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Luis Fernando Molina committed 2018-03-09 18:53:15 +01:00
1 parent 70dd47edeb
commit 4b6fddffff
5 files changed
+76 -69
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.vs/AACloudPlatform/v15/.suo
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Assistant.js
+73 -66
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@@ -12,8 +12,9 @@
let thisObject = {
initialize: initialize,
putPositionAtExchange: putPositionAtExchange,
movePositionAtExchange: movePositionAtExchange
putPosition: putPosition,
movePosition: movePosition,
getPositions: getPositions
};
let bot = BOT;
@@ -25,12 +26,14 @@
let exchangePositions = []; // These are the open positions at the exchange at the account the bot is authorized to use.
let openPositions = []; // These are the open positions the bot knows it made by itself.
let botContext;
let context;
let exchangeAPI;
const INITIAL_INVESTMENT = 0.001;
return thisObject;
function initialize(pBotContext, pExchangeAPI, callBackFunction) {
function initialize(pContext, pExchangeAPI, callBackFunction) {
try {
@@ -38,7 +41,7 @@
/* Store local values. */
botContext = pBotContext;
context = pContext;
exchangeAPI = pExchangeAPI;
getPositionsAtExchange(onDone);
@@ -155,16 +158,16 @@
let openPositions = [];
for (let a = 0; a < botContext.executionContext.positions.length; a++) {
for (let a = 0; a < context.executionContext.positions.length; a++) {
if (botContext.executionContext.positions[a].status === "open") {
if (context.executionContext.positions[a].status === "open") {
openPositions.push(botContext.executionContext.positions[a]);
openPositions.push(context.executionContext.positions[a]);
}
}
botContext.executionContext.positions = openPositions;
context.executionContext.positions = openPositions;
/* Now we can start checking what happened at the exchange. */
@@ -177,7 +180,7 @@
try {
for (let j = 0; j < exchangePositions.length; j++) {
if (botContext.executionContext.positions[i].id === exchangePositions[j].id) {
if (context.executionContext.positions[i].id === exchangePositions[j].id) {
/*
@@ -187,7 +190,7 @@
*/
if (botContext.executionContext.positions[i].amountB === parseFloat(exchangePositions[j].amountB)) {
if (context.executionContext.positions[i].amountB === parseFloat(exchangePositions[j].amountB)) {
/* Position is still there, untouched. Nothing to do here. */
@@ -196,7 +199,7 @@
} else {
getPositionTradesAtExchange(botContext.executionContext.positions[i].id, confirmOrderWasPartiallyExecuted);
getPositionTradesAtExchange(context.executionContext.positions[i].id, confirmOrderWasPartiallyExecuted);
return;
function confirmOrderWasPartiallyExecuted(pTrades) {
@@ -230,8 +233,8 @@
sumAssetA = sumAssetA + exchangePositions[j].fee;
if (
botContext.executionContext.positions[i].amountA !== sumAssetA ||
botContext.executionContext.positions[i].amountB !== sumAssetB
context.executionContext.positions[i].amountA !== sumAssetA ||
context.executionContext.positions[i].amountB !== sumAssetB
) {
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> Cannot be confirmed that a partially execution was done well.");
callBack(global.DEFAULT_FAIL_RESPONSE);
@@ -244,24 +247,24 @@
*/
botContext.executionContext.positions[i].amountA = exchangePositions[j].amountA;
botContext.executionContext.positions[i].amountB = exchangePositions[j].amountB;
botContext.executionContext.positions[i].date = (new Date(exchangePositions[j].date)).valueOf();
context.executionContext.positions[i].amountA = exchangePositions[j].amountA;
context.executionContext.positions[i].amountB = exchangePositions[j].amountB;
context.executionContext.positions[i].date = (new Date(exchangePositions[j].date)).valueOf();
for (k = 0; k < pTrades.length; k++) {
botContext.executionContext.positions[i].pTrades.push(pTrades[k]);
context.executionContext.positions[i].pTrades.push(pTrades[k]);
botContext.newHistoryRecord.newTrades++;
context.newHistoryRecord.newTrades++;
}
let newTransaction = {
type: botContext.executionContext.positions[i].type + " partially executed",
position: botContext.executionContext.positions[i]
type: context.executionContext.positions[i].type + " partially executed",
position: context.executionContext.positions[i]
};
botContext.executionContext.transactions.push(newTransaction);
context.executionContext.transactions.push(newTransaction);
/* All done. */
@@ -279,7 +282,7 @@
/* Position not found: we need to know if the order was executed. */
getPositionTradesAtExchange(botContext.executionContext.positions[i].id, confirmOrderWasExecuted);
getPositionTradesAtExchange(context.executionContext.positions[i].id, confirmOrderWasExecuted);
function getPositionTradesAtExchange(pPositionId, innerCallBack) {
@@ -359,8 +362,8 @@
sumAssetA = sumAssetA + exchangePositions[j].fee;
if (
botContext.executionContext.positions[i].amountA !== sumAssetA ||
botContext.executionContext.positions[i].amountB !== sumAssetB
context.executionContext.positions[i].amountA !== sumAssetA ||
context.executionContext.positions[i].amountB !== sumAssetB
) {
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> Cannot be confirmed that the order was executed. It must be manually cancelled by the user or cancelled by the exchange itself.");
callBack(global.DEFAULT_FAIL_RESPONSE);
@@ -373,22 +376,22 @@
*/
botContext.executionContext.positions[i].status = "executed";
context.executionContext.positions[i].status = "executed";
for (k = 0; k < pTrades.length; k++) {
botContext.executionContext.positions[i].pTrades.push(pTrades[k]);
