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Actual Size, Size to be Filled and Fees To be Paid

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Luis Fernando Molina committed 2020-10-23 19:41:38 +02:00
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Projects/Superalgos/Function-Libraries/SessionFunctions.js
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@@ -103,7 +103,7 @@ function newSessionFunctions() {
'Exchange Id->Rate->Order Name->Algorithm Name->Lock->' +
'Order Counters->' +
'Order Base Asset->Order Quoted Asset->' +
'Size->Size Filled->Fees Paid->' +
'Actual Size->Size->Size Filled->Size To Be Filled->Fees Paid->Fees To Be Paid->' +
'Order Statistics->Percentage Filled->Actual Rate->Days->User Defined Statistic->' +
'Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->' +
'Begin->End->Exit Type->Status->Begin Rate->End Rate->Stage Base Asset->Stage Quoted Asset->Size Placed->Target Size->Size Filled->Fees Paid->Stage Defined In->' +
Projects/Superalgos/Icons/actual-size.png
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Projects/Superalgos/Icons/fees-to-be-paid.png
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Projects/Superalgos/Plugins/Trading-Engines/Low-Frequency.json
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{"type":"Trading Engine","name":"Low-Frequency","project":"Superalgos","current":{"type":"Current","name":"New Current","project":"Superalgos","episode":{"type":"Episode","name":"New Episode","project":"Superalgos","serialNumber":{"type":"Serial Number","name":"New Serial Number","config":"{\n\"initialValue\": 0\n}","project":"Superalgos","id":"5eb83933-432a-4029-8a3e-e4d8d760dd27","savedPayload":{"position":{"x":25079.57302866531,"y":38997.25347206287},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"identifier":{"type":"Identifier","name":"New Identifier","config":"{\n\"initialValue\": \"\"\n}","project":"Superalgos","id":"8ba7fe0c-c5df-408e-be8a-ebde90f2a50d","savedPayload":{"position":{"x":25151.200052242173,"y":38903.9073175564},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"begin":{"type":"Begin","name":"New Begin","config":"{\n\"initialValue\": 0\n}","project":"Superalgos","id":"d7faf864-3fa8-4280-b7d3-a022338b0dfe","savedPayload":{"position":{"x":25237.94829000812,"y":38824.41720300039},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"end":{"type":"End","name":"New End","config":"{\n\"initialValue\": 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Exit\"\n}","project":"Superalgos","id":"6bcc264b-a189-4aca-8397-d3520bdf4078","savedPayload":{"position":{"x":25794.958993997225,"y":38700.930902891014},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"headOfTheMarket":{"type":"Head Of The Market","name":"New Head Of The Market","config":"{\n\"initialValue\": false\n}","project":"Superalgos","id":"f7e00135-13b1-4265-95da-dd3a2c763b6f","savedPayload":{"position":{"x":25907.173571435444,"y":38736.312023251856},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"processDate":{"type":"Process Date","name":"New Process Date","config":"{\n\"initialValue\": 0\n}","project":"Superalgos","id":"d9163f6e-0d50-4ddd-b13b-14f7b4124ec8","savedPayload":{"position":{"x":26011.539490223113,"y":38790.64148177327},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"episodeBaseAsset":{"type":"Episode Base Asset","name":"New Episode Base Asset","project":"Superalgos","balance":{"type":"Balance","name":"Base Asset","config":"{\n\"initialValue\": 0\n}","project":"Superalgos","id":"72f6a6b6-f35b-4d80-b8ad-4a4ed55f2387","savedPayload":{"position":{"x":26631.Line truncated
