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Luis Fernando Molina committed 2018-02-22 11:48:14 +01:00
1 parent 5276d86138
commit 9c1ada6fa6
4 files changed
+13 -176
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.vs/AATom/v15/.suo
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AATom.njsproj
+2 -2
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@@ -28,7 +28,7 @@
<Content Include="this.bot.config.json" />
</ItemGroup>
<ItemGroup>
<Folder Include="Candle-Stairs\" />
<Folder Include="Candles-Volumes-Stairs-Market\" />
<Folder Include="bin" />
<Folder Include="logs" />
<Folder Include="logs\AA Masters" />
@@ -41,7 +41,7 @@
<Folder Include="obj\Debug" />
</ItemGroup>
<ItemGroup>
<Compile Include="Candle-Stairs\Interval.js" />
<Compile Include="Candles-Volumes-Stairs-Market\Interval.js" />
</ItemGroup>
<Import Project="$(MSBuildToolsPath)\Microsoft.Common.targets" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
<!--Do not delete the following Import Project. While this appears to do nothing it is a marker for setting TypeScript properties before our import that depends on them.-->
Candle-Stairs/Interval.js → Candles-Volumes-Stairs-Market/Interval.js
+9 -151
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@@ -37,6 +37,7 @@
let charlyAzureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
let bruceAzureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
let oliviaAzureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
let tomAzureFileStorage = AZURE_FILE_STORAGE.newAzureFileStorage(bot);
let utilities = UTILITIES.newUtilities(bot);
@@ -79,7 +80,7 @@
This process is going to do the following:
Read the candles and volumes from Bruce and produce a single Index File for each market with daily candles and volumes.
Read the candles and volumes from Olivia and produce for each market two files with candles stairs and volumes stairs respectively.
*/
@@ -101,10 +102,6 @@ Read the candles and volumes from Bruce and produce a single Index File for each
assetB: ""
};
let lastCandleFile; // Datetime of the last file included on the Index File.
let firstTradeFile; // Datetime of the first trade file in the whole market history.
let maxCandleFile; // Datetime of the last file available to be included in the Index File.
let periods =
'[' +
'[' + 24 * 60 * 60 * 1000 + ',' + '"24-hs"' + ']' + ',' +
@@ -208,7 +205,7 @@ Read the candles and volumes from Bruce and produce a single Index File for each
if (market.status === markets.ENABLED) {
getStatusReport();
buildStairs();
} else {
@@ -217,8 +214,6 @@ Read the candles and volumes from Bruce and produce a single Index File for each
return;
}
}
catch (err) {
const logText = "[ERROR] 'openMarket' - ERROR : " + err.message;
@@ -250,145 +245,6 @@ Read the candles and volumes from Bruce and produce a single Index File for each
*/
function getStatusReport() {
try {
let reportFilePath;
let fileName = "Status.Report." + market.assetA + '_' + market.assetB + ".json"
getHistoricTrades();
function getHistoricTrades() {
/*
We need to know where is the begining of the market, since that will help us know where the Index Files should start.
*/
reportFilePath = EXCHANGE_NAME + "/Processes/" + "Poloniex-Historic-Trades";
charlyAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
function onStatusReportReceived(text) {
let statusReport;
try {
statusReport = JSON.parse(text);
firstTradeFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + statusReport.lastFile.hours + ":" + statusReport.lastFile.minutes + GMT_SECONDS);
getOneMinDailyCandlesVolumes();
} catch (err) {
const logText = "[INFO] 'getStatusReport' - Failed to read main Historic Trades Status Report for market " + market.assetA + '_' + market.assetB + " . Skipping it. ";
logger.write(logText);
closeAndOpenMarket();
}
}
}
function getOneMinDailyCandlesVolumes() {
/* We need to discover the maxCandle file, which is the last file with candles we can use as input. */
let date = new Date();
let currentYear = date.getUTCFullYear();
let currentMonth = utilities.pad(date.getUTCMonth() + 1,2);
reportFilePath = EXCHANGE_NAME + "/Processes/" + "One-Min-Daily-Candles-Volumes" + "/" + currentYear + "/" + currentMonth;
bruceAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
function onStatusReportReceived(text) {
let statusReport;
try {
statusReport = JSON.parse(text);
maxCandleFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
getThisProcessReport();
} catch (err) {
/*
It might happen that the file content is corrupt or it does not exist. In either case we will point our lastCandleFile
to the last day of the previous month.
*/
maxCandleFile = new Date(date.valueOf() - ONE_DAY_IN_MILISECONDS);
getThisProcessReport();
}
}
}
function getThisProcessReport() {
/* If the process run and was interrupted, there should be a status report that allows us to resume execution. */
reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
oliviaAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
function onStatusReportReceived(text) {
let statusReport;
try {
statusReport = JSON.parse(text);
lastCandleFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
/*
Here we assume that the last day written might contain incomplete information. This actually happens every time the head of the market is reached.
For that reason we go back one day, the partial information is discarded and added again with whatever new info is available.
*/
lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
findPreviousContent();
} catch (err) {
/*
It might happen that the file content is corrupt or it does not exist. In either case we will point our lastCandleFile
to the begining of the market.
*/
lastCandleFile = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
buildCandles();
}
}
}
}
catch (err) {
const logText = "[ERROR] 'getStatusReport' - ERROR : " + err.message;
logger.write(logText);
closeMarket();
}
}
function buildStairs() {
periodsLoop();
@@ -964,14 +820,14 @@ Read the candles and volumes from Bruce and produce a single Index File for each
} else {
writeStatusReport(lastCandleFile, advanceTime);
writeStatusReport();
}
}
}
function writeStatusReport(lastFileDate, callBack) {
function writeStatusReport() {
if (LOG_INFO === true) {
logger.write("[INFO] Entering function 'writeStatusReport'");
@@ -981,12 +837,14 @@ Read the candles and volumes from Bruce and produce a single Index File for each
let reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
utilities.createFolderIfNeeded(reportFilePath, oliviaAzureFileStorage, onFolderCreated);
utilities.createFolderIfNeeded(reportFilePath, tomAzureFileStorage, onFolderCreated);
function onFolderCreated() {
try {
let lastFileDate = new Date();
let fileName = "Status.Report." + market.assetA + '_' + market.assetB + ".json";
let report = {
@@ -1007,7 +865,7 @@ Read the candles and volumes from Bruce and produce a single Index File for each
logger.write("[INFO] 'writeStatusReport' - Content written: " + fileContent);
}
callBack();
closeAndOpenMarket();
}
}
catch (err) {
this.bot.config.json
+2 -23
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@@ -7,8 +7,8 @@
},
"processes": [
{
"name": "Multi-Period-Market",
"description": "Produces different files with multi-period candles and volumes for entire markets.",
"name": "Candles-Volumes-Stairs-Market",
"description": "Produces for each market two files with candles stairs and volumes stairs respectively.",
"startMode": {
"allMonths": {
"run": "false",
@@ -26,27 +26,6 @@
},
"intervalLapse": 3600000,
"intervalMaxLoops": -1
},
{
"name": "Multi-Period-Daily",
"description": "Produces different files with multi-period candles and volumes on a daily format.",
"startMode": {
"allMonths": {
"run": "false",
"minYear": "",
"maxYear": ""
},
"oneMonth": {
"run": "false",
"year": "",
"month": ""
},
"noTime": {
"run": "true"
}
},
"intervalLapse": 60000,
"intervalMaxLoops": -1
}
]
}