diff --git a/LowFrequencyTrading/TradingExecution.js b/LowFrequencyTrading/TradingExecution.js index ca32989fb..9ae658ce5 100644 --- a/LowFrequencyTrading/TradingExecution.js +++ b/LowFrequencyTrading/TradingExecution.js @@ -303,7 +303,9 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE } /* Filter by what is defined at the Strategy */ - if (tradingSystemOrder.simulatedExchangeEvents === undefined) { return } + if (tradingSystemOrder.simulatedExchangeEvents === undefined) { + badDefinitionUnhandledException(undefined, 'tradingSystemOrder.simulatedExchangeEvents === undefined', tradingSystemOrder) + } let previousBaseAssetSizeFilled = tradingEngineOrder.orderBaseAsset.sizeFilled.value let previousQuotedAssetSizeFilled = tradingEngineOrder.orderQuotedAsset.sizeFilled.value diff --git a/LowFrequencyTrading/TradingStages.js b/LowFrequencyTrading/TradingStages.js index 0acd5488e..89ba6e02a 100644 --- a/LowFrequencyTrading/TradingStages.js +++ b/LowFrequencyTrading/TradingStages.js @@ -922,25 +922,25 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM */ if ( ( - tradingEngine.current.strategyOpenStage.stageBaseAsset.sizePlaced >= - tradingEngine.current.strategyOpenStage.stageBaseAsset.targetSize + tradingEngine.current.strategyCloseStage.stageBaseAsset.sizePlaced >= + tradingEngine.current.strategyCloseStage.stageBaseAsset.targetSize || - tradingEngine.current.strategyOpenStage.stageQuotedAsset.sizePlaced >= - tradingEngine.current.strategyOpenStage.stageQuotedAsset.targetSize + tradingEngine.current.strategyCloseStage.stageQuotedAsset.sizePlaced >= + tradingEngine.current.strategyCloseStage.stageQuotedAsset.targetSize ) && ( - tradingEngine.current.strategyOpenStage.stageBaseAsset.sizeFilled.value + - tradingEngine.current.strategyOpenStage.stageBaseAsset.feesPaid.value >= - tradingEngine.current.strategyOpenStage.stageBaseAsset.sizePlaced.value + tradingEngine.current.strategyCloseStage.stageBaseAsset.sizeFilled.value + + tradingEngine.current.strategyCloseStage.stageBaseAsset.feesPaid.value >= + tradingEngine.current.strategyCloseStage.stageBaseAsset.sizePlaced.value || - tradingEngine.current.strategyOpenStage.stageQuotedAsset.sizeFilled.value + - tradingEngine.current.strategyOpenStage.stageQuotedAsset.feesPaid.value >= - tradingEngine.current.strategyOpenStage.stageQuotedAsset.sizePlaced.value + tradingEngine.current.strategyCloseStage.stageQuotedAsset.sizeFilled.value + + tradingEngine.current.strategyCloseStage.stageQuotedAsset.feesPaid.value >= + tradingEngine.current.strategyCloseStage.stageQuotedAsset.sizePlaced.value ) ) { changeStageStatus('Close Stage', 'Closed', 'Size Placed Filled') @@ -983,11 +983,11 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM /* Here we will transform the position size into targets for each asset of the stage. */ - tradingEngine.current.strategyOpenStage.stageBaseAsset.targetSize.value = tradingEngine.current.position.positionBaseAsset.exitTargetSize.value - tradingEngine.current.strategyOpenStage.stageQuotedAsset.targetSize.value = tradingEngine.current.position.positionQuotedAsset.exitTargetSize.value + tradingEngine.current.strategyCloseStage.stageBaseAsset.targetSize.value = tradingEngine.current.position.positionBaseAsset.exitTargetSize.value + tradingEngine.current.strategyCloseStage.stageQuotedAsset.targetSize.value = tradingEngine.current.position.positionQuotedAsset.exitTargetSize.value - tradingEngine.current.strategyOpenStage.stageBaseAsset.targetSize.value = global.PRECISE(tradingEngine.current.strategyOpenStage.stageBaseAsset.targetSize.value, 10) - tradingEngine.current.strategyOpenStage.stageQuotedAsset.targetSize.value = global.PRECISE(tradingEngine.current.strategyOpenStage.stageQuotedAsset.targetSize.value, 10) + tradingEngine.current.strategyCloseStage.stageBaseAsset.targetSize.value = global.PRECISE(tradingEngine.current.strategyCloseStage.stageBaseAsset.targetSize.value, 10) + tradingEngine.current.strategyCloseStage.stageQuotedAsset.targetSize.value = global.PRECISE(tradingEngine.current.strategyCloseStage.stageQuotedAsset.targetSize.value, 10) } function exitPositionAndStrategy() {