New Standard of MQService Implemented
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Luis Fernando Molina committed
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@@ -132,6 +132,11 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let hits = 0;
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let periods = 0;
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/* Message to Su=Simulation Executor */
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let orderId = 0;
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let messageId = 0;
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let yesterday = {};
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yesterday.balanceAssetA = balanceAssetA;
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@@ -144,6 +149,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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yesterday.Hits = 0;
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yesterday.Periods = 0;
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yesterday.orderId = 0;
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yesterday.messageId = 0;
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if (interExecutionMemory.roundtrips === undefined) {
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/* Initialize the data structure we will use inter execution. */
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@@ -157,6 +165,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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interExecutionMemory.hits = 0;
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interExecutionMemory.periods = 0;
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interExecutionMemory.orderId = 0;
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interExecutionMemory.messageId = 0;
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} else {
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/* We get the initial values from the day previous to the candles we receive at the current execution */
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@@ -178,6 +189,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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hits = interExecutionMemory.hits;
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periods = interExecutionMemory.periods;
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orderId = interExecutionMemory.orderId;
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messageId = interExecutionMemory.messageId;
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}
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simulationLogic.strategies = await getStrategy();
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@@ -731,6 +744,101 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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function addRecord() {
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// Since we are going to write the message to a file that the Simulation Executor is going to read, we use the abbreviations.
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let messageType;
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let message;
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messageId++;
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if (strategyPhase === 2 || strategyPhase === 3) {
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if (strategyPhase === 2) {
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messageType = "Order";
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orderId++;
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}
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if (strategyPhase === 3) {
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messageType = "Order Update";
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}
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message = {
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id: messageId, // This is a unique Id within the system component that originated the message.
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from: "SEN", // "Simulation Executor|Trading Cockpit|Simulation Engine|Trading Assistant", // --> "SEX|COK|SEN|ASS"
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to: "SEX", // "Simulation Executor|Trading Cockpit|Simulation Engine|Trading Assistant", // --> "SEX|COK|SEN|ASS"
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messageType: messageType, // "Order Authorization Request|Order Authorization Response|Order|Order Update", // --> "ARQ|ARS|ORD|UPT"
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dateTime: (new Date()).valueOf(),
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order: {
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id: orderId, // This is a unique Id within the system component that originated the order.
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creator: "SE", // "Simulation Engine|Human Trader", // --> "SE|HT"
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dateTime: (new Date()).valueOf(),
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owner: "Node/Team/User",
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exchange: "Poloniex",
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market: "BTC/USDT",
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marginEnabled: 0, // true | false --> 1|0
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type: "L", // "Market|Limit|Stop", // --> "M|L|S"
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rate: rate,
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stop: stopLoss,
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takeProfit: buyOrder,
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direction: "Sell", //"Sell|Buy", // --> "Sell|Buy"
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size: "All",
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status: "Signaled", // "Signaled|Manual Authorized|Manual Not Authorized|Auto Authorized|Auto Not Authorized|Executing|Cancelled|Filled|Partially Filled|Discarded|Placed", // --> "SIG|MAU|MNA|AAU|ANA|EXE|CAN|FIL|PRT|DIS|PLA"
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sizeFilled: 0,
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exitOutcome: "" // "Stop Loss|Take Profit" // --> "SL|TP"
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}
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}
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} else {
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message = {
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id: messageId,
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from: "SEN",
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to: "SEX",
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messageType: "HBT", // Heart Beat, no order or updates sent, just informing we are alive.
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dateTime: (new Date()).valueOf(),
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order: {
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id: 0,
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creator: "",
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dateTime: 0,
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owner: "",
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exchange: "",
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market: "",
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marginEnabled: 0,
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type: "",
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rate: 0,
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stop: 0,
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takeProfit: 0,
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direction: "",
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size: "",
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status: "",
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sizeFilled: 0,
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exitOutcome: ""
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}
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}
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}
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let recordToSimulationExecutor = [
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message.id,
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message.from,
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message.to,
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message.messageType,
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message.dateTime,
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[
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message.order.id,
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message.order.creator,
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message.order.owner,
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message.order.exchange,
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message.order.market,
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message.order.marginEnabled,
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message.order.type,
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message.order.rate,
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message.order.stop,
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message.order.takeProfit,
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message.order.direction,
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message.order.size,
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message.order.status,
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message.order.sizeFilled,
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message.order.exitOutcome
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]
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]
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record = {
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begin: candle.begin,
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end: candle.end,
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@@ -756,7 +864,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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strategyPhase: strategyPhase,
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buyOrder: buyOrder,
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stopLossPhase: stopLossPhase,
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buyOrderPhase: buyOrderPhase
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buyOrderPhase: buyOrderPhase,
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recordToSimulationExecutor: recordToSimulationExecutor
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}
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recordsArray.push(record);
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@@ -798,6 +907,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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interExecutionMemory.hits = interExecutionMemory.hits + yesterday.Hits;
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interExecutionMemory.periods = interExecutionMemory.periods + yesterday.Periods;
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interExecutionMemory.messageId = interExecutionMemory.messageId + yesterday.messageId;
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interExecutionMemory.orderId = interExecutionMemory.orderId + yesterday.orderId;
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}
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}
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@@ -161,7 +161,8 @@
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record.strategyPhase + "," +
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record.buyOrder + "," +
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record.stopLossPhase + "," +
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record.buyOrderPhase + "]";
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record.buyOrderPhase + "," +
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JSON.stringify(record.recordToSimulationExecutor) + "]";
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if (separator === "") { separator = ","; }
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@@ -159,8 +159,9 @@
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record.strategyPhase + "," +
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record.buyOrder + "," +
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record.stopLossPhase + "," +
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record.buyOrderPhase + "]";
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record.buyOrderPhase + "," +
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JSON.stringify(record.recordToSimulationExecutor) + "]";
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if (separator === "") { separator = ","; }
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fileRecordCounter++;
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