Merge remote-tracking branch 'SaWebApi/master' into develop

This commit is contained in:
Luis Fernando Molina committed 2020-11-20 20:07:21 +01:00
commit 184385783c
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# Ignore files to be uploaded to the image
.env
.env.dev
.env.prod
.git
.gitignore
Dockerfile
Dockerfile.prod
README.md
CODE_OF_CONDUCT.md
CONTRIBUTING.md
/coverage
/.nyc_output
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NODE_ENV=production
PORT=4004
# LOG_LEVEL=info
MONGO_URL=mongodb://mongo/saweb
GATEWAY_ENDPOINT=http://master-app-api:4100/graphql
PRESHARED_GATEWAY_KEY=saweb_key
# The NODE_ENDPOINT is used at team creation and is where other components will search for the team
NODE_ENDPOINT=http://docker.for.win.localhost:4100/
# Storage Configuration
STORAGE_PROVIDER=Minio
# Minio
MINIO_END_POINT=minio
MINIO_PORT=9000
MINIO_USE_SSL=false
MINIO_ACCESS_KEY=minio
MINIO_SECRET_KEY=minio123
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# Logs
logs
*.log
npm-debug.log*
# Dependency directories
/node_modules
# Optional npm cache directory
.npm
# dotenv environment variables file
.env
# Build folder js files
build/
dist/
# Visual Studio Code
.vscode
#Mac specific files
.DS_Store
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# Contributor Covenant Code of Conduct
## Our Pledge
In the interest of fostering an open and welcoming environment, we as contributors and maintainers pledge to making participation in our project and our community a harassment-free experience for everyone, regardless of age, body size, disability, ethnicity, gender identity and expression, level of experience, nationality, personal appearance, race, religion, or sexual identity and orientation.
## Our Standards
Examples of behavior that contributes to creating a positive environment include:
* Using welcoming and inclusive language
* Being respectful of differing viewpoints and experiences
* Gracefully accepting constructive criticism
* Focusing on what is best for the community
* Showing empathy towards other community members
Examples of unacceptable behavior by participants include:
* The use of sexualized language or imagery and unwelcome sexual attention or advances
* Trolling, insulting/derogatory comments, and personal or political attacks
* Public or private harassment
* Publishing others' private information, such as a physical or electronic address, without explicit permission
* Other conduct which could reasonably be considered inappropriate in a professional setting
## Our Responsibilities
Project maintainers are responsible for clarifying the standards of acceptable behavior and are expected to take appropriate and fair corrective action in response to any instances of unacceptable behavior.
Project maintainers have the right and responsibility to remove, edit, or reject comments, commits, code, wiki edits, issues, and other contributions that are not aligned to this Code of Conduct, or to ban temporarily or permanently any contributor for other behaviors that they deem inappropriate, threatening, offensive, or harmful.
## Scope
This Code of Conduct applies both within project spaces and in public spaces when an individual is representing the project or its community. Examples of representing a project or community include using an official project e-mail address, posting via an official social media account, or acting as an appointed representative at an online or offline event. Representation of a project may be further defined and clarified by project maintainers.
## Enforcement
Instances of abusive, harassing, or otherwise unacceptable behavior may be reported by contacting the project team using the online form in the contacts page of the superalgos.org website. The project team will review and investigate all complaints, and will respond in a way that it deems appropriate to the circumstances. The project team is obligated to maintain confidentiality with regard to the reporter of an incident. Further details of specific enforcement policies may be posted separately.
Project maintainers who do not follow or enforce the Code of Conduct in good faith may face temporary or permanent repercussions as determined by other members of the project's leadership.
## Attribution
This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4, available at [http://contributor-covenant.org/version/1/4][version]
[homepage]: http://contributor-covenant.org
[version]: http://contributor-covenant.org/version/1/4/
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# Contributing
We are thrilled you are interested in contributing to this repository. Your help may be essential to the project's success and we want you in!
Superalgos is a collective project, currently at a very early stage. We not only welcome contributions but may even choose to incentivize relevant contributions via the project's native crypto token.
Please read the [Join the Dev Team]( https://superalgos.org/developers-join-dev-team.shtml) page in our website to learn more about how you may become a relevant member of the Community and even make a living out of contributing code to the project.
Contributions are deemed _voluntary work_, irrespective of the incentives that may be in place, and are subject to the conditions described in the LICENSE
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FROM mhart/alpine-node:12
# Directory where the service will be installed
ARG API_DIR=/usr/src/saweb-api
# Prepare required directories
RUN mkdir -p ${API_DIR}
# Use app directory as current workdir
WORKDIR ${API_DIR}
# Copy package.json to workdir
COPY . ${API_DIR}/
# Install dependencies
RUN npm install --production
# Expose Port
EXPOSE $PORT
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FROM mhart/alpine-node:8
ENV PORT=4004
RUN mkdir -p /var/www/app && \
mkdir -p /var/www/app/node_modules
# Use app directory as current workdir
WORKDIR /var/www/app
ENV PATH /var/www/app/node_modules/.bin:$PATH
# Copy package.json to workdir
COPY package.json /var/www/app/package.json
# Install dependencies
RUN npm install
# Copy application code
COPY . /var/www/app
# Expose Port
EXPOSE $PORT
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Apache License
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# saweb-api
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version: '3'
services:
node:
image: saweb-api:v1
build:
context: .
dockerfile: ./Dockerfile.prod
env_file: ./.env
container_name: saweb-api
tty: true
stdin_open: true
volumes:
- ./:/var/www/app
- /var/www/app/node_modules
working_dir: /var/www/app
restart: always
command: node .
expose:
- 4004
network_mode: webproxy
networks:
default:
external:
name: webproxy
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{
"name": "saweb-api",
"version": "0.1.0",
"description": "Superalgos Web backend API",
"author": "Superalgos, ltd.",
"license": "Apache-2.0",
"repository": {
"type": "git",
"url": "git+https://github.com/Superalgos/SAWebServer.git"
},
"main": "src/index.js",
"scripts": {
"test": "echo \"Error: no test specified\" && exit 1"
},
"devDependencies": {
"express": "^4.16.4",
"chai": "^4.2.0",
"mocha": "^6.1.4"
},
"dependencies": {
"@azure/storage-blob": "^10.3.0",
"apollo-server-express": "2.1.0",
"axios": "0.19.0",
"azure-storage": "^2.10.3",
"dotenv": "8.0.0",
"esm": "^3.2.22",
"express": "4.16.3",
"graphql": "0.13.2",
"json-beautify": "^1.1.0",
"minio": "^7.0.8",
"mongoose": "5.3.4",
"redis": "^2.8.0",
"winston": "3.2.1"
}
}
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import 'dotenv/config';
import express from 'express';
import { ApolloServer } from 'apollo-server-express';
import schema from './schema';
import wrongPreshared from './errors/notAllowed.json';
import db from './db';
import logger from './utils/logger'
import bodyParser from 'body-parser'
const app = express();
app.use(bodyParser.json({limit: '50mb'}));
app.use(bodyParser.urlencoded({limit: '50mb', extended: true}));
app.post('/graphql', (req, res, next) => {
if (req.headers.preshared === process.env.PRESHARED_GATEWAY_KEY) {
next();
} else {
res.send(wrongPreshared);
}
});
// Starting the graphql server
const server = new ApolloServer({
schema,
playground: {
settings: {
'editor.theme': 'dark',
'editor.cursorShape': 'line',
},
},
context: ({ req }) => ({
userId: req.headers.userid,
authorization: req.headers.authorization,
}),
formatError: error => ({
code: error.extensions.exception.code,
message: error.message,
path: error.path,
}),
introspection: true,
});
server.applyMiddleware({
app,
cors: true,
});
db.on('error', (err) => {
logger.error(err);
});
db.once('open', () => {
logger.info('Connected to the DB.');
});
app.listen(process.env.PORT, () => {
logger.info(`Listening on port ${process.env.PORT}`);
});
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{
"authId": "",
"devTeams": [
{
"codeName": "AAMasters",
"displayName": "Masters",
"host": {
"url": "https://demo-api-dev.superalgos.org/",
"storage": "localStorage",
"container": "aamasters",
"accessKey": "09e890b76767ede3e10f0526b5036600a6b8d3faac540336e12b493fdb2aa9ed46f86094c34652f99fb6322e5f09806412f17725807f85e4dc4169bd22dd59f0b23aba5251f5544478a1aabf5a2dea5260e6eb0c29af3a788208af85025a02f94950437d501b91fd55b9d97b3d6ac3af4e1161321f78b73ca0fda524dc3a5d03"
},
"bots": [
{
"codeName": "AAOlivia",
"displayName": "Olivia",
"type": "Indicator",
"profilePicture": "Olivia.png",
"repo": "AAOlivia-Indicator-Bot",
"configFile": "this.bot.config.json",
"products": [
{
"codeName": "Candles",
"displayName": "Candles",
"description": "Two sets of files per period that contains candles.",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [
"24-hs",
"12-hs",
"08-hs",
"06-hs",
"04-hs",
"03-hs",
"02-hs",
"01-hs"
],
"filePath": "AAMasters/AAOlivia.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candles/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [
"45-min",
"40-min",
"30-min",
"20-min",
"15-min",
"10-min",
"05-min",
"04-min",
"03-min",
"02-min",
"01-min"
],
"filePath": "AAMasters/AAOlivia.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candles/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AAOlivia.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candles/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersCandlesVolumes",
"moduleName": "Candles"
}
},
{
"codeName": "Volumes",
"displayName": "Buy and Sell Volumes",
"description": "Two sets of files per period that contains buy and sell volumes.",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [
"24-hs",
"12-hs",
"08-hs",
"06-hs",
"04-hs",
"03-hs",
"02-hs",
"01-hs"
],
"filePath": "AAMasters/AAOlivia.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volumes/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [
"45-min",
"40-min",
"30-min",
"20-min",
"15-min",
"10-min",
"05-min",
"04-min",
"03-min",
"02-min",
"01-min"
],
"filePath": "AAMasters/AAOlivia.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volumes/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AAOlivia.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volumes/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersCandlesVolumes",
"moduleName": "Volumes"
}
}
]
},
{
"codeName": "AATom",
"displayName": "Tom",
"type": "Indicator",
"profilePicture": "Tom.png",
"repo": "AATom-Indicator-Bot",
"configFile": "this.bot.config.json",
"products": [
{
"codeName": "Candle-Stairs",
"displayName": "Candle-Stairs Patters",
"description": "Two sets of files per period that contains candle-stairs patterns.",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [
"24-hs",
"12-hs",
"08-hs",
"06-hs",
"04-hs",
"03-hs",
"02-hs",
"01-hs"
],
"filePath": "AAMasters/AATom.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candle-Stairs/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [
"45-min",
"40-min",
"30-min",
"20-min",
"15-min",
"10-min",
"05-min",
"04-min",
"03-min",
"02-min",
"01-min"
],
"filePath": "AAMasters/AATom.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AATom.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersStairsPatterns",
"moduleName": "CandleStairs"
}
},
{
"codeName": "Volume-Stairs",
"displayName": "Volume-Stairs Patters",
"description": "Two sets of files per period that contains volume-stairs patterns.",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [
"24-hs",
"12-hs",
"08-hs",
"06-hs",
"04-hs",
"03-hs",
"02-hs",
"01-hs"
],
"filePath": "AAMasters/AATom.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volume-Stairs/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [
"45-min",
"40-min",
"30-min",
"20-min",
"15-min",
"10-min",
"05-min",
"04-min",
"03-min",
"02-min",
"01-min"
],
"filePath": "AAMasters/AATom.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volume-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AATom.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Volume-Stairs/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersStairsPatterns",
"moduleName": "VolumeStairs"
}
}
]
},
{
"codeName": "AAChris",
"displayName": "Chris",
"type": "Indicator",
"profilePicture": "Chris.png",
"repo": "AAChris-Indicator-Bot",
"configFile": "this.bot.config.json",
"products": [
{
"codeName": "Bollinger-Bands",
"displayName": "Bollinger Bands",
"description": "Bollinger Bands",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [
"24-hs",
"12-hs",
"08-hs",
"06-hs",
"04-hs",
"03-hs",
"02-hs",
"01-hs"
],
"filePath": "AAMasters/AAChris.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Bands/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [
"45-min",
"40-min",
"30-min",
"20-min",
"15-min",
"10-min",
"05-min",
"04-min",
"03-min",
"02-min",
"01-min"
],
"filePath": "AAMasters/AAChris.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Bands/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AAChris.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Bands/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersBollingerBands",
"moduleName": "BollingerBands"
}
},
{
"codeName": "Percentage-Bandwidth",
"displayName": "Percentage Bandwidth",
"description": "Percentage Bandwidth",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [
"24-hs",
"12-hs",
"08-hs",
"06-hs",
"04-hs",
"03-hs",
"02-hs",
"01-hs"
],
"filePath": "AAMasters/AAChris.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Percentage-Bandwidth/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [
"45-min",
"40-min",
"30-min",
"20-min",
"15-min",
"10-min",
"05-min",
"04-min",
"03-min",
"02-min",
"01-min"
],
"filePath": "AAMasters/AAChris.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Percentage-Bandwidth/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AAChris.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Percentage-Bandwidth/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersBollingerBands",
"moduleName": "PercentageBandwidth"
}
}
]
},
{
"codeName": "AAPaula",
"displayName": "Paula",
"type": "Indicator",
"profilePicture": "Paula.png",
"repo": "AAPaula-Indicator-Bot",
"configFile": "this.bot.config.json",
"products": [
{
"codeName": "Bollinger-Channels",
"displayName": "Bollinger-Channels",
"description": "Two sets of files per period that contains band-channel patterns.",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [
"24-hs",
"12-hs",
"08-hs",
"06-hs",
"04-hs",
"03-hs",
"02-hs",
"01-hs"
],
"filePath": "AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Channels/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [
"45-min",
"40-min",
"30-min",
"20-min",
"15-min",
"10-min",
"05-min",
"04-min",
"03-min",
"02-min",
"01-min"
],
"filePath": "AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Channels/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Channels/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersBollingerChannels",
"moduleName": "BollingerChannels"
}
},
{
"codeName": "Bollinger-Sub-Channels",
"displayName": "Bollinger-Sub-Channels",
"description": "Bollinger Sub Channels with slope.",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [
"24-hs",
"12-hs",
"08-hs",
"06-hs",
"04-hs",
"03-hs",
"02-hs",
"01-hs"
],
"filePath": "AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Sub-Channels/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [
"45-min",
"40-min",
"30-min",
"20-min",
"15-min",
"10-min",
"05-min",
"04-min",
"03-min",
"02-min",
"01-min"
],
"filePath": "AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Sub-Channels/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AAPaula.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Bollinger-Sub-Channels/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersBollingerChannels",
