662 lines
33 KiB
JavaScript
662 lines
33 KiB
JavaScript
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exports.newRoot = function newRoot() {
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/* Global constants definitions. */
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/* Callbacks default responses. */
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global.DEFAULT_OK_RESPONSE = {
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result: "Ok",
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message: "Operation Succeeded"
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};
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global.DEFAULT_FAIL_RESPONSE = {
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result: "Fail",
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message: "Operation Failed"
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};
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global.DEFAULT_RETRY_RESPONSE = {
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result: "Retry",
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message: "Retry Later"
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};
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global.CUSTOM_OK_RESPONSE = {
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result: "Ok, but check Message",
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message: "Custom Message"
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};
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global.CUSTOM_FAIL_RESPONSE = {
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result: "Fail Because",
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message: "Custom Message"
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};
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/* Current state of the art fixed parameters */
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global.MARKET = {
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assetA: "USDT",
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assetB: "BTC",
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};
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/* Currently only one exchange is supported. */
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global.EXCHANGE_NAME = "Poloniex";
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/* This is the Execution Datetime */
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global.EXECUTION_DATETIME = new Date();
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/* Time Periods Definitions. */
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global.marketFilesPeriods =
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'[' +
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'[' + 24 * 60 * 60 * 1000 + ',' + '"24-hs"' + ']' + ',' +
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'[' + 12 * 60 * 60 * 1000 + ',' + '"12-hs"' + ']' + ',' +
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'[' + 8 * 60 * 60 * 1000 + ',' + '"08-hs"' + ']' + ',' +
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'[' + 6 * 60 * 60 * 1000 + ',' + '"06-hs"' + ']' + ',' +
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'[' + 4 * 60 * 60 * 1000 + ',' + '"04-hs"' + ']' + ',' +
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'[' + 3 * 60 * 60 * 1000 + ',' + '"03-hs"' + ']' + ',' +
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'[' + 2 * 60 * 60 * 1000 + ',' + '"02-hs"' + ']' + ',' +
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'[' + 1 * 60 * 60 * 1000 + ',' + '"01-hs"' + ']' + ']';
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global.marketFilesPeriods = JSON.parse(global.marketFilesPeriods);
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global.dailyFilePeriods =
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'[' +
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'[' + 45 * 60 * 1000 + ',' + '"45-min"' + ']' + ',' +
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'[' + 40 * 60 * 1000 + ',' + '"40-min"' + ']' + ',' +
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'[' + 30 * 60 * 1000 + ',' + '"30-min"' + ']' + ',' +
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'[' + 20 * 60 * 1000 + ',' + '"20-min"' + ']' + ',' +
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'[' + 15 * 60 * 1000 + ',' + '"15-min"' + ']' + ',' +
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'[' + 10 * 60 * 1000 + ',' + '"10-min"' + ']' + ',' +
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'[' + 05 * 60 * 1000 + ',' + '"05-min"' + ']' + ',' +
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'[' + 04 * 60 * 1000 + ',' + '"04-min"' + ']' + ',' +
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'[' + 03 * 60 * 1000 + ',' + '"03-min"' + ']' + ',' +
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'[' + 02 * 60 * 1000 + ',' + '"02-min"' + ']' + ',' +
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'[' + 01 * 60 * 1000 + ',' + '"01-min"' + ']' + ']';
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global.dailyFilePeriods = JSON.parse(global.dailyFilePeriods);
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const ROOT_DIR = './';
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const MODULE_NAME = "Root";
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let thisObject = {
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initialize: initialize,
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start: start
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}
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const FULL_LOG = true;
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let cloudStorage;
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let logDisplace = "AACloud" + " ";
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return thisObject;
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function initialize(callBackFunction) {
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try {
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console.log(logDisplace + "Root : [INFO] initialize -> Entering function. ");
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const BLOB_STORAGE = require(ROOT_DIR + 'BlobStorage');
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cloudStorage = BLOB_STORAGE.newBlobStorage();
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cloudStorage.initialize("AAPlatform", onInizialized, true);
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function onInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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let filePath = "AdvancedAlgos" + "/" + "AACloud";
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let fileName = "this.config.json";
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cloudStorage.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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console.log(logDisplace + "Root : [INFO] initialize -> onInizialized -> onFileReceived -> err = " + err.message);
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return;
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}
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try {
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global.PLATFORM_CONFIG = JSON.parse(text);
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callBackFunction();
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} catch (err) {
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console.log(logDisplace + "Root : [ERROR] initialize -> onInizialized -> onFileReceived -> err = " + err.message);
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return;
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}
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}
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} else {
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console.log(logDisplace + "Root : [ERROR] initialize -> onInizialized -> err = " + err.message);
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return;
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}
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}
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}
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catch (err) {
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console.log(logDisplace + "Root : [ERROR] initialize -> err.message = " + err.message);
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return;
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}
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}
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function start() {
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/* Now we will run according to what we see at the config file. */
