diff --git a/Assistant.js b/Assistant.js index 8ceffa1ce..8f9bed000 100644 --- a/Assistant.js +++ b/Assistant.js @@ -29,6 +29,7 @@ sendMessage: sendMessage, rememberThis: rememberThis, remindMeOf: remindMeOf, + truncDecimals: truncDecimals, sendEmail: sendEmail }; @@ -184,7 +185,7 @@ if (bot.processDatetime.valueOf() >= candle.begin && bot.processDatetime.valueOf() < candle.end) { marketRate = (candle.open + candle.close) / 2; - marketRate = Number(parseFloat(marketRate).toFixed(8)); + marketRate = thisObject.truncDecimals(marketRate); context.newHistoryRecord.marketRate = marketRate; ticker = { @@ -273,12 +274,14 @@ if (context.executionContext.investment.assetA > 0) { - context.executionContext.profits.assetA = (context.executionContext.balance.assetA - context.executionContext.investment.assetA) / context.executionContext.investment.assetA; + context.executionContext.profits.assetA = (thisObject.truncDecimals(context.executionContext.balance.assetA) - thisObject.truncDecimals(context.executionContext.investment.assetA)) / thisObject.truncDecimals(context.executionContext.investment.assetA); + context.executionContext.profits.assetA = thisObject.truncDecimals(context.executionContext.profits.assetA); } if (context.executionContext.investment.assetB > 0) { - context.executionContext.profits.assetB = (context.executionContext.balance.assetB - context.executionContext.investment.assetB) / context.executionContext.investment.assetB; + context.executionContext.profits.assetB = (thisObject.truncDecimals(context.executionContext.balance.assetB) - thisObject.truncDecimals(context.executionContext.investment.assetB)) / thisObject.truncDecimals(context.executionContext.investment.assetB); + context.executionContext.profits.assetB = thisObject.truncDecimals(context.executionContext.profits.assetB); } context.newHistoryRecord.profitsAssetA = context.executionContext.profits.assetA; @@ -288,16 +291,20 @@ if (context.executionContext.investment.assetA > 0) { - let convertedAssetsB = (context.executionContext.balance.assetB - context.executionContext.investment.assetB) * marketRate; + let convertedAssetsB = (thisObject.truncDecimals(context.executionContext.balance.assetB) - thisObject.truncDecimals(context.executionContext.investment.assetB)) * marketRate; + convertedAssetsB = thisObject.truncDecimals(convertedAssetsB); - context.executionContext.combinedProfits.assetA = (context.executionContext.balance.assetA + convertedAssetsB - context.executionContext.investment.assetA) / context.executionContext.investment.assetA * 100; + context.executionContext.combinedProfits.assetA = (thisObject.truncDecimals(context.executionContext.balance.assetA) + convertedAssetsB - thisObject.truncDecimals(context.executionContext.investment.assetA)) / thisObject.truncDecimals(context.executionContext.investment.assetA) * 100; + context.executionContext.combinedProfits.assetA = thisObject.truncDecimals(context.executionContext.combinedProfits.assetA); } if (context.executionContext.investment.assetB > 0) { - let convertedAssetsA = (context.executionContext.balance.assetA - context.executionContext.investment.assetA) / marketRate; + let convertedAssetsA = (thisObject.truncDecimals(context.executionContext.balance.assetA) - thisObject.truncDecimals(context.executionContext.investment.assetA)) / marketRate; + convertedAssetsA = thisObject.truncDecimals(convertedAssetsA); - context.executionContext.combinedProfits.assetB = (context.executionContext.balance.assetB + convertedAssetsA - context.executionContext.investment.assetB) / context.executionContext.investment.assetB * 100; + context.executionContext.combinedProfits.assetB = (thisObject.truncDecimals(context.executionContext.balance.assetB) + convertedAssetsA - thisObject.truncDecimals(context.executionContext.investment.assetB)) / thisObject.truncDecimals(context.executionContext.investment.assetB) * 100; + context.executionContext.combinedProfits.assetB = thisObject.truncDecimals(context.executionContext.combinedProfits.assetB); } context.newHistoryRecord.combinedProfitsA = context.executionContext.combinedProfits.assetA; @@ -488,7 +495,7 @@ */ - if (position.amountB === parseFloat(exchangePosition.amountB)) { + if (position.amountB === thisObject.truncDecimals(exchangePosition.amountB)) { /* Position is still there, untouched. Nothing to do here. */ @@ -559,9 +566,9 @@ id: Math.trunc(Math.random(1) * 1000000), type: thisPosition.type, rate: thisPosition.rate.toString(), - amountA: Number(parseFloat(thisPosition.amountA).toFixed(8)).toString(), - amountB: Number(parseFloat(thisPosition.amountB).toFixed(8)).toString(), - fee: Number(parseFloat(feeRate).toFixed(8)).toString(), + amountA: thisObject.truncDecimals(thisPosition.amountA).toString(), + amountB: thisObject.truncDecimals(thisPosition.amountB).toString(), + fee: thisObject.truncDecimals(feeRate).toString(), date: (new Date()).valueOf() } @@ -648,12 +655,12 @@ for (let k = 0; k < pTrades.length; k++) { let trade = pTrades[k]; - sumAssetA = sumAssetA + Number(trade.amountA); - sumAssetB = sumAssetB + Number(trade.amountB); + sumAssetA = sumAssetA + thisObject.truncDecimals(trade.amountA); + sumAssetB = sumAssetB + thisObject.truncDecimals(trade.amountB); } - sumAssetA = Number(parseFloat(sumAssetA).toFixed(8)); - sumAssetB = Number(parseFloat(sumAssetB).toFixed(8)); + sumAssetA = thisObject.truncDecimals(sumAssetA); + sumAssetB = thisObject.truncDecimals(sumAssetB); if (position.amountB !== sumAssetB) { logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> position.amountB = " + position.amountB); @@ -718,25 +725,26 @@ for (let k = 0; k < pTrades.length; k++) { let trade = pTrades[k]; - sumAssetA = sumAssetA + Number(trade.amountA); - sumAssetB = sumAssetB + Number(trade.amountB); + sumAssetA = sumAssetA + thisObject.truncDecimals(trade.amountA); + sumAssetB = sumAssetB + thisObject.truncDecimals(trade.amountB); } /* To this we add the current position amounts. */ - sumAssetA = sumAssetA + Number(exchangePosition.amountA); - sumAssetB = sumAssetB + Number(exchangePosition.amountB); + sumAssetA = sumAssetA + thisObject.truncDecimals(exchangePosition.amountA); + sumAssetB = sumAssetB + thisObject.truncDecimals(exchangePosition.amountB); - sumAssetA = Number(parseFloat(sumAssetA).toFixed(6)); // Fixed to 6 positions to avoid rounding issues - sumAssetB = Number(parseFloat(sumAssetB).toFixed(8)); + sumAssetA = thisObject.truncDecimals(sumAssetA); + sumAssetB = thisObject.truncDecimals(sumAssetB); + + if (thisObject.truncDecimals(position.amountA) !== sumAssetA || position.amountB !== sumAssetB) { - if (parseFloat(position.amountA).toFixed(6) !== sumAssetA || position.amountB !== sumAssetB ) { logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> position.amountA = " + position.amountA); logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> sumAssetA = " + sumAssetA); logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> position.amountB = " + position.amountB); logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> sumAssetB = " + sumAssetB); - logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> Cannot be confirmed that a partially execution was done well."); + logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> Cannot be confirmed that a partiall execution was done well."); /* There are diferences on the responses between the getPosition and getTrades that causes some issues, let's retry. */ callBack(global.DEFAULT_RETRY_RESPONSE); @@ -790,33 +798,55 @@ context.newHistoryRecord.newTrades++; /* Calculate Balances */ - let assetA = 0; - let assetB = 0; - - if (trade.type === 'buy') { - let fee = Number(trade.fee) * trade.amountB; - let fixedFee = Number(parseFloat(fee).toFixed(8)); - - assetA = context.executionContext.balance.assetA - Number(trade.amountA); - assetB = context.executionContext.balance.assetB + Number(trade.amountB) - fixedFee; - let available = context.executionContext.availableBalance.assetB + Number(trade.amountB) - fixedFee; - context.executionContext.availableBalance.assetB = Number(parseFloat(available).toFixed(8)); + let assetA = 0; + let assetB = 0; + + if (trade.type === 'buy') { + + /* + + The fee received at each trade is the factor by which if we multiply asset B, we get the amount of Asset B extracted as fees by the exchange. + This happens with each individual trade. Remeber that one order can