"moduleName": "BollingerSubChannels"
}
}
]
}
],
"plotters": [
{
"displayName": "Plotters Candles & Volumes",
"codeName": "PlottersCandlesVolumes",
"devTeam": "AAMasters",
"modules": [
{
"codeName": "Candles",
"moduleName": "Candles",
"description": "Plots traditional red and green candles.",
"profilePicture": "Candles.png",
"panels": [
{
"codeName": "CandlePanel",
"moduleName": "CandlePanel",
"event": "Current Candle Changed"
}
]
},
{
"codeName": "Volumes",
"description": "Plots volumes separated in buy and sell.",
"moduleName": "Volumes",
"profilePicture": "Volumes.png",
"panels": [
{
"codeName": "VolumePanel",
"moduleName": "VolumePanel",
"event": "Current Volume Changed"
}
]
}
],
"repo": "Plotters-Candles-Volumes",
"configFile": "this.plotter.config.json"
},
{
"displayName": "Plotters Stairs Patterns",
"codeName": "PlottersStairsPatterns",
"devTeam": "AAMasters",
"modules": [
{
"codeName": "CandleStairs",
"moduleName": "CandleStairs",
"description": "Plots Candle Stairs patterns.",
"profilePicture": "CandleStairs.png",
"panels": []
},
{
"codeName": "VolumeStairs",
"description": "Plots Volume Stairs patterns.",
"moduleName": "VolumeStairs",
"profilePicture": "VolumeStairs.png",
"panels": []
}
],
"repo": "Plotters-Stairs-Patterns",
"configFile": "this.plotter.config.json"
},
{
"displayName": "Plotters Trading",
"codeName": "PlottersTrading",
"devTeam": "AAMasters",
"modules": [
{
"codeName": "Details",
"moduleName": "Details",
"description": "Plots trading decitions in an easy to understand way.",
"panels": []
},
{
"codeName": "History",
"moduleName": "History",
"description": "Plots trading history.",
"profilePicture": "History.png",
"panels": []
}
],
"repo": "Plotters-Trading",
"configFile": "this.plotter.config.json"
},
{
"displayName": "Plotters Bollinger Bands",
"codeName": "PlottersBollingerBands",
"devTeam": "AAMasters",
"modules": [
{
"codeName": "BollingerBands",
"moduleName": "BollingerBands",
"description": "Plots Bollinger Bands.",
"profilePicture": "BollingerBands.png",
"panels": [
{
"codeName": "BollingerBandsPanel",
"moduleName": "BollingerBandsPanel",
"event": "Current Band Changed"
}
]
},
{
"codeName": "PercentageBandwidth",
"moduleName": "PercentageBandwidth",
"description": "Plots Bollinger Bands.",
"profilePicture": "PercentageBandwidth.png",
"panels": []
}
],
"repo": "Plotters-Bollinger-Bands",
"configFile": "this.plotter.config.json"
},
{
"displayName": "Plotters Trading Simulation",
"codeName": "PlottersTradingSimulation",
"devTeam": "AAMasters",
"modules": [
{
"codeName": "TradingSimulation",
"moduleName": "TradingSimulation",
"description": "Plots Bollinger Records.",
"profilePicture": "TradingSimulation.png",
"panels": [
{
"codeName": "TradingSimulationPanel",
"moduleName": "TradingSimulationPanel",
"event": "Current Record Changed"
}
]
},
{
"codeName": "Conditions",
"moduleName": "Conditions",
"description": "Plots Simulation Conditions.",
"profilePicture": "Conditions.png",
"panels": []
},
{
"codeName": "Strategies",
"moduleName": "Strategies",
"description": "Plots Strategies.",
"profilePicture": "Strategies.png",
"panels": []
},
{
"codeName": "Trades",
"moduleName": "Trades",
"description": "Plots Trades.",
"profilePicture": "Trades.png",
"panels": []
},
{
"codeName": "SimulationExecution",
"moduleName": "SimulationExecution",
"description": "Plots Simulation Execution.",
"profilePicture": "SimulationExecution.png",
"panels": [
{
"codeName": "SimulationExecutionPanel",
"moduleName": "SimulationExecutionPanel",
"event": "Current Record Changed"
}
]
}
],
"repo": "Plotters-Trading-Simulation",
"configFile": "this.plotter.config.json"
},
{
"displayName": "Plotters Bollinger Channels",
"codeName": "PlottersBollingerChannels",
"devTeam": "AAMasters",
"modules": [
{
"codeName": "BollingerChannels",
"moduleName": "BollingerChannels",
"description": "Plots Bollinger Channels.",
"profilePicture": "BollingerChannels.png",
"panels": [
{
"codeName": "ChannelPanel",
"moduleName": "ChannelPanel",
"event": "Current Channel Changed"
}
]
},
{
"codeName": "BollingerSubChannels",
"moduleName": "BollingerSubChannels",
"description": "Plots Bollinger Sub-Channels.",
"profilePicture": "BollingerSubChannels.png",
"panels": [
{
"codeName": "SubChannelPanel",
"moduleName": "SubChannelPanel",
"event": "Current Sub-Channel Changed"
}
]
}
],
"repo": "Plotters-Bollinger-Channels",
"configFile": "this.plotter.config.json"
}
]
},
{
"codeName": "AAVikings",
"displayName": "Vikings",
"host": {
"url": "https://demo-api-dev.superalgos.org/",
"container": "aavikings",
"storage": "localStorage",
"accessKey": "0f38fea438be5adfc5873228f503c55353fb334406128b16a958851b8e47c118a08f0105dd8985d5479758fc4cc3f56c2e2364c2d7c3d0fdffba8d7e9356056a34629e3b926b1ebb940122d973db30b04fc18fab542cbc1afdc032dccf64b0fe308ee6bbc74f82bd350aaebf723428a50d8a699fa2b4b96d58716986ed24069f"
},
"bots": [
{
"codeName": "AAGauss",
"displayName": "Gauss",
"type": "Indicator",
"profilePicture": "Gauss.png",
"repo": "AAGauss-Indicator-Bot",
"configFile": "this.bot.config.json",
"products": [
{
"codeName": "LRCPoints",
"displayName": "LRCPoints",
"description": "Two sets of files per period that contains LRC points.",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [
"24-hs",
"12-hs",
"08-hs",
"06-hs",
"04-hs",
"03-hs",
"02-hs",
"01-hs"
],
"filePath": "AAVikings/AAGauss.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/LRC-Points/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [
"45-min",
"40-min",
"30-min",
"20-min",
"15-min",
"10-min",
"05-min",
"04-min",
"03-min",
"02-min",
"01-min"
],
"filePath": "AAVikings/AAGauss.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/LRC-Points/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAVikings/AAGauss.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/LRC-Points/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAVikings",
"codeName": "PlotterLinearRegressionCurve",
"moduleName": "LRC"
}
}
]
}
],
"plotters": [
{
"displayName": "Plotter LRC",
"codeName": "PlotterLinearRegressionCurve",
"devTeam": "AAVikings",
"modules": [
{
"codeName": "LRC",
"moduleName": "LRC",
"description": "Plots the linear regression curve.",
"profilePicture": "LRC.png",
"panels": [
{
"codeName": "ChannelPanel",
"moduleName": "ChannelPanel",
"event": "Current LRC Changed"
}
]
}
],
"repo": "Plotters-Linear-Regression-Curve",
"configFile": "this.plotter.config.json"
}
]
}
],
"hosts": [
{
"codeName": "AAMasters",
"displayName": "AA Arena",
"host": {
"url": "https://demo-api-dev.superalgos.org/",
"storage": "localStorage",
"container": "aamasters",
"accessKey": "09e890b76767ede3e10f0526b5036600a6b8d3faac540336e12b493fdb2aa9ed46f86094c34652f99fb6322e5f09806412f17725807f85e4dc4169bd22dd59f0b23aba5251f5544478a1aabf5a2dea5260e6eb0c29af3a788208af85025a02f94950437d501b91fd55b9d97b3d6ac3af4e1161321f78b73ca0fda524dc3a5d03"
},
"competitions": [
{
"codeName": "Weekend-Deathmatch",
"description": "First AA Internal Competition. Bots will be trading during 3 days at the USDT/BTC market of Poloniex to see who can make the gratest return over investment (ROI).",
"displayName": "AA Internal Challenge",
"startDatetime": "2018-01-01T16:00:00.000Z",
"finishDatetime": "2018-01-02T16:00:00.000Z",
"formula": "ROI",
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersROI",
"host": {
"url": "https://demo-api-dev.superalgos.org/",
"storage": "localStorage",
"container": "aamasters",
"accessKey": ""
},
"moduleName": "CombinedProfits",
"repo": "Plotters-ROI"
},
"rules": [],
"prizes": [],
"participants": [],
"repo": "Weekend-Deathmatch",
"configFile": "this.competition.config.json"
}
],
"plotters": [
{
"displayName": "Plotters ROI",
"codeName": "PlottersROI",
"devTeam": "AAMasters",
"modules": [
{
"codeName": "CombinedProfits",
"moduleName": "CombinedProfits",
"description": "Plots participants of a competition by the ROI each one had over time.",
"panels": []
}
],
"repo": "Plotters-ROI",
"configFile": "this.plotter.config.json"
}
]
}
]
}
+10
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@@ -0,0 +1,10 @@
import mongoose from 'mongoose';
mongoose.connect(process.env.MONGO_URL, { useNewUrlParser: true })
mongoose.set('useCreateIndex', true);
mongoose.set('useFindAndModify', false);
mongoose.Promise = global.Promise;
const db = mongoose.connection;
export default db;
+23
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@@ -0,0 +1,23 @@
export class AuthenticationError extends Error {
constructor(message) {
super(message)
this.code = 401
this.message = 'Authentication not found, you have to be authenticated to perform this action.'
}
}
export class WrongArgumentsError extends Error {
constructor(message) {
super(message)
this.code = 400
this.message = `Wrong arguments : ${this.message}`
}
}
export class ServiceUnavailableError extends Error {
constructor(message) {
super(message)
this.code = 503
this.message = `At least one service is unresponding ${this.message}`
}
}
+8
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@@ -0,0 +1,8 @@
{
"errors": [
{
"code": 401,
"message": "Wait, you're not supposed to be here, go through the gate as everyone else"
}
]
}
+2
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@@ -0,0 +1,2 @@
require = require('esm')(module)
module.exports = require('./app.js')
+343
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@@ -0,0 +1,343 @@
const mongoose = require('mongoose')
const { Schema } = require('mongoose')
const ecosystemSchema = new Schema({
authId: {
type: String,
required: true
},
devTeams: [{
codeName: {
type: String,
required: true
},
displayName: {
type: String,
required: true
},
host: {
url: {
type: String,
required: true
},
storage: {
type: String,
required: true
},
container: {
type: String,
required: true
},
accessKey: {
type: String,
required: false
},
ownerKey: {
type: String,
required: false
}
},
bots: [{
codeName: {
type: String,
required: true
},
displayName: {
type: String,
required: true
},
type: {
type: String,
required: true
},
profilePicture: {
type: String,
required: true
},
repo: {
type: String,
required: false
},
configFile: {
type: String,
required: false
},
cloneId: {
type: String,
required: false
},
products: [{
codeName: {
type: String,
required: true
},
displayName: {
type: String,
required: true
},
description: {
type: String,
required: true
},
dataSets: [{
codeName: {
type: String,
required: true
},
type: {
type: String,
required: true
},
validPeriods: [{
type: String,
required: true
}],
filePath: {
type: String,
required: true
},
fileName: {
type: String,
required: true
},
dataRange: {
filePath: {
type: String,
required: false
},
fileName: {
type: String,
required: false
},
},
}],
exchangeList: [{
name: {
type: String,
required: true
}
}],
plotter: {
codeName: {
type: String,
required: false
},
devTeam: {
type: String,
required: false
},
moduleName: {
type: String,
required: true
},
}
}]
}],
plotters: [{
codeName: {
type: String,
required: true
},
displayName: {
type: String,
required: true
},
modules: [{
codeName: {
type: String,
required: true
},
moduleName: {
type: String,
required: true
},
description: {
type: String,
required: false
},
profilePicture: {
type: String,
required: false
},
panels: [{
codeName: {
type: String,
required: true
},
moduleName: {
type: String,
required: true
},
event: {
type: String,
required: true
}
}],
}],
repo: {
type: String,
required: true
},
configFile: {
type: String,
required: true
}
}]
}],
hosts: [{
codeName: {
type: String,
required: true
},
displayName: {
type: String,
required: true
},
host: {
url: {
type: String,
required: true
},
storage: {
type: String,
required: true
},
container: {
type: String,
required: true
},
accessKey: {
type: String,
required: false
}
},
competitions: [{
codeName: {
type: String,
required: true
},
displayName: {
type: String,
required: true
},
description: {
type: String,
required: false
},
startDatetime: {
type: String,
required: false
},
finishDatetime: {
type: String,
required: false
},
formula: {
type: String,
required: false
},
plotter: {
devTeam: {
type: String,
required: true
},
codeName: {
type: String,
required: true
},
host: {
url: {
type: String,
required: true
},
storage: {
type: String,
required: true
},
container: {
type: String,
required: true
},
accessKey: {
type: String,
required: false
}
},
repo: {
type: String,
required: true
},
moduleName: {
type: String,
required: true
},
},
participants: [{
type: String,
required: false
}],
repo: {
type: String,
required: true
},
configFile: {
type: String,
required: true
}
}],
plotters: [{
codeName: {
type: String,
required: true
},
displayName: {
type: String,
required: true
},
modules: [{
codeName: {
type: String,
required: true
},
moduleName: {
type: String,
required: true
},
description: {
type: String,
required: false
},
profilePicture: {
type: String,
required: false
},
panels: [{
codeName: {
type: String,
required: true
},
moduleName: {
type: String,
required: true
},
event: {
type: String,
required: true
}
}],
}],
repo: {
type: String,
required: true
},
configFile: {
type: String,
required: true
}
}]
}]
})
const Ecosystem = mongoose.model('Ecosystem', ecosystemSchema);
export default Ecosystem;
+5
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@@ -0,0 +1,5 @@
import Ecosystem from './ecosystem';
export {
Ecosystem
};
+12
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@@ -0,0 +1,12 @@
import {
GraphQLSchema,
} from 'graphql';
import RootQuery from './queries';
import Mutation from './mutations';
const Schema = new GraphQLSchema({
query: RootQuery,
mutation: Mutation,
});
export default Schema;
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import logger from '../../utils/logger'
import { BotInputType, } from '../types/input'
import { BotType, } from '../types'
import { Ecosystem } from '../../models'
export const args = { bot: { type: BotInputType } }
const resolve = async (parent, { bot }, context) => {
logger.debug('addBot -> Dev team: %s. Bot: %s', bot.devTeam, bot.codeName)
try {
let userEcosystem = await Ecosystem.findOne({
authId: context.userId
})
if (!userEcosystem) {
throw 'Ecosystem not found for the user.'
}
let newBotClone
for (let i = 0; i < userEcosystem.devTeams.length; i++) {
const auxTeam = userEcosystem.devTeams[i]
if (auxTeam.codeName === bot.devTeam) {
for (let j = 0; j < auxTeam.bots.length; j++) {
const auxBot = auxTeam.bots[j]
if (auxBot.codeName === bot.codeName) {
for (let k = 0; k < auxBot.products.length; k++) {
const auxProduct = auxBot.products[k]
if (auxProduct.codeName === bot.productCodeName) {
newBotClone = {
displayName: auxBot.displayName,
codeName: auxBot.codeName,
type: auxBot.type,
profilePicture: auxBot.profilePicture,
cloneId: bot.cloneId,
products: [auxProduct]
}
auxTeam.bots.push(newBotClone)
userEcosystem.markModified("devTeams")
break
}
}
break
}
}
break
}
}
if (newBotClone) {
await userEcosystem.save()
return newBotClone
} else {
throw 'Algobot not found.'
}
} catch (err) {
logger.error('addBot -> Error: %s', err.message)
throw err
}
}
const mutation = {
addBot: {
type: BotType,
args,
resolve,
}
}
export default mutation;
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import logger from '../../utils/logger'
import { AuthenticationError, WrongArgumentsError } from '../../errors'
import { TeamType } from '../types'
import { Ecosystem } from '../../models'
import { TeamInputType } from '../types/input'
import { copyBot } from '../../storage/CopyBot'
import { copySimulator } from '../../storage/CopySimulator'
import { createContainer, writeFileContent } from '../../storage/providers/MinioStorage'
import crypto from 'crypto'
export const args = { team: { type: TeamInputType } }
const resolve = async (parent, { team }, context) => {
logger.debug('addTeam -> Entering Function.')
if (!context.userId) {
throw new AuthenticationError()
}
try {
let userEcosystem = await Ecosystem.findOne({
authId: context.userId
})
if (!userEcosystem) {
logger.debug('addTeam -> Ecosystem not found for the user, creating a new one from default.')
let defaultEcosystem = require('../../config/ecosystem.json')
userEcosystem = new Ecosystem(defaultEcosystem)
userEcosystem.authId = context.userId
}
for (let i = 0; i < userEcosystem.devTeams.length; i++) {
const auxTeam = userEcosystem.devTeams[i];
if (auxTeam.codeName === team.codeName) {
throw new WrongArgumentsError("The team already exist on the user ecosystem.")
