Datasource Implemented

AACloudPlatform.njsproj

@@ -25,6 +25,9 @@
     <Compile Include="Context.js">
       <SubType>Code</SubType>
     </Compile>
+    <Compile Include="Datasource.js">
+      <SubType>Code</SubType>
+    </Compile>
     <Compile Include="Debug Log.js" />
     <Compile Include="ExchangeAPI.js">
       <SubType>Code</SubType>

Context.js

@@ -376,7 +376,6 @@
                 }
             }
 
-
         } catch (err) {
             logger.write("[ERROR] saveAll -> Error = " + err.message);
             callBackFunction("Operation Failed.");

Datasource.js

@@ -0,0 +1,362 @@
+exports.newDatasource = function newDatasource(BOT) {
+
+    /* 
+
+    This module allows trading bots to access information stored at the cloud storage.
+
+    */
+
+    const MODULE_NAME = "Datasource";
+
+    thisObject = {
+        initialize: initialize,
+        candlesFiles: new Map,
+        candlesMap: new Map,
+        stairsFiles: new Map,
+        stairsMap: new Map
+    };
+
+    let bot = BOT;
+
+    const DEBUG_MODULE = require('./Debug Log');
+    const logger = DEBUG_MODULE.newDebugLog();
+    logger.fileName = MODULE_NAME;
+
+    return thisObject;
+
+    function initialize(callBackFunction) {
+
+        try {
+
+            getCandles(onCandlesReady);
+
+            function onCandlesReady() {getPatterns(onPatternsReady); }
+
+            function onDailyFileonPatternsReadysReady() {callBackFunction();}
+
+        } catch (err) {
+
+            logger.write("[ERROR] initialize -> err = " + err);
+            callBackFunction("Operation Failed.");
+        }
+    }
+
+    function getCandles(callBack) {
+
+        try {
+
+            /*
+
+            We will read several files with candles for the current day. We will use these files as an input
+            to make trading decitions later.
+
+            */
+
+            getMarketFiles();
+
+            function getMarketFiles() {
+
+                try {
+                    /* Now we will get the market files */
+
+                    for (i = 0; i < marketFilesPeriods.length; i++) {
+
+                        let periodTime = marketFilesPeriods[i][0];
+                        let periodName = marketFilesPeriods[i][1];
+
+                        getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Market/@Period", periodName, undefined, onFileReceived);
+
+                        function onFileReceived(file) {
+
+                            thisObject.candlesFiles.set(periodName, file);
+
+                            if (thisObject.candlesFiles.size === marketFilesPeriods.length) {
+
+                                getDailyFiles();
+
+                            }
+                        }
+                    }
+                } catch (err) {
+                    logger.write("[ERROR] getCandles -> getMarketFiles -> err = " + err);
+                    callBack("Operation Failed.");
+                }
+            }
+
+            function getDailyFiles(callBack) {
+
+                try {
+                    for (i = 0; i < dailyFilePeriods.length; i++) {
+
+                        let periodTime = dailyFilePeriods[i][0];
+                        let periodName = dailyFilePeriods[i][1];
+
+                        getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived);
+
+                        function onFileReceived(file) {
+
+                            thisObject.candlesFiles.set(periodName, file);
+
+                            if (thisObject.candlesFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) {
+
+                                getCandlesWeAreIn();
+
+                            }
+                        }
+                    }
+                } catch (err) {
+                    logger.write("[ERROR] getCandles -> getDailyFiles -> err = " + err);
+                    callBack("Operation Failed.");
+                }
+            }
+
+            function getCandlesWeAreIn() {
+
+                try {
+                    let counter = 0;
+
+                    thisObject.candlesFiles.forEach(getCurrentCandles);
+
+                    function getCurrentCandles(pCandlesFile, pPeriodName, map) {
+
+                        let candlesArray = [];
+
+                        for (i = 0; i < pCandlesFile.length; i++) {
+
+                            let candle = {
+                                open: undefined,
+                                close: undefined,
+                                min: 10000000000000,
+                                max: 0,
+                                begin: undefined,
+                                end: undefined,
+                                direction: undefined
+                            };
+
+                            candle.min = pCandlesFile[i][0];
+                            candle.max = pCandlesFile[i][1];
+
+                            candle.open = pCandlesFile[i][2];
+                            candle.close = pCandlesFile[i][3];
+
+                            candle.begin = pCandlesFile[i][4];
+                            candle.end = pCandlesFile[i][5];
+
+                            if (candle.open > candle.close) { candle.direction = 'down'; }
+                            if (candle.open < candle.close) { candle.direction = 'up'; }
+                            if (candle.open === candle.close) { candle.direction = 'side'; }
+
+                            /* We are going to store the last 10 candles per period, which will give the bot a good sense of where it is. */
+
+                            let timePeriod = candle.end - candle.begin + 1; // In miliseconds. (remember each candle spans a period minus one milisecond)
+
+                            if (candle.begin >= processDatetime.valueOf() - timePeriod * 10 && candle.end <= processDatetime.valueOf()) {
+
+                                candlesArray.push(candle);
+
+                            }
+                        }
+
+                        thisObject.candlesMap.set(pPeriodName, candlesArray);
+
+                        counter++;
+
+                        if (counter === thisObject.candlesFiles.size) {
+
+                            callBack();
+
+                        }
+                    }
+                } catch (err) {
+                    logger.write("[ERROR] getCandles -> getCandlesWeAreIn -> err = " + err);
+                    callBack("Operation Failed.");
