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Code Cleaning

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This commit is contained in:
Luis Fernando Molina committed 2020-08-01 11:05:19 +02:00
1 parent d296ffeb51
commit 68febdcf74
2 files changed
+46 -8
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LowFrequencyTrading/TradingExecution.js
+14 -3
View File
@@ -43,11 +43,22 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
announcementsModule = undefined
}
async function checkExecution(executionNode, stageIsOpening, stageIsClosing, stageSizeLimit, stageOrdersSize, stageFilledSize) {
async function checkExecution(
executionNode,
stageIsOpening,
stageIsClosing,
stageSizeLimit,
stageOrdersSizeInBaseAsset,
stageFilledSizeInBaseAsset,
stageOrdersSizeInQuotedAsset,
stageFilledSizeInQuotedAsset
) {
/* Enforcing Precision Limit */
stageSizeLimit.value = global.PRECISE(stageSizeLimit.value, 10)
stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10)
stageOrdersSizeInBaseAsset.value = global.PRECISE(stageOrdersSizeInBaseAsset.value, 10)
stageOrdersSizeInBaseAsset.value = global.PRECISE(stageOrdersSizeInBaseAsset.value, 10)
stageOrdersSizeInQuotedAsset.value = global.PRECISE(stageOrdersSizeInQuotedAsset.value, 10)
stageFilledSizeInQuotedAsset.value = global.PRECISE(stageFilledSizeInQuotedAsset.value, 10)
await checkExecutionAlgorithms(executionNode)
LowFrequencyTrading/TradingSystem.js
+32 -5
View File
@@ -551,7 +551,14 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
evalConditions(stageNode, 'Open Execution')
evalFormulas(stageNode, 'Open Execution')
await tradingExecutionModule.checkExecution(executionNode, true, false, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize)
await tradingExecutionModule.checkExecution(
executionNode,
true,
false,
tradingEngine.current.position.size,
tradingEngine.current.position.openStageOrdersSize,
tradingEngine.current.position.openStageFilledSize
)
/* From here on, the state is officially Open */
tradingStrategyModule.updateStageStatus('Open Stage', 'Open')
@@ -571,8 +578,14 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
evalConditions(stageNode, 'Open Execution')
evalFormulas(stageNode, 'Open Execution')
await tradingExecutionModule.checkExecution(executionNode, false, false, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize)
await tradingExecutionModule.checkExecution(
executionNode,
false,
false,
tradingEngine.current.position.size,
tradingEngine.current.position.openStageOrdersSize,
tradingEngine.current.position.openStageFilledSize
)
/*
The Open is finished when the fillSize reaches the Position Size.
This can happens at any time when we update the filledSize value when we see
@@ -605,7 +618,14 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
evalConditions(stageNode, 'Open Execution')
evalFormulas(stageNode, 'Open Execution')
await tradingExecutionModule.checkExecution(executionNode, false, true, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize)
await tradingExecutionModule.checkExecution(
executionNode,
false,
true,
tradingEngine.current.position.size,
tradingEngine.current.position.openStageOrdersSize,
tradingEngine.current.position.openStageFilledSize
)
}
/*
@@ -984,7 +1004,14 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
evalFormulas(stageNode, 'Close Execution')
let stageLimitSize = tradingEngine.current.balance.quotedAsset.value / tradingEngine.current.candle.close.value
await tradingExecutionModule.checkExecution(executionNode, false, false, stageLimitSize, tradingEngine.current.position.closeStageOrdersSize, tradingEngine.current.position.closeStageFilledSize)
await tradingExecutionModule.checkExecution(
executionNode,
false,
false,
stageLimitSize,
tradingEngine.current.position.closeStageOrdersSize,
tradingEngine.current.position.closeStageFilledSize
)
/* Check the Close Stage Event */
evalConditions(stageNode, 'Close Stage Event')