}
}
// Teams will be created on a local minio container
let botsConfigurations = []
try {
await createContainer(team.codeName)
} catch (err) {
if (err.message !== 'Your previous request to create the named bucket succeeded and you already own it.') {
logger.error('addTeam -> Error: %s', err.stack)
throw err
} else {
logger.warn('addTeam -> %s', err.message)
}
}
let tradingBot = await copyBot(team.codeName, team.bot.codeName, team.bot.displayName, writeFileContent)
botsConfigurations.push(tradingBot)
let simulatorBot = await copySimulator(team.codeName, team.bot.codeName, team.bot.displayName, writeFileContent)
botsConfigurations.push(simulatorBot)
team.bots = botsConfigurations
if (!team.host) {
let nodeEndpoint = {
url: process.env.NODE_ENDPOINT,
storage: 'localStorage',
container: team.codeName,
accessKey: crypto.randomBytes(128).toString('hex'),
ownerKey: crypto.randomBytes(128).toString('hex')
}
team.host = nodeEndpoint
}
userEcosystem.devTeams.push(team)
userEcosystem.markModified("devTeams")
await userEcosystem.save()
return team
} catch (err) {
logger.error('addTeam -> Error: %s', err.stack)
throw err
}
}
const mutation = {
addTeam: {
type: TeamType,
args,
resolve,
}
}
export default mutation;
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import logger from '../../utils/logger'
import { FileInputType } from '../types/input'
import { GraphQLString } from 'graphql'
import { writeFileContent } from '../../storage/providers/MinioStorage'
import { AuthenticationError, WrongArgumentsError } from '../../errors'
import getDevTeamHost from '../../utils/getDevTeamHost'
export const args = { file: { type: FileInputType } }
const resolve = async (parent, { file }, context) => {
try {
if (file.accessKey === undefined || file.accessKey === null) {
throw new WrongArgumentsError()
}
let host = await getDevTeamHost(file.container, undefined, file.accessKey)
if (host === undefined || host === null) {
throw new AuthenticationError()
}
let date = new Date()
await writeFileContent(file.container, file.filePath, file.fileContent)
let dateAfter = new Date()
logger.info('createFile: ' + file.container + '/...' + file.filePath.substring(file.filePath.length -110 , file.filePath.length) + ', ' + (dateAfter - date))
return 'File created.'
} catch (err) {
logger.error('createFile -> Error: %s', err.message)
throw err
}
}
const mutation = {
createFile: {
type: GraphQLString,
args,
resolve,
}
}
export default mutation;
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import logger from '../../utils/logger'
import { AuthenticationError, WrongArgumentsError } from '../../errors'
import { TeamType } from '../types'
import { Ecosystem } from '../../models'
import { DeleteTeamInputType } from '../types/input'
import { deleteContainer } from '../../storage/providers/MinioStorage'
export const args = { team: { type: DeleteTeamInputType } }
const resolve = async (parent, { team }, context) => {
logger.debug('deleteTeam -> Entering Function.')
if (!context.userId) {
throw new AuthenticationError()
}
try {
let userEcosystem = await Ecosystem.findOne({
authId: context.userId
})
if (!userEcosystem) {
logger.debug('deleteTeam -> Ecosystem not found for the user.')
throw new WrongArgumentsError('The user does not have an ecosystem configured.')
}
let teamFound = false
for (let i = 0; i < userEcosystem.devTeams.length; i++) {
const auxTeam = userEcosystem.devTeams[i]
if (auxTeam.codeName === team.codeName) {
logger.debug('deleteTeam -> Team found, removing.')
teamFound = true
await deleteContainer(team.codeName)
userEcosystem.devTeams.splice(i, 1)
userEcosystem.markModified("devTeams")
await userEcosystem.save()
break
}
}
if (!teamFound) {
throw new WrongArgumentsError('Team was not found on the user ecosystem.')
} else {
return team
}
} catch (err) {
logger.error('deleteTeam -> Error: %s', err.stack)
throw err
}
}
const mutation = {
deleteTeam: {
type: TeamType,
args,
resolve,
}
}
export default mutation;
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import logger from '../../utils/logger'
import { BotInputType, } from '../types/input'
import { BotType, } from '../types'
import { Ecosystem } from '../../models'
export const args = { bot: { type: BotInputType } }
const resolve = async (parent, { bot }, context) => {
logger.debug('removeBot -> Dev team: %s. Bot: %s', bot.devTeam, bot.codeName)
try {
let userEcosystem = await Ecosystem.findOne({
authId: context.userId
})
if (!userEcosystem) {
throw 'Ecosystem not found for the user.'
}
let removedBotClone
for (let i = 0; i < userEcosystem.devTeams.length; i++) {
const auxTeam = userEcosystem.devTeams[i]
if (auxTeam.codeName === bot.devTeam) {
for (let j = 0; j < auxTeam.bots.length; j++) {
const auxBot = auxTeam.bots[j]
if (auxBot.codeName === bot.codeName && auxBot.cloneId === bot.cloneId) {
for (let k = 0; k < auxBot.products.length; k++) {
const auxProduct = auxBot.products[k]
if (auxProduct.codeName === bot.productCodeName) {
removedBotClone = auxBot
auxTeam.bots.splice(j, 1)
userEcosystem.markModified("devTeams")
break
}
}
break
}
}
break
}
}
if (removedBotClone) {
await userEcosystem.save()
return removedBotClone
} else {
throw 'Algobot not found.'
}
} catch (err) {
logger.error('removeBot -> Error: %s', err.message)
throw err
}
}
const mutation = {
removeBot: {
type: BotType,
args,
resolve,
}
}
export default mutation;
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import {
GraphQLObjectType,
} from 'graphql'
import AddTeamMutation from './AddTeam'
import DeleteTeamMutation from './DeleteTeam'
import CreateFileMutation from './CreateFile'
import AddBotMutation from './AddBot'
import RemoveBotMutation from './RemoveBot'
const Mutation = new GraphQLObjectType({
name: 'Mutation',
fields: Object.assign(
AddTeamMutation,
DeleteTeamMutation,
CreateFileMutation,
AddBotMutation,
RemoveBotMutation
)
})
export default Mutation
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import logger from '../../utils/logger'
import { Ecosystem } from '../../models'
import { EcosystemType } from '../types'
const args = {}
const resolve = async (parent, args, context) => {
logger.debug('getEcosystem -> Entering Function.')
try {
if (!context.userId) {
logger.debug('getEcosystem -> User not logged in, returning default ecosystem.')
let defaultEcosystem = require('../../config/ecosystem.json')
return defaultEcosystem
} else {
let userEcosystem = await Ecosystem.findOne({
authId: context.userId
})
if (!userEcosystem) {
logger.debug('addTeam -> Ecosystem not found for the user, retrieving default.')
let defaultEcosystem = require('../../config/ecosystem.json')
return defaultEcosystem
}
return userEcosystem
}
} catch (err) {
logger.error('getEcosystem -> Error: %s', err.stack)
throw err
}
}
const query = {
getEcosystem: {
type: EcosystemType,
args,
resolve,
}
}
export default query
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import logger from '../../utils/logger'
import { FileInputType } from '../types/input'
import { GraphQLString } from 'graphql'
import { getFileContent } from '../../storage/providers/MinioStorage'
import { AuthenticationError, WrongArgumentsError } from '../../errors'
import getDevTeamHost from '../../utils/getDevTeamHost'
export const args = { file: { type: FileInputType } }
const resolve = async (parent, { file }, context) => {
try {
if (file.accessKey === undefined || file.accessKey === null) {
throw new WrongArgumentsError()
}
let host = await getDevTeamHost(file.container, file.accessKey)
if (host === undefined || host === null) {
logger.error('Error getting file:' + JSON.stringify(file))
throw new AuthenticationError()
}
let date = new Date()
let fileContent = await getFileContent(file.container, file.filePath)
let dateAfter = new Date()
logger.info('getFileContent: ' + file.container + '/...' + file.filePath.substring(file.filePath.length -110 , file.filePath.length) + ', ' + (dateAfter - date))
return fileContent
} catch (err) {
if (err.message === 'The specified key does not exist.')
logger.debug('getFileContent -> Error: %s', err.message)
else {
logger.error('getFileContent -> Error: %s', err.message)
throw err
}
}
}
const query = {
fileContent: {
type: GraphQLString,
args,
resolve,
}
}
export default query
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import logger from '../../utils/logger'
import { FileInputType } from '../types/input'
import { GraphQLString } from 'graphql'
import { getFileContent } from '../../storage/providers/MinioStorage'
import { getFileContentRemote } from '../../storage/providers/AzureStorage'
export const args = { file: { type: FileInputType } }
const resolve = async (parent, { file }, context) => {
logger.debug('getPlotterCode -> Entering Function: ' + file.container + '/' + file.filePath)
try {
let fileContent
if (file.storage === '' || file.storage === undefined) {
//TODO Add permissions
fileContent = await getFileContent(file.container, file.filePath)
} else {
// TODO Temporary fix for plotter and plotter pannels
if (file.storage === '' && file.accessKey === '') {
let defaultEcosystem = require('../../config/ecosystem.json')
for (let index = 0; index < defaultEcosystem.devTeams.length; index++) {
const devTeam = defaultEcosystem.devTeams[index];
if (devTeam.codeName.toLowerCase() === file.container) {
file.storage = devTeam.host.storage
file.accessKey = devTeam.host.accessKey
}
}
}
if (file.storage === '' || file.accessKey === '') {
throw "Wrong parameters."
}
fileContent = await getFileContentRemote(file.container, file.filePath, file.storage, file.accessKey)
}
return fileContent
} catch (err) {
logger.error('getPlotterCode -> Error: %s', err)
logger.error('getPlotterCode -> Stack: %s', err.stack)
throw err
}
}
const query = {
plotterCode: {
type: GraphQLString,
args,
resolve,
}
}
export default query
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import {
GraphQLObjectType,
} from 'graphql';
import EcosystemQuery from './Ecosystem';
import FileContentQuery from './FileContent';
import PlotterCodeQuery from './PlotterCode';
const RootQuery = new GraphQLObjectType({
name: 'RootQueryType',
fields: Object.assign(
EcosystemQuery,
FileContentQuery,
PlotterCodeQuery
),
});
export default RootQuery;
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import {
GraphQLObjectType,
GraphQLString,
GraphQLList
} from 'graphql';
import { ProductType } from './index'
const BotType = new GraphQLObjectType({
name: 'Bot',
fields: () => ({
codeName: { type: GraphQLString },
displayName: { type: GraphQLString },
type: { type: GraphQLString },
profilePicture: { type: GraphQLString },
repo: { type: GraphQLString },
configFile: { type: GraphQLString },
cloneId: { type: GraphQLString },
products: {
type: new GraphQLList(ProductType),
resolve(parent) {
return parent.products;
}
},
}),
});
export default BotType;
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import {
GraphQLObjectType,
GraphQLString,
GraphQLList
} from 'graphql';
import { PlotterReferenceType } from './index';
const CompetitionType = new GraphQLObjectType({
name: 'Competition',
fields: () => ({
codeName: { type: GraphQLString },
displayName: { type: GraphQLString },
description: { type: GraphQLString },
startDatetime: { type: GraphQLString },
finishDatetime: { type: GraphQLString },
formula: { type: GraphQLString },
plotter: {
type: PlotterReferenceType,
resolve(parent) {
return parent.plotter;
}
},
rules:{ type: new GraphQLList(GraphQLString) },
prizes:{ type: new GraphQLList(GraphQLString) },
participants:{ type: new GraphQLList(GraphQLString) },
repo: { type: GraphQLString },
configFile: { type: GraphQLString }
}),
});
export default CompetitionType;
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import {
GraphQLObjectType,
GraphQLString
} from 'graphql';
const DataRangeType = new GraphQLObjectType({
name: 'DataRange',
fields: () => ({
filePath: { type: GraphQLString },
fileName: { type: GraphQLString }
}),
});
export default DataRangeType;
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import {
GraphQLObjectType,
GraphQLString,
GraphQLList
} from 'graphql';
import { DataRangeType } from './index'
const DataSetType = new GraphQLObjectType({
name: 'DataSet',
fields: () => ({
codeName: { type: GraphQLString },
type: { type: GraphQLString },
validPeriods: { type: new GraphQLList(GraphQLString) },
filePath: { type: GraphQLString },
fileName: { type: GraphQLString },
dataRange: { type: DataRangeType }
}),
});
export default DataSetType;
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import {
GraphQLObjectType,
GraphQLString,
GraphQLID,
GraphQLList
} from 'graphql';
import { TeamType, EventHostType } from './index';
const EcosystemType = new GraphQLObjectType({
name: 'Ecosystem',
fields: () => ({
id: { type: GraphQLID },
authId: { type: GraphQLString },
userName: { type: GraphQLString }, // TODO this field is temporary, it should be used the user module query
devTeams: {
type: new GraphQLList(TeamType),
resolve(parent) {
return parent.devTeams;
}
},
hosts: {
type: new GraphQLList(EventHostType),
resolve(parent) {
return parent.hosts;
}
}
}),
});
export default EcosystemType;
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import {
GraphQLObjectType,
GraphQLString,
GraphQLList
} from 'graphql';
import { CompetitionType, PlotterType, HostType } from './index';
const EventHostType = new GraphQLObjectType({
name: 'EventHost',
fields: () => ({
codeName: { type: GraphQLString },
displayName: { type: GraphQLString },
host: {
type: HostType,
resolve(parent) {
return parent.host;
}
},
container: { type: GraphQLString },
accessKey: { type: GraphQLString },
competitions: {
type: new GraphQLList(CompetitionType),
resolve(parent) {
return parent.competitions;
}
},
plotters: {
type: new GraphQLList(PlotterType),
resolve(parent) {
return parent.plotters;
}
}
}),
});
export default EventHostType;
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import {
GraphQLObjectType,
GraphQLString
} from 'graphql';
const ExchangeType = new GraphQLObjectType({
name: 'Exchange',
fields: () => ({
name: { type: GraphQLString }
}),
});
export default ExchangeType;
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import {
GraphQLObjectType,
GraphQLString
} from 'graphql';
const FileType = new GraphQLObjectType({
name: 'File',
fields: () => ({
container: { type: GraphQLString },
filePath: { type: GraphQLString },
storage: { type: GraphQLString },
accessKey: { type: GraphQLString },
fileContent: { type: GraphQLString }
}),
});
export default FileType;
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import {
GraphQLObjectType,
GraphQLString
} from 'graphql';
const HostType = new GraphQLObjectType({
name: 'Host',
fields: () => ({
url: { type: GraphQLString },
storage: { type: GraphQLString },
container: { type: GraphQLString },
accessKey: { type: GraphQLString },
ownerKey: { type: GraphQLString }
}),
});
export default HostType;
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import {
GraphQLObjectType,
GraphQLString,
GraphQLList
} from 'graphql'
import { PanelType } from './index'
const ModuleType = new GraphQLObjectType({
name: 'Module',
fields: () => ({
codeName: { type: GraphQLString },
moduleName: { type: GraphQLString },
description: { type: GraphQLString },
profilePicture: { type: GraphQLString },
panels: {
type: new GraphQLList(PanelType),
resolve(parent) {
return parent.panels;
}
}
}),
});
export default ModuleType;
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import {
GraphQLObjectType,
GraphQLString
} from 'graphql';
const PanelType = new GraphQLObjectType({
name: 'Panel',
fields: () => ({
codeName: { type: GraphQLString },
moduleName: { type: GraphQLString },
event: { type: GraphQLString }
}),
});
export default PanelType;
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import {
GraphQLObjectType,
GraphQLString,
GraphQLList
} from 'graphql';
import { ModuleType } from './index'
const PlotterType = new GraphQLObjectType({
name: 'Plotter',
fields: () => ({
codeName: { type: GraphQLString },
displayName: { type: GraphQLString },
host: { type: GraphQLString },
modules: {
type: new GraphQLList(ModuleType),
