Calculations Ready

LowFrequencyTrading/OrdersCalculations.js

@@ -8,7 +8,7 @@ exports.newOrdersCalculations = function newOrdersCalculations(bot, logger) {
         actualSizeCalculation: actualSizeCalculation,
         actualRateCalculation: actualRateCalculation,
         feesToBePaidCalculation: feesToBePaidCalculation,
-        sizeToBeFilledCalculation: sizeToBeFilledCalculation,
+        amountReceivedCalculation: amountReceivedCalculation,
         finapercentageFilledCalculationlize: percentageFilledCalculation,
         feesPaidCalculation: feesPaidCalculation,
         sizeFilledCalculation: sizeFilledCalculation,
@@ -205,19 +205,6 @@ exports.newOrdersCalculations = function newOrdersCalculations(bot, logger) {
         }
     }
 
-    async function sizeToBeFilledCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) {
-        /* 
-        The Size to Be Filled is the Actual Size minus the Fees to be Paid. 
-        */
-        tradingEngineOrder.orderBaseAsset.sizeToBeFilled.value =
-            tradingEngineOrder.orderBaseAsset.actualSize.value -
-            tradingEngineOrder.orderBaseAsset.feesToBePaid.value
-
-        tradingEngineOrder.orderQuotedAsset.sizeToBeFilled.value =
-            tradingEngineOrder.orderQuotedAsset.actualSize.value -
-            tradingEngineOrder.orderQuotedAsset.feesToBePaid.value
-    }
-
     async function percentageFilledCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) {
         /* 
         Percentage Filled Calculation: The only relevant information we get from the exchange is the order.filled.
@@ -278,4 +265,34 @@ exports.newOrdersCalculations = function newOrdersCalculations(bot, logger) {
 
         tradingEngineOrder.orderQuotedAsset.sizeFilled.value = global.PRECISE(tradingEngineOrder.orderQuotedAsset.sizeFilled.value, 10)
     }
+
+    async function amountReceivedCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) {
+        /* 
+        This calculation is for informational purposes, so that users do not have to calculate
+        it by themselves. The Amount Received out of the trade depends if we are Buying or Selling
+        the Base Asset. If we are Buying, then the Amount Receiced will be in Base Asset. If we 
+        are selling the it will be in Quoted Asset. 
+        */
+
+        switch (true) {
+            case tradingSystemOrder.type === 'Market Buy Order' || tradingSystemOrder.type === 'Limit Buy Order': {
+                /*
+                In this case the Amount Received is in Base Asset.
+                */
+                tradingEngineOrder.orderBaseAsset.amountReceived.value.value =
+                    tradingEngineOrder.orderBaseAsset.sizeFilled.value -
+                    tradingEngineOrder.orderBaseAsset.feesPaid.value
+                break
+            }
+            case tradingSystemOrder.type === 'Market Sell Order' || tradingSystemOrder.type === 'Limit Sell Order': {
+                /*
+                In this case the Amount Received is in Quoted Asset.
+                */
+                tradingEngineOrder.orderQuotedAsset.amountReceived.value.value =
+                    tradingEngineOrder.orderQuotedAsset.sizeFilled.value -
+                    tradingEngineOrder.orderQuotedAsset.feesPaid.value
+                break
+            }
+        }
+    }
 }

LowFrequencyTrading/OrdersSimulations.js

@@ -8,7 +8,7 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
         actualSizeSimulation: actualSizeSimulation,
         actualRateSimulation: actualRateSimulation,
         feesToBePaidSimulation: feesToBePaidSimulation,
-        sizeToBeFilledSimulation: sizeToBeFilledSimulation,
+        amountReceivedSimulation: amountReceivedSimulation,
         percentageFilledSimulation: percentageFilledSimulation,
         feesPaidSimulation: feesPaidSimulation,
         sizeFilledSimulation: sizeFilledSimulation,
@@ -184,19 +184,6 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
         }
     }
 
-    async function sizeToBeFilledSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) {
-        /* 
-        The Size to Be Filled is the Actual Size minus the Fees to be Paid. 
-        */
-        tradingEngineOrder.orderBaseAsset.sizeToBeFilled.value =
-            tradingEngineOrder.orderBaseAsset.actualSize.value -
-            tradingEngineOrder.orderBaseAsset.feesToBePaid.value
-
-        tradingEngineOrder.orderQuotedAsset.sizeToBeFilled.value =
-            tradingEngineOrder.orderQuotedAsset.actualSize.value -
-            tradingEngineOrder.orderQuotedAsset.feesToBePaid.value
-    }
-
     function percentageFilledSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage) {
         /* 
         When we are live, it is the exchange who knows which order was filled and in 
@@ -324,14 +311,44 @@ exports.newOrdersSimulations = function newOrdersSimulations(bot, logger) {
         */
 
         tradingEngineOrder.orderBaseAsset.sizeFilled.value =
-            tradingEngineOrder.orderBaseAsset.sizeToBeFilled.value *
+            tradingEngineOrder.orderBaseAsset.amountReceived.value *
             tradingEngineOrder.orderStatistics.percentageFilled.value / 100
 