{"type":"Trading Engine","name":"Low-Frequency","project":"Superalgos","current":{"type":"Current","name":"New Current","project":"Superalgos","episode":{"type":"Episode","name":"New Episode","project":"Superalgos","serialNumber":{"type":"Serial Number","name":"New Serial Number","config":"{\n\"initialValue\": 0\n}","project":"Superalgos","id":"5eb83933-432a-4029-8a3e-e4d8d760dd27","savedPayload":{"position":{"x":25079.57302866531,"y":38997.25347206287},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"identifier":{"type":"Identifier","name":"New Identifier","config":"{\n\"initialValue\": 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0\n}","project":"Superalgos","id":"b2bfb20d-64d5-4c98-b0cd-a466654c1e6a","savedPayload":{"position":{"x":25560.757074840472,"y":38690.70542626965},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"status":{"type":"Status","name":"New Status","config":"{\n\"initialValue\": \"Not Open\"\n}","project":"Superalgos","id":"2615490b-e968-4607-a6e5-009c3ae78957","savedPayload":{"position":{"x":25678.305341060608,"y":38685.57315812922},"targetPosition":{"x":25648.862254589007,"y":39359.93070769697},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{}}},"exitType":{"type":"Exit Type","name":"New Exit Type","config":"{\n\"initialValue\": \"No 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Projects/Superalgos/Plugins/Trading-Mines/Masters.json
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@@ -1 +1 @@
{"type":"Trading Mine","name":"Masters","config":"{ \n\"codeName\": \"Masters\"\n}","project":"Superalgos","tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\",\n\"repo\": \"Exchange-Raw-Data-Sensor-Bot\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Trading","config":"{\n \"codeName\": \"Trading\",\n \"sessionRunWaitTime\": 5000,\n \"retryWaitTime\": 10000,\n \"framework\": {\n \"name\": \"Low-Frequency-Trading-Process\"\n }\n }","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Trading Engine","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Episode","project":"Superalgos","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","project":"Superalgos","id":"ec8d74ba-a4ad-417a-b479-6bae95b8a1fe","savedPayload":{"position":{"x":24916.97457254189,"y":18457.46644293786},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"3ed03a02-381d-43fe-9faa-761728c53bd8"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","project":"Superalgos","id":"22b0af33-8c2f-4194-839b-affd18f298d5","savedPayload":{"position":{"x":24840.601232363748,"y":18490.07023931273},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"15f5b150-f1cf-403c-8cb9-2c7c4e1db8e8"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","project":"Superalgos","id":"23ab91ae-2e78-4993-bb69-855f69cef1ce","savedPayload":{"position":{"x":24759.53736157276,"y":18508.085329665024},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","project":"Superalgos","id":"d0a4515a-279d-4c27-8de2-168108861242","savedPayload":{"position":{"x":24676.543493063306,"y":18510.89823169951},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"91953362-8751-4440-a898-21245cd47c15"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Candle","project":"Superalgos","id":"7fc80977-5b37-413e-8107-0a89a16e08b0","savedPayload":{"position":{"x":24594.445883487308,"y":18498.413155411115},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"17fb41f5-61b5-4433-9a10-950ff8216a7e"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Candle","project":"Superalgos","id":"a6888750-1043-420c-9253-633e1399c5e4","savedPayload":{"position":{"x":24516.040268473647,"y":18471.05526509864},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"bbc9467d-28bf-432b-9e49-582d1bcabfb9"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Balances","project":"Superalgos","id":"0ad114df-f076-4a86-8c62-4c4a146da73c","savedPayload":{"position":{"x":24443.996657204443,"y":18429.756200904503},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Balances","project":"Superalgos","id":"04b51302-957d-4365-ad55-9f89d60e261c","savedPayload":{"position":{"x":24380.76840845468,"y":18375.922352927064},"targetPosition":{"x":24702.86240363471,"y":18061.6685410663Line truncated
