exports.newSession = function newSession(bot, parentLogger) { const MODULE_NAME = "Session" const FULL_LOG = true; let thisObject = { initialize: initialize } const SOCIAL_BOTS_MODULE = require('./SocialBots.js') let socialBotsModule = SOCIAL_BOTS_MODULE.newSocialBots(bot, parentLogger) return thisObject; function initialize(pProcessConfig, callBackFunction) { try { /* Initialize this info so that everything is logged propeerly */ bot.SESSION = { name: bot.processNode.session.name, id: bot.processNode.session.id } /* Set the folderName for early logging */ if (bot.processNode.session.config.folderName === undefined) { bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.SESSION.id } else { bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName } /* Check if there is a session */ if (bot.processNode.session === undefined) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> Cannot run without a Session."); callBackFunction(global.DEFAULT_FAIL_RESPONSE); return; } /* Listen to event to start or stop the session. */ bot.sessionKey = bot.processNode.session.name + '-' + bot.processNode.session.type + '-' + bot.processNode.session.id global.SESSION_MAP.set(bot.sessionKey, bot.sessionKey) global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Run Session', undefined, bot.sessionKey, undefined, runSession) global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Stop Session', undefined, bot.sessionKey, undefined, stopSession) /* Errors sent to the UI */ bot.sessionError = sessionError /* Heartbeats sent to the UI */ bot.sessionHeartBeat = sessionHeartBeat callBackFunction(global.DEFAULT_OK_RESPONSE) return function runSession(message) { try { if (bot.SESSION_STATUS === 'Idle' || bot.SESSION_STATUS === 'Running') { return } // This happens when the UI is reloaded, the session was running and tries to run it again. /* We are going to run the Definition comming at the event. */ bot.APP_SCHEMA_ARRAY = JSON.parse(message.event.appSchema) bot.TRADING_SYSTEM = JSON.parse(message.event.tradingSystem) bot.TRADING_ENGINE = JSON.parse(message.event.tradingEngine) bot.SESSION = JSON.parse(message.event.session) bot.DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter) bot.RESUME = message.event.resume bot.FIRST_EXECUTION = true bot.SESSION.stop = stopSession // stop function setUpAppSchema() setUpSessionFolderName() if (checkParemeters() === false) { return } socialBotsModule.initialize() let allGood switch (bot.SESSION.type) { case 'Backtesting Session': { allGood = startBackTesting(message) break } case 'Live Trading Session': { allGood = startLiveTrading(message) break } case 'Fordward Testing Session': { allGood = startFordwardTesting(message) break } case 'Paper Trading Session': { allGood = startPaperTrading(message) break } } if (allGood === true) { bot.SESSION_STATUS = 'Idle' bot.STOP_SESSION = false } else { bot.STOP_SESSION = true } socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is starting.") } catch (err) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> runSession -> err = " + err.stack); } } function stopSession(commandOrigin) { try { if (commandOrigin === undefined) { commandOrigin = ' from the User Interface.' } socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' is stopping " + commandOrigin) socialBotsModule.finalize() bot.STOP_SESSION = true } catch (err) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> stopSession -> err = " + err.stack); } } function setUpAppSchema() { /* Setup the APP_SCHEMA_MAP based on the APP_SCHEMA_ARRAY */ bot.APP_SCHEMA_MAP = new Map() for (let i = 0; i < bot.APP_SCHEMA_ARRAY.length; i++) { let nodeDefinition = bot.APP_SCHEMA_ARRAY[i] let key = nodeDefinition.type bot.APP_SCHEMA_MAP.set(key, nodeDefinition) } } function setUpSessionFolderName() { /* The session object is overwritten when the session is run. For that reason we need to setup again the folder name at the Session level. Set the folderName for logging, reports, context and data output */ let config if (bot.SESSION.config !== undefined) { config = bot.SESSION.config if (config.folderName === undefined) { bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.SESSION.id } else { bot.SESSION.folderName = bot.processNode.session.type.replace(' ', '-').replace(' ', '-') + '-' + bot.processNode.session.config.folderName } } } function checkParemeters() { /* Here we check all the Session Parameters received. If something critical is missing we abort returning false. If something non critical is missing, we complete it with a default value. */ if (bot.SESSION.parameters === undefined) { let errorMessage = "Session Node with no Parameters." parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage) bot.sessionError(bot.SESSION, errorMessage) return false } /* Time Range */ if (bot.SESSION.parameters.timeRange === undefined) { // if the Time Range is missing we create a default one. bot.SESSION.parameters.timeRange = { name: 'Missing Time Range', type: 'Time Range', config: { initialDatetime: (new Date()).valueOf(), finalDatetime: (new Date()).valueOf() } } } else { /* Check that we received valid dates */ if (bot.SESSION.type === 'Backtesting Session') { if(isNaN(new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()) { let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date." parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage) bot.sessionError(bot.SESSION.parameters, errorMessage) return false } } if(isNaN(new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf()) { let errorMessage = "sessionParameters.timeRange.config.initialDatetime is not a valid date." parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage) bot.sessionError(bot.SESSION.parameters, errorMessage) return false } } /* Session Type Forced Values */ let today = new Date((new Date()).valueOf()) let aYearAgo = today - global.ONE_YEAR_IN_MILISECONDS let aYearFromNow = today + global.ONE_YEAR_IN_MILISECONDS switch (bot.SESSION.type) { case 'Backtesting Session': { useDefaultDatetimes(aYearAgo, today) break } case 'Live Trading Session': { useDefaultDatetimes(today, aYearFromNow) break } case 'Fordward Testing Session': { useDefaultDatetimes(today, aYearFromNow) break } case 'Paper Trading Session': { useDefaultDatetimes(today, aYearFromNow) break } } function useDefaultDatetimes(initialDefault, finalDefault) { /* Initial Datetime */ if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined) { bot.SESSION.parameters.timeRange.config.initialDatetime = initialDefault } else { bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf() } /* Final Datetime */ if (bot.SESSION.parameters.timeRange.config.finalDatetime === undefined) { bot.SESSION.parameters.timeRange.config.finalDatetime = finalDefault } else { bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf() } } /* Time Frame */ if (bot.SESSION.parameters.timeFrame === undefined) { let errorMessage = "Session Parameters Node with no Time Frame." parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage) bot.sessionError(bot.SESSION.parameters, errorMessage) return false } if (bot.SESSION.parameters.timeFrame.config.label === undefined) { let errorMessage = "Session Parameters Node with no Time Frame Label configuration." parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage) bot.sessionError(bot.SESSION.parameters.timeFrame, errorMessage) return false } bot.SESSION.parameters.timeFrame.config.value = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.config.label) /* Session Base Asset */ if (bot.SESSION.parameters.sessionBaseAsset === undefined) { let errorMessage = "Session Parameters Node with no Session Base Asset." parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage) bot.sessionError(bot.SESSION.parameters, errorMessage) return false } if (bot.SESSION.parameters.sessionBaseAsset.config.initialBalance === undefined) { let errorMessage = "Session Parameters Session Base Asset with no initialBalance configuration." parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage) bot.sessionError(bot.SESSION.parameters.sessionBaseAsset, errorMessage) return false } /* Session Quoted Asset */ if (bot.SESSION.parameters.sessionQuotedAsset === undefined) { let errorMessage = "Session Parameters Node with no Session Quoted Asset." parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage) bot.sessionError(bot.SESSION.parameters, errorMessage) return false } if (bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance === undefined) { let errorMessage = "Session Parameters Session Quoted Asset with no initialBalance configuration." parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage) bot.sessionError(bot.SESSION.parameters.sessionQuotedAsset, errorMessage) return false } /* Slippage */ if (bot.SESSION.parameters.slippage === undefined) { // if the Slippage is missing we create a default one. bot.SESSION.parameters.timeRange = { name: 'Missing Slippage', type: 'Slippage', config: { positionRate: 0, stopLoss: 0, takeProfit: 0 } } } if (bot.SESSION.parameters.slippage.config.positionRate === undefined) { // if the positionRate is missing we create a default one. bot.SESSION.parameters.slippage.config.positionRate = 0 } if (bot.SESSION.parameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one. bot.SESSION.parameters.slippage.config.stopLoss = 0 } if (bot.SESSION.parameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one. bot.SESSION.parameters.slippage.config.takeProfit = 0 } /* Fee Structure */ if (bot.SESSION.parameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one. bot.SESSION.parameters.feeStructure = { name: 'Missing Fee Structure', type: 'Fee Structure', config: { maker: 0, taker: 0 } } } if (bot.SESSION.parameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one. bot.SESSION.parameters.feeStructure.config.maker = 0 } if (bot.SESSION.parameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one. bot.SESSION.parameters.feeStructure.config.taker = 0 } return true } function startBackTesting(message) { bot.tradingProcessDate = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf()) // Here we initialize the date of the process. return true } function startLiveTrading(message) { if (bot.KEY === undefined || bot.SECRET === undefined) { if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> startLiveTrading -> Key 'codeName' or 'secret' not provided. Plese check that and try again."); } return false } bot.tradingProcessDate = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf()) pProcessConfig.liveWaitTime = bot.SESSION.parameters.timeFrame.config.value return true } function startFordwardTesting(message) { if (bot.KEY === undefined || bot.SECRET === undefined) { if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> startFordwardTesting -> Key name or Secret not provided, not possible to run the process in Forward Testing mode."); } console.log("Key 'codeName' or 'secret' not provided. Plese check that and try again.") return false } bot.tradingProcessDate = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf()) /* Reduce the balance */ let balancePercentage = 1 // This is the default value if (bot.SESSION.config.balancePercentage !== undefined) { balancePercentage = bot.SESSION.config.balancePercentage } bot.SESSION.parameters.sessionBaseAsset.config.initialBalance = bot.SESSION.parameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100 bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance = bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100 bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance = bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100 bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100 bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100 bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100 pProcessConfig.normalWaitTime = bot.SESSION.parameters.timeFrame.config.value return true } function startPaperTrading(message) { bot.tradingProcessDate = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf()) pProcessConfig.normalWaitTime = bot.SESSION.parameters.timeFrame.config.value return true } function getTimeFrameFromLabel(timeFrameLabel) { for (let i = 0; i < global.marketFilesPeriods.length; i++) { let value = global.marketFilesPeriods[i][0] let label = global.marketFilesPeriods[i][1] if (timeFrameLabel === label) { return value } } for (let i = 0; i < global.dailyFilePeriods.length; i++) { let value = global.dailyFilePeriods[i][0] let label = global.dailyFilePeriods[i][1] if (timeFrameLabel === label) { return value } } } function sessionHeartBeat(processingDate) { let event = { seconds: (new Date()).getSeconds(), processingDate: processingDate } global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Heartbeat', event) if (global.STOP_TASK_GRACEFULLY === true) { bot.STOP_SESSION = true } } function sessionError(node, errorMessage) { let event if (node !== undefined) { event = { nodeName: node.name, nodeType: node.type, nodeId: node.id, errorMessage: errorMessage } } else { event = { errorMessage: errorMessage } } global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Error', event) if (global.STOP_TASK_GRACEFULLY === true) { bot.STOP_SESSION = true } } } catch (err) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack); callBackFunction(global.DEFAULT_FAIL_RESPONSE); } } };