New Session Module Implemented
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Luis Fernando Molina committed
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@@ -12,8 +12,10 @@
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const MULTI_PERIOD_DAILY = require(ROOT_DIR + 'MultiPeriodDaily');
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const MULTI_PERIOD = require(ROOT_DIR + 'MultiPeriod');
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const FILE_STORAGE = require('./FileStorage.js');
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const SESSION = require(ROOT_DIR + 'Session');
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let fileStorage = FILE_STORAGE.newFileStorage(parentLogger);
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let session = SESSION.newSession(bot, parentLogger)
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const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
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let logger; // We need this here in order for the loopHealth function to work and be able to rescue the loop when it gets in trouble.
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@@ -38,6 +40,7 @@
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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processConfig = pProcessConfig;
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bot.resumeExecution = processConfig.framework.startDate.resumeExecution // We are inherating this from root, but from here we need it at bot
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let filePath = bot.devTeam + "/" + "bots" + "/" + bot.repo + "/" + pProcessConfig.name
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filePath += "/User.Bot.js"
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@@ -74,7 +77,11 @@
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//COMMONS_MODULE.newCommons = require(process.env.BOTS_PATH + '/aamasters/AAMasters/bots/AAJason-Trading-Engine-Bot/Commons').newCommons // Use this for a better debugging experience. You need to bring this js module to this folder in order to work.
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COMMONS_MODULE.newCommons = eval(text); // Use this for production
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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session.initialize(onSessionInitialized)
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function onSessionInitialized(err) {
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callBackFunction(err);
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}
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}
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}
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} catch (err) {
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@@ -89,322 +96,10 @@
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[INFO] run -> Entering function."); }
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/* Check if there is a session */
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if (bot.processNode.session === undefined) {
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parentLogger.write(MODULE_NAME, "[ERROR] run -> Cannot run without a Session.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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/* Some initial values*/
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bot.enableCheckLoopHealth = true;
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let fixedTimeLoopIntervalHandle;
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global.STOP_SESSION = true;
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/* Listen to event to start or stop the session. */
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bot.sessionKey = bot.processNode.session.name + '-' + bot.processNode.session.type + '-' + bot.processNode.session.id
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global.SYSTEM_EVENT_HANDLER.listenToEvent(bot.sessionKey, 'Run Session', undefined, undefined, undefined, runSession)
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global.SYSTEM_EVENT_HANDLER.listenToEvent(bot.sessionKey, 'Stop Session', undefined, undefined, undefined, stopSession)
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function runSession(message) {
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/* We are going to run the Definition comming at the event. */
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global.DEFINITION = JSON.parse(message.event.definition)
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bot.SESSION = JSON.parse(message.event.session)
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setValuesToUse(message)
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switch (bot.SESSION.type) {
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case 'Backtesting Session': {
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startBackTesting(message)
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break
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}
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case 'Live Trading Session': {
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startLiveTrading(message)
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break
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}
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}
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bot.sessionStatus = 'Idle'
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global.STOP_SESSION = false
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}
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function stopSession(message) {
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global.STOP_SESSION = true
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}
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function startBackTesting(message) {
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bot.startMode = "Backtest"
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processConfig.framework.startDate.resumeExecution = false;
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bot.hasTheBotJustStarted = true
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bot.multiPeriodDailyProcessDatetime = bot.VALUES_TO_USE.timeRange.initialDatetime
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}
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function startLiveTrading(message) {
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if (global.DEFINITION.personalData) {
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if (global.DEFINITION.personalData.exchangeAccounts) {
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if (global.DEFINITION.personalData.exchangeAccounts.length > 0) {
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let exchangeAccount = global.DEFINITION.personalData.exchangeAccounts[0]
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if (exchangeAccount.keys) {
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if (exchangeAccount.keys.length > 0) {
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let key = exchangeAccount.keys[0]
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process.env.KEY = key.name
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process.env.SECRET = key.code
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}
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}
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}
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}
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}
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if (process.env.KEY === undefined || process.env.SECRET === undefined) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[WARN] run -> startLiveTrading -> Key name or Secret not provided, not possible to run the process in Live mode."); }
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return
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}
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bot.startMode = "Live"
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if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf) {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
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}
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processConfig.framework.startDate.resumeExecution = false;
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bot.multiPeriodDailyProcessDatetime = bot.VALUES_TO_USE.timeRange.initialDatetime
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bot.hasTheBotJustStarted = true
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}
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function setValuesToUse(message) {
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/*
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Base on the information received we will determined which values ultimatelly are going to be used,
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and once we do, they will become constants across the multiple loops executions.
