Ready to run from the AACloudPlatform
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+3
-13
@@ -6,7 +6,8 @@
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<ProjectGuid>{ae0a3fe2-7021-4cc2-9922-a887ca5cdd7c}</ProjectGuid>
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||||
<ProjectHome />
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||||
<ProjectView>ShowAllFiles</ProjectView>
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||||
<StartupFile>Poloniex-Hole-Fixing\run.js</StartupFile>
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||||
<StartupFile>
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</StartupFile>
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<WorkingDirectory>c:\users\luis\source\repos\AACharly\Poloniex-Hole-Fixing</WorkingDirectory>
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||||
<OutputPath>.</OutputPath>
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||||
<ProjectTypeGuids>{3AF33F2E-1136-4D97-BBB7-1795711AC8B8};{349c5851-65df-11da-9384-00065b846f21};{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}</ProjectTypeGuids>
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||||
@@ -17,21 +18,10 @@
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<PropertyGroup Condition="'$(Configuration)' == 'Release'" />
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||||
<ItemGroup>
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<Content Include="README.md" />
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<Compile Include="Azure File Storage.js" />
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<Compile Include="Azure Web Job Shutdown.js" />
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<Compile Include="Debug Log.js" />
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<Compile Include="Markets.js" />
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<Compile Include="Poloniex API Client.js" />
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<Compile Include="Utilities.js" />
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<Compile Include="Poloniex-Historic-Trades\Interval.js" />
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<Compile Include="Poloniex-Historic-Trades\Poloniex Historic Trades.js" />
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<Compile Include="Poloniex-Historic-Trades\run.js" />
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<Compile Include="Poloniex-Hole-Fixing\Interval.js" />
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<Compile Include="Poloniex-Hole-Fixing\Poloniex Hole Fixing.js" />
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<Compile Include="Poloniex-Hole-Fixing\run.js" />
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<Compile Include="Poloniex-Live-Trades\Interval.js" />
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<Compile Include="Poloniex-Live-Trades\Poloniex Live Trades.js" />
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<Compile Include="Poloniex-Live-Trades\run.js" />
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||||
<Content Include="this.bot.config.json" />
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</ItemGroup>
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<ItemGroup>
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<Folder Include="Poloniex-Historic-Trades" />
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+1
-1
@@ -1,7 +1,7 @@
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||||
Microsoft Visual Studio Solution File, Format Version 12.00
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||||
# Visual Studio 15
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VisualStudioVersion = 15.0.26730.10
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VisualStudioVersion = 15.0.27130.2027
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MinimumVisualStudioVersion = 10.0.40219.1
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Project("{9092AA53-FB77-4645-B42D-1CCCA6BD08BD}") = "AACharly", "AACharly.njsproj", "{AE0A3FE2-7021-4CC2-9922-A887CA5CDD7C}"
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EndProject
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@@ -1,247 +0,0 @@
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exports.newAzureFileStorage = function newAzureFileStorage(BOT) {
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let bot = BOT;
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const ROOT_DIR = '../';
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const MODULE_NAME = "Azure File Storage";
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var fs = require('fs');
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var util = require('util');
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var guid = require('node-uuid');
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var crypto = require('crypto');
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var storage = require('azure-storage');
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const DEBUG_MODULE = require('./Debug Log');
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const logger = DEBUG_MODULE.newDebugLog();
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logger.fileName = MODULE_NAME;
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logger.bot = bot;
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const shareName = 'data';
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let dataOwner;
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let azureFileStorage = {
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initialize: initialize,
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createFolder: createFolder,
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createTextFile: createTextFile,
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getTextFile: getTextFile,
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listFilesAndFolders: listFilesAndFolders
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};
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let fileService;
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return azureFileStorage;
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function initialize(dataOwnerBotName) {
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try {
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if (dataOwnerBotName === undefined) {
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dataOwner = bot.name;
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} else {
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dataOwner = dataOwnerBotName;
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}
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fileService = storage.createFileService(readConfig().connectionString);
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}
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catch (err) {
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const logText = "[ERROR] 'initialize' - ERROR : " + err.message;
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logger.write(logText);
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}
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}
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function readConfig() {
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try {
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return JSON.parse(fs.readFileSync(ROOT_DIR + dataOwner + '.azure.storage.connstring', 'utf8'));
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}
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catch (err) {
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const logText = "[ERROR] 'readConfig' - ERROR : " + err.message;
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logger.write(logText);
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}
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||||
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}
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function createFolder(folderPath, callBackFunction) {
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try {
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fileService.createDirectoryIfNotExists(shareName, folderPath, onFolderCreated);
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function onFolderCreated(err) {
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||||
if (err) {
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const logText = "[ERROR] createFolder - onFolderCreated ' ERROR = " + err.message + " SHARE NAME = " + shareName + " FOLDER PATH = " + folderPath;
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console.log(logText);
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logger.write(logText);
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}
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callBackFunction();
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}
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||||
|
||||
}
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catch (err) {
|
||||
const logText = "[ERROR] 'createFolder' - ERROR : " + err.message;
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logger.write(logText);
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}
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}
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function createTextFile(folderPath, fileName, fileContent, callBackFunction) {
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try {
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fileService.createFileFromText(shareName, folderPath, fileName, fileContent, onFileCreated);
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function onFileCreated(err, result, response) {
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if (err) {
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const logText = "[WARN] createTextFile - onFileCreated ' ERROR = " + err.message + " SHARE NAME = " + shareName + " FOLDER PATH = " + folderPath + " FILE NAME = " + fileName;
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console.log(logText);
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logger.write(logText);
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if (err.message.indexOf("The server is busy") > 0) {
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fileService.createFileFromText(shareName, folderPath, fileName, fileContent, onFileCreatedSecondTry);
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function onFileCreatedSecondTry(err) {
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if (err) {
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const logText = "[ERROR] createTextFile - onFileCreated - onFileCreatedSecondTry : File not created. Giving Up.' ERROR = " + err.message + " SHARE NAME = " + shareName + " FOLDER PATH = " + folderPath + " FILE NAME = " + fileName;
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console.log(logText);
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logger.write(logText);
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} else {
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const logText = "[INFO] createTextFile - onFileCreated - onFileCreatedSecondTry ' : File succesfully created on second try. SHARE NAME = " + shareName + " FOLDER PATH = " + folderPath + " FILE NAME = " + fileName;
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console.log(logText);
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logger.write(logText);
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||||
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||||
}
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||||
}
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}
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||||
}
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callBackFunction();
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||||
}
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||||
|
||||
}
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||||
catch (err) {
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||||
const logText = "[ERROR] 'createTextFile' - ERROR : " + err.message;
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logger.write(logText);
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}
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||||
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||||
}
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||||
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||||
function getTextFile(folderPath, fileName, callBackFunction, ignoreNotFound) {
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||||
try {
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fileService.getFileToText(shareName, folderPath, fileName, undefined, onFileReceived);
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||||
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||||
function onFileReceived(err, text, response) {
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||||
if (err) {
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||||
|
||||
if (ignoreNotFound === undefined) {
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||||
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||||
const logText = "[ERROR] getTextFile - onFileReceived ' ERROR = " + err.message + " SHARE NAME = " + shareName + " FOLDER PATH = " + folderPath + " FILE NAME = " + fileName;
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console.log(logText);
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logger.write(logText);
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||||
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||||
}
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text = undefined;
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||||
}
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callBackFunction(text);
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}
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||||
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||||
}
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||||
catch (err) {
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||||
const logText = "[ERROR] 'getTextFile' - ERROR : " + err.message;
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logger.write(logText);
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||||
}
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||||
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||||
}
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||||
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||||
function listFilesAndFolders(folderPath, callBackFunction) {
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||||
try {
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||||
let items = {
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files: [],
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||||
folders: []
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||||
};
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||||
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||||
/*
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* @param { object } [options] The request options.
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* @param { int } [options.maxResults] Specifies the maximum number of folders to return per call to Azure ServiceClient.
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* This does NOT affect list size returned by this function. (maximum: 5000)
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* @param { LocationMode } [options.locationMode] Specifies the location mode used to decide which location the request should be sent to.