context.executionContext.positions[i].pTrades.push(pTrades[k]);
botContext.newHistoryRecord.newTrades++;
context.newHistoryRecord.newTrades++;
}
let newTransaction = {
type: botContext.executionContext.positions[i].type + " executed",
position: botContext.executionContext.positions[i]
type: context.executionContext.positions[i].type + " executed",
position: context.executionContext.positions[i]
};
botContext.executionContext.transactions.push(newTransaction);
context.executionContext.transactions.push(newTransaction);
/* All done. */
@@ -417,7 +420,7 @@
function controlLoop() {
if (i < botContext.executionContext.positions.length) {
if (i < context.executionContext.positions.length) {
loopBody();
@@ -439,26 +442,26 @@
}
}
function putPositionAtExchange(pType, pRate, pAmountA, pAmountB, callBack) {
function putPosition(pType, pRate, pAmountA, pAmountB, callBack) {
try {
if (FULL_LOG === true) { logger.write("[INFO] putPositionAtExchange -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] putPositionAtExchange -> pType = " + pType); }
if (FULL_LOG === true) { logger.write("[INFO] putPositionAtExchange -> pRate = " + pRate); }
if (FULL_LOG === true) { logger.write("[INFO] putPositionAtExchange -> pAmountA = " + pAmountA); }
if (FULL_LOG === true) { logger.write("[INFO] putPositionAtExchange -> pAmountB = " + pAmountB); }
if (FULL_LOG === true) { logger.write("[INFO] putPosition -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] putPosition -> pType = " + pType); }
if (FULL_LOG === true) { logger.write("[INFO] putPosition -> pRate = " + pRate); }
if (FULL_LOG === true) { logger.write("[INFO] putPosition -> pAmountA = " + pAmountA); }
if (FULL_LOG === true) { logger.write("[INFO] putPosition -> pAmountB = " + pAmountB); }
exchangeAPI.putPosition(global.MARKET, pType, pRate, pAmountA, pAmountB, onResponse);
function onResponse(err, pPositionId) {
try {
if (FULL_LOG === true) { logger.write("[INFO] putPositionAtExchange -> onResponse -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] putPositionAtExchange -> onResponse -> pPositionId = " + pPositionId); }
if (FULL_LOG === true) { logger.write("[INFO] putPosition -> onResponse -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] putPosition -> onResponse -> pPositionId = " + pPositionId); }
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: { // Everything went well, we have the information requested.
logger.write("[INFO] putPositionAtExchange -> onResponse -> Execution finished well. :-)");
logger.write("[INFO] putPosition -> onResponse -> Execution finished well. :-)");
let position = {
id: pPositionId,
@@ -471,64 +474,64 @@
trades: []
};
botContext.executionContext.positions.push(position);
context.executionContext.positions.push(position);
let newTransaction = {
type: "newPosition",
position: position
};
botContext.executionContext.transactions.push(newTransaction);
context.executionContext.transactions.push(newTransaction);
botContext.newHistoryRecord.newPositions++;
botContext.newHistoryRecord.rate = pRate;
context.newHistoryRecord.newPositions++;
context.newHistoryRecord.rate = pRate;
callBack(global.DEFAULT_OK_RESPONSE);
return;
}
break;
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] putPositionAtExchange -> onResponse -> Retry Later. Requesting Execution Retry.");
logger.write("[ERROR] putPosition -> onResponse -> Retry Later. Requesting Execution Retry.");
callBack(global.DEFAULT_RETRY_RESPONSE);
return;
}
break;
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] putPositionAtExchange -> onResponse -> Operation Failed. Aborting the process.");
logger.write("[ERROR] putPosition -> onResponse -> Operation Failed. Aborting the process.");
callBack(global.DEFAULT_FAIL_RESPONSE);
return;
}
break;
}
} catch (err) {
logger.write("[ERROR] putPositionAtExchange -> onResponse -> err = " + err.message);
logger.write("[ERROR] putPosition -> onResponse -> err = " + err.message);
callBack(global.DEFAULT_FAIL_RESPONSE);
}
}
} catch (err) {
logger.write("[ERROR] putPositionAtExchange -> err = " + err.message);
logger.write("[ERROR] putPosition -> err = " + err.message);
callBack(global.DEFAULT_FAIL_RESPONSE);
}
}
function movePositionAtExchange(pPosition, pNewRate, callBack) {
function movePosition(pPosition, pNewRate, callBack) {
try {
if (FULL_LOG === true) { logger.write("[INFO] movePositionAtExchange -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] movePositionAtExchange -> pPosition = " + JSON.stringify(pPosition)); }
if (FULL_LOG === true) { logger.write("[INFO] movePositionAtExchange -> pNewRate = " + pNewRate); }
if (FULL_LOG === true) { logger.write("[INFO] movePosition -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] movePosition -> pPosition = " + JSON.stringify(pPosition)); }
if (FULL_LOG === true) { logger.write("[INFO] movePosition -> pNewRate = " + pNewRate); }
exchangeAPI.movePosition(pPosition, pNewRate, onResponse);
function onResponse(err, pPositionId) {
try {
if (FULL_LOG === true) { logger.write("[INFO] movePositionAtExchange -> onResponse -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] movePositionAtExchange -> onResponse -> pPositionId = " + pPositionId); }
if (FULL_LOG === true) { logger.write("[INFO] movePosition -> onResponse -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] movePosition -> onResponse -> pPositionId = " + pPositionId); }
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: { // Everything went well, we have the information requested.
