untested by id implementation
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Luis Fernando Molina committed
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9567bbafad
commit
0a5f6416c0
1 file changed
+60
-6
@@ -20,10 +20,13 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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const ONE_MIN = 60000
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const ONE_DAY = ONE_MIN * 60 * 24
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const MAX_OHLCVs_PER_EXECUTION = 10000000
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const MAX_OHLCVs_PER_EXECUTION = 2000 // 10000000
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const symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset
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const ccxt = require('ccxt')
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let fetchType = "by Time"
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let lastId
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let firstId
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let allOHLCVs = []
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let thisReport;
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let since
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@@ -32,7 +35,6 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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let lastFile
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let exchangeId
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let options = {}
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let firstId
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let rateLimit = 500
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let exchange
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let uiStartDate = new Date(bot.uiStartDate)
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@@ -52,7 +54,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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exchangeId = bot.exchange.toLowerCase()
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/* Applying the parameters defined by the user at the Exchange node */
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/* Applying the parameters defined by the user at the Exchange Node Config */
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if (bot.exchangeNode.code.API !== undefined) {
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for (let i = 0; i < bot.exchangeNode.code.API.length; i++) {
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if (bot.exchangeNode.code.API[i].method === 'fetch_ohlcv') {
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@@ -73,6 +75,9 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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if (bot.exchangeNode.code.API[i].hostname !== undefined) {
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hostname = bot.exchangeNode.code.API[i].hostname
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}
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if (bot.exchangeNode.code.API[i].fetchType !== undefined) {
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fetchType = bot.exchangeNode.code.API[i].fetchType
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}
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}
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}
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}
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@@ -94,7 +99,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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'secret': secret,
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'timeout': 30000,
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'enableRateLimit': true,
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verbose: false,
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verbose: true,
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options: options
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}
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if (rateLimit !== undefined) {
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@@ -145,6 +150,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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getContextVariables()
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if (abort === true) { return }
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await getFirstId()
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await getOHLCVs()
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if (abort === true) { return }
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if (global.STOP_TASK_GRACEFULLY === true) {
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@@ -173,6 +179,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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if (thisReport.file.beginingOfMarket !== undefined) { // This means this is not the first time this process run.
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beginingOfMarket = new Date(thisReport.file.beginingOfMarket.year + "-" + thisReport.file.beginingOfMarket.month + "-" + thisReport.file.beginingOfMarket.days + " " + thisReport.file.beginingOfMarket.hours + ":" + thisReport.file.beginingOfMarket.minutes + GMT_SECONDS);
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lastFile = new Date(thisReport.file.lastFile.year + "-" + thisReport.file.lastFile.month + "-" + thisReport.file.lastFile.days + " " + thisReport.file.lastFile.hours + ":" + thisReport.file.lastFile.minutes + GMT_SECONDS);
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lastId = thisReport.file.lastId
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} else { // This means this is the first time this process run.
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fisrtTimeThisProcessRun = true
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beginingOfMarket = new Date(uiStartDate.valueOf())
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@@ -213,6 +220,33 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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}
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}
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async function getFirstId() {
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try {
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/* We need the first id only when we are going to fetch trades based on id and it is the first time the process runs*/
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if (fetchType !== "by Id") { return }
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if (lastId !== undefined) { return }
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lastId = 0
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return
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/*
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const limit = 1
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const exchangeClass = ccxt[exchangeId]
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const exchange = new exchangeClass({
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'timeout': 30000,
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'enableRateLimit': true,
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verbose: false
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})
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const OHLCVs = await exchange.fetchOHLCV(symbol, '1m', since, limit, undefined)
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let lastRecord = OHLCVs[OHLCVs.length - 1]
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lastId = lastRecord.info[firstId]
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*/
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} catch (err) {
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/* If something fails trying to get an id close to since, we just will continue without an id.*/
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}
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}
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async function getOHLCVs() {
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try {
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@@ -228,6 +262,16 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getOHLCVs -> Fetching OHLCVs @ " + processingDate + "-> exchange = " + bot.exchange + " -> symbol = " + symbol + " -> since = " + since + " -> limit = " + limit) }
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bot.processHeartBeat("Fetching " + allOHLCVs.length.toFixed(0) + " OHLCVs from " + bot.exchange + " " + symbol + " @ " + processingDate) // tell the world we are alive and doing well
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/* Defining if we will query the exchange by Date or Id */
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if (fetchType === "by Id") {
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/*
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params = {
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'fromId': lastId
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}
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*/
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since = lastId
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}
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/* Fetching the OHLCVs from the exchange.*/
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await new Promise(resolve => setTimeout(resolve, rateLimit)) // rate limit
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const OHLCVs = await exchange.fetchOHLCV(symbol, '1m', since, limit, params)
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@@ -272,6 +316,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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since++ // this prevents requesting in a loop OHLCVs with the same timestamp, that can happen when all the records fetched comes with exactly the same timestamp.
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}
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lastId = OHLCVs[OHLCVs.length - 1]['id']
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for (let i = 0; i < OHLCVs.length; i++) {
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let OHLCV = OHLCVs[i]
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@@ -323,6 +369,7 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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let headOfTheMarketReached = false
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let i = 0
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lastId = undefined
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controlLoop()
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@@ -357,7 +404,6 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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headOfTheMarketReached = true
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saveFile(currentDay)
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> saveOHLCVs -> Saving OHLCVs @ " + processingDate + " -> i = " + i + " -> total = " + allOHLCVs.length) }
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bot.processHeartBeat("Saving " + i.toFixed(0) + " / " + allOHLCVs.length + " OHLCVs from " + bot.exchange + " " + symbol + " @ " + processingDate) // tell the world we are alive and doing well
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@@ -414,7 +460,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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hight: record[2],
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low: record[3],
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close: record[4],
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volume: record[5]
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volume: record[5],
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id: record[6]
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}
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checkOHLCVMinute()
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}
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@@ -440,6 +487,9 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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if (i < allOHLCVs.length - 1) {
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i++
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}
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lastId = OHLCV.id
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}
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lastCandle = candle
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@@ -555,6 +605,10 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileSt
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uiStartDate: uiStartDate.toUTCString()
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};
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if (fetchType === "by Id") {
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thisReport.file.lastId = lastId
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}
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thisReport.save(onSaved);
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function onSaved(err) {
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