exports.newUserBot = function newUserBot(bot, logger) { const MODULE_NAME = "User Bot"; const FULL_LOG = true; const LOG_INFO = true; let thisObject = { initialize: initialize, start: start }; let assistant; // The reference to the Traing Platform Advanced Algos Assistant. let gaussStorage; // This is an example of dependency to other bots return thisObject; function initialize(pAssistant, callBackFunction) { try { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); } logger.fileName = MODULE_NAME; assistant = pAssistant; let key = "AAVikings-AAGauss-LRC-Points-Multi-Period-Daily-dataSet.V1"; gaussStorage = assistant.dataDependencies.dataSets.get(key); callBackFunction(global.DEFAULT_OK_RESPONSE); } catch (err) { logger.write(MODULE_NAME, "[ERROR] initialize -> onDone -> err = " + err.message); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } function start(callBackFunction) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); } let market = global.MARKET; /* This trading bot will use an strategy based on the interpretation of the Linear Regression Curve Channel. */ businessLogic(onDone); function onDone(err) { try { switch (err.result) { case global.DEFAULT_OK_RESPONSE.result: { logger.write(MODULE_NAME, "[INFO] start -> onDone -> Execution finished well. :-)"); callBackFunction(global.DEFAULT_OK_RESPONSE); return; } case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time. logger.write(MODULE_NAME, "[ERROR] start -> onDone -> Retry Later. Requesting Execution Retry."); callBackFunction(global.DEFAULT_RETRY_RESPONSE); return; } case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle. logger.write(MODULE_NAME, "[ERROR] start -> onDone -> Operation Failed. Aborting the process. err = " + err.message); callBackFunction(global.DEFAULT_FAIL_RESPONSE); return; } } } catch (err) { logger.write(MODULE_NAME, "[ERROR] start -> onDone -> err = " + err.message); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } function businessLogic(callBack) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> Entering function."); } getChannelTilt(botDecision); function botDecision(err, channelTilt) { try { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> botDecision -> LRC Channel Tilt:" + channelTilt); } if (err.result !== global.DEFAULT_OK_RESPONSE.result) { logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> botDecision -> err = " + err.message); callBack(global.DEFAULT_FAIL_RESPONSE); } else { if (channelTilt == 1) { createBuyPosition(callBack); } else if (channelTilt == -1) { createSellPosition(callBack); } else { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> botDecision -> Nothing to do, there isn't a sell or buy oportunity."); } callBack(global.DEFAULT_OK_RESPONSE); } } } catch (err) { logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> botDecision -> err = " + err.message); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } } function getChannelTilt(callBack) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getChannelTilt -> Entering function."); } const CHANNEL_DOWN = -1; const CHANNEL_UP = 1; const NO_CHANNEL = 0; let lrcPoint, previousLRCPoint; let queryDate = new Date(bot.processDatetime); getLRCPointsFile(queryDate, onLRCPointsFileReceived); function onLRCPointsFileReceived(err, lrcPointsFile) { try { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getChannelTilt -> onLRCPointsFileReceived."); } let lastIndexLrcPointsFile = lrcPointsFile.length - 1; let lastAvailableDateTime = lrcPointsFile[lastIndexLrcPointsFile][0]; if (bot.processDatetime.valueOf() <= lastAvailableDateTime || !isExecutionToday()) { for (let i = 0; i < lrcPointsFile.length; i++) { if (bot.processDatetime.valueOf() >= lrcPointsFile[i][0] && bot.processDatetime.valueOf() < lrcPointsFile[i][1]) { lrcPoint = { begin: lrcPointsFile[i][0], end: lrcPointsFile[i][1], min: lrcPointsFile[i][2], mid: lrcPointsFile[i][3], max: lrcPointsFile[i][4] }; if (i >= 1) { let previous = i - 1; previousLRCPoint = { begin: lrcPointsFile[previous][0], end: lrcPointsFile[previous][1], min: lrcPointsFile[previous][2], mid: lrcPointsFile[previous][3], max: lrcPointsFile[previous][4] }; applyBotRules(); } else { queryDate.setDate(queryDate.getDate() - 1); getLRCPointsFile(queryDate, onPreviousLRCPointsFileReceived); } return; } } logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> getChannelTilt -> onLRCPointsFileReceived. The expected LRC Point was not found."); callBack(global.DEFAULT_FAIL_RESPONSE); } else { // Running live we will process last available LRCPoint only if it's delayed 25 minutes top let maxTolerance = 25 * 60 * 1000; if (bot.processDatetime.valueOf() <= (lastAvailableDateTime + maxTolerance)) { lrcPoint = { begin: lrcPointsFile[lastIndexLrcPointsFile][0], end: lrcPointsFile[lastIndexLrcPointsFile][1], min: lrcPointsFile[lastIndexLrcPointsFile][2], mid: lrcPointsFile[lastIndexLrcPointsFile][3], max: lrcPointsFile[lastIndexLrcPointsFile][4] }; if (lastIndexLrcPointsFile >= 1) { let previous = lastIndexLrcPointsFile - 1; previousLRCPoint = { begin: lrcPointsFile[previous][0], end: lrcPointsFile[previous][1], min: lrcPointsFile[previous][2], mid: lrcPointsFile[previous][3], max: lrcPointsFile[previous][4] }; applyBotRules(); } else { queryDate.setDate(queryDate.getDate() - 1); getLRCPointsFile(queryDate, onPreviousLRCPointsFileReceived); } } else { if (LOG_INFO === true) logger.write(MODULE_NAME, "[WARN] start -> getChannelTilt -> onLRCPointsFileReceived. Available candle older than 5 minutes. Skeeping execution."); callBack(global.DEFAULT_OK_RESPONSE, NO_CHANNEL); // TODO CUSTOM_OK_RESPONSE } } } catch (err) { logger.write(MODULE_NAME, "[ERROR] start -> getChannelTilt -> onLRCPointsFileReceived -> err = " + err.message); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } function isExecutionToday() { let localDate = new Date(); let today = new Date(Date.UTC( localDate.getUTCFullYear(), localDate.getUTCMonth(), localDate.getUTCDate())); return (today.getUTCFullYear() === bot.processDatetime.getUTCFullYear() && today.getUTCMonth() === bot.processDatetime.getUTCMonth() && today.getUTCDate() === bot.processDatetime.getUTCDate()); } function onPreviousLRCPointsFileReceived(err, lrcPointsFile) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> onLRCPointsFileReceived."); } let previous = lrcPointsFile.length - 1; previousLRCPoint = { begin: lrcPointsFile[previous][0], end: lrcPointsFile[previous][1], min: lrcPointsFile[previous][2], mid: lrcPointsFile[previous][3], max: lrcPointsFile[previous][4] }; applyBotRules(); } function applyBotRules() { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> LRC Point Found."); } let channelTilt = NO_CHANNEL; let ruleApplied = ""; if (lrcPoint.max < lrcPoint.mid && lrcPoint.min > lrcPoint.mid && lrcPoint.mid < lrcPoint.min) { if (lrcPoint.min > previousLRCPoint.min && lrcPoint.mid > previousLRCPoint.mid && lrcPoint.max > previousLRCPoint.max) { channelTilt = CHANNEL_UP; // The channel points UP ruleApplied += "Rule_1."; } } if (lrcPoint.min < lrcPoint.mid && lrcPoint.max > lrcPoint.mid && lrcPoint.mid < lrcPoint.max) { if (lrcPoint.min < previousLRCPoint.min && lrcPoint.mid < previousLRCPoint.mid && lrcPoint.max < previousLRCPoint.max) { channelTilt = CHANNEL_DOWN; // The channel points DOWN ruleApplied += "Rule_2."; } } if (lrcPoint.min < previousLRCPoint.min && lrcPoint.mid <= previousLRCPoint.mid) { // 15 AND 30 changed direction from up to down channelTilt = CHANNEL_DOWN; ruleApplied += "Rule_3a."; } if (lrcPoint.min > previousLRCPoint.min && lrcPoint.mid >= previousLRCPoint.mid) { // 15 AND 30 changed direction from down to up channelTilt = CHANNEL_UP; ruleApplied += "Rule_3b."; } let logMessage = bot.processDatetime.toISOString() + "\t" + ruleApplied + "\t" + channelTilt + "\t" + lrcPoint.min + "\t" + lrcPoint.mid + "\t" + lrcPoint.max; if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> Results: " + logMessage); } callBack(global.DEFAULT_OK_RESPONSE, channelTilt); } } function getLRCPointsFile(dateTime, callback) { if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getLRCPointsFile -> Entering function."); } let periodName = "30-min"; let datePath = dateTime.getUTCFullYear() + "/" + pad(dateTime.getUTCMonth() + 1, 2) + "/" + pad(dateTime.getUTCDate(), 2); let filePath = "LRC-Points/Multi-Period-Daily/" + periodName + "/" + datePath; let