Live Trading working tested at Binance
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Luis Fernando Molina committed
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commit
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63 files changed
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+69
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@@ -11,8 +11,7 @@
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let thisObject = {
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dataDependencies: undefined,
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initialize: initialize,
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putPosition: putPosition,
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movePosition: movePosition,
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createOrder: createOrder,
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getPositions: getPositions,
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getBalance: getBalance,
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getAvailableBalance: getAvailableBalance,
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@@ -32,7 +31,7 @@
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let utilities = UTILITIES.newCloudUtilities(logger);
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let exchangePositions = []; // These are the open positions at the exchange at the account the bot is authorized to use.
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let openOrders = []; // These are the open positions at the exchange at the account the bot is authorized to use.
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let openPositions = []; // These are the open positions the bot knows it made by itself.
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let context;
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@@ -63,16 +62,10 @@
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}
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case 'Backtest': {
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// getMarketRateFromIndicator(); NOTE: This path is disabled since for now we do not allow ticker in simulation. Also it allow us to ship a dataset without bruce
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validateExchangeSyncronicity();
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break;
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}
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case 'Competition': {
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getMarketRateFromExchange();
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break;
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}
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default: {
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logger.write(MODULE_NAME, "[ERROR] initialize -> Unexpected bot.startMode.");
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logger.write(MODULE_NAME, "[ERROR] initialize -> bot.startMode = " + bot.startMode);
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@@ -124,99 +117,6 @@
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}
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}
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function getMarketRateFromIndicator() {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] initialize -> getMarketRateFromIndicator -> Entering function."); }
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/* Procedure to get the current market rate. */
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let key =
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bot.marketRateProvider.dataMine + "-" +
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bot.marketRateProvider.bot + "-" +
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bot.marketRateProvider.product + "-" +
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bot.marketRateProvider.dataSet + "-" +
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bot.marketRateProvider.dataSetVersion;
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] initialize -> getMarketRateFromIndicator -> key = " + key); }
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let dataSet = thisObject.dataDependencies.dataSets.get(key);
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let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
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let fileName = '' + bot.market.baseAsset + '_' + bot.market.quotedAsset + '.json';
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let filePath = bot.marketRateProvider.product + "/" + bot.marketRateProvider.dataSet + "/" + dateForPath;
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dataSet.getTextFile(filePath, fileName, onFileReceived);
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function onFileReceived(err, text) {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] initialize -> getMarketRateFromIndicator -> onFileReceived -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] initialize -> getMarketRateFromIndicator -> onFileReceived -> text = " + text); }
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let candleArray;
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if (err.result === global.CUSTOM_FAIL_RESPONSE.result || err.code === "The specified key does not exist." || err.message === "File does not exist.") { // Just past midnight, this file will not exist for a couple of minutes.
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logger.write(MODULE_NAME, "[WARN] initialize -> getMarketRateFromIndicator -> onFileReceived -> err = " + JSON.stringify(err));
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logger.write(MODULE_NAME, "[WARN] initialize -> getMarketRateFromIndicator -> This could happen when there are still holes on trades and the process needs to catch up. ");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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try {
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candleArray = JSON.parse(text);
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/* We need to find the candle at which the process is currently running. */
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for (let i = 0; i < candleArray.length; i++) {
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let candle = {
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open: candleArray[i][2],
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close: candleArray[i][3],
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min: candleArray[i][0],
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max: candleArray[i][1],
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begin: candleArray[i][4],
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end: candleArray[i][5]
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};
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// TODO condition added for when there is no market rate available.
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if ((bot.processDatetime.valueOf() >= candle.begin && bot.processDatetime.valueOf() < candle.end)
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|| (i + 1) === candleArray.length) {
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marketRate = (candle.open + candle.close) / 2;
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marketRate = thisObject.truncDecimals(marketRate);
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context.newHistoryRecord.marketRate = marketRate;
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ticker = {
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bid: marketRate,
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ask: marketRate,
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last: marketRate
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};
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validateExchangeSyncronicity();
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return;
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromIndicator -> onFileReceived -> err = " + JSON.stringify(err));
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logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromIndicator -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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}
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} else {
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logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromIndicator -> onFileReceived -> err = " + JSON.stringify(err));
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callBackFunction(err);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromIndicator -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function validateExchangeSyncronicity() {
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try {
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@@ -345,22 +245,15 @@
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case "Live": {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getPositionsAtExchange -> Live Mode Detected."); }
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exchangeAPI.getOpenPositions(bot.market, onResponse);
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exchangeAPI.getOpenOrders(bot.market, onResponse);
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break;
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}
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case "Backtest": {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getPositionsAtExchange -> Backtest Mode Detected."); }
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let exchangePositions = []; // We simulate all positions were executed.