resolve(parent) {
return parent.modules;
}
},
repo: { type: GraphQLString },
configFile: { type: GraphQLString }
}),
});
export default PlotterType;
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import {
GraphQLObjectType,
GraphQLString
} from 'graphql';
import { HostType } from './index';
const PlotterReferenceType = new GraphQLObjectType({
name: 'PlotterReference',
fields: () => ({
devTeam: { type: GraphQLString },
codeName: { type: GraphQLString },
host: {
type: HostType,
resolve(parent) {
return parent.host;
}
},
moduleName: { type: GraphQLString },
repo: { type: GraphQLString }
}),
});
export default PlotterReferenceType;
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import {
GraphQLObjectType,
GraphQLString,
GraphQLList
} from 'graphql';
import { ExchangeType, DataSetType, PlotterReferenceType } from './index'
const ProductType = new GraphQLObjectType({
name: 'Product',
fields: () => ({
codeName: { type: GraphQLString },
displayName: { type: GraphQLString },
description: { type: GraphQLString },
dataSets: {
type: new GraphQLList(DataSetType),
resolve(parent) {
return parent.dataSets;
}
},
exchangeList: {
type: new GraphQLList(ExchangeType),
resolve(parent) {
return parent.exchangeList;
}
},
plotter: { type: PlotterReferenceType }
}),
});
export default ProductType;
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import {
GraphQLObjectType,
GraphQLString,
GraphQLList
} from 'graphql';
import { BotType, PlotterType, HostType } from './index';
const TeamType = new GraphQLObjectType({
name: 'Team',
fields: () => ({
codeName: { type: GraphQLString },
displayName: { type: GraphQLString },
host: {
type: HostType,
resolve(parent) {
return parent.host;
}
},
bots: {
type: new GraphQLList(BotType),
resolve(parent) {
return parent.bots;
}
},
plotters: {
type: new GraphQLList(PlotterType),
resolve(parent) {
return parent.plotters;
}
}
}),
});
export default TeamType;
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import TeamType from './Team';
import BotType from './Bot';
import EventHostType from './EventHost';
import HostType from './Host';
import EcosystemType from './Ecosystem';
import FileType from './File';
import PanelType from './Panel';
import ModuleType from './Module';
import PlotterType from './Plotter';
import CompetitionType from './Competition';
import PlotterReferenceType from './PlotterReference';
import ProductType from './Product';
import DataSetType from './DataSet';
import DataRangeType from './DataRange';
import ExchangeType from './Exchange';
export {
TeamType,
BotType,
EventHostType,
HostType,
EcosystemType,
FileType,
PanelType,
ModuleType,
PlotterType,
CompetitionType,
PlotterReferenceType,
ProductType,
DataSetType,
DataRangeType,
ExchangeType
};
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import {
GraphQLInputObjectType,
GraphQLString,
GraphQLNonNull
} from 'graphql';
const Type = new GraphQLInputObjectType({
name: 'BotInput',
description: 'Payload for bot input.',
fields: () => ({
codeName: { type: new GraphQLNonNull(GraphQLString) },
productCodeName: { type: GraphQLString },
devTeam: { type: GraphQLString},
displayName: { type: GraphQLString },
repo: { type: GraphQLString },
configFile: { type: GraphQLString },
cloneId: { type: GraphQLString },
validPeriod: { type: GraphQLString },
}),
});
export default Type;
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import {
GraphQLInputObjectType,
GraphQLString,
GraphQLList
} from 'graphql';
const Type = new GraphQLInputObjectType({
name: 'DataSetInput',
description: 'Payload for data set input.',
fields: () => ({
codeName: { type: new GraphQLNonNull(GraphQLString) },
type: { type: new GraphQLNonNull(GraphQLString) },
filePath: { type: new GraphQLNonNull(GraphQLString) },
fileName: { type: new GraphQLNonNull(GraphQLString) },
validPeriods: { type: new GraphQLList(GraphQLString) }
}),
});
export default Type;
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import {
GraphQLString,
GraphQLInputObjectType,
GraphQLNonNull
} from 'graphql';
import { HostInputType } from './index';
const Type = new GraphQLInputObjectType({
name: 'DeleteTeamInput',
description: 'Payload for team input',
fields: () => ({
codeName: { type: new GraphQLNonNull(GraphQLString) },
host: { type: HostInputType }
}),
});
export default Type;
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import {
GraphQLInputObjectType,
GraphQLString,
GraphQLNonNull
} from 'graphql';
const Type = new GraphQLInputObjectType({
name: 'ExchangeInput',
description: 'Payload for exchange input.',
fields: () => ({
name: { type: new GraphQLNonNull(GraphQLString) }
}),
});
export default Type;
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import {
GraphQLInputObjectType,
GraphQLString,
GraphQLNonNull
} from 'graphql';
const Type = new GraphQLInputObjectType({
name: 'FileInput',
description: 'Payload for file input.',
fields: () => ({
container: { type: new GraphQLNonNull(GraphQLString) },
filePath: { type: new GraphQLNonNull(GraphQLString) },
storage: { type: new GraphQLNonNull(GraphQLString) },
accessKey: { type: GraphQLString },
fileContent: { type: GraphQLString }
}),
});
export default Type;
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import {
GraphQLInputObjectType,
GraphQLString
} from 'graphql';
const Type = new GraphQLInputObjectType({
name: 'HostInput',
description: 'Payload for host input.',
fields: () => ({
url: { type: GraphQLString },
storage: { type: GraphQLString },
container: { type: GraphQLString },
accessKey: { type: GraphQLString }
}),
});
export default Type;
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import {
GraphQLInputObjectType,
GraphQLString,
GraphQLNonNull
} from 'graphql';
const Type = new GraphQLInputObjectType({
name: 'PlotterInput',
description: 'Payload for plotter input.',
fields: () => ({
devTeam: { type: new GraphQLNonNull(GraphQLString) },
codeName: { type: new GraphQLNonNull(GraphQLString) },
moduleName: { type: new GraphQLNonNull(GraphQLString) }
}),
});
export default Type;
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import {
GraphQLInputObjectType,
GraphQLString,
GraphQLNonNull
} from 'graphql';
import { DataSetInputType } from './index';
import { ExchangeInputType } from './index';
import { PlotterInputType } from './index';
const Type = new GraphQLInputObjectType({
name: 'ProductInput',
description: 'Payload for product input.',
fields: () => ({
codeName: { type: new GraphQLNonNull(GraphQLString) },
displayName: { type: new GraphQLNonNull(GraphQLString) },
description: { type: GraphQLString },
dataSets: { type: new GraphQLList(DataSetInputType) },
exchangeList: { type: new GraphQLList(ExchangeInputType) },
plotter: { type: PlotterInputType }
}),
});
export default Type;
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import {
GraphQLString,
GraphQLInputObjectType,
GraphQLNonNull
} from 'graphql';
import { BotInputType, HostInputType } from './index';
const Type = new GraphQLInputObjectType({
name: 'TeamInput',
description: 'Payload for team input',
fields: () => ({
codeName: { type: new GraphQLNonNull(GraphQLString) },
displayName: { type: new GraphQLNonNull(GraphQLString) },
host: { type: HostInputType },
bot: { type: new GraphQLNonNull(BotInputType) },
plotter: { type: BotInputType }
}),
});
export default Type;
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import TeamInputType from './Team'
import BotInputType from './Bot'
import HostInputType from './Host'
import FileInputType from './File'
import DeleteTeamInputType from './DeleteTeam'
import DataSetInputType from './DataSet'
import ExchangeInputType from './Exchange'
import PlotterInputType from './Plotter'
import ProductInputType from './Product'
export {
TeamInputType,
BotInputType,
HostInputType,
FileInputType,
DeleteTeamInputType,
DataSetInputType,
ExchangeInputType,
PlotterInputType,
ProductInputType
}
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import beautify from 'json-beautify'
import logger from '../utils/logger'
import readFile from '../utils/readFile'
export const copyBot = async (teamCodeName, botCodeName, botDisplayName, writeFileContent) => {
try {
logger.debug('copyBot started for bot %s', botCodeName)
// File imports
const botCode = await readFile('./src/storage/templates/TradingBot/User.Bot.js')
const config = await readFile('./src/storage/templates/TradingBot/this.bot.config.json')
// Change config to adapt the new indicator
let parsedConfig = JSON.parse(config)
parsedConfig.displayName = botDisplayName
parsedConfig.codeName = botCodeName
parsedConfig.devTeam = teamCodeName
parsedConfig.profilePicture = botCodeName + '.png'
parsedConfig.processes[0].statusDependencies[0].devTeam = teamCodeName
parsedConfig.processes[0].statusDependencies[0].bot = botCodeName
parsedConfig.processes[0].statusDependencies[1].devTeam = teamCodeName
parsedConfig.processes[0].statusDependencies[1].bot = 'simulator-' + botCodeName
parsedConfig.processes[0].statusDependencies[2].devTeam = teamCodeName
parsedConfig.processes[0].statusDependencies[2].bot = 'simulator-' + botCodeName
parsedConfig.processes[0].dataDependencies[1].devTeam = teamCodeName
parsedConfig.processes[0].dataDependencies[1].bot = 'simulator-' + botCodeName
parsedConfig.processes[0].dataDependencies[2].devTeam = teamCodeName
parsedConfig.processes[0].dataDependencies[2].bot = 'simulator-' + botCodeName
// Creating a new trading bot
let newBotPath = teamCodeName + '/bots/' + botCodeName + '-Trading-Bot'
await writeFileContent(teamCodeName, newBotPath + '/Trading-Process/User.Bot.js', botCode)
await writeFileContent(teamCodeName, newBotPath + '/this.bot.config.json', beautify(parsedConfig, null, 2, 80))
return parsedConfig
} catch (err) {
logger.error('copyBot error for bot: %s. %s', botCodeName, err)
throw err
}
}
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import beautify from 'json-beautify'
import logger from '../utils/logger'
import readFile from '../utils/readFile'
export const copySimulator = async (teamCodeName, botCodeName, botDisplayName, writeFileContent) => {
try {
logger.debug('copySimulator started for bot %s', 'simulator-' + botCodeName)
// File imports
const commons = await readFile('./src/storage/templates/Simulator/Commons.js')
const config = await readFile('./src/storage/templates/Simulator/this.bot.config.json')
const codeDaily = await readFile('./src/storage/templates/Simulator/User.Bot.Daily.js')
const codeMarket = await readFile('./src/storage/templates/Simulator/User.Bot.Market.js')
// Change config to adapt the new indicator
let newBotCodeName = 'simulator-' + botCodeName
let parsedConfig = JSON.parse(config)
parsedConfig.displayName = 'Simulator ' + botDisplayName
parsedConfig.codeName = newBotCodeName
parsedConfig.devTeam = teamCodeName
parsedConfig.profilePicture = newBotCodeName + '.png'
parsedConfig.processes[0].statusDependencies[0].devTeam = teamCodeName
parsedConfig.processes[0].statusDependencies[0].bot = newBotCodeName
parsedConfig.processes[1].statusDependencies[2].devTeam = teamCodeName
parsedConfig.processes[1].statusDependencies[2].bot = newBotCodeName
//Changing Indicator Output
parsedConfig.products[0].storageAccount = teamCodeName
parsedConfig.products[0].dataSets[0].filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Trading-Simulation/Multi-Period-Market/@Period'
parsedConfig.products[0].dataSets[1].filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Trading-Simulation/Multi-Period-Daily/@Period/@Year/@Month/@Day'
parsedConfig.products[0].dataSets[1].dataRange.filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Trading-Simulation/Multi-Period-Daily'
parsedConfig.products[1].storageAccount = teamCodeName
parsedConfig.products[1].dataSets[0].filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Conditions/Multi-Period-Market/@Period'
parsedConfig.products[1].dataSets[1].filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Conditions/Multi-Period-Daily/@Period/@Year/@Month/@Day'
parsedConfig.products[1].dataSets[1].dataRange.filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Conditions/Multi-Period-Daily'
parsedConfig.products[2].storageAccount = teamCodeName
parsedConfig.products[2].dataSets[0].filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Strategies/Multi-Period-Market/@Period'
parsedConfig.products[2].dataSets[1].filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Strategies/Multi-Period-Daily/@Period/@Year/@Month/@Day'
parsedConfig.products[2].dataSets[1].dataRange.filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Strategies/Multi-Period-Daily'
parsedConfig.products[3].storageAccount = teamCodeName
parsedConfig.products[3].dataSets[0].filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Trades/Multi-Period-Market/@Period'
parsedConfig.products[3].dataSets[1].filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Trades/Multi-Period-Daily/@Period/@Year/@Month/@Day'
parsedConfig.products[3].dataSets[1].dataRange.filePath = teamCodeName + '/' + parsedConfig.codeName + '.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Trades/Multi-Period-Daily'
// Write the new files
let newSimulatorName = newBotCodeName + '-Indicator-Bot'
let newSimulatorPath = teamCodeName + '/bots/' + newSimulatorName
await writeFileContent(teamCodeName, newSimulatorPath + '/Commons.js', commons)
await writeFileContent(teamCodeName, newSimulatorPath + '/this.bot.config.json', beautify(parsedConfig, null, 2, 80))
await writeFileContent(teamCodeName, newSimulatorPath + '/Multi-Period-Daily/User.Bot.js', codeDaily)
await writeFileContent(teamCodeName, newSimulatorPath + '/Multi-Period-Market/User.Bot.js', codeMarket)
logger.debug('copySimulator completed for bot %s', newBotCodeName)
return parsedConfig
} catch (err) {
logger.error('copySimulator error for bot: %s. %s', botCodeName, err)
throw err
}
}
export const removeSimulator = async (storage, teamCodeName, botCodeName) => {
try {
logger.debug('removeSimulator started for bot %s', botCodeName)
// Delete simulator code
let newSimulatorName = 'simulator-' + botCodeName + '-Indicator-Bot'
let newSimulatorPath = teamCodeName + '/bots/' + newSimulatorName
await storage.deleteBlob(teamCodeName, newSimulatorPath + '/Commons.js')
await storage.deleteBlob(teamCodeName, newSimulatorPath + '/this.bot.config.json')
await storage.deleteBlob(teamCodeName, newSimulatorPath + '/Multi-Period-Daily/User.Bot.js')
await storage.deleteBlob(teamCodeName, newSimulatorPath + '/Multi-Period-Market/User.Bot.js')
logger.debug('removeSimulator completed for bot %s', botCodeName)
} catch (err) {
logger.error('copySimulator error for bot %s: %s', botCodeName, err)
throw err
}
}
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import {
Aborter,
BlobURL,
BlockBlobURL,
ContainerURL,
ServiceURL,
StorageURL,
SharedKeyCredential,
AnonymousCredential
} from '@azure/storage-blob'
const getService = () => {
// Use SharedKeyCredential with storage account and account key
const sharedKeyCredential = new SharedKeyCredential(process.env.AZURE_BASE_URL, process.env.AZURE_CONNECTION_STRING);
// Use sharedKeyCredential, tokenCredential or anonymousCredential to create a pipeline
const pipeline = StorageURL.newPipeline(sharedKeyCredential, {
retryOptions: { maxTries: 10 }
});
// List containers
const serviceURL = new ServiceURL(
// When using AnonymousCredential, following url should include a valid SAS or support public access
`https://${process.env.AZURE_BASE_URL}.blob.core.windows.net`,
pipeline
)
return serviceURL
}
export const getFileContentRemote = async (containerName, blobName, storage, accessKey) => {
const pipeline = StorageURL.newPipeline(new AnonymousCredential(), {
retryOptions: { maxTries: 10 }
})
const serviceURLWithAccessKey = new ServiceURL(
`${storage}${accessKey}`,
pipeline
);
const containerURL = ContainerURL.fromServiceURL(serviceURLWithAccessKey, containerName)
const blockBlobURL = BlockBlobURL.fromContainerURL(containerURL, blobName)
let downloadResponse = await blockBlobURL.download(Aborter.none, 0)
return await streamToString(downloadResponse.readableStreamBody)
}