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const DEBUG_MODULE = require(ROOT_DIR + 'DebugLog');
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/* Small Function to fix numbers into strings in a cool way. */
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function pad(str, max) {
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str = str.toString();
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return str.length < max ? pad("0" + str, max) : str;
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}
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/* Process Loops Declarations. */
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const TRADING_BOT_MAIN_LOOP_MODULE = require('./TradingBotProcessMainLoop');
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const INDICATOR_BOT_MAIN_LOOP_MODULE = require('./IndicatorBotProcessMainLoop');
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const EXTRACTION_BOT_MAIN_LOOP_MODULE = require('./ExtractionBotProcessMainLoop');
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/* Loop through all the processes configured to be run by this Node.js Instance. */
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let logger;
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for (let p = 0; p < global.PLATFORM_CONFIG.executionList.length; p++) {
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let listItem = PLATFORM_CONFIG.executionList[p];
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if (listItem.enabled !== "true") {
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console.log(logDisplace + "Root : [INFO] start -> Skipping process for being disabled.");
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console.log(logDisplace + "Root : [INFO] start -> listItem.process = " + listItem.process);
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continue;
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}
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/* Now we will read the config of the bot from the path we obtained at the AACloud config. */
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let botConfig;
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getBotConfig();
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function getBotConfig() {
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try {
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console.log(logDisplace + "Root : [INFO] start -> getBotConfig -> Entering function. ");
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const BLOB_STORAGE = require(ROOT_DIR + 'BlobStorage');
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let cloudStorage = BLOB_STORAGE.newBlobStorage(listItem);
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cloudStorage.initialize("AAPlatform", onInizialized, true);
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function onInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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let filePath = listItem.devTeam + "/" + listItem.repo;
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let fileName = "this.bot.config.json";
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cloudStorage.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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console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + err.message);
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return;
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}
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try {
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botConfig = JSON.parse(text);
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botConfig.repo = listItem.repo;
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findProcess();
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} catch (err) {
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console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> onFileReceived -> err = " + err.message);
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return;
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}
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}
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} else {
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console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> onInizialized -> err = " + err.message);
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return;
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}
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}
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}
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catch (err) {
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console.log(logDisplace + "Root : [ERROR] start -> getBotConfig -> err.message = " + err.message);
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return;
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}
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}
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function findProcess() {
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try {
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if (FULL_LOG === true) { console.log(logDisplace + "Root : [INFO] start -> findProcess -> Entering function. "); }
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botConfig.process = listItem.process;
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botConfig.debug = {};
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logger = DEBUG_MODULE.newDebugLog();
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logger.fileName = MODULE_NAME;
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logger.bot = botConfig;
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/* Loop Counter */
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botConfig.loopCounter = 0;
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> Processing item from executionList -> p = " + p); }
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> listItem.botPath = " + listItem.botPath); }
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/* File Path Root */
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botConfig.filePathRoot = botConfig.devTeam + "/" + botConfig.codeName + "." + botConfig.version.major + "." + botConfig.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + botConfig.dataSetVersion;
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> listItem.process = " + listItem.process); }
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/* Now we loop throug all the configured processes at each bots configuration until we find the one we are supposed to run at this Node.js process. */
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let processFound = false;
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for (let i = 0; i < botConfig.processes.length; i++) {
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if (botConfig.processes[i].name === listItem.process) {
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processFound = true;
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> Process found at the bot configuration file. -> listItem.process = " + listItem.process); }
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let processConfig = botConfig.processes[i];
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try {
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/* We tesst each type of start Mode to get what to run and how. */
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if (processConfig.startMode.allMonths !== undefined) {
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if (processConfig.startMode.allMonths.run === "true") {
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> allMonths start mode detected. "); }
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for (let year = processConfig.startMode.allMonths.maxYear; year >= processConfig.startMode.allMonths.minYear; year--) {
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for (let month = 12; month > 0; month--) {
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botConfig.debug = {
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month: pad(month, 2),
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year: pad(year, 4)
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};
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let padMonth = pad(month, 2)
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let newInstanceBotConfig = JSON.parse(JSON.stringify(botConfig));
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let timeDelay = Math.random() * 10 * 1000; // We introduce a short delay so as to not overload the machine.