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* Please see StorageUtilities.LocationMode for the possible values.
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* @param { int } [options.timeoutIntervalInMs] The server timeout interval, in milliseconds, to use for the request.
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* @param { int } [options.maximumExecutionTimeInMs] The maximum execution time, in milliseconds, across all potential retries, to use when making this request.
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||||
* The maximum execution time interval begins at the time that the client begins building the request.The maximum
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* execution time is checked intermittently while performing requests, and before executing retries.
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* @param { string } [options.clientRequestId] A string that represents the client request ID with a 1KB character limit.
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||||
* @param { bool } [options.useNagleAlgorithm] Determines whether the Nagle al
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*/
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||||
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||||
let options = {
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||||
maxResults: 500
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};
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||||
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fileService.listFilesAndDirectoriesSegmented(shareName, folderPath, null, options, onFilesAndFoldersReceived);
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||||
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||||
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||||
function onFilesAndFoldersReceived(error, result) {
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||||
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||||
try {
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||||
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||||
if (error) {
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||||
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||||
const logText = "[ERROR] 'listFilesAndFolders - onFilesAndFoldersReceived' - ERROR RECEIVED : " + error;
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||||
logger.write(logText);
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||||
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||||
callBackFunction(items);
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||||
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||||
} else {
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||||
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||||
items.files.push.apply(items.files, result.entries.files);
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||||
items.folders.push.apply(items.folders, result.entries.directories);
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||||
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||||
callBackFunction(items);
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||||
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||||
}
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||||
|
||||
}
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||||
catch (err) {
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||||
const logText = "[ERROR] 'listFilesAndFolders - onFilesAndFoldersReceived' - ERROR : " + err.message;
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||||
logger.write(logText);
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||||
}
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||||
|
||||
}
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||||
|
||||
}
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||||
catch (err) {
|
||||
const logText = "[ERROR] 'listFilesAndFolders' - ERROR : " + err.message;
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||||
logger.write(logText);
|
||||
}
|
||||
}
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||||
|
||||
};
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||||
@@ -1,41 +0,0 @@
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||||
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||||
exports.newShutdownEvent = function newShutdownEvent(BOT) {
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||||
|
||||
let bot = BOT;
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||||
const ROOT_DIR = '../';
|
||||
|
||||
const MODULE_NAME = "Azure Web Job Shutdown";
|
||||
|
||||
|
||||
const DEBUG_MODULE = require('./Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
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||||
logger.fileName = MODULE_NAME;
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||||
logger.bot = bot;
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||||
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||||
let shutdownEvent = {
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||||
isShuttingDown: isShuttingDown
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||||
};
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||||
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||||
return shutdownEvent;
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||||
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||||
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||||
function isShuttingDown() {
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||||
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||||
let filePath = process.env.WEBJOBS_SHUTDOWN_FILE;
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||||
|
||||
let fs = require('fs');
|
||||
|
||||
if (fs.existsSync(filePath)) {
|
||||
return true;
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||||
}
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||||
else
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
}
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||||
-144
@@ -1,144 +0,0 @@
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||||
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||||
|
||||
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||||
exports.newDebugLog = function newDebugLog() {
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||||
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||||
|
||||
const MODULE_NAME = "Debug Log";
|
||||
const fileSystem = require('fs');
|
||||
|
||||
const currentDate = new Date();
|
||||
const dateString = currentDate.getUTCFullYear() + '-' + pad(currentDate.getUTCMonth() + 1, 2) + '-' + pad(currentDate.getUTCDate(), 2) + '-' + pad(currentDate.getUTCHours(), 2) + '-' + pad(currentDate.getUTCMinutes(), 2);
|
||||
const randomId = parseInt(Math.random() * 1000000);
|
||||
|
||||
let fileNumber = 1;
|
||||
let messageId = 0;
|
||||
let firstCall = true;
|
||||
let folderPath;
|
||||
|
||||
debugLog = {
|
||||
bot: undefined,
|
||||
fileName: undefined,
|
||||
write: write
|
||||
};
|
||||
|
||||
|
||||
|
||||
return debugLog;
|
||||
|
||||
|
||||
function createFolders() {
|
||||
|
||||
try {
|
||||
|
||||
folderPath = debugLog.bot.devTeam;
|
||||
|
||||
createFolderSync(folderPath);
|
||||
|
||||
folderPath = debugLog.bot.devTeam + "/" + debugLog.bot.type;
|
||||
|
||||
createFolderSync(folderPath);
|
||||
|
||||
folderPath = debugLog.bot.devTeam + "/" + debugLog.bot.type + "/" + debugLog.bot.name;
|
||||
|
||||
createFolderSync(folderPath);
|
||||
|
||||
folderPath = debugLog.bot.devTeam + "/" + debugLog.bot.type + "/" + debugLog.bot.name + "/" + debugLog.bot.version;
|
||||
|
||||
createFolderSync(folderPath);
|
||||
|
||||
folderPath = debugLog.bot.devTeam + "/" + debugLog.bot.type + "/" + debugLog.bot.name + "/" + debugLog.bot.version + "/" + debugLog.bot.process;
|
||||
|
||||
createFolderSync(folderPath);
|
||||
|
||||
firstCall = false;
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
console.log("Error trying to create the folders needed. Error: " + err);
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
|
||||
|
||||
function write(Message) {
|
||||
|
||||
if (firstCall === true) {
|
||||
|
||||
createFolders();
|
||||
|
||||
}
|
||||
|
||||
let filePath = getCurrentLogFile(folderPath + "/" + dateString + "---" + randomId + "---", this.fileName);
|
||||
|
||||
let newDate = new Date();
|
||||
newDate = newDate.toISOString();
|
||||
|
||||
messageId++;
|
||||
|
||||
try {
|
||||
|
||||
fileSystem.appendFileSync(filePath, '\r\n' + newDate + " " + messageId + " " + Message);
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
console.log("Error trying to log info into a file. File: " + filePath + " Error:" + err);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function createFolderSync(name) {
|
||||
try {
|
||||
fileSystem.mkdirSync( '../logs/' + name)
|
||||
} catch (err) {
|
||||
if (err.code !== 'EEXIST') throw err
|
||||
}
|
||||
}
|
||||
|
||||
function getCurrentLogFile(relativePath, fileName) {
|
||||
|
||||
let filePath;
|
||||
let stats;
|
||||
let i;
|
||||
|
||||
try {
|
||||
for (i = 1; i < 1000000; i++) {
|
||||
|
||||
filePath = '../logs/' + relativePath + i + "." + fileName + '.log';
|
||||
stats = fileSystem.statSync(filePath);
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
|
||||
if (i > 1) {
|
||||
|
||||
filePath = '../logs/' + relativePath + (i - 1) + "." + fileName + '.log';
|
||||
|
||||
stats = fileSystem.statSync(filePath);
|
||||
const fileSizeInBytes = stats.size;
|
||||
|
||||
if (fileSizeInBytes > 10240000) {
|
||||
|
||||
filePath = '../logs/' + relativePath + i + "." + fileName + '.log';
|
||||
}
|
||||
|
||||
return filePath;
|
||||
|
||||
} else {
|
||||
|
||||
return filePath;
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
function pad(str, max) {
|
||||
str = str.toString();
|
||||
return str.length < max ? pad("0" + str, max) : str;
|
||||
}
|
||||
|
||||
};
|
||||
|
||||
-252
@@ -1,252 +0,0 @@
|
||||
/* This business logic module is responsible for Markets and Assets. */
|
||||
|
||||
|
||||
exports.newMarkets = function newMarkets(BOT) {
|
||||
|
||||
let bot = BOT;
|
||||
const ROOT_DIR = '../';
|
||||
|
||||
const MODULE_NAME = "Markets";
|
||||
|
||||
const FOLDER_PATHS = 'data';
|
||||
const MARKETS_FOLDER_NAME = "other-files";
|
||||
|
||||
const DEBUG_MODULE = require('./Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
|
||||
const EXCHANGE_ID = 1;
|
||||
const fileName = "Markets_" + EXCHANGE_ID + ".json";
|
||||
|
||||
const DATA_OWNER_BOT_NAME = "Carol"
|
||||
|
||||
const markets = {
|
||||
DISABLED: 0,
|
||||
ENABLED: 1,
|
||||
getMarketsByExchange: getMarketsByExchange,
|
||||
getExistingOrNewMarketId: getExistingOrNewMarketId,
|
||||
createNewAsset: createNewAsset,
|
||||
createNewMarket: createNewMarket,
|
||||
disableMarket: disableMarket,
|
||||
initialize: initialize
|
||||
};
|
||||
|
||||
//const dataLayer = DATA_LAYER_MODULE.newDataLayer();
|
||||
|
||||
let marketsArray;
|
||||
|
||||
const AZURE_FILE_STORAGE = require('./Azure File Storage');
|
||||
let azureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
|
||||
|
||||
return markets;
|
||||
|
||||
|
||||
function initialize(callBackFunction) {
|
||||
|
||||
azureFileStorage.initialize(DATA_OWNER_BOT_NAME);
|
||||
|
||||
try {
|
||||
|
||||
azureFileStorage.getTextFile(MARKETS_FOLDER_NAME, fileName, onFileRead);
|
||||
|
||||
function onFileRead(text) {
|
||||
|
||||
try {
|
||||
|
||||
var fileString = text;
|
||||
let cleanString = fileString;
|
||||
|
||||
/* Dont know why but sometimes files comes with a first characater that is not supposed to be there and you can not see it at the file opened with notepad */
|
||||
|
||||
if (fileString[0] !== "[") {
|
||||
|
||||
cleanString = '';
|
||||
|
||||
for (let i = 1; i < fileString.length; i++) {
|
||||
cleanString = cleanString + fileString[i];
|
||||
}
|
||||
}
|
||||
|
||||
marketsArray = JSON.parse(cleanString);
|
||||
callBackFunction();
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
const logText = "[ERROR] initialize - onFileRead ' ERROR : " + err.message + " File: " + fileName;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
catch (err) {
|
||||
const logText = "[ERROR] initialize - ' ERROR : " + err.message + " File Not Found: " + fileName;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
function getMarketsByExchange(exchangeId, callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
// TODO: Currently the exchange Id is ignored as the class is still working with only one exchange. We must fix this.
