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Several bug fixed during debugging

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This commit is contained in:
Luis Fernando Molina committed 2018-02-27 11:20:39 +01:00
1 parent 7213db87bf
commit be2b46c13a
2 files changed
+224 -27
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.vs/AAMariam/v15/.suo
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Trading-Process/Interval.js
+224 -27
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@@ -175,9 +175,10 @@
let newHistoryRecord = {
date: processDatetime,
rate: undefined, // This will be used to know where to plot this information in the time line.
rate: 0, // This will be used to know where to plot this information in the time line.
newPositions: 0,
newTrades: 0
newTrades: 0,
movedPositions: 0
};
let exchangePositions = []; // These are the open positions at the exchange at the account the bot is authorized to use.
@@ -393,8 +394,10 @@
function getExecutionContext() {
let date = new Date(statusReport.lastExecution);
let fileName = "Execution.Context.json"
let dateForPath = statusReport.lastExecution.getUTCFullYear() + '/' + utilities.pad(statusReport.lastExecution.getUTCMonth(), 2) + '/' + utilities.pad(statusReport.lastExecution.getUTCDate(), 2) + '/' + utilities.pad(statusReport.lastExecution.getUTCHours(), 2) + '/' + utilities.pad(statusReport.lastExecution.getUTCMinutes(), 2);
let dateForPath = date.getUTCFullYear() + '/' + utilities.pad(date.getUTCMonth() + 1, 2) + '/' + utilities.pad(date.getUTCDate(), 2) + '/' + utilities.pad(date.getUTCHours(), 2) + '/' + utilities.pad(date.getUTCMinutes(), 2);
let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + bot.process + "/" + dateForPath;
mariamAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
@@ -476,11 +479,11 @@
let openPositions = [];
for (let a = 0; j < executionContext.positions.length; a++) {
for (let a = 0; a < executionContext.positions.length; a++) {
if (executionContext.positions[i].status === "open") {
if (executionContext.positions[a].status === "open") {
openPositions.push(executionContext.positions[i]);
openPositions.push(executionContext.positions[a]);
}
}
@@ -507,9 +510,7 @@
*/
if (
executionContext.positions[i].amountA === exchangePositions[j].amountA &&
executionContext.positions[i].amountB === exchangePositions[j].amountB) {
if (executionContext.positions[i].amountB === parseFloat(exchangePositions[j].amountB)) {
/* Position is still there, untouched. Nothing to do here. */
@@ -575,6 +576,8 @@
executionContext.positions[i].trades.push(trades[k]);
newHistoryRecord.newTrades++;
}
/* All done. */
@@ -638,6 +641,8 @@
executionContext.positions[i].trades.push(trades[k]);
newHistoryRecord.newTrades++;
}
/* All done. */
@@ -651,6 +656,7 @@
function next() {
i++;
controlLoop();
}
@@ -669,7 +675,7 @@
function final() {
getPatterns();
getCandles();
}
}
@@ -693,7 +699,7 @@
if (err.message.indexOf("ETIMEDOUT") > 0) {
const logText = "[WARN] onExchangeCallReturned - Timeout reached while trying to access the Exchange API. Requesting new execution later. : ERROR = " + err.message;
const logText = "[WARN] getOrderTradesAtExchange - onExchangeCallReturned - Timeout reached while trying to access the Exchange API. Requesting new execution later. : ERROR = " + err.message;
logger.write(logText);
/* We abort the process and request a new execution at the configured amount of time. */
@@ -705,7 +711,7 @@
if (err.message.indexOf("ECONNRESET") > 0) {
const logText = "[WARN] onExchangeCallReturned - The exchange reseted the connection. Requesting new execution later. : ERROR = " + err.message;
const logText = "[WARN] getOrderTradesAtExchange - onExchangeCallReturned - The exchange reseted the connection. Requesting new execution later. : ERROR = " + err.message;
logger.write(logText);
/* We abort the process and request a new execution at the configured amount of time. */
@@ -716,14 +722,14 @@
} else {
const logText = "[ERROR] onExchangeCallReturned - Unexpected error trying to contact the Exchange. This will halt this bot process. : ERROR = " + err.message;
const logText = "[ERROR] getOrderTradesAtExchange - onExchangeCallReturned - Unexpected error trying to contact the Exchange. This will halt this bot process. : ERROR = " + err.message;