export const getFileContent = async (containerName, blobName) => {
const containerURL = ContainerURL.fromServiceURL(getService(), containerName)
const blockBlobURL = BlockBlobURL.fromContainerURL(containerURL, blobName)
let downloadResponse = await blockBlobURL.download(Aborter.none, 0)
return await streamToString(downloadResponse.readableStreamBody)
}
export const writeFileContent = async (containerName, blobName, content) => {
const containerURL = ContainerURL.fromServiceURL(getService(), containerName)
const blobURL = BlobURL.fromContainerURL(containerURL, blobName)
const blockBlobURL = BlockBlobURL.fromBlobURL(blobURL)
await blockBlobURL.upload(
Aborter.none,
content,
content.length
)
}
export const deleteBlob = async (containerName, blobName) => {
const containerURL = ContainerURL.fromServiceURL(getService(), containerName)
const blockBlobURL = BlockBlobURL.fromContainerURL(containerURL, blobName)
await blockBlobURL.delete(Aborter.none)
}
export const deleteContainer = async (containerName) => {
const containerURL = ContainerURL.fromServiceURL(getService(), containerName)
await containerURL.delete(Aborter.none)
}
export const createContainer = async (containerName) => {
const containerURL = ContainerURL.fromServiceURL(getService(), containerName)
await containerURL.create(Aborter.none)
}
// A helper method used to read a Node.js readable stream into string
async function streamToString(readableStream) {
return new Promise((resolve, reject) => {
const chunks = []
readableStream.on('data', data => {
chunks.push(data.toString());
})
readableStream.on('end', () => {
resolve(chunks.join(''))
})
readableStream.on('error', reject)
})
}
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import { Client } from 'minio'
const getService = () => {
let service = new Client({
endPoint: process.env.MINIO_END_POINT,
port: JSON.parse(process.env.MINIO_PORT),
useSSL: JSON.parse(process.env.MINIO_USE_SSL),
accessKey: process.env.MINIO_ACCESS_KEY,
secretKey: process.env.MINIO_SECRET_KEY
})
return service
}
export const getFileContent = async (containerName, blobName) => {
let service = getService()
let chunks = []
let fileContent = await new Promise(function (resolve, reject) {
service.getObject(containerName, blobName, function (error, dataStream) {
if (error) {
reject(error)
}
if (dataStream != undefined) {
dataStream.on('data', function (chunk) {
chunks.push(chunk.toString())
})
dataStream.on('end', function () {
resolve(chunks.join(''))
})
dataStream.on('error', function (e) {
reject(e)
})
} else {
resolve('')
}
})
})
return fileContent
}
export const writeFileContent = async (containerName, blobName, content) => {
let service = getService()
await new Promise(function (resolve, reject) {
service.putObject(containerName, blobName, content, 'text/plain', function (error) {
if (error) {
reject(error)
}
resolve()
})
})
}
export const createContainer = async (containerName) => {
let service = getService()
await new Promise(function (resolve, reject) {
service.makeBucket(containerName, '', function (error) {
if (error) {
reject(error)
}
resolve()
})
})
}
export const deleteContainer = async (containerName) => {
let service = getService()
let objectsStream = service.listObjects(containerName, '', true)
let totalObjects = 0
let removed = 0
objectsStream.on('data', async function (obj) {
totalObjects++
await new Promise(function (resolve, reject) {
service.removeObject(containerName, obj.name, function (e) {
if (e) reject(e)
removed++
resolve()
})
})
})
objectsStream.on('error', function (e) {
throw e
})
objectsStream.on('end', async function (e) {
await removeBucket()
})
function removeBucket() {
if (totalObjects === removed) {
new Promise(function (resolve, reject) {
service.removeBucket(containerName, function (e) {
if (e) reject(e)
resolve()
})
})
} else {
setTimeout(removeBucket, 2000)
}
}
}
File diff suppressed because it is too large. Load diff
@@ -0,0 +1,553 @@
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileStorage) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const MODULE_NAME = "User Bot";
const EXECUTION_FOLDER_NAME = "Trading-Execution";
const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation";
const CONDITIONS_FOLDER_NAME = "Simulation-Conditions";
const STRATEGIES_FOLDER_NAME = "Simulation-Strategies";
const TRADES_FOLDER_NAME = "Simulation-Trades";
const commons = COMMONS.newCommons(bot, logger, UTILITIES);
thisObject = {
initialize: initialize,
start: start
};
let utilities = UTILITIES.newCloudUtilities(bot, logger);
let dataDependencies;
return thisObject;
function initialize(pDataDependencies, callBackFunction) {
try {
logger.fileName = MODULE_NAME;
logger.initialize();
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
dataDependencies = pDataDependencies;
callBackFunction(global.DEFAULT_OK_RESPONSE);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function start(dataFiles, timePeriod, outputPeriodLabel, currentDay, startDate, endDate, interExecutionMemory, callBackFunction) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
let market = global.MARKET;
let dataFile;
let recordsArray
let conditionsArray
let strategiesArray
let tradesArray
let lastObjectsArray
let tradingSystem = {};
commons.initializeData();
for (let i = 0; i < dataDependencies.config.length; i++) {
let dependency = dataDependencies.config[i];
dataFile = dataFiles[i];
switch (i) {
case 0: {
commons.buildLRC(dataFile, callBackFunction);
break;
}
case 1: {
commons.buildPercentageBandwidthMap(dataFile, callBackFunction);
break;
}
case 2: {
commons.buildBollingerBandsMap(dataFile, callBackFunction);
break;
}
case 3: {
commons.buildBollingerChannelsArray(dataFile, callBackFunction);
break;
}
case 4: {
commons.buildBollingerSubChannelsArray(dataFile, callBackFunction);
break;
}
case 5: {
commons.buildCandles(dataFile, callBackFunction);
break;
}
}
}
commons.runSimulation(
timePeriod,
currentDay,
startDate,
endDate,
interExecutionMemory,
writeFiles,
callBackFunction)
function writeFiles(pTradingSystem, pExecutionArray, pRecordsArray, pConditionsArray, pStrategiesArray, pTradesArray, pLastObjectsArray) {
tradingSystem = pTradingSystem
executionArray = pExecutionArray
recordsArray = pRecordsArray
conditionsArray = pConditionsArray
strategiesArray = pStrategiesArray
tradesArray = pTradesArray
lastObjectsArray = pLastObjectsArray
writeExecutionFile()
}
function writeExecutionFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < executionArray.length; i++) {
let record = executionArray[i];
/* Will only add to the file the records of the current day */
if (record.begin < currentDay.valueOf()) { continue; }
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
JSON.stringify(record.executionRecord) + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + EXECUTION_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeRecordsFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeRecordsFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < recordsArray.length; i++) {
let record = recordsArray[i];
/* Will only add to the file the records of the current day */
if (record.begin < currentDay.valueOf()) { continue; }
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
record.type + "," +
record.marketRate + "," +
record.amount + "," +
record.balanceA + "," +
record.balanceB + "," +
record.profit + "," +
record.lastTradeProfitLoss + "," +
record.stopLoss + "," +
record.roundtrips + "," +
record.hits + "," +
record.fails + "," +
record.hitRatio + "," +
record.ROI + "," +
record.periods + "," +
record.days + "," +
record.anualizedRateOfReturn + "," +
record.positionRate + "," +
record.lastTradeROI + "," +
record.strategy + "," +
record.strategyStageNumber + "," +
record.takeProfit + "," +
record.stopLossPhase + "," +
record.takeProfitPhase + "," +
JSON.stringify(record.executionRecord) + "," +
record.positionSize + "," +
record.initialBalanceA + "," +
record.minimumBalanceA + "," +
record.maximumBalanceA + "," +
record.initialBalanceB + "," +
record.minimumBalanceB + "," +
record.maximumBalanceB + "," +
record.baseAsset + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeConditionsFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeConditionsFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < conditionsArray.length; i++) {
let record = conditionsArray[i];
/* Will only add to the file the records of the current day */
if (record.begin < currentDay.valueOf()) { continue; }
let conditions = "";
let conditionsSeparator = "";
/* Will only add to the file the records of the current day */
if (record.begin < currentDay.valueOf()) { continue; }
for (let j = 0; j < record.length - 3; j++) {
conditions = conditions + conditionsSeparator + record[j];
if (conditionsSeparator === "") { conditionsSeparator = ","; }
}
conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values.
conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors.
conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues.
fileContent = fileContent + separator + '[' + conditions + ']';
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
fileContent = "[" + JSON.stringify(tradingSystem) + "," + JSON.stringify(lastObjectsArray) + "," + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeStrategiesFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeStrategiesFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < strategiesArray.length; i++) {
let record = strategiesArray[i];
/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
at the current date. */
if (record.end < currentDay.valueOf()) { continue; }
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
record.status + "," +
record.number + "," +
record.beginRate + "," +
record.endRate + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeTradesFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeTradesFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < tradesArray.length; i++) {
let record = tradesArray[i];
/* Will only add to the file the records of the current day. In this case since objects can span more than one day, we add all of the objects that ends
at the current date. */
if (record.end < currentDay.valueOf()) { continue; }
if (record.stopRate === undefined) { record.stopRate = 0}
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
record.status + "," +
record.lastTradeROI + "," +
record.beginRate + "," +
record.endRate + "," +
record.exitType + "," +
record.stopRate + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let dateForPath = currentDay.getUTCFullYear() + '/' + utilities.pad(currentDay.getUTCMonth() + 1, 2) + '/' + utilities.pad(currentDay.getUTCDate(), 2);
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Daily" + "/" + outputPeriodLabel + "/" + dateForPath;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
callBackFunction(global.DEFAULT_OK_RESPONSE);
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
};
@@ -0,0 +1,518 @@
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, fileStorage) {
const FULL_LOG = true;
const LOG_FILE_CONTENT = false;
const MODULE_NAME = "User Bot";
const EXECUTION_FOLDER_NAME = "Trading-Execution";
const SIMULATED_RECORDS_FOLDER_NAME = "Trading-Simulation";
const CONDITIONS_FOLDER_NAME = "Simulation-Conditions";
const STRATEGIES_FOLDER_NAME = "Simulation-Strategies";
const TRADES_FOLDER_NAME = "Simulation-Trades";
const commons = COMMONS.newCommons(bot, logger, UTILITIES);
thisObject = {
initialize: initialize,
start: start
};
let dataDependencies;
return thisObject;
function initialize(pDataDependencies, callBackFunction) {
try {
logger.fileName = MODULE_NAME;
logger.initialize();
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
dataDependencies = pDataDependencies;
callBackFunction(global.DEFAULT_OK_RESPONSE);
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function start(dataFiles, timePeriod, outputPeriodLabel, startDate, endDate, callBackFunction) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
let market = global.MARKET;
let dataFile;
let recordsArray
let conditionsArray
let strategiesArray
let tradesArray
let lastObjectsArray
let tradingSystem = {};
let interExecutionMemory = {};
let currentDay = bot.processDatetime;
commons.initializeData();
for (let i = 0; i < dataDependencies.config.length; i++) {
let dependency = dataDependencies.config[i];
dataFile = dataFiles[i];
switch (i) {
case 0: {
commons.buildLRC(dataFile, callBackFunction);
break;
}
case 1: {
commons.buildPercentageBandwidthMap(dataFile, callBackFunction);
break;
}
case 2: {
commons.buildBollingerBandsMap(dataFile, callBackFunction);
break;
}
case 3: {
commons.buildBollingerChannelsArray(dataFile, callBackFunction);
break;
}
case 4: {
commons.buildBollingerSubChannelsArray(dataFile, callBackFunction);
break;
}
case 5: {
commons.buildCandles(dataFile, callBackFunction);
break;
}
}
}
commons.runSimulation(
timePeriod,
currentDay,
startDate,
endDate,
interExecutionMemory,
writeFiles,
callBackFunction)
function writeFiles(pTradingSystem, pExecutionArray, pRecordsArray, pConditionsArray, pStrategiesArray, pTradesArray, pLastObjectsArray) {
tradingSystem = pTradingSystem
executionArray = pExecutionArray
recordsArray = pRecordsArray
conditionsArray = pConditionsArray
strategiesArray = pStrategiesArray
tradesArray = pTradesArray
lastObjectsArray = pLastObjectsArray
writeExecutionFile()
}
function writeExecutionFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < executionArray.length; i++) {
let record = executionArray[i];
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
JSON.stringify(record.executionRecord) + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + EXECUTION_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + outputPeriodLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeExecutionFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeRecordsFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeExecutionFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeRecordsFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < recordsArray.length; i++) {
let record = recordsArray[i];
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
record.type + "," +
record.marketRate + "," +
record.amount + "," +
record.balanceA + "," +
record.balanceB + "," +
record.profit + "," +
record.lastTradeProfitLoss + "," +
record.stopLoss + "," +
record.roundtrips + "," +
record.hits + "," +
record.fails + "," +
record.hitRatio + "," +
record.ROI + "," +
record.periods + "," +
record.days + "," +
record.anualizedRateOfReturn + "," +
record.positionRate + "," +
record.lastTradeROI + "," +
record.strategy + "," +
record.strategyStageNumber + "," +
record.takeProfit + "," +
record.stopLossPhase + "," +
record.takeProfitPhase + "," +
JSON.stringify(record.executionRecord) + "," +
record.positionSize + "," +
record.initialBalanceA + "," +
record.minimumBalanceA + "," +
record.maximumBalanceA + "," +
record.initialBalanceB + "," +
record.minimumBalanceB + "," +
record.maximumBalanceB + "," +
record.baseAsset + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + SIMULATED_RECORDS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + outputPeriodLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeRecordsFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeConditionsFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeRecordsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeConditionsFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < conditionsArray.length; i++) {
let record = conditionsArray[i];
let conditions = "";
let conditionsSeparator = "";
for (let j = 0; j < record.length - 3; j++) {
conditions = conditions + conditionsSeparator + record[j];
if (conditionsSeparator === "") { conditionsSeparator = ","; }
}
conditions = conditions + conditionsSeparator + '[' + record[record.length - 3] + ']'; // The last item contains an Array of condition values.
conditions = conditions + conditionsSeparator + '[' + record[record.length - 2] + ']'; // The last item contains an Array of formulaErrors.
conditions = conditions + conditionsSeparator + '[' + record[record.length - 1] + ']'; // The last item contains an Array of formulaValues.
