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getContextVariables reimplemented

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Luis Fernando Molina committed 2018-06-20 11:34:54 +02:00
1 parent f321a6f628
commit fb1f7cce46
1 file changed
+115 -223
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Multi-Period-Daily/User.Bot.js
+115 -223
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@@ -143,274 +143,166 @@
currentEndValues.push(currentEndValuesItem);
}
let lastOliviaFiles; // Remembers the last date that olivia wrote files.
marketsLoop();
/*
At every run, the process needs to loop through all the markets at this exchange.
The following functions marketsLoop(), openMarket(), closeMarket() and closeAndOpenMarket() controls the serialization of this processing.
*/
function marketsLoop() {
let market = global.MARKET;
/* Context Variables */
let contextVariables = {
lastCandleFile: undefined, // Datetime of the last file files sucessfully produced by this process.
firstTradeFile: undefined, // Datetime of the first trade file in the whole market history.
maxCandleFile: undefined // Datetime of the last file available to be used as an input of this process.
};
getContextVariables();
function getContextVariables() {
try {
if (LOG_INFO === true) {
logger.write("[INFO] Entering function 'marketsLoop'");
}
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Entering function."); }
markets.getMarketsByExchange(EXCHANGE_ID, onMarketsReady);
let thisReport;
let reportKey;
let statusReport;
function onMarketsReady(marketsArray) {
/* We look first for Charly in order to get when the market starts. */
marketQueue = JSON.parse(marketsArray);
reportKey = "AAMasters" + "-" + "AACharly" + "-" + "Poloniex-Historic-Trades" + "-" + "dataSet.V1";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
openMarket(); // First execution and entering into the real loop.
}
}
catch (err) {
const logText = "[ERROR] 'marketsLoop' - ERROR : " + err.message;
logger.write(logText);
}
}
function openMarket() {
// To open a Market means picking a new market from the queue.
try {
if (LOG_INFO === true) {
logger.write("[INFO] Entering function 'openMarket'");
}
if (marketQueue.length === 0) {
if (LOG_INFO === true) {
logger.write("[INFO] 'openMarket' - marketQueue.length === 0");
}
const logText = "[WARN] We processed all the markets.";
logger.write(logText);
callBackFunction(nextIntervalExecution, nextIntervalLapse);
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === "undefined") { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (GO_RANDOM === true) {
const index = parseInt(Math.random() * (marketQueue.length - 1));
market.id = marketQueue[index][0];
market.assetA = marketQueue[index][1];
market.assetB = marketQueue[index][2];
market.status = marketQueue[index][3];
marketQueue.splice(index, 1);
} else {
let marketRecord = marketQueue.shift();
market.id = marketRecord[0];
market.assetA = marketRecord[1];
market.assetB = marketRecord[2];
market.status = marketRecord[3];
if (FORCE_MARKET > 0) {
if (FORCE_MARKET !== market.id) {
closeAndOpenMarket();
return;
}
}
}
if (LOG_INFO === true) {
logger.write("[INFO] 'openMarket' - marketQueue.length = " + marketQueue.length);
logger.write("[INFO] 'openMarket' - market sucessfully opened : " + market.assetA + "_" + market.assetB);
}
if (market.status === markets.ENABLED) {
getStatusReport();
} else {
logger.write("[INFO] 'openMarket' - market " + market.assetA + "_" + market.assetB + " skipped because its status is not valid. Status = " + market.status);
closeAndOpenMarket();
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
}
catch (err) {
const logText = "[ERROR] 'openMarket' - ERROR : " + err.message;
logger.write(logText);
closeMarket();
}
}
function closeMarket() {
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (LOG_INFO === true) {
logger.write("[INFO] Entering function 'closeMarket'");
}
if (thisReport.lastFile === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> It is too early too run this process since the trade history of the market is not there yet.");
}
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency does not exist."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
function closeAndOpenMarket() {
contextVariables.firstTradeFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + thisReport.lastFile.hours + ":" + thisReport.lastFile.minutes + GMT_SECONDS);
if (LOG_INFO === true) {
logger.write("[INFO] Entering function 'closeAndOpenMarket'");
}
/* Second, we get the report from Olivia, to know when the marted ends. */
openMarket();
}
reportKey = "AAMasters" + "-" + "AAOlivia" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
/*
statusReport = statusDependencies.statusReports.get(reportKey);
The following code executes for each market.
if (statusReport === "undefined") { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
*/
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
function getStatusReport() {
thisReport = statusDependencies.statusReports.get(reportKey).file;
try {
if (thisReport.lastFile === undefined) {
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
let reportFilePath;
let fileName = "Status.Report." + market.assetA + '_' + market.assetB + ".json"
let firstTradeFile;
let customOK = {
result: global.CUSTOM_OK_RESPONSE.result,
message: "Dependency not ready."
