Adding Fake Market #1
This commit is contained in:
Matias Benitez committed
1 parent
dd22ef2587
commit
fd10dc6310
1 file changed
+580
@@ -0,0 +1,580 @@
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var LRCIndicator = require('./LRCIndicator');
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exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE, BLOB_STORAGE, FILE_STORAGE) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const USE_PARTIAL_LAST_CANDLE = true; // When running live the last candle generated is a partial candle.
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let bot = BOT;
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const ONE_MIN_IN_MILISECONDS = 60 * 1000;
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const MODULE_NAME = "User Bot";
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const EXCHANGE_NAME = "Poloniex";
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const logger = DEBUG_MODULE.newDebugLog();
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logger.fileName = MODULE_NAME;
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logger.bot = bot;
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thisObject = {
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initialize: initialize,
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start: start
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};
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let gaussStorage = BLOB_STORAGE.newBlobStorage(bot);
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let utilities = UTILITIES.newUtilities(bot);
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let statusDependencies;
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return thisObject;
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function initialize(pStatusDependencies, pMonth, pYear, callBackFunction) {
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try {
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logger.fileName = MODULE_NAME;
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
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statusDependencies = pStatusDependencies;
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gaussStorage.initialize({ bot: "AAGauss", devTeam: "AAMasters" }, onGaussInizialized);
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function onGaussInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> onGaussInizialized -> Initialization Succeed."); }
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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} else {
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logger.write("[ERROR] initialize -> onGaussInizialized -> err = " + err.message);
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callBackFunction(err);
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}
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}
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} catch (err) {
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logger.write("[ERROR] initialize -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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/*
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TODO Create Description
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*/
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function start(callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> Entering function."); }
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let market = global.MARKET;
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let reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
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let executionTime;
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let maxCandleTime;
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let lastCandles;
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getContextVariables();
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function getContextVariables() {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> Entering function."); }
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let reportKey = "AAMasters" + "-" + "AAOlivia" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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if (statusDependencies.statusReports.get(reportKey).status === "Status Report is corrupt.") {
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logger.write("[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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let thisReport = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport.lastFile === undefined) {
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logger.write("[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: "Dependency not ready."
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}
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logger.write("[WARN] start -> getContextVariables -> customOK = " + customOK.message);
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callBackFunction(customOK);
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return;
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}
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maxCandleTime = new Date(Date.UTC(thisReport.lastFile.year, thisReport.lastFile.month - 1, thisReport.lastFile.days, thisReport.lastFile.hours, thisReport.lastFile.minutes));
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reportKey = "AAMasters" + "-" + "AAGauss" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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if (statusDependencies.statusReports.get(reportKey).status === "Status Report is corrupt.") {
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logger.write("[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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thisReport = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport.lastCandles !== undefined) {
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logger.write("[INFO] start -> getContextVariables -> thisReport.lastCandles: " + JSON.stringify(thisReport.lastCandles));
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lastCandles = thisReport.lastCandles;
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buildLRCPoints();
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} else {
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if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> First time running the bot."); }
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lastCandles = [];
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for (n = 0; n < global.dailyFilePeriods.length; n++) {
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lastCandles.push(0);
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}
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lastCandles[10] = new Date(Date.UTC(2018, 3).valueOf());
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if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> Starting at: " + new Date(lastCandles[10]).toISOString()); }
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buildLRCPoints();
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}
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} catch (err) {
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logger.write("[ERROR] start -> getContextVariables -> err = " + err.message);
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if (err.message === "Cannot read property 'file' of undefined") {
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logger.write("[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
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logger.write("[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
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}
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildLRCPoints() {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> Entering function."); }
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advanceTime();
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function advanceTime() {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> Entering function."); }
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executionTime = new Date(lastCandles[10].valueOf() + ONE_MIN_IN_MILISECONDS);
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> New processing time @ " + executionTime.toISOString()); }
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/* Validation that we are not going past the head of the market. */
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if (executionTime.valueOf() > maxCandleTime.valueOf()) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCPoints -> advanceTime -> Head of the market found @ " + maxCandleTime.toISOString()); }
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callBackFunction(global.DEFAULT_OK_RESPONSE); // Here is where we finish processing and wait for the platform to run this module again.