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onResponse(global.DEFAULT_OK_RESPONSE, exchangePositions);
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break;
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}
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case "Competition": {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getPositionsAtExchange -> Competition Mode Detected."); }
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exchangeAPI.getOpenPositions(bot.market, onResponse);
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let openOrders = []; // We simulate all positions were executed.
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onResponse(global.DEFAULT_OK_RESPONSE, openOrders);
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break;
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}
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@@ -372,15 +265,15 @@
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}
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}
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function onResponse(err, pExchangePositions) {
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function onResponse(err, pOpenOrders) {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getPositionsAtExchange -> onResponse -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getPositionsAtExchange -> onResponse -> pExchangePositions = " + JSON.stringify(pExchangePositions)); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getPositionsAtExchange -> onResponse -> pOpenOrders = " + JSON.stringify(pOpenOrders)); }
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switch (err.result) {
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case global.DEFAULT_OK_RESPONSE.result: { // Everything went well, we have the information requested.
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getPositionsAtExchange -> onResponse -> Execution finished well."); }
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exchangePositions = pExchangePositions;
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openOrders = pOpenOrders;
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ordersExecutionCheck(callBack);
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return;
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}
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@@ -471,11 +364,11 @@
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let position = context.executionContext.positions[i];
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let exchangePosition;
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for (let j = 0; j < exchangePositions.length; j++) {
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for (let j = 0; j < openOrders.length; j++) {
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if (position.id === exchangePositions[j].id) {
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if (position.id === openOrders[j].id) {
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exchangePosition = exchangePositions[j];
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exchangePosition = openOrders[j];
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positionFound();
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return;
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}
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@@ -525,12 +418,12 @@
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}
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function getPositionTradesAtExchange(pPositionId, innerCallBack) {
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function getPositionTradesAtExchange(pOrderId, innerCallBack) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> pPositionId = " + pPositionId); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> pOrderId = " + pOrderId); }
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/*
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@@ -543,7 +436,7 @@
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case "Live": {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> Live Mode Detected."); }
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exchangeAPI.getExecutedTrades(pPositionId, onResponse);
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exchangeAPI.getOrder(pOrderId, bot.market, onResponse);
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return;
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}
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@@ -558,25 +451,28 @@
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for (let i = 0; i < context.executionContext.positions.length; i++) {
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let thisPosition = context.executionContext.positions[i];
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let thisOrder = context.executionContext.positions[i];
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if (thisPosition.id === pPositionId) {
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if (thisOrder.id === pOrderId) {
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let feeRate = 0.002; // Default backtesting fee simulation
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let trade = {
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id: Math.trunc(Math.random(1) * 1000000),
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type: thisPosition.type,
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rate: thisPosition.rate.toString(),
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amountA: thisObject.truncDecimals(thisPosition.amountA).toString(),
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amountB: thisObject.truncDecimals(thisPosition.amountB).toString(),
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type: thisOrder.type,
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rate: thisOrder.rate.toString(),
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amountA: thisObject.truncDecimals(thisOrder.amountA).toString(),
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amountB: thisObject.truncDecimals(thisOrder.amountB).toString(),
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fee: thisObject.truncDecimals(feeRate).toString(),
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date: (new Date()).valueOf()
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}
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trades.push(trade);
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onResponse(global.DEFAULT_OK_RESPONSE, trades);
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let order = {
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trades: trades
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}
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onResponse(global.DEFAULT_OK_RESPONSE, order);
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return;
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}
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@@ -587,13 +483,6 @@
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return;
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}
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case "Competition": {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> Competition Mode Detected."); }
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exchangeAPI.getExecutedTrades(pPositionId, onResponse);
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return;
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}
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default: {
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logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> Unexpected bot.startMode.");
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logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> bot.startMode = " + bot.startMode);
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@@ -602,7 +491,7 @@
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}
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}
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function onResponse(err, pTrades) {
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function onResponse(err, order) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> onResponse -> Entering function."); }
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@@ -610,7 +499,7 @@
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switch (err.result) {
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case global.DEFAULT_OK_RESPONSE.result: { // Everything went well, we have the information requested.