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setTimeout(startProcess, timeDelay);
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function startProcess() {
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> startProcess -> Ready to start process."); }
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switch (botConfig.type) {
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case 'Extraction': {
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runExtractionBot(newInstanceBotConfig, processConfig, padMonth, year);
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break;
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}
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case 'Indicator': {
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runIndicatorBot(newInstanceBotConfig, processConfig, padMonth, year);
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break;
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}
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default: {
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logger.write("[ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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}
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}
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}
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if (processConfig.startMode.oneMonth !== undefined) {
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if (processConfig.startMode.oneMonth.run === "true") {
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> oneMonth start mode detected. "); }
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startProcess();
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function startProcess() {
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> startProcess -> Ready to start process."); }
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let month = pad(processConfig.startMode.oneMonth.month, 2);
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let year = processConfig.startMode.oneMonth.year;
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botConfig.debug = {
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month: pad(month, 2),
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year: pad(year, 4)
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};
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switch (botConfig.type) {
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case 'Extraction': {
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runExtractionBot(botConfig, processConfig, month, year);
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break;
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}
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case 'Indicator': {
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runIndicatorBot(botConfig, processConfig, month, year);
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break;
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}
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default: {
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logger.write("[ERROR] start -> findProcess -> startProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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}
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if (processConfig.startMode.noTime !== undefined) {
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if (processConfig.startMode.noTime.run === "true") {
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let month = pad((new Date()).getUTCMonth() + 1, 2);
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let year = (new Date()).getUTCFullYear();
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if (processConfig.startMode.noTime.resumeExecution === "true") {
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botConfig.hasTheBotJustStarted = false;
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} else {
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botConfig.hasTheBotJustStarted = true;
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}
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switch (botConfig.type) {
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case 'Extraction': {
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runExtractionBot(botConfig, processConfig, month, year);
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break;
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}
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case 'Indicator': {
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runIndicatorBot(botConfig, processConfig, month, year);
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break;
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}
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default: {
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logger.write("[ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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if (processConfig.startMode.fixedInterval !== undefined) {
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if (processConfig.startMode.fixedInterval.run === "true") {
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botConfig.runAtFixedInterval = true;
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botConfig.fixedInterval = processConfig.startMode.fixedInterval.interval;
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let month = pad((new Date()).getUTCMonth() + 1, 2);
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let year = (new Date()).getUTCFullYear();
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switch (botConfig.type) {
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case 'Extraction': {
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runExtractionBot(botConfig, processConfig, month, year);
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break;
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}
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default: {
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logger.write("[ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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if (processConfig.startMode.live !== undefined) {
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if (processConfig.startMode.live.run === "true") {
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botConfig.runMode = "Live";
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let month = pad((new Date()).getUTCMonth() + 1, 2);
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let year = (new Date()).getUTCFullYear();
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if (processConfig.startMode.live.resumeExecution === "true") {
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botConfig.hasTheBotJustStarted = false;
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} else {
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botConfig.hasTheBotJustStarted = true;
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}
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switch (botConfig.type) {
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case 'Trading': {
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runTradingBot(botConfig, processConfig);
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break;
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}
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default: {
