fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

New function truncDecimals to deal with too many decimals at float numbers.

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2018-07-23 11:52:50 +02:00
1 parent f9cfc81f38
commit c872dc4b61
1 file changed
+62 -55
Download Patch File Download Diff File Expand all files Collapse all files
Assistant.js
+62 -55
View File
@@ -29,6 +29,7 @@
sendMessage: sendMessage,
rememberThis: rememberThis,
remindMeOf: remindMeOf,
truncDecimals: truncDecimals,
sendEmail: sendEmail
};
@@ -184,7 +185,7 @@
if (bot.processDatetime.valueOf() >= candle.begin && bot.processDatetime.valueOf() < candle.end) {
marketRate = (candle.open + candle.close) / 2;
marketRate = parseFloat(marketRate).toFixed(8);
marketRate = thisObject.truncDecimals(marketRate);
context.newHistoryRecord.marketRate = marketRate;
ticker = {
@@ -273,14 +274,14 @@
if (context.executionContext.investment.assetA > 0) {
context.executionContext.profits.assetA = (parseFloat(context.executionContext.balance.assetA).toFixed(8) - parseFloat(context.executionContext.investment.assetA).toFixed(8)) / parseFloat(context.executionContext.investment.assetA).toFixed(8);
context.executionContext.profits.assetA = parseFloat(context.executionContext.profits.assetA).toFixed(8);
context.executionContext.profits.assetA = (thisObject.truncDecimals(context.executionContext.balance.assetA) - thisObject.truncDecimals(context.executionContext.investment.assetA)) / thisObject.truncDecimals(context.executionContext.investment.assetA);
context.executionContext.profits.assetA = thisObject.truncDecimals(context.executionContext.profits.assetA);
}
if (context.executionContext.investment.assetB > 0) {
context.executionContext.profits.assetB = (parseFloat(context.executionContext.balance.assetB).toFixed(8) - parseFloat(context.executionContext.investment.assetB).toFixed(8)) / parseFloat(context.executionContext.investment.assetB).toFixed(8);
context.executionContext.profits.assetB = parseFloat(context.executionContext.profits.assetB).toFixed(8);
context.executionContext.profits.assetB = (thisObject.truncDecimals(context.executionContext.balance.assetB) - thisObject.truncDecimals(context.executionContext.investment.assetB)) / thisObject.truncDecimals(context.executionContext.investment.assetB);
context.executionContext.profits.assetB = thisObject.truncDecimals(context.executionContext.profits.assetB);
}
context.newHistoryRecord.profitsAssetA = context.executionContext.profits.assetA;
@@ -290,20 +291,20 @@
if (context.executionContext.investment.assetA > 0) {
let convertedAssetsB = (parseFloat(context.executionContext.balance.assetB).toFixed(8) - parseFloat(context.executionContext.investment.assetB).toFixed(8)) * marketRate;
convertedAssetsB = parseFloat(convertedAssetsB).toFixed(8);
let convertedAssetsB = (thisObject.truncDecimals(context.executionContext.balance.assetB) - thisObject.truncDecimals(context.executionContext.investment.assetB)) * marketRate;
convertedAssetsB = thisObject.truncDecimals(convertedAssetsB);
context.executionContext.combinedProfits.assetA = (parseFloat(context.executionContext.balance.assetA).toFixed(8) + convertedAssetsB - parseFloat(context.executionContext.investment.assetA).toFixed(8)) / parseFloat(context.executionContext.investment.assetA).toFixed(8) * 100;
context.executionContext.combinedProfits.assetA = parseFloat(context.executionContext.combinedProfits.assetA).toFixed(8);
context.executionContext.combinedProfits.assetA = (thisObject.truncDecimals(context.executionContext.balance.assetA) + convertedAssetsB - thisObject.truncDecimals(context.executionContext.investment.assetA)) / thisObject.truncDecimals(context.executionContext.investment.assetA) * 100;
