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Several bug fixes at session level

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This commit is contained in:
Luis Fernando Molina committed 2020-02-06 20:15:26 +01:00
1 parent 3774ef12c6
commit 51e0de9e1a
4 files changed
+51 -35
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Assistant.js
+23 -17
View File
@@ -469,7 +469,10 @@
trades.push(trade);
onResponse(global.DEFAULT_OK_RESPONSE, trades);
let order = {
trades: trades
}
onResponse(global.DEFAULT_OK_RESPONSE, order);
return;
}
@@ -488,7 +491,7 @@
}
}
function onResponse(err, pTrades) {
function onResponse(err, order) {
try {
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> onResponse -> Entering function."); }
@@ -496,7 +499,7 @@
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: { // Everything went well, we have the information requested.
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> onResponse -> Execution finished well."); }
innerCallBack(pTrades);
innerCallBack(order);
}
break;
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
@@ -523,13 +526,14 @@
}
}
function confirmOrderWasExecuted(pTrades) {
function confirmOrderWasExecuted(order) {
try {
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> Entering function."); }
if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> pTrades = " + JSON.stringify(pTrades)); }
if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasExecuted -> trades = " + JSON.stringify(trades)); }
let trades = order.trades
/*
To confirm everything is ok, we will add all the amounts on trades asociated to the order and
@@ -542,8 +546,8 @@
let sumQuotedAsset = 0;
let sumRate = 0;
for (let k = 0; k < pTrades.length; k++) {
let trade = pTrades[k];
for (let k = 0; k < trades.length; k++) {
let trade = trades[k];
sumBaseAsset = sumBaseAsset + thisObject.truncDecimals(trade.amountA);
sumQuotedAsset = sumQuotedAsset + thisObject.truncDecimals(trade.amountB);
sumRate = sumRate + thisObject.truncDecimals(trade.rate);
@@ -572,12 +576,12 @@
position.status = "executed";
if (position.type === "sell") {
context.newHistoryRecord.sellExecRate = sumRate / pTrades.length;
context.newHistoryRecord.sellExecRate = sumRate / trades.length;
} else {
context.newHistoryRecord.buyExecRate = sumRate / pTrades.length;
context.newHistoryRecord.buyExecRate = sumRate / trades.length;
}
applyTradesToContext(pTrades);
applyTradesToContext(trades);
let newTransaction = {
type: position.type + " executed",
@@ -597,11 +601,13 @@
}
}
function confirmOrderWasPartiallyExecuted(pTrades) {
function confirmOrderWasPartiallyExecuted(trades) {
try {
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> Entering function."); }
let trades = order.trades
/*
To confirm everything is ok, we will add all the amounts on trades plus the remaining amounts
@@ -613,8 +619,8 @@
let sumBaseAsset = 0;
let sumQuotedAsset = 0;
for (let k = 0; k < pTrades.length; k++) {
let trade = pTrades[k];
for (let k = 0; k < trades.length; k++) {
let trade = trades[k];
sumBaseAsset = sumBaseAsset + thisObject.truncDecimals(trade.amountA);
sumQuotedAsset = sumQuotedAsset + thisObject.truncDecimals(trade.amountB);
}
@@ -663,7 +669,7 @@
position.amountB = exchangePosition.amountB;
position.date = (new Date(exchangePosition.date)).valueOf();
applyTradesToContext(pTrades);
applyTradesToContext(trades);
let newTransaction = {
type: position.type + " partially executed",
@@ -683,7 +689,7 @@
}
}
function applyTradesToContext(pTrades) {
function applyTradesToContext(trades) {
try {
@@ -691,9 +697,9 @@
/* Here we apply the trades that already happened at the exchange to the balance and available balance of the bot. We also calculate its profits. */
for (k = 0; k < pTrades.length; k++) {
for (k = 0; k < trades.length; k++) {
let trade = pTrades[k];
let trade = trades[k];
position.trades.push(trade);
Commons.js
+1 -1
View File
@@ -71,7 +71,7 @@
return
}
if (outputDatasetNode.referenceParent.parentNode.dataBuilding === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> Product Definition without a Data Building Procedure. Product Definition = " + JSON.stringify(outputDatasetNode.referenceParent.parentNode));
logger.write(MODULE_NAME, "[WARN] start -> Product Definition " + outputDatasetNode.referenceParent.parentNode.name + " without a Data Building Procedure. Product Definition = " + JSON.stringify(outputDatasetNode.referenceParent.parentNode));
}
if (outputDatasetNode.referenceParent.code.codeName === undefined) {
logger.write(MODULE_NAME, "[ERROR] start -> Dataset witn no codeName defined. Product Dataset = " + JSON.stringify(outputDatasetNode.referenceParent));
