Await Waiting

LowFrequencyTrading/ExchangeAPI.js

@@ -28,9 +28,6 @@
         let key = bot.KEY
         let secret = bot.SECRET
 
-        if (key === "undefined") { key = undefined }
-        if (secret === "undefined") { secret = undefined }
-
         const exchangeClass = ccxt[exchangeId]
         const exchangeConstructorParams = {
             'apiKey': key,
@@ -76,8 +73,8 @@
 
     async function createOrder(tradingSystemOrder, tradingEngineOrder) {
 
-        let price = tradingEngineOrder.rate                                 // CCXT: how much quote currency you are willing to pay for a trade lot of base currency (for limit orders only)
-        let amount = tradingEngineOrder.size                                // CCXT: how much of currency you want to trade
+        let price = tradingEngineOrder.rate.value                           // CCXT: how much quote currency you are willing to pay for a trade lot of base currency (for limit orders only)
+        let amount = tradingEngineOrder.size.value                          // CCXT: how much of currency you want to trade
         let type                                                            // CCXT: a string literal type of order, ccxt currently unifies market and limit orders only
         let side                                                            // CCXT: a string literal for the direction of your order, buy or sell
         let symbol = bot.market.baseAsset + '/' + bot.market.quotedAsset    // CCXT: a string literal symbol of the market you wish to trade on, like BTC/USD, ZEC/ETH, DOGE/DASH, etc
@@ -108,7 +105,7 @@
         /* Basic Logging */
         logInfo("createOrder -> symbol = " + symbol);
         logInfo("createOrder -> side = " + side);
-        logInfo("createOrder -> cost = " + cost);
+        logInfo("createOrder -> type = " + type);
         logInfo("createOrder -> amount = " + amount);
         logInfo("createOrder -> price = " + price);
 
@@ -123,7 +120,7 @@
         }
 
         try {
-            let order = await (exchange.createOrder(symbol, type, side, amount))
+            let order = await (exchange.createOrder(symbol, type, side, amount, price))
             return order.id
         } catch (err) {
             tradingSystem.errors.push([tradingSystemOrder.id, err.message])

LowFrequencyTrading/TradingExecution.js

@@ -142,6 +142,15 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
             /* Check Order Size */
             if (tradingEngineOrder.size.value <= 0) { return }
 
+            /* Order Rate Calculation */
+            tradingEngineOrder.rate.value = tradingEngine.current.position.rate.value // By default this is the order rate.
+            if (tradingSystemOrder.positionRate !== undefined) {
+                if (tradingSystemOrder.positionRate.formula !== undefined) {
+                    tradingEngineOrder.rate.value = tradingSystem.formulas.get(tradingSystemOrder.positionRate.formula.id)
+                    tradingEngineOrder.rate.value = global.PRECISE(tradingEngineOrder.rate.value, 10)
+                }
+            }
+
             /* Place Order at the Exchange */
             if (createOrderAtExchange(tradingSystemOrder, tradingEngineOrder) !== true) { return }
 
@@ -161,21 +170,12 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
             tradingEngineOrder.algorithmName.value = executionAlgorithm.name
             tradingEngineOrder.situationName.value = situationName
 
-            /* Order Rate Calculation */
-            tradingEngineOrder.rate.value = tradingEngine.current.position.rate.value // By default this is the order rate.
-            if (tradingSystemOrder.positionRate !== undefined) {
-                if (tradingSystemOrder.positionRate.formula !== undefined) {
-                    tradingEngineOrder.rate.value = tradingSystem.formulas.get(tradingSystemOrder.positionRate.formula.id)
-                    tradingEngineOrder.rate.value = global.PRECISE(tradingEngineOrder.rate.value, 10)
-                }
-            }
-
             /* Update Stage Orders Size */
             stageOrdersSize.value = stageOrdersSize.value + tradingEngineOrder.size.value
             stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10)
         }
 
-        function createOrderAtExchange(tradingSystemOrder, tradingEngineOrder) {
+        async function createOrderAtExchange(tradingSystemOrder, tradingEngineOrder) {
 
             /* Filter by Session Type */
             switch (bot.SESSION.type) {
@@ -193,7 +193,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
                 }
             }
 
-            let orderId = exchangeAPIModule.createOrder(tradingSystemOrder, tradingEngineOrder)
+            let orderId = await exchangeAPIModule.createOrder(tradingSystemOrder, tradingEngineOrder)
 
             if (orderId !== undefined) {
                 tradingEngineOrder.exchangeId.value = orderId

Session.js

@@ -306,7 +306,7 @@
                 }
 
                 bot.tradingProcessDate = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
-                pProcessConfig.liveWaitTime = sessionParameters.timeFrame.config.value
+                pProcessConfig.liveWaitTime = bot.SESSION.parameters.timeFrame.config.value
                 return true
             }
 
@@ -335,14 +335,14 @@
                 bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
                 bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
 
-                pProcessConfig.normalWaitTime = sessionParameters.timeFrame.config.value
+                pProcessConfig.normalWaitTime = bot.SESSION.parameters.timeFrame.config.value
 
                 return true
             }
 
             function startPaperTrading(message) {
                 bot.tradingProcessDate = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
-                pProcessConfig.normalWaitTime = sessionParameters.timeFrame.config.value
+                pProcessConfig.normalWaitTime = bot.SESSION.parameters.timeFrame.config.value
                 return true
             }