New bot template
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Matias committed
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commit
9ac27a7fc5
1 file changed
+54
-27
@@ -1,4 +1,4 @@
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exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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exports.newUserBot = function newUserBot(bot, logger) {
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// Variable used for logs, which will be passed to the logger instance
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const MODULE_NAME = 'User Bot'
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@@ -45,9 +45,12 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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let key = bot.devTeam + '-simulator-' + bot.codeName + '-Trading-Simulation-' + bot.dataSet + '-dataSet.V1'
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fileStorage = assistant.dataDependencies.dataSets.get(key)
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if (fileStorage !== undefined){
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if (fileStorage !== undefined) {
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assistant.rememberThis('lastSimulatorEngineMessageId', 0)
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assistant.rememberThis('lastStopLoss', 0)
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assistant.rememberThis('lastTakeProfit', 0)
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callBackFunction(global.DEFAULT_OK_RESPONSE)
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}else{
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} else {
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logError('initialize -> Failed to initialize storage. Key not found:' + key)
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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}
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@@ -96,18 +99,22 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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let simulatorEngineMessage = getSimulatorEngineMessageFromFile(indicatorFileContent)
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let autopilotResponse = await getAutopilot()
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let stopLoss, takeProfit
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if (simulatorEngineMessage === undefined) {
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logWarn('start -> Indicator message not found.')
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throw global.DEFAULT_RETRY_RESPONSE
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logWarn('start -> Simulator message not available. Will proceed to check SL and TP from previous execution.')
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stopLoss = assistant.remindMeOf('lastStopLoss')
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takeProfit = assistant.remindMeOf('lastTakeProfit')
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} else {
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logInfo('Processing simulator record: ' + JSON.stringify(simulatorEngineMessage))
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stopLoss = simulatorEngineMessage.order.stop
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takeProfit = simulatorEngineMessage.order.takeProfit
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}
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logInfo('Processing indicator message: ' + JSON.stringify(simulatorEngineMessage))
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// Checking Stop Loss
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let assetABalance = assistant.getAvailableBalance().assetA
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let currentRate = assistant.getMarketRate()
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if (simulatorEngineMessage !== undefined && assetABalance > 0 && currentRate >= simulatorEngineMessage.order.stop) {
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if (stopLoss > 0 && assetABalance > 0 && currentRate >= stopLoss) {
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logInfo('Closing trade with Stop Loss.')
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try {
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let position = await createBuyPosition(currentRate)
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@@ -116,8 +123,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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simulatorExecutorMessage.id = position.id
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simulatorExecutorMessage.order.id = position.id
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simulatorExecutorMessage.order.rate = currentRate
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simulatorExecutorMessage.order.stop = simulatorEngineMessage.order.stop
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simulatorExecutorMessage.order.takeProfit = simulatorEngineMessage.order.takeProfit
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simulatorExecutorMessage.order.stop = stopLoss
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simulatorExecutorMessage.order.takeProfit = takeProfit
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simulatorExecutorMessage.order.direction = ORDER_DIRECTION.Buy
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simulatorExecutorMessage.order.size = assetABalance
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simulatorExecutorMessage.order.status = ORDER_STATUS.Placed
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@@ -125,13 +132,16 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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let message = createMessageFromObject(simulatorExecutorMessage)
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assistant.addExtraData(message)
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assistant.rememberThis('lastSimulatorEngineMessageId', 0)
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assistant.rememberThis('lastStopLoss', 0)
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assistant.rememberThis('lastTakeProfit', 0)
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} catch (error) {
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let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
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simulatorExecutorMessage.from = MESSAGE_ENTITY.TradingAssistant
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simulatorExecutorMessage.to = MESSAGE_ENTITY.SimulationExecutor
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simulatorExecutorMessage.order.rate = position.rate
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simulatorExecutorMessage.order.stop = simulatorEngineMessage.order.stop
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simulatorExecutorMessage.order.takeProfit = simulatorEngineMessage.order.takeProfit
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simulatorExecutorMessage.order.stop = stopLoss
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simulatorExecutorMessage.order.takeProfit = takeProfit
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simulatorExecutorMessage.order.direction = ORDER_DIRECTION.Buy
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simulatorExecutorMessage.order.size = assetABalance
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simulatorExecutorMessage.order.status = ORDER_STATUS.Rejected
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@@ -144,8 +154,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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}
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// Checking Take Profits
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if (simulatorEngineMessage !== undefined && assetABalance > 0 && currentRate <= simulatorEngineMessage.order.takeProfit) {
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logInfo('Closing trade with Take Profits.')
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if (takeProfit > 0 && assetABalance > 0 && currentRate <= takeProfit) {
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logInfo('Closing trade with Take Profit.')