{"type":"Trading Mine","name":"Masters","config":"{ \n\"codeName\": \"Masters\"\n}","project":"Superalgos","tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\",\n\"repo\": \"Exchange-Raw-Data-Sensor-Bot\"\n}","project":"Superalgos","processes":[{"type":"Process Definition","name":"Trading","config":"{\n \"codeName\": \"Trading\",\n \"sessionRunWaitTime\": 5000,\n \"retryWaitTime\": 10000,\n \"framework\": {\n \"name\": \"Low-Frequency-Trading-Process\"\n }\n }","project":"Superalgos","processOutput":{"type":"Process Output","name":"New Process Output","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Trading Engine","project":"Superalgos","outputDatasets":[],"outputDatasetFolders":[{"type":"Output Dataset Folder","name":"Episode","project":"Superalgos","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","project":"Superalgos","id":"ec8d74ba-a4ad-417a-b479-6bae95b8a1fe","savedPayload":{"position":{"x":24916.97457254189,"y":18457.46644293786},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"3ed03a02-381d-43fe-9faa-761728c53bd8"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","project":"Superalgos","id":"22b0af33-8c2f-4194-839b-affd18f298d5","savedPayload":{"position":{"x":24840.601232363748,"y":18490.07023931273},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"15f5b150-f1cf-403c-8cb9-2c7c4e1db8e8"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","project":"Superalgos","id":"23ab91ae-2e78-4993-bb69-855f69cef1ce","savedPayload":{"position":{"x":24759.53736157276,"y":18508.085329665024},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","project":"Superalgos","id":"d0a4515a-279d-4c27-8de2-168108861242","savedPayload":{"position":{"x":24676.543493063306,"y":18510.89823169951},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"91953362-8751-4440-a898-21245cd47c15"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Candle","project":"Superalgos","id":"7fc80977-5b37-413e-8107-0a89a16e08b0","savedPayload":{"position":{"x":24594.445883487308,"y":18498.413155411115},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"17fb41f5-61b5-4433-9a10-950ff8216a7e"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Candle","project":"Superalgos","id":"a6888750-1043-420c-9253-633e1399c5e4","savedPayload":{"position":{"x":24516.040268473647,"y":18471.05526509864},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"bbc9467d-28bf-432b-9e49-582d1bcabfb9"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Balances","project":"Superalgos","id":"0ad114df-f076-4a86-8c62-4c4a146da73c","savedPayload":{"position":{"x":24443.996657204443,"y":18429.756200904503},"targetPosition":{"x":24702.86240363471,"y":18061.668541066385},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Balances","project":"Superalgos","id":"04b51302-957d-4365-ad55-9f89d60e261c","savedPayload":{"position":{"x":24380.76840845468,"y":18375.922352927064},"targetPosition":{"x":24702.86240363471,"y":18061.6685410663Line truncated
Projects/Superalgos/Schemas/AppSchema.json
+198
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@@ -4456,6 +4456,12 @@
},
"propertyNameAtParent": "orderBaseAsset",
"properties": [
{
"name": "actualSize",
"type": "node",
"childType": "Actual Size",
"autoAdd": true
},
{
"name": "size",
"type": "node",
@@ -4468,11 +4474,23 @@
"childType": "Size Filled",
"autoAdd": true
},
{
"name": "sizeToBeFilled",
"type": "node",
"childType": "Size To Be Filled",
"autoAdd": true
},
{
"name": "feesPaid",
"type": "node",
"childType": "Fees Paid",
"autoAdd": true
},
{
"name": "feesToBePaid",
"type": "node",
"childType": "Fees To Be Paid",
"autoAdd": true
}
]
},
@@ -4502,6 +4520,12 @@
},
"propertyNameAtParent": "orderQuotedAsset",
"properties": [
{
"name": "actualSize",
"type": "node",
"childType": "Actual Size",
"autoAdd": true
},
{
"name": "size",
"type": "node",