         tradingEngineOrder.orderQuotedAsset.sizeFilled.value =
-            tradingEngineOrder.orderQuotedAsset.sizeToBeFilled.value *
+            tradingEngineOrder.orderQuotedAsset.amountReceived.value *
             tradingEngineOrder.orderStatistics.percentageFilled.value / 100
 
         tradingEngineOrder.orderBaseAsset.sizeFilled.value = global.PRECISE(tradingEngineOrder.orderBaseAsset.sizeFilled.value, 10)
         tradingEngineOrder.orderQuotedAsset.sizeFilled.value = global.PRECISE(tradingEngineOrder.orderQuotedAsset.sizeFilled.value, 10)
     }
+
+    async function amountReceivedSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage) {
+        /* 
+        This simulation is for informational purposes, so that users do not have to calculate
+        it by themselves. The Amount Received out of the trade depends if we are Buying or Selling
+        the Base Asset. If we are Buying, then the Amount Receiced will be in Base Asset. If we 
+        are selling the it will be in Quoted Asset. 
+        */
+
+        switch (true) {
+            case tradingSystemOrder.type === 'Market Buy Order' || tradingSystemOrder.type === 'Limit Buy Order': {
+                /*
+                In this case the Amount Received is in Base Asset.
+                */
+                tradingEngineOrder.orderBaseAsset.amountReceived.value.value =
+                    tradingEngineOrder.orderBaseAsset.sizeFilled.value -
+                    tradingEngineOrder.orderBaseAsset.feesPaid.value
+                break
+            }
+            case tradingSystemOrder.type === 'Market Sell Order' || tradingSystemOrder.type === 'Limit Sell Order': {
+                /*
+                In this case the Amount Received is in Quoted Asset.
+                */
+                tradingEngineOrder.orderQuotedAsset.amountReceived.value.value =
+                    tradingEngineOrder.orderQuotedAsset.sizeFilled.value -
+                    tradingEngineOrder.orderQuotedAsset.feesPaid.value
+                break
+            }
+        }
+    }
 }

LowFrequencyTrading/TradingOrders.js

@@ -237,14 +237,14 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
         if (tradingEngineOrder.orderBaseAsset.sizeFilled === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderBaseAsset.sizeFilled === undefined', tradingEngineOrder) }
         if (tradingEngineOrder.orderBaseAsset.feesPaid === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderBaseAsset.feesPaid === undefined', tradingEngineOrder) }
         if (tradingEngineOrder.orderBaseAsset.actualSize === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderBaseAsset.actualSize === undefined', tradingEngineOrder) }
-        if (tradingEngineOrder.orderBaseAsset.sizeToBeFilled === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderBaseAsset.sizeToBeFilled === undefined', tradingEngineOrder) }
+        if (tradingEngineOrder.orderBaseAsset.amountReceived === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderBaseAsset.amountReceived === undefined', tradingEngineOrder) }
         if (tradingEngineOrder.orderBaseAsset.feesToBePaid === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderBaseAsset.feesToBePaid === undefined', tradingEngineOrder) }
 
         if (tradingEngineOrder.orderQuotedAsset.size === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderQuotedAsset.size === undefined', tradingEngineOrder) }
         if (tradingEngineOrder.orderQuotedAsset.sizeFilled === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderQuotedAsset.sizeFilled === undefined', tradingEngineOrder) }
         if (tradingEngineOrder.orderQuotedAsset.feesPaid === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderQuotedAsset.feesPaid === undefined', tradingEngineOrder) }
         if (tradingEngineOrder.orderQuotedAsset.actualSize === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderQuotedAsset.actualSize === undefined', tradingEngineOrder) }
-        if (tradingEngineOrder.orderQuotedAsset.sizeToBeFilled === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderQuotedAsset.sizeToBeFilled === undefined', tradingEngineOrder) }
+        if (tradingEngineOrder.orderQuotedAsset.amountReceived === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderQuotedAsset.amountReceived === undefined', tradingEngineOrder) }
         if (tradingEngineOrder.orderQuotedAsset.feesToBePaid === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderQuotedAsset.feesToBePaid === undefined', tradingEngineOrder) }
     }
 
@@ -554,10 +554,10 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
         ordersSimulationsModule.actualSizeSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
         ordersSimulationsModule.actualRateSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
         ordersSimulationsModule.feesToBePaidSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
-        ordersSimulationsModule.sizeToBeFilledSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
         ordersSimulationsModule.percentageFilledSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
         ordersSimulationsModule.feesPaidSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
         ordersSimulationsModule.sizeFilledSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
+        ordersSimulationsModule.amountReceivedSimulation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, applyFeePercentage)
 
         ordersSimulationsModule.finalize()
 
@@ -586,10 +586,10 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
         await ordersCalculationsModule.actualSizeCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
         await ordersCalculationsModule.actualRateCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
         await ordersCalculationsModule.feesToBePaidCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
-        await ordersCalculationsModule.sizeToBeFilledCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
         await ordersCalculationsModule.percentageFilledCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
         await ordersCalculationsModule.feesPaidCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
         await ordersCalculationsModule.sizeFilledCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
+        await ordersCalculationsModule.amountReceivedCalculation(tradingEngineStage, tradingSystemOrder, tradingEngineOrder, order, applyFeePercentage)
 
         ordersCalculationsModule.finalize()