ExchangeAPI.js
+4 -4
View File
@@ -96,7 +96,7 @@
}
}
function getOrder(orderId, market, callBackFunction) {
async function getOrder(orderId, market, callBackFunction) {
try {
logInfo("getOrder -> Entering function. orderId = " + orderId);
@@ -116,7 +116,7 @@
}
}
function createOrder(market, side, pRate, amount, price, callBackFunction) {
async function createOrder(market, side, price, cost, amount, callBackFunction) {
try {
logInfo("createOrder -> Entering function.");
@@ -124,7 +124,7 @@
logInfo("createOrder -> market = " + market.assetA + "_" + market.assetB);
logInfo("createOrder -> side = " + side);
logInfo("createOrder -> pRate = " + rate);
logInfo("createOrder -> cost = " + cost);
logInfo("createOrder -> amount = " + amount);
logInfo("createOrder -> price = " + price);
@@ -137,7 +137,7 @@
let order
if (exchange.has['createOrder']) {
order = await(exchange.createOrder(symbol, type, side, amount, price))
order = await(exchange.createOrder(symbol, type, side, amount))
callBackFunction(global.DEFAULT_OK_RESPONSE, order)
} else {
logError("createOrder -> Exchange does not support createOrder command.");
Session.js
+23 -13
View File
@@ -2,6 +2,7 @@
const MODULE_NAME = "Session"
const FULL_LOG = true;
const ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
let thisObject = {
initialize: initialize
@@ -97,6 +98,17 @@
bot.STOP_SESSION = true
}
function checkDatetimes() {
if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf()) {
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> startLiveTrading -> Overriding initialDatetime with present datetime because " + bot.VALUES_TO_USE.timeRange.initialDatetime + " is in the past."); }
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
}
if (bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf() < (new Date()).valueOf()) {
if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> startLiveTrading -> Overriding finalDatetime with present datetime plus one year because " + bot.VALUES_TO_USE.timeRange.finalDatetime + " is in the past."); }
bot.VALUES_TO_USE.timeRange.finalDatetime = new Date() + ONE_YEAR_IN_MILISECONDS
}
}
function startBackTesting(message) {
bot.startMode = "Backtest"
if (bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf() > (new Date()).valueOf()) {
@@ -117,9 +129,7 @@
}
bot.startMode = "Live"
if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf()) {
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
}
checkDatetimes()
bot.resumeExecution = false;
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
bot.hasTheBotJustStarted = true
@@ -135,9 +145,7 @@
}
bot.startMode = "Live"
if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf()) {
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
}
checkDatetimes()
bot.resumeExecution = false;
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
bot.hasTheBotJustStarted = true
@@ -164,9 +172,7 @@
function startPaperTrading(message) {
bot.startMode = "Backtest"
if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf()) {
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
}
checkDatetimes()
bot.resumeExecution = false;
bot.hasTheBotJustStarted = true
bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
@@ -204,7 +210,7 @@
}
/* Session Type Dependant Default Values */
const ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
switch (bot.SESSION.type) {
case 'Backtesting Session': {
bot.VALUES_TO_USE.timeRange.initialDatetime = new Date((new Date()).valueOf() - ONE_YEAR_IN_MILISECONDS)
@@ -247,6 +253,8 @@
bot.VALUES_TO_USE.baseAsset = code.codeName;
}
code = tradingSystem.parameters.baseAsset.code
if (bot.VALUES_TO_USE.baseAsset === 'BTC') {
if (code.initialBalance !== undefined) {
bot.VALUES_TO_USE.initialBalanceA = code.initialBalance;
@@ -347,15 +355,17 @@
/* Base Asset and Initial Balances. */
{
if (bot.SESSION.parameters.baseAsset !== undefined) {
if (tradingSystem.parameters.baseAsset.referenceParent !== undefined) {
if (tradingSystem.parameters.baseAsset.referenceParent.referenceParent !== undefined) {
if (bot.SESSION.parameters.baseAsset.referenceParent !== undefined) {
if (bot.SESSION.parameters.baseAsset.referenceParent.referenceParent !== undefined) {
let code = tradingSystem.parameters.baseAsset.referenceParent.referenceParent.code
let code = bot.SESSION.parameters.baseAsset.referenceParent.referenceParent.code
if (code.codeName !== undefined) {
bot.VALUES_TO_USE.baseAsset = code.codeName;
}
code = bot.SESSION.parameters.baseAsset.code
if (bot.VALUES_TO_USE.baseAsset === 'BTC') {
if (code.initialBalance !== undefined) {
bot.VALUES_TO_USE.initialBalanceA = code.initialBalance;