Update TradingOrders.js

This commit is contained in:
Luis Fernando Molina committed 2020-09-05 11:49:31 +02:00
1 parent ba4f229b43
commit 4944b0b459
1 file changed
+19 -9
+19 -9
View File
@@ -695,7 +695,6 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
/* Status Checks */
if (order.remaining === 0 && order.status === AT_EXCHANGE_STATUS.CLOSED) {
/* Close this Order */
tradingEngineOrder.status.value = 'Closed'
tradingEngineOrder.exitType.value = 'Filled'
@@ -705,24 +704,29 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
await updateEndsWithCycle(tradingEngineOrder)
tradingSystem.infos.push([tradingSystemOrder.id, 'checkExchangeEvents -> Closing Order with Exit Type ' + tradingEngineOrder.exitType.value])
await syncWithExchange(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order)
return
}
if (order.remaining > 0 && order.status === AT_EXCHANGE_STATUS.CLOSED) {
if (order.remaining > 0 && order.status === AT_EXCHANGE_STATUS.CLOSED) {
/* Close this Order */
tradingEngineOrder.status.value = 'Closed'
tradingEngineOrder.exitType.value = 'Closed at the Exchange'
/* Initialize this */
tradingEngine.current.episode.distanceToEvent.closeOrder.value = 1
await updateEndsWithCycle(tradingEngineOrder)
tradingSystem.infos.push([tradingSystemOrder.id, 'checkExchangeEvents -> Closing Order with Exit Type ' + tradingEngineOrder.exitType.value])
}
if (order.status === AT_EXCHANGE_STATUS.CANCELLED) {
await syncWithExchange(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order)
await recalculateStageSize(tradingEngineStage, tradingEngineOrder)
return
}
if (order.status === AT_EXCHANGE_STATUS.CANCELLED) {
/* Close this Order */
tradingEngineOrder.status.value = 'Closed'
/*
We must be carefull here not to overide an already defined exitType. It can happen
for instance that the order was cancellerd from the bot, but veryfing the cancellation
@@ -732,12 +736,15 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
if (tradingEngineOrder.exitType.value === tradingEngineOrder.exitType.config.initialValue) {
tradingEngineOrder.exitType.value = 'Cancelled at the Exchange'
}
/* Initialize this */
tradingEngine.current.episode.distanceToEvent.closeOrder.value = 1
await updateEndsWithCycle(tradingEngineOrder)
tradingSystem.infos.push([tradingSystemOrder.id, 'checkExchangeEvents -> Closing Order with Exit Type ' + tradingEngineOrder.exitType.value])
await syncWithExchange(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order)
await recalculateStageSize(tradingEngineStage, tradingEngineOrder)
return
}
/*
@@ -749,7 +756,10 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
await syncWithExchange(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order)
}
/* Forced Cancellation Check */
/*
Forced Cancellation Check: Here we check if we need to cancel this order because the
stage is closing.
*/
if (tradingEngineStage.status.value === 'Closing' && tradingEngineOrder.status.value !== 'Closed') {
await exchangeCancelOrder(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, 'Closing Stage')
}
@@ -1085,7 +1095,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
/* Initialize this */
tradingEngine.current.episode.distanceToEvent.closeOrder.value = 1
await updateEndsWithCycle(tradingEngineOrder)
updateEndsWithCycle(tradingEngineOrder)
tradingSystem.infos.push([tradingSystemOrder.id, 'simulateCancelOrder -> Closing Order with Exit Type ' + tradingEngineOrder.exitType.value])
recalculateStageSize(tradingEngineStage, tradingEngineOrder)