context.executionContext.combinedProfits.assetA = thisObject.truncDecimals(context.executionContext.combinedProfits.assetA);
}
if (context.executionContext.investment.assetB > 0) {
let convertedAssetsA = (parseFloat(context.executionContext.balance.assetA).toFixed(8) - parseFloat(context.executionContext.investment.assetA).toFixed(8)) / marketRate;
convertedAssetsA = parseFloat(convertedAssetsA).toFixed(8);
let convertedAssetsA = (thisObject.truncDecimals(context.executionContext.balance.assetA) - thisObject.truncDecimals(context.executionContext.investment.assetA)) / marketRate;
convertedAssetsA = thisObject.truncDecimals(convertedAssetsA);
context.executionContext.combinedProfits.assetB = (parseFloat(context.executionContext.balance.assetB).toFixed(8) + convertedAssetsA - parseFloat(context.executionContext.investment.assetB).toFixed(8)) / parseFloat(context.executionContext.investment.assetB).toFixed(8) * 100;
context.executionContext.combinedProfits.assetB = parseFloat(context.executionContext.combinedProfits.assetB).toFixed(8);
context.executionContext.combinedProfits.assetB = (thisObject.truncDecimals(context.executionContext.balance.assetB) + convertedAssetsA - thisObject.truncDecimals(context.executionContext.investment.assetB)) / thisObject.truncDecimals(context.executionContext.investment.assetB) * 100;
context.executionContext.combinedProfits.assetB = thisObject.truncDecimals(context.executionContext.combinedProfits.assetB);
}
context.newHistoryRecord.combinedProfitsA = context.executionContext.combinedProfits.assetA;
@@ -494,7 +495,7 @@
*/
if (position.amountB === parseFloat(exchangePosition.amountB)) {
if (position.amountB === thisObject.truncDecimals(exchangePosition.amountB)) {
/* Position is still there, untouched. Nothing to do here. */
@@ -565,9 +566,9 @@
id: Math.trunc(Math.random(1) * 1000000),
type: thisPosition.type,
rate: thisPosition.rate.toString(),
amountA: parseFloat(thisPosition.amountA).toFixed(8).toString(),
amountB: parseFloat(thisPosition.amountB).toFixed(8).toString(),
fee: parseFloat(feeRate).toFixed(8).toString(),
amountA: thisObject.truncDecimals(thisPosition.amountA).toString(),
amountB: thisObject.truncDecimals(thisPosition.amountB).toString(),
fee: thisObject.truncDecimals(feeRate).toString(),
date: (new Date()).valueOf()
}
@@ -654,12 +655,12 @@
for (let k = 0; k < pTrades.length; k++) {
let trade = pTrades[k];
sumAssetA = sumAssetA + parseFloat(trade.amountA).toFixed(8);
sumAssetB = sumAssetB + parseFloat(trade.amountB).toFixed(8);
sumAssetA = sumAssetA + thisObject.truncDecimals(trade.amountA);
sumAssetB = sumAssetB + thisObject.truncDecimals(trade.amountB);
}
sumAssetA = parseFloat(sumAssetA).toFixed(8);
sumAssetB = parseFloat(sumAssetB).toFixed(8);
sumAssetA = thisObject.truncDecimals(sumAssetA);
sumAssetB = thisObject.truncDecimals(sumAssetB);
if (position.amountB !== sumAssetB) {
logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> position.amountB = " + position.amountB);
@@ -724,19 +725,19 @@
for (let k = 0; k < pTrades.length; k++) {
let trade = pTrades[k];
sumAssetA = sumAssetA + parseFloat(trade.amountA);
sumAssetB = sumAssetB + parseFloat(trade.amountB);
sumAssetA = sumAssetA + thisObject.truncDecimals(trade.amountA);
sumAssetB = sumAssetB + thisObject.truncDecimals(trade.amountB);
}
/* To this we add the current position amounts. */
sumAssetA = sumAssetA + parseFloat(exchangePosition.amountA).toFixed(8);
sumAssetB = sumAssetB + parseFloat(exchangePosition.amountB).toFixed(8);