|
||||
|
||||
callBackFunction(JSON.stringify(marketsArray));
|
||||
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] getMarketsByExchange - ' ERROR : " + err.message;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
function getExistingOrNewMarketId(marketName, market, exchangeId, callBackFunction) {
|
||||
|
||||
// TODO: At this function is missing the following: If a market does not exists, it must be greated, and Id generated and returned. We automatically discover new markets when this function is called with a market that didn-t previuously existed.
|
||||
|
||||
try {
|
||||
|
||||
for (let i = 0; i < marketsArray.length; i++) {
|
||||
|
||||
if (marketsArray[i][1] + "_" + marketsArray[i][2] === marketName) {
|
||||
|
||||
callBackFunction(marketName, market, marketsArray[i][0]);
|
||||
return;
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] getExistingOrNewMarketId - ' ERROR : " + err.message + " marketId = " + marketId + " idAssetA = " + idAssetA + " idAssetB = " + idAssetB;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
function createNewAsset(assetCode, callBackFunction) {
|
||||
|
||||
// TODO: Upgrade this function in order to update the file containing all assets, not the database that will be deprecated.
|
||||
|
||||
try {
|
||||
|
||||
dataLayer.newAsset(assetCode, onIdReady);
|
||||
|
||||
function onIdReady(resultSet) {
|
||||
|
||||
try {
|
||||
|
||||
callBackFunction(resultSet);
|
||||
resultSet = [];
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] createNewAsset - onIdReady ' ERROR : " + err.message;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] createNewAsset - ' ERROR : " + err.message;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
function createNewMarket(exchangeId, idAssetA, idAssetB, callBackFunction) {
|
||||
|
||||
// TODO: Upgrade this function in order to update the file containing all markets, not the database that will be deprecated.
|
||||
|
||||
try {
|
||||
|
||||
dataLayer.newMarket(exchangeId, idAssetA, idAssetB, onIdReady);
|
||||
|
||||
function onIdReady(resultSet) {
|
||||
|
||||
try {
|
||||
|
||||
callBackFunction(resultSet);
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] createNewMarket - onIdReady ' ERROR : " + err.message;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] createNewMarket - ' ERROR : " + err.message;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function disableMarket(exchangeId, marketId, callBackFunction) {
|
||||
|
||||
// This function puts the requested market in a DISABLED status.
|
||||
|
||||
// TODO: Currently the exchangeId is ignored.
|
||||
|
||||
try {
|
||||
|
||||
for (let i = 0; i < marketsArray.length; i++) {
|
||||
|
||||
if (marketsArray[i][0] === marketId) {
|
||||
|
||||
marketsArray[i][3] = markets.DISABLED;
|
||||
break;
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
azureFileStorage.createTextFile(MARKETS_FOLDER_NAME, fileName, JSON.stringify(marketsArray), onFileReplaced);
|
||||
|
||||
function onFileReplaced() {
|
||||
|
||||
try {
|
||||
|
||||
callBackFunction();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] disableMarket - onFileReplaced ' ERROR : " + err.message;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
}
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] disableMarket - ' ERROR : " + err.message;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
}
|
||||
}
|
||||
|
||||
};
|
||||
@@ -1,406 +0,0 @@
|
||||
module.exports = (function () {
|
||||
'use strict';
|
||||
|
||||
// Module dependencies
|
||||
var crypto = require('crypto'),
|
||||
request = require('request'),
|
||||
nonce = require('nonce')();
|
||||
|
||||
// Constants
|
||||
var version = '0.0.8',
|
||||
PUBLIC_API_URL = 'https://poloniex.com/public',
|
||||
PRIVATE_API_URL = 'https://poloniex.com/tradingApi',
|
||||
USER_AGENT = 'poloniex.js ' + version;
|
||||
//USER_AGENT = 'Mozilla/5.0 (Windows NT 6.3; WOW64; rv:26.0) Gecko/20100101 Firefox/26.0'
|
||||
|
||||
// Helper methods
|
||||
function joinCurrencies(currencyA, currencyB) {
|
||||
// If only one arg, then return the first
|
||||
if (typeof currencyB !== 'string') {
|
||||
return currencyA;
|
||||
}
|
||||
|
||||
return currencyA + '_' + currencyB;
|
||||
}
|
||||
|
||||
// Constructor
|
||||
function Poloniex(key, secret) {
|
||||
// Generate headers signed by this user's key and secret.
|
||||
// The secret is encapsulated and never exposed
|
||||
this._getPrivateHeaders = function (parameters) {
|
||||
var paramString, signature;
|
||||
|
||||
if (!key || !secret) {
|
||||
throw 'Poloniex: Error. API key and secret required';
|
||||
}
|
||||
|
||||
// Convert to `arg1=foo&arg2=bar`
|
||||
paramString = Object.keys(parameters).map(function (param) {
|
||||
return encodeURIComponent(param) + '=' + encodeURIComponent(parameters[param]);
|
||||
}).join('&');
|
||||
|
||||
signature = crypto.createHmac('sha512', secret).update(paramString).digest('hex');
|
||||
|
||||
return {
|
||||
Key: key,
|
||||
Sign: signature
|
||||
};
|
||||
};
|
||||
}
|
||||
|
||||
// Currently, this fails with `Error: CERT_UNTRUSTED`
|
||||
// Poloniex.STRICT_SSL can be set to `false` to avoid this. Use with caution.
|
||||
// Will be removed in future, once this is resolved.
