(2)\n\nnode.warn(\"Total Market Value: \" + market + \" Total Gain or Loss: \" + gainloss + \" Pct Gain or Loss: \" + pctgainloss+ \"%\");\nglobal.set(\"strategyCryptoGainloss\", gainloss)\nglobal.set(\"strategyCryptoGainlosspct\", pctgainloss)\n\nreturn msg;",
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You can easily customize this flow to fit your crypto investment goals:
Edit the "Store strategy definition" function node to change the portfolioSize value from $10,000 to any amount you prefer.
Update the tickers variable to include different cryptocurrencies. Use the format "SYMBOL/USD" (e.g., "SOL/USD,MATIC/USD,ADA/USD"). Remember to update the number variable to match.
Add cron expressions to the inject nodes to automatically rebalance your crypto portfolio at specific intervals.
The flow includes both Paper and Live account configurations. Change the conf reference in the alpaca nodes to switch between testing and live trading.
