fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Merge branch 'master' of https://github.com/AdvancedAlgos/AACloudPlatform

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2018-05-09 21:45:36 +02:00
2 parents 8e16b32745 c28e9527fe
commit 6c1c709ab1
4 files changed
+73 -67
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

.vs/AACloud/v15/.suo
BIN
View File
Binary file not shown.
Assistant.js
+58 -54
View File
@@ -565,17 +565,22 @@
let thisPosition = context.executionContext.positions[i];
if (thisPosition.id === pPositionId) {
let trade = {
id: Math.trunc(Math.random(1) * 1000000),
type: thisPosition.type,
rate: thisPosition.rate,
amountA: thisPosition.amountA,
amountB: thisPosition.amountB,
fee: 0,
date: (new Date()).valueOf()
}
let feeRate = 0.0025; // Default fee
if (Math.random(1) < 0.5)
feeRate = 0.0015; // Some times we will pay less fee
let trade = {
id: Math.trunc(Math.random(1) * 1000000),
type: thisPosition.type,
rate: thisPosition.rate.toString(),
amountA: Number(thisPosition.amountA.toFixed(8)).toString(),
amountB: Number(thisPosition.amountB.toFixed(8)).toString(),
fee: Number(feeRate.toFixed(8)).toString(),
date: (new Date()).valueOf()
}
trades.push(trade);
onResponse(global.DEFAULT_OK_RESPONSE, trades);
@@ -658,21 +663,15 @@
let sumAssetB = 0;
for (let k = 0; k < pTrades.length; k++) {
sumAssetA = sumAssetA + Number(pTrades[k].amountA);
sumAssetB = sumAssetB + Number(pTrades[k].amountB);
/* We add the fees */
sumAssetA = sumAssetA - Number(pTrades[k].fee);
let trade = pTrades[k];
sumAssetA = sumAssetA + Number(trade.amountA);
sumAssetB = sumAssetB + Number(trade.amountB);
}
sumAssetA = Number(sumAssetA.toFixed(8));
sumAssetB = Number(sumAssetB.toFixed(8));
sumAssetB = Number(sumAssetB.toFixed(8));
if (
position.amountB !== sumAssetB
) {
if (position.amountB !== sumAssetB) {
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> position.amountB = " + position.amountB);
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> sumAssetB = " + sumAssetB);
@@ -732,37 +731,31 @@
let sumAssetA = 0;
let sumAssetB = 0;
for (let k = 0; k < pTrades.length; k++) {
sumAssetA = sumAssetA + Number(pTrades[k].amountA);
sumAssetB = sumAssetB + Number(pTrades[k].amountB);
/* We add the fees */
sumAssetA = sumAssetA - Number(pTrades[k].fee);
for (let k = 0; k < pTrades.length; k++) {
let trade = pTrades[k];
sumAssetA = sumAssetA + Number(trade.amountA);
sumAssetB = sumAssetB + Number(trade.amountB);
}
/* To this we add the current position amounts. */
sumAssetA = sumAssetA + Number(exchangePosition.amountA.toFixed(8));
sumAssetB = sumAssetB + Number(exchangePosition.amountB.toFixed(8));
sumAssetA = sumAssetA + Number(exchangePosition.amountA);
sumAssetB = sumAssetB + Number(exchangePosition.amountB);
sumAssetA = Number(sumAssetA.toFixed(8));
sumAssetB = Number(sumAssetB.toFixed(8));
if (
position.amountA !== sumAssetA ||
position.amountB !== sumAssetB
) {
if (position.amountA !== sumAssetA || position.amountB !== sumAssetB ) {
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> position.amountA = " + position.amountA);
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> sumAssetA = " + sumAssetA);
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> position.amountB = " + position.amountB);
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> sumAssetB = " + sumAssetB);
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> Cannot be confirmed that a partially execution was done well.");
callBack(global.DEFAULT_FAIL_RESPONSE);
/* There are diferences on the responses between the getPosition and getTrades that causes some issues, let's retry. */
callBack(global.DEFAULT_RETRY_RESPONSE);
return;
}
@@ -813,22 +806,33 @@
context.newHistoryRecord.newTrades++;
/* Calculate Balances */
let assetA = 0;
let assetB = 0;
if (trade.type === 'buy') {
let fee = Number(trade.fee) * trade.amountB;
let fixedFee = Number(fee.toFixed(8));
assetA = context.executionContext.balance.assetA - Number(trade.amountA);
