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Reset Mechanism for Begining of the Market Implemented

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Luis Fernando Molina committed 2020-02-08 15:52:22 +01:00
1 parent fade664bcf
commit 281aabd34e
1 file changed
+44 -149
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Single-Period-Daily/User.Bot.js
+44 -149
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@@ -56,11 +56,12 @@
let market = bot.market;
let lastTradeFileAvailable; // Datetime of the last file certified by the Hole Fixing process as without permanent holes.
let lastTradeFileProcessed; // Datetime of the last file certified by the Hole Fixing process as without permanent holes.
let firstTradeFile; // Datetime of the first trade file in the whole market history.
let lastTradeFileSaved; // Datetime of the last verified file without holes.
let lastCandleClose; // Value of the last candle close.
let lastTradeFile; // Datetime pointing to the last Trade File sucessfuly processed and included in the last file.
let beginingOfMarket
getContextVariables();
@@ -114,25 +115,37 @@
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.lastFile === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> If the status report does not exist we will point the lasCandleFile to the last day of the previous month.");
if (thisReport.lastFile === undefined) { // Means this is the first time ever this process runs.
logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running for the very first time. -> reportKey = " + reportKey);
lastTradeFileAvailable = new Date(processDate.valueOf() - ONE_DAY_IN_MILISECONDS);
findLastCandleCloseValue();
return;
}
lastCandleClose = 0;
lastTradeFileProcessed = new Date(firstTradeFile.valueOf())
beginingOfMarket = new Date(firstTradeFile.valueOf())
lastTradeFileAvailable = new Date(thisReport.lastTradeFile.year + "-" + thisReport.lastTradeFile.month + "-" + thisReport.lastTradeFile.days + " " + "00:00" + GMT_SECONDS);
lastCandleClose = thisReport.candleClose;
if (thisReport.fileComplete === true) {
buildCandlesAndVolumes();
} else {
lastTradeFile = new Date(thisReport.lastTradeFile.year + "-" + thisReport.lastTradeFile.month + "-" + thisReport.lastTradeFile.days + " " + thisReport.lastTradeFile.hours + ":" + thisReport.lastTradeFile.minutes + GMT_SECONDS);
findPreviousContent();
}
logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Process Running not for the very first time. -> reportKey = " + reportKey);
lastTradeFileProcessed = new Date(thisReport.lastTradeFile.year + "-" + thisReport.lastTradeFile.month + "-" + thisReport.lastTradeFile.days + " " + "00:00" + GMT_SECONDS);
lastCandleClose = thisReport.candleClose;
beginingOfMarket = new Date(thisReport.beginingOfMarket.year + "-" + thisReport.beginingOfMarket.month + "-" + thisReport.beginingOfMarket.days + " " + thisReport.beginingOfMarket.hours + ":" + thisReport.beginingOfMarket.minutes + GMT_SECONDS);
if (beginingOfMarket.valueOf() !== firstTradeFile.valueOf()) { // Reset Mechanism for Begining of the Market
beginingOfMarket = new Date(firstTradeFile.valueOf())
lastTradeFileProcessed = new Date(firstTradeFile.valueOf())
lastCandleClose = 0
buildCandlesAndVolumes()
return
}
if (thisReport.fileComplete === true) {
buildCandlesAndVolumes();
} else {
lastTradeFile = new Date(thisReport.lastTradeFile.year + "-" + thisReport.lastTradeFile.month + "-" + thisReport.lastTradeFile.days + " " + thisReport.lastTradeFile.hours + ":" + thisReport.lastTradeFile.minutes + GMT_SECONDS);
findPreviousContent();
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.stack);
if (err.message === "Cannot read property 'file' of undefined") {
@@ -161,7 +174,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> getCandles -> Entering function."); }
let fileName = '' + market.baseAsset + '_' + market.quotedAsset + '.json';
let dateForPath = lastTradeFileAvailable.getUTCFullYear() + '/' + utilities.pad(lastTradeFileAvailable.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastTradeFileAvailable.getUTCDate(), 2);
let dateForPath = lastTradeFileProcessed.getUTCFullYear() + '/' + utilities.pad(lastTradeFileProcessed.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastTradeFileProcessed.getUTCDate(), 2);
let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + '/' + CANDLES_ONE_MIN + '/' + dateForPath;
filePath += '/' + fileName
@@ -212,7 +225,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> getVolumes -> Entering function."); }
let fileName = '' + market.baseAsset + '_' + market.quotedAsset + '.json';
let dateForPath = lastTradeFileAvailable.getUTCFullYear() + '/' + utilities.pad(lastTradeFileAvailable.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastTradeFileAvailable.getUTCDate(), 2);
let dateForPath = lastTradeFileProcessed.getUTCFullYear() + '/' + utilities.pad(lastTradeFileProcessed.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastTradeFileProcessed.getUTCDate(), 2);
let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath;
filePath += '/' + fileName
@@ -241,7 +254,7 @@
volumesFile = JSON.parse(text);
previousVolumes = volumesFile;
lastTradeFileAvailable = new Date(lastTradeFileAvailable.valueOf() - ONE_DAY_IN_MILISECONDS); // We know that after the next call a new day will be added.
lastTradeFileProcessed = new Date(lastTradeFileProcessed.valueOf() - ONE_DAY_IN_MILISECONDS); // We know that after the next call a new day will be added.
buildCandlesAndVolumes(previousCandles, previousVolumes);
} catch (err) {
@@ -266,131 +279,6 @@
}
}
function findLastCandleCloseValue() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> Entering function."); }
/*
We will search and find for the last trade before the begining of the current candle and that will give us the last close value.
