buildCandles migrated to alpha
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Luis Fernando Molina committed
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commit
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2 files changed
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-234
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@@ -535,256 +535,259 @@
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function nextCandleFile() {
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lastCandleFile = new Date(lastCandleFile.valueOf() + ONE_DAY_IN_MILISECONDS);
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> nextCandleFile -> Entering function."); }
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let date = new Date(lastCandleFile.valueOf() - 60 * 1000);
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lastCandleFile = new Date(lastCandleFile.valueOf() + ONE_DAY_IN_MILISECONDS);
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if (date.valueOf() < firstTradeFile.valueOf()) { // At the special case where we are at the begining of the market, this might be true.
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let date = new Date(lastCandleFile.valueOf() - 60 * 1000);
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date = new Date(firstTradeFile.valueOf() - 60 * 1000);
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}
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if (lastTradeFile !== undefined) {
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date = new Date(lastTradeFile.valueOf());
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}
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let candles = [];
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let volumes = [];
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if (previousCandles !== undefined && canAddPrevious === true) {
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for (let i = 0; i < previousCandles.length; i++) {
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let candle = {
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open: previousCandles[i][2],
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close: previousCandles[i][3],
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min: previousCandles[i][0],
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max: previousCandles[i][1],
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begin: previousCandles[i][4],
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end: previousCandles[i][5]
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};
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candles.push(candle);
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if (date.valueOf() < firstTradeFile.valueOf()) { // At the special case where we are at the begining of the market, this might be true.
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date = new Date(firstTradeFile.valueOf() - 60 * 1000);
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}
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}
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if (previousVolumes !== undefined && canAddPrevious === true) {
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for (let i = 0; i < previousVolumes.length; i++) {
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let volume = {
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begin: previousVolumes[i][2],
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end: previousVolumes[i][3],
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buy: previousVolumes[i][0],
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sell: previousVolumes[i][1]
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};
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volumes.push(volume);
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if (lastTradeFile !== undefined) {
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date = new Date(lastTradeFile.valueOf());
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}
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}
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let candles = [];
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let volumes = [];
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canAddPrevious = false; // We add them only onece.
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if (previousCandles !== undefined && canAddPrevious === true) {
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nextDate();
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function nextDate() {
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date = new Date(date.valueOf() + 60 * 1000);
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/* Check if we are outside the current Day / File */
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if (date.getUTCDate() !== lastCandleFile.getUTCDate()) {
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writeFiles(lastCandleFile, candles, volumes, true, onFilesWritten);
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return;
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function onFilesWritten() {
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nextCandleFile();
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}
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}
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/* Check if we are outside the currrent Month */
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if (date.getUTCMonth() + 1 !== parseInt(month)) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> nextCandleFile -> nextDate -> End of the month reached at date = " + date.toUTCString()); }
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lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
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writeStatusReport(lastCandleFile, lastTradeFile, lastCandleClose, true, true, onStatusReportWritten);
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return;
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function onStatusReportWritten(err) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> nextCandleFile -> nextDate -> onStatusReportWritten -> Entering function."); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> nextDate -> onStatusReportWritten -> err = " + err.message);
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callBackFunction(err);
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return;
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}
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: "End of the month reached."