|
||||
Poloniex.STRICT_SSL = true;
|
||||
|
||||
// Customisable user agent string
|
||||
Poloniex.USER_AGENT = USER_AGENT;
|
||||
|
||||
// Prototype
|
||||
Poloniex.prototype = {
|
||||
constructor: Poloniex,
|
||||
|
||||
// Make an API request
|
||||
_request: function (options, callback) {
|
||||
if (!('headers' in options)) {
|
||||
options.headers = {};
|
||||
}
|
||||
|
||||
options.json = true;
|
||||
options.headers['User-Agent'] = Poloniex.USER_AGENT;
|
||||
options.strictSSL = Poloniex.STRICT_SSL;
|
||||
|
||||
request(options, function (err, response, body) {
|
||||
// Empty response
|
||||
if (!err && (typeof body === 'undefined' || body === null)) {
|
||||
err = 'Empty response';
|
||||
}
|
||||
|
||||
callback(err, body);
|
||||
});
|
||||
|
||||
return this;
|
||||
},
|
||||
|
||||
// Make a public API request
|
||||
_public: function (command, parameters, callback) {
|
||||
var options;
|
||||
|
||||
if (typeof parameters === 'function') {
|
||||
callback = parameters;
|
||||
parameters = {};
|
||||
}
|
||||
|
||||
parameters || (parameters = {});
|
||||
parameters.command = command;
|
||||
options = {
|
||||
method: 'GET',
|
||||
url: PUBLIC_API_URL,
|
||||
qs: parameters
|
||||
};
|
||||
|
||||
options.qs.command = command;
|
||||
return this._request(options, callback);
|
||||
},
|
||||
|
||||
// Make a private API request
|
||||
_private: function (command, parameters, callback) {
|
||||
var options;
|
||||
|
||||
if (typeof parameters === 'function') {
|
||||
callback = parameters;
|
||||
parameters = {};
|
||||
}
|
||||
|
||||
parameters || (parameters = {});
|
||||
parameters.command = command;
|
||||
parameters.nonce = nonce();
|
||||
|
||||
options = {
|
||||
method: 'POST',
|
||||
url: PRIVATE_API_URL,
|
||||
form: parameters,
|
||||
headers: this._getPrivateHeaders(parameters)
|
||||
};
|
||||
|
||||
return this._request(options, callback);
|
||||
},
|
||||
|
||||
/////
|
||||
// PUBLIC METHODS
|
||||
|
||||
returnTicker: function (callback) {
|
||||
return this._public('returnTicker', callback);
|
||||
},
|
||||
|
||||
return24hVolume: function (callback) {
|
||||
return this._public('return24hVolume', callback);
|
||||
},
|
||||
|
||||
returnOrderBook: function (currencyA, currencyB, depth, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
depth: depth
|
||||
};
|
||||
|
||||
return this._public('returnOrderBook', parameters, callback);
|
||||
},
|
||||
|
||||
returnOrderBooks: function (depth, callback) {
|
||||
var parameters = {
|
||||
currencyPair: 'all',
|
||||
depth: depth
|
||||
};
|
||||
|
||||
return this._public('returnOrderBook', parameters, callback);
|
||||
},
|
||||
|
||||
returnPublicTradeHistory: function (currencyA, currencyB, start, end, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
start: start,
|
||||
end: end
|
||||
};
|
||||
|
||||
return this._public('returnTradeHistory', parameters, callback);
|
||||
},
|
||||
|
||||
returnChartData: function (currencyA, currencyB, period, start, end, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
period: period,
|
||||
start: start,
|
||||
end: end
|
||||
};
|
||||
|
||||
return this._public('returnChartData', parameters, callback);
|
||||
},
|
||||
|
||||
returnCurrencies: function (callback) {
|
||||
return this._public('returnCurrencies', callback);
|
||||
},
|
||||
|
||||
returnLoanOrders: function (currency, callback) {
|
||||
return this._public('returnLoanOrders', { currency: currency }, callback);
|
||||
},
|
||||
|
||||
/////
|
||||
// PRIVATE METHODS
|
||||
|
||||
returnBalances: function (callback) {
|
||||
return this._private('returnBalances', {}, callback);
|
||||
},
|
||||
|
||||
returnCompleteBalances: function (callback) {
|
||||
return this._private('returnCompleteBalances', {}, callback);
|
||||
},
|
||||
|
||||
returnDepositAddresses: function (callback) {
|
||||
return this._private('returnDepositAddresses', {}, callback);
|
||||
},
|
||||
|
||||
generateNewAddress: function (currency, callback) {
|
||||
return this._private('returnDepositsWithdrawals', { currency: currency }, callback);
|
||||
},
|
||||
|
||||
returnDepositsWithdrawals: function (start, end, callback) {
|
||||
return this._private('returnDepositsWithdrawals', { start: start, end: end }, callback);
|
||||
},
|
||||
|
||||
returnOpenOrders: function (currencyA, currencyB, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB)
|
||||
};
|
||||
|
||||
return this._private('returnOpenOrders', parameters, callback);
|
||||
},
|
||||
|
||||
returnTradeHistory: function (currencyA, currencyB, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB)
|
||||
};
|
||||
|
||||
return this._private('returnTradeHistory', parameters, callback);
|
||||
},
|
||||
|
||||
returnOrderTrades: function (orderNumber, callback) {
|
||||
var parameters = {
|
||||
orderNumber: orderNumber
|
||||
};
|
||||
|
||||
return this._private('returnOrderTrades', parameters, callback);
|
||||
},
|
||||
|
||||
buy: function (currencyA, currencyB, rate, amount, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
rate: rate,
|
||||
amount: amount
|
||||
};
|
||||
|
||||
return this._private('buy', parameters, callback);
|
||||
},
|
||||
|
||||
sell: function (currencyA, currencyB, rate, amount, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
rate: rate,
|
||||
amount: amount
|
||||
};
|
||||
|
||||
return this._private('sell', parameters, callback);
|
||||
},
|
||||
|
||||
cancelOrder: function (currencyA, currencyB, orderNumber, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
orderNumber: orderNumber
|
||||
};
|
||||
|
||||
return this._private('cancelOrder', parameters, callback);
|
||||
},
|
||||
|
||||
moveOrder: function (orderNumber, rate, amount, callback) {
|
||||
var parameters = {
|
||||
orderNumber: orderNumber,
|
||||
rate: rate,
|
||||
amount: amount ? amount : null
|
||||
};
|
||||
|
||||
return this._private('moveOrder', parameters, callback);
|
||||
},
|
||||
|
||||
withdraw: function (currency, amount, address, callback) {
|
||||
var parameters = {
|
||||
currency: currency,
|
||||
amount: amount,
|
||||
address: address
|
||||
};
|
||||
|
||||
return this._private('withdraw', parameters, callback);
|
||||
},
|
||||
|
||||
returnFeeInfo: function (callback) {
|
||||
return this._private('returnFeeInfo', {}, callback);
|
||||
},
|
||||
|
||||
returnAvailableAccountBalances: function (account, callback) {
|
||||
var options = {};
|
||||
if (account) {
|
||||
options.account = account;
|
||||
}
|
||||
return this._private('returnAvailableAccountBalances', options, callback);
|
||||
},
|
||||
|
||||
returnTradableBalances: function (callback) {
|
||||
return this._private('returnTradableBalances', {}, callback);
|
||||
},
|
||||
|
||||
transferBalance: function (currency, amount, fromAccount, toAccount, callback) {
|
||||
var parameters = {
|
||||
currency: currency,
|
||||
amount: amount,
|
||||
fromAccount: fromAccount,
|
||||
toAccount: toAccount
|
||||
};
|
||||
|
||||
return this._private('transferBalance', parameters, callback);
|
||||
},
|
||||
|
||||
returnMarginAccountSummary: function (callback) {
|
||||
return this._private('returnMarginAccountSummary', {}, callback);
|
||||
},
|
||||
|
||||
marginBuy: function (currencyA, currencyB, rate, amount, lendingRate, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
rate: rate,
|
||||
amount: amount,
|
||||
lendingRate: lendingRate ? lendingRate : null
|
||||
};
|
||||
|
||||
return this._private('marginBuy', parameters, callback);
|
||||
},
|
||||
|
||||
marginSell: function (currencyA, currencyB, rate, amount, lendingRate, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB),
