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Adding fix for the move and put position.

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We need to ensure the format of the values received as parameters on movePosition and putPosition. Rounding issues are fixed at validating the exchange positions on only 6 positions. Parsing additional values is not necesary.
This commit is contained in:
Matias Benitez committed 2018-07-05 15:28:07 -03:00
1 parent 49877c1487
commit 32afb3a1a6
1 file changed
+29 -24
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Assistant.js
+29 -24
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@@ -181,7 +181,7 @@
if (bot.processDatetime.valueOf() >= candle.begin && bot.processDatetime.valueOf() < candle.end) {
marketRate = (candle.open + candle.close) / 2;
marketRate = Number(parseFloat(marketRate).toFixed(8));
marketRate = Number(marketRate.toFixed(8));
context.newHistoryRecord.marketRate = marketRate;
ticker = {
@@ -543,9 +543,9 @@
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: Number(thisPosition.amountA.toFixed(8)).toString(),
amountB: Number(thisPosition.amountB.toFixed(8)).toString(),
fee: Number(feeRate.toFixed(8)).toString(),
date: (new Date()).valueOf()
}
@@ -636,8 +636,8 @@
sumAssetB = sumAssetB + Number(trade.amountB);
}
sumAssetA = Number(parseFloat(sumAssetA).toFixed(8));
sumAssetB = Number(parseFloat(sumAssetB).toFixed(8));
sumAssetA = Number(sumAssetA.toFixed(8));
sumAssetB = Number(sumAssetB.toFixed(8));
if (position.amountB !== sumAssetB) {
logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> position.amountB = " + position.amountB);
@@ -711,10 +711,10 @@
sumAssetA = sumAssetA + Number(exchangePosition.amountA);
sumAssetB = sumAssetB + Number(exchangePosition.amountB);
sumAssetA = Number(parseFloat(sumAssetA).toFixed(6)); // Fixed to 6 positions to avoid rounding issues
sumAssetB = Number(parseFloat(sumAssetB).toFixed(8));
sumAssetA = Number(sumAssetA.toFixed(6)); // Fixed to 6 positions to avoid rounding issues
sumAssetB = Number(sumAssetB.toFixed(8));
if (parseFloat(position.amountA).toFixed(6) !== sumAssetA || position.amountB !== sumAssetB ) {
if (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);
@@ -779,28 +779,28 @@
if (trade.type === 'buy') {
let fee = Number(trade.fee) * trade.amountB;
let fixedFee = Number(parseFloat(fee).toFixed(8));
let fixedFee = Number(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));
context.executionContext.availableBalance.assetB = Number(available.toFixed(8));
}
if (trade.type === 'sell') {
let fee = Number(trade.fee) * trade.amountA;
let fixedFee = Number(parseFloat(fee).toFixed(8));
let fixedFee = Number(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.availableBalance.assetA = Number(available.toFixed(8));
}
context.executionContext.balance.assetA = Number(parseFloat(assetA).toFixed(8));
context.executionContext.balance.assetB = Number(parseFloat(assetB).toFixed(8));
context.executionContext.balance.assetA = Number(assetA.toFixed(8));
context.executionContext.balance.assetB = Number(assetB.toFixed(8));
}
} catch (err) {
@@ -859,10 +859,6 @@
try {
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> Entering function."); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pType = " + pType); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pRate = " + pRate); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountA = " + pAmountA); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountB = " + pAmountB); }
/* Removing extra decimals. */
@@ -870,6 +866,11 @@
pAmountA = Number(parseFloat(pAmountA).toFixed(8));
pAmountB = Number(parseFloat(pAmountB).toFixed(8));
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pType = " + pType); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pRate = " + pRate); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountA = " + pAmountA); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountB = " + pAmountB); }
/* Validations that the limits are not surpassed. */
if (pType === 'buy') {
@@ -889,7 +890,7 @@
return;
}
let aRate = Number(parseFloat(pAmountA / pRate).toFixed(8));
let aRate = Number((pAmountA / pRate).toFixed(8));
if (aRate !== pAmountB) {
@@ -925,7 +926,7 @@
return;
}
let bRate = Number(parseFloat(pAmountB * pRate).toFixed(8));
let bRate = Number((pAmountB * pRate).toFixed(8));
if (bRate !== pAmountA) {
@@ -1022,14 +1023,14 @@
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 = Number(context.executionContext.availableBalance.assetA.toFixed(8));
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 = Number(context.executionContext.availableBalance.assetB.toFixed(8));
context.newHistoryRecord.lastSellRate = pRate;
}
@@ -1068,9 +1069,12 @@
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> pPosition = " + JSON.stringify(pPosition)); }
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));
let newAmountB;
if (pPosition.type === "buy") {
newAmountB = parseFloat(pPosition.amountA / pNewRate).toFixed(7); // If it was fixed to 8 positions there could be some rounding up and there will be not enough AssetA for buying
newAmountB = Number((pPosition.amountA / pNewRate).toFixed(8));
} else {
newAmountB = pPosition.amountB;
}
@@ -1293,4 +1297,5 @@
return context.executionContext.remember[pKey];
}
};