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return;
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}
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periodsLoop();
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}
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}
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function periodsLoop() {
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let n = 0 // loop Variable representing each possible period as defined at the periods array.
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loopBody();
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function loopBody() {
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCChannels -> periodsLoop -> loopBody -> Entering function. Time: " + executionTime.toISOString() + ". Loop: "+n); }
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const outputPeriod = global.dailyFilePeriods[n][0];
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const folderName = global.dailyFilePeriods[n][1];
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isTimeToRun();
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function isTimeToRun() {
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let nextExecution = lastCandles[n].valueOf() + outputPeriod;
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if (executionTime.valueOf() >= nextExecution) {
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getLRCPoints();
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} else {
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if (FULL_LOG === true) logger.write("[INFO] start -> periodsLoop -> loopBody -> It's not time to run this period. Next Execution: " + new Date(nextExecution).toISOString());
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controlLoop();
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}
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}
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function getLRCPoints() {
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if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> Entering function."); }
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const maxLRCDepth = 63;
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const maxBackwardsCount = 60;
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let backwardsCount = 0;
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let candleArray = [];
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let queryDate = new Date(executionTime);
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let candleFile = getDailyFile(queryDate, onDailyFileReceived);
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function onDailyFileReceived(err, candleFile) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> onDailyFileReceived."); }
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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for (let i = 0; i < candleFile.length; i++) {
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let candle = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined
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};
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candle.min = candleFile[i][0];
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candle.max = candleFile[i][1];
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candle.open = candleFile[i][2];
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candle.close = candleFile[i][3];
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candle.begin = candleFile[i][4];
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candle.end = candleFile[i][5];
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if (LOG_FILE_CONTENT === true) { logger.write("[INFO] Candle Date: " + new Date(candle.begin).toISOString() + ". Process Date: " + executionTime.toISOString()); }
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if (candleArray.length < maxLRCDepth && candle.begin <= executionTime.valueOf()) {
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candleArray.push(candleFile[i]);
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}
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}
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if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> Candle Array Length: " + candleArray.length); }
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if (candleArray.length >= maxLRCDepth) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> All candles available proceed with LRC calculations."); }
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let lrcChannel = performLRCCalculations(candleArray);
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saveChannel(lrcChannel);
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} else if (backwardsCount <= maxBackwardsCount) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> getChannelTilt -> Getting file for day before."); }
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queryDate.setDate(queryDate.getDate() - 1);
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getDailyFile(queryDate, onDailyFileReceived);
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backwardsCount++;
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} else {
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logger.write("[ERROR] start -> getChannelTilt -> Not enough history to calculate LRC.");
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callBack(global.DEFAULT_RETRY_RESPONSE);
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}
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}
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}
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function getDailyFile(dateTime, onDailyFileReceived) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> getDailyFile -> Entering function."); }
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let datePath = dateTime.getUTCFullYear() + "/" + utilities.pad(dateTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(dateTime.getUTCDate(), 2);
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let filePath = "AAMasters/AAOlivia.1.0/AACloud.1.1/Poloniex/dataSet.V1/Output/Candles/Multi-Period-Daily/" + folderName + "/" + datePath;
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let fileName = market.assetA + '_' + market.assetB + ".json"
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gaussStorage.getTextFile(filePath, fileName, onFileReceived);
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function onFileReceived(err, text) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> getLRCPoints -> getDailyFile -> onFileReceived > Entering Function."); }
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let candleFile = JSON.parse(text);
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onDailyFileReceived(global.DEFAULT_OK_RESPONSE, candleFile);
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} else {
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logger.write("[ERROR] start -> getLRCPoints -> getDailyFile -> onFileReceived -> Failed to get the file. Will abort the process and request a retry.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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}
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} catch (err) {
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logger.write("[ERROR] start -> getLRCPoints -> getDailyFile -> err = " + err.message);
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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}
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}
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function performLRCCalculations(candleArray) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> performLRCCalculations -> Entering function."); }
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/*
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* It's needed to order since it's possible that we need to get another file and it will put an older candle at the end of the array.
