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Assistant fully reviewed

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This commit is contained in:
Luis Fernando Molina committed 2018-03-06 17:38:13 +01:00
1 parent 450aba0b09
commit 9f90f1fc1e
4 files changed
+135 -102
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.vs/AACloudPlatform/v15/.suo
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Assistant.js
+101 -102
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@@ -19,35 +19,6 @@
const logger = DEBUG_MODULE.newDebugLog();
logger.fileName = MODULE_NAME;
let marketFilesPeriods =
'[' +
'[' + 24 * 60 * 60 * 1000 + ',' + '"24-hs"' + ']' + ',' +
'[' + 12 * 60 * 60 * 1000 + ',' + '"12-hs"' + ']' + ',' +
'[' + 8 * 60 * 60 * 1000 + ',' + '"08-hs"' + ']' + ',' +
'[' + 6 * 60 * 60 * 1000 + ',' + '"06-hs"' + ']' + ',' +
'[' + 4 * 60 * 60 * 1000 + ',' + '"04-hs"' + ']' + ',' +
'[' + 3 * 60 * 60 * 1000 + ',' + '"03-hs"' + ']' + ',' +
'[' + 2 * 60 * 60 * 1000 + ',' + '"02-hs"' + ']' + ',' +
'[' + 1 * 60 * 60 * 1000 + ',' + '"01-hs"' + ']' + ']';
marketFilesPeriods = JSON.parse(marketFilesPeriods);
let dailyFilePeriods =
'[' +
'[' + 45 * 60 * 1000 + ',' + '"45-min"' + ']' + ',' +
'[' + 40 * 60 * 1000 + ',' + '"40-min"' + ']' + ',' +
'[' + 30 * 60 * 1000 + ',' + '"30-min"' + ']' + ',' +
'[' + 20 * 60 * 1000 + ',' + '"20-min"' + ']' + ',' +
'[' + 15 * 60 * 1000 + ',' + '"15-min"' + ']' + ',' +
'[' + 10 * 60 * 1000 + ',' + '"10-min"' + ']' + ',' +
'[' + 05 * 60 * 1000 + ',' + '"05-min"' + ']' + ',' +
'[' + 04 * 60 * 1000 + ',' + '"04-min"' + ']' + ',' +
'[' + 03 * 60 * 1000 + ',' + '"03-min"' + ']' + ',' +
'[' + 02 * 60 * 1000 + ',' + '"02-min"' + ']' + ',' +
'[' + 01 * 60 * 1000 + ',' + '"01-min"' + ']' + ']';
dailyFilePeriods = JSON.parse(dailyFilePeriods);
let exchangePositions = []; // These are the open positions at the exchange at the account the bot is authorized to use.
let openPositions = []; // These are the open positions the bot knows it made by itself.
@@ -55,31 +26,54 @@
let processDatetime;
let exchangeAPI;
/* The current bots trades only at one market: USDT_BTC. */
const MARKET = {
assetA: "USDT",
assetB: "BTC",
};
return thisObject;
function initialize(pBotContext, pProcessDatetime, pExchangeAPI, callBackFunction) {
try {
let nextIntervalExecution = false; // This tell the AAPlatform if it must execute the bot code again or not.
let nextIntervalLapse = 10 * 1000; // If something fails and we need to retry after a few seconds, we will use this amount of time to request a new execution of this bot code.
/* Store local values. */
botContext = pBotContext;
processDatetime = pProcessDatetime;
exchangeAPI = pExchangeAPI;
/* The bot trades only at one market: USDT_BTC. */
getPositionsAtExchange(onDone);
const market = {
assetA: "USDT",
assetB: "BTC",
};
function onDone(err) {
try {
switch (err) {
case null: {
callBackFunction(null);
}
break;
case 'Retry Later': { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] initialize -> onDone -> Retry Later. Requesting Execution Retry.");
callBackFunction(err);
return;
}
break;
case 'Retry Later': { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] initialize -> onDone -> Operation Failed. Aborting the process.");
callBackFunction(err);
return;
}
break;
}
getPositionsAtExchange();
} catch (err) {
logger.write("[ERROR] initialize -> onDone -> err = " + err);
callBack("Operation Failed");
}
}
} catch (err) {
@@ -91,6 +85,7 @@
function getPositionsAtExchange(callBack) {
try {
/*
Here we grab all the positions at the exchange for the account we are using for trading. We will not asume all the positions
@@ -99,24 +94,25 @@
*/
exchangeAPI.getOpenPositions(market, onResponse);
exchangeAPI.getOpenPositions(MARKET, onResponse);
function onResponse(err, pExchangePositions) {
switch (err) {
case null: { // Everything went well, we have the information requested.
