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Context Implemented

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This commit is contained in:
Luis Fernando Molina committed 2018-03-06 08:57:22 +01:00
1 parent 370fbb33c0
commit e78f9278fe
2 files changed
+51 -389
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.vs/AAMariam-Trading-Bot/v15/.suo
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Trading-Process/Interval.js
+51 -389
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@@ -41,20 +41,20 @@
let utilities = UTILITIES.newUtilities(bot);
let botContext;
let processDatetime;
return interval;
function initialize(yearAssigend, monthAssigned, callBackFunction) {
function initialize(pBotContext, pProcessDatetime, callBackFunction) {
try {
/* IMPORTANT NOTE:
We are ignoring in this Interval the received Year and Month. This interval is not depending on Year Month since it procecess the whole market at once.
*/
logger.fileName = MODULE_NAME;
botContext = pBotContext;
processDatetime = pProcessDatetime;
const logText = "[INFO] initialize - Entering function 'initialize' ";
console.log(logText);
logger.write(logText);
@@ -62,7 +62,7 @@
charlyAzureFileStorage.initialize("Charly");
oliviaAzureFileStorage.initialize("Olivia");
tomAzureFileStorage.initialize("Tom");
mariamAzureFileStorage.initialize("Mariam");
mariamAzureFileStorage.initialize(bot.name);
} catch (err) {
@@ -137,44 +137,6 @@
assetB: "BTC",
};
/*
Here we will keep the last status report, to be available during the whole process. The Status Report is a file the bot process
reads and saves again after each execution. Its main purpose is to know when the last execution was in order to locate the execution
context. When the bot runs for the first time it takes some vital parameters from there and it checks them through its lifecycle to see
if they changed. The Status Report file can eventually be manipulated by the bot operators / developers in order to change those parameters
or to point the last execution to a different date. Humans are not supose to manipulate the Execution Histroy or the execution Context files.
The Execution History is basically an index with dates of all the executions the bot did across its history. It allows the bot plotter
to know which datetimes have informacion about the bots execution in order to display it.
The Execution Context file records all the context information of the bot at the moment of execution and the final state of all of its
positions on the market.
*/
let statusReport; // This is the typical Status Report that defines which was the last sucessfull execution and a few other pieces of info.
let executionHistory; // This is
let executionContext; // Here is the information of the last execution of this bot process.
let processDatetime = new Date(); // This will be considered the process date and time, so as to have it consistenly all over the execution.
processDatetime = new Date(processDatetime.valueOf() - 30 * 24 * 60 * 60 * 1000); // we go 30 days back in time since candles are currently not up to date.
/*
During the process we will create a new History Record. This will go to the Context History file which essentially mantains an
index of all the bots executions. This file will later be plotted by the bot s plotter on the timeline, allowing end users to
know where there is information related to the actions taken by the bot.
*/
let newHistoryRecord = {
date: processDatetime,
rate: 0, // This will be used to know where to plot this information in the time line.
newPositions: 0,
newTrades: 0,
movedPositions: 0
};
let exchangePositions = []; // These are the open positions at the exchange at the account the bot is authorized to use.
let openPositions = []; // These are the open positions the bot knows it made by itself.
@@ -219,157 +181,6 @@
}
}
function readStatusAndContext() {
/*
Here we get the positions the bot did and that are recorded at the bot storage account. We will use them through out the rest
of the process.
*/
getStatusReport();
function getStatusReport() {
/* If the process run and was interrupted, there should be a status report that allows us to resume execution. */
let fileName = "Status.Report.json"
let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Processes/" + bot.process;
mariamAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
function onFileReceived(text) {
try {
statusReport = JSON.parse(text);
if (statusReport.lastExecution === undefined) {
createConext();
} else {
getExecutionHistory();
}
} catch (err) {
/*
It might happen that the file content is corrupt or it does not exist. The bot can not run without a Status Report,
since it is risky to ignore its own history, so even for first time execution, a status report with the right format
is needed.