|
||||
rate: rate,
|
||||
amount: amount,
|
||||
lendingRate: lendingRate ? lendingRate : null
|
||||
};
|
||||
|
||||
return this._private('marginSell', parameters, callback);
|
||||
},
|
||||
|
||||
getMarginPosition: function (currencyA, currencyB, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB)
|
||||
};
|
||||
|
||||
return this._private('getMarginPosition', parameters, callback);
|
||||
},
|
||||
|
||||
closeMarginPosition: function (currencyA, currencyB, callback) {
|
||||
var parameters = {
|
||||
currencyPair: joinCurrencies(currencyA, currencyB)
|
||||
};
|
||||
|
||||
return this._private('closeMarginPosition', parameters, callback);
|
||||
},
|
||||
|
||||
createLoanOffer: function (currency, amount, duration, autoRenew, lendingRate, callback) {
|
||||
var parameters = {
|
||||
currency: currency,
|
||||
amount: amount,
|
||||
duration: duration,
|
||||
autoRenew: autoRenew,
|
||||
lendingRate: lendingRate
|
||||
};
|
||||
|
||||
return this._private('createLoanOffer', parameters, callback);
|
||||
},
|
||||
|
||||
cancelLoanOffer: function (orderNumber, callback) {
|
||||
var parameters = {
|
||||
orderNumber: orderNumber
|
||||
};
|
||||
|
||||
return this._private('cancelLoanOffer', parameters, callback);
|
||||
},
|
||||
|
||||
returnOpenLoanOffers: function (callback) {
|
||||
return this._private('returnOpenLoanOffers', {}, callback);
|
||||
},
|
||||
|
||||
returnActiveLoans: function (callback) {
|
||||
return this._private('returnActiveLoans', {}, callback);
|
||||
},
|
||||
|
||||
returnLendingHistory: function (start, end, limit, callback) {
|
||||
var parameters = {
|
||||
start: start,
|
||||
end: end,
|
||||
limit: limit
|
||||
};
|
||||
|
||||
return this._private('returnLendingHistory', parameters, callback);
|
||||
},
|
||||
|
||||
toggleAutoRenew: function (orderNumber, callback) {
|
||||
return this._private('toggleAutoRenew', { orderNumber: orderNumber }, callback);
|
||||
}
|
||||
|
||||
};
|
||||
|
||||
// Backwards Compatibility
|
||||
Poloniex.prototype.getTicker = Poloniex.prototype.returnTicker;
|
||||
Poloniex.prototype.get24hVolume = Poloniex.prototype.return24hVolume;
|
||||
Poloniex.prototype.getOrderBook = Poloniex.prototype.returnOrderBook;
|
||||
Poloniex.prototype.getTradeHistory = Poloniex.prototype.returnChartData;
|
||||
Poloniex.prototype.myBalances = Poloniex.prototype.returnBalances;
|
||||
Poloniex.prototype.myOpenOrders = Poloniex.prototype.returnOpenOrders;
|
||||
Poloniex.prototype.myTradeHistory = Poloniex.prototype.returnTradeHistory;
|
||||
|
||||
return Poloniex;
|
||||
})();
|
||||
@@ -1,7 +1,7 @@
|
||||
exports.newInterval = function newInterval(BOT) {
|
||||
exports.newInterval = function newInterval(BOT, UTILITIES, AZURE_FILE_STORAGE, DEBUG_MODULE, MARKETS_MODULE, POLONIEX_CLIENT_MODULE) {
|
||||
|
||||
let bot = BOT;
|
||||
const ROOT_DIR = '../';
|
||||
const ROOT_DIR = './';
|
||||
const GMT_SECONDS = ':00.000 GMT+0000';
|
||||
const GMT_MILI_SECONDS = '.000 GMT+0000';
|
||||
|
||||
@@ -16,11 +16,6 @@
|
||||
const GO_RANDOM = false;
|
||||
const FORCE_MARKET = 2; // This allows to debug the execution of an specific market. Not intended for production.
|
||||
|
||||
const MARKETS_MODULE = require(ROOT_DIR + 'Markets');
|
||||
|
||||
const POLONIEX_CLIENT_MODULE = require(ROOT_DIR + 'Poloniex API Client');
|
||||
|
||||
const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
@@ -32,10 +27,8 @@
|
||||
|
||||
let markets;
|
||||
|
||||
const AZURE_FILE_STORAGE = require(ROOT_DIR + 'Azure File Storage');
|
||||
let azureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
|
||||
|
||||
const UTILITIES = require(ROOT_DIR + 'Utilities');
|
||||
let utilities = UTILITIES.newUtilities(bot);
|
||||
|
||||
let year;
|
||||
|
||||
@@ -1,169 +0,0 @@
|
||||
exports.newPloniexHistoricTrades = function newPloniexHistoricTrades(BOT) {
|
||||
|
||||
let bot = BOT;
|
||||
const ROOT_DIR = '../';
|
||||
|
||||
const INTERVAL_LAPSE = 24 * 60 * 60 * 1000;
|
||||
|
||||
const MODULE_NAME = "Poloniex Exchange Historic Trades";
|
||||
const LOG_INFO = true;
|
||||
|
||||
const INTERVAL_MODULE = require('./Interval');
|
||||
|
||||
const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
|
||||
const INTERVAL_MAX_LOOPS = -1; // -1 for infinite loop.
|
||||
|
||||
poloniexHistoricTrades = {
|
||||
initialize: initialize,
|
||||
start: start
|
||||
};
|
||||
|
||||
const SHUTDOWN_EVENT = require(ROOT_DIR + 'Azure Web Job Shutdown');
|
||||
let shutdownEvent = SHUTDOWN_EVENT.newShutdownEvent(bot);
|
||||
|
||||
const UTILITIES = require(ROOT_DIR + 'Utilities');
|
||||
let utilities = UTILITIES.newUtilities(bot);
|
||||
|
||||
let year;
|
||||
let month;
|
||||
|
||||
return poloniexHistoricTrades;
|
||||
|
||||
function initialize(yearAssigend, monthAssigned, callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
year = yearAssigend;
|
||||
month = monthAssigned;
|
||||
|
||||
month = utilities.pad(month, 2); // Adding a left zero when needed.
|
||||
|
||||
logger.fileName = MODULE_NAME + "-" + year + "-" + month;
|
||||
|
||||
const logText = "[INFO] initialize - Entering function 'initialize' " + " @ " + year + "-" + month;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
callBackFunction();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] initialize - ' ERROR : " + err.message;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function start() {
|
||||
|
||||
try {
|
||||
|
||||
if (LOG_INFO === true) {
|
||||
logger.write("[INFO] Entering function 'start', with year = " + year + " and month = " + month);
|
||||
}
|
||||
|
||||
let intervalId;
|
||||
|
||||
if (INTERVAL_MAX_LOOPS === 0) {
|
||||
|
||||
intervalId = setInterval(startNewInterval, INTERVAL_LAPSE);
|
||||
|
||||
}
|
||||
|
||||
let intervalLoopCounter = 0;
|
||||
|
||||
startNewInterval(); // First, inmadiate run.
|
||||
|
||||
function startNewInterval() {
|
||||
|
||||
try {
|
||||
|
||||
if (LOG_INFO === true) {
|
||||
|
||||
if (INTERVAL_MAX_LOOPS !== 0) {
|
||||
|
||||
logger.write("[INFO] Entering function 'startNewInterval', next execution inmediately after the current Interval finishes.");
|
||||
|
||||
} else {
|
||||
|
||||
logger.write("[INFO] Entering function 'startNewInterval', next execution in " + INTERVAL_LAPSE / 1000 / 60 + " minutes.");
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
if (shutdownEvent.isShuttingDown() === false) {
|
||||
|
||||
let fileProcessingInterval = INTERVAL_MODULE.newInterval(bot);
|
||||
|
||||
fileProcessingInterval.initialize(year, month, onReadyToStart);
|
||||
|
||||
function onReadyToStart() {
|
||||
|
||||
fileProcessingInterval.start(loopControl);
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
else {
|
||||
|
||||
clearInterval(intervalId);
|
||||
|
||||
const logText = "[INFO] requestNewData - Terminating Set Interval - About to exit gracefully the process. ";
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
const logText = "[ERROR] 'startNewInterval' - ERROR : " + err.message;
|
||||
logger.write(logText);
|
||||
}
|
||||
}
|
||||
|
||||
function loopControl(moreIntervalExecutionsNeeded) {
|
||||
|
||||
if (moreIntervalExecutionsNeeded === true) {
|
||||
|
||||
intervalLoopCounter++;
|
||||
|
||||
if (intervalLoopCounter === INTERVAL_MAX_LOOPS) {
|
||||
|
||||
const logText = "[WARN] 'INTERVAL_MAX_LOOPS' reached. Stopping execution. ";
|
||||
logger.write(logText);
|
||||
|
||||
} else {
|
||||
|
||||
const logText = "[WARN] 'loopControl'. Staring new Interval. ";
|
||||
logger.write(logText);
|
||||
|
||||
startNewInterval(); // Looped Execution.
