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."); } const LAST_BUY_RATE_KEY = "AAVikings" + "-" + "AAArtudito" + "-" + "Trading-Process" + "-" + "lastBuyRate"; let market = global.MARKET; let periodName = "30-min"; let stopLossEnabled = true; let stopLossPorcentage = 0.02; /* 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 -> Entering Function."); } 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 if (checkToSellWithStopLoss()) { channelTilt = CHANNEL_DOWN; ruleApplied += "Rule_3a."; } } if (lrcPoint.min > previousLRCPoint.min && lrcPoint.mid >= previousLRCPoint.mid) { // 15 AND 30 changed direction from down to up getLastCandleFromOlivia(onLastCandleFromOliviaReceived); function onLastCandleFromOliviaReceived(candle) { if (candle !== undefined && candle.close >= candle.open) { //We will only fast buy if the current candle close, is greater than the open channelTilt = CHANNEL_UP; ruleApplied += "Rule_3b."; } let logMessage = bot.processDatetime.toISOString() + ". Rule: " + ruleApplied + "Tilt: " + channelTilt + " (" + Number(lrcPoint.min).toLocaleString() + "|" + Number(lrcPoint.mid).toLocaleString() + "|" + Number(lrcPoint.max).toLocaleString() + ")"; if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> Results: " + logMessage); } callBack(global.DEFAULT_OK_RESPONSE, channelTilt); } } else { let logMessage = bot.processDatetime.toISOString() + ". Rule: " + ruleApplied + "Tilt: " + channelTilt + " (" + Number(lrcPoint.min).toLocaleString() + "|" + Number(lrcPoint.mid).toLocaleString() + "|" + Number(lrcPoint.max).toLocaleString() + ")"; if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> Results: " + logMessage); } callBack(global.DEFAULT_OK_RESPONSE, channelTilt); } } function getLastCandleFromOlivia(callback) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> getLastCandleFromOlivia -> Entering Function."); } let key = "AAMasters-AAOlivia-Candles-Multi-Period-Daily-dataSet.V1"; let oliviaStorage = assistant.dataDependencies.dataSets.get(key); let dateTime = new Date(lrcPoint.begin); let datePath = dateTime.getUTCFullYear() + "/" + pad(dateTime.getUTCMonth() + 1, 2) + "/" + pad(dateTime.getUTCDate(), 2); let filePath = "Candles/Multi-Period-Daily/" + periodName + "/" + datePath; let fileName = market.assetA + '_' + market.assetB + ".json" oliviaStorage.getTextFile(filePath, fileName, onFileReceived); function onFileReceived(err, text) { try { if (err.result === global.DEFAULT_OK_RESPONSE.result) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] getLastCandleFromOlivia -> onFileReceived-> Entering Function."); } let candleFile = JSON.parse(text); let lastCandleOlivia; for (let i = 0; i < candleFile.length; i++) { if (candleFile[i][4] == lrcPoint.begin) { lastCandleOlivia = { open: candleFile[i][2], close: candleFile[i][3], min: candleFile[i][0], max: candleFile[i][1], begin: candleFile[i][4], end: candleFile[i][5] }; break; } } callback(lastCandleOlivia); } else { logger.write(MODULE_NAME, "[WARN] getLastCandleFromOlivia -> onFileReceived -> Failed to get the file."); callback(undefined); } } catch (err) { logger.write(MODULE_NAME, "[ERROR] getLastCandleFromOlivia -> onFileReceived -> err = " + err.message); callBackFunction(global.DEFAULT_RETRY_RESPONSE); } } } function checkToSellWithStopLoss() { let assetBBalance = assistant.getAvailableBalance().assetB; let currentRate = assistant.getMarketRate(); let amountB = assistant.getAvailableBalance().assetB; let amountA = amountB * currentRate; let lastBuyRate = assistant.remindMeOf(LAST_BUY_RATE_KEY); if (stopLossEnabled && assetBBalance > 0) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop Loss Enabled, checking to sell."); } // Get the current investment value let investment = 0; if (assistant.getAvailableBalance() !