base asset available
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Luis Fernando Molina committed
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+8
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@@ -513,12 +513,14 @@
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let socialBot = bot.SESSION.socialBots.bots[i]
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try {
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let code = announcement.code
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if (socialBot.id === announcement.referenceParent.id) {
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if (socialBot.type === "Telegram Bot") {
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if (announcement.formulaValue !== undefined) {
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socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, announcement.formulaValue).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> setUpSocialBots -> announce -> Telegram API error -> err = " + err))
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} else {
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socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, code.text).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> setUpSocialBots -> announce -> Telegram API error -> err = " + err))
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if (announcement.referenceParent !== undefined) {
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if (socialBot.id === announcement.referenceParent.id) {
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if (socialBot.type === "Telegram Bot") {
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if (announcement.formulaValue !== undefined) {
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socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, announcement.formulaValue).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> setUpSocialBots -> announce -> Telegram API error -> err = " + err))
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} else {
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socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, code.text).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> setUpSocialBots -> announce -> Telegram API error -> err = " + err))
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}
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}
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}
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}
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+25
-21
@@ -173,6 +173,10 @@
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let orderId = 0;
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let messageId = 0;
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/* Allowing these to be accesible at formulas */
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baseAsset = bot.VALUES_TO_USE.baseAsset
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quotedAsset = bot.VALUES_TO_USE.quotedAsset
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let yesterday = {};
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/* Initialization */
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@@ -714,7 +718,7 @@
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if (openStage !== undefined) {
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/* Default Values*/
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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positionSize = balanceBaseAsset;
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positionRate = candle.close;
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} else {
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@@ -737,13 +741,13 @@
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initialDefinition.positionSize.formula.error = err.message
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}
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if (isNaN(positionSize)) {
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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positionSize = balanceBaseAsset;
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} else {
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positionSize = balanceQuotedAsset;
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}
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} else {
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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if (positionSize > balanceBaseAsset) { positionSize = balanceBaseAsset }
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} else {
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if (positionSize > balanceQuotedAsset) { positionSize = balanceQuotedAsset }
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@@ -764,7 +768,7 @@
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initialDefinition.positionRate.formula.error = err.message
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}
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if (isNaN(positionRate)) {
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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positionRate = candle.close;
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} else {
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positionRate = candle.close;
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@@ -1101,7 +1105,7 @@
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let maximumBalance
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let balance
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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balance = balanceBaseAsset
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minimumBalance = bot.VALUES_TO_USE.minimumBalanceA
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maximumBalance = bot.VALUES_TO_USE.maximumBalanceA
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@@ -1695,7 +1699,7 @@
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/* Stop Loss condition: Here we verify if the Stop Loss was hitted or not. */
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if ((bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset && candle.max >= stopLoss) || (bot.VALUES_TO_USE.baseAsset !== bot.market.baseAsset && candle.min <= stopLoss)) {
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if ((baseAsset === bot.market.baseAsset && candle.max >= stopLoss) || (baseAsset !== bot.market.baseAsset && candle.min <= stopLoss)) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Stop Loss was hit."); }
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/*
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@@ -1705,7 +1709,7 @@
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If we take the stop loss value at those situation would be a huge distortion of facts.
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*/
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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if (stopLoss < candle.min) {
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stopLoss = candle.min
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if (processingDailyFiles) {
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@@ -1730,7 +1734,7 @@
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/* Apply the Slippage */
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let slippageAmount = slippedStopLoss * bot.VALUES_TO_USE.slippage.stopLoss / 100
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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slippedStopLoss = slippedStopLoss + slippageAmount
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} else {
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slippedStopLoss = slippedStopLoss - slippageAmount
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@@ -1765,7 +1769,7 @@
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/* Take Profit condition: Here we verify if the Take Profit was hit or not. */
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if ((bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset && candle.min <= takeProfit) || (bot.VALUES_TO_USE.baseAsset !== bot.market.baseAsset && candle.max >= takeProfit)) {
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if ((baseAsset === bot.market.baseAsset && candle.min <= takeProfit) || (baseAsset !== bot.market.baseAsset && candle.max >= takeProfit)) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Take Profit was hit."); }
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/*
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@@ -1775,7 +1779,7 @@
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If we take the stop loss value at those situation would be a huge distortion of facts.
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*/
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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if (takeProfit > candle.max) {
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takeProfit = candle.max
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if (processingDailyFiles) {
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@@ -1799,7 +1803,7 @@
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/* Apply the Slippage */
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let slippageAmount = slippedTakeProfit * bot.VALUES_TO_USE.slippage.takeProfit / 100
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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slippedTakeProfit = slippedTakeProfit + slippageAmount
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} else {
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slippedTakeProfit = slippedTakeProfit - slippageAmount
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@@ -1860,7 +1864,7 @@
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/* We take what was calculated at the formula and apply the slippage. */
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let slippageAmount = tradePositionRate * bot.VALUES_TO_USE.slippage.positionRate / 100
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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tradePositionRate = tradePositionRate - slippageAmount
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} else {
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tradePositionRate = tradePositionRate + slippageAmount
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@@ -1988,7 +1992,7 @@
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let orderSide
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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orderSide = "sell"
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orderPrice = tradePositionRate - 100 // This is going to be ingnored at the Exchange API for now since we only put market orders.
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@@ -2082,7 +2086,7 @@
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let feePaid = 0
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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feePaid = tradePositionSize * tradePositionRate * bot.VALUES_TO_USE.feeStructure.taker / 100
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@@ -2194,7 +2198,7 @@
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let amountB
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let orderSide
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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orderSide = "buy"
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orderPrice = ticker.last + 100; // This is provisional and totally arbitrary, until we have a formula on the designer that defines this stuff.
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@@ -2276,7 +2280,7 @@
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let feePaid = 0
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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strategy.positionSize = balanceQuotedAsset / closeRate;
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strategy.positionRate = closeRate;
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@@ -2302,7 +2306,7 @@
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}
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}
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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lastTradeProfitLoss = balanceBaseAsset - previousBalanceBaseAsset;
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lastTradeROI = lastTradeProfitLoss * 100 / tradePositionSize;
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if (isNaN(lastTradeROI)) { lastTradeROI = 0; }
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@@ -2349,7 +2353,7 @@
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}
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}
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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ROI = (bot.VALUES_TO_USE.initialBalanceA + profit) / bot.VALUES_TO_USE.initialBalanceA - 1;
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hitRatio = hits / roundtrips;
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anualizedRateOfReturn = ROI / days * 365;
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@@ -2507,8 +2511,8 @@
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balanceQuotedAsset = Number.MAX_SAFE_INTEGER
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}
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let quotedBaseAsset = '"' + bot.VALUES_TO_USE.baseAsset + '"'
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let quotedQuotedAsset = '"' + bot.VALUES_TO_USE.quotedAsset + '"'
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let quotedBaseAsset = '"' + baseAsset + '"'
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let quotedQuotedAsset = '"' + quotedAsset + '"'
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simulationRecord = {
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begin: candle.begin,
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@@ -2619,7 +2623,7 @@
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currentTrade.endRate = candle.close
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/* Here we will calculate the ongoing ROI */
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (baseAsset === bot.market.baseAsset) {
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currentTrade.lastTradeROI = (tradePositionRate - candle.close) / tradePositionRate * 100
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} else {
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currentTrade.lastTradeROI = (candle.close - tradePositionRate) / tradePositionRate * 100
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