assetB = context.executionContext.balance.assetB + Number(trade.amountB) - fixedFee;
context.executionContext.balance.assetA = context.executionContext.balance.assetA - Number(trade.amountA);
context.executionContext.balance.assetB = context.executionContext.balance.assetB + Number(trade.amountB);
context.executionContext.availableBalance.assetB = context.executionContext.availableBalance.assetB + Number(trade.amountB);
let available = context.executionContext.availableBalance.assetB + Number(trade.amountB) - fixedFee;
context.executionContext.availableBalance.assetB = Number(available.toFixed(8));
}
if (trade.type === 'sell') {
context.executionContext.balance.assetA = context.executionContext.balance.assetA + Number(trade.amountA);
context.executionContext.balance.assetB = context.executionContext.balance.assetB - Number(trade.amountB);
context.executionContext.availableBalance.assetA = context.executionContext.availableBalance.assetA + Number(trade.amountA);
let fee = Number(trade.fee) * trade.amountA;
let fixedFee = Number(fee.toFixed(8));
assetA = context.executionContext.balance.assetA + Number(trade.amountA) - fixedFee;
assetB = context.executionContext.balance.assetB - Number(trade.amountB);
let available = context.executionContext.availableBalance.assetA + Number(trade.amountA) - fixedFee;
context.executionContext.availableBalance.assetA = Number(available.toFixed(8));
}
context.executionContext.balance.assetA = Number(assetA.toFixed(8));
context.executionContext.balance.assetB = Number(assetB.toFixed(8));
}
} catch (err) {
Context.js
+8 -7
View File
@@ -443,20 +443,21 @@
once we advance into multiple competitions scheme.
*/
const INITIAL_INVESTMENT = 0.001; // This is just for this release of the platform.
const INITIAL_INVESTMENT_A = 0; // This is just for this release of the platform.
const INITIAL_INVESTMENT_B = .001; // This is just for this release of the platform.
thisObject.executionContext = {
investment: { // This is used to calculate profits.
assetA: 0,
assetB: INITIAL_INVESTMENT
assetA: INITIAL_INVESTMENT_A,
assetB: INITIAL_INVESTMENT_B
},
balance: { // This is the total balance that includes positions at the order book + funds available to be traded.
assetA: 0,
assetB: INITIAL_INVESTMENT // It starts with the initial investment.
assetA: INITIAL_INVESTMENT_A,
assetB: INITIAL_INVESTMENT_B // It starts with the initial investment.
},
availableBalance: { // This is the balance the bot has at any moment in time available to be traded (not in positions at the order book).
assetA: 0,
assetB: INITIAL_INVESTMENT // It starts with the initial investment.
assetA: INITIAL_INVESTMENT_A,
assetB: INITIAL_INVESTMENT_B // It starts with the initial investment.
},
profits: {
assetA: 0,
Poloniex API Client.js
+7 -6
View File
@@ -403,15 +403,16 @@
logger.write("[INFO] analizeResponse -> exchangeErr = " + stringExchangeErr);
logger.write("[INFO] analizeResponse -> exchangeResponse = " + stringExchangeResponse);
if (
stringExchangeResponse.indexOf("Connection timed out") > 0 ||
stringExchangeResponse.indexOf("Connection Error") > 0 ||
stringExchangeResponse.indexOf("Bad gateway") > 0 ||
stringExchangeErr.indexOf("ETIMEDOUT") > 0 ||
if (stringExchangeErr.indexOf("ETIMEDOUT") > 0 ||
stringExchangeErr.indexOf("ENOTFOUND") > 0 ||
stringExchangeErr.indexOf("ECONNREFUSED") > 0 ||
stringExchangeErr.indexOf("ESOCKETTIMEDOUT") > 0 ||
stringExchangeErr.indexOf("ECONNRESET") > 0) {
stringExchangeErr.indexOf("ECONNRESET") > 0 ||
(stringExchangeResponse !== undefined && (
stringExchangeResponse.indexOf("Connection timed out") > 0 ||
stringExchangeResponse.indexOf("Connection Error") > 0 ||
stringExchangeResponse.indexOf("Bad gateway") > 0 ||
stringExchangeResponse.indexOf("Internal error. Please try again") > 0))) {
logger.write("[WARN] analizeResponse -> Timeout reached or connection problem while trying to access the Exchange API. Requesting new execution later.");
notOkCallBack(global.DEFAULT_RETRY_RESPONSE);