Refactoring
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@@ -304,24 +304,24 @@
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thisObject.executionHistory = [];
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if (process.env.INITIAL_BALANCE_ASSET_A === undefined || process.env.INITIAL_BALANCE_ASSET_B === undefined) { throw new Error("Environment Variables INITIAL_INVESTMENT_A and INITIAL_INVESTMENT_B cannot be undefined.") }
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if (process.env.INITIAL_BALANCE_ASSET_A === undefined || process.env.INITIAL_BALANCE_ASSET_B === undefined) { throw new Error("Environment Variables INITIAL_BALANCE_A and INITIAL_BALANCE_B cannot be undefined.") }
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const INITIAL_INVESTMENT_A = Number(process.env.INITIAL_BALANCE_ASSET_A);
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const INITIAL_INVESTMENT_B = Number(process.env.INITIAL_BALANCE_ASSET_B);
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const INITIAL_BALANCE_A = Number(process.env.INITIAL_BALANCE_ASSET_A);
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const INITIAL_BALANCE_B = Number(process.env.INITIAL_BALANCE_ASSET_B);
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thisObject.executionContext = {
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investment: { // This is used to calculate profits.
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assetA: INITIAL_INVESTMENT_A,
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assetB: INITIAL_INVESTMENT_B
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assetA: INITIAL_BALANCE_A,
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assetB: INITIAL_BALANCE_B
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},
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balance: { // This is the total balance that includes positions at the order book + funds available to be traded.
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assetA: INITIAL_INVESTMENT_A,
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assetB: INITIAL_INVESTMENT_B // It starts with the initial investment.
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assetA: INITIAL_BALANCE_A,
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assetB: INITIAL_BALANCE_B // It starts with the initial investment.
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},
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availableBalance: { // This is the balance the bot has at any moment in time available to be traded (not in positions at the order book).
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assetA: INITIAL_INVESTMENT_A,
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assetB: INITIAL_INVESTMENT_B // It starts with the initial investment.
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assetA: INITIAL_BALANCE_A,
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assetB: INITIAL_BALANCE_B // It starts with the initial investment.
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},
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profits: {
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assetA: 0,
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