potentially be executed with 1 to many trades. + + */ + + let feeAmount = thisObject.truncDecimals(Number(trade.fee) * Number(trade.amountB)); + + assetA = thisObject.truncDecimals(trade.amountA); + assetB = thisObject.truncDecimals(trade.amountB) - feeAmount; + + context.executionContext.balance.assetA = thisObject.truncDecimals(context.executionContext.balance.assetA) - assetA; + context.executionContext.balance.assetB = thisObject.truncDecimals(context.executionContext.balance.assetB) + assetB; + + context.executionContext.availableBalance.assetB = thisObject.truncDecimals(context.executionContext.availableBalance.assetB) + assetB; + + /* Not the available balance for asset A is not affected since it was already reduced when the order was placed. */ + } if (trade.type === 'sell') { - let fee = Number(trade.fee) * trade.amountA; - let fixedFee = Number(parseFloat(fee).toFixed(8)); - - assetA = context.executionContext.balance.assetA + Number(trade.amountA) - fixedFee; - assetB = context.executionContext.balance.assetB - Number(trade.amountB); - - let available = context.executionContext.availableBalance.assetA + Number(trade.amountA) - fixedFee; - context.executionContext.availableBalance.assetA = Number(parseFloat(available).toFixed(8)); - } - - context.executionContext.balance.assetA = Number(parseFloat(assetA).toFixed(8)); - context.executionContext.balance.assetB = Number(parseFloat(assetB).toFixed(8)); + + /* + + The fee received at each trade is the factor by which if we multiply asset A, we get the amount of Asset A extracted as fees by the exchange. + This happens with each individual trade. Remeber that one order can potentially be executed with 1 to many trades. + + */ + + let feeAmount = thisObject.truncDecimals(Number(trade.fee) * Number(trade.amountA)); + + assetA = thisObject.truncDecimals(trade.amountA) - feeAmount; + assetB = thisObject.truncDecimals(trade.amountB); + + context.executionContext.balance.assetA = thisObject.truncDecimals(context.executionContext.balance.assetA) + assetA; + context.executionContext.balance.assetB = thisObject.truncDecimals(context.executionContext.balance.assetB) - assetB; + + context.executionContext.availableBalance.assetA = thisObject.truncDecimals(context.executionContext.availableBalance.assetA) + assetA; + + /* Not the available balance for asset B is not affected since it was already reduced when the order was placed. */ + + } } } catch (err) { @@ -882,19 +912,19 @@ /* Removing extra decimals. */ - pRate = Number(parseFloat(pRate).toFixed(8)); - pAmountA = Number(parseFloat(pAmountA).toFixed(8)); - pAmountB = Number(parseFloat(pAmountB).toFixed(8)); + pRate = thisObject.truncDecimals(pRate); + pAmountA = thisObject.truncDecimals(pAmountA); + pAmountB = thisObject.truncDecimals(pAmountB); /* Validations that the limits are not surpassed. */ if (pType === 'buy') { - if (pAmountA > context.executionContext.availableBalance.assetA) { + if (pAmountA > thisObject.truncDecimals(context.executionContext.availableBalance.assetA)) { logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountA is grater than the Available Balance."); logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountA = " + pAmountA); - logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + context.executionContext.availableBalance.assetA); + logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.assetA)); let err = { result: global.DEFAULT_FAIL_RESPONSE.result, @@ -905,7 +935,7 @@ return; } - let aRate = Number(parseFloat(pAmountA / pRate).toFixed(8)); + let aRate = thisObject.truncDecimals(pAmountA / pRate); if (aRate !== pAmountB) { @@ -926,11 +956,11 @@ if (pType === 'sell') { - if (pAmountB > context.executionContext.availableBalance.assetB) { + if (pAmountB > thisObject.truncDecimals(context.executionContext.availableBalance.assetB)) { logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountB is grater than the Available Balance."); logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountB = " + pAmountB); - logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + context.executionContext.availableBalance.assetB); + logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.assetB)); let err = { result: global.DEFAULT_FAIL_RESPONSE.result, @@ -941,7 +971,7 @@ return; } - let bRate = Number(parseFloat(pAmountB * pRate).toFixed(8)); + let bRate = thisObject.truncDecimals(pAmountB * pRate); if (bRate !