exchangePositions = pExchangePositions;
readStatusAndContext();
ordersExecutionCheck(callBack);
}
break;
case 'Retry Later': { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] getPositionsAtExchange -> onResponse -> Retry Later. Requesting Execution Retry.");
callBackFunction(true, nextIntervalLapse);
callBack(err);
return;
}
break;
case 'Operation Failed': { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] getPositionsAtExchange -> onResponse -> Operation Failed. Aborting the process.");
callBack(err);
return;
}
break;
@@ -196,7 +192,7 @@
getPositionTradesAtExchange(botContext.executionContext.positions[i].id, confirmOrderWasPartiallyExecuted);
return;
function confirmOrderWasPartiallyExecuted(trades) {
function confirmOrderWasPartiallyExecuted(pTrades) {
try {
/*
@@ -210,10 +206,10 @@
let sumAssetA = 0;
let sumAssetB = 0;
for (k = 0; k < trades.length; k++) {
for (k = 0; k < pTrades.length; k++) {
sumAssetA = sumAssetA + trades[k].amountA;
sumAssetB = sumAssetB + trades[k].amountB;
sumAssetA = sumAssetA + pTrades[k].amountA;
sumAssetB = sumAssetB + pTrades[k].amountB;
}
@@ -245,9 +241,9 @@
botContext.executionContext.positions[i].amountB = exchangePositions[j].amountB;
botContext.executionContext.positions[i].date = (new Date(exchangePositions[j].date)).valueOf();
for (k = 0; k < trades.length; k++) {
for (k = 0; k < pTrades.length; k++) {
botContext.executionContext.positions[i].trades.push(trades[k]);
botContext.executionContext.positions[i].pTrades.push(pTrades[k]);
botContext.newHistoryRecord.newTrades++;
@@ -278,7 +274,7 @@
getPositionTradesAtExchange(botContext.executionContext.positions[i].id, confirmOrderWasExecuted);
function confirmOrderWasExecuted(trades) {
function confirmOrderWasExecuted(pTrades) {
try {
/*
@@ -292,10 +288,10 @@
let sumAssetA = 0;
let sumAssetB = 0;
for (k = 0; k < trades.length; k++) {
for (k = 0; k < pTrades.length; k++) {
sumAssetA = sumAssetA + trades[k].amountA;
sumAssetB = sumAssetB + trades[k].amountB;
sumAssetA = sumAssetA + pTrades[k].amountA;
sumAssetB = sumAssetB + pTrades[k].amountB;
}
@@ -320,9 +316,9 @@
botContext.executionContext.positions[i].status = "executed";
for (k = 0; k < trades.length; k++) {
for (k = 0; k < pTrades.length; k++) {
botContext.executionContext.positions[i].trades.push(trades[k]);
botContext.executionContext.positions[i].pTrades.push(pTrades[k]);
botContext.newHistoryRecord.newTrades++;
@@ -346,6 +342,49 @@
}
}
function getPositionTradesAtExchange(pPositionId, innerCallBack) {
try {
/*
Given one position, we request all the associated trades to it.
*/
exchangeAPI.getExecutedTrades(pPositionId, onResponse);
function onResponse(err, pTrades) {
try {
switch (err) {
case null: { // Everything went well, we have the information requested.
innerCallBack(pTrades);
}
break;
case 'Retry Later': { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> onResponse -> Retry Later. Requesting Execution Retry.");
callBack('Retry Later');
return;
}
break;
case 'Operation Failed': { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> onResponse -> Operation Failed. Aborting the process.");
callBack('Operation Failed');
return;
}
break;
}
} catch (err) {
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> onResponse -> err = " + err);
callBack("Operation Failed");
}
}
} catch (err) {
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> getPositionTradesAtExchange -> err = " + err);
callBack("Operation Failed");
}
}
} catch (err) {
logger.write("[ERROR] ordersExecutionCheck -> loopBody -> err = " + err);
callBack("Operation Failed");
@@ -375,7 +414,7 @@
function final() {
getCandles();
callBack(null);
}
} catch (err) {
@@ -384,52 +423,10 @@
}
}
function getPositionTradesAtExchange(pPositionId, callBack) {
try {
/*
Given one position, we request all the associated trades to it.
*/
exchangeAPI.getExecutedTrades(pPositionId, onResponse);
function onResponse(err, pTrades) {
try {
switch (err) {
case null: { // Everything went well, we have the information requested.