sumAssetA = sumAssetA + thisObject.truncDecimals(exchangePosition.amountA);
sumAssetB = sumAssetB + thisObject.truncDecimals(exchangePosition.amountB);
sumAssetA = parseFloat(sumAssetA).toFixed(8);
sumAssetB = parseFloat(sumAssetB).toFixed(8);
sumAssetA = thisObject.truncDecimals(sumAssetA);
sumAssetB = thisObject.truncDecimals(sumAssetB);
if (parseFloat(position.amountA).toFixed(8) !== sumAssetA || position.amountB !== sumAssetB) {
if (thisObject.truncDecimals(position.amountA) !== sumAssetA || position.amountB !== sumAssetB) {
logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> position.amountA = " + position.amountA);
logger.write(MODULE_NAME, "[ERROR] ordersExecutionCheck -> loopBody -> confirmOrderWasPartiallyExecuted -> sumAssetA = " + sumAssetA);
@@ -810,15 +811,15 @@
*/
let feeAmount = parseFloat(Number(trade.fee) * Number(trade.amountB)).toFixed(8);
let feeAmount = thisObject.truncDecimals(Number(trade.fee) * Number(trade.amountB));
assetA = parseFloat(trade.amountA).toFixed(8);
assetB = parseFloat(trade.amountB).toFixed(8) - feeAmount;
assetA = thisObject.truncDecimals(trade.amountA);
assetB = thisObject.truncDecimals(trade.amountB) - feeAmount;
context.executionContext.balance.assetA = parseFloat(context.executionContext.balance.assetA).toFixed(8) - assetA;
context.executionContext.balance.assetB = parseFloat(context.executionContext.balance.assetB).toFixed(8) + assetB;
context.executionContext.balance.assetA = thisObject.truncDecimals(context.executionContext.balance.assetA) - assetA;
context.executionContext.balance.assetB = thisObject.truncDecimals(context.executionContext.balance.assetB) + assetB;
context.executionContext.availableBalance.assetB = parseFloat(context.executionContext.availableBalance.assetB).toFixed(8) + assetB;
context.executionContext.availableBalance.assetB = thisObject.truncDecimals(context.executionContext.availableBalance.assetB) + assetB;
/* Not the available balance for asset A is not affected since it was already reduced when the order was placed. */
@@ -833,15 +834,15 @@
*/
let feeAmount = parseFloat(Number(trade.fee) * Number(trade.amountA)).toFixed(8);
let feeAmount = thisObject.truncDecimals(Number(trade.fee) * Number(trade.amountA));
assetA = parseFloat(trade.amountA).toFixed(8) - feeAmount;
assetB = parseFloat(trade.amountB).toFixed(8);
assetA = thisObject.truncDecimals(trade.amountA) - feeAmount;
assetB = thisObject.truncDecimals(trade.amountB);
context.executionContext.balance.assetA = parseFloat(context.executionContext.balance.assetA).toFixed(8) + assetA;
context.executionContext.balance.assetB = parseFloat(context.executionContext.balance.assetB).toFixed(8) - assetB;
context.executionContext.balance.assetA = thisObject.truncDecimals(context.executionContext.balance.assetA) + assetA;
context.executionContext.balance.assetB = thisObject.truncDecimals(context.executionContext.balance.assetB) - assetB;
context.executionContext.availableBalance.assetA = parseFloat(context.executionContext.availableBalance.assetA).toFixed(8) + assetA;
context.executionContext.availableBalance.assetA = thisObject.truncDecimals(context.executionContext.availableBalance.assetA) + assetA;
/* Not the available balance for asset B is not affected since it was already reduced when the order was placed. */
@@ -911,19 +912,19 @@
/* Removing extra decimals. */
pRate = parseFloat(pRate).toFixed(8);
pAmountA = parseFloat(pAmountA).toFixed(8);
pAmountB = parseFloat(pAmountB).toFixed(8);
pRate = thisObject.truncDecimals(pRate);
pAmountA = thisObject.truncDecimals(pAmountA);
pAmountB = thisObject.truncDecimals(pAmountB);
/* Validations that the limits are not surpassed. */