== pAmountA) { @@ -1037,15 +1067,15 @@ if (position.type === 'buy') { - context.executionContext.availableBalance.assetA = context.executionContext.availableBalance.assetA - pAmountA; - context.executionContext.availableBalance.assetA = Number(parseFloat(context.executionContext.availableBalance.assetA).toFixed(8)); + context.executionContext.availableBalance.assetA = thisObject.truncDecimals(context.executionContext.availableBalance.assetA) - pAmountA; + context.executionContext.availableBalance.assetA = thisObject.truncDecimals(context.executionContext.availableBalance.assetA); context.newHistoryRecord.lastBuyRate = pRate; } if (position.type === 'sell') { - context.executionContext.availableBalance.assetB = context.executionContext.availableBalance.assetB - pAmountB; - context.executionContext.availableBalance.assetB = Number(parseFloat(context.executionContext.availableBalance.assetB).toFixed(8)); + context.executionContext.availableBalance.assetB = thisObject.truncDecimals(context.executionContext.availableBalance.assetB) - pAmountB; + context.executionContext.availableBalance.assetB = thisObject.truncDecimals(context.executionContext.availableBalance.assetB); context.newHistoryRecord.lastSellRate = pRate; } @@ -1085,11 +1115,11 @@ if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> pNewRate = " + pNewRate); } /* Removing extra decimals. */ - pNewRate = Number(parseFloat(pNewRate).toFixed(8)); + pNewRate = thisObject.truncDecimals(pNewRate); let newAmountB; if (pPosition.type === "buy") { - newAmountB = Number(parseFloat(pPosition.amountA / pNewRate).toFixed(8)); + newAmountB = thisObject.truncDecimals(pPosition.amountA / pNewRate); } else { newAmountB = pPosition.amountB; } @@ -1246,7 +1276,7 @@ function getBalance() { if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getBalance -> Entering function."); } - if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getBalance -> JSON.stringify(context.executionContext.balance) = " + JSON.stringify(context.executionContext.positions)); } + if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getBalance -> JSON.stringify(context.executionContext.balance) = " + JSON.stringify(context.executionContext.balance)); } return JSON.parse(JSON.stringify(context.executionContext.balance)); } @@ -1377,4 +1407,9 @@ } } + function truncDecimals(pFloatValue) { + + return parseFloat(parseFloat(pFloatValue).toFixed(8)); + + } }; \ No newline at end of file diff --git a/ExtractionBotProcessMainLoop.js b/ExtractionBotProcessMainLoop.js index 02d55dce5..a70615bd7 100644 --- a/ExtractionBotProcessMainLoop.js +++ b/ExtractionBotProcessMainLoop.js @@ -588,7 +588,7 @@ if (bot.enableCheckLoopHealth === false) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth); + logger.write(MODULE_NAME, "[WARN] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth); return; } // This gets disabled anytime the Main Loop is shut down by any condition. diff --git a/IndicatorBotProcessMainLoop.js b/IndicatorBotProcessMainLoop.js index 24b80f667..9cd328bf9 100644 --- a/IndicatorBotProcessMainLoop.js +++ b/IndicatorBotProcessMainLoop.js @@ -559,7 +559,7 @@ if (bot.enableCheckLoopHealth === false) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth); + logger.write(MODULE_NAME, "[WARN] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth); return; } // This gets disabled anytime the Main Loop is shut down by any condition. diff --git a/TradingBotProcessMainLoop.js b/TradingBotProcessMainLoop.js index d6b20ac0b..53d88c752 100644 --- a/TradingBotProcessMainLoop.js +++ b/TradingBotProcessMainLoop.js @@ -1046,7 +1046,7 @@ if (bot.enableCheckLoopHealth === false) { - logger.write(MODULE_NAME, "[ERROR] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth); + logger.write(MODULE_NAME, "[WARN] run -> loop -> checkLoopHealth -> bot.enableCheckLoopHealth = " + bot.enableCheckLoopHealth); return; } // This gets disabled anytime the Main Loop is shut down by any condition.