Using MQService Library
This commit is contained in:
Luis Fernando Molina committed
1 parent
0e06a53ee1
commit
f4814ccdeb
3 files changed
+69
-78
No files matched your search
+55
-78
@@ -3,6 +3,12 @@ const auth = require('./utils/auth')
|
||||
|
||||
exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
|
||||
const {
|
||||
MESSAGE_ENTITY, MESSAGE_TYPE, ORDER_CREATOR, ORDER_TYPE,
|
||||
ORDER_OWNER, ORDER_DIRECTION, ORDER_STATUS, ORDER_EXIT_OUTCOME,
|
||||
createRecord, getRecord, getExpandedRecord
|
||||
} = require("@superalgos/mqservice")
|
||||
|
||||
const FULL_LOG = true;
|
||||
const LOG_FILE_CONTENT = false;
|
||||
|
||||
@@ -747,98 +753,69 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
// Since we are going to write the message to a file that the Simulation Executor is going to read, we use the abbreviations.
|
||||
let messageType;
|
||||
let message;
|
||||
let record;
|
||||
|
||||
messageId++;
|
||||
|
||||
if (strategyPhase === 2 || strategyPhase === 3) {
|
||||
|
||||
if (strategyPhase === 2) {
|
||||
messageType = "Order";
|
||||
messageType = MESSAGE_TYPE.Order;
|
||||
orderId++;
|
||||
}
|
||||
if (strategyPhase === 3) {
|
||||
messageType = "Order Update";
|
||||
messageType = MESSAGE_TYPE.OrderUpdate;
|
||||
}
|
||||
|
||||
message = {
|
||||
id: messageId, // This is a unique Id within the system component that originated the message.
|
||||
from: "SEN", // "Simulation Executor|Trading Cockpit|Simulation Engine|Trading Assistant", // --> "SEX|COK|SEN|ASS"
|
||||
to: "SEX", // "Simulation Executor|Trading Cockpit|Simulation Engine|Trading Assistant", // --> "SEX|COK|SEN|ASS"
|
||||
messageType: messageType, // "Order Authorization Request|Order Authorization Response|Order|Order Update", // --> "ARQ|ARS|ORD|UPT"
|
||||
dateTime: (new Date()).valueOf(),
|
||||
order: {
|
||||
id: orderId, // This is a unique Id within the system component that originated the order.
|
||||
creator: "SE", // "Simulation Engine|Human Trader", // --> "SE|HT"
|
||||
dateTime: (new Date()).valueOf(),
|
||||
owner: "Node/Team/User",
|
||||
exchange: "Poloniex",
|
||||
market: "BTC/USDT",
|
||||
marginEnabled: 0, // true | false --> 1|0
|
||||
type: "L", // "Market|Limit|Stop", // --> "M|L|S"
|
||||
rate: rate,
|
||||
stop: stopLoss,
|
||||
takeProfit: buyOrder,
|
||||
direction: "Sell", //"Sell|Buy", // --> "Sell|Buy"
|
||||
size: "All",
|
||||
status: "Signaled", // "Signaled|Manual Authorized|Manual Not Authorized|Auto Authorized|Auto Not Authorized|Executing|Cancelled|Filled|Partially Filled|Discarded|Placed", // --> "SIG|MAU|MNA|AAU|ANA|EXE|CAN|FIL|PRT|DIS|PLA"
|
||||
sizeFilled: 0,
|
||||
exitOutcome: "" // "Stop Loss|Take Profit" // --> "SL|TP"
|
||||
}
|
||||
}
|
||||
record = createRecord(
|
||||
messageId,
|
||||
MESSAGE_ENTITY.SimulationEngine,
|
||||
MESSAGE_ENTITY.SimulationExecutor,
|
||||
messageType,
|
||||
(new Date()).valueOf(),
|
||||
orderId,
|
||||
ORDER_CREATOR.SimulationEngine,
|
||||
(new Date()).valueOf(),
|
||||
ORDER_OWNER.User,
|
||||
"Poloniex",
|
||||
"BTC/USDT",
|
||||
0,
|
||||
ORDER_TYPE.Limit,
|
||||
rate,
|
||||
stopLoss,
|
||||
buyOrder,
|
||||
ORDER_DIRECTION.Sell,
|
||||
"All",
|
||||
ORDER_STATUS.Signaled,
|
||||
0,
|
||||
"")
|
||||
|
||||
} else {
|
||||
|
||||
message = {
|
||||
id: messageId,
|
||||
from: "SEN",
|
||||
to: "SEX",
|
||||
messageType: "HBT", // Heart Beat, no order or updates sent, just informing we are alive.