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> onResponse -> Execution finished well."); }
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innerCallBack(pTrades);
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innerCallBack(order);
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}
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break;
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case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
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@@ -637,13 +526,14 @@
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}
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}
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function confirmOrderWasExecuted(pTrades) {
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function confirmOrderWasExecuted(order) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> pTrades = " + JSON.stringify(pTrades)); }
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if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> trades = " + JSON.stringify(trades)); }
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let trades = order.trades
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/*
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To confirm everything is ok, we will add all the amounts on trades asociated to the order and
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@@ -656,8 +546,8 @@
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let sumQuotedAsset = 0;
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let sumRate = 0;
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for (let k = 0; k < pTrades.length; k++) {
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let trade = pTrades[k];
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for (let k = 0; k < trades.length; k++) {
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let trade = trades[k];
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sumBaseAsset = sumBaseAsset + thisObject.truncDecimals(trade.amountA);
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sumQuotedAsset = sumQuotedAsset + thisObject.truncDecimals(trade.amountB);
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sumRate = sumRate + thisObject.truncDecimals(trade.rate);
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@@ -686,12 +576,12 @@
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position.status = "executed";
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if (position.type === "sell") {
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context.newHistoryRecord.sellExecRate = sumRate / pTrades.length;
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context.newHistoryRecord.sellExecRate = sumRate / trades.length;
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} else {
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context.newHistoryRecord.buyExecRate = sumRate / pTrades.length;
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context.newHistoryRecord.buyExecRate = sumRate / trades.length;
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}
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applyTradesToContext(pTrades);
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applyTradesToContext(trades);
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let newTransaction = {
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type: position.type + " executed",
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@@ -711,11 +601,13 @@
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}
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}
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function confirmOrderWasPartiallyExecuted(pTrades) {
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function confirmOrderWasPartiallyExecuted(trades) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> Entering function."); }
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let trades = order.trades
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/*
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To confirm everything is ok, we will add all the amounts on trades plus the remaining amounts
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@@ -727,8 +619,8 @@
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let sumBaseAsset = 0;
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let sumQuotedAsset = 0;
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for (let k = 0; k < pTrades.length; k++) {
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let trade = pTrades[k];
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for (let k = 0; k < trades.length; k++) {
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let trade = trades[k];
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sumBaseAsset = sumBaseAsset + thisObject.truncDecimals(trade.amountA);
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sumQuotedAsset = sumQuotedAsset + thisObject.truncDecimals(trade.amountB);
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}
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@@ -777,7 +669,7 @@
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position.amountB = exchangePosition.amountB;
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position.date = (new Date(exchangePosition.date)).valueOf();
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applyTradesToContext(pTrades);
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applyTradesToContext(trades);
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let newTransaction = {
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type: position.type + " partially executed",
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@@ -797,7 +689,7 @@
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}
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}
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function applyTradesToContext(pTrades) {
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function applyTradesToContext(trades) {
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try {