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logger.write("[ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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if (processConfig.startMode.backtest !== undefined) {
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if (processConfig.startMode.backtest.run === "true") {
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botConfig.runMode = "Backtest";
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botConfig.backtest = processConfig.startMode.backtest;
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/* We override these waitTimes to the one specified at the backtest configuration. */
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processConfig.normalWaitTime = processConfig.startMode.backtest.waitTime;
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processConfig.retryWaitTime = processConfig.startMode.backtest.waitTime;
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/* Backtest Mode does not support Resume Execution, so this is the only way. */
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botConfig.hasTheBotJustStarted = true;
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switch (botConfig.type) {
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case 'Trading': {
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runTradingBot(botConfig, processConfig);
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break;
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}
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default: {
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logger.write("[ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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if (processConfig.startMode.competition !== undefined) {
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if (processConfig.startMode.competition.run === "true") {
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botConfig.runMode = "Competition";
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botConfig.competition = processConfig.startMode.competition;
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if (processConfig.startMode.competition.resumeExecution === "true") {
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botConfig.hasTheBotJustStarted = false;
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} else {
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botConfig.hasTheBotJustStarted = true;
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}
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switch (botConfig.type) {
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case 'Trading': {
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runTradingBot(botConfig, processConfig);
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break;
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}
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default: {
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logger.write("[ERROR] start -> findProcess -> Unexpected bot type. -> botConfig.type = " + botConfig.type);
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}
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}
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}
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}
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} catch (err) {
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logger.write("[ERROR] start -> findProcess -> Unexpected exception. -> err.message = " + err.message);
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}
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}
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}
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if (processFound === false) {
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logger.write("[ERROR] Process listed at the configuration file of AACloud not found at the configuration file of the bot. -> listItem.process = " + listItem.process);
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}
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function runExtractionBot(pBotConfig, pProcessConfig, pMonth, pYear) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess ->runExtractionBot -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess ->runExtractionBot -> pMonth = " + pMonth); }
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if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess ->runExtractionBot -> pYear = " + pYear); }
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let extractionBotMainLoop = EXTRACTION_BOT_MAIN_LOOP_MODULE.newExtractionBotProcessMainLoop(pBotConfig);
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extractionBotMainLoop.initialize(pProcessConfig, onInitializeReady);
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function onInitializeReady(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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extractionBotMainLoop.run(pMonth, pYear, whenRunFinishes);
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function whenRunFinishes(err) {
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let botId;
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if (pYear !== undefined) {
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botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth;
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} else {
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botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
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}
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
logger.write("[INFO] start -> findProcess -> runExtractionBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully. :-)");
|
|
logger.write("[INFO] start -> findProcess -> runExtractionBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
console.log(botId + " Bot execution finished sucessfully. :-)");
|
|
|
|
} else {
|
|
|
|
logger.write("[ERROR] start -> findProcess -> runExtractionBot -> onInitializeReady -> whenStartFinishes -> err = " + err.message);
|
|
logger.write("[ERROR] start -> findProcess -> runExtractionBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
|
|
logger.write("[ERROR] start -> findProcess -> runExtractionBot -> onInitializeReady -> whenStartFinishes -> Bye. :-(");
|
|
logger.write("[ERROR] start -> findProcess -> runExtractionBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
console.log(botId + " Bot execution finished with errors. Please check the logs. :-(");
|
|
}
|
|
}
|
|
|
|
} else {
|
|
logger.write("[ERROR] runExtractionBot -> onInitializeReady -> err = " + err.message);
|
|
logger.write("[ERROR] runExtractionBot -> onInitializeReady -> Bot will not be started. ");
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] runExtractionBot -> err = " + err.message);
|
|
}
|
|
}
|
|
|
|
function runIndicatorBot(pBotConfig, pProcessConfig, pMonth, pYear) {
|
|
|
|
try {
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> runIndicatorBot -> Entering function."); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> runIndicatorBot -> pMonth = " + pMonth); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> runIndicatorBot -> pYear = " + pYear); }
|
|
|
|
let indicatorBotMainLoop = INDICATOR_BOT_MAIN_LOOP_MODULE.newIndicatorBotProcessMainLoop(pBotConfig);
|
|
indicatorBotMainLoop.initialize(pProcessConfig, onInitializeReady);
|
|
|