*/
const logText = "[ERROR] 'getStatusReport' - Bot cannot execute without a status report. ERROR : " + err.message;
logger.write(logText);
}
}
}
function getExecutionHistory() {
let fileName = "Execution.History.json"
let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + bot.process;
mariamAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
function onFileReceived(text) {
try {
executionHistory = JSON.parse(text);
getExecutionContext();
} catch (err) {
/*
It might happen that the file content is corrupt or it does not exist. The bot can not run without a Status Report,
since it is risky to ignore its own history, so even for first time execution, a status report with the right format
is needed.
*/
const logText = "[ERROR] 'getExecutionHistory' - Bot cannot execute without the Execution History. ERROR : " + err.message;
logger.write(logText);
}
}
}
function getExecutionContext() {
let date = new Date(statusReport.lastExecution);
let fileName = "Execution.Context.json"
let dateForPath = date.getUTCFullYear() + '/' + utilities.pad(date.getUTCMonth() + 1, 2) + '/' + utilities.pad(date.getUTCDate(), 2) + '/' + utilities.pad(date.getUTCHours(), 2) + '/' + utilities.pad(date.getUTCMinutes(), 2);
let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + bot.process + "/" + dateForPath;
mariamAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
function onFileReceived(text) {
try {
executionContext = JSON.parse(text);
executionContext.transactions = []; // We record here the transactions that happened duting this execution.
ordersExecutionCheck();
} catch (err) {
/*
It might happen that the file content is corrupt or it does not exist. The bot can not run without a Status Report,
since it is risky to ignore its own history, so even for first time execution, a status report with the right format
is needed.
*/
const logText = "[ERROR] 'getExecutionContext' - Bot cannot execute without the Execution Context. ERROR : " + err.message;
logger.write(logText);
}
}
}
}
function createConext() {
/*
When the bot is executed for the very first time, there are a few files that do not exist and need to be created, and that
is what we are going to do now.
*/
executionHistory = [];
executionContext = {
investment: {
assetA: 0,
assetB: 0
},
availableBalance: {
assetA: 0,
assetB: 0
},
positions: [],
transactions: []
};
getCandles();
}
function ordersExecutionCheck() {
/*
@@ -393,16 +204,16 @@
let openPositions = [];
for (let a = 0; a < executionContext.positions.length; a++) {
for (let a = 0; a < botContext.executionContext.positions.length; a++) {
if (executionContext.positions[a].status === "open") {
if (botContext.executionContext.positions[a].status === "open") {
openPositions.push(executionContext.positions[a]);
openPositions.push(botContext.executionContext.positions[a]);
}
}
executionContext.positions = openPositions;
botContext.executionContext.positions = openPositions;
/* Now we can start checking what happened at the exchange. */
@@ -414,7 +225,7 @@
for (let j = 0; j < exchangePositions.length; j++) {
if (executionContext.positions[i].id === exchangePositions[j].id) {
if (botContext.executionContext.positions[i].id === exchangePositions[j].id) {
/*
@@ -424,7 +235,7 @@
*/
if (executionContext.positions[i].amountB === parseFloat(exchangePositions[j].amountB)) {
if (botContext.executionContext.positions[i].amountB === parseFloat(exchangePositions[j].amountB)) {
/* Position is still there, untouched. Nothing to do here. */
@@ -433,7 +244,7 @@
} else {
getPositionTradesAtExchange(executionContext.positions[i].id, confirmOrderWasPartiallyExecuted);
getPositionTradesAtExchange(botContext.executionContext.positions[i].id, confirmOrderWasPartiallyExecuted);
return;
function confirmOrderWasPartiallyExecuted(trades) {
@@ -466,8 +277,8 @@
sumAssetA = sumAssetA + exchangePositions[j].fee;
if (
executionContext.positions[i].amountA !== sumAssetA ||
executionContext.positions[i].amountB !== sumAssetB
botContext.executionContext.positions[i].amountA !== sumAssetA ||
botContext.executionContext.positions[i].amountB !== sumAssetB
) {
const logText = "[ERROR] 'confirmOrderWasPartiallyExecuted' - Cannot be confirmed that a partially execution was done well. Bot stopping execution. ";