|
||||
dateTime: (new Date()).valueOf(),
|
||||
order: {
|
||||
id: 0,
|
||||
creator: "",
|
||||
dateTime: 0,
|
||||
owner: "",
|
||||
exchange: "",
|
||||
market: "",
|
||||
marginEnabled: 0,
|
||||
type: "",
|
||||
rate: 0,
|
||||
stop: 0,
|
||||
takeProfit: 0,
|
||||
direction: "",
|
||||
size: "",
|
||||
status: "",
|
||||
sizeFilled: 0,
|
||||
exitOutcome: ""
|
||||
}
|
||||
}
|
||||
record = createRecord(
|
||||
messageId,
|
||||
MESSAGE_ENTITY.SimulationEngine,
|
||||
MESSAGE_ENTITY.SimulationExecutor,
|
||||
MESSAGE_TYPE.HeartBeat,
|
||||
(new Date()).valueOf(),
|
||||
0,
|
||||
"",
|
||||
0,
|
||||
"",
|
||||
"",
|
||||
"",
|
||||
0,
|
||||
"",
|
||||
0,
|
||||
0,
|
||||
0,
|
||||
"",
|
||||
"",
|
||||
"",
|
||||
0,
|
||||
"")
|
||||
}
|
||||
|
||||
let recordToSimulationExecutor = [
|
||||
message.id,
|
||||
message.from,
|
||||
message.to,
|
||||
message.messageType,
|
||||
message.dateTime,
|
||||
[
|
||||
message.order.id,
|
||||
message.order.creator,
|
||||
message.order.owner,
|
||||
message.order.exchange,
|
||||
message.order.market,
|
||||
message.order.marginEnabled,
|
||||
message.order.type,
|
||||
message.order.rate,
|
||||
message.order.stop,
|
||||
message.order.takeProfit,
|
||||
message.order.direction,
|
||||
message.order.size,
|
||||
message.order.status,
|
||||
message.order.sizeFilled,
|
||||
message.order.exitOutcome
|
||||
]
|
||||
]
|
||||
|
||||
record = {
|
||||
begin: candle.begin,
|
||||
end: candle.end,
|
||||
@@ -865,7 +842,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
|
||||
buyOrder: buyOrder,
|
||||
stopLossPhase: stopLossPhase,
|
||||
buyOrderPhase: buyOrderPhase,
|
||||
recordToSimulationExecutor: recordToSimulationExecutor
|
||||
recordToSimulationExecutor: record
|
||||
}
|
||||
|
||||
recordsArray.push(record);
|
||||
|
||||
Generated
+13
@@ -0,0 +1,13 @@
|
||||
{
|
||||
"name": "AAToma",
|
||||
"version": "1.0.0",
|
||||
"lockfileVersion": 1,
|
||||
"requires": true,
|
||||
"dependencies": {
|
||||
"@superalgos/mqservice": {
|
||||
"version": "0.0.3",
|
||||
"resolved": "https://registry.npmjs.org/@superalgos/mqservice/-/mqservice-0.0.3.tgz",
|
||||
"integrity": "sha512-7beJRbcylkzND1MnWdEIrmtrqOyFvRsS131JKk6Xap5fFpS8kPpXKHEY50K97qwBnbTJZSJyNvSjafJPRUNjqQ=="
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -9,5 +9,6 @@
|
||||
"author": "Luis-Fernando-Molina",
|
||||
"license": "ISC",
|
||||
"dependencies": {
|
||||
"@superalgos/mqservice": "0.0.3"
|
||||
}
|
||||
}
|
||||
Reference in new issue
Block a user