Orders Simulated
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Luis Fernando Molina committed
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6b7c58316b
commit
e84f8a6ed1
4 files changed
+40
-11
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@@ -42,6 +42,8 @@ function newPlotter () {
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let records = [] // We will have the information to be plotted here.
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let userPositionDate
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let minUserPositionRate
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let maxUserPositionRate
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let onMouseOverEventSuscriptionId
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let zoomChangedEventSubscriptionId
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@@ -148,6 +150,18 @@ function newPlotter () {
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function onMouseOver (event) {
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let userPosition = getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem)
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userPositionDate = userPosition.valueOf()
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let minPositionPoint = {
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x: event.x,
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y: event.y + 2
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}
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minUserPositionRate = getRateFromPointAtBrowserCanvas(minPositionPoint, thisObject.container, coordinateSystem)
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let maxPositionPoint = {
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x: event.x,
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y: event.y - 2
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}
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maxUserPositionRate = getRateFromPointAtBrowserCanvas(maxPositionPoint, thisObject.container, coordinateSystem)
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}
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function onMarketFilesUpdated () {
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@@ -536,8 +550,17 @@ function newPlotter () {
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let atMousePosition = false
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if (userPositionDate >= record.begin && userPositionDate <= record.end) {
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atMousePosition = true
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thisObject.container.eventHandler.raiseEvent('Current Record Changed', record)
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if (record.rate === undefined) {
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/* Current Record depends only on begin and end. */
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atMousePosition = true
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thisObject.container.eventHandler.raiseEvent('Current Record Changed', record)
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} else {
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/* Current Record depends also on rate */
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if (record.rate >= minUserPositionRate && record.rate <= maxUserPositionRate) {
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atMousePosition = true
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thisObject.container.eventHandler.raiseEvent('Current Record Changed', record)
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}
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}
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}
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/* If there is code we execute it now. */
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@@ -1 +1 @@
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{"type":"Workspace","name":"Beta 6","rootNodes":[{"type":"Network","name":"Superalgos","networkNodes":[{"type":"Network Node","name":"My Computer","config":"{ \n\"host\": \"localhost\", \n\"webPort\": \"34248\", \n\"webSocketsPort\": \"8081\"\n}","dataStorage":{"type":"Data Storage","name":"New Data Storage","sessionIndependentData":{"type":"Session Independent Data","name":"New Session Independent Data","exchangeDataProducts":[{"type":"Exchange Data Products","name":"Binance","singleMarketData":[{"type":"Single Market Data","name":"Binance BTC/USDT","dataProducts":[{"type":"Data Product","name":"Candles","id":"dd7c8795-bb24-4438-9d77-b37a9000ad7f","savedPayload":{"position":{"x":23357.055360727853,"y":29739.13668562185},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles","id":"fe6065ec-4d2d-47a0-bae0-8647f0e195d7"}}},{"type":"Data Product","name":"Volumes","id":"98e6c917-f4b7-4b71-9215-de3ccaf3dc0c","savedPayload":{"position":{"x":23291.030236843966,"y":29662.131374764274},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Volumes","id":"1a366aef-efef-470e-88e0-2a6fbe4dd91f"}}},{"type":"Data Product","name":"Candles Channels","id":"1d7dd537-5f6f-4eb2-8e56-ddba0aef720f","savedPayload":{"position":{"x":23231.77091792585,"y":29579.512296539906},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles Channels","id":"8c81d378-0947-4e9d-be25-58e69120152e"}}},{"type":"Data Product","name":"Candles Channels Objects","id":"221c8d22-8a7f-4014-a7ed-0bafc886b123","savedPayload":{"position":{"x":23179.942027683566,"y":29492.078725813997},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles Channels Objects","id":"ba5dbb67-2030-42a0-9ff8-1ee80874f047"}}},{"type":"Data Product","name":"Bollinger