}
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
callBackFunction(customOK);
return;
}
getHistoricTrades();
contextVariables.maxCandleFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
function getHistoricTrades() {
/* Finally we get our own Status Report. */
reportKey = "AAMasters" + "-" + "AATom" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
statusReport = statusDependencies.statusReports.get(reportKey);
if (statusReport === "undefined") { // This means the status report does not exist, that could happen for instance at the begining of a month.
logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
return;
}
if (statusReport.status === "Status Report is corrupt.") {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
return;
}
thisReport = statusDependencies.statusReports.get(reportKey).file;
if (thisReport.lastFile !== undefined) {
contextVariables.lastCandleFile = new Date(thisReport.lastFile);
/*
We need to know where is the begining of the market, since that will help us know where the Index Files should start.
Here we assume that the last day written might contain incomplete information. This actually happens every time the head of the market is reached.
For that reason we go back one day, the partial information is discarded and added again with whatever new info is available.
*/
reportFilePath = EXCHANGE_NAME + "/Processes/" + "Poloniex-Historic-Trades";
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
charlyAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
buildStairs();
return;
function onStatusReportReceived(text) {
} else {
let statusReport;
contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
try {
statusReport = JSON.parse(text);
firstTradeFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + statusReport.lastFile.hours + ":" + statusReport.lastFile.minutes + GMT_SECONDS);
getOliviaStatusReport();
} catch (err) {
const logText = "[INFO] 'getStatusReport' - Failed to read main Historic Trades Status Report for market " + market.assetA + '_' + market.assetB + " . Skipping it. ";
logger.write(logText);
closeAndOpenMarket();
}
}
buildStairs();
return;
}
function getOliviaStatusReport() {
/* We need to discover the maxCandle file, which is the last file with candles we can use as input. */
reportFilePath = EXCHANGE_NAME + "/Processes/" + "Multi-Period-Daily";
oliviaAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
function onStatusReportReceived(text) {
let statusReport;
try {
statusReport = JSON.parse(text);
lastOliviaFiles = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
getThisProcessReport();
} catch (err) {
/*
It might happen that the file content is corrupt or it does not exist. In either case we will point our lastCandleFile
to the current one.
*/
lastOliviaFiles = new Date();
getThisProcessReport();
}
}
} catch (err) {
logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.message);
if (err.message === "Cannot read property 'file' of undefined") {
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
}
function getThisProcessReport() {
/* If the process run and was interrupted, there should be a status report that allows us to resume execution. */
reportFilePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Processes/" + bot.process;
tomAzureFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
function onStatusReportReceived(text) {
let statusReport;
let lastCandleFile;
try {
statusReport = JSON.parse(text);
lastCandleFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
lastEndValues = statusReport.lastEndValues;
buildStairs(lastCandleFile);
} catch (err) {
/*
It might happen that the file content is corrupt or it does not exist. In either case we will point our lastCandleFile
to the begining of the market.
*/
lastCandleFile = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
buildStairs(lastCandleFile);
}
}
}
}
catch (err) {
const logText = "[ERROR] 'getStatusReport' - ERROR : " + err.message;
logger.write(logText);
closeMarket();
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
}
}
function buildStairs(lastCandleFile) {
function buildStairs() {
let n;
let currentDay = lastCandleFile;
let currentDay = contextVariables.lastCandleFile;
let nextDay;
advanceTime();
function advanceTime() {
@@ -424,7 +316,7 @@
/* Validation that we are not going past the head of the market. */
if (currentDay.valueOf() > lastOliviaFiles.valueOf()) {
if (currentDay.valueOf() > contextVariables.maxCandleFile.valueOf()) {
nextIntervalExecution = true; // we request a new interval execution.
@@ -518,7 +410,7 @@
} catch (err) {
if (nextDay.valueOf() > lastOliviaFiles.valueOf()) {
if (nextDay.valueOf() > contextVariables.maxCandleFile.valueOf()) {
nextDayFile = []; // we are past the head of the market, then no worries if this file is non existent.
buildCandles();
@@ -855,7 +747,7 @@
} catch (err) {
if (nextDay.valueOf() > lastOliviaFiles.valueOf()) {
if (nextDay.valueOf() > contextVariables.maxCandleFile.valueOf()) {
nextDayFile = []; // we are past the head of the market, then no worries if this file is non existent.
buildVolumes();