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*/
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/* Set all default values */
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bot.VALUES_TO_USE = {
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baseAsset: "BTC",
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initialBalanceA: 0,
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initialBalanceB: 0.001,
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minimumBalanceA: 0,
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minimumBalanceB: 0.0005,
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maximumBalanceA: 0,
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maximumBalanceB: 0.002,
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timePeriod: global.DEFINITION.uiCurrentValues.timePeriod,
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slippage: {
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positionRate: 0,
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stopLoss: 0,
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takeProfit: 0
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},
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feeStructure: {
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maker: 0,
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taker: 0
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},
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timeRange: {
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initialDatetime: new Date(),
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finalDatetime: new Date()
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}
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}
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/* Session Type Dependant Default Values */
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const ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
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switch (bot.SESSION.type) {
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case 'Backtesting Session': {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date(global.DEFINITION.uiCurrentValues.initialDatetime)
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date()
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break
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}
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case 'Live Trading Session': {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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break
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}
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}
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let tradingSystem = global.DEFINITION.tradingSystem
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if (tradingSystem !== undefined) {
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/* Applying Trading System Level Parameters */
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if (tradingSystem.parameters !== undefined) {
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/* Base Asset and Initial Balances. */
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{
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if (tradingSystem.parameters.baseAsset !== undefined) {
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let code
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try {
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code = JSON.parse(tradingSystem.parameters.baseAsset.code);
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if (code.name !== undefined) {
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bot.VALUES_TO_USE.baseAsset = code.name;
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}
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if (baseAsset === 'BTC') { // NOTE: POLONIEX, the only exchange working so far, has Asset A and B inverted. We need to fix this.
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if (code.initialBalance !== undefined) {
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bot.VALUES_TO_USE.initialBalanceB = code.initialBalance;
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bot.VALUES_TO_USE.initialBalanceA = 0
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}
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if (code.minimumBalance !== undefined) {
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bot.VALUES_TO_USE.minimumBalanceA = code.minimumBalance;
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bot.VALUES_TO_USE.minimumBalanceB = 0
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}
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if (code.maximumBalance !== undefined) {
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bot.VALUES_TO_USE.maximumBalanceA = code.maximumBalance;
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bot.VALUES_TO_USE.maximumBalanceB = 0
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}
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} else {
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if (code.initialBalance !== undefined) {
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bot.VALUES_TO_USE.initialBalanceA = code.initialBalance;
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bot.VALUES_TO_USE.initialBalanceB = 0
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}
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if (code.minimumBalance !== undefined) {
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bot.VALUES_TO_USE.minimumBalanceB = code.minimumBalance;
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bot.VALUES_TO_USE.minimumBalanceA = 0
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}
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if (code.maximumBalance !== undefined) {
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bot.VALUES_TO_USE.maximumBalanceB = code.maximumBalance;
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bot.VALUES_TO_USE.maximumBalanceA = 0
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}
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}
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} catch (err) {
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tradingSystem.parameters.baseAsset.error = err.message
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}
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}
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}
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/* Time Period */
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if (tradingSystem.parameters.timePeriod !== undefined) {
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bot.VALUES_TO_USE.timePeriod = tradingSystem.parameters.timePeriod.code
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}
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/* Slippage */
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if (tradingSystem.parameters.slippage !== undefined) {
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if (tradingSystem.parameters.slippage.code !== undefined) {
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try {
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let code = JSON.parse(tradingSystem.parameters.slippage.code)
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if (code.positionRate !== undefined) {
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bot.VALUES_TO_USE.slippage.positionRate = code.positionRate
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}
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if (code.stopLoss !== undefined) {
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bot.VALUES_TO_USE.slippage.stopLoss = code.stopLoss
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}
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if (code.takeProfit !== undefined) {
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bot.VALUES_TO_USE.slippage.takeProfit = code.takeProfit
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}
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} catch (err) {
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tradingSystem.parameters.slippage.error = err.message
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}
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}
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}
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/* Fee Structure */
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if (tradingSystem.parameters.feeStructure !== undefined) {
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if (tradingSystem.parameters.feeStructure.code !== undefined) {
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try {
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let code = JSON.parse(tradingSystem.parameters.feeStructure.code)