@@ -482,24 +293,24 @@
*/
executionContext.positions[i].amountA = exchangePositions[j].amountA;
executionContext.positions[i].amountB = exchangePositions[j].amountB;
executionContext.positions[i].date = (new Date(exchangePositions[j].date)).valueOf();
botContext.executionContext.positions[i].amountA = exchangePositions[j].amountA;
botContext.executionContext.positions[i].amountB = exchangePositions[j].amountB;
botContext.executionContext.positions[i].date = (new Date(exchangePositions[j].date)).valueOf();
for (k = 0; k < trades.length; k++) {
executionContext.positions[i].trades.push(trades[k]);
botContext.executionContext.positions[i].trades.push(trades[k]);
newHistoryRecord.newTrades++;
botContext.newHistoryRecord.newTrades++;
}
let newTransaction = {
type: executionContext.positions[i].type + " partially executed",
position: executionContext.positions[i]
type: botContext.executionContext.positions[i].type + " partially executed",
position: botContext.executionContext.positions[i]
};
executionContext.transactions.push(newTransaction);
botContext.executionContext.transactions.push(newTransaction);
/* All done. */
@@ -513,7 +324,7 @@
/* Position not found: we need to know if the order was executed. */
getPositionTradesAtExchange(executionContext.positions[i].id, confirmOrderWasExecuted);
getPositionTradesAtExchange(botContext.executionContext.positions[i].id, confirmOrderWasExecuted);
function confirmOrderWasExecuted(trades) {
@@ -540,8 +351,8 @@
sumAssetA = sumAssetA + exchangePositions[j].fee;
if (
executionContext.positions[i].amountA !== sumAssetA ||
executionContext.positions[i].amountB !== sumAssetB
botContext.executionContext.positions[i].amountA !== sumAssetA ||
botContext.executionContext.positions[i].amountB !== sumAssetB
) {
const logText = "[ERROR] 'confirmOrderWasExecuted' - Cannot be confirmed that the order was executed. It must be manually cancelled by the user or cancelled by the exchange itself. Bot stopping execution. ";
@@ -556,22 +367,22 @@
*/
executionContext.positions[i].status = "executed";
botContext.executionContext.positions[i].status = "executed";
for (k = 0; k < trades.length; k++) {
executionContext.positions[i].trades.push(trades[k]);
botContext.executionContext.positions[i].trades.push(trades[k]);
newHistoryRecord.newTrades++;
botContext.newHistoryRecord.newTrades++;
}
let newTransaction = {
type: executionContext.positions[i].type + " executed",
position: executionContext.positions[i]
type: botContext.executionContext.positions[i].type + " executed",
position: botContext.executionContext.positions[i]
};
executionContext.transactions.push(newTransaction);
botContext.executionContext.transactions.push(newTransaction);
/* All done. */
@@ -590,7 +401,7 @@
function controlLoop() {
if (i < executionContext.positions.length) {
if (i < botContext.executionContext.positions.length) {
loopBody();
@@ -934,15 +745,15 @@
*/
if (executionContext.positions.length > 0) {
if (botContext.executionContext.positions.length > 0) {
if (executionContext.positions[0].type === "buy") {
if (botContext.executionContext.positions[0].type === "buy") {
validateBuyPosition(executionContext.positions[0]);
validateBuyPosition(botContext.executionContext.positions[0]);
} else {
validateSellPosition(executionContext.positions[0]);
validateSellPosition(botContext.executionContext.positions[0]);
}
@@ -998,8 +809,8 @@
*/
let AmountA = statusReport.initialBalance.amountA;
let AmountB = statusReport.initialBalance.amountB;
let AmountA = botContext.statusReport.initialBalance.amountA;
let AmountB = botContext.statusReport.initialBalance.amountB;
/* We are going to sell all AmountB */
@@ -1086,17 +897,17 @@
trades: []
};
executionContext.positions.push(position);
botContext.executionContext.positions.push(position);
let newTransaction = {
type: "newPosition",
position: position
};
executionContext.transactions.push(newTransaction);
botContext.executionContext.transactions.push(newTransaction);
newHistoryRecord.newPositions++;
newHistoryRecord.rate = pRate;
botContext.newHistoryRecord.newPositions++;
botContext.newHistoryRecord.rate = pRate;
callBack();
}
