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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/TradingBotProcessMainLoop.js
+24 -260
View File
@@ -145,9 +145,7 @@
/* We define here all the modules that the rest of the infraestructure, including the bots themselves can consume. */
const UTILITIES = require(ROOT_DIR + 'CloudUtilities');
const EXCHANGE_API = require('@superalgos/exchange-gateway');
const CONTEXT = require(ROOT_DIR + 'Context');
const ASSISTANT = require(ROOT_DIR + 'Assistant');
const EXCHANGE_API = require(ROOT_DIR + 'ExchangeAPI');
const STATUS_REPORT = require(ROOT_DIR + 'StatusReport');
const STATUS_DEPENDENCIES = require(ROOT_DIR + 'StatusDependencies');
const DATA_DEPENDENCIES = require(ROOT_DIR + 'DataDependencies');
@@ -443,7 +441,7 @@
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeDataDependencies -> onInizialized -> Execution finished well."); }
initializeContext();
initializeExchangeAPI();
return;
}
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
@@ -500,88 +498,13 @@
}
}
function initializeContext() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeContext -> Entering function."); }
context = CONTEXT.newContext(bot, logger, UTILITIES);
context.initialize(statusDependencies, onInizialized);
function onInizialized(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeContext -> onInizialized -> Entering function."); }
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeContext -> onInizialized -> Execution finished well."); }
initializeExchangeAPI();
return;
}
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, "[WARN] run -> loop -> initializeContext -> onInizialized -> Retry Later. Requesting Execution Retry.");
nextWaitTime = 'Retry';
loopControl(nextWaitTime);
return;
}
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
sessionStopped()
processStopped()
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeContext -> onInizialized -> Operation Failed. Aborting the process.");
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
return;
}
default: {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeContext -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result);
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeContext -> onInizialized -> Unhandled err.result received. -> err = " + err.message);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeContext -> onInizialized -> err = "+ err.stack);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeContext -> err = "+ err.stack);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
}
}
function initializeExchangeAPI() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeExchangeAPI -> Entering function."); }
exchangeAPI = EXCHANGE_API.newExchangeAPI(logger, bot.exchange);
exchangeAPI = EXCHANGE_API.newExchangeAPI(logger, bot);
exchangeAPI.initialize(onInizialized);
@@ -594,7 +517,25 @@
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeExchangeAPI -> onInizialized -> Execution finished well."); }
initializeAssistant();
switch (processConfig.framework.name) {
case 'Multi-Period': {
processFramework = MULTI_PERIOD.newMultiPeriod(bot, logger, UTILITIES, USER_BOT_MODULE, USER_BOT_COMMONS);
intitializeProcessFramework();
break;
}
default: {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeExchangeAPI -> onInizialized -> Process Framework not Supported.");
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeExchangeAPI -> onInizialized -> Process Framework Name = " + processConfig.framework.name);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
return;
}
}
return;
}
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
@@ -651,112 +592,13 @@
}
}
function initializeAssistant() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeAssistant -> Entering function."); }
assistant = ASSISTANT.newAssistant(bot, logger, UTILITIES);
assistant.initialize(context, exchangeAPI, dataDependencies, onInizialized);
function onInizialized(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeAssistant -> onInizialized -> Entering function."); }
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeAssistant -> onInizialized -> Execution finished well."); }
/* If the process is configured to run inside a framework, we continue there, otherwise we run the bot directly. */
if (processConfig.framework === undefined) {
initializeUserBot();
return;
}
switch (processConfig.framework.name) {
case 'Multi-Period': {
processFramework = MULTI_PERIOD.newMultiPeriod(bot, logger, UTILITIES, USER_BOT_MODULE, USER_BOT_COMMONS);
intitializeProcessFramework();
break;
}
default: {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Process Framework not Supported.");
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Process Framework Name = " + processConfig.framework.name);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
return;
}
}
return;
}
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, "[WARN] run -> loop -> initializeAssistant -> onInizialized -> Retry Later. Requesting Execution Retry.");
nextWaitTime = 'Retry';
loopControl(nextWaitTime);
return;
}
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
sessionStopped()
processStopped()
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Operation Failed. Aborting the process.");
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
return;
}
default: {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Unhandled err.result received. -> err.result = " + err.result);
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> Unhandled err.result received. -> err = " + err.message);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> onInizialized -> err = "+ err.stack);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> initializeAssistant -> err = "+ err.stack);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
}
}
function intitializeProcessFramework() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> intitializeProcessFramework -> Entering function."); }
processFramework.initialize(processConfig, statusDependencies, dataDependencies, assistant, onInizialized);
processFramework.initialize(processConfig, statusDependencies, dataDependencies, exchangeAPI, onInizialized);
function onInizialized(err) {
@@ -859,7 +701,7 @@
case global.DEFAULT_OK_RESPONSE.result: {
logger.write(MODULE_NAME, "[INFO] run -> loop -> startProcessFramework -> onFinished -> Execution finished well.");
nextWaitTime = 'Normal';
saveContext();
raiseEventsProcessOutput()
return;
}
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
@@ -943,84 +785,6 @@
}
}
function saveContext() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> saveContext -> Entering function."); }
context.saveThemAll(onFinished);
function onFinished(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> saveContext -> onFinished -> Entering function."); }
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> saveContext -> onFinished -> Execution finished well."); }
raiseEventsProcessOutput()
return;
}
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] run -> loop -> saveContext -> onFinished -> Can not retry at this point.");
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
sessionStopped()
processStopped()
logger.write(MODULE_NAME, "[ERROR] run -> loop -> saveContext -> onFinished -> Operation Failed. Aborting the process.");
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
return;
}
default: {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> saveContext -> onFinished -> Unhandled err.result received. -> err.result = " + err.result);
logger.write(MODULE_NAME, "[ERROR] run -> loop -> saveContext -> onFinished -> Unhandled err.result received. -> err = " + err.message);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> saveContext -> onFinished -> err = "+ err.stack);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] run -> loop -> saveContext -> err = "+ err.stack);
logger.persist();
clearInterval(fixedTimeLoopIntervalHandle);
clearTimeout(nextLoopTimeoutHandle);
clearTimeout(checkLoopHealthHandle);
bot.enableCheckLoopHealth = false;
callBackFunction(err);
}
}
function raiseEventsProcessOutput() {
try {