fileContent = fileContent + separator + '[' + conditions + ']';
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
fileContent = "[" + JSON.stringify(tradingSystem) + "," + JSON.stringify(lastObjectsArray) + "," + fileContent + "]";
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + CONDITIONS_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + outputPeriodLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeConditionsFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeStrategiesFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeConditionsFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeStrategiesFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < strategiesArray.length; i++) {
let record = strategiesArray[i];
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
record.status + "," +
record.number + "," +
record.beginRate + "," +
record.endRate + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + STRATEGIES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + outputPeriodLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStrategiesFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
writeTradesFile();
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeStrategiesFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function writeTradesFile() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> Entering function."); }
let separator = "";
let fileRecordCounter = 0;
let fileContent = "";
for (let i = 0; i < tradesArray.length; i++) {
let record = tradesArray[i];
if (record.stopRate === undefined) { record.stopRate = 0 }
fileContent = fileContent + separator + '[' +
record.begin + "," +
record.end + "," +
record.status + "," +
record.lastTradeROI + "," +
record.beginRate + "," +
record.endRate + "," +
record.exitType + "," +
record.stopRate + "]";
if (separator === "") { separator = ","; }
fileRecordCounter++;
}
fileContent = "[" + fileContent + "]";
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
let filePathRoot = bot.devTeam + "/" + bot.codeName + "." + bot.version.major + "." + bot.version.minor + "/" + global.CLONE_EXECUTOR.codeName + "." + global.CLONE_EXECUTOR.version + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
let filePath = filePathRoot + "/Output/" + TRADES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + outputPeriodLabel;
filePath += '/' + fileName
fileStorage.createTextFile(bot.devTeam, filePath, fileContent + '\n', onFileCreated);
function onFileCreated(err) {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> onFileCreated -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> writeTradesFile -> onFileCreated -> fileContent = " + fileContent); }
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> market = " + market.assetA + "_" + market.assetB);
callBackFunction(err);
return;
}
callBackFunction(global.DEFAULT_OK_RESPONSE);
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> onFileCreated -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> writeTradesFile -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
};
@@ -0,0 +1,387 @@
{
"displayName": "Jason",
"codeName": "AAJason",
"type": "Indicator",
"version": {
"major": 1,
"minor": 0,
"patch": 0
},
"devTeam": "AAMasters",
"profilePicture": "Jason.png",
"dataSetVersion": "dataSet.V1",
"processes": [
{
"name": "Multi-Period-Market",
"description": "Produces a single file for each time period covering all the market.",
"normalWaitTime": 60000,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,
"comaWaitTime": 86400000,
"framework": {
"name": "Multi-Period-Market",
"startDate": {
"fixedDate": "2018-07-01"
},
"endDate": {
}
},
"statusDependencies": [
{
"devTeam": "AAMasters",
"bot": "AAJason",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Multi-Period-Market",
"dataSetVersion": "dataSet.V1"
}
],
"dataDependencies": [
{
"devTeam": "AAVikings",
"bot": "AAGauss",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "LRC-Points",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Market"
},
{
"devTeam": "AAMasters",
"bot": "AAChris",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Percentage-Bandwidth",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Market"
},
{
"devTeam": "AAMasters",
"bot": "AAChris",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Bollinger-Bands",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Market"
},
{
"devTeam": "AAMasters",
"bot": "AAPaula",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Bollinger-Standard-Channels",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Market"
},
{
"devTeam": "AAMasters",
"bot": "AAPaula",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Bollinger-Standard-Sub-Channels",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Market"
},
{
"devTeam": "AAMasters",
"bot": "AAOlivia",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Candles",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Market"
}
]
},
{
"name": "Multi-Period-Daily",
"description": "Produces a Daily File at each time period.",
"normalWaitTime": 60000,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,
"comaWaitTime": 86400000,
"framework": {
"name": "Multi-Period-Daily",
"validPeriods": [ "15-min", "10-min", "05-min"],
"startDate": {
"fixedDate": "2018-07-01"
},
"endDate": {
"takeItFromStatusDependency": 1
}
},
"statusDependencies": [
{
"devTeam": "AAMasters",
"bot": "AACharly",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Historic-Trades",
"dataSetVersion": "dataSet.V1"
},
{
"devTeam": "AAMasters",
"bot": "AAOlivia",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Multi-Period-Daily",
"dataSetVersion": "dataSet.V1"
},
{
"devTeam": "AAMasters",
"bot": "AAJason",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Multi-Period-Daily",
"dataSetVersion": "dataSet.V1"
}
],
"dataDependencies": [
{
"devTeam": "AAVikings",
"bot": "AAGauss",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "LRC-Points",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Daily"
},
{
"devTeam": "AAMasters",
"bot": "AAChris",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Percentage-Bandwidth",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Daily"
},
{
"devTeam": "AAMasters",
"bot": "AAChris",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Bollinger-Bands",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Daily"
},
{
"devTeam": "AAMasters",
"bot": "AAPaula",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Bollinger-Standard-Channels",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Daily"
},
{
"devTeam": "AAMasters",
"bot": "AAPaula",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Bollinger-Standard-Sub-Channels",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Daily"
},
{
"devTeam": "AAMasters",
"bot": "AAOlivia",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Candles",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Daily"
}
]
}
],
"products": [
{
"codeName": "Trading-Simulation",
"displayName": "Trading Simulation",
"description": "Trading Simulation",
"storageAccount": "aajason",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Trading-Simulation/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [ "15-min", "10-min", "05-min" ],
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Trading-Simulation/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Trading-Simulation/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "TradingSimulation"
}
},
{
"codeName": "Simulation-Conditions",
"displayName": "Simulation Conditions",
"description": "Simulation Conditions",
"storageAccount": "aajason",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Conditions/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [ "15-min", "10-min", "05-min" ],
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Conditions/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Conditions/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "Conditions"
}
},
{
"codeName": "Simulation-Strategies",
"displayName": "Simulation Strategies",
"description": "Simulation Strategies",
"storageAccount": "aajason",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Strategies/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [ "15-min", "10-min", "05-min" ],
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Strategies/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Strategies/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "Strategies"
}
},
{
"codeName": "Simulation-Trades",
"displayName": "Simulation Trades",
"description": "Simulation Trades",
"storageAccount": "aajason",
"dataSets": [
{
"codeName": "Multi-Period-Market",
"type": "Market Files",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs" ],
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Trades/Multi-Period-Market/@Period",
"fileName": "@AssetA_@AssetB.json"
},
{
"codeName": "Multi-Period-Daily",
"type": "Daily Files",
"validPeriods": [ "15-min", "10-min", "05-min" ],
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Trades/Multi-Period-Daily/@Period/@Year/@Month/@Day",
"fileName": "@AssetA_@AssetB.json",
"dataRange": {
"filePath": "AAMasters/AAJason.1.0/AACloud.1.1/@Exchange/dataSet.V1/Output/Simulation-Trades/Multi-Period-Daily",
"fileName": "Data.Range.@AssetA_@AssetB.json"
}
}
],
"exchangeList": [
{
"name": "Poloniex"
},
{
"name": "Coss"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "Trades"
}
}
]
}
@@ -0,0 +1,915 @@
exports.newUserBot = function newUserBot(bot, logger) {
// Variable used for logs, which will be passed to the logger instance
const MODULE_NAME = 'User Bot'
const LOG_INFO = true
let assistant, fileStorage
let autopilotControl = false
const orderMessage = require("@superalgos/mqservice/orderMessage/orderMessage")
const {
MESSAGE_ENTITY, MESSAGE_TYPE, ORDER_CREATOR, ORDER_TYPE, ORDER_OWNER,
ORDER_DIRECTION, ORDER_STATUS, ORDER_EXIT_OUTCOME, ORDER_MARGIN_ENABLED,
getMessage, createMessageFromObject
} = orderMessage.newOrderMessage()
const axios = require('axios')
const util = require('util')
/*
This objects returns two public functions that will be used to integrate with the platform.
*/
return {
initialize: initialize,
start: start,
setAutopilot: setAutopilot,
executorLogic: executorLogic
}
function initialize(pAssistant, pGenes, callBackFunction) {
try {
logInfo('initialize -> Entering function.')
// Integration with platform logger, when running on cloud
logger.fileName = MODULE_NAME
assistant = pAssistant
if (bot.timePeriodFileStorage === undefined) {
throw new Error("Execution Parameter Time Period not defined.")
}
if (bot.dataSet === undefined) {
throw new Error("Execution Parameter Data Set not defined.")
}
let key = bot.devTeam + '-simulator-' + bot.codeName + '-Trading-Execution-' + bot.dataSet + '-dataSet.V1'
fileStorage = assistant.dataDependencies.dataSets.get(key)
if (fileStorage !== undefined) {
callBackFunction(global.DEFAULT_OK_RESPONSE)
} else {
logError('initialize -> Failed to initialize storage. Key not found:' + key)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
} catch (error) {
logError('initialize -> onDone -> err = ' + error.message)
callBackFunction(global.DEFAULT_FAIL_RESPONSE)
}
}
function logInfo(message) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] ' + message) }
}
function logWarn(message) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[WARN] ' + message) }
}
function logError(message) {
logger.write(MODULE_NAME, '[ERROR] ' + message)
}
function setAutopilot(autopilot) {
autopilotControl = autopilot
}
/*
The start function is called by the platform for executing the bot every 1 minute
*/
function start(callBackFunction) {
logInfo('start -> Entering function.')
const callback = util.callbackify(executorLogic)
callback((err, ret) => {
if (err) {
callBackFunction(err)
} else {
callBackFunction(global.DEFAULT_OK_RESPONSE)
}
})
}
function getValueFromPreviousExecution(key) {
let value = assistant.remindMeOf(key)
if (value === undefined)
value = 0
return value
}
async function executorLogic() {
try {
let indicatorFileContent = await getIndicatorFile()
let simulatorEngineMessage = getSimulatorEngineMessageFromFile(indicatorFileContent)
let stopLoss = getValueFromPreviousExecution('lastStopLoss')
let takeProfit = getValueFromPreviousExecution('lastTakeProfit')
let openTradeSimulatorMessageId = getValueFromPreviousExecution('openTradeSimulatorMessageId')
if (simulatorEngineMessage === undefined) {
if (openTradeSimulatorMessageId > 0) {
logWarn('executorLogic -> Simulator message not available. Will proceed to check if the trade needs to be closed.')
let simulatorMessajeNotFound = -1
await closeTrade(stopLoss, takeProfit, simulatorMessajeNotFound)
}
} else {
logInfo('executorLogic -> Processing simulator record: ' + JSON.stringify(simulatorEngineMessage))
// Verify if there is an inconsistent state between the simulator and executor
let isMessageAnOrder = (simulatorEngineMessage.messageType === MESSAGE_TYPE.Order)
let isMessageAnOrderUpdate = (simulatorEngineMessage.messageType === MESSAGE_TYPE.OrderUpdate)
let isMessageAnOrderClose = (simulatorEngineMessage.messageType === MESSAGE_TYPE.OrderClose)
let isMessageAHeartBeat = (simulatorEngineMessage.messageType === MESSAGE_TYPE.HeartBeat)
let existsAnOpenTrade = (openTradeSimulatorMessageId > 0)
if (existsAnOpenTrade) {
let isOrderMessage = isMessageAnOrder && simulatorEngineMessage.id === openTradeSimulatorMessageId
if (isOrderMessage || isMessageAnOrderUpdate) {
logInfo('Moving the position because it is the same message that caused the open trade or because it is an update.')
await openOrMoveTrade(simulatorEngineMessage)
} else if (isMessageAnOrderClose) {
assistant.rememberThis('closeTradeSimulatorMessageId', simulatorEngineMessage.id)
let isStopLoss = (simulatorEngineMessage.order.exitOutcome === ORDER_EXIT_OUTCOME.StopLoss)
let isTakeProfit = (simulatorEngineMessage.order.exitOutcome === ORDER_EXIT_OUTCOME.StopLoss)
if (isStopLoss) {
stopLoss = assistant.getMarketRate()
takeProfit = 0
} else if (isTakeProfit) {
stopLoss = 0
takeProfit = assistant.getMarketRate()
}
} else if (isMessageAHeartBeat) {
logWarn('An inconsisten state was detected: there is an open trade and a close trade was expected.')
let skippedSimulatorEngineMessage = getSkippedMessageOrderClose(indicatorFileContent)
if (skippedSimulatorEngineMessage === undefined) {
logWarn('There was not a Skipped Message Order Close. Closing the position the best possible.')
stopLoss = assistant.getMarketRate()
takeProfit = 0
} else {
if (skippedSimulatorEngineMessage.id > openTradeSimulatorMessageId) {
logWarn('The Skipped Message Order Close was found and using it to set the SL and TP.')
stopLoss = skippedSimulatorEngineMessage.order.stop
takeProfit = skippedSimulatorEngineMessage.order.takeProfit
} else {
logWarn('One Message Order Close was found but is older than the Open Order. Closing the position the best possible.')
stopLoss = assistant.getMarketRate()
takeProfit = 0
}
}
} else {
logError('Not managed condition.')
}
assistant.rememberThis('lastStopLoss', stopLoss)
assistant.rememberThis('lastTakeProfit', takeProfit)
await closeTrade(stopLoss, takeProfit, openTradeSimulatorMessageId)
} else {
if (isMessageAnOrder) {
await openOrMoveTrade(simulatorEngineMessage)
} else {
logInfo('Nothing to do, there is not an open order.')
}
}
assistant.addExtraData(simulatorEngineMessage) // Adding the record used for the execution
}
} catch (error) {
logError('Error on executorLogic: ' + JSON.stringify(error))
throw error
}
}
async function closeTrade(stopLoss, takeProfit, openTradeSimulatorMessageId) {
let currentRate = assistant.getMarketRate()
let wasExecuted = false
let tradeSize = assistant.getAvailableBalance().assetA
let tradeDirection = ORDER_DIRECTION.Buy
let closeTradeSimulatorMessageId = getValueFromPreviousExecution('closeTradeSimulatorMessageId')
if (process.env.BASE_ASSET === 'assetA') {
wasExecuted = closeTradeSimulatorMessageId > 0 && assistant.getAvailableBalance().assetB === 0 && assistant.getAvailableBalance().assetA > 0
tradeSize = assistant.getAvailableBalance().assetB
tradeDirection = ORDER_DIRECTION.Sell
} else {
wasExecuted = closeTradeSimulatorMessageId > 0 && assistant.getAvailableBalance().assetA === 0 && assistant.getAvailableBalance().assetB > 0
}
// Check completion of current positions at the exchange
let positions = assistant.getPositions()
let isPositionExecuted = false
for (let i = 0; i < positions.length; i++) {
const position = positions[i];
if (position.id === closeTradeSimulatorMessageId && position.status === 'executed') {
isPositionExecuted = true
break
}
}
if (isPositionExecuted || wasExecuted) {
assistant.rememberThis('openTradeSimulatorMessageId', 0)
assistant.rememberThis('closeTradeSimulatorMessageId', 0)
assistant.rememberThis('openTradePositionId', 0)
assistant.rememberThis('lastStopLoss', 0)
assistant.rememberThis('lastTakeProfit', 0)
let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.id = openTradeSimulatorMessageId
simulatorExecutorMessage.order.id = positions.length > 0 ? positions[0].id : 0
simulatorExecutorMessage.order.rate = currentRate
simulatorExecutorMessage.order.stop = stopLoss
simulatorExecutorMessage.order.takeProfit = takeProfit
simulatorExecutorMessage.order.direction = tradeDirection
simulatorExecutorMessage.order.size = tradeSize
simulatorExecutorMessage.order.status = ORDER_STATUS.Placed
simulatorExecutorMessage.order.exitOutcome = ORDER_EXIT_OUTCOME.StopLoss
let message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
}
// Checking Stop Loss & Take Profit
if ((takeProfit > 0 || stopLoss > 0) && closeTradeSimulatorMessageId > 0) {
let exitOutcome
if (takeProfit > 0) {
logInfo('Closing trade with Take Profit.')
exitOutcome = ORDER_EXIT_OUTCOME.TakeProfit
} else {
logInfo('Closing trade with Stop Loss.')
