exports.newDatasource = function newDatasource(BOT, DEBUG_MODULE, FILE_STORAGE) { /* This module allows trading bots to access information stored at the cloud storage. */ const MODULE_NAME = "Datasource"; thisObject = { initialize: initialize, candlesFiles: new Map, // Complete sets of candles for different Time Periods. For Time Periods < 1hs sets are of current day only, otherwise whole market. candlesMap: new Map, // The last 10 candles for each Time Period will be stored here. stairsFiles: new Map, // Complete sets of patterns for different Time Periods. For Time Periods < 1hs sets are of current day only, otherwise whole market. stairsMap: new Map // The patterns we are currently in will be stored here. }; let bot = BOT; const logger = DEBUG_MODULE.newDebugLog(); logger.fileName = MODULE_NAME; let oliviaAzureFileStorage = FILE_STORAGE.newAzureFileStorage(bot); let tomAzureFileStorage = FILE_STORAGE.newAzureFileStorage(bot); return thisObject; function initialize(callBackFunction) { try { oliviaAzureFileStorage.initialize("Olivia"); tomAzureFileStorage.initialize("Tom"); getCandles(onCandlesReady); function onCandlesReady() {getPatterns(onPatternsReady); } function onDailyFileonPatternsReadysReady() {callBackFunction();} } catch (err) { logger.write("[ERROR] initialize -> err = " + err); callBackFunction("Operation Failed."); } } function getCandles(callBack) { try { /* We will read several files with candles for the current day. We will use these files as an input to make trading decitions later. */ getMarketFiles(); function getMarketFiles() { try { /* Now we will get the market files */ for (i = 0; i < marketFilesPeriods.length; i++) { let periodTime = marketFilesPeriods[i][0]; let periodName = marketFilesPeriods[i][1]; getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Market/@Period", periodName, undefined, onFileReceived); function onFileReceived(file) { thisObject.candlesFiles.set(periodName, file); if (thisObject.candlesFiles.size === marketFilesPeriods.length) { getDailyFiles(); } } } } catch (err) { logger.write("[ERROR] getCandles -> getMarketFiles -> err = " + err); callBack("Operation Failed."); } } function getDailyFiles(callBack) { try { for (i = 0; i < dailyFilePeriods.length; i++) { let periodTime = dailyFilePeriods[i][0]; let periodName = dailyFilePeriods[i][1]; getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived); function onFileReceived(file) { thisObject.candlesFiles.set(periodName, file); if (thisObject.candlesFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) { getCandlesWeAreIn(); } } } } catch (err) { logger.write("[ERROR] getCandles -> getDailyFiles -> err = " + err); callBack("Operation Failed."); } } function getCandlesWeAreIn() { try { let counter = 0; thisObject.candlesFiles.forEach(getCurrentCandles); function getCurrentCandles(pCandlesFile, pPeriodName, map) { let candlesArray = []; for (i = 0; i < pCandlesFile.length; i++) { let candle = { open: undefined, close: undefined, min: 10000000000000, max: 0, begin: undefined, end: undefined, direction: undefined }; candle.min = pCandlesFile[i][0]; candle.max = pCandlesFile[i][1]; candle.open = pCandlesFile[i][2]; candle.close = pCandlesFile[i][3]; candle.begin = pCandlesFile[i][4]; candle.end = pCandlesFile[i][5]; if (candle.open > candle.close) { candle.direction = 'down'; } if (candle.open < candle.close) { candle.direction = 'up'; } if (candle.open === candle.close) { candle.direction = 'side'; } /* We are going to store the last 10 candles per period, which will give the bot a good sense of where it is. */ let timePeriod = candle.end - candle.begin + 1; // In miliseconds. (remember each candle spans a period minus one milisecond) if (candle.begin >= processDatetime.valueOf() - timePeriod * 10 && candle.end <= processDatetime.valueOf()) { candlesArray.push(candle); } } thisObject.candlesMap.set(pPeriodName, candlesArray); counter++; if (counter === thisObject.candlesFiles.size) { callBack(); } } } catch (err) { logger.write("[ERROR] getCandles -> getCandlesWeAreIn -> err = " + err); callBack("Operation Failed."); } } } catch (err) { logger.write("[ERROR] getCandles -> err = " + err); callBack("Operation Failed."); } } function getPatterns(callBack) { try { /* We will read several files with pattern calculations for the current day. We will use these files as an input to make trading decitions later. */ getMarketFiles(); function getMarketFiles() { try { /* Now we will get the market files */ for (i = 0; i < marketFilesPeriods.length; i++) { let periodTime = marketFilesPeriods[i][0]; let periodName = marketFilesPeriods[i][1]; getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Market/@Period", periodName, undefined, onFileReceived); function onFileReceived(file) { thisObject.stairsFiles.set(periodName, file); if (thisObject.stairsFiles.size === marketFilesPeriods.length) { getDailyFiles(); } } } } catch (err) { logger.write("[ERROR] getPatterns -> getMarketFiles -> err = " + err); callBack("Operation Failed."); } } function getDailyFiles() { try { for (i = 0; i < dailyFilePeriods.length; i++) { let periodTime = dailyFilePeriods[i][0]; let periodName = dailyFilePeriods[i][1]; getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, processDatetime, onFileReceived); function onFileReceived(file) { thisObject.stairsFiles.set(periodName, file); if (thisObject.stairsFiles.size === dailyFilePeriods.length + marketFilesPeriods.length) { getStairsWeAreIn(); } } } } catch (err) { logger.write("[ERROR] getPatterns -> getDailyFiles -> err = " + err); callBack("Operation Failed."); } } function getStairsWeAreIn() { try { let counter = 0; thisObject.stairsFiles.forEach(getCurrentStairs); function getCurrentStairs(pStairsFile, pPeriodName, map) { for (i = 0; i < pStairsFile.length; i++) { let stairs = { open: undefined, close: undefined, min: 10000000000000, max: 0, begin: undefined, end: undefined, direction: undefined, candleCount: 0, firstMin: 0, firstMax: 0, lastMin: 0, lastMax: 0 }; stairs.open = pStairsFile[i][0]; stairs.close = pStairsFile[i][1]; stairs.min = pStairsFile[i][2]; stairs.max = pStairsFile[i][3]; stairs.begin = pStairsFile[i][4]; stairs.end = pStairsFile[i][5]; stairs.direction = pStairsFile[i][6]; stairs.candleCount = pStairsFile[i][7]; stairs.firstMin = pStairsFile[i][8]; stairs.firstMax = pStairsFile[i][9]; stairs.lastMin = pStairsFile[i][10]; stairs.lastMax = pStairsFile[i][11]; if (processDatetime.valueOf() >= stairs.begin && processDatetime.valueOf() <= stairs.end) { thisObject.stairsMap.set(pPeriodName, stairs); } } counter++; if (counter === thisObject.stairsFiles.size) { callBack(); } } } catch (err) { logger.write("[ERROR] getPatterns -> getStairsWeAreIn -> err = " + err); callBack("Operation Failed."); } } } catch (err) { logger.write("[ERROR] getPatterns -> err = " + err); callBack("Operation Failed."); } } function getFile(pFileService, pFileName, pFilePath, pPeriodName, pDatetime, callBackFunction) { try { pFileName = pFileName.replace("@AssetA", market.assetA); pFileName = pFileName.replace("@AssetB", market.assetB); pFilePath = pFilePath.replace("@Exchange", EXCHANGE_NAME); pFilePath = pFilePath.replace("@Period", pPeriodName); if (pDatetime !== undefined) { pFilePath = pFilePath.replace("@Year", pDatetime.getUTCFullYear()); pFilePath = pFilePath.replace("@Month", utilities.pad(pDatetime.getUTCMonth() + 1, 2)); pFilePath = pFilePath.replace("@Day", utilities.pad(pDatetime.getUTCDate(), 2)); } pFileService.getTextFile(pFilePath, pFileName, onFileReceived); function onFileReceived(text) { let data; try { data = JSON.parse(text); } catch (err) { data = JSON.parse("[]"); } callBackFunction(data); } } catch (err) { logger.write("[ERROR] getPatterns -> err = " + err); callBack("Operation Failed."); } } };