Bands","id":"6929ebe7-6486-4299-add5-ed0282500d91","savedPayload":{"position":{"x":23135.872351370694,"y":29400.352192197388},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Bands","id":"29088877-8d63-4217-8d34-8742afc262f4"}}},{"type":"Data Product","name":"Percentage Bandwidth","id":"4a3ed8eb-a73e-4fb4-835a-681cf47d7373","savedPayload":{"position":{"x":23099.965969252025,"y":29305.112951112584},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Percentage Bandwidth","id":"3b7885a0-cd72-4a3f-a38b-3dc8c47bd068"}}},{"type":"Data Product","name":"Bollinger Channels Objects","id":"5ffc6a67-e33b-422b-8e36-f9711f93c723","savedPayload":{"position":{"x":23072.49341713892,"y":29207.0453495464},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Channels Objects","id":"1f111f72-624f-4166-9f99-ab8d785d5267"}}},{"type":"Data Product","name":"Bollinger Sub-Channels Objects","id":"48f7953c-f62d-4292-b042-d1ac05f8f80f","savedPayload":{"position":{"x":23053.683458829226,"y":29106.890611883788},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Sub-Channels Objects","id":"080c87fc-4546-4482-ab11-180a33f6d9ab"}}},{"type":"Data Product","name":"Popular SMAs","id":"3b9a3c93-6d41-440e-89a2-2fd1b2dde603","savedPayload":{"position":{"x":23043.701100505998,"y":29005.50001492274},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollLine truncated
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{"type":"Workspace","name":"Beta 6","rootNodes":[{"type":"Network","name":"Superalgos","networkNodes":[{"type":"Network Node","name":"My Computer","config":"{ \n\"host\": \"localhost\", \n\"webPort\": \"34248\", \n\"webSocketsPort\": \"8081\"\n}","dataStorage":{"type":"Data Storage","name":"New Data Storage","sessionIndependentData":{"type":"Session Independent Data","name":"New Session Independent Data","exchangeDataProducts":[{"type":"Exchange Data Products","name":"Binance","singleMarketData":[{"type":"Single Market Data","name":"Binance BTC/USDT","dataProducts":[{"type":"Data Product","name":"Candles","id":"dd7c8795-bb24-4438-9d77-b37a9000ad7f","savedPayload":{"position":{"x":23357.055360727853,"y":29739.13668562185},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles","id":"fe6065ec-4d2d-47a0-bae0-8647f0e195d7"}}},{"type":"Data Product","name":"Volumes","id":"98e6c917-f4b7-4b71-9215-de3ccaf3dc0c","savedPayload":{"position":{"x":23291.030236843966,"y":29662.131374764274},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Volumes","id":"1a366aef-efef-470e-88e0-2a6fbe4dd91f"}}},{"type":"Data Product","name":"Candles Channels","id":"1d7dd537-5f6f-4eb2-8e56-ddba0aef720f","savedPayload":{"position":{"x":23231.77091792585,"y":29579.512296539906},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles Channels","id":"8c81d378-0947-4e9d-be25-58e69120152e"}}},{"type":"Data Product","name":"Candles Channels Objects","id":"221c8d22-8a7f-4014-a7ed-0bafc886b123","savedPayload":{"position":{"x":23179.942027683566,"y":29492.078725813997},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Candles Channels Objects","id":"ba5dbb67-2030-42a0-9ff8-1ee80874f047"}}},{"type":"Data Product","name":"Bollinger Bands","id":"6929ebe7-6486-4299-add5-ed0282500d91","savedPayload":{"position":{"x":23135.872351370694,"y":29400.352192197388},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Bands","id":"29088877-8d63-4217-8d34-8742afc262f4"}}},{"type":"Data Product","name":"Percentage Bandwidth","id":"4a3ed8eb-a73e-4fb4-835a-681cf47d7373","savedPayload":{"position":{"x":23099.965969252025,"y":29305.112951112584},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Percentage Bandwidth","id":"3b7885a0-cd72-4a3f-a38b-3dc8c47bd068"}}},{"type":"Data Product","name":"Bollinger Channels Objects","id":"5ffc6a67-e33b-422b-8e36-f9711f93c723","savedPayload":{"position":{"x":23072.49341713892,"y":29207.0453495464},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Channels Objects","id":"1f111f72-624f-4166-9f99-ab8d785d5267"}}},{"type":"Data Product","name":"Bollinger Sub-Channels Objects","id":"48f7953c-f62d-4292-b042-d1ac05f8f80f","savedPayload":{"position":{"x":23053.683458829226,"y":29106.890611883788},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":true,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{"isRunning":false},"referenceParent":{"type":"Product Definition","name":"Bollinger Sub-Channels Objects","id":"080c87fc-4546-4482-ab11-180a33f6d9ab"}}},{"type":"Data Product","name":"Popular SMAs","id":"3b9a3c93-6d41-440e-89a2-2fd1b2dde603","savedPayload":{"position":{"x":23043.701100505998,"y":29005.50001492274},"targetPosition":{"x":24208.69903024272,"y":28943.27543890267},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollLine truncated
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@@ -92,8 +92,8 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
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}
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function updateSizeAndRate(size, rate) {
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tradingEngine.current.position.size.value = size
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tradingEngine.current.position.rate.value = rate
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tradingEngine.current.position.size.value = global.PRECISE(size, 10)
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tradingEngine.current.position.rate.value = global.PRECISE(rate, 10)
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}
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function applySlippageToRate() {
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@@ -517,7 +517,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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evalConditions(stageNode, 'Open Execution')