fileName = market.assetA + '_' + market.assetB + ".json" gaussStorage.getTextFile(filePath, fileName, onFileReceived); function onFileReceived(err, text) { if (err.result === global.DEFAULT_OK_RESPONSE.result) { if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> getLRCPointsFile -> onFileReceived > Entering Function."); } let lrcPointsFile = JSON.parse(text); callback(global.DEFAULT_OK_RESPONSE, lrcPointsFile); } else { logger.write(MODULE_NAME, "[ERROR] start -> getChannelTilt -> getLRCPointsFile -> onFileReceived -> Failed to get the file. Will abort the process and request a retry."); callBackFunction(global.DEFAULT_RETRY_RESPONSE); return; } } } function createBuyPosition(callBack) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Entering function."); } let positions = assistant.getPositions(); let assetABalance = assistant.getAvailableBalance().assetA; let currentRate = assistant.getMarketRate(); let amountA = assistant.getAvailableBalance().assetA; let amountB = amountA / currentRate; if (positions.length > 0 && positions[0].type === "buy" && positions[0].status !== "executed" && (bot.processDatetime.valueOf() - positions[0].date) > (60000 * 15)){ assistant.movePosition(positions[0], currentRate, callBack); if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Artuditu is moving an existing position to a new rate: " + currentRate.toFixed(8)); } let message = "I'm moving an existing buy position to a new rate: " + currentRate.toFixed(8); assistant.sendMessage(1, "Moving Position", message); } else if(assetABalance > 0){ assistant.putPosition("buy", currentRate, amountA, amountB, callBack); let profitA = 0; let profitB = 0; if (assistant.getProfits() !== undefined) { profitA = assistant.getProfits().assetA.toFixed(8); profitB = assistant.getProfits().assetB.toFixed(8); } let message = "I'm creating a new buy position at rate: " + currentRate.toFixed(8) + ". Profits on this execution: " + MARKET.assetA + ": " + profitA + ". " + MARKET.assetB + ": " + profitB; assistant.sendMessage(1, "Buying", message); } else { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> There is not enough available balance to buy. Available balance: " + assetABalance ); } callBack(global.DEFAULT_OK_RESPONSE); } } function createSellPosition(callBack) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createSellPosition -> Entering function."); } let positions = assistant.getPositions(); let assetBBalance = assistant.getAvailableBalance().assetB; let currentRate = assistant.getMarketRate(); let amountB = assistant.getAvailableBalance().assetB; let amountA = amountB * currentRate; if (positions.length > 0 && positions[0].type === "sell" && positions[0].status !== "executed" && (bot.processDatetime.valueOf() - positions[0].date) > (60000 * 15)){ assistant.movePosition(positions[0], currentRate, callBack); if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Artuditu is moving an existing position to a new rate: " + currentRate.toFixed(8)); } let message = "I'm moving an existing sell position to a new rate: " + currentRate.toFixed(8); assistant.sendMessage(1, "Moving Position", message); }else if(assetBBalance > 0){ assistant.putPosition("sell", currentRate, amountA, amountB, callBack); if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createSellPosition -> Artuditu put a new SELL Position at rate: " + currentRate + ". Amount traded asset A: " + amountA + ". Amount traded asset B: " + amountB); } let profitA = 0; let profitB = 0; if (assistant.getProfits() !== undefined) { profitA = assistant.getProfits().assetA.toFixed(8); profitB = assistant.getProfits().assetB.toFixed(8); } let message = "I'm creating a new sell position at rate: " + currentRate.toFixed(8) + ". Profits on this execution: " + MARKET.assetA + ": " + profitA + " " + MARKET.assetB + ": " + profitB; assistant.sendMessage(1, "Selling", message); } else { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> There is not enough available balance to sell. Available balance: " + assetBBalance ); } callBack(global.DEFAULT_OK_RESPONSE); } } function pad(str, max) { str = str.toString(); return str.length < max ? pad("0" + str, max) : str; } } };