Context Module Introduced
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Luis Fernando Molina committed
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@@ -1,19 +1,21 @@
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exports.newExchangeAPI = function newExchangeAPI(BOT) {
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exports.newContext = function newContext(BOT) {
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/*
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This module allows trading bots to have a context between executions.
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This module allows trading bots to connect to the exchange and do trding operations on it. So far it can only work with Poloniex.
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It deals with these 3 different files that helps the bot process remember where it is standing:
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1. The Status Report.
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2. The Execution History.
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3. The Execution Context.
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*/
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const MODULE_NAME = "Exchange API";
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const MODULE_NAME = "Context";
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thisObject = {
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initialize: initialize,
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getOpenPositions: getOpenPositions,
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getExecutedTrades: getExecutedTrades,
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putPosition: putPosition,
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movePosition: movePosition
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saveAll: saveAll
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};
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let bot = BOT;
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@@ -22,33 +24,323 @@
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const logger = DEBUG_MODULE.newDebugLog();
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logger.fileName = MODULE_NAME;
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const POLONIEX_CLIENT_MODULE = require('./Poloniex API Client');
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let poloniexApiClient;
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let statusReport; // This is the typical Status Report that defines which was the last sucessfull execution and a few other pieces of info.
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let executionHistory; // This is
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let executionContext; // Here is the information of the last execution of this bot process.
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return thisObject;
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function initialize(callBackFunction) {
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try {
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/*
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let apiKey = readApiKey();
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poloniexApiClient = new POLONIEX_CLIENT_MODULE(apiKey.Key, apiKey.Secret);
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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
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of the process.
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function readApiKey() {
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*/
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try {
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return JSON.parse(fs.readFileSync('../' + 'API-Keys' + '/' + EXCHANGE_NAME + '.json', 'utf8'));
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getStatusReport();
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function getStatusReport() {
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/* If the process run and was interrupted, there should be a status report that allows us to resume execution. */
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let fileName = "Status.Report.json"
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let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Processes/" + bot.process;
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mariamAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(text) {
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try {
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statusReport = JSON.parse(text);
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if (statusReport.lastExecution === undefined) {
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createConext();
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} else {
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getExecutionHistory();
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}
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} catch (err) {
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/*
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It might happen that the file content is corrupt or it does not exist. The bot can not run without a Status Report,
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since it is risky to ignore its own history, so even for first time execution, a status report with the right format
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is needed.
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*/
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const logText = "[ERROR] 'getStatusReport' - Bot cannot execute without a status report. ERROR : " + err.message;
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logger.write(logText);
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}
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}
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catch (err) {
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logger.write("[ERROR] initialize -> readApiKey -> err = " + err);
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callBackFunction("Operation Failed.");
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}
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function getExecutionHistory() {
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let fileName = "Execution.History.json"
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let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + bot.process;
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mariamAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(text) {
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try {
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executionHistory = JSON.parse(text);
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getExecutionContext();
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} catch (err) {
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/*
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It might happen that the file content is corrupt or it does not exist. The bot can not run without a Status Report,
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since it is risky to ignore its own history, so even for first time execution, a status report with the right format
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is needed.
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*/
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const logText = "[ERROR] 'getExecutionHistory' - Bot cannot execute without the Execution History. ERROR : " + err.message;
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logger.write(logText);
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}
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}
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}
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function getExecutionContext() {
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let date = new Date(statusReport.lastExecution);
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let fileName = "Execution.Context.json"
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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);
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let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + bot.process + "/" + dateForPath;
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mariamAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(text) {
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try {
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executionContext = JSON.parse(text);
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executionContext.transactions = []; // We record here the transactions that happened duting this execution.
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ordersExecutionCheck();
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} catch (err) {
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/*
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It might happen that the file content is corrupt or it does not exist. The bot can not run without a Status Report,
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since it is risky to ignore its own history, so even for first time execution, a status report with the right format
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is needed.
