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