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LowFrequencyTrading/ExchangeAPI.js

@@ -1,8 +1,6 @@
-exports.newExchangeAPI = function newExchangeAPI(logger, BOT) {
+exports.newExchangeAPI = function newExchangeAPI(bot, logger) {
 
     let MODULE_NAME = "Exchange API";
-    let LOG_INFO = true;
-    let bot = BOT
 
     let thisObject = {
         getOrder: getOrder,
@@ -158,7 +156,7 @@
     }
 
     function logInfo(message) {
-        if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] ' + message) }
+        logger.write(MODULE_NAME, '[INFO] ' + message)
     }
 
     function logError(message) {

LowFrequencyTrading/TradingEngine.js

@@ -190,12 +190,6 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
             tradingEngine.current.distanceToEvent.createOrder.value++
         }
 
-        if (
-            tradingEngine.current.distanceToEvent.moveOrder.value > 0
-        ) {
-            tradingEngine.current.distanceToEvent.moveOrder.value++
-        }
-
         if (
             tradingEngine.current.distanceToEvent.cancelOrder.value > 0
         ) {

LowFrequencyTrading/TradingExecution.js

@@ -1,4 +1,4 @@
-exports.newTradingExecution = function newTradingExecution(bot, logger) {
+exports.newTradingExecution = function newTradingExecution(bot, logger, tradingEngineModule) {
     /*
     The Trading Execution modules manages the execution of orders against the exchanges.
     */
@@ -13,16 +13,24 @@ exports.newTradingExecution = function newTradingExecution(bot, logger) {
     let tradingEngine
     let tradingSystem
 
+    const EXCHANGE_API_MODULE = require('./ExchangeAPI.js')
+    let exchangeAPIModule = EXCHANGE_API_MODULE.newExchangeAPI(bot, logger)
+
     return thisObject
 
     function initialize() {
         tradingSystem = bot.simulationState.tradingSystem
         tradingEngine = bot.simulationState.tradingEngine
+
+        exchangeAPIModule.initialize()
     }
 
     function finalize() {
         tradingSystem = undefined
         tradingEngine = undefined
+
+        exchangeAPIModule.finalize()
+        exchangeAPIModule = undefined
     }
 
     function checkExecution(executionNode, stageIsOpening, stageIsClosing, stageSizeLimit, stageOrdersSize, stageFilledSize) {

LowFrequencyTrading/TradingSimulation.js

@@ -42,10 +42,6 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
             const MAX_TAKE_PROFIT_VALUE = Number.MAX_SAFE_INTEGER
 
             /* These are the Modules we will need to run the Simulation */
-            const EXCHANGE_API = require('../ExchangeAPI');
-            exchangeAPI = EXCHANGE_API.newExchangeAPI(logger, bot);
-            exchangeAPI.initialize();
-
             const TRADING_ENGINE_MODULE = require('./TradingEngine.js')
             let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(bot, logger)
             tradingEngineModule.initialize()

LowFrequencyTrading/TradingSystem.js

@@ -23,27 +23,21 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
     let tradingEngine
     let sessionParameters
 
-    tradingSystem.conditions = new Map()
-    tradingSystem.formulas = new Map()
-
-    const EXCHANGE_API_MODULE = require('./ExchangeAPI.js')
-    let exchangeAPIModule = EXCHANGE_API_MODULE.newExchangeAPI(bot, logger)
-
     const TRADING_STRATEGY_MODULE = require('./TradingStrategy.js')
     let tradingStrategyModule = TRADING_STRATEGY_MODULE.newTradingStrategy(bot, logger, tradingEngineModule)
 
     const TRADING_POSITION_MODULE = require('./TradingPosition.js')
     let tradingPositionModule = TRADING_POSITION_MODULE.newTradingPosition(bot, logger, tradingEngineModule)
 
+    const TRADING_ENGINE_EXECUTION = require('./TradingExecution.js')
+    let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(bot, logger, tradingEngineModule)
+
     const ANNOUNCEMENTS_MODULE = require('./Announcements.js')
     let announcementsModule = ANNOUNCEMENTS_MODULE.newAnnouncements(bot, logger)
 
     const SNAPSHOTS_MODULE = require('./Snapshots.js')
     let snapshotsModule = SNAPSHOTS_MODULE.newSnapshots(bot, logger)
 
-    const TRADING_ENGINE_EXECUTION = require('./TradingExecution.js')
-    let tradingExecutionModule = TRADING_ENGINE_EXECUTION.newTradingExecution(bot, logger)
-
     return thisObject
 
     function initialize() {
@@ -51,7 +45,9 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
         tradingEngine = bot.simulationState.tradingEngine
         sessionParameters = bot.SESSION.parameters
 
-        exchangeAPIModule.initialize()
+        tradingSystem.conditions = new Map()
+        tradingSystem.formulas = new Map()
+
         tradingStrategyModule.initialize()
         tradingPositionModule.initialize()
         announcementsModule.initialize()
@@ -60,9 +56,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
     }
 
     function finalize() {
-        exchangeAPIModule.finalize()
-        exchangeAPIModule = undefined
-
         tradingStrategyModule.finalize()
         tradingStrategyModule = undefined