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evalFormulas(stageNode, 'Open Execution')
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checkExecution(executionNode, true, false, tradingEngine.current.position.size.value, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize)
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checkExecution(executionNode, true, false, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize)
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/* From here on, the state is officially Open */
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tradingStrategyModule.updateStageStatus('Open Stage', 'Open')
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@@ -537,7 +537,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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evalConditions(stageNode, 'Open Execution')
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evalFormulas(stageNode, 'Open Execution')
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checkExecution(executionNode, false, false, tradingEngine.current.position.size.value, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize)
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checkExecution(executionNode, false, false, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize)
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/*
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The Open is finished when the fillSize reaches the Position Size.
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@@ -565,7 +565,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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evalConditions(stageNode, 'Open Execution')
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evalFormulas(stageNode, 'Open Execution')
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checkExecution(executionNode, false, true, tradingEngine.current.position.size.value, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize)
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checkExecution(executionNode, false, true, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize)
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}
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/*
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@@ -951,7 +951,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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evalConditions(stageNode, 'Close Execution')
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evalFormulas(stageNode, 'Close Execution')
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checkExecution(executionNode, false, false, tradingEngine.current.position.openStageFilledSize.value, tradingEngine.current.position.closeStageOrdersSize, tradingEngine.current.position.closeStageFilledSize)
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checkExecution(executionNode, false, false, tradingEngine.current.position.openStageFilledSize, tradingEngine.current.position.closeStageOrdersSize, tradingEngine.current.position.closeStageFilledSize)
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/* Close the Stage Validation */
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if (tradingEngine.current.position.closeStageFilledSize.value === tradingEngine.current.position.openStageFilledSize.value) {
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@@ -1107,6 +1107,11 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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function checkExecution(executionNode, stageIsOpening, stageIsClosing, stageSizeLimit, stageOrdersSize, stageFilledSize) {
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/* Enforcing Precision Limit */
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stageSizeLimit.value = global.PRECISE(stageSizeLimit.value, 10)
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stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10)
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stageFilledSize.value = global.PRECISE(stageFilledSize.value, 10)
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checkExecutionAlgorithms(executionNode)
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function checkExecutionAlgorithms(executionNode) {
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@@ -1153,9 +1158,10 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
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/* Order Size Calculation */
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tradingEngineOrder.size.value = formulas.get(executionAlgorithm.positionSize.formula.id) * tradingSystemOrder.config.positionSizePercentage / 100
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if (stageOrdersSize.value + tradingEngineOrder.size.value > stageSizeLimit) {
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if (stageOrdersSize.value + tradingEngineOrder.size.value > stageSizeLimit.value) {
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/* We reduce the size to the remaining size of the position. */
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tradingEngineOrder.size.value = stageSizeLimit - stageOrdersSize.value
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tradingEngineOrder.size.value = stageSizeLimit.value - stageOrdersSize.value
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tradingEngineOrder.size.value = global.PRECISE(tradingEngineOrder.size.value, 10)
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}
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if (tradingEngineOrder.size.value <= 0) { continue }
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