Values to Use greatly improved
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Luis Fernando Molina committed
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@@ -218,67 +218,172 @@
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*/
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bot.SESSION = JSON.parse(message.event.session)
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bot.VALUES_TO_USE = {}
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if (global.DEFINITION !== undefined) {
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let tradingSystem = global.DEFINITION.tradingSystem
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/* Set all default values */
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bot.VALUES_TO_USE = {
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baseAsset: "BTC",
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initialBalanceA: 0,
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initialBalanceB: 0.001,
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minimumBalanceA: 0,
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minimumBalanceB: 0.0005,
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maximumBalanceA: 0,
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maximumBalanceB: 0.002,
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timePeriod: global.DEFINITION.uiCurrentValues.timePeriod,
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slippage: {
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positionRate: 0,
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stopLoss: 0,
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takeProfit: 0
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},
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feeStructure: {
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maker: 0,
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taker: 0
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}
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}
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if (tradingSystem) {
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if (tradingSystem.parameters !== undefined) {
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let tradingSystem = global.DEFINITION.tradingSystem
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/* Decide which Initial Balance we are going to use. */
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if (tradingSystem !== undefined) {
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/* Applying Trading System Level Parameters */
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if (tradingSystem.parameters !== undefined) {
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/* Base Asset and Initial Balances. */
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{
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if (tradingSystem.parameters.baseAsset !== undefined) {
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let code
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try {
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/* Default Value */
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bot.VALUES_TO_USE.initialBalanceAssetB = 0.001;
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bot.VALUES_TO_USE.initialBalanceAssetA = 0
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code = JSON.parse(tradingSystem.parameters.baseAsset.code);
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if (code.name !== undefined) {
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baseAsset = code.name;
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if (baseAsset !== 'BTC' && baseAsset !== 'USDT') {
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/* using BTC as default */
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baseAsset = 'BTC'
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}
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bot.VALUES_TO_USE.baseAsset = code.name;
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}
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if (baseAsset === 'BTC') { // NOTE: POLONIEX, the only exchange working so far, has Asset A and B inverted. We need to fix this.
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if (code.initialBalance !== undefined) {
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bot.VALUES_TO_USE.initialBalanceAssetB = code.initialBalance;
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bot.VALUES_TO_USE.initialBalanceAssetA = 0
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bot.VALUES_TO_USE.initialBalanceB = code.initialBalance;
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bot.VALUES_TO_USE.initialBalanceA = 0
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}
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if (code.minimumBalance !== undefined) {
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bot.VALUES_TO_USE.minimumBalanceA = code.minimumBalance;
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bot.VALUES_TO_USE.minimumBalanceB = 0
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}
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if (code.maximumBalance !== undefined) {
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bot.VALUES_TO_USE.maximumBalanceA = code.maximumBalance;
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bot.VALUES_TO_USE.maximumBalanceB = 0
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}
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} else {
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if (code.initialBalance !== undefined) {
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bot.VALUES_TO_USE.initialBalanceAssetA = code.initialBalance;
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bot.VALUES_TO_USE.initialBalanceAssetB = 0
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bot.VALUES_TO_USE.initialBalanceA = code.initialBalance;
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bot.VALUES_TO_USE.initialBalanceB = 0
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}
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if (code.minimumBalance !== undefined) {
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bot.VALUES_TO_USE.minimumBalanceB = code.minimumBalance;
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bot.VALUES_TO_USE.minimumBalanceA = 0
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}
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if (code.maximumBalance !== undefined) {
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bot.VALUES_TO_USE.maximumBalanceB = code.maximumBalance;
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bot.VALUES_TO_USE.maximumBalanceA = 0
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}
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}
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} catch (err) {
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global.DEFINITION.tradingSystem.parameters.baseAsset.error = err.message
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tradingSystem.parameters.baseAsset.error = err.message
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}
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}
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}
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/* Time Period */
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if (tradingSystem.parameters.timePeriod !== undefined) {
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bot.VALUES_TO_USE.timePeriod = tradingSystem.parameters.timePeriod.code
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}
