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Live Trading working tested at Binance

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This commit is contained in:
Luis Fernando Molina committed 2020-02-07 16:50:11 +01:00
1 parent 1ba29a7bad
commit 15b8a9044d
63 files changed
+1675 -1970
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TaskServer/Session.js
+25 -15
View File
@@ -2,6 +2,7 @@
const MODULE_NAME = "Session"
const FULL_LOG = true;
const ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
let thisObject = {
initialize: initialize
@@ -97,6 +98,17 @@
bot.STOP_SESSION = true
}
function checkDatetimes() {
if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf()) {
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> startLiveTrading -> Overriding initialDatetime with present datetime because " + bot.VALUES_TO_USE.timeRange.initialDatetime + " is in the past."); }
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
}
if (bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf() < (new Date()).valueOf()) {
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> startLiveTrading -> Overriding finalDatetime with present datetime plus one year because " + bot.VALUES_TO_USE.timeRange.finalDatetime + " is in the past."); }
bot.VALUES_TO_USE.timeRange.finalDatetime = new Date() + ONE_YEAR_IN_MILISECONDS
}
}
function startBackTesting(message) {
bot.startMode = "Backtest"
if (bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf() > (new Date()).valueOf()) {
@@ -117,9 +129,7 @@
}
bot.startMode = "Live"
if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf()) {
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
}
checkDatetimes()
bot.resumeExecution = false;
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
bot.hasTheBotJustStarted = true
@@ -135,9 +145,7 @@
}
bot.startMode = "Live"
if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf()) {
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
}
checkDatetimes()
bot.resumeExecution = false;
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
bot.hasTheBotJustStarted = true
@@ -164,9 +172,7 @@
function startPaperTrading(message) {
bot.startMode = "Backtest"
if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf()) {
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
}
checkDatetimes()
bot.resumeExecution = false;
bot.hasTheBotJustStarted = true
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
@@ -204,7 +210,7 @@
}
/* Session Type Dependant Default Values */
const ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
switch (bot.SESSION.type) {
case 'Backtesting Session': {
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date((new Date()).valueOf() - ONE_YEAR_IN_MILISECONDS)
@@ -247,7 +253,9 @@
bot.VALUES_TO_USE.baseAsset = code.codeName;
}
if (bot.VALUES_TO_USE.baseAsset === 'BTC') {
code = tradingSystem.parameters.baseAsset.code
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (code.initialBalance !== undefined) {
bot.VALUES_TO_USE.initialBalanceA = code.initialBalance;
bot.VALUES_TO_USE.initialBalanceB = 0
@@ -347,16 +355,18 @@
/* Base Asset and Initial Balances. */
{
if (bot.SESSION.parameters.baseAsset !== undefined) {
if (tradingSystem.parameters.baseAsset.referenceParent !== undefined) {
if (tradingSystem.parameters.baseAsset.referenceParent.referenceParent !== undefined) {
if (bot.SESSION.parameters.baseAsset.referenceParent !== undefined) {
if (bot.SESSION.parameters.baseAsset.referenceParent.referenceParent !== undefined) {
let code = tradingSystem.parameters.baseAsset.referenceParent.referenceParent.code
let code = bot.SESSION.parameters.baseAsset.referenceParent.referenceParent.code
if (code.codeName !== undefined) {
bot.VALUES_TO_USE.baseAsset = code.codeName;
}
if (bot.VALUES_TO_USE.baseAsset === 'BTC') {
code = bot.SESSION.parameters.baseAsset.code
if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
if (code.initialBalance !== undefined) {
bot.VALUES_TO_USE.initialBalanceA = code.initialBalance;
bot.VALUES_TO_USE.initialBalanceB = 0