if (pType === 'buy') {
if (pAmountA > parseFloat(context.executionContext.availableBalance.assetA).toFixed(8)) {
if (pAmountA > thisObject.truncDecimals(context.executionContext.availableBalance.assetA)) {
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountA is grater than the Available Balance.");
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountA = " + pAmountA);
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + parseFloat(context.executionContext.availableBalance.assetA).toFixed(8));
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.assetA));
let err = {
result: global.DEFAULT_FAIL_RESPONSE.result,
@@ -934,7 +935,7 @@
return;
}
let aRate = parseFloat(pAmountA / pRate).toFixed(8);
let aRate = thisObject.truncDecimals(pAmountA / pRate);
if (aRate !== pAmountB) {
@@ -955,11 +956,11 @@
if (pType === 'sell') {
if (pAmountB > parseFloat(context.executionContext.availableBalance.assetB).toFixed(8)) {
if (pAmountB > thisObject.truncDecimals(context.executionContext.availableBalance.assetB)) {
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountB is grater than the Available Balance.");
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> pAmountB = " + pAmountB);
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + parseFloat(context.executionContext.availableBalance.assetB).toFixed(8));
logger.write(MODULE_NAME, "[ERROR] putPosition -> Input Validations -> Available Balance = " + thisObject.truncDecimals(context.executionContext.availableBalance.assetB));
let err = {
result: global.DEFAULT_FAIL_RESPONSE.result,
@@ -970,7 +971,7 @@
return;
}
let bRate = parseFloat(pAmountB * pRate).toFixed(8);
let bRate = thisObject.truncDecimals(pAmountB * pRate);
if (bRate !== pAmountA) {
@@ -1066,15 +1067,15 @@
if (position.type === 'buy') {
context.executionContext.availableBalance.assetA = parseFloat(context.executionContext.availableBalance.assetA).toFixed(8) - pAmountA;
context.executionContext.availableBalance.assetA = parseFloat(context.executionContext.availableBalance.assetA).toFixed(8);
context.executionContext.availableBalance.assetA = thisObject.truncDecimals(context.executionContext.availableBalance.assetA) - pAmountA;
context.executionContext.availableBalance.assetA = thisObject.truncDecimals(context.executionContext.availableBalance.assetA);
context.newHistoryRecord.lastBuyRate = pRate;
}
if (position.type === 'sell') {
context.executionContext.availableBalance.assetB = parseFloat(context.executionContext.availableBalance.assetB).toFixed(8) - pAmountB;
context.executionContext.availableBalance.assetB = parseFloat(context.executionContext.availableBalance.assetB).toFixed(8);
context.executionContext.availableBalance.assetB = thisObject.truncDecimals(context.executionContext.availableBalance.assetB) - pAmountB;
context.executionContext.availableBalance.assetB = thisObject.truncDecimals(context.executionContext.availableBalance.assetB);
context.newHistoryRecord.lastSellRate = pRate;
}
@@ -1114,11 +1115,11 @@
if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> pNewRate = " + pNewRate); }
/* Removing extra decimals. */
pNewRate = parseFloat(pNewRate).toFixed(8);
pNewRate = thisObject.truncDecimals(pNewRate);
let newAmountB;
if (pPosition.type === "buy") {
newAmountB = parseFloat(pPosition.amountA / pNewRate).toFixed(8);
newAmountB = thisObject.truncDecimals(pPosition.amountA / pNewRate);
} else {
newAmountB = pPosition.amountB;
}
@@ -1410,4 +1411,10 @@
logger.write(MODULE_NAME, "[ERROR] sendEmail -> err = " + err.message);
}
}
function truncDecimals(pFloatValue) {
return parseFloat(parseFloat(pFloatValue).toFixed(8));
}
};