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refactoring

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This commit is contained in:
Luis Fernando Molina committed 2020-02-06 17:52:17 +01:00
1 parent 6851b7524c
commit 741d1e14c8
3 files changed
+38 -38
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Assistant.js
+26 -26
View File
@@ -11,7 +11,7 @@
let thisObject = {
dataDependencies: undefined,
initialize: initialize,
putPosition: putPosition,
createOrder: createOrder,
movePosition: movePosition,
getPositions: getPositions,
getBalance: getBalance,
@@ -804,10 +804,10 @@
}
}
function putPosition(pType, pRate, pAmountA, pAmountB, callBackFunction) {
function createOrder(pType, pRate, pAmountA, pAmountB, callBackFunction) {
try {
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> Entering function."); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> Entering function."); }
/* Removing extra decimals. */
@@ -815,10 +815,10 @@
pAmountA = thisObject.truncDecimals(pAmountA);
pAmountB = thisObject.truncDecimals(pAmountB);
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pType = " + pType); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pRate = " + pRate); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountA = " + pAmountA); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountB = " + pAmountB); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> pType = " + pType); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> pRate = " + pRate); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> pAmountA = " + pAmountA); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> pAmountB = " + pAmountB); }
/* Validations that the limits are not surpassed. */
@@ -826,9 +826,9 @@
if (pAmountA > thisObject.truncDecimals(context.executionContext.availableBalance.baseAsset)) {
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountA is grater than the Available Balance.");
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountA = " + pAmountA);
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.baseAsset));
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> pAmountA is grater than the Available Balance.");
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> pAmountA = " + pAmountA);
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.baseAsset));
let err = {
result: global.DEFAULT_FAIL_RESPONSE.result,
@@ -844,9 +844,9 @@
if (pAmountB > thisObject.truncDecimals(context.executionContext.availableBalance.quotedAsset)) {
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountB is grater than the Available Balance.");
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountB = " + pAmountB);
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.quotedAsset));
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> pAmountB is grater than the Available Balance.");
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> pAmountB = " + pAmountB);
logger.write(MODULE_NAME, "[ERROR] createOrder -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.quotedAsset));
let err = {
result: global.DEFAULT_FAIL_RESPONSE.result,
@@ -864,7 +864,7 @@
case "Live": {
exchangeAPI.putPosition(bot.market, pType, pRate, pAmountA, pAmountB, onResponse);
exchangeAPI.createOrder(bot.market, pType, pRate, pAmountA, pAmountB, onResponse);
return;
}
@@ -872,19 +872,19 @@
if (pRate !== marketRate) {
logger.write(MODULE_NAME, "[WARNING] putPosition -> Input Validations -> putPosition Rate can is different to marketRate while in Backtesting Mode. ");
logger.write(MODULE_NAME, "[WARNING] createOrder -> Input Validations -> createOrder Rate can is different to marketRate while in Backtesting Mode. ");
//onResponse(global.DEFAULT_FAIL_RESPONSE, positionId);
}
let positionId = Math.trunc(Math.random(1) * 1000000);
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> Simulating Exchange Response -> orderId = " + positionId); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> Simulating Exchange Response -> orderId = " + positionId); }
onResponse(global.DEFAULT_OK_RESPONSE, positionId);
return;
}
default: {
logger.write(MODULE_NAME, "[ERROR] putPosition -> Unexpected bot.startMode.");
logger.write(MODULE_NAME, "[ERROR] putPosition -> bot.startMode = " + bot.startMode);
logger.write(MODULE_NAME, "[ERROR] createOrder -> Unexpected bot.startMode.");
logger.write(MODULE_NAME, "[ERROR] createOrder -> bot.startMode = " + bot.startMode);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
@@ -893,13 +893,13 @@
function onResponse(err, pOrderId) {
try {
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> onResponse -> Entering function."); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> onResponse -> pOrderId = " + pOrderId); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> onResponse -> Entering function."); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> onResponse -> pOrderId = " + pOrderId); }
switch (err.result) {
case global.DEFAULT_OK_RESPONSE.result: { // Everything went well, we have the information requested.
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> onResponse -> Execution finished well."); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> onResponse -> Execution finished well."); }
let position = {
id: pOrderId,
@@ -944,25 +944,25 @@
}
break;
case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write(MODULE_NAME, "[ERROR] putPosition -> onResponse -> Retry Later. Requesting Execution Retry.");
logger.write(MODULE_NAME, "[ERROR] createOrder -> onResponse -> Retry Later. Requesting Execution Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
break;
case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
logger.write(MODULE_NAME, "[ERROR] putPosition -> onResponse -> Operation Failed. Aborting the process.");
logger.write(MODULE_NAME, "[ERROR] createOrder -> onResponse -> Operation Failed. Aborting the process.");
callBackFunction(err);
return;
}
break;
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] putPosition -> onResponse -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] createOrder -> onResponse -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] putPosition -> err = " + err.stack);
logger.write(MODULE_NAME, "[ERROR] createOrder -> err = " + err.stack);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
@@ -997,7 +997,7 @@
case "Backtest": {
let positionId = Math.trunc(Math.random(1) * 1000000);
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> Simulating Exchange Response -> orderId = " + positionId); }
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] createOrder -> Simulating Exchange Response -> orderId = " + positionId); }
onResponse(global.DEFAULT_OK_RESPONSE, positionId);
return;
}
ExchangeAPI.js
+10 -10
View File
@@ -10,7 +10,7 @@
getTicker: getTicker,
getOpenOrders: getOpenOrders,
getOrder: getOrder,
putPosition: putPosition,
createOrder: createOrder,
movePosition: movePosition,
getMaxDecimalPositions: getMaxDecimalPositions
};
@@ -139,30 +139,30 @@
* Creates a new buy or sell order.
* The orderNumber is returned. String
*/
function putPosition(pMarket, pType, pRate, pAmountA, pAmountB, callBackFunction) {
function createOrder(pMarket, pType, pRate, pAmountA, pAmountB, callBackFunction) {
try {
logInfo("putPosition -> Entering function.");
logInfo("createOrder -> Entering function.");
let rate = truncDecimals(pRate);
let amountA = truncDecimals(pAmountA);
let amountB = truncDecimals(pAmountB);
logInfo("putPosition -> pMarket = " + pMarket.assetA + "_" + pMarket.assetB);
logInfo("putPosition -> pType = " + pType);
logInfo("putPosition -> pRate = " + rate);
logInfo("putPosition -> pAmountA = " + amountA);
logInfo("putPosition -> pAmountB = " + amountB);
logInfo("createOrder -> pMarket = " + pMarket.assetA + "_" + pMarket.assetB);
logInfo("createOrder -> pType = " + pType);
logInfo("createOrder -> pRate = " + rate);
logInfo("createOrder -> pAmountA = " + amountA);
logInfo("createOrder -> pAmountB = " + amountB);
if (pType === "buy") {
apiClient.buy(pMarket.assetA, pMarket.assetB, rate, amountB, callBackFunction);
} else if (pType === "sell") {
apiClient.sell(pMarket.assetA, pMarket.assetB, rate, amountB, callBackFunction);
} else {
logError("putPosition -> pType must be either 'buy' or 'sell'.");
logError("createOrder -> pType must be either 'buy' or 'sell'.");
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
} catch (err) {
logError("putPosition -> err = " + JSON.stringify(err.stack) || err.message);
logError("createOrder -> err = " + JSON.stringify(err.stack) || err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
TradingSimulation.js
+2 -2
View File
@@ -2066,7 +2066,7 @@
}
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> Ready to put order."); }
assistant.putPosition(positionDirection, openPositionRate, amountA, amountB, onOrderPut)
assistant.createOrder(positionDirection, openPositionRate, amountA, amountB, onOrderPut)
function onOrderPut(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putOpeningOrder -> onOrderPut -> Entering function."); }
@@ -2284,7 +2284,7 @@
}
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putClosingOrder -> About to close position at the exchange."); }
assistant.putPosition(positionDirection, closePositionRate, amountA, amountB, onOrderPut)
assistant.createOrder(positionDirection, closePositionRate, amountA, amountB, onOrderPut)
function onOrderPut(err) {
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> putClosingOrder -> onOrderPut -> Entering function."); }