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}
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logger.write("[WARN] start -> buildCandles -> nextCandleFile -> nextDate -> onStatusReportWritten -> customOK = " + customOK.message);
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callBackFunction(customOK);
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return;
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} catch (err) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> nextDate -> onStatusReportWritten -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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}
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}
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/* Check if we have past the most recent hole fixed file */
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if (date.valueOf() > lastFileWithoutHoles.valueOf()) {
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writeFiles(lastCandleFile, candles, volumes, false, onFilesWritten);
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return;
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function onFilesWritten() {
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nextIntervalExecution = true;
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const logText = "[ERR] 'buildCandles' - Head of the market reached for market " + market.assetA + '_' + market.assetB + " . ";
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logger.write(logText);
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closeAndOpenMarket();
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}
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}
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readTrades();
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}
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function readTrades() {
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lastTradeFile = new Date(date.valueOf());
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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);
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let fileName = market.assetA + '_' + market.assetB + ".json"
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let filePath = EXCHANGE_NAME + "/Output/" + TRADES_FOLDER_NAME + '/' + dateForPath;
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charlyFileStorage.getTextFile(filePath, fileName, onFileReceived);
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function onFileReceived(err, text) {
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let tradesFile;
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> Entering function."); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> err = " + err.message);
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callBackFunction(err);
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return;
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}
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if (LOG_FILE_CONTENT === true) {
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logger.write("[INFO] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> text = " + text);
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}
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for (let i = 0; i < previousCandles.length; i++) {
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let candle = {
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open: lastCandleClose,
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close: lastCandleClose,
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min: lastCandleClose,
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max: lastCandleClose,
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begin: date.valueOf(),
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end: date.valueOf() + 60 * 1000 - 1
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open: previousCandles[i][2],
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close: previousCandles[i][3],
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min: previousCandles[i][0],
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max: previousCandles[i][1],
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begin: previousCandles[i][4],
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end: previousCandles[i][5]
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};
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let volume = {
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begin: date.valueOf(),
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end: date.valueOf() + 60 * 1000 - 1,
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buy: 0,
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sell: 0
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};
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tradesFile = JSON.parse(text);
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let tradesCount = utilities.pad(tradesFile.length, 5);
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logger.write("[INFO] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> " + tradesCount + " trades found at " + filePath + " for market " + market.assetA + '_' + market.assetB + ". ");
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if (tradesFile.length > 0) {
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/* Candle open and close Calculations */
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candle.open = tradesFile[0][2];
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candle.close = tradesFile[tradesFile.length - 1][2];
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lastCandleClose = candle.close;
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}
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for (let i = 0; i < tradesFile.length; i++) {
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const trade = {
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id: tradesFile[i][0],
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type: tradesFile[i][1],
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rate: tradesFile[i][2],
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amountA: tradesFile[i][3],
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amountB: tradesFile[i][4],
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seconds: tradesFile[i][5]
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};
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/* Candle min and max Calculations */
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if (trade.rate < candle.min) {
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candle.min = trade.rate;
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}
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if (trade.rate > candle.max) {
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candle.max = trade.rate;
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}
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/* Volume Calculations */
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if (trade.type === "sell") {
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volume.sell = volume.sell + trade.amountA;
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} else {
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volume.buy = volume.buy + trade.amountA;
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}
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}
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candles.push(candle);
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volumes.push(volume);
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nextDate();
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} catch (err) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> err = " + err.message);
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> filePath = " + filePath);
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logger.write("[HINT] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> Empty or corrupt volume file found.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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}
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if (previousVolumes !== undefined && canAddPrevious === true) {
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for (let i = 0; i < previousVolumes.length; i++) {
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let volume = {
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begin: previousVolumes[i][2],
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end: previousVolumes[i][3],
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buy: previousVolumes[i][0],
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sell: previousVolumes[i][1]
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};
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volumes.push(volume);
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}
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}
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canAddPrevious = false; // We add them only onece.
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nextDate();
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function nextDate() {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> nextCandleFile -> nextDate -> Entering function."); }
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date = new Date(date.valueOf() + 60 * 1000);
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/* Check if we are outside the current Day / File */
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if (date.getUTCDate() !== lastCandleFile.getUTCDate()) {
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writeFiles(lastCandleFile, candles, volumes, true, onFilesWritten);
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return;
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function onFilesWritten() {
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nextCandleFile();
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}
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}
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/* Check if we are outside the currrent Month */
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if (date.getUTCMonth() + 1 !== parseInt(month)) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> nextCandleFile -> nextDate -> End of the month reached at date = " + date.toUTCString()); }
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lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
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writeStatusReport(lastCandleFile, lastTradeFile, lastCandleClose, true, true, onStatusReportWritten);
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return;
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function onStatusReportWritten(err) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> nextCandleFile -> nextDate -> onStatusReportWritten -> Entering function."); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> nextDate -> onStatusReportWritten -> err = " + err.message);
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callBackFunction(err);
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return;
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}
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: "End of the month reached."