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bot.VALUES_TO_USE.initialBalanceAssetA = 0 // default
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bot.VALUES_TO_USE.initialBalanceAssetB = 0.001 // default
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/* Slippage */
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if (tradingSystem.parameters.slippage !== undefined) {
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if (tradingSystem.parameters.slippage.code !== undefined) {
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try {
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let code = JSON.parse(tradingSystem.parameters.slippage.code)
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if (code.positionRate !== undefined) {
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bot.VALUES_TO_USE.slippage.positionRate = code.positionRate
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}
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if (code.stopLoss !== undefined) {
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bot.VALUES_TO_USE.slippage.stopLoss = code.stopLoss
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}
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if (code.takeProfit !== undefined) {
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bot.VALUES_TO_USE.slippage.takeProfit = code.takeProfit
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}
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} catch (err) {
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tradingSystem.parameters.slippage.error = err.message
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}
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}
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}
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/* Fee Structure */
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if (tradingSystem.parameters.feeStructure !== undefined) {
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if (tradingSystem.parameters.feeStructure.code !== undefined) {
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try {
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let code = JSON.parse(tradingSystem.parameters.feeStructure.code)
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if (code.maker !== undefined) {
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bot.VALUES_TO_USE.feeStructure.maker = code.maker
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}
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if (code.taker !== undefined) {
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bot.VALUES_TO_USE.feeStructure.taker = code.taker
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}
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} catch (err) {
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tradingSystem.parameters.feeStructure.error = err.message
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}
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}
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}
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}
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/* Applying Session Level Parameters */
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if (bot.SESSION !== undefined) {
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if (bot.SESSION.parameters !== undefined) {
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/* Time Period */
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if (bot.SESSION.parameters.timePeriod !== undefined) {
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bot.VALUES_TO_USE.timePeriod = bot.SESSION.parameters.timePeriod.code
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}
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/* Slippage */
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if (bot.SESSION.parameters.slippage !== undefined) {
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if (bot.SESSION.parameters.slippage.code !== undefined) {
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try {
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let code = JSON.parse(bot.SESSION.parameters.slippage.code)
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if (code.positionRate !== undefined) {
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bot.VALUES_TO_USE.slippage.positionRate = code.positionRate
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}
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if (code.stopLoss !== undefined) {
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bot.VALUES_TO_USE.slippage.stopLoss = code.stopLoss
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}
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if (code.takeProfit !== undefined) {
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bot.VALUES_TO_USE.slippage.takeProfit = code.takeProfit
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}
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[WARN] run -> startLiveTrading -> Invalid Slippage Value -> err = " + err.stack);
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}
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}
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}
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/* Decide which Time Period we are going to use.*/
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/* Fee Structure */
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if (bot.SESSION.parameters.feeStructure !== undefined) {
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if (bot.SESSION.parameters.feeStructure.code !== undefined) {
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try {
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let code = JSON.parse(bot.SESSION.parameters.feeStructure.code)
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/* This is the last fallback */
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bot.VALUES_TO_USE.timePeriod = global.DEFINITION.uiCurrentValues.timePeriod
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if (code.maker !== undefined) {
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bot.VALUES_TO_USE.feeStructure.maker = code.maker
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}
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if (code.taker !== undefined) {
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bot.VALUES_TO_USE.feeStructure.taker = code.taker
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}
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/* Secondary option, if exists. */
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if (tradingSystem.parameters.timePeriod !== undefined) {
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bot.VALUES_TO_USE.timePeriod = tradingSystem.parameters.timePeriod.code
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}
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/* Primary source of information, if it exists */
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if (bot.SESSION !== undefined) {
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if (bot.SESSION.parameters !== undefined) {
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if (bot.SESSION.parameters.timePeriod !== undefined) {
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bot.VALUES_TO_USE.timePeriod = bot.SESSION.parameters.timePeriod.code
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[WARN] run -> startLiveTrading -> Invalid Fee Structure Value -> err = " + err.stack);
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}
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}
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}
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