exitOutcome = ORDER_EXIT_OUTCOME.StopLoss
}
try {
let position
if (process.env.BASE_ASSET === 'assetA') {
position = await createSellPosition(currentRate)
} else {
position = await createBuyPosition(currentRate)
}
assistant.rememberThis('closeTradePositionId', position.id)
let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.id = openTradeSimulatorMessageId
simulatorExecutorMessage.order.id = position.id
simulatorExecutorMessage.order.rate = currentRate
simulatorExecutorMessage.order.stop = stopLoss
simulatorExecutorMessage.order.takeProfit = takeProfit
simulatorExecutorMessage.order.direction = tradeDirection
simulatorExecutorMessage.order.size = tradeSize
simulatorExecutorMessage.order.status = ORDER_STATUS.Placed
simulatorExecutorMessage.order.exitOutcome = exitOutcome
let message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
} catch (error) {
let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.id = openTradeSimulatorMessageId
simulatorExecutorMessage.from = MESSAGE_ENTITY.TradingAssistant
simulatorExecutorMessage.to = MESSAGE_ENTITY.SimulationExecutor
simulatorExecutorMessage.order.rate = currentRate
simulatorExecutorMessage.order.stop = stopLoss
simulatorExecutorMessage.order.takeProfit = takeProfit
simulatorExecutorMessage.order.direction = tradeDirection
simulatorExecutorMessage.order.size = tradeSize
simulatorExecutorMessage.order.status = ORDER_STATUS.Rejected
simulatorExecutorMessage.order.exitOutcome = exitOutcome
simulatorExecutorMessage.order.statusDetails = error.message
let message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
} finally {
return
}
}
}
async function openOrMoveTrade(simulatorEngineMessage) {
autopilotControl = true // Force autopilot on for now
if (!autopilotControl) {
autopilotControl = await getAutopilot()
}
if (autopilotControl.autopilot || autopilotControl) {
await openTradeAutopilotOn(simulatorEngineMessage)
} else {
await openTradeAutopilotOff(simulatorEngineMessage)
}
}
async function openTradeAutopilotOn(simulatorEngineMessage) {
let currentRate = assistant.getMarketRate()
let tradeSize = assistant.getAvailableBalance().assetB
let tradeDirection = ORDER_DIRECTION.Sell
if (process.env.BASE_ASSET === 'assetA') {
tradeSize = assistant.getAvailableBalance().assetA
tradeDirection = ORDER_DIRECTION.Buy
}
try {
// Create a new position or move existing position to complete the order execution
let position
if (process.env.BASE_ASSET === 'assetA') {
position = await createBuyPosition(currentRate)
} else {
position = await createSellPosition(currentRate)
}
assistant.rememberThis('openTradePositionId', position.id)
assistant.rememberThis('openTradeSimulatorMessageId', simulatorEngineMessage.id)
assistant.rememberThis('lastStopLoss', simulatorEngineMessage.order.stop)
assistant.rememberThis('lastTakeProfit', simulatorEngineMessage.order.takeProfit)
let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.id = simulatorEngineMessage.id
simulatorExecutorMessage.order.id = position.id
simulatorExecutorMessage.order.rate = currentRate
simulatorExecutorMessage.order.stop = simulatorEngineMessage.order.stop
simulatorExecutorMessage.order.takeProfit = simulatorEngineMessage.order.takeProfit
simulatorExecutorMessage.order.direction = tradeDirection
simulatorExecutorMessage.order.size = tradeSize
let message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
} catch (error) {
let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.id = simulatorEngineMessage.id
simulatorExecutorMessage.from = MESSAGE_ENTITY.TradingAssistant
simulatorExecutorMessage.to = MESSAGE_ENTITY.SimulationExecutor
simulatorExecutorMessage.messageType = MESSAGE_TYPE.Order
simulatorExecutorMessage.order.rate = currentRate
simulatorExecutorMessage.order.stop = simulatorEngineMessage.order.stop
simulatorExecutorMessage.order.takeProfit = simulatorEngineMessage.order.takeProfit
simulatorExecutorMessage.order.direction = tradeDirection
simulatorExecutorMessage.order.size = tradeSize
simulatorExecutorMessage.order.status = ORDER_STATUS.Rejected
simulatorExecutorMessage.order.statusDetails = error.message
let message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
}
}
async function openTradeAutopilotOff(simulatorEngineMessage) {
/**
* If there is a ManualAuthorized order on the cockpit we will proceed to:
* 1) Save an audit containing what we received from the cockpit
* 2) Execute the order in the market as received
* 3) Save the audit of the order placed
* 4) Update the cockpit with the result
*/
let acceptedSignals = await getSignalsByCloneId(ORDER_STATUS.ManualAuthorized)
if (acceptedSignals !== undefined && acceptedSignals.length > 0) {
for (let acceptedSignal of acceptedSignals) {
try {
logInfo('openTradeAutopilotOff -> Executing manual authorized signal.')
// 1) Save audit containing what we received from the cockpit
let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.id = simulatorEngineMessage.id
simulatorExecutorMessage.from = MESSAGE_ENTITY.TradingCokpit
simulatorExecutorMessage.to = MESSAGE_ENTITY.SimulationExecutor
simulatorExecutorMessage.order = acceptedSignal.orderData // we save the order as received
simulatorExecutorMessage.order.status = ORDER_STATUS.ManualAuthorized
let message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
// 2) Execute the order in the market as received
let position = await createSellPosition(acceptedSignal.orderData.rate, acceptedSignal.orderData.size)
assistant.rememberThis('openTradePositionId', position.id)
assistant.rememberThis('openTradeSimulatorMessageId', simulatorEngineMessage.id)
assistant.rememberThis('lastStopLoss', simulatorEngineMessage.order.stop)
assistant.rememberThis('lastTakeProfit', simulatorEngineMessage.order.takeProfit)
// 3) Save the audit of the order placed
simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.id = simulatorEngineMessage.id
simulatorExecutorMessage.from = MESSAGE_ENTITY.SimulationExecutor
simulatorExecutorMessage.to = MESSAGE_ENTITY.TradingAssistant
simulatorExecutorMessage.dateTime = position.date
simulatorExecutorMessage.order = acceptedSignal.orderData
simulatorExecutorMessage.order.id = position.id
simulatorExecutorMessage.order.dateTime = position.date
simulatorExecutorMessage.order.rate = position.rate
simulatorExecutorMessage.order.size = position.amountB
simulatorExecutorMessage.order.status = ORDER_STATUS.Placed
simulatorExecutorMessage.order.sizeFilled = 0
// 4) Update the cockpit with the result
await updateSignal(acceptedSignal.id, simulatorExecutorMessage)
message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
return
} catch (error) {
// Update the cockpit with the error
let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.id = simulatorEngineMessage.id
simulatorExecutorMessage.from = MESSAGE_ENTITY.SimulationExecutor
simulatorExecutorMessage.to = MESSAGE_ENTITY.TradingCokpit
simulatorExecutorMessage.messageType = MESSAGE_TYPE.Order
simulatorExecutorMessage.dateTime = bot.processDatetime.valueOf()
simulatorExecutorMessage.order.status = ORDER_STATUS.Rejected
simulatorExecutorMessage.order.statusDetails = error.message
simulatorExecutorMessage.order = acceptedSignal.order
await updateSignal(acceptedSignal.id, simulatorExecutorMessage)
// Update the audit with the error
let message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
return
}
}
}
/**
* If there is a Placed order on the cockpit we will proceed to:
* 1) Check order status on the market
* 2) Save the audit of the status
* 3) Update the cockpit with the results
*/
let inProcessSignals = await getSignalsByCloneId(ORDER_STATUS.Placed)
if (inProcessSignals !== undefined && inProcessSignals.length > 0) {
for (let inProcessSignal of inProcessSignals) {
logInfo('openTradeAutopilotOff -> Checking in process signal.')
// 1) Check order status on the market
let position = checkSignalCompletion()
if (position || position === undefined) {
// 2) Save the audit of the status
let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.id = inProcessSignal.orderData.id
simulatorExecutorMessage.from = MESSAGE_ENTITY.SimulationExecutor
simulatorExecutorMessage.to = MESSAGE_ENTITY.TradingCokpit
simulatorExecutorMessage.messageType = MESSAGE_TYPE.OrderUpdate
simulatorExecutorMessage.order = inProcessSignal.orderData
simulatorExecutorMessage.order.status = ORDER_STATUS.Filled
simulatorExecutorMessage.order.sizeFilled = -1
// 3) Update the cockpit with the results
await updateSignal(inProcessSignal.id, simulatorExecutorMessage)
let message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
} else {
// Otherwise: Save the audit of the order status, wichs is currently saved by the trading process
}
return
}
}
/**
* If there is any signal not yet authorized:
* 1) Update the signal with the new indicator value on the cockpit
* 3) Save the audit of the message sent
*/
let assetBBalance = assistant.getAvailableBalance().assetB
let currentRate = assistant.getMarketRate()
let signals = await getSignalsByCloneId(ORDER_STATUS.Signaled)
if (signals !== undefined && signals.length > 0) {
for (let inProcessSignal of signals) {
logInfo('openTradeAutopilotOff -> Signal waiting for approval found, updating it with latest market data.')
let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.to = MESSAGE_ENTITY.TradingCokpit
simulatorExecutorMessage.messageType = MESSAGE_TYPE.OrderUpdate
simulatorExecutorMessage.order.id = 0
simulatorExecutorMessage.order.rate = currentRate
simulatorExecutorMessage.order.stop = simulatorEngineMessage.order.stop
simulatorExecutorMessage.order.takeProfit = simulatorEngineMessage.order.takeProfit
simulatorExecutorMessage.order.direction = simulatorEngineMessage.order.direction
simulatorExecutorMessage.order.size = assetBBalance
simulatorExecutorMessage.order.status = ORDER_STATUS.Signaled
await updateSignal(inProcessSignal.id, simulatorExecutorMessage)
let message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
return
}
}
/**
* Finally:
* 1) Check if it's needed to create a new signal based on the indicator
* 2) Save the audit message for the received info from Trading Simulator
* 3) Create the signal on the cockpit
*/
if (simulatorEngineMessage !== undefined && simulatorEngineMessage.messageType === MESSAGE_TYPE.Order
&& simulatorEngineMessage.order.direction === ORDER_DIRECTION.Sell) {
logInfo('Creating new signal.')
// 2) Save the audit message for the received info from Trading Simulator
let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
simulatorExecutorMessage.id = simulatorEngineMessage.id
simulatorExecutorMessage.to = MESSAGE_ENTITY.TradingCokpit
simulatorExecutorMessage.messageType = MESSAGE_TYPE.Order
simulatorExecutorMessage.order.id = 0
simulatorExecutorMessage.order.status = ORDER_STATUS.Signaled
simulatorExecutorMessage.order.rate = currentRate
simulatorExecutorMessage.order.direction = ORDER_DIRECTION.Sell
simulatorExecutorMessage.order.takeProfit = simulatorEngineMessage.order.takeProfit
simulatorExecutorMessage.order.stop = simulatorEngineMessage.order.stop
simulatorExecutorMessage.order.size = assetBBalance
let message = createMessageFromObject(simulatorExecutorMessage)
assistant.addExtraData(message)
// 3) Create the signal on the cockpit
await createSignal(simulatorExecutorMessage)
} else {
logWarn("openTradeAutopilotOff -> Nothing to do, there isn't a buy or sell opportunity.")
}
}
async function createBuyPosition(currentRate, amountToBuy) {
if (!amountToBuy) amountToBuy = assistant.getAvailableBalance().assetA
let amountB = Number((amountToBuy / currentRate).toFixed(8))
let positions = assistant.getPositions()
let assetABalance = assistant.getAvailableBalance().assetA
if (positions.length > 0 && positions[0].type === 'buy' && positions[0].status !== 'executed') {
logInfo('createBuyPosition -> Moving an existing BUY position to a new price: $' + Number(currentRate).toLocaleString())
assistant.movePosition[util.promisify.custom] = n => new Promise((resolve, reject) => {
assistant.movePosition(positions[0], currentRate, (result, position) => {
if (result !== global.DEFAULT_OK_RESPONSE) {
reject(result)
} else {
resolve(position)
}
})
})
let movePosition = util.promisify(assistant.movePosition)
await movePosition(positions[0], currentRate)
return positions[0]
} else if (assetABalance > 0) {
logInfo('createBuyPosition -> Put a new BUY position at price: $' + Number(currentRate).toLocaleString())
assistant.putPosition[util.promisify.custom] = n => new Promise((resolve, reject) => {
assistant.putPosition('buy', currentRate, amountToBuy, amountB, (result, position) => {
if (result !== global.DEFAULT_OK_RESPONSE) {
reject(result)
} else {
resolve(position)
}
})
})
let putPosition = util.promisify(assistant.putPosition)
let position = await putPosition('buy', currentRate, amountToBuy, amountB)
return position
} else {
logInfo('createBuyPosition -> Not enough available balance to buy.')
throw new Error('There is not enough available balance to buy.')
}
}
async function createSellPosition(currentRate, amountToSell) {
if (!amountToSell) amountToSell = assistant.getAvailableBalance().assetB
let amountA = amountToSell * currentRate
let positions = assistant.getPositions()
if (positions.length > 0 && positions[0].type === 'sell' && positions[0].status !== 'executed') {
logInfo('createSellPosition -> Moving an existing SELL position to a new price: $' + Number(currentRate).toLocaleString())
assistant.movePosition[util.promisify.custom] = n => new Promise((resolve, reject) => {
assistant.movePosition(positions[0], currentRate, (result, position) => {
if (result !== global.DEFAULT_OK_RESPONSE) {
reject(result)
} else {
resolve(position)
}
})
})
let movePosition = util.promisify(assistant.movePosition)
await movePosition(positions[0], currentRate)
return positions[0]
} else if (assistant.getAvailableBalance().assetB > 0) {
logInfo('createSellPosition -> Put a new SELL position at price: $' + Number(currentRate).toLocaleString())
assistant.putPosition[util.promisify.custom] = n => new Promise((resolve, reject) => {
assistant.putPosition('sell', currentRate, amountA, amountToSell, (result, position) => {
if (result !== global.DEFAULT_OK_RESPONSE) {
reject(result)
} else {
resolve(position)
}
})
})
let putPosition = util.promisify(assistant.putPosition)
let position = await putPosition('sell', currentRate, amountA, amountToSell)
return position
} else {
logInfo('createSellPosition -> There is not enough available balance to sell.')
throw new Error('There is not enough available balance to sell.')
}
}
function checkSignalCompletion() {
let positions = assistant.getPositions()
if ((positions.length === 0) || (positions.length > 0 && positions[0].status === 'executed')) {
logInfo('checkSignalCompletion -> The order was executed.')
return positions[0]
} else {
return false
}
}
// Storage functions
async function getIndicatorFile() {
logInfo('getIndicatorFile -> Entering function. ' + bot.processDatetime.toISOString())
let filePath
if (bot.processes[0].timePeriod > 2700000) {
// Market Files
filePath = 'Trading-Execution/' + bot.dataSet + '/' + bot.timePeriodFileStorage
} else {
// Daily Files
let dateTime = bot.processDatetime
let datePath = dateTime.getUTCFullYear() + '/' + pad(dateTime.getUTCMonth() + 1, 2) + '/' + pad(dateTime.getUTCDate(), 2)
filePath = 'Trading-Execution/' + bot.dataSet + '/' + bot.timePeriodFileStorage + '/' + datePath
}
/*
bot.botCache: allows us to keep a map (key value pairs) between executions,
so we don't need to go to the storage to retrieve this value.
If the value already exist on the cache we will get it from there,
otherwise it will be retrieved from the bot storage.