logger.write("[INFO] movePositionAtExchange -> onResponse -> Execution finished well. :-)");
logger.write("[INFO] movePosition -> onResponse -> Execution finished well. :-)");
let newPosition = {
id: pPositionId,
@@ -545,11 +548,11 @@
/* We need to update the position we have on file. */
for (let i = 0; i < botContext.executionContext.positions.length; i++) {
for (let i = 0; i < context.executionContext.positions.length; i++) {
if (botContext.executionContext.positions[i].id === pPosition.id) {
if (context.executionContext.positions[i].id === pPosition.id) {
botContext.executionContext.positions[i] = newPosition;
context.executionContext.positions[i] = newPosition;
break;
}
@@ -561,35 +564,39 @@
newPosition: newPosition
};
botContext.executionContext.transactions.push(newTransaction);
context.executionContext.transactions.push(newTransaction);
botContext.newHistoryRecord.movedPositions++;
botContext.newHistoryRecord.rate = pNewRate;
context.newHistoryRecord.movedPositions++;
context.newHistoryRecord.rate = pNewRate;
callBack(global.DEFAULT_OK_RESPONSE);
}
break;
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] movePositionAtExchange -> onResponse -> Retry Later. Requesting Execution Retry.");
logger.write("[ERROR] movePosition -> onResponse -> Retry Later. Requesting Execution Retry.");
callBack(global.DEFAULT_RETRY_RESPONSE);
return;
}
break;
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] movePositionAtExchange -> onResponse -> Operation Failed. Aborting the process.");
logger.write("[ERROR] movePosition -> onResponse -> Operation Failed. Aborting the process.");
callBack(global.DEFAULT_FAIL_RESPONSE);
return;
}
break;
}
} catch (err) {
logger.write("[ERROR] movePositionAtExchange -> onResponse -> err = " + err.message);
logger.write("[ERROR] movePosition -> onResponse -> err = " + err.message);
callBack(global.DEFAULT_FAIL_RESPONSE);
}
}
} catch (err) {
logger.write("[ERROR] movePositionAtExchange -> err = " + err.message);
logger.write("[ERROR] movePosition -> err = " + err.message);
callBack(global.DEFAULT_FAIL_RESPONSE);
}
}
function getPositions() {
return JSON.parse(JSON.stringify(context.executionContext.positions));
}
};
Run.js
+1
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@@ -254,6 +254,7 @@ function runTradingBot(pProcessConfig) {
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
logger.write("[INFO] trading bot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully. :-)");
console.log("Bot execution finished sucessfully. :-)");
} else {
Trading Bot Main Loop.js
+1 -2
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@@ -217,7 +217,6 @@
usertBot = USER_BOT_MODULE.newUserBot(bot, DEBUG_MODULE);
let platform = {
context: context,
datasource: datasource,
assistant: assistant
};
@@ -358,7 +357,7 @@
try {
vmConfig = JSON.parse(fs.readFileSync('this.vm.config.json', 'utf8'));
return JSON.parse(vmConfig.stopGrafully);
return JSON.parse(vmConfig.stopGracefully);
}
catch (err) {
const logText = "[ERROR] 'readConfig' - ERROR : " + err.message;
this.vm.config.json
+1 -1
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@@ -2,5 +2,5 @@
"bot": {
"path": "../Bots/AAMasters/AAMariam-Trading-Bot"
},
"stopGrafully": "false"
"stopGracefully": "false"
}