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Bitfinex tested

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Luis Fernando Molina committed 2020-02-08 12:37:56 +01:00
1 parent 3c92a7f68a
commit 93cb87da78
39 files changed
+884 -313
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Legacy-Code/AAMasters/bots/AABruce-Indicator-Bot/Single-Period-Daily/User.Bot.js
+13 -13
View File
@@ -56,7 +56,7 @@
let market = bot.market;
let lastHoleFixedFile; // Datetime of the last file certified by the Hole Fixing process as without permanent holes.
let lastTradeFileAvailable; // Datetime of the last file certified by the Hole Fixing process as without permanent holes.
let firstTradeFile; // Datetime of the first trade file in the whole market history.
let lastTradeFileSaved; // Datetime of the last verified file without holes.
let lastCandleClose; // Value of the last candle close.
@@ -118,12 +118,12 @@
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> If the status report does not exist we will point the lasCandleFile to the last day of the previous month.");
lastHoleFixedFile = new Date(processDate.valueOf() - ONE_DAY_IN_MILISECONDS);
lastTradeFileAvailable = new Date(processDate.valueOf() - ONE_DAY_IN_MILISECONDS);
findLastCandleCloseValue();
return;
}
lastHoleFixedFile = new Date(thisReport.lastTradeFile.year + "-" + thisReport.lastTradeFile.month + "-" + thisReport.lastTradeFile.days + " " + "00:00" + GMT_SECONDS);
lastTradeFileAvailable = new Date(thisReport.lastTradeFile.year + "-" + thisReport.lastTradeFile.month + "-" + thisReport.lastTradeFile.days + " " + "00:00" + GMT_SECONDS);
lastCandleClose = thisReport.candleClose;
if (thisReport.fileComplete === true) {
@@ -161,7 +161,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> getCandles -> Entering function."); }
let fileName = '' + market.baseAsset + '_' + market.quotedAsset + '.json';
let dateForPath = lastHoleFixedFile.getUTCFullYear() + '/' + utilities.pad(lastHoleFixedFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastHoleFixedFile.getUTCDate(), 2);
let dateForPath = lastTradeFileAvailable.getUTCFullYear() + '/' + utilities.pad(lastTradeFileAvailable.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastTradeFileAvailable.getUTCDate(), 2);
let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + '/' + CANDLES_ONE_MIN + '/' + dateForPath;
filePath += '/' + fileName
@@ -212,7 +212,7 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> getVolumes -> Entering function."); }
let fileName = '' + market.baseAsset + '_' + market.quotedAsset + '.json';
let dateForPath = lastHoleFixedFile.getUTCFullYear() + '/' + utilities.pad(lastHoleFixedFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastHoleFixedFile.getUTCDate(), 2);
let dateForPath = lastTradeFileAvailable.getUTCFullYear() + '/' + utilities.pad(lastTradeFileAvailable.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastTradeFileAvailable.getUTCDate(), 2);
let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath;
filePath += '/' + fileName
@@ -241,7 +241,7 @@
volumesFile = JSON.parse(text);
previousVolumes = volumesFile;
lastHoleFixedFile = new Date(lastHoleFixedFile.valueOf() - ONE_DAY_IN_MILISECONDS); // We know that after the next call a new day will be added.
lastTradeFileAvailable = new Date(lastTradeFileAvailable.valueOf() - ONE_DAY_IN_MILISECONDS); // We know that after the next call a new day will be added.
buildCandlesAndVolumes(previousCandles, previousVolumes);
} catch (err) {
@@ -287,8 +287,8 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> Entering market = " + JSON.stringify(market)); }
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> findPreviousContent -> lastCandleClose = " + lastCandleClose); }
lastHoleFixedFile = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
lastHoleFixedFile = new Date(lastHoleFixedFile.valueOf() - ONE_DAY_IN_MILISECONDS);
lastTradeFileAvailable = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
lastTradeFileAvailable = new Date(lastTradeFileAvailable.valueOf() - ONE_DAY_IN_MILISECONDS);
lastCandleClose = 0;
buildCandlesAndVolumes();
@@ -412,9 +412,9 @@
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandlesAndVolumes -> nextFile -> Entering function."); }
lastHoleFixedFile = new Date(lastHoleFixedFile.valueOf() + ONE_DAY_IN_MILISECONDS);
lastTradeFileAvailable = new Date(lastTradeFileAvailable.valueOf() + ONE_DAY_IN_MILISECONDS);
let date = new Date(lastHoleFixedFile.valueOf() - 60 * 1000);
let date = new Date(lastTradeFileAvailable.valueOf() - 60 * 1000);
if (date.valueOf() < firstTradeFile.valueOf()) { // At the special case where we are at the begining of the market, this might be true.
date = new Date(firstTradeFile.valueOf() - 60 * 1000);
@@ -481,9 +481,9 @@
/* Check if we are outside the current Day / File */
if (date.getUTCDate() !== lastHoleFixedFile.getUTCDate()) {
if (date.getUTCDate() !== lastTradeFileAvailable.getUTCDate()) {
writeFiles(lastHoleFixedFile, candles, volumes, true, onFilesWritten);
writeFiles(lastTradeFileAvailable, candles, volumes, true, onFilesWritten);
return;
@@ -497,7 +497,7 @@
if (date.valueOf() > lastTradeFileSaved.valueOf()) {
writeFiles(lastHoleFixedFile, candles, volumes, false, onFilesWritten);
writeFiles(lastTradeFileAvailable, candles, volumes, false, onFilesWritten);
return;
function onFilesWritten() {