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*/
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candleArray.sort(function (a, b) {
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return a[4] - b[4];
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});
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if (USE_PARTIAL_LAST_CANDLE === false) candleArray = candleArray.slice(0, candleArray.length - 1);
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let lrcPoints = [];
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lrcPoints.push(0); //firstCandleBeginTime 0
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lrcPoints.push(0); //firstCandleEndTime 1
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lrcPoints.push(0); //lastCandleBeginTime 2
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lrcPoints.push(0); //lastCandleEndTime 3
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lrcPoints.push(0); //minimumChannelValue 4
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lrcPoints.push(0); //middleChannelValue 5
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lrcPoints.push(0); //maximumChannelValue 6
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if (LOG_FILE_CONTENT === true)
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lrcPoints.push(candleArray); //Entire candle array 7
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calculateLRC(candleArray, lrcPoints);
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let lastCandle = candleArray[0];
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let firstCandle = candleArray[candleArray.length - 1];
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lrcPoints[0] = firstCandle[4];
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lrcPoints[1] = firstCandle[5];
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lrcPoints[2] = lastCandle[4];
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lrcPoints[3] = lastCandle[5];
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if (FULL_LOG === true) {
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logger.write("[INFO] start -> getChannelTilt -> performLRCCalculations -> LRC Points calculation results: " + JSON.stringify(lrcPoints)); }
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return lrcPoints;
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}
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function calculateLRC(candlesArray, lrcPoints) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> getChannelTilt -> calculateLRC -> Entering function."); }
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let lrcMinIndicator = new LRCIndicator(15);
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let lrcMidIndicator = new LRCIndicator(30);
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let lrcMaxIndicator = new LRCIndicator(60);
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for (let i = 0; i < candlesArray.length; i++) {
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let tempCandle = candlesArray[i];
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let averagePrice = (tempCandle[0] + tempCandle[1] + tempCandle[2] + tempCandle[3]) / 4; // TODO Check which price should be take to get the LRC
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lrcMinIndicator.update(averagePrice);
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lrcMidIndicator.update(averagePrice);
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lrcMaxIndicator.update(averagePrice);
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}
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/*
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* Only if there is enough history the result will be calculated
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*/
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if (lrcMinIndicator.result != false && lrcMidIndicator.result != false && lrcMaxIndicator.result != false) {
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lrcPoints[4] = lrcMinIndicator.result;
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lrcPoints[5] = lrcMidIndicator.result;
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lrcPoints[6] = lrcMaxIndicator.result;
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return lrcPoints;
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} else {
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logger.write("[ERROR] start -> getChannelTilt -> calculateLRC -> There is not enough history to calculate the LRC.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function saveChannel(lrcChannel) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> Entering function."); }
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let fileContent;
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let datePath = executionTime.getUTCFullYear() + "/" + utilities.pad(executionTime.getUTCMonth() + 1, 2) + "/" + utilities.pad(executionTime.getUTCDate(), 2);
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let filePath = bot.filePathRoot + "/Output/LRC-Channel/Multi-Period-Daily/" + folderName + "/" + datePath;
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let fileName = market.assetA + '_' + market.assetB + ".json"
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCChannels -> periodsLoop -> loopBody -> getCurrentContent -> fileName = " + fileName); }
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if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCChannels -> periodsLoop -> loopBody -> getCurrentContent -> filePath = " + filePath); }
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gaussStorage.getTextFile(filePath, fileName, onFileRetrieved);
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function onFileRetrieved(err, text) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> onFileRetrieved -> Entering function."); }
|
||||
|
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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if (err.message === "File does not exist.") {
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if (FULL_LOG === true) { logger.write("[INFO] start -> onFileRetrieved -> Daily file does not exist, creating folders."); }