|
||||
|
||||
}
|
||||
|
||||
} else {
|
||||
|
||||
logger.write("[WARN] Received the signal from last Interval execution to not call it anymore. Stopping execution. ");
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
const logText = "[ERROR] 'Start' - ERROR : " + err.message;
|
||||
logger.write(logText);
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
|
||||
@@ -1,97 +0,0 @@
|
||||
|
||||
let bot = {
|
||||
name: "Charly",
|
||||
process: "Historic-Trades",
|
||||
type: "Connectivity",
|
||||
version: "1.0.0",
|
||||
devTeam: "AA Masters"
|
||||
};
|
||||
|
||||
const ROOT_DIR = '../';
|
||||
|
||||
const MODULE_NAME = "run";
|
||||
|
||||
const START_POLONIEX_HISTORIC_TRADES = true;
|
||||
const START_POLONIEX_HISTORIC_TRADES_AT_ONE_MONTH = false;
|
||||
|
||||
const POLONIEX_HISTORIC_TRADES_MODULE = require('./Poloniex Historic Trades');
|
||||
|
||||
const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
|
||||
process.on('uncaughtException', function (err) {
|
||||
logger.write('uncaughtException - ' + err.message);
|
||||
});
|
||||
|
||||
|
||||
process.on('unhandledRejection', (reason, p) => {
|
||||
logger.write("Unhandled Rejection at: Promise " + JSON.stringify(p) + " reason: " + reason);
|
||||
});
|
||||
|
||||
|
||||
process.on('exit', function (code) {
|
||||
logger.write('About to exit with code:' + code);
|
||||
});
|
||||
|
||||
|
||||
try {
|
||||
if (START_POLONIEX_HISTORIC_TRADES === true) {
|
||||
|
||||
for (let year = 2018; year > 2014; year--) {
|
||||
|
||||
for (let month = 12; month > 0; month--) {
|
||||
|
||||
let timeDelay = Math.random() * 100 * 1000; // We need a delay so as not to get banned from the exchange for requesting to many things at the same time.
|
||||
|
||||
setTimeout(startProcess, timeDelay);
|
||||
|
||||
function startProcess() {
|
||||
|
||||
const newPloniexHistoricTrades = POLONIEX_HISTORIC_TRADES_MODULE.newPloniexHistoricTrades(bot);
|
||||
|
||||
newPloniexHistoricTrades.initialize(year, month, onInitializeReady);
|
||||
|
||||
function onInitializeReady() {
|
||||
|
||||
newPloniexHistoricTrades.start();
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
if (START_POLONIEX_HISTORIC_TRADES_AT_ONE_MONTH === true) {
|
||||
|
||||
startProcess();
|
||||
|
||||
function startProcess() {
|
||||
|
||||
const newPloniexHistoricTrades = POLONIEX_HISTORIC_TRADES_MODULE.newPloniexHistoricTrades(bot);
|
||||
|
||||
let month = 12;
|
||||
let year = 2017;
|
||||
|
||||
newPloniexHistoricTrades.initialize(year, month, onInitializeReady);
|
||||
|
||||
function onInitializeReady() {
|
||||
|
||||
newPloniexHistoricTrades.start();
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
} catch (err) {
|
||||
console.log(err.message);
|
||||
logger.write(err.message);
|
||||
}
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
exports.newInterval = function newInterval(BOT) {
|
||||
exports.newInterval = function newInterval(BOT, UTILITIES, AZURE_FILE_STORAGE, DEBUG_MODULE, MARKETS_MODULE, POLONIEX_CLIENT_MODULE) {
|
||||
|
||||
let bot = BOT;
|
||||
const ROOT_DIR = '../';
|
||||
@@ -16,11 +16,6 @@
|
||||
const GO_RANDOM = false;
|
||||
const FORCE_MARKET = 2; // This allows to debug the execution of an specific market. Not intended for production.
|
||||
|
||||
const MARKETS_MODULE = require(ROOT_DIR + 'Markets');
|
||||
|
||||
const POLONIEX_CLIENT_MODULE = require(ROOT_DIR + 'Poloniex API Client');
|
||||
|
||||
const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
@@ -32,10 +27,8 @@
|
||||
|
||||
let markets;
|
||||
|
||||
const AZURE_FILE_STORAGE = require(ROOT_DIR + 'Azure File Storage');
|
||||
let azureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
|
||||
|
||||
const UTILITIES = require(ROOT_DIR + 'Utilities');
|
||||
let utilities = UTILITIES.newUtilities(bot);
|
||||
|
||||
let year;
|
||||
|
||||
@@ -1,169 +0,0 @@
|
||||
exports.newPloniexHoleFixing = function newPloniexHoleFixing(BOT) {
|
||||
|
||||
let bot = BOT;
|
||||
const ROOT_DIR = '../';
|
||||
|
||||
const INTERVAL_LAPSE = 60 * 1000;
|
||||
|
||||
const MODULE_NAME = "Poloniex Exchange Hole Fixing";
|
||||
const LOG_INFO = true;
|
||||
|
||||
const INTERVAL_MODULE = require('./Interval');
|
||||
|
||||
const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
|
||||
const INTERVAL_MAX_LOOPS = -1; // -1 for infinite loop.
|
||||
|
||||
poloniexHoleFixing = {
|
||||
initialize: initialize,
|
||||
start: start
|
||||
};
|
||||
|
||||
const SHUTDOWN_EVENT = require(ROOT_DIR + 'Azure Web Job Shutdown');
|
||||
let shutdownEvent = SHUTDOWN_EVENT.newShutdownEvent(bot);
|
||||
|
||||
const UTILITIES = require(ROOT_DIR + 'Utilities');
|
||||
let utilities = UTILITIES.newUtilities(bot);
|
||||
|
||||
let year;
|
||||
let month;
|
||||
|
||||
return poloniexHoleFixing;
|
||||
|
||||
function initialize(yearAssigend, monthAssigned, callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
year = yearAssigend;
|
||||
month = monthAssigned;
|
||||
|
||||
month = utilities.pad(month, 2); // Adding a left zero when needed.
|
||||
|
||||
logger.fileName = MODULE_NAME + "-" + year + "-" + month;
|
||||
|
||||
const logText = "[INFO] initialize - Entering function 'initialize' " + " @ " + year + "-" + month;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
callBackFunction();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] initialize - ' ERROR : " + err.message;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function start() {
|
||||
|
||||
try {
|
||||
|
||||
if (LOG_INFO === true) {
|
||||
logger.write("[INFO] Entering function 'start', with year = " + year + " and month = " + month);
|
||||
}
|
||||
|
||||
let intervalId;
|
||||
|
||||
if (INTERVAL_MAX_LOOPS === 0) {
|
||||
|
||||
intervalId = setInterval(startNewInterval, INTERVAL_LAPSE);
|
||||
|
||||
}
|
||||
|
||||
let intervalLoopCounter = 0;
|
||||
|
||||
startNewInterval(); // First, inmadiate run.