*/
if (bot.startMode === 'Backtest' && bot.botCache.has(filePath)) {
logInfo('getIndicatorFile -> Getting the file from local cache.')
return bot.botCache.get(filePath)
} else {
let indicatorFileContent = await getFileContent(filePath, 'USDT_BTC.json')
bot.botCache.set(filePath, JSON.parse(indicatorFileContent))
return JSON.parse(indicatorFileContent)
}
}
function getSimulatorEngineMessageFromFile(indicatorFileContent) {
try {
let lastIndexIndicatorFile = indicatorFileContent.length - 1
if (indicatorFileContent[lastIndexIndicatorFile] === undefined) {
logWarn('getSimulatorEngineMessageFromFile -> Recived file does not contain any record yet.')
return
}
let lastAvailableDateTime = indicatorFileContent[lastIndexIndicatorFile][0]
if (bot.processDatetime.valueOf() <= lastAvailableDateTime || !isExecutionToday()) {
for (let i = 0; i < indicatorFileContent.length; i++) {
if (bot.processDatetime.valueOf() >= indicatorFileContent[i][0] && bot.processDatetime.valueOf() < indicatorFileContent[i][1]) {
return getMessage(indicatorFileContent[i][2])
}
}
logWarn('getSimulatorEngineMessageFromFile -> The indicator message was not found at time: ' + bot.processDatetime.valueOf())
} else {
// Running live we will process last available Indicator Message only if it's delayed 30 minutes top
let maxTolerance = 30 * 60 * 1000
let lastAvailableDateTimeEnd = indicatorFileContent[lastIndexIndicatorFile][1]
let minutesDelayed = (bot.processDatetime.valueOf() - lastAvailableDateTimeEnd) / 60 / 1000
logWarn('getSimulatorEngineMessageFromFile -> Last available indicator is delayed: ' + minutesDelayed.toFixed(2) + ' minutes.')
if (bot.processDatetime.valueOf() <= (lastAvailableDateTime + maxTolerance)) {
return getMessage(indicatorFileContent[lastIndexIndicatorFile][2])
} else {
logWarn('getSimulatorEngineMessageFromFile -> Last available indicator older than 30 minutes: ' + JSON.stringify(indicatorFileContent[lastIndexIndicatorFile]))
assistant.addExtraData(indicatorFileContent[lastIndexIndicatorFile]) // Adding the record used for the execution
}
}
} catch (error) {
logError('getSimulatorEngineMessageFromFile -> error = ' + error.message)
throw global.DEFAULT_RETRY_RESPONSE
}
}
function getSkippedMessageOrderClose(indicatorFileContent) {
try {
let lastIndexIndicatorFile = indicatorFileContent.length - 1
for (let i = lastIndexIndicatorFile; i >= 0; i--) {
let simulatorMessage = getMessage(indicatorFileContent[i][2])
if (simulatorMessage.messageType === MESSAGE_TYPE.OrderClose) {
return simulatorMessage
}
}
} catch (error) {
logError('getSkippedMessageOrderClose -> error = ' + error.message)
throw global.DEFAULT_RETRY_RESPONSE
}
}
// Helper Functions
function isExecutionToday() {
let localDate = new Date()
let today = new Date(Date.UTC(
localDate.getUTCFullYear(),
localDate.getUTCMonth(),
localDate.getUTCDate()))
return (today.getUTCFullYear() === bot.processDatetime.getUTCFullYear()
&& today.getUTCMonth() === bot.processDatetime.getUTCMonth()
&& today.getUTCDate() === bot.processDatetime.getUTCDate())
}
// Modules queries
async function getSignalsByCloneId(orderStatus) {
try {
const cockPit = await axios({
url: process.env.GATEWAY_ENDPOINT_K8S,
method: 'post',
data: {
query: `
query($cloneId: String!, $orderStatus: String){
cockpit_SignalsByCloneId(cloneId: $cloneId, orderStatus:$orderStatus){
id
cloneId
orderId
orderCreator
orderStatus
orderData
}
}
`,
variables: {
cloneId: process.env.CLONE_ID,
orderStatus: orderStatus
},
},
headers: {
authorization: process.env.AUTHORIZATION
}
})
logInfo("Retrieved signals in status: " + orderStatus)
return cockPit.data.data.cockpit_SignalsByCloneId
} catch (error) {
logError('getSignalsByCloneId error: ' + error.response.data.errors[0])
throw global.DEFAULT_RETRY_RESPONSE
}
}
async function updateSignal(signalId, message) {
try {
const cockPit = await axios({
url: process.env.GATEWAY_ENDPOINT_K8S,
method: 'post',
data: {
query: `
mutation ($signalId: ID!, $message:cockpit_JSON!){
cockpit_UpdateSignal(
id: $signalId
message: $message
) {
id
cloneId
orderStatus
}
}
`,
variables: {
signalId: signalId,
message: message
},
},
headers: {
authorization: process.env.AUTHORIZATION
}
})
logInfo('updateSignal ok.')
return cockPit.data.data.cockpit_UpdateSignal
} catch (error) {
logError('updateSignal error: ' + error.response.data.errors[0])
throw global.DEFAULT_RETRY_RESPONSE
}
}
async function createSignal(message) {
try {
const cockPit = await axios({
url: process.env.GATEWAY_ENDPOINT_K8S,
method: 'post',
data: {
query: `
mutation ($cloneId: String!, $message: cockpit_JSON!){
cockpit_CreateSignal(
cloneId: $cloneId
message: $message
) {
id
cloneId
orderStatus
}
}
`,
variables: {
cloneId: process.env.CLONE_ID,
message: message
},
},
headers: {
authorization: process.env.AUTHORIZATION
}
})
logInfo('createSignal ok.')
return cockPit.data.data.cockpit_CreateSignal
} catch (error) {
logInfo("createSignal error: " + error.response.data.errors[0])
throw global.DEFAULT_RETRY_RESPONSE
}
}
async function getAutopilot() {
try {
const cockPit = await axios({
url: process.env.GATEWAY_ENDPOINT_K8S,
method: 'post',
data: {
query: `
query($cloneId: String!){
cockpit_CloneSettingsByCloneId(cloneId: $cloneId){
id
cloneId
autopilot
}
}
`,
variables: {
cloneId: process.env.CLONE_ID
},
},
headers: {
authorization: process.env.AUTHORIZATION
}
})
if (cockPit.data.errors) {
throw new Error(cockPit.data.errors[0].message)
} else {
logInfo('getAutopilot -> Ok.')
return cockPit.data.data.cockpit_CloneSettingsByCloneId
}
} catch (error) {
logInfo('getAutopilot error: ' + error)
throw global.DEFAULT_RETRY_RESPONSE
}
}
async function getFileContent(containerName, blobName) {
fileStorage.getTextFile[util.promisify.custom] = n => new Promise((resolve, reject) => {
fileStorage.getTextFile(containerName, blobName, (result, fileContent) => {
if (result !== global.DEFAULT_OK_RESPONSE) {
let errorMessage = '[WARN] getFileContent -> The indicator dependency is not ready. Will retry later.'
console.log(errorMessage)
logWarn(errorMessage)
reject(global.DEFAULT_RETRY_RESPONSE)
} else {
resolve(fileContent)
}
})
})
let getTextFile = util.promisify(fileStorage.getTextFile)
let fileContent = await getTextFile(containerName, blobName)
return fileContent
}
function pad(str, max) {
str = str.toString()
return str.length < max ? pad('0' + str, max) : str
}
function buildBasicSimulatorExecutorMessage() {
var simulatorExecutorMessage = {}
simulatorExecutorMessage.id = 0
simulatorExecutorMessage.from = MESSAGE_ENTITY.SimulationExecutor
simulatorExecutorMessage.to = MESSAGE_ENTITY.TradingAssistant
simulatorExecutorMessage.messageType = MESSAGE_TYPE.Order
simulatorExecutorMessage.dateTime = bot.processDatetime.valueOf()
simulatorExecutorMessage.order = {}
simulatorExecutorMessage.order.id = 0
simulatorExecutorMessage.order.dateTime = bot.processDatetime.valueOf()
simulatorExecutorMessage.order.creator = ORDER_CREATOR.SimulationEngine
simulatorExecutorMessage.order.owner = ORDER_OWNER.User
simulatorExecutorMessage.order.exchange = global.EXCHANGE_NAME
simulatorExecutorMessage.order.market = global.MARKET.assetA + '_' + global.MARKET.assetB
simulatorExecutorMessage.order.marginEnabled = ORDER_MARGIN_ENABLED.False
simulatorExecutorMessage.order.type = ORDER_TYPE.Limit
simulatorExecutorMessage.order.status = ORDER_STATUS.Placed
simulatorExecutorMessage.order.sizeFilled = 0
simulatorExecutorMessage.order.exitOutcome = ''
simulatorExecutorMessage.order.statusMessage = ''
return simulatorExecutorMessage
}
}
@@ -0,0 +1,188 @@
{
"displayName": "Bumblebee",
"codeName": "bumblebee",
"type": "Trading",
"version": {
"major": 1,
"minor": 0,
"patch": 0
},
"devTeam": "vikings",
"profilePicture": "bumblebee.png",
"dataSetVersion": "dataSet.V1",
"processes": [
{
"name": "Trading-Process",
"description": "Trading strategy to be used as a template.",
"normalWaitTime": 60000,
"retryWaitTime": 10000,
"sleepWaitTime": 3600000,
"comaWaitTime": 86400000,
"timePeriod": 3600000,
"statusDependencies": [
{
"devTeam": "aavikings",
"bot": "bumblebee",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Trading-Process",
"dataSetVersion": "dataSet.V1",
"type": "Trading"
},
{
"devTeam": "AAMasters",
"bot": "AAJason",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Multi-Period-Market",
"dataSetVersion": "dataSet.V1",
"type": "Indicator"
},
{
"devTeam": "AAMasters",
"bot": "AAJason",
"botVersion": {
"major": 1,
"minor": 0
},
"process": "Multi-Period-Daily",
"dataSetVersion": "dataSet.V1",
"type": "Indicator"
}
],
"dataDependencies": [
{
"devTeam": "AAMasters",
"bot": "AABruce",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Candles",
"dataSetVersion": "dataSet.V1",
"dataSet": "One-Min"
},
{
"devTeam": "AAMasters",
"bot": "AAJason",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Trading-Execution",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Market"
},
{
"devTeam": "AAMasters",
"bot": "AAJason",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Trading-Execution",
"dataSetVersion": "dataSet.V1",
"dataSet": "Multi-Period-Daily"
}
]
}
],
"products": [
{
"codeName": "Live Trading History",
"displayName": "Live Trading History",
"shortDisplayName": "Live",
"description": "General information about trading history.",
"dataSets": [
{
"codeName": "Oficial History",
"type": "File Sequence",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs", "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"filePath": "@DevTeam/@Bot.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Trading-Process",
"fileName": "Execution.History.Live.@Sequence.json"
}
],
"exchangeList": [
{
"name": "Poloniex"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "SimulationExecution"
}
},
{
"codeName": "Backtest Trading History",
"displayName": "Backtest Trading History",
"shortDisplayName": "Backtest",
"description": "General information about backtest trading history.",
"dataSets": [
{
"codeName": "Backtest History",
"type": "File Sequence",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs", "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"filePath": "@DevTeam/@Bot.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Trading-Process",
"fileName": "Execution.History.Backtest.@Sequence.json"
}
],
"exchangeList": [
{
"name": "Poloniex"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "SimulationExecution"
}
},
{
"codeName": "Competition Trading History",
"displayName": "Competition Trading History",
"shortDisplayName": "Competition",
"description": "General information about competition trading history.",
"dataSets": [
{
"codeName": "Competition History",
"type": "File Sequence",
"validPeriods": [ "24-hs", "12-hs", "08-hs", "06-hs", "04-hs", "03-hs", "02-hs", "01-hs", "45-min", "40-min", "30-min", "20-min", "15-min", "10-min", "05-min", "04-min", "03-min", "02-min", "01-min" ],
"filePath": "@DevTeam/@Bot.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Trading-Process",
"fileName": "Execution.History.Competition.@Sequence.json"
}
],
"exchangeList": [
{
"name": "Poloniex"
}
],
"plotter": {
"devTeam": "AAMasters",
"codeName": "PlottersTradingSimulation",
"moduleName": "SimulationExecution"
}
}
],
"marketRateProvider": {
"devTeam": "AAMasters",
"bot": "AABruce",
"host": {
"url": "https://demo-dev.superalgos.org/",
"storage": "localStorage",
"container": "aamasters",
"accessKey": ""
},
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Candles",
"dataSet": "One-Min",
"dataSetVersion": "dataSet.V1"
}
}
+32
View File
@@ -0,0 +1,32 @@
import { Ecosystem } from '../models'
let teamCache = new Map()
export default async function getDevTeamHost(devTeamName, accessKey, ownerKey) {
let host
if (accessKey) {
host = teamCache.get(devTeamName + '.accessKey')
} else {
host = teamCache.get(devTeamName + '.ownerKey')
}
if (host && (host.accessKey === accessKey || host.ownerKey === ownerKey)) {
return host
} else {
let ecosystem = await Ecosystem.find()
for (var i = 0; i < ecosystem.length; i++) {
for (var j = 0; j < ecosystem[i].devTeams.length; j++) {
if (ecosystem[i].devTeams[j].codeName.toLowerCase() === devTeamName.toLowerCase()) {
if (ecosystem[i].devTeams[j].host.accessKey === accessKey) {
teamCache.set(devTeamName + '.accessKey', ecosystem[i].devTeams[j].host)
return ecosystem[i].devTeams[j].host
}
if (ecosystem[i].devTeams[j].host.ownerKey === ownerKey) {
teamCache.set(devTeamName + '.ownerKey', ecosystem[i].devTeams[j].host)
return ecosystem[i].devTeams[j].host
}
}
}
}
}
}
+41
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import { createLogger, format, transports } from 'winston'
import { inspect } from 'util'
const options = {
file: {
level: 'info',
filename: '../logs/app.log',
handleExceptions: true,
json: true,
maxsize: 5242880, // 5MB
maxFiles: 5,
colorize: false,
timestamp: true
},
console: {
level: process.env.LOG_LEVEL || 'debug',
handleExceptions: true,
json: false,
colorize: true,
timestamp: true
}
}
const logger = createLogger({
level: 'info',
format: format.combine(
format.colorize(),
format.splat(),
format.timestamp({ format: 'YY/MM/DD HH:mm' }),
format.printf(
info => `${info.timestamp} - ${info.level}: ${JSON.parse(JSON.stringify(inspect(info.message)))}`
)
),
transports: [
// new transports.File(options.file),
new transports.Console(options.console)
],
exitOnError: false // do not exit on handled exceptions
})
export default logger
+14
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import fs from 'fs'
export default function readFile(fileName) {
return new Promise(function (resolve, reject) {
fs.readFile(fileName, 'utf8', (err, file) => {
if (err) {
reject(err)
} else {
resolve(file)
}
})
})
}
+46
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import { assert } from 'chai'
import {
getFileContent,
createContainer,
deleteContainer,
writeFileContent
} from '../src/storage/providers/MinioStorage'
import 'dotenv/config'
describe('Minio Storage Tests', function () {
it('Create Container', async function () {
let containerName = 'test-container'
await createContainer(containerName)
assert.isOk('everything', 'everything is ok')
})
it('Save File', async function () {
let containerName = 'test-container'
let blobName = 'test-folder/test_data_file.json'
let content = '[0,0,0,0]'
await writeFileContent(containerName, blobName, content)
// for (let index = 0; index < 1000; index++) {
// let blobName = 'test-folder/test_data_file_' + index + '.json'
// await writeFileContent(containerName, blobName, content)
// }
assert.isOk('everything', 'everything is ok')
})
it('Retrieve File', async function () {
let containerName = 'test-container'
let blobName = 'test-folder/test_data_file_1.json'
let fileContent = await getFileContent(containerName, blobName)
let expected = '[0,0,0,0]'
assert.equal(fileContent, expected)
})
it('Delete Container', async function () {
let containerName = 'test-container'
console.log('start: '+ new Date().toISOString())
await deleteContainer(containerName)
console.log('end: '+ new Date().toISOString())
assert.isOk('everything', 'everything is ok')
})
})