Several functions added
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Luis Fernando Molina committed
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commit
15ce2fe614
1 file changed
+239
-12
+239
-12
@@ -108,7 +108,20 @@
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let nextIntervalExecution = false; // This tell weather the Interval module will be executed again or not. By default it will not unless some hole have been found in the current execution.
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let nextIntervalLapse = 10 * 1000; // If something fails and we need to retry after a few seconds, we will use this amount of time to request a new execution.
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let periods =
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let marketFilesPeriods =
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'[' +
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'[' + 24 * 60 * 60 * 1000 + ',' + '"24-hs"' + ']' + ',' +
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'[' + 12 * 60 * 60 * 1000 + ',' + '"12-hs"' + ']' + ',' +
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'[' + 8 * 60 * 60 * 1000 + ',' + '"08-hs"' + ']' + ',' +
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'[' + 6 * 60 * 60 * 1000 + ',' + '"06-hs"' + ']' + ',' +
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'[' + 4 * 60 * 60 * 1000 + ',' + '"04-hs"' + ']' + ',' +
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'[' + 3 * 60 * 60 * 1000 + ',' + '"03-hs"' + ']' + ',' +
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'[' + 2 * 60 * 60 * 1000 + ',' + '"02-hs"' + ']' + ',' +
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'[' + 1 * 60 * 60 * 1000 + ',' + '"01-hs"' + ']' + ']';
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marketFilesPeriods = JSON.parse(marketFilesPeriods);
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let dailyFilePeriods =
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'[' +
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'[' + 45 * 60 * 1000 + ',' + '"45-min"' + ']' + ',' +
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'[' + 40 * 60 * 1000 + ',' + '"40-min"' + ']' + ',' +
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@@ -122,7 +135,7 @@
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'[' + 02 * 60 * 1000 + ',' + '"02-min"' + ']' + ',' +
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'[' + 01 * 60 * 1000 + ',' + '"01-min"' + ']' + ']';
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const outputPeriods = JSON.parse(periods);
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dailyFilePeriods = JSON.parse(dailyFilePeriods);
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const market = {
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assetA: "USDT",
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@@ -258,7 +271,7 @@
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amountA: exchangeResponse[i].total,
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amountB: exchangeResponse[i].amount,
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date: (new Date(exchangeResponse[i].date)).valueOf()
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}
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};
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exchangePositions.push(openPosition);
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}
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@@ -441,8 +454,25 @@
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Also, the position might still be there but it might have been partially executed. To detect that we need to compare the
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position amounts we have on file to the one we are receiving from the exchange.
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Before we begin, we have to remove all the orders that have been already closed at the last execution of the bot.
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*/
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let openPositions = [];
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for (let a = 0; j < executionContext.positions.length; a++) {
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if (executionContext.positions[i].status === "open") {
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openPositions.push(executionContext.positions[i]);
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}
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}
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executionContext.positions = openPositions;
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/* Now we can start checking what happened at the exchange. */
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let i = 0;
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controlLoop();
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@@ -582,10 +612,12 @@
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/*
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Confirmed that order was executed. Next thing to do is to remember the trades.
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Confirmed that order was executed. Next thing to do is to remember the trades and change its status.
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*/
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executionContext.positions[i].status = "closed";
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for (k = 0; k < trades.length; k++) {
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executionContext.positions[i].trades.push(trades[k]);
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@@ -734,35 +766,230 @@
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}
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}
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function getPatterns() {
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/*
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We will read several files with pattern calculations for today. We will use these files as an input to make trading decitions later.
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We will read several files with pattern calculations for the current day. We will use these files as an input
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to make trading decitions later.