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createFolders(filePath);
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return;
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} else {
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logger.write("[ERROR] start -> onFileRetrieved -> err = " + err.message);
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callBackFunction(err);
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return;
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}
|
||||
}
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if (FULL_LOG === true) { logger.write("[INFO] start -> onFileRetrieved -> Daily file exist, appending content."); }
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fileContent = JSON.parse(text);
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appendToFile(fileContent);
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}
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||||
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||||
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function createFolders(filePath) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> createFolders -> Entering function."); }
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utilities.createFolderIfNeeded(filePath, gaussStorage, onFolderACreated);
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function onFolderACreated(err) {
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if (FULL_LOG === true) { logger.write("[INFO] start -> createFolders -> onFolderACreated -> Entering function."); }
|
||||
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write("[ERROR] start -> createFolders -> onFolderACreated -> err = " + err.message);
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callBackFunction(err);
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return;
|
||||
}
|
||||
|
||||
utilities.createFolderIfNeeded(reportFilePath, gaussStorage, onFolderCreated);
|
||||
}
|
||||
|
||||
function onFolderCreated(err) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> createFolders -> onFolderCreated -> Entering function."); }
|
||||
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||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write("[ERROR] start -> createFolders -> onFolderCreated -> err = " + err.message);
|
||||
callBackFunction(err);
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||||
return;
|
||||
}
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createFile();
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> createFolders -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
function createFile() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> createFile -> Entering function."); }
|
||||
|
||||
let existingContent = [];
|
||||
existingContent.push(lrcChannel);
|
||||
|
||||
gaussStorage.createTextFile(filePath, fileName, JSON.stringify(existingContent), onFileCreated);
|
||||
|
||||
function onFileCreated(err) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> onFileCreated -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write("[ERROR] start -> saveChannel -> onFileCreated -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
if (LOG_FILE_CONTENT === true) {
|
||||
logger.write("[INFO] start -> saveChannel -> onFileCreated -> Content written = " + JSON.stringify(existingContent));
|
||||
}
|
||||
|
||||
// We keep a record of the last candle used for the time period
|
||||
lastCandles[n] = lrcChannel[0];
|
||||
|
||||
controlLoop();
|
||||
}
|
||||
}
|
||||
|
||||
function appendToFile(fileContent) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> appendToFile -> Entering function."); }
|
||||
|
||||
fileContent.push(lrcChannel);
|
||||
|
||||
gaussStorage.createTextFile(filePath, fileName, JSON.stringify(fileContent), onExistingFileUpdated);
|
||||
|
||||
function onExistingFileUpdated(err) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> saveChannel -> onExistingFileUpdated -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write("[ERROR] start -> saveChannel -> onExistingFileUpdated -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
if (LOG_FILE_CONTENT === true) {
|
||||
logger.write("[INFO] start -> saveChannel -> onExistingFileUpdated -> Content written = " + JSON.stringify(fileContent));
|
||||
}
|
||||
|
||||
// We keep a record of the last candle used for the time period
|
||||
lastCandles[n] = lrcChannel[0];
|
||||
|
||||
controlLoop();
|
||||
}
|
||||
}
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> saveChannel -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function controlLoop() {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> buildLRCChannels -> periodsLoop -> controlLoop -> Entering function."); }
|
||||
|
||||
n++;
|
||||
|
||||
if (n < global.dailyFilePeriods.length) {
|
||||
|
||||
loopBody();
|
||||
|
||||
} else {
|
||||
|
||||
writeStatusReport();
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
function writeStatusReport() {
|
||||
|
||||
try {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> writeStatusReport -> Entering function."); }
|
||||
|
||||
let key = bot.devTeam + "-" + bot.codeName + "-" + bot.process + "-" + bot.dataSetVersion;
|
||||
|
||||
let statusReport = statusDependencies.statusReports.get(key);
|
||||
|
||||
statusReport.file.lastExecution = bot.processDatetime;
|
||||
statusReport.file.lastCandles = lastCandles;
|
||||
statusReport.save(onSaved);
|
||||
|
||||
function onSaved(err) {
|
||||
|
||||
if (FULL_LOG === true) { logger.write("[INFO] start -> writeStatusReport -> onSaved -> Entering function."); }
|
||||
|
||||
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
||||
logger.write("[ERROR] start -> writeStatusReport -> onSaved -> err = " + err.message);
|
||||
callBackFunction(err);
|
||||
return;
|
||||
}
|
||||
|
||||
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
||||
}
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> writeStatusReport -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
} catch (err) {
|
||||
logger.write("[ERROR] start -> err = " + err.message);
|
||||
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
||||
}
|
||||
}
|
||||
};
|
||||
Reference in new issue
Block a user