== undefined) { //Get our last buy, if any if (lastBuyRate === undefined) lastBuyRate = currentRate; // We assume we just bought investment = assistant.getAvailableBalance().assetB * lastBuyRate; } // Calculate maximum loss setup let currentLoss = amountA - investment; let stopLossValue = investment * stopLossPorcentage; if (currentLoss >= 0) { return true; // If we are winning sell. } else if (currentLoss < 0) { if (Math.abs(currentLoss) > stopLossValue) { let message = "Selling to avoid loss more than " + Number(stopLossPorcentage * 100).toLocaleString() + "% of our initial investment. "; message += "Combined ROI on current execution: "; if (assistant.getCombinedProfits().assetA > 0) { message += Number(assistant.getCombinedProfits().assetA).toLocaleString() + "%. "; } else { message += Number(assistant.getCombinedProfits().assetB).toLocaleString() + "%. "; } if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop loss: " + message); } assistant.sendMessage(3, "Stop Loss", message); return true; } else { let currentRisk = currentLoss / investment; let message = "Not selling now. Risking " + Number(currentRisk * 100).toLocaleString() + "% of our initial investment"; message += ". Last Buy: $" + Number(lastBuyRate).toLocaleString(); message += ". Not selling at: $" + Number(currentRate).toLocaleString(); if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop loss: " + message); } assistant.sendMessage(3, "Stop Loss", message); return false; } } } else { return true; } } } function getLRCPointsFile(dateTime, callback) { if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getLRCPointsFile -> Entering function."); } 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)) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Moving an existing position to a new price: $" + Number(currentRate).toLocaleString()); } let message = "Moving an existing buy position to a new price: $" + Number(currentRate).toLocaleString(); assistant.sendMessage(6, "Moving Position", message); assistant.rememberThis(LAST_BUY_RATE_KEY, currentRate); assistant.movePosition(positions[0], currentRate, callBack); } else if (assetABalance > 0) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createSellPosition -> Artuditu put a new BUY position at price: $" + Number(currentRate).toLocaleString()); } let message = "Creating a new buy position. Price: $" + Number(currentRate).toLocaleString(); if (assistant.getCombinedProfits() !== undefined) { message += ". Combined ROI on current execution: "; if (assistant.getCombinedProfits().assetA > 0) { message += Number(assistant.getCombinedProfits().assetA).toLocaleString() + "%. "; } else { message += Number(assistant.getCombinedProfits().assetB).toLocaleString() + "%. "; } } assistant.sendMessage(7, "Buying", message); assistant.rememberThis(LAST_BUY_RATE_KEY, currentRate); assistant.putPosition("buy", currentRate, amountA, amountB, callBack); } else { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Not enough available balance to buy."); } 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)) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Artuditu is moving an existing position to a new rate: " + Number(currentRate).toLocaleString()); } let message = "Moving an existing sell position to a new price: $" + Number(currentRate).toLocaleString(); assistant.sendMessage(6, "Moving Position", message); assistant.movePosition(positions[0], currentRate, callBack); } else if (assetBBalance > 0) { if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createSellPosition -> Artuditu put a new SELL position at price: $" + Number(currentRate).toLocaleString()); } let message = "Creating a new sell position. Price: $" + Number(currentRate).toLocaleString(); if (assistant.getCombinedProfits() !== undefined) { message += ". Combined ROI on current execution: "; if (assistant.getCombinedProfits().assetA > 0) { message += Number(assistant.getCombinedProfits().assetA).toLocaleString() + "%. "; } else { message += Number(assistant.getCombinedProfits().assetB).toLocaleString() + "%. "; } } assistant.sendMessage(7, "Selling", message); assistant.putPosition("sell", currentRate, amountA, amountB, callBack); } 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; } } };