First part of start ready
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@@ -74,7 +74,7 @@
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This process is going to do the following:
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It will iterate through all the markets and will try to find "holes" on the transaction history and fix them by retrieving the missing transactions from the exchange.
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It will try to find "holes" on the transaction history and fix them by retrieving the missing transactions from the exchange.
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What are holes?
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@@ -97,15 +97,14 @@ How does the process work?
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3) The exchange returns an unexpected error: The process will retry up to 3 times later under this condition.
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4) The exchange returns neighboring transactions but not the missing ones. The process will retry 3 more times and mark the hole as permanent if the exchange refuses to send the missing trades.
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Since the process is run in an infinite loop but can be restarted any time, the status of is running is recorded in the Process.Status file.
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Since the process is run in an infinite loop but can be restarted any time, the status of its running is recorded in the Status Report file.
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What is the lastFile pointer?
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It is the Datetime since the begining of the hitory of a market that is considered without holes (or only with permanent ones, unfixables). In other words, the process
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starts from the begining of the history of a market, and only when its history is signaled as "Complete" by the "Historic Trades" process. From there, the process is advancing
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in time, validating the history and fixing holes, and moving the lastFile pointer forward as it gets sure that all the previous trades files are with no holes or unfixable ones.
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This pointer will later be used by Indicators bots that depends of these trades, to calculate their final version of indicators up to the lastFile pointer datetime.
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This pointer will later be used by Indicators bots that depends of these trades, and it will be considered the head of the market.
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*/
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@@ -113,72 +112,62 @@ What is the lastFile pointer?
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try {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'start', with year = " + year + " and month = " + month);
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}
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if (FULL_LOG === true) { logger.write("[INFO] start -> Entering function."); }
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let processDate = new Date(year + "-" + month + "-1 00:00:00.000 GMT+0000");
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let lastMinuteOfMonth = new Date(year + "-" + month + "-1 00:00:00.000 GMT+0000");
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lastMinuteOfMonth.setUTCMonth(lastMinuteOfMonth.getUTCMonth() + 1); // First we go 1 month into the future.
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lastMinuteOfMonth.setUTCSeconds(lastMinuteOfMonth.getUTCSeconds() - 30); // Then we go back 30 seconds, or to the last minute of the original month.
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lastMinuteOfMonth.setUTCMonth(lastMinuteOfMonth.getUTCMonth() + 1); // First we go 1 month into the future.
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lastMinuteOfMonth.setUTCSeconds(lastMinuteOfMonth.getUTCSeconds() - 30); // Then we go back 30 seconds, or to the last minute of the original month.
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let thisDatetime = new Date();
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if ((year === thisDatetime.getUTCFullYear() && month > thisDatetime.getUTCMonth() + 1) || year > thisDatetime.getUTCFullYear()) {
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logger.write("[INFO] We are too far in the future. Interval will not execute. Sorry.");
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logger.write("[ERROR] start -> writeStatusReport -> We are too far in the future. Bot will not execute. Sorry.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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let nextIntervalExecution = false; // This tell weather the Interval module will be executed again or not. By default it will not unless some hole have been found in the current execution.
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let currentDate; // This will hold the current datetime of each execution.
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let cursorDatetime; // This holds the datetime we are using to request records from, backwards.
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let currentDate; // This will hold the current datetime of each execution.
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let cursorDatetime; // This holds the datetime we are using to request records from, backwards.
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let marketQueue; // This is the queue of all markets to be procesesd at each interval.
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let market = { // This is the current market being processed after removing it from the queue.
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id: 0,
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assetA: "",
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assetB: ""
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};
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let marketQueue; // This is the queue of all markets to be procesesd at each interval.
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let market = global.MARKET;
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let dateForPath;
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let filePath;
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let exchangeCallTime;
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const MAX_EXCHANGE_CALL_RETRIES = 3;
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let exchangeCallRetries = 0;
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const MAX_HOLE_FIXING_RETRIES = 3;
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const FIRST_TRADE_RECORD_ID = -1;
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const UNKNOWN_TRADE_RECORD_ID = -2;
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let tradesWithHole = []; // File content of the file where a hole was discovered.
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let exchangeCallRetries = 0;
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let currentTradeId; // This points to the last Trade Id that is ok.
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let currentDatetime; // This points to the last Trade datetime that is ok.
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let tradesWithHole = []; // File content of the file where a hole was discovered.
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let currentTradeId; // This points to the last Trade Id that is ok.
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let currentDatetime; // This points to the last Trade datetime that is ok.