@@ -4514,11 +4538,23 @@
"childType": "Size Filled",
"autoAdd": true
},
{
"name": "sizeToBeFilled",
"type": "node",
"childType": "Size To Be Filled",
"autoAdd": true
},
{
"name": "feesPaid",
"type": "node",
"childType": "Fees Paid",
"autoAdd": true
},
{
"name": "feesToBePaid",
"type": "node",
"childType": "Fees To Be Paid",
"autoAdd": true
}
]
},
@@ -7752,6 +7788,168 @@
},
"propertyNameAtParent": "size"
},
{
"type": "Actual Size",
"menuItems": [
{
"action": "Configure",
"label": "Configure",
"iconPathOn": "configuration",
"iconPathOff": "configuration",
"actionFunction": "uiObject.configEditor.activate"
},
{
"action": "Copy Node Path",
"label": "Copy Node Path",
"iconPathOn": "copy-path",
"iconPathOff": "copy-path",
"actionFunction": "payload.executeAction"
},
{
"action": "Copy Node Value",
"label": "Copy Node Value",
"iconPathOn": "copy-value",
"iconPathOff": "copy-value",
"actionFunction": "payload.executeAction"
},
{
"action": "Copy Node Type",
"label": "Copy Node Type",
"iconPathOn": "copy-type",
"iconPathOff": "copy-type",
"actionFunction": "payload.executeAction"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
"confirmationLabel": "Confirm to Delete",
"label": "Delete",
"iconPathOn": "delete",
"iconPathOff": "delete",
"actionFunction": "payload.executeAction"
}
],
"editors": {
"config": true
},
"initialValues": {
"config": "{\n\"initialValue\": 0\n}"
},
"addLeftIcons": true,
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Order Base Asset->Order Quoted Asset->"
},
"propertyNameAtParent": "actualSize"
},
{
"type": "Size To Be Filled",
"menuItems": [
{
"action": "Configure",
"label": "Configure",
"iconPathOn": "configuration",
"iconPathOff": "configuration",
"actionFunction": "uiObject.configEditor.activate"
},
{
"action": "Copy Node Path",
"label": "Copy Node Path",
"iconPathOn": "copy-path",
"iconPathOff": "copy-path",
"actionFunction": "payload.executeAction"
},
{
"action": "Copy Node Value",
"label": "Copy Node Value",
"iconPathOn": "copy-value",
"iconPathOff": "copy-value",
"actionFunction": "payload.executeAction"
},
{
"action": "Copy Node Type",
"label": "Copy Node Type",
"iconPathOn": "copy-type",
"iconPathOff": "copy-type",
"actionFunction": "payload.executeAction"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
"confirmationLabel": "Confirm to Delete",
"label": "Delete",
"iconPathOn": "delete",
"iconPathOff": "delete",
"actionFunction": "payload.executeAction"
}
],
"editors": {
"config": true
},
"initialValues": {
"config": "{\n\"initialValue\": 0\n}"
},
"addLeftIcons": true,
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Order Base Asset->Order Quoted Asset->"
},
"propertyNameAtParent": "sizeToBeFilled"
},
{
"type": "Fees To Be Paid",
"menuItems": [
{
"action": "Configure",
"label": "Configure",
"iconPathOn": "configuration",
"iconPathOff": "configuration",
"actionFunction": "uiObject.configEditor.activate"
},
{
"action": "Copy Node Path",
"label": "Copy Node Path",
"iconPathOn": "copy-path",
"iconPathOff": "copy-path",
"actionFunction": "payload.executeAction"
},
{
"action": "Copy Node Value",
"label": "Copy Node Value",
"iconPathOn": "copy-value",
"iconPathOff": "copy-value",
"actionFunction": "payload.executeAction"
},
{
"action": "Copy Node Type",
"label": "Copy Node Type",
"iconPathOn": "copy-type",
"iconPathOff": "copy-type",
"actionFunction": "payload.executeAction"
},
{
"action": "Delete UI Object",
"askConfirmation": true,
"confirmationLabel": "Confirm to Delete",
"label": "Delete",
"iconPathOn": "delete",
"iconPathOff": "delete",
"actionFunction": "payload.executeAction"
}
],
"editors": {
"config": true
},
"initialValues": {
"config": "{\n\"initialValue\": 0\n}"
},
"addLeftIcons": true,
"level": 3,
"chainAttachesTo": {
"compatibleTypes": "->Order Base Asset->Order Quoted Asset->"
},
"propertyNameAtParent": "feesToBePaid"
},
{
"type": "Entry Target Size",
"menuItems": [