+                }
+            }
+
+        } catch (err) {
+            logger.write("[ERROR] getCandles -> err = " + err);
+            callBack("Operation Failed.");
+        }
+    }
+
+    function getPatterns(callBack) {
+
+        try {
+            /*
+
+            We will read several files with pattern calculations for the current day. We will use these files as an input
+            to make trading decitions later.
+
+            */
+
+            getMarketFiles();
+
+            function getMarketFiles() {
+
+                try {
+                    /* Now we will get the market files */
+
+                    for (i = 0; i < marketFilesPeriods.length; i++) {
+
+                        let periodTime = marketFilesPeriods[i][0];
+                        let periodName = marketFilesPeriods[i][1];
+
+                        getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Market/@Period", periodName, undefined, onFileReceived);
+
+                        function onFileReceived(file) {
+
+                            thisObject.stairsFiles.set(periodName, file);
+
+                            if (thisObject.stairsFiles.size === marketFilesPeriods.length) {
+
+                                getDailyFiles();
+
+                            }
+                        }
+                    }
+                } catch (err) {
+                    logger.write("[ERROR] getPatterns -> getMarketFiles -> err = " + err);
+                    callBack("Operation Failed.");
+                }
+            }
+
+            function getDailyFiles() {
+
+                try {
+                    for (i = 0; i < dailyFilePeriods.length; i++) {
+
+                        let periodTime = dailyFilePeriods[i][0];
+                        let periodName = dailyFilePeriods[i][1];
+
+                        getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived);
+
+                        function onFileReceived(file) {
+
+                            thisObject.stairsFiles.set(periodName, file);
+
+                            if (thisObject.stairsFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) {
+
+                                getStairsWeAreIn();
+
+                            }
+                        }
+                    }
+                } catch (err) {
+                    logger.write("[ERROR] getPatterns -> getDailyFiles -> err = " + err);
+                    callBack("Operation Failed.");
+                }
+            }
+
+            function getStairsWeAreIn() {
+
+                try {
+                    let counter = 0;
+
+                    thisObject.stairsFiles.forEach(getCurrentStairs);
+
+                    function getCurrentStairs(pStairsFile, pPeriodName, map) {
+
+                        for (i = 0; i < pStairsFile.length; i++) {
+
+                            let stairs = {
+                                open: undefined,
+                                close: undefined,
+                                min: 10000000000000,
+                                max: 0,
+                                begin: undefined,
+                                end: undefined,
+                                direction: undefined,
+                                candleCount: 0,
+                                firstMin: 0,
+                                firstMax: 0,
+                                lastMin: 0,
+                                lastMax: 0
+                            };
+
+                            stairs.open = pStairsFile[i][0];
+                            stairs.close = pStairsFile[i][1];
+
+                            stairs.min = pStairsFile[i][2];
+                            stairs.max = pStairsFile[i][3];
+
+                            stairs.begin = pStairsFile[i][4];
+                            stairs.end = pStairsFile[i][5];
+
+                            stairs.direction = pStairsFile[i][6];
+                            stairs.candleCount = pStairsFile[i][7];
+
+                            stairs.firstMin = pStairsFile[i][8];
+                            stairs.firstMax = pStairsFile[i][9];
+
+                            stairs.lastMin = pStairsFile[i][10];
+                            stairs.lastMax = pStairsFile[i][11];
+
+                            if (processDatetime.valueOf() >= stairs.begin && processDatetime.valueOf() <= stairs.end) {
+
+                                thisObject.stairsMap.set(pPeriodName, stairs);
+
+                            }
+                        }
+
+                        counter++;
+
+                        if (counter === thisObject.stairsFiles.size) {
+
+                            callBack();
+
+                        }
+                    }
+                } catch (err) {
+                    logger.write("[ERROR] getPatterns -> getStairsWeAreIn -> err = " + err);
+                    callBack("Operation Failed.");
+                }
+            }
+
+        } catch (err) {
+            logger.write("[ERROR] getPatterns -> err = " + err);
+            callBack("Operation Failed.");
+        }
+    }
+
+    function getFile(pFileService, pFileName, pFilePath, pPeriodName, pDatetime, callBackFunction) {
+        try {
+            pFileName = pFileName.replace("@AssetA", market.assetA);
+            pFileName = pFileName.replace("@AssetB", market.assetB);
+
+            pFilePath = pFilePath.replace("@Exchange", EXCHANGE_NAME);
+            pFilePath = pFilePath.replace("@Period", pPeriodName);
+
+            if (pDatetime !== undefined) {
+
+                pFilePath = pFilePath.replace("@Year", pDatetime.getUTCFullYear());
+                pFilePath = pFilePath.replace("@Month", utilities.pad(pDatetime.getUTCMonth() + 1, 2));
+                pFilePath = pFilePath.replace("@Day", utilities.pad(pDatetime.getUTCDate(), 2));
+
+            }
+
+            pFileService.getTextFile(pFilePath, pFileName, onFileReceived);
+
+            function onFileReceived(text) {
+
+                let data;
+
+                try {
+
+                    data = JSON.parse(text);
+
+                } catch (err) {
+
+                    data = JSON.parse("[]");
+
+                }
+
+                callBackFunction(data);
+
+            }
+
+        } catch (err) {
+            logger.write("[ERROR] getPatterns -> err = " + err);
+            callBack("Operation Failed.");
+        }
+    }
+};