logger.write(logText);
return;
}
}
} catch (err) {
const logText = "[ERROR] onExchangeCallReturned : ERROR : exchangeResponse.error = " + exchangeResponse.error;
const logText = "[ERROR] getOrderTradesAtExchange -onExchangeCallReturned : ERROR : exchangeResponse.error = " + exchangeResponse.error;
logger.write(logText);
return;
}
@@ -774,7 +780,7 @@
}
}
catch (err) {
const logText = "[ERROR] 'onExchangeCallReturned' - ERROR : " + err.message;
const logText = "[ERROR] 'getOrderTradesAtExchange - onExchangeCallReturned' - ERROR : " + err.message;
logger.write(logText);
}
@@ -1079,11 +1085,11 @@
if (executionContext.positions[0].type === "buy") {
validateBuyPosition();
validateBuyPosition(executionContext.positions[0]);
} else {
validateSellPosition();
validateSellPosition(executionContext.positions[0]);
}
@@ -1150,16 +1156,61 @@
}
function validateBuyPosition() {
function validateBuyPosition(pPosition) {
/* For simplicity of this example bot, we will do the same than when we are selling. */
validateSellPosition(pPosition);
}
function validateSellPosition() {
function validateSellPosition(pPosition) {
let candleArray;
let candle;
let weight;
/*
Keeping in mind this is an example of traing bot, we are going to put some logic here that in the end will move the current position
up or down. It will move it down if the bot feels it is time to sell, and up if it feels that selling is not a good idea.
To achieve a final rate to move the current position at the exchange, we are going to go through the available candles and patterns
and each one is going to make a micro-move, and at the end we will have a final rate to send a move command to the exchange.
We will use a weight to give more or less importance to different Time Periods.
*/
let diff;
let variationPercentage;
let timePeriodName;
let targetRate = pPosition.rate;
let weightArray = [1 / (24 * 60), 1 / (12 * 60), 1 / (8 * 60), 1 / (6 * 60), 1 / (4 * 60), 1 / (3 * 60), 1 / (2 * 60), 1 / (1 * 60)];
for (i = 0; i < marketFilesPeriods.length; i++) {
weight = weightArray[i];
timePeriodName = marketFilesPeriods[i][1];
candleArray = candlesMap.get(timePeriodName);
candle = candleArray[candleArray.length - 1]; // The last candle of the 10 candles array.
diff = candle.close - candle.open;
variationPercentage = diff * 100 / candle.open; // This is the % of how much the rate increased or decreced from open to close.
targetRate = targetRate + targetRate * variationPercentage / 100 * weight;
}
/* Finally we move the order position to where we have just estimated is a better place. */
movePositionAtExchange(pPosition, targetRate, writeStatusAndContext);
}
}
function putPositionAtExchange(pType, pRate, pAmountA, pAmountB, callBackFunction) {
@@ -1183,7 +1234,7 @@
if (err.message.indexOf("ETIMEDOUT") > 0) {
const logText = "[WARN] onExchangeCallReturned - Timeout reached while trying to access the Exchange API. Requesting new execution later. : ERROR = " + err.message;
const logText = "[WARN] putPositionAtExchange - onExchangeCallReturned - Timeout reached while trying to access the Exchange API. Requesting new execution later. : ERROR = " + err.message;
logger.write(logText);
/* We abort the process and request a new execution at the configured amount of time. */
@@ -1195,7 +1246,7 @@
if (err.message.indexOf("ECONNRESET") > 0) {
const logText = "[WARN] onExchangeCallReturned - The exchange reseted the connection. Requesting new execution later. : ERROR = " + err.message;
const logText = "[WARN] putPositionAtExchange - onExchangeCallReturned - The exchange reseted the connection. Requesting new execution later. : ERROR = " + err.message;
logger.write(logText);
/* We abort the process and request a new execution at the configured amount of time. */
@@ -1206,14 +1257,14 @@
} else {
const logText = "[ERROR] onExchangeCallReturned - Unexpected error trying to contact the Exchange. This will halt this bot process. : ERROR = " + err.message;
const logText = "[ERROR] putPositionAtExchange -onExchangeCallReturned - Unexpected error trying to contact the Exchange. This will halt this bot process. : ERROR = " + err.message;
logger.write(logText);
return;
}
}