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if (code.maker !== undefined) {
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bot.VALUES_TO_USE.feeStructure.maker = code.maker
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}
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if (code.taker !== undefined) {
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bot.VALUES_TO_USE.feeStructure.taker = code.taker
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}
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} catch (err) {
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tradingSystem.parameters.feeStructure.error = err.message
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}
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}
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}
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/* Time Range */
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if (tradingSystem.parameters.timeRange !== undefined) {
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if (tradingSystem.parameters.timeRange.code !== undefined) {
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try {
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let code = JSON.parse(tradingSystem.parameters.timeRange.code)
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if (code.initialDatetime !== undefined) {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date(code.initialDatetime)
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}
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if (code.finalDatetime !== undefined) {
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date(code.finalDatetime)
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}
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} catch (err) {
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tradingSystem.parameters.timeRange.error = err.message
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}
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}
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}
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}
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/* Applying Session Level Parameters */
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if (bot.SESSION !== undefined) {
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if (bot.SESSION.parameters !== undefined) {
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/* Time Period */
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if (bot.SESSION.parameters.timePeriod !== undefined) {
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bot.VALUES_TO_USE.timePeriod = bot.SESSION.parameters.timePeriod.code
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}
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/* Slippage */
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if (bot.SESSION.parameters.slippage !== undefined) {
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if (bot.SESSION.parameters.slippage.code !== undefined) {
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try {
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let code = JSON.parse(bot.SESSION.parameters.slippage.code)
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if (code.positionRate !== undefined) {
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bot.VALUES_TO_USE.slippage.positionRate = code.positionRate
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}
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if (code.stopLoss !== undefined) {
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bot.VALUES_TO_USE.slippage.stopLoss = code.stopLoss
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}
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if (code.takeProfit !== undefined) {
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bot.VALUES_TO_USE.slippage.takeProfit = code.takeProfit
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}
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[WARN] run -> startLiveTrading -> Invalid Slippage Value -> err = " + err.stack);
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}
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}
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}
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/* Fee Structure */
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if (bot.SESSION.parameters.feeStructure !== undefined) {
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if (bot.SESSION.parameters.feeStructure.code !== undefined) {
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try {
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let code = JSON.parse(bot.SESSION.parameters.feeStructure.code)
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if (code.maker !== undefined) {
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bot.VALUES_TO_USE.feeStructure.maker = code.maker
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}
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if (code.taker !== undefined) {
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bot.VALUES_TO_USE.feeStructure.taker = code.taker
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}
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[WARN] run -> startLiveTrading -> Invalid Fee Structure Value -> err = " + err.stack);
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}
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}
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}
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/* Time Range */
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if (bot.SESSION.parameters.timeRange !== undefined) {
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if (bot.SESSION.parameters.timeRange.code !== undefined) {
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try {
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let code = JSON.parse(bot.SESSION.parameters.timeRange.code)
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if (code.initialDatetime !== undefined) {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date(code.initialDatetime)
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}
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if (code.finalDatetime !== undefined) {
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date(code.finalDatetime)
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}
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[WARN] run -> startLiveTrading -> Invalid Time Range Value -> err = " + err.stack);
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}
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}
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}
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}
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}
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}
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}
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bot.STOP_SESSION = true;
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loop();
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@@ -456,18 +151,18 @@
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/* Checking if we need to need to emit any event */
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if (bot.sessionStatus === 'Idle' && global.STOP_SESSION === false) {
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if (bot.SESSION_STATUS === 'Idle' && bot.STOP_SESSION === false) {
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global.SYSTEM_EVENT_HANDLER.raiseEvent(bot.sessionKey, 'Running')
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bot.sessionStatus = 'Running'
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bot.SESSION_STATUS = 'Running'
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}
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if (bot.sessionStatus === 'Running' && global.STOP_SESSION === true) {
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if (bot.SESSION_STATUS === 'Running' && bot.STOP_SESSION === true) {
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global.SYSTEM_EVENT_HANDLER.raiseEvent(bot.sessionKey, 'Stopped')
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bot.sessionStatus = 'Stopped'
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bot.SESSION_STATUS = 'Stopped'
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}
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/* Checking if we should process this loop or not.*/
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if (global.STOP_SESSION === true) {
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if (bot.STOP_SESSION === true) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] run -> loop -> Waiting for " + bot.processNode.session.type + " " + bot.processNode.session.name + " to be ran."); }
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