callBack(pTrades);
}
break;
case 'Retry Later': { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] getPositionTradesAtExchange -> onResponse -> Retry Later. Requesting Execution Retry.");
callBackFunction(true, nextIntervalLapse);
return;
}
break;
case 'Operation Failed': { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] getPositionTradesAtExchange -> onResponse -> Operation Failed. Aborting the process.");
return;
}
break;
}
} catch (err) {
logger.write("[ERROR] getPositionTradesAtExchange -> onResponse -> err = " + err);
callBack("Operation Failed");
}
}
} catch (err) {
logger.write("[ERROR] getPositionTradesAtExchange -> err = " + err);
callBack("Operation Failed");
}
}
function putPositionAtExchange(pType, pRate, pAmountA, pAmountB, callBack) {
try {
exchangeAPI.putPosition(market, pType, pRate, pAmountA, pAmountB, onResponse);
exchangeAPI.putPosition(MARKET, pType, pRate, pAmountA, pAmountB, onResponse);
function onResponse(err, pPositionId) {
@@ -460,17 +457,18 @@
botContext.newHistoryRecord.newPositions++;
botContext.newHistoryRecord.rate = pRate;
callBack();
callBack(null);
}
break;
case 'Retry Later': { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] putPositionAtExchange -> onResponse -> Retry Later. Requesting Execution Retry.");
callBackFunction(true, nextIntervalLapse);
callBack('Retry Later');
return;
}
break;
case 'Operation Failed': { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] putPositionAtExchange -> onResponse -> Operation Failed. Aborting the process.");
callBack('Operation Failed');
return;
}
break;
@@ -533,17 +531,18 @@
botContext.newHistoryRecord.movedPositions++;
botContext.newHistoryRecord.rate = pNewRate;
callBack();
callBack(null);
}
break;
case 'Retry Later': { // Something bad happened, but if we retry in a while it might go through the next time.
logger.write("[ERROR] movePositionAtExchange -> onResponse -> Retry Later. Requesting Execution Retry.");
callBackFunction(true, nextIntervalLapse);
callBack('Retry Later');
return;
}
break;
case 'Operation Failed': { // This is an unexpected exception that we do not know how to handle.
logger.write("[ERROR] movePositionAtExchange -> onResponse -> Operation Failed. Aborting the process.");
callBack('Operation Failed');
return;
}
break;
Datasource.js
+30
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@@ -21,6 +21,36 @@
const logger = DEBUG_MODULE.newDebugLog();
logger.fileName = MODULE_NAME;
let marketFilesPeriods =
'[' +
'[' + 24 * 60 * 60 * 1000 + ',' + '"24-hs"' + ']' + ',' +
'[' + 12 * 60 * 60 * 1000 + ',' + '"12-hs"' + ']' + ',' +
'[' + 8 * 60 * 60 * 1000 + ',' + '"08-hs"' + ']' + ',' +
'[' + 6 * 60 * 60 * 1000 + ',' + '"06-hs"' + ']' + ',' +
'[' + 4 * 60 * 60 * 1000 + ',' + '"04-hs"' + ']' + ',' +
'[' + 3 * 60 * 60 * 1000 + ',' + '"03-hs"' + ']' + ',' +
'[' + 2 * 60 * 60 * 1000 + ',' + '"02-hs"' + ']' + ',' +
'[' + 1 * 60 * 60 * 1000 + ',' + '"01-hs"' + ']' + ']';
marketFilesPeriods = JSON.parse(marketFilesPeriods);
let dailyFilePeriods =
'[' +
'[' + 45 * 60 * 1000 + ',' + '"45-min"' + ']' + ',' +
'[' + 40 * 60 * 1000 + ',' + '"40-min"' + ']' + ',' +
'[' + 30 * 60 * 1000 + ',' + '"30-min"' + ']' + ',' +
'[' + 20 * 60 * 1000 + ',' + '"20-min"' + ']' + ',' +
'[' + 15 * 60 * 1000 + ',' + '"15-min"' + ']' + ',' +
'[' + 10 * 60 * 1000 + ',' + '"10-min"' + ']' + ',' +
'[' + 05 * 60 * 1000 + ',' + '"05-min"' + ']' + ',' +
'[' + 04 * 60 * 1000 + ',' + '"04-min"' + ']' + ',' +
'[' + 03 * 60 * 1000 + ',' + '"03-min"' + ']' + ',' +
'[' + 02 * 60 * 1000 + ',' + '"02-min"' + ']' + ',' +
'[' + 01 * 60 * 1000 + ',' + '"01-min"' + ']' + ']';
dailyFilePeriods = JSON.parse(dailyFilePeriods);
let oliviaAzureFileStorage = FILE_STORAGE.newAzureFileStorage(bot);
let tomAzureFileStorage = FILE_STORAGE.newAzureFileStorage(bot);
Interval Executor.js
+4
View File
@@ -204,6 +204,10 @@
};
/*
const NEXT_BOT_EXECUTION = 10 * 1000; // If something fails and we need to retry after a few seconds, we will use this amount of time to request a new execution of this bot code.
let processDatetime = new Date(); // This will be considered the process date and time, so as to have it consistenly all over the execution.
processDatetime = new Date(processDatetime.valueOf() - 30 * 24 * 60 * 60 * 1000); // we go 30 days back in time since candles are currently not up to date.
*/