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Initialization Bug Fixed

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Luis Fernando Molina committed 2020-07-08 11:24:07 +02:00
1 parent 30e2d27215
commit 1cece98445
5 files changed
+19 -24
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TaskServer/LowFrequencyTrading/TradingSystem.js
+12 -12
View File
@@ -432,26 +432,26 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
function checkExecutionAlgorithms(executionNode) {
for (let i = 0; i < executionNode.executionAlgorithms.length; i++) {
let executionAlgorithm = executionNode.executionAlgorithms[i]
checkOrders(executionAlgorithm.marketBuyOrders)
checkOrders(executionAlgorithm.marketSellOrders)
checkOrders(executionAlgorithm.limitBuyOrders)
checkOrders(executionAlgorithm.limitSellOrders)
checkOrders(executionAlgorithm.marketBuyOrders, executionAlgorithm, executionNode)
checkOrders(executionAlgorithm.marketSellOrders, executionAlgorithm, executionNode)
checkOrders(executionAlgorithm.limitBuyOrders, executionAlgorithm, executionNode)
checkOrders(executionAlgorithm.limitSellOrders, executionAlgorithm, executionNode)
}
}
function checkOrders(orders) {
function checkOrders(orders, executionAlgorithm, executionNode) {
for (let i = 0; i < orders.length; i++) {
let order = orders[i]
switch (order.status) {
case 'Open': {
let mustCancelOrder = checkOrderEvent(order.cancelOrderEvent)
let mustCancelOrder = checkOrderEvent(order.cancelOrderEvent, order, executionAlgorithm, executionNode)
if (mustCancelOrder === true) {
// Cancel Order
order.status = 'Closed'
order.exitType = 'Cancelled'
}
let mustMoveOrder = checkOrderEvent(order.moveOrderEvent)
let mustMoveOrder = checkOrderEvent(order.moveOrderEvent, order, executionAlgorithm, executionNode)
if (mustMoveOrder === true && order.status === 'Open') {
// Move Order
order.status = 'Open'
@@ -464,7 +464,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
break
default: {
order.status = 'Not Open'
let mustCreateOrder = checkOrderEvent(order.createOrderEvent)
let mustCreateOrder = checkOrderEvent(order.createOrderEvent, order, executionAlgorithm, executionNode)
if (mustCreateOrder === true) {
// Create Order
order.status = 'Open'
@@ -474,7 +474,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
}
}
function checkOrderEvent(event) {
function checkOrderEvent(event, order, executionAlgorithm, executionNode) {
if (event !== undefined) {
for (let k = 0; k < event.situations.length; k++) {
let situation = event.situations[k]
@@ -489,9 +489,9 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
if (passed) {
tradingSystem.highlights.push(situation.id)
tradingSystem.highlights.push(event.id)
tradingSystem.highlights.push(event.payload.parentNode.id) // order
tradingSystem.highlights.push(event.payload.parentNode.payload.parentNode.id) // algorithm
tradingSystem.highlights.push(event.payload.parentNode.payload.parentNode.payload.parentNode.id) // execution
tradingSystem.highlights.push(order.id)
tradingSystem.highlights.push(executionAlgorithm.id)
tradingSystem.highlights.push(executionNode.id)
announcementsModule.makeAnnoucements(event)
return true // only one event can pass at the time