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}
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logger.write("[WARN] start -> buildCandles -> nextCandleFile -> nextDate -> onStatusReportWritten -> customOK = " + customOK.message);
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callBackFunction(customOK);
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return;
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} catch (err) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> nextDate -> onStatusReportWritten -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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}
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}
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/* Check if we have past the most recent hole fixed file */
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if (date.valueOf() > lastFileWithoutHoles.valueOf()) {
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writeFiles(lastCandleFile, candles, volumes, false, onFilesWritten);
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return;
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function onFilesWritten() {
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nextIntervalExecution = true;
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const logText = "[ERR] 'buildCandles' - Head of the market reached for market " + market.assetA + '_' + market.assetB + " . ";
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logger.write(logText);
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closeAndOpenMarket();
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}
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}
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readTrades();
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} catch (err) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> nextDate -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function readTrades() {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> nextCandleFile -> nextDate -> readTrades -> Entering function."); }
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lastTradeFile = new Date(date.valueOf());
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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);
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let fileName = market.assetA + '_' + market.assetB + ".json"
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let filePath = EXCHANGE_NAME + "/Output/" + TRADES_FOLDER_NAME + '/' + dateForPath;
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charlyFileStorage.getTextFile(filePath, fileName, onFileReceived);
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function onFileReceived(err, text) {
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let tradesFile;
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> Entering function."); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> err = " + err.message);
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callBackFunction(err);
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return;
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}
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if (LOG_FILE_CONTENT === true) {
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logger.write("[INFO] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> text = " + text);
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}
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let candle = {
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open: lastCandleClose,
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close: lastCandleClose,
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min: lastCandleClose,
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max: lastCandleClose,
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begin: date.valueOf(),
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end: date.valueOf() + 60 * 1000 - 1
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};
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let volume = {
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begin: date.valueOf(),
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end: date.valueOf() + 60 * 1000 - 1,
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buy: 0,
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sell: 0
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};
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tradesFile = JSON.parse(text);
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let tradesCount = utilities.pad(tradesFile.length, 5);
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logger.write("[INFO] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> " + tradesCount + " trades found at " + filePath + " for market " + market.assetA + '_' + market.assetB + ". ");
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if (tradesFile.length > 0) {
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/* Candle open and close Calculations */
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candle.open = tradesFile[0][2];
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candle.close = tradesFile[tradesFile.length - 1][2];
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lastCandleClose = candle.close;
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}
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for (let i = 0; i < tradesFile.length; i++) {
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const trade = {
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id: tradesFile[i][0],
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type: tradesFile[i][1],
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rate: tradesFile[i][2],
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amountA: tradesFile[i][3],
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amountB: tradesFile[i][4],
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seconds: tradesFile[i][5]
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};
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/* Candle min and max Calculations */
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if (trade.rate < candle.min) {
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candle.min = trade.rate;
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}
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if (trade.rate > candle.max) {
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candle.max = trade.rate;
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}
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/* Volume Calculations */
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if (trade.type === "sell") {
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volume.sell = volume.sell + trade.amountA;
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} else {
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volume.buy = volume.buy + trade.amountA;
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}
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}
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candles.push(candle);
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volumes.push(volume);
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nextDate();
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} catch (err) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> err = " + err.message);
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> filePath = " + filePath);
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logger.write("[HINT] start -> buildCandles -> nextCandleFile -> readTrades -> onFileReceived -> Empty or corrupt volume file found.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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}
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} catch (err) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> readTrades -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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} catch (err) {
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logger.write("[ERROR] start -> buildCandles -> nextCandleFile -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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Reference in new issue
Block a user