@@ -1140,11 +951,11 @@
/* We need to update the position we have on file. */
for (let i = 0; i < executionContext.positions.length; i++) {
for (let i = 0; i < botContext.executionContext.positions.length; i++) {
if (executionContext.positions[i].id === pPosition.id) {
if (botContext.executionContext.positions[i].id === pPosition.id) {
executionContext.positions[i] = newPosition;
botContext.executionContext.positions[i] = newPosition;
break;
}
@@ -1156,10 +967,10 @@
newPosition: newPosition
};
executionContext.transactions.push(newTransaction);
botContext.executionContext.transactions.push(newTransaction);
newHistoryRecord.movedPositions++;
newHistoryRecord.rate = pNewRate;
botContext.newHistoryRecord.movedPositions++;
botContext.newHistoryRecord.rate = pNewRate;
callBack();
}
@@ -1178,155 +989,6 @@
}
}
}
function writeStatusAndContext() {
writeExecutionContext();
function writeExecutionContext() {
if (LOG_INFO === true) {
logger.write("[INFO] Entering function 'writeExecutionContext'");
}
try {
let fileName = "Execution.Context.json"
let dateForPath = processDatetime.getUTCFullYear() + '/' + utilities.pad(processDatetime.getUTCMonth() + 1, 2) + '/' + utilities.pad(processDatetime.getUTCDate(), 2) + '/' + utilities.pad(processDatetime.getUTCHours(), 2) + '/' + utilities.pad(processDatetime.getUTCMinutes(), 2);
let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + bot.process + "/" + dateForPath;
utilities.createFolderIfNeeded(filePath, mariamAzureFileStorage, onFolderCreated);
function onFolderCreated() {
try {
let fileContent = JSON.stringify(executionContext);
mariamAzureFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
function onFileCreated() {
if (LOG_INFO === true) {
logger.write("[INFO] 'writeExecutionContext' - Content written: " + fileContent);
}
writeExucutionHistory();
}
}
catch (err) {
const logText = "[ERROR] 'writeExecutionContext - onFolderCreated' - ERROR : " + err.message;
logger.write(logText);
}
}
}
catch (err) {
const logText = "[ERROR] 'writeExecutionContext' - ERROR : " + err.message;
logger.write(logText);
}
}
function writeExucutionHistory() {
if (LOG_INFO === true) {
logger.write("[INFO] Entering function 'writeExucutionHistory'");
}
try {
let fileName = "Execution.History.json"
let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + bot.process;
utilities.createFolderIfNeeded(filePath, mariamAzureFileStorage, onFolderCreated);
function onFolderCreated() {
try {
let newRecord = [
newHistoryRecord.date.valueOf(),
newHistoryRecord.rate,
newHistoryRecord.newPositions,
newHistoryRecord.newTrades,
newHistoryRecord.movedPositions
];
executionHistory.push(newRecord);
let fileContent = JSON.stringify(executionHistory);
mariamAzureFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
function onFileCreated() {
if (LOG_INFO === true) {
logger.write("[INFO] 'writeExucutionHistory'");
}
writeStatusReport();
}
}
catch (err) {
const logText = "[ERROR] 'writeExucutionHistory - onFolderCreated' - ERROR : " + err.message;
logger.write(logText);
}
}
}
catch (err) {
const logText = "[ERROR] 'writeExucutionHistory' - ERROR : " + err.message;
logger.write(logText);
}
}
function writeStatusReport() {
if (LOG_INFO === true) {
logger.write("[INFO] Entering function 'writeStatusReport'");
}
try {
let fileName = "Status.Report.json"
let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Processes/" + bot.process;
utilities.createFolderIfNeeded(filePath, mariamAzureFileStorage, onFolderCreated);
function onFolderCreated() {
try {
statusReport.lastExecution = processDatetime;
let fileContent = JSON.stringify(statusReport);
mariamAzureFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
function onFileCreated() {
if (LOG_INFO === true) {
logger.write("[INFO] 'writeStatusReport' - Content written: " + fileContent);
}
callBackFunction(true); // We tell the AA Platform that we request a regular execution and finish the bot s process.
return;
}
}
catch (err) {
const logText = "[ERROR] 'writeStatusReport - onFolderCreated' - ERROR : " + err.message;
logger.write(logText);
}
}
}
catch (err) {
const logText = "[ERROR] 'writeStatusReport' - ERROR : " + err.message;
logger.write(logText);
}
}
}
}
catch (err) {