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get ticker working with ccxt

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This commit is contained in:
Luis Fernando Molina committed 2020-02-06 16:06:22 +01:00
1 parent 6ee36b0687
commit 1dc1e8b676
3 files changed
+47 -101
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Assistant.js
-94
View File
@@ -63,7 +63,6 @@
}
case 'Backtest': {
// getMarketRateFromIndicator(); NOTE: This path is disabled since for now we do not allow ticker in simulation. Also it allow us to ship a dataset without bruce
validateExchangeSyncronicity();
break;
}
@@ -119,99 +118,6 @@
}
}
function getMarketRateFromIndicator() {
try {
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] initialize -> getMarketRateFromIndicator -> Entering function."); }
/* Procedure to get the current market rate. */
let key =
bot.marketRateProvider.dataMine + "-" +
bot.marketRateProvider.bot + "-" +
bot.marketRateProvider.product + "-" +
bot.marketRateProvider.dataSet + "-" +
bot.marketRateProvider.dataSetVersion;
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] initialize -> getMarketRateFromIndicator -> key = " + key); }
let dataSet = thisObject.dataDependencies.dataSets.get(key);
let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
let fileName = '' + bot.market.baseAsset + '_' + bot.market.quotedAsset + '.json';
let filePath = bot.marketRateProvider.product + "/" + bot.marketRateProvider.dataSet + "/" + dateForPath;
dataSet.getTextFile(filePath, fileName, onFileReceived);
function onFileReceived(err, text) {
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] initialize -> getMarketRateFromIndicator -> onFileReceived -> Entering function."); }
if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] initialize -> getMarketRateFromIndicator -> onFileReceived -> text = " + text); }
let candleArray;
if (err.result === global.CUSTOM_FAIL_RESPONSE.result || err.code === "The specified key does not exist." || err.message === "File does not exist.") { // Just past midnight, this file will not exist for a couple of minutes.
logger.write(MODULE_NAME, "[WARN] initialize -> getMarketRateFromIndicator -> onFileReceived -> err = " + JSON.stringify(err));
logger.write(MODULE_NAME, "[WARN] initialize -> getMarketRateFromIndicator -> This could happen when there are still holes on trades and the process needs to catch up. ");
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
try {
candleArray = JSON.parse(text);
/* We need to find the candle at which the process is currently running. */
for (let i = 0; i < candleArray.length; i++) {
let candle = {
open: candleArray[i][2],
close: candleArray[i][3],
min: candleArray[i][0],
max: candleArray[i][1],
begin: candleArray[i][4],
end: candleArray[i][5]
};
// TODO condition added for when there is no market rate available.
if ((bot.processDatetime.valueOf() >= candle.begin && bot.processDatetime.valueOf() < candle.end)
|| (i + 1) === candleArray.length) {
marketRate = (candle.open + candle.close) / 2;
marketRate = thisObject.truncDecimals(marketRate);
context.newHistoryRecord.marketRate = marketRate;
ticker = {
bid: marketRate,
ask: marketRate,
last: marketRate
};
validateExchangeSyncronicity();
return;
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromIndicator -> onFileReceived -> err = " + JSON.stringify(err));
logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromIndicator -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
}
} else {
logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromIndicator -> onFileReceived -> err = " + JSON.stringify(err));
callBackFunction(err);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] initialize -> getMarketRateFromIndicator -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function validateExchangeSyncronicity() {
try {
ExchangeAPI.js
+45 -5
View File
@@ -1,8 +1,9 @@
exports.newExchangeAPI = function newExchangeAPI(logger, exchangeName) {
exports.newExchangeAPI = function newExchangeAPI(logger, BOT) {
let MODULE_NAME = "Exchange API";
let LOG_INFO = true;
let apiClient;
let bot = BOT
let thisObject = {
initialize: initialize,
@@ -14,11 +15,41 @@
getMaxDecimalPositions: getMaxDecimalPositions
};
let exchangeId
let options = {}
let exchange
const symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset
const ccxt = require('ccxt')
return thisObject;
function initialize(callBackFunction) {
try {
exchangeId = bot.exchange.toLowerCase()
callBackFunction(global.DEFAULT_OK_RESPONSE);
let key = process.env.KEY
let secret = process.env.SECRET
if (key === "undefined") { key = undefined }
if (secret === "undefined") { secret = undefined }
const exchangeClass = ccxt[exchangeId]
const exchangeConstructorParams = {
'apiKey': key,
'secret': secret,
'timeout': 30000,
'enableRateLimit': true,
verbose: false,
options: options
}
exchange = new exchangeClass(exchangeConstructorParams)
callBackFunction(global.DEFAULT_OK_RESPONSE)
} catch (err) {
logError("initialize -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function getMaxDecimalPositions() {
@@ -34,13 +65,22 @@
* last Number
* };
*/
function getTicker(pMarket, callBack) {
async function getTicker(pMarket, callBackFunction) {
try {
logInfo("getTicker -> Entering function.");
apiClient.getTicker(pMarket, callBack);
let ticker
if (exchange.has['fetchTicker']) {
ticker = await (exchange.fetchTicker(symbol))
callBackFunction(global.DEFAULT_OK_RESPONSE, ticker)
} else {
logError("getTicker -> Exchange does not support fetchTicker command.");
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
} catch (err) {
logError("getTicker -> err = " + err.message);
callBack(global.DEFAULT_FAIL_RESPONSE);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
TradingBotProcessMainLoop.js
+2 -2
View File
@@ -145,7 +145,7 @@
/* We define here all the modules that the rest of the infraestructure, including the bots themselves can consume. */
const UTILITIES = require(ROOT_DIR + 'CloudUtilities');
const EXCHANGE_API = require('ExchangeAPI');
const EXCHANGE_API = require(ROOT_DIR + 'ExchangeAPI');
const CONTEXT = require(ROOT_DIR + 'Context');
const ASSISTANT = require(ROOT_DIR + 'Assistant');
const STATUS_REPORT = require(ROOT_DIR + 'StatusReport');
@@ -581,7 +581,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> initializeExchangeAPI -> Entering function."); }
exchangeAPI = EXCHANGE_API.newExchangeAPI(logger, bot.exchange);
exchangeAPI = EXCHANGE_API.newExchangeAPI(logger, bot);
exchangeAPI.initialize(onInizialized);