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Baseline version

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With target trade and stopp loss dissabled.
This commit is contained in:
Matias Benitez committed 2018-08-01 10:25:44 -03:00
1 parent a41763b630
commit 64ce95be61
1 file changed
+96 -23
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Trading-Process/User.Bot.js
+96 -23
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@@ -37,16 +37,21 @@
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
const market = global.MARKET;
const LAST_SELL_RATE_KEY = "AAVikings" + "-" + "AAArtudito" + "-" + "Trading-Process" + "-" + "lastSellRate";
const LAST_BUY_RATE_KEY = "AAVikings" + "-" + "AAArtudito" + "-" + "Trading-Process" + "-" + "lastBuyRate";
const CHANNEL_DOWN = -1;
const CHANNEL_UP = 1;
const NO_CHANNEL = 0;
let positions = assistant.getPositions();
// Parameters
let targetTradeEnabled = false;
const TRADE_TARGET = 2.0;
let stopLossEnabled = false;
let stopLossPorcentage = 0.006;
let lastBuyRate = assistant.remindMeOf(LAST_BUY_RATE_KEY);
if (lastBuyRate === undefined) {
let currentRate = assistant.getTicker().bid;
let currentRate = assistant.getMarketRate();
lastBuyRate = currentRate;
assistant.rememberThis(LAST_BUY_RATE_KEY, lastBuyRate);
}
@@ -55,6 +60,17 @@
This trading bot will use an strategy based on the interpretation of the Linear Regression Curve Channel.
*/
let positions = assistant.getPositions();
let lastSellRate = assistant.remindMeOf(LAST_SELL_RATE_KEY);
if (targetTradeEnabled === true && assistant.getAvailableBalance().assetA > 1 && lastSellRate !== undefined) {
let currentROI = ((lastSellRate - assistant.getTicker().bid) / lastSellRate) * 100;
if (currentROI > TRADE_TARGET) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> Current trade ROI is greater than default target. Buying..."); }
createBuyPosition(onDone);
return;
}
}
businessLogic(onDone);
function onDone(err) {
@@ -124,7 +140,7 @@
if (firstChannelTilt == -1 && secondChannelTilt == -1) {
createSellPosition(callBack);
} else {
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> secondTiltCheck -> Nothing to do, there isn't a buy or sell oportunity."); }
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> secondTiltCheck -> Nothing to do, there isn't a sell oportunity."); }
callBack(global.DEFAULT_OK_RESPONSE);
}
@@ -369,8 +385,10 @@
if (lrcPoint.min < previousLRCPoint.min && lrcPoint.mid <= previousLRCPoint.mid) {
// 15 AND 30 changed direction from up to down
channelTilt = CHANNEL_DOWN;
ruleApplied += "Rule_3a.";
if (checkToSellWithStopLoss()) {
channelTilt = CHANNEL_DOWN;
ruleApplied += "Rule_3a.";
}
}
if (lrcPoint.min > previousLRCPoint.min && lrcPoint.mid >= previousLRCPoint.mid) {
@@ -385,6 +403,62 @@
callBack(global.DEFAULT_OK_RESPONSE, channelTilt);
}
function checkToSellWithStopLoss() {
let allowSell = true;
let assetBBalance = assistant.getAvailableBalance().assetB;
let currentRate = assistant.getMarketRate();
let amountB = assistant.getAvailableBalance().assetB;
let amountA = amountB * currentRate;
if (stopLossEnabled) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop Loss Enabled, checking to sell."); }
// Get the current investment value
let investment = 0;
if (assistant.getAvailableBalance() !== undefined) {
investment = assistant.getAvailableBalance().assetB * lastBuyRate;
}
// Calculate maximum loss setup
let currentLoss = amountA - investment;
let stopLossValue = investment * stopLossPorcentage;
if (currentLoss > 0) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> No loss, we can sell."); }
} else if (assetBBalance > 0) {
if (Math.abs(currentLoss) > stopLossValue) {
let message = "Sell to avoid loss more than " + Number(stopLossPorcentage * 100).toLocaleString() + "% of our initial investment. ";
message += "Combined ROI on current execution: ";
if (assistant.getCombinedProfits().assetA > 0) {
message += Number(assistant.getCombinedProfits().assetA).toLocaleString() + "%. ";
} else {
message += Number(assistant.getCombinedProfits().assetB).toLocaleString() + "%. ";
}
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop loss, sell: " + message); }
assistant.sendMessage(3, "Stop Loss", message);
} else {
let currentRisk = currentLoss / investment;
let message = "Not sell now. Risking " + Number(currentRisk * 100).toLocaleString() + "% of our initial investment";