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*/
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const logText = "[ERROR] 'getExecutionContext' - Bot cannot execute without the Execution Context. ERROR : " + err.message;
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logger.write(logText);
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}
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}
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}
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function createConext() {
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/*
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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
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is what we are going to do now.
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*/
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executionHistory = [];
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executionContext = {
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investment: {
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assetA: 0,
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assetB: 0
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},
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availableBalance: {
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assetA: 0,
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assetB: 0
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},
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positions: [],
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transactions: []
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};
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getCandles();
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}
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} catch (err) {
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logger.write("[ERROR] initialize -> err = " + err);
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callBackFunction("Operation Failed.");
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}
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}
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}
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function saveAll(callBackFunction) {
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try {
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writeExecutionContext();
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function writeExecutionContext() {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'writeExecutionContext'");
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}
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try {
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let fileName = "Execution.Context.json"
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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);
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let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + bot.process + "/" + dateForPath;
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utilities.createFolderIfNeeded(filePath, mariamAzureFileStorage, onFolderCreated);
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function onFolderCreated() {
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try {
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let fileContent = JSON.stringify(executionContext);
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mariamAzureFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
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function onFileCreated() {
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if (LOG_INFO === true) {
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logger.write("[INFO] 'writeExecutionContext' - Content written: " + fileContent);
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}
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writeExucutionHistory();
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}
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}
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catch (err) {
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const logText = "[ERROR] 'writeExecutionContext - onFolderCreated' - ERROR : " + err.message;
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logger.write(logText);
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}
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}
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}
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catch (err) {
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const logText = "[ERROR] 'writeExecutionContext' - ERROR : " + err.message;
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logger.write(logText);
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}
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}
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function writeExucutionHistory() {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'writeExucutionHistory'");
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}
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try {
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let fileName = "Execution.History.json"
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let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + bot.process;
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utilities.createFolderIfNeeded(filePath, mariamAzureFileStorage, onFolderCreated);
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function onFolderCreated() {
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try {
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let newRecord = [
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newHistoryRecord.date.valueOf(),
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newHistoryRecord.rate,
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newHistoryRecord.newPositions,
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newHistoryRecord.newTrades,
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newHistoryRecord.movedPositions
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];
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executionHistory.push(newRecord);
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let fileContent = JSON.stringify(executionHistory);
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mariamAzureFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
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function onFileCreated() {
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if (LOG_INFO === true) {
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logger.write("[INFO] 'writeExucutionHistory'");
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}
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writeStatusReport();
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}
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}
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catch (err) {
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const logText = "[ERROR] 'writeExucutionHistory - onFolderCreated' - ERROR : " + err.message;
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logger.write(logText);
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}
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}
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}
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catch (err) {
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const logText = "[ERROR] 'writeExucutionHistory' - ERROR : " + err.message;
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logger.write(logText);
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}
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}
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function writeStatusReport() {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'writeStatusReport'");
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}
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try {
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let fileName = "Status.Report.json"
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let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Processes/" + bot.process;
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utilities.createFolderIfNeeded(filePath, mariamAzureFileStorage, onFolderCreated);
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function onFolderCreated() {
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try {
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statusReport.lastExecution = processDatetime;
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let fileContent = JSON.stringify(statusReport);
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mariamAzureFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
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function onFileCreated() {
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if (LOG_INFO === true) {
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logger.write("[INFO] 'writeStatusReport' - Content written: " + fileContent);
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}
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callBackFunction(true); // We tell the AA Platform that we request a regular execution and finish the bot s process.
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return;
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}
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}
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catch (err) {
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const logText = "[ERROR] 'writeStatusReport - onFolderCreated' - ERROR : " + err.message;
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logger.write(logText);
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}
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}
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}
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catch (err) {
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const logText = "[ERROR] 'writeStatusReport' - ERROR : " + err.message;
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logger.write(logText);
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}
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}
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} catch (err) {
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logger.write("[ERROR] saveAll -> Error = " + err.message);
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callBackFunction("Operation Failed.");
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}
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}
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};
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