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*/
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let stairsFiles = new Map;
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function getMarketFiles() {
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/* Now we will get the market files */
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for (i = 0; i < marketFilesPeriods.length; i++) {
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let periodTime = marketFilesPeriods[i][0];
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let periodName = marketFilesPeriods[i][1];
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if (layer.validPeriods.includes(periodName) === true) {
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getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Market/@Period", periodName, undefined, onFileReceived);
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function onFileReceived(file) {
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stairsFiles.set(periodName, file);
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if (files.size === marketFilesPeriods.length) {
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getDailyFiles();
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}
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}
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}
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}
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}
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function getDailyFiles() {
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for (i = 0; i < dailyFilePeriods.length; i++) {
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let periodTime = dailyFilePeriods[i][0];
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let periodName = dailyFilePeriods[i][1];
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if (layer.validPeriods.includes(periodName) === true) {
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let datetime = new Date();
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getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, datetime, onFileReceived);
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function onFileReceived(file) {
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stairsFiles.set(periodName, file);
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if (files.size === dailyFilePeriods.length + marketFilesPeriods.length) {
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getStairsWeAreIn();
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}
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}
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}
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}
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}
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function getStairsWeAreIn() {
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let stairsMap = new Map;
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let datetime = new Date();
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let counter = 0;
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stairsFiles.forEach(getCurrentStairs);
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function getCurrentStairs(pStairsFile, pPeriodName, map) {
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for (i = 0; i < pStairsFile.length; i++) {
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let stairs = {
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type: undefined,
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begin: undefined,
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end: undefined,
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direction: undefined,
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barsCount: 0,
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firstAmount: 0,
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lastAmount: 0
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};
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stairs.type = pStairsFile[i][0];
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stairs.begin = pStairsFile[i][1];
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stairs.end = pStairsFile[i][2];
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stairs.direction = pStairsFile[i][3];
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stairs.barsCount = pStairsFile[i][4];
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stairs.firstAmount = pStairsFile[i][5];
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stairs.lastAmount = pStairsFile[i][6];
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if (datetime.valueOf() >= stairs.begin && datetime.valueOf() <= stairs.end) {
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stairsMap.set(pPeriodName, stairs);
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}
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}
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counter++;
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if (counter === stairsFiles.size) {
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businessLogic(stairsMap);
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}
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}
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}
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}
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function forecast() {
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function getFile(pFileService, pFileName, pFilePath, pPeriodName, pDatetime, callBackFunction) {
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pFileName = pFileName.replace("@AssetA", market.assetA);
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pFileName = pFileName.replace("@AssetB", market.assetB);
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pFilePath = pFilePath.replace("@Exchange", EXCHANGE_NAME);
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pFilePath = pFilePath.replace("@Period", pPeriodName);
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if (pDatetime !== undefined) {
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pFilePath = pFilePath.replace("@Year", pDatetime.getUTCFullYear());
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pFilePath = pFilePath.replace("@Month", pad(pDatetime.getUTCMonth() + 1, 2));
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pFilePath = pFilePath.replace("@Day", pad(pDatetime.getUTCDate(), 2));
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}
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pFileService.getFileToText('data', pFilePath, pFileName, undefined, onFileReceived);
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function onFileReceived(err, text, response) {
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let data;
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if (err) {
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data = JSON.parse("[]");
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} else {
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try {
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data = JSON.parse(text);
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} catch (err) {
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data = JSON.parse("[]");
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}
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}
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callBackFunction(data);
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}
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}
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function businessLogic(pStairsMap) {
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/*
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We will make a forecast using the input data. The forcast is then going to be used to make trading decitions.
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This bot will trade at the 10 min Time Period, receive an investment in BTC and will try to produce profits in BTC as well.
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So we will produce the best posible strategy using only stairs pattern so as to have a working example. To simplify this
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first bot, we will also use all the available balance at once. That means that we will have at most one open position at the same
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time.
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First thing we need to know is to see where we are:
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Do we have open positions?
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If not, shall we create one?
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If yes, shall we move them?
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*/
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if (executionContext.positions > 0) {
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if (executionContext.positions[0].type === "buy") {
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validateBuyPosition();
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} else {
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validateSellPosition();
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}
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} else {
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/*
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This bot is expected to always have an open position, either buy or sell. If it does not have one, that means that it is
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running for the first time. In which case, we will create one sell position at a very high price. Later, once the bot executes
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again, it will take it and move it to a reasonable place and monitore it during each execution round.
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*/
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}
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}
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function decideWhatToDo() {
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function putPositionAtExchange(pType, pRate, pAmountA, pAmountB) {
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}
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function putPositionsAtExchange() {
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let position = {
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id: exchangeResponse[i].orderNumber,
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type: pType,
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rate: pRate,
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amountA: pAmountA,
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amountB: pAmountB,
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date: (new Date().valueOf()
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};
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executionContext.positions.push(position);
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}
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function writeBotPositions() {
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