|
||||
|
||||
function startNewInterval() {
|
||||
|
||||
try {
|
||||
|
||||
if (LOG_INFO === true) {
|
||||
|
||||
if (INTERVAL_MAX_LOOPS !== 0) {
|
||||
|
||||
logger.write("[INFO] Entering function 'startNewInterval', next execution inmediately after the current Interval finishes.");
|
||||
|
||||
} else {
|
||||
|
||||
logger.write("[INFO] Entering function 'startNewInterval', next execution in " + INTERVAL_LAPSE / 1000 / 60 + " minutes.");
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
if (shutdownEvent.isShuttingDown() === false) {
|
||||
|
||||
let fileProcessingInterval = INTERVAL_MODULE.newInterval(bot);
|
||||
|
||||
fileProcessingInterval.initialize(year, month, onReadyToStart);
|
||||
|
||||
function onReadyToStart() {
|
||||
|
||||
fileProcessingInterval.start(loopControl);
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
else {
|
||||
|
||||
clearInterval(intervalId);
|
||||
|
||||
const logText = "[INFO] requestNewData - Terminating Set Interval - About to exit gracefully the process. ";
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
const logText = "[ERROR] 'startNewInterval' - ERROR : " + err.message;
|
||||
logger.write(logText);
|
||||
}
|
||||
}
|
||||
|
||||
function loopControl(moreIntervalExecutionsNeeded) {
|
||||
|
||||
if (moreIntervalExecutionsNeeded === true) {
|
||||
|
||||
intervalLoopCounter++;
|
||||
|
||||
if (intervalLoopCounter === INTERVAL_MAX_LOOPS) {
|
||||
|
||||
const logText = "[WARN] 'INTERVAL_MAX_LOOPS' reached. Stopping execution. ";
|
||||
logger.write(logText);
|
||||
|
||||
} else {
|
||||
|
||||
const logText = "[WARN] 'loopControl'. Staring new Interval. ";
|
||||
logger.write(logText);
|
||||
|
||||
setTimeout(startNewInterval, INTERVAL_LAPSE);// Looped Execution.
|
||||
|
||||
}
|
||||
|
||||
} else {
|
||||
|
||||
logger.write("[WARN] Received the signal from last Interval execution to not call it anymore. Stopping execution. ");
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
const logText = "[ERROR] 'Start' - ERROR : " + err.message;
|
||||
logger.write(logText);
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
|
||||
@@ -1,97 +0,0 @@
|
||||
|
||||
let bot = {
|
||||
name: "Charly",
|
||||
process: "Hole-Fixing",
|
||||
type: "Connectivity",
|
||||
version: "1.0.0",
|
||||
devTeam: "AA Masters"
|
||||
};
|
||||
|
||||
const ROOT_DIR = '../';
|
||||
|
||||
const MODULE_NAME = "run";
|
||||
|
||||
const START_POLONIEX_HOLE_FIXING = true;
|
||||
const START_POLONIEX_HOLE_FIXING_AT_ONE_MONTH = false;
|
||||
|
||||
const POLONIEX_HOLE_FIXING_MODULE = require('./Poloniex Hole Fixing');
|
||||
|
||||
const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
|
||||
process.on('uncaughtException', function (err) {
|
||||
logger.write('uncaughtException - ' + err.message);
|
||||
});
|
||||
|
||||
|
||||
process.on('unhandledRejection', (reason, p) => {
|
||||
logger.write("Unhandled Rejection at: Promise " + JSON.stringify(p) + " reason: " + reason);
|
||||
});
|
||||
|
||||
|
||||
process.on('exit', function (code) {
|
||||
logger.write('About to exit with code:' + code);
|
||||
});
|
||||
|
||||
|
||||
try {
|
||||
if (START_POLONIEX_HOLE_FIXING === true) {
|
||||
|
||||
for (let year = 2018; year > 2014; year--) {
|
||||
|
||||
for (let month = 12; month > 0; month--) {
|
||||
|
||||
let timeDelay = Math.random() * 100 * 1000; // We need a delay so as not to get banned from the exchange for requesting to many things at the same time.
|
||||
|
||||
setTimeout(startProcess, timeDelay);
|
||||
|
||||
function startProcess() {
|
||||
|
||||
const newPloniexHoleFixing = POLONIEX_HOLE_FIXING_MODULE.newPloniexHoleFixing(bot);
|
||||
|
||||
newPloniexHoleFixing.initialize(year, month, onInitializeReady);
|
||||
|
||||
function onInitializeReady() {
|
||||
|
||||
newPloniexHoleFixing.start();
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
if (START_POLONIEX_HOLE_FIXING_AT_ONE_MONTH === true) {
|
||||
|
||||
startProcess();
|
||||
|
||||
function startProcess() {
|
||||
|
||||
const newPloniexHoleFixing = POLONIEX_HOLE_FIXING_MODULE.newPloniexHoleFixing(bot);
|
||||
|
||||
let month = 2;
|
||||
let year = 2015;
|
||||
|
||||
newPloniexHoleFixing.initialize(year, month, onInitializeReady);
|
||||
|
||||
function onInitializeReady() {
|
||||
|
||||
newPloniexHoleFixing.start();
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
} catch (err) {
|
||||
console.log(err.message);
|
||||
logger.write(err.message);
|
||||
}
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
exports.newInterval = function newInterval(BOT) {
|
||||
exports.newInterval = function newInterval(BOT, UTILITIES, AZURE_FILE_STORAGE, DEBUG_MODULE, MARKETS_MODULE, POLONIEX_CLIENT_MODULE) {
|
||||
|
||||
let bot = BOT;
|
||||
const ROOT_DIR = '../';
|
||||
const ROOT_DIR = './';
|
||||
const GMT_SECONDS = ':00.000 GMT+0000';
|
||||
const GMT_MILI_SECONDS = '.000 GMT+0000';
|
||||
|
||||
@@ -17,11 +17,6 @@
|
||||
const FORCE_MARKET = 2; // This allows to debug the execution of an specific market. Not intended for production.
|
||||
const FORCED_INITIAL_TIME = undefined; //"2018-01-19 12:15:00.000 GMT+0000"
|
||||
|
||||
const MARKETS_MODULE = require(ROOT_DIR + 'Markets');
|
||||
|
||||
const POLONIEX_CLIENT_MODULE = require(ROOT_DIR + 'Poloniex API Client');
|
||||
|
||||
const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
@@ -33,15 +28,13 @@
|
||||
|
||||
let markets;
|
||||
|
||||
const AZURE_FILE_STORAGE = require(ROOT_DIR + 'Azure File Storage');
|
||||
let azureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
|
||||
|
||||
const UTILITIES = require(ROOT_DIR + 'Utilities');
|
||||
let utilities = UTILITIES.newUtilities(bot);
|
||||
|
||||
return interval;
|
||||
|
||||
function initialize(callBackFunction) {
|
||||
function initialize(pYear, pMonth, callBackFunction) { // Year and Month ignored at this process.
|
||||
|
||||
try {
|
||||
|
||||
|
||||
@@ -1,106 +0,0 @@
|
||||
exports.newPloniexLiveTrades = function newPloniexLiveTrades(BOT) {
|
||||
|
||||
let bot = BOT;
|
||||
const ROOT_DIR = '../';
|
||||
|
||||
const INTERVAL_LAPSE = 60 * 1000;
|
||||
|
||||
const MODULE_NAME = "Poloniex Exchange Live Trades";
|
||||
const LOG_INFO = true;
|
||||
|
||||
const INTERVAL_MODULE = require('./Interval');
|
||||
|
||||
const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
|
||||
poloniexLiveTrades = {
|
||||
initialize: initialize,
|
||||
start: start
|
||||
};
|
||||
|
||||
const SHUTDOWN_EVENT = require(ROOT_DIR + 'Azure Web Job Shutdown');
|
||||
let shutdownEvent = SHUTDOWN_EVENT.newShutdownEvent(bot);
|
||||
|
||||
return poloniexLiveTrades;
|
||||
|
||||
function initialize(callBackFunction) {
|
||||
|
||||
try {
|
||||
|
||||
const logText = "[INFO] initialize - Entering function 'initialize' ";
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
callBackFunction();
|
||||
|
||||
} catch (err) {
|
||||
|
||||
const logText = "[ERROR] initialize - ' ERROR : " + err.message;
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function start() {
|
||||
|
||||
try {
|
||||
|
||||
let intervalId = setInterval(startNewInterval, INTERVAL_LAPSE);
|
||||
|
||||
startNewInterval(); // First, inmadiate run.
|
||||
|
||||
|
||||
|
||||
function startNewInterval() {
|
||||
|
||||
try {
|
||||
|
||||
if (LOG_INFO === true) {
|
||||
logger.write("[INFO] Entering function 'startNewInterval', next execution in " + INTERVAL_LAPSE / 1000 / 60 + " minutes.");
|
||||
}
|
||||
|
||||
|
||||
if (shutdownEvent.isShuttingDown() === false) {
|
||||
|
||||
let fileProcessingInterval = INTERVAL_MODULE.newInterval(bot);
|
||||
|
||||
fileProcessingInterval.initialize(onReadyToStart);
|
||||
|
||||
function onReadyToStart() {
|
||||
|
||||
fileProcessingInterval.start();
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
else {
|
||||
|
||||
clearInterval(intervalId);
|
||||
|
||||
const logText = "[INFO] requestNewData - Terminating Set Interval - About to exit gracefully the process. ";
|
||||
console.log(logText);
|
||||
logger.write(logText);
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
const logText = "[ERROR] 'startNewInterval' - ERROR : " + err.message;
|
||||
logger.write(logText);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
catch (err) {
|
||||
const logText = "[ERROR] 'Start' - ERROR : " + err.message;
|
||||
logger.write(logText);
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
|
||||
@@ -1,57 +0,0 @@
|
||||
|
||||
let bot = {
|
||||
name: "Charly",
|
||||
process: "Live-Trades",
|
||||
type: "Connectivity",
|
||||
version: "1.0.0",
|
||||
devTeam: "AA Masters"
|
||||
};
|
||||
|
||||
const ROOT_DIR = '../';
|
||||
|
||||
const MODULE_NAME = "run";
|
||||
|
||||
const START_POLONIEX_LIVE_TRADES = true;
|
||||
|
||||
const POLONIEX_LIVE_TRADES_MODULE = require('./Poloniex Live Trades');
|
||||
|
||||
const DEBUG_MODULE = require(ROOT_DIR + 'Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
|
||||
process.on('uncaughtException', function (err) {
|
||||
logger.write('uncaughtException - ' + err.message);
|
||||
});
|
||||
|
||||
|
||||
process.on('unhandledRejection', (reason, p) => {
|
||||
logger.write("Unhandled Rejection at: Promise " + JSON.stringify(p) + " reason: " + reason);
|
||||
});
|
||||
|
||||
|
||||
process.on('exit', function (code) {
|
||||
logger.write('About to exit with code:' + code);
|
||||
});
|
||||
|
||||
|
||||
try {
|
||||
if (START_POLONIEX_LIVE_TRADES === true) {
|
||||
|
||||
const newPloniexLiveTrades = POLONIEX_LIVE_TRADES_MODULE.newPloniexLiveTrades(bot);
|
||||
|
||||
newPloniexLiveTrades.initialize(onInitializeReady);
|
||||
|
||||
function onInitializeReady() {
|
||||
|
||||
newPloniexLiveTrades.start();
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
console.log(err.message);
|
||||
logger.write(err.message);
|
||||
}
|
||||
|
||||
@@ -1,81 +0,0 @@
|
||||
|
||||
exports.newUtilities = function newUtilities(BOT) {
|
||||
|
||||
let bot = BOT;
|
||||
const ROOT_DIR = '../';
|
||||
|
||||
const MODULE_NAME = "Utilities";
|
||||
|
||||
|
||||
const DEBUG_MODULE = require('./Debug Log');
|
||||
const logger = DEBUG_MODULE.newDebugLog();
|
||||
logger.fileName = MODULE_NAME;
|
||||
logger.bot = bot;
|
||||
|
||||
let utilities = {
|
||||
pad: pad,
|
||||
createFolderIfNeeded: createFolderIfNeeded,
|
||||
calculatePresicion: calculatePresicion
|
||||
};
|
||||
|
||||
return utilities;
|
||||
|
||||
|
||||
function pad(str, max) {
|
||||
str = str.toString();
|
||||
return str.length < max ? pad("0" + str, max) : str;
|
||||
}
|
||||
|
||||
function createFolderIfNeeded(path, azureFileStorage, callBackFunction) {
|
||||
|
||||
let splittedPath = path.split("/");
|
||||
|
||||
let partialPath = '';
|
||||
let separator = "";
|
||||
|
||||
|
||||
let i = 0;
|
||||
loop();
|
||||
|
||||
function loop() {
|
||||
|
||||
partialPath = partialPath + separator + splittedPath[i];
|
||||
separator = "/";
|
||||
|
||||
i++;
|
||||
|
||||
azureFileStorage.createFolder(partialPath, checkLoop);
|
||||
|
||||
function checkLoop() {
|
||||
|
||||
if (i === splittedPath.length) {
|
||||
|
||||
callBackFunction();
|
||||
|
||||
} else {
|
||||
|
||||
loop();
|
||||
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
||||
function calculatePresicion(number) {
|
||||
|
||||
for (let i = -10; i <= 10; i++) {
|
||||
if (number < Math.pow(10, i)) {
|
||||
return Math.pow(10, i - 3);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
}
|
||||
Whitespace-only changes.
@@ -0,0 +1,76 @@
|
||||
{
|
||||
"bot": {
|
||||
"name": "Charly",
|
||||
"type": "Extracting",
|
||||
"version": "1.0.0",
|
||||
"devTeam": "AA Masters"
|
||||
},
|
||||
"processes": [
|
||||
{
|
||||
"name": "Poloniex-Live-Trades",
|
||||
"description": "Retrieves the trades done at the current and the previous minute and saves them at the storage account.",
|
||||
"startMode": {
|
||||
"allMonths": {
|
||||
"run": "false",
|
||||
"minYear": "",
|
||||
"maxYear": ""
|
||||
},
|
||||
"oneMonth": {
|
||||
"run": "false",
|
||||
"year": "",
|
||||
"month": ""
|
||||
},
|
||||
"noTime": {
|
||||
"run": "true"
|
||||
}
|
||||
},
|
||||
"intervalLapse": 60000,
|
||||
"intervalMaxLoops": 0
|
||||
},
|
||||
{
|
||||
"name": "Poloniex-Historic-Trades",
|
||||
"description": "Retrieves and saves the historical trades in batches going backwards from the current time until reaching the begining of the market.",
|
||||
"startMode": {
|
||||
"allMonths": {
|
||||
"run": "true",
|
||||
"minYear": "2014",
|
||||
"maxYear": "2018"
|
||||
},
|
||||
"oneMonth": {
|
||||
"run": "false",
|
||||
"year": "",
|
||||
"month": ""
|
||||
},
|
||||
"noTime": {
|
||||
"run": "false"
|
||||
}
|
||||
},
|
||||
"intervalLapse": 30000,
|
||||
"intervalMaxLoops": -1
|
||||
},
|
||||
{
|
||||
"name": "Poloniex-Hole-Fixing",
|
||||
"description": "Scans the trades saved by the Live Trades and Historic Trades processes searching for missing records. Once a hole is found on the data set, it patches it by retrieving the missing records from the exchange.",
|
||||
"startMode": {
|
||||
"allMonths": {
|
||||
"run": "true",
|
||||
"minYear": "2014",
|
||||
"maxYear": "2018"
|
||||
},
|
||||
"oneMonth": {
|
||||
"run": "false",
|
||||
"year": "",
|
||||
"month": ""
|
||||
},
|
||||
"noTime": {
|
||||
"run": "false"
|
||||
}
|
||||
},
|
||||
"intervalLapse": 60000,
|
||||
"intervalMaxLoops": -1
|
||||
}
|
||||
]
|
||||
}
|
||||
|
||||
|
||||
|
||||
Reference in new issue
Block a user