message += ". Last Buy: $" + Number(lastBuyRate).toLocaleString();
message += ". Not selling at: $" + Number(currentRate).toLocaleString();
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop loss, not sell: " + message); }
assistant.sendMessage(3, "Stop Loss", message);
allowSell = false;
}
}
}
return allowSell;
}
function getLRCPointsFile(dateTime, callback) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getLRCPointsFile -> Entering function."); }
@@ -470,11 +544,12 @@
let amountA = assistant.getAvailableBalance().assetA;
let amountB = Number((amountA / currentRate).toFixed(8));
if (positions.length > 0 && positions[0].type === "buy" && positions[0].status !== "executed" && (bot.processDatetime.valueOf() - positions[0].date) > (60000 * 10)) {
if (positions.length > 0 && positions[0].type === "buy" && positions[0].status !== "executed" && (bot.processDatetime.valueOf() - positions[0].date) > (60000 * 5)) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Moving an existing BUY position to a new price: $" + Number(currentRate).toLocaleString()); }
let message = "Moving an existing buy position to a new price: $" + Number(currentRate).toLocaleString();
message += ". Combined ROI on current execution: " + getCombinedProfit() + "%. ";
assistant.sendMessage(6, "Moving Position", message);
message = bot.processDatetime.toISOString() + " - " + message;
assistant.sendEmail("Alerts", message, bot.emailSubscriptions);
@@ -488,15 +563,7 @@
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Artuditu put a new BUY position at price: $" + Number(currentRate).toLocaleString()); }
let message = "Creating a new buy position. Price: $" + Number(currentRate).toLocaleString();
if (assistant.getCombinedProfits() !== undefined) {
message += ". Combined ROI on current execution: ";
if (assistant.getCombinedProfits().assetA > 0) {
message += Number(assistant.getCombinedProfits().assetA).toLocaleString() + "%. ";
} else {
message += Number(assistant.getCombinedProfits().assetB).toLocaleString() + "%. ";
}
}
message += ". Combined ROI on current execution: " + getCombinedProfit() + "%. ";
assistant.sendMessage(7, "Buying", message);
message = bot.processDatetime.toISOString() + " - " + message;
assistant.sendEmail("Alerts", message, bot.emailSubscriptions);
@@ -525,28 +592,24 @@
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createSellPosition -> Artuditu is moving an existing SELL position to a new price: $" + Number(currentRate).toLocaleString()); }
let message = "Moving an existing sell position to a new price: $" + Number(currentRate).toLocaleString();
message += ". Combined ROI on current execution: " + getCombinedProfit() + "%. ";
assistant.sendMessage(6, "Moving Position", message);
message = bot.processDatetime.toISOString() + " - " + message;
assistant.sendEmail("Alerts", message, bot.emailSubscriptions);
assistant.rememberThis(LAST_SELL_RATE_KEY, currentRate);
assistant.movePosition(positions[0], currentRate, callBack);
} else if (assetBBalance > 0) {
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createSellPosition -> Artuditu put a new SELL position at price: $" + Number(currentRate).toLocaleString()); }
let message = "Creating a new sell position. Price: $" + Number(currentRate).toLocaleString();
if (assistant.getCombinedProfits() !== undefined) {
message += ". Combined ROI on current execution: ";
if (assistant.getCombinedProfits().assetA > 0) {
message += Number(assistant.getCombinedProfits().assetA).toLocaleString() + "%. ";
} else {
message += Number(assistant.getCombinedProfits().assetB).toLocaleString() + "%. ";
}
}
message += ". Combined ROI on current execution: " + getCombinedProfit() + "%. ";
assistant.sendMessage(7, "Selling", message);
message = bot.processDatetime.toISOString() + " - " + message;
assistant.sendEmail("Alerts", message, bot.emailSubscriptions);
assistant.rememberThis(LAST_SELL_RATE_KEY, currentRate);
assistant.putPosition("sell", currentRate, amountA, amountB, callBack);
} else {
@@ -572,5 +635,15 @@
&& today.getUTCMonth() === bot.processDatetime.getUTCMonth()
&& today.getUTCDate() === bot.processDatetime.getUTCDate());
}
function getCombinedProfit() {
if (assistant.getCombinedProfits() !== undefined) {
if (assistant.getCombinedProfits().assetA > 0) {
return Number(assistant.getCombinedProfits().assetA).toLocaleString();
} else {
return Number(assistant.getCombinedProfits().assetB).toLocaleString();
}
}
}
}
};