Before going backwards, we need to be sure we are not at the begining of the market.
*/
if ((Number((new Date()).getUTCFullYear()) === firstTradeFile.getUTCFullYear() && parseInt(((new Date()).getUTCMonth() + 1)) === firstTradeFile.getUTCMonth() + 1)) {
/*
We are at the begining of the market, so we will set everyting to build the first candle.
*/
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> Begining of the market detected."); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> Entering market = " + JSON.stringify(market)); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> lastCandleClose = " + lastCandleClose); }
lastTradeFileAvailable = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
lastTradeFileAvailable = new Date(lastTradeFileAvailable.valueOf() - ONE_DAY_IN_MILISECONDS);
lastCandleClose = 0;
buildCandlesAndVolumes();
} else {
/*
We are not at the begining of the market, so we need scan backwards the trade files until we find a non empty one and get the last trade.
*/
let date = new Date(processDate.valueOf());
loopStart();
function loopStart() {
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopStart -> Entering function."); }
date = new Date(date.valueOf() - 60 * 1000);
let dateForPath = date.getUTCFullYear() + '/' + utilities.pad(date.getUTCMonth() + 1, 2) + '/' + utilities.pad(date.getUTCDate(), 2) + '/' + utilities.pad(date.getUTCHours(), 2) + '/' + utilities.pad(date.getUTCMinutes(), 2);
let fileName = market.baseAsset + '_' + market.quotedAsset + ".json"
let filePathRoot = bot.dataMine + "/" + "AACharly" + "/" + bot.exchange;
let filePath = filePathRoot + "/Output/" + TRADES_FOLDER_NAME + '/' + dateForPath;
filePath += '/' + fileName
fileStorage.getTextFile(filePath, onFileReceived);
logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> loopStart -> reading file at dateForPath = " + dateForPath);
function onFileReceived(err, text) {
let tradesFile;
try {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> Entering function."); }
/*
There is a situation at the end of each month where the process might have been started at the new month before dependent processes have
created the expected file. For those cases we will retry instead of just aborting the process.
*/
if (err.result === global.CUSTOM_FAIL_RESPONSE.result && err.message === 'File does not exist.') {
logger.write(MODULE_NAME, "[WARN] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> err received = " + err.stack);
logger.write(MODULE_NAME, "[WARN] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> text received = " + text);
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> err received = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> text received = " + text);
callBackFunction(err);
return;
}
if (LOG_FILE_CONTENT === true) {
logger.write(MODULE_NAME, "[INFO] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> text = " + text);
}
tradesFile = JSON.parse(text);
if (tradesFile.length > 0) {
lastCandleClose = tradesFile[tradesFile.length - 1][2]; // Position 2 is the rate at which the trade was executed.
logger.write(MODULE_NAME, "[INFO] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> Trades found at " + filePath + " for market " + market.baseAsset + '_' + market.quotedAsset + ".");
logger.write(MODULE_NAME, "[INFO] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> lastCandleClose = " + lastCandleClose);
buildCandlesAndVolumes();
} else {
logger.write(MODULE_NAME, "[INFO] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> NO Trades found at " + filePath + " for market " + market.baseAsset + '_' + market.quotedAsset + ".");
loopStart();
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> filePath = " + filePath);
logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> text = " + text);
logger.write(MODULE_NAME, "[HINT] start -> findLastCandleCloseValue -> loopStart -> onFileReceived -> Empty or corrupt volume file found.");
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> loopStart -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> findLastCandleCloseValue -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildCandlesAndVolumes(previousCandles, previousVolumes) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandlesAndVolumes -> Entering function."); }
@@ -412,9 +300,9 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandlesAndVolumes -> nextFile -> Entering function."); }
lastTradeFileAvailable = new Date(lastTradeFileAvailable.valueOf() + ONE_DAY_IN_MILISECONDS);
lastTradeFileProcessed = new Date(lastTradeFileProcessed.valueOf() + ONE_DAY_IN_MILISECONDS);
let date = new Date(lastTradeFileAvailable.valueOf() - 60 * 1000);
let date = new Date(lastTradeFileProcessed.valueOf() - 60 * 1000);
if (date.valueOf() < firstTradeFile.valueOf()) { // At the special case where we are at the begining of the market, this might be true.
date = new Date(firstTradeFile.valueOf() - 60 * 1000);
@@ -481,9 +369,9 @@
/* Check if we are outside the current Day / File */
if (date.getUTCDate() !== lastTradeFileAvailable.getUTCDate()) {
if (date.getUTCDate() !== lastTradeFileProcessed.getUTCDate()) {
writeFiles(lastTradeFileAvailable, candles, volumes, true, onFilesWritten);
writeFiles(lastTradeFileProcessed, candles, volumes, true, onFilesWritten);
return;
@@ -497,7 +385,7 @@
if (date.valueOf() > lastTradeFileSaved.valueOf()) {
writeFiles(lastTradeFileAvailable, candles, volumes, false, onFilesWritten);
writeFiles(lastTradeFileProcessed, candles, volumes, false, onFilesWritten);
return;
function onFilesWritten() {
@@ -881,6 +769,13 @@
hours: lastTradeFile.getUTCHours(),
minutes: lastTradeFile.getUTCMinutes()
},
beginingOfMarket: {
year: beginingOfMarket.getUTCFullYear(),
month: (beginingOfMarket.getUTCMonth() + 1),
days: beginingOfMarket.getUTCDate(),
hours: beginingOfMarket.getUTCHours(),
minutes: beginingOfMarket.getUTCMinutes()
},
candleClose: candleClose,
fileComplete: isFileComplete
};