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marketRate and ticker from the exchange without delays

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This commit is contained in:
Luis Fernando Molina committed 2018-05-16 20:55:48 +02:00
1 parent 8e50988b15
commit cf33836157
4 files changed
+98 -184
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Assistant.js
+26 -164
View File
@@ -22,6 +22,7 @@
getInvestment: getInvestment,
getProfits: getProfits,
getMarketRate: getMarketRate,
getTicker: getTicker,
sendMessage: sendMessage
};
@@ -40,6 +41,7 @@
let exchangeAPI;
let marketRate;
let ticker;
return thisObject;
@@ -63,180 +65,36 @@
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getMarketRate -> Entering function."); }
/* Procedure to get the current market rate. */
exchangeAPI.getTicker(global.MARKET.assetA + '_' + global.MARKET.assetB, onTicker);
let key =
global.PLATFORM_CONFIG.marketRateProvider.devTeam + "-" +
global.PLATFORM_CONFIG.marketRateProvider.bot + "-" +
global.PLATFORM_CONFIG.marketRateProvider.product + "-" +
global.PLATFORM_CONFIG.marketRateProvider.dataSet + "-" +
global.PLATFORM_CONFIG.marketRateProvider.dataSetVersion;
return;
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getMarketRate -> key = " + key); }
function onTicker(err, pTicker) {
let dataSet = thisObject.dataDependencies.dataSets.get(key);
try {
let dateForPath = bot.processDatetime.getUTCFullYear() + '/' + utilities.pad(bot.processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(bot.processDatetime.getUTCDate(), 2);
let fileName = '' + global.MARKET.assetA + '_' + global.MARKET.assetB + '.json';
let filePath = global.PLATFORM_CONFIG.marketRateProvider.product + "/" + global.PLATFORM_CONFIG.marketRateProvider.dataSet + "/" + dateForPath;
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getMarketRate -> onTicker -> Entering function."); }
dataSet.getTextFile(filePath, fileName, onFileReceived, true);
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
function onFileReceived(err, text) {
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getMarketRate -> onTicker -> We could not get the Market Price now."); }
if (FULL_LOG === true) { logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> Entering function."); }
if (LOG_FILE_CONTENT === true) { logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> text = " + text); }
let candleArray;
if (err.result === global.CUSTOM_FAIL_RESPONSE.result) { // Just past midnight, this file will not exist for a couple of minutes.
if (err.message === "File does not exist.") {
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
callBackFunction(err);
return;
}
ticker = pTicker;
marketRate = pTicker.last;
context.newHistoryRecord.marketRate = marketRate;
validateExchangeSyncronicity();
} catch (err) {
logger.write("[ERROR] initialize -> getMarketRate -> onTicker -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
try {
candleArray = JSON.parse(text);
switch (bot.runMode) {
case "Live": {
logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> Live Mode detected.");
let lastCandleRecord = candleArray[candleArray.length - 1]; // The last candle contains at its close value the market rate.
let candle = {
open: lastCandleRecord[2],
close: lastCandleRecord[3],
min: lastCandleRecord[0],
max: lastCandleRecord[1],
begin: lastCandleRecord[4],
end: lastCandleRecord[5]
};
marketRate = candle.close;
marketRate = Number(marketRate.toFixed(8));
context.newHistoryRecord.marketRate = marketRate;
/*
Now we verify that this candle is not too old. Lets say no more than 10 minutes old. This could happen if the datasets for
any reason stops being updated.
*/
let delay = (bot.processDatetime.valueOf() - candle.begin) / 1000 / 60;
logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> Market Rate " + delay + " minutes old.");
if (delay > 30) {
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> Market Rate more than 10 minutes old. Retrying later.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
validateExchangeSyncronicity();
return;
}
case "Backtest": {
logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> Backtest Mode detected.");
/* We need to find the candle at which the process is currently running. */
for (let i = 0; i < candleArray.length; i++) {
let candle = {
open: candleArray[i][2],
close: candleArray[i][3],
min: candleArray[i][0],
max: candleArray[i][1],
begin: candleArray[i][4],
end: candleArray[i][5]
};
if (bot.processDatetime.valueOf() >= candle.begin && bot.processDatetime.valueOf() < candle.end) {
marketRate = (candle.open + candle.close) / 2;
marketRate = Number(marketRate.toFixed(8));
context.newHistoryRecord.marketRate = marketRate;
/* The Backtest Mode simulates that every trade posted is executed.
In order to do this, we will take all open orders from the context and create a trades array similar to the one returned by the Exchange. */
validateExchangeSyncronicity();
return;
}
}
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> No candle found for the current Process Datetime.");
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> bot.processDatetime = " + bot.processDatetime);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
case "Competition": {
logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> Competition Mode detected.");
let lastCandleRecord = candleArray[candleArray.length - 1]; // The last candle contains at its close value the market rate.
let candle = {
open: lastCandleRecord[2],
close: lastCandleRecord[3],
min: lastCandleRecord[0],
max: lastCandleRecord[1],
begin: lastCandleRecord[4],
end: lastCandleRecord[5]
};
marketRate = candle.close;
marketRate = Number(marketRate.toFixed(8));
context.newHistoryRecord.marketRate = marketRate;
/*
Now we verify that this candle is not too old. Lets say no more than 10 minutes old. This could happen if the datasets for
any reason stops being updated.