} catch (err) {
const logText = "[ERROR] onExchangeCallReturned : ERROR : exchangeResponse.error = " + exchangeResponse.error;
const logText = "[ERROR] putPositionAtExchange - onExchangeCallReturned : ERROR : exchangeResponse.error = " + exchangeResponse.error;
logger.write(logText);
return;
}
@@ -1254,16 +1305,153 @@
rate: pRate,
amountA: pAmountA,
amountB: pAmountB,
date: (processDatetime.valueOf())
date: (processDatetime.valueOf()),
status: "open",
trades: []
};
executionContext.positions.push(position);
newHistoryRecord.newPositions++;
callBackFunction();
}
}
catch (err) {
const logText = "[ERROR] 'onExchangeCallReturned' - ERROR : " + err.message;
const logText = "[ERROR] 'putPositionAtExchange - onExchangeCallReturned' - ERROR : " + err.message;
logger.write(logText);
}
}
}
function movePositionAtExchange(pPosition, pNewRate, callBackFunction) {
poloniexApiClient.moveOrder(pPosition.id, pNewRate, pPosition.AmountB, onExchangeCallReturned);
function onExchangeCallReturned(err, exchangeResponse) {
try {
if (err || exchangeResponse.error !== undefined) {
try {
if (err.message.indexOf("ETIMEDOUT") > 0) {
const logText = "[WARN] movePositionAtExchange - onExchangeCallReturned - Timeout reached while trying to access the Exchange API. Requesting new execution later. : ERROR = " + err.message;
logger.write(logText);
/* We abort the process and request a new execution at the configured amount of time. */
callBackFunction(true, nextIntervalLapse);
return;
} else {
if (err.message.indexOf("ECONNRESET") > 0) {
const logText = "[WARN] movePositionAtExchange - onExchangeCallReturned - The exchange reseted the connection. Requesting new execution later. : ERROR = " + err.message;
logger.write(logText);
/* We abort the process and request a new execution at the configured amount of time. */
callBackFunction(true, nextIntervalLapse);
return;
} else {
const logText = "[ERROR] movePositionAtExchange -onExchangeCallReturned - Unexpected error trying to contact the Exchange. This will halt this bot process. : ERROR = " + err.message;
logger.write(logText);
return;
}
}
} catch (err) {
const logText = "[ERROR] movePositionAtExchange - onExchangeCallReturned : ERROR : exchangeResponse.error = " + exchangeResponse.error;
logger.write(logText);
return;
}
return;
} else {
/*
This is what we can receive from the exchange. We will ignore the trades list for now, and analize
what happened at the next bot execution.
{
"orderNumber":31226040,
"resultingTrades":
[{
"amount":"338.8732",
"date":"2014-10-18 23:03:21",
"rate":"0.00000173",
"total":"0.00058625",
"tradeID":"16164",
"type":"buy"
}]
}
*/
/*
We will add this new position to the executionContext.
*/
if (exchangeResponse.success !== 1) {
const logText = "[ERROR] movePositionAtExchange -onExchangeCallReturned - Exchange said operation was not successful. Since we do not know what this means we will halt this bot process. : ERROR = " + err.message;
logger.write(logText);
return;
}
let newPosition = {
id: exchangeResponse.orderNumber,
type: pType,
rate: pRate,
amountA: pAmountB * pRate,
amountB: pAmountB,
date: (processDatetime.valueOf()),
status: "open",
trades: []
};
let oldPosition = JSON.parse(JSON.stringify(pPosition));
/* We need to update the position we have on file. */
for (let i = 0; i < executionContext.positions.length; i++) {
if (executionContext.positions[i].id === pOrderId) {
executionContext.positions[i] = newPosition;
break;
}
}
let newTransaction = {
type: "movePosition",
oldPosition: oldPosition,
newPosition: newPosition
};
executionContext.transactions.push(newTransaction);
newHistoryRecord.movedPositions++;
callBackFunction();
}
}
catch (err) {
const logText = "[ERROR] 'movePositionAtExchange -onExchangeCallReturned' - ERROR : " + err.message;
logger.write(logText);
}
@@ -1336,7 +1524,15 @@
try {
executionHistory.push(newHistoryRecord);
let newRecord = [
newHistoryRecord.date.valueOf(),
newHistoryRecord.rate,
newHistoryRecord.newPositions,
newHistoryRecord.newTrades,
newHistoryRecord.movedPositions
];
executionHistory.push(newRecord);
let fileContent = JSON.stringify(executionHistory);
@@ -1412,6 +1608,7 @@
}
}
catch (err) {
const logText = "[ERROR] 'Start' - ERROR : " + err.message;
logger.write(logText);