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/* The next 3 variables hold the information read from varios Status Reports. */
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let lastLiveTradeFile; // Datetime of the last complete trades file written by the Live Trades process.
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let lastHistoricTradeFile; // Datatime of the last trades file written by the Historic Trades process.
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let lastHoleFixingFile; // Datetime of the last file certified by the Hole Fixing process as without permanent holes.
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let lastLiveTradeFile; // Datetime of the last complete trades file written by the Live Trades process.
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let lastHistoricTradeFile; // Datatime of the last trades file written by the Historic Trades process.
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let lastHoleFixingFile; // Datetime of the last file certified by the Hole Fixing process as without permanent holes.
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/* The next 4 variables hold the results of the search of the next hole. */
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let holeInitialId; // This is the Id just before the hole.
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let holeInitialDatetime; // This is the Datetime just before the hole.
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let holeInitialId; // This is the Id just before the hole.
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let holeInitialDatetime; // This is the Datetime just before the hole.
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let holeFinalId; // This is the Id just after the hole.
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let holeFinalDatetime; // This is the Datetime just after the hole.
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let holeFinalId; // This is the Id just after the hole.
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let holeFinalDatetime; // This is the Datetime just after the hole.
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let holeFixingStatusReport; // Current hole Fixing Status Report.
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let holeFixingStatusReport; // Current hole Fixing Status Report.
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marketsLoop();
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@@ -191,134 +180,6 @@ What is the lastFile pointer?
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*/
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function marketsLoop() {
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try {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'marketsLoop'");
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}
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currentDate = new Date();
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markets.getMarketsByExchange(EXCHANGE_ID, onMarketsReady);
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function onMarketsReady(marketsArray) {
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marketQueue = JSON.parse(marketsArray);
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openMarket(); // First execution and entering into the real loop.
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}
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}
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catch (err) {
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const logText = "[ERROR] 'marketsLoop' - ERROR : " + err.message;
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logger.write(logText);
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}
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}
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function openMarket() {
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// To open a Market means picking a new market from the queue.
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try {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'openMarket'");
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}
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if (marketQueue.length === 0) {
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if (LOG_INFO === true) {
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logger.write("[INFO] 'openMarket' - marketQueue.length === 0");
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}
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const logText = "[WARN] We processed all the markets.";
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logger.write(logText);
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callBackFunction(nextIntervalExecution);
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return;
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}
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if (GO_RANDOM === true) {
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const index = parseInt(Math.random() * (marketQueue.length - 1));
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market.id = marketQueue[index][0];
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market.assetA = marketQueue[index][1];
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market.assetB = marketQueue[index][2];
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market.status = marketQueue[index][3];
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marketQueue.splice(index, 1);
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} else {
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let marketRecord = marketQueue.shift();
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market.id = marketRecord[0];
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market.assetA = marketRecord[1];
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market.assetB = marketRecord[2];
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market.status = marketRecord[3];
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if (FORCE_MARKET > 0) {
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if (FORCE_MARKET !== market.id) {
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closeAndOpenMarket();
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return;
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}
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}
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}
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if (LOG_INFO === true) {
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logger.write("[INFO] 'openMarket' - marketQueue.length = " + marketQueue.length);
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logger.write("[INFO] 'openMarket' - market sucessfully opened : " + market.assetA + "_" + market.assetB);
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}
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if (market.status === markets.ENABLED) {
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exchangeCallRetries = 0; // For each market we will count the retries, so we need to reset this here.
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getStatusReport();
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} else {
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logger.write("[INFO] 'openMarket' - market " + market.assetA + "_" + market.assetB + " skipped because its status is not valid. Status = " + market.status);
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closeAndOpenMarket();
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return;
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}
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}
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catch (err) {
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const logText = "[ERROR] 'openMarket' - ERROR : " + err.message;
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logger.write(logText);
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closeMarket();
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}
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}
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function closeMarket() {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'closeMarket'");
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}
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}
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function closeAndOpenMarket() {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'closeAndOpenMarket'");
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}
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openMarket();
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}
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/*
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The following code executes for each market, trying to fix the hole in trades history.
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*/
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function getStatusReport() {
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/*
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@@ -1552,7 +1413,6 @@ What is the lastFile pointer?
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}
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}
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function verifyMarketComplete(isMonthComplete, callBack) {
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if (isMonthComplete === true) {
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@@ -1733,13 +1593,9 @@ What is the lastFile pointer?
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}
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}
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catch (err) {
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const logText = "[ERROR] 'Start' - ERROR : " + err.message;
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logger.write(logText);
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} catch (err) {
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logger.write("[ERROR] start -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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};
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