*/
let delay = (bot.processDatetime.valueOf() - candle.begin) / 1000 / 60;
logger.write("[INFO] initialize -> getMarketRate -> onFileReceived -> Market Rate " + delay + " minutes old.");
if (delay > 30) {
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> Market Rate more than 10 minutes old. Retrying later.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
validateExchangeSyncronicity();
return;
}
default: {
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> Unexpected bot.runMode.");
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> bot.runMode = " + bot.runMode);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
}
} catch (err) {
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> err = " + err.message);
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
}
} else {
logger.write("[ERROR] initialize -> getMarketRate -> onFileReceived -> err = " + err.message);
callBackFunction(err);
}
}
}
} catch (err) {
logger.write("[ERROR] initialize -> getMarketRate -> err = " + err.message);
@@ -1261,6 +1119,10 @@
return marketRate;
}
function getTicker() {
return ticker;
}
function sendMessage(pRelevance, pTitle, pBody) {
context.newHistoryRecord.messageRelevance = pRelevance;
Blob Storage.js
+4 -4
View File
@@ -29,7 +29,7 @@ exports.newBlobStorage = function newBlobStorage(BOT) {
let blobService;
let containerName = 'aamasters';
let dataOwner;
let ambient = global.STORAGE_CONN_STRING_FOLDER;
let environment = global.STORAGE_CONN_STRING_FOLDER;
return thisObject;
@@ -44,9 +44,9 @@ exports.newBlobStorage = function newBlobStorage(BOT) {
dataOwner = pDataOwner.devTeam;
logger.fileName = MODULE_NAME + '.' + pDataOwner.devTeam + '.' + pDataOwner.bot + '.' + containerName;
if (pDataOwner.ambient !== undefined) {
if (pDataOwner.environment !== undefined) {
ambient = pDataOwner.ambient;
environment = pDataOwner.environment;
containerName = pDataOwner.devTeam.toLowerCase();
logger.fileName = MODULE_NAME + '.' + pDataOwner.devTeam + '.' + pDataOwner.bot + '.' + containerName;
}
@@ -96,7 +96,7 @@ exports.newBlobStorage = function newBlobStorage(BOT) {
try {
let fs = require('fs');
filePath = '../' + 'Connection-Strings' + '/' + ambient + '/' + dataOwner + '.azure.storage.connstring';
filePath = '../' + 'Connection-Strings' + '/' + environment + '/' + dataOwner + '.azure.storage.connstring';
let connObj = JSON.parse(fs.readFileSync(filePath, 'utf8'));
callBack(global.DEFAULT_OK_RESPONSE, connObj);
ExchangeAPI.js
+64 -1
View File
@@ -15,7 +15,8 @@
getOpenPositions: getOpenPositions,
getExecutedTrades: getExecutedTrades,
putPosition: putPosition,
movePosition: movePosition
movePosition: movePosition,
getTicker: getTicker
};
let bot = BOT;
@@ -334,4 +335,66 @@
}
}
function getTicker(pMarket, callBackFunction) {
try {
if (FULL_LOG === true) { logger.write("[INFO] getTicker -> Entering function."); }
poloniexApiClient.returnTicker(onExchangeCallReturned);
function onExchangeCallReturned(err, exchangeResponse) {
if (FULL_LOG === true) { logger.write("[INFO] movePosition -> onExchangeCallReturned -> Entering function."); }
if (FULL_LOG === true) { logger.write("[INFO] movePosition -> onExchangeCallReturned -> err = " + err); }
if (FULL_LOG === true) { logger.write("[INFO] movePosition -> onExchangeCallReturned -> exchangeResponse = " + JSON.stringify(exchangeResponse)); }
try {
poloniexApiClient.analizeResponse(logger, err, exchangeResponse, callBackFunction, onResponseOk);
function onResponseOk() {
/*
This is what we can receive from the exchange.
{"BTC_LTC":{ "last":"0.0251",
"lowestAsk":"0.02589999",
"highestBid":"0.0251",
"percentChange":"0.02390438",
"baseVolume":"6.16485315",
"quoteVolume":"245.82513926"
},
"BTC_NXT":{ "last":"0.00005730",
"lowestAsk":"0.00005710",
"highestBid":"0.00004903",
"percentChange":"0.16701570",
"baseVolume":"0.45347489",
"quoteVolume":"9094"
},
... }
*/
let ticker = {
bid: Number(exchangeResponse[pMarket].highestBid),
ask: Number(exchangeResponse[pMarket].lowestAsk),
last: Number(exchangeResponse[pMarket].last)
};
callBackFunction(global.DEFAULT_OK_RESPONSE, ticker);
}
}
catch (err) {
logger.write("[ERROR] movePosition -> onExchangeCallReturned -> Error = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
} catch (err) {
logger.write("[ERROR] movePosition -> err = " + err.message);
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
};
this.config.json
+4 -15
View File
@@ -7,7 +7,7 @@
},
"executionList": [
{
"enabled": "false",
"enabled": "true",
"botPath": "../Bots/AAMasters/AAMariam-Trading-Bot",
"process": "Trading-Process"
},
@@ -27,7 +27,7 @@
"process": "One-Min-Daily-Candles-Volumes"
},
{
"enabled": "true",
"enabled": "false",
"botPath": "../Bots/AAMasters/AACharly-Extraction-Bot",
"process": "Poloniex-Hole-Fixing"
},
@@ -43,17 +43,6 @@
}
],
"stopGracefully": "false",
"storageConnStringFolder": "Testnet",
"maxLogLoops": 5,
"marketRateProvider": {
"devTeam": "AAMasters",
"bot": "AABruce",
"botVersion": {
"major": 1,
"minor": 0
},
"product": "Candles",
"dataSet": "One-Min",
"dataSetVersion": "dataSet.V1"
}
"storageConnStringFolder": "Develop",
"maxLogLoops": 5
}