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@@ -805,9 +697,9 @@
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/* Here we apply the trades that already happened at the exchange to the balance and available balance of the bot. We also calculate its profits. */
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for (k = 0; k < pTrades.length; k++) {
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for (k = 0; k < trades.length; k++) {
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let trade = pTrades[k];
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let trade = trades[k];
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position.trades.push(trade);
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@@ -917,10 +809,10 @@
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}
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}
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function putPosition(pType, pRate, pAmountA, pAmountB, callBackFunction) {
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function createOrder(pType, pRate, pAmountA, pAmountB, callBackFunction) {
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|
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> Entering function."); }
|
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|
||||
/* Removing extra decimals. */
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@@ -928,10 +820,10 @@
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pAmountA = thisObject.truncDecimals(pAmountA);
|
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pAmountB = thisObject.truncDecimals(pAmountB);
|
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pType = " + pType); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pRate = " + pRate); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountA = " + pAmountA); }
|
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountB = " + pAmountB); }
|
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> pType = " + pType); }
|
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> pRate = " + pRate); }
|
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> pAmountA = " + pAmountA); }
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> pAmountB = " + pAmountB); }
|
||||
|
||||
/* Validations that the limits are not surpassed. */
|
||||
|
||||
@@ -939,9 +831,9 @@
|
||||
|
||||
if (pAmountA > thisObject.truncDecimals(context.executionContext.availableBalance.baseAsset)) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountA is grater than the Available Balance.");
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountA = " + pAmountA);
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.baseAsset));
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> pAmountA is grater than the Available Balance.");
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> pAmountA = " + pAmountA);
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.baseAsset));
|
||||
|
||||
let err = {
|
||||
result: global.DEFAULT_FAIL_RESPONSE.result,
|
||||
@@ -957,9 +849,9 @@
|
||||
|
||||
if (pAmountB > thisObject.truncDecimals(context.executionContext.availableBalance.quotedAsset)) {
|
||||
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountB is grater than the Available Balance.");
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountB = " + pAmountB);
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.quotedAsset));
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> pAmountB is grater than the Available Balance.");
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> pAmountB = " + pAmountB);
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.quotedAsset));
|
||||
|
||||
let err = {
|
||||
result: global.DEFAULT_FAIL_RESPONSE.result,
|
||||
@@ -977,7 +869,7 @@
|
||||
|
||||
case "Live": {
|
||||
|
||||
exchangeAPI.putPosition(bot.market, pType, pRate, pAmountA, pAmountB, onResponse);
|
||||
exchangeAPI.createOrder(bot.market, pType, pRate, pAmountA, pAmountB, onResponse);
|
||||
return;
|
||||
}
|
||||
|
||||
@@ -985,43 +877,37 @@
|
||||
|
||||
if (pRate !== marketRate) {
|
||||
|
||||
logger.write(MODULE_NAME, "[WARNING] putPosition -> Input Validations -> putPosition Rate can is different to marketRate while in Backtesting Mode. ");
|
||||
logger.write(MODULE_NAME, "[WARNING] createOrder -> Input Validations -> createOrder Rate can is different to marketRate while in Backtesting Mode. ");
|
||||
//onResponse(global.DEFAULT_FAIL_RESPONSE, positionId);
|
||||
}
|
||||
|
||||
let positionId = Math.trunc(Math.random(1) * 1000000);
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> Simulating Exchange Response -> orderId = " + positionId); }
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> Simulating Exchange Response -> orderId = " + positionId); }
|
||||
onResponse(global.DEFAULT_OK_RESPONSE, positionId);
|
||||
return;
|
||||
}
|
||||
|
||||
case "Competition": {
|
||||
|
||||
exchangeAPI.putPosition(bot.market, pType, pRate, pAmountA, pAmountB, onResponse);
|
||||
return;
|
||||
}
|
||||
|
||||
default: {
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> Unexpected bot.startMode.");
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> bot.startMode = " + bot.startMode);
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> Unexpected bot.startMode.");
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> bot.startMode = " + bot.startMode);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
function onResponse(err, pPositionId) {
|
||||
function onResponse(err, order) {
|
||||
|
||||
try {
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> onResponse -> Entering function."); }
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> onResponse -> pPositionId = " + pPositionId); }
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> onResponse -> Entering function."); }
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> onResponse -> order.id = " + order.id); }
|
||||
|
||||
switch (err.result) {
|
||||
case global.DEFAULT_OK_RESPONSE.result: { // Everything went well, we have the information requested.
|
||||
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> onResponse -> Execution finished well."); }
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> onResponse -> Execution finished well."); }
|
||||
|
||||
let position = {
|
||||
id: pPositionId,
|
||||
id: order.id,
|
||||
type: pType,
|
||||
rate: pRate,
|
||||
amountA: pAmountA,
|
||||
@@ -1063,149 +949,25 @@
|
||||
}
|
||||
break;
|
||||
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> onResponse -> Retry Later. Requesting Execution Retry.");
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> onResponse -> Retry Later. Requesting Execution Retry.");
|
||||
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
||||
return;
|
||||
}
|
||||
break;
|
||||
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> onResponse -> Operation Failed. Aborting the process.");
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> onResponse -> Operation Failed. Aborting the process.");
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
break;
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> onResponse -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> onResponse -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] putPosition -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function movePosition(pPosition, pNewRate, callBackFunction) {
|
||||
|
||||
try {
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> Entering function."); }
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> pPosition = " + JSON.stringify(pPosition)); }
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> pNewRate = " + pNewRate); }
|
||||
|
||||
/* Removing extra decimals. */
|
||||
pNewRate = thisObject.truncDecimals(pNewRate);
|
||||
|
||||
let newAmountB;
|
||||
if (pPosition.type === "buy") {
|
||||
newAmountB = thisObject.truncDecimals(pPosition.amountA / pNewRate);
|
||||
} else {
|
||||
newAmountB = pPosition.amountB;
|
||||
}
|
||||
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> newAmountB = " + newAmountB); }
|
||||
|
||||
switch (bot.startMode) {
|
||||
|
||||
case "Live": {
|
||||
|
||||
exchangeAPI.movePosition(pPosition, pNewRate, newAmountB, onResponse);
|
||||
return;
|
||||
}
|
||||
|
||||
case "Backtest": {
|
||||
|
||||
let positionId = Math.trunc(Math.random(1) * 1000000);
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> Simulating Exchange Response -> orderId = " + positionId); }
|
||||
onResponse(global.DEFAULT_OK_RESPONSE, positionId);
|
||||
return;
|
||||
}
|
||||
|
||||
case "Competition": {
|
||||
|
||||
exchangeAPI.movePosition(pPosition, pNewRate, newAmountB, onResponse);
|
||||
return;
|
||||
}
|
||||
|
||||
default: {
|
||||
logger.write(MODULE_NAME, "[ERROR] movePosition -> Unexpected bot.startMode.");
|
||||
logger.write(MODULE_NAME, "[ERROR] movePosition -> bot.startMode = " + bot.startMode);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
function onResponse(err, pPositionId) {
|
||||
|
||||
try {
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> onResponse -> Entering function."); }
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> onResponse -> pPositionId = " + pPositionId); }
|
||||
|
||||
switch (err.result) {
|
||||
case global.DEFAULT_OK_RESPONSE.result: { // Everything went well, we have the information requested.
|
||||
|
||||
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> onResponse -> Execution finished well."); }
|
||||
|
||||
let newPosition = {
|
||||
id: pPositionId,
|
||||
type: pPosition.type,
|
||||
rate: pNewRate,
|
||||
amountA: pPosition.amountA,
|
||||
amountB: newAmountB,
|
||||
date: (bot.processDatetime.valueOf()),
|
||||
status: "open",
|
||||
trades: []
|
||||
};
|
||||
|
||||
let oldPosition = JSON.parse(JSON.stringify(pPosition));
|
||||
|
||||
/* We need to update the position we have on file. */
|
||||
|
||||
for (let i = 0; i < context.executionContext.positions.length; i++) {
|
||||
|
||||
if (context.executionContext.positions[i].id === pPosition.id) {
|
||||
|
||||
context.executionContext.positions[i] = newPosition;
|
||||
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
let newTransaction = {
|
||||
type: "movePosition",
|
||||
oldPosition: oldPosition,
|
||||
newPosition: newPosition
|
||||
};
|
||||
|
||||
context.executionContext.transactions.push(newTransaction);
|
||||
|
||||
context.newHistoryRecord.movedPositions++;
|
||||
|
||||
recalculateRateAverages();
|
||||
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE, newPosition);
|
||||
}
|
||||
break;
|
||||
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
|
||||
logger.write(MODULE_NAME, "[ERROR] movePosition -> onResponse -> Retry Later. Requesting Execution Retry.");
|
||||
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
||||
return;
|
||||
}
|
||||
break;
|
||||
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
|
||||
logger.write(MODULE_NAME, "[ERROR] movePosition -> onResponse -> Operation Failed. Aborting the process.");
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
return;
|
||||
}
|
||||
break;
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] movePosition -> onResponse -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write(MODULE_NAME, "[ERROR] movePosition -> err = " + err.stack);
|
||||
logger.write(MODULE_NAME, "[ERROR] createOrder -> err = " + err.stack);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
Reference in new issue
Block a user