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try {
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let position = await createBuyPosition(currentRate, assetABalance)
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@@ -153,8 +163,8 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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simulatorExecutorMessage.id = position.id
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simulatorExecutorMessage.order.id = position.id
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simulatorExecutorMessage.order.rate = currentRate
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simulatorExecutorMessage.order.stop = simulatorEngineMessage.order.stop
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simulatorExecutorMessage.order.takeProfit = simulatorEngineMessage.order.takeProfit
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simulatorExecutorMessage.order.stop = stopLoss
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simulatorExecutorMessage.order.takeProfit = takeProfit
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simulatorExecutorMessage.order.direction = ORDER_DIRECTION.Buy
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simulatorExecutorMessage.order.size = assetABalance
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simulatorExecutorMessage.order.status = ORDER_STATUS.Placed
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@@ -162,13 +172,16 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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let message = createMessageFromObject(simulatorExecutorMessage)
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assistant.addExtraData(message)
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assistant.rememberThis('lastSimulatorEngineMessageId', 0)
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assistant.rememberThis('lastStopLoss', 0)
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assistant.rememberThis('lastTakeProfit', 0)
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} catch (error) {
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let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
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simulatorExecutorMessage.from = MESSAGE_ENTITY.TradingAssistant
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simulatorExecutorMessage.to = MESSAGE_ENTITY.SimulationExecutor
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simulatorExecutorMessage.order.rate = currentRate
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simulatorExecutorMessage.order.stop = simulatorEngineMessage.order.stop
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simulatorExecutorMessage.order.takeProfit = simulatorEngineMessage.order.takeProfit
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simulatorExecutorMessage.order.stop = stopLoss
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simulatorExecutorMessage.order.takeProfit = takeProfit
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simulatorExecutorMessage.order.direction = ORDER_DIRECTION.Buy
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simulatorExecutorMessage.order.size = assetABalance
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simulatorExecutorMessage.order.status = ORDER_STATUS.Rejected
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@@ -180,13 +193,16 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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}
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}
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if (autopilotResponse.autopilot || autopilotControl) {
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await manageCloneInAutopilotOn(simulatorEngineMessage)
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} else {
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await manageCloneInAutopilotOff(simulatorEngineMessage)
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if (simulatorEngineMessage !== undefined) {
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if (autopilotResponse.autopilot || autopilotControl) {
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await manageCloneInAutopilotOn(simulatorEngineMessage)
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} else {
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await manageCloneInAutopilotOff(simulatorEngineMessage)
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}
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}
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} catch (error) {
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if (error.stack) logError(JSON.stringify(error.stack))
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logError('Error on executorLogic: ' + error)
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logError('Stack: ' + JSON.stringify(error.stack))
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throw error
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}
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}
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@@ -198,6 +214,12 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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if (simulatorEngineMessage.messageType === MESSAGE_TYPE.Order
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&& simulatorEngineMessage.order.direction === ORDER_DIRECTION.Sell) {
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let lastSimulatorEngineMessageId = assistant.remindMeOf('lastSimulatorEngineMessageId')
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if (lastSimulatorEngineMessageId >= simulatorEngineMessage.id) {
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logInfo("manageCloneInAutopilotOn -> Order message was previously processed.")
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return
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}
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try {
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let position = await createSellPosition(currentRate, assetBBalance)
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let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
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@@ -211,6 +233,9 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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let message = createMessageFromObject(simulatorExecutorMessage)
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assistant.addExtraData(message)
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assistant.rememberThis('lastSimulatorEngineMessageId', parseInt(simulatorEngineMessage.id))
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assistant.rememberThis('lastStopLoss', simulatorEngineMessage.order.stop)
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assistant.rememberThis('lastTakeProfit', simulatorEngineMessage.order.takeProfit)
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} catch (error) {
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let simulatorExecutorMessage = buildBasicSimulatorExecutorMessage()
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simulatorExecutorMessage.from = MESSAGE_ENTITY.TradingAssistant
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@@ -542,12 +567,12 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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logWarn('getSimulatorEngineMessageFromFile -> The indicator message was not found at time: ' + bot.processDatetime.valueOf())
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} else {
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// Running live we will process last available Indicator Message only if it's delayed 25 minutes top
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let maxTolerance = 120 * 60 * 1000
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// Running live we will process last available Indicator Message only if it's delayed 10 minutes top
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let maxTolerance = 10 * 60 * 1000
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if (bot.processDatetime.valueOf() <= (lastAvailableDateTime + maxTolerance)) {
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return getMessage(indicatorFileContent[lastIndexIndicatorFile][25])
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} else {
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logWarn('getSimulatorEngineMessageFromFile -> Last available indicator older than 2 hours. Skipping execution.')
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logWarn('getSimulatorEngineMessageFromFile -> Last available indicator older than 10 minutes.')
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}
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}
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} catch (error) {
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@@ -720,7 +745,9 @@ exports.newUserBot = function newUserBot(bot, logger, COMMONS_MODULE) {
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fileStorage.getTextFile[util.promisify.custom] = n => new Promise((resolve, reject) => {
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fileStorage.getTextFile(containerName, blobName, (result, fileContent) => {
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if (result !== global.DEFAULT_OK_RESPONSE) {
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console.log('[WARN] getFileContent -> The indicator dependency is not ready. Will retry later.')
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let errorMessage = '[WARN] getFileContent -> The indicator dependency is not ready. Will retry later.'
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console.log(errorMessage)
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logWarn(errorMessage)
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reject(global.DEFAULT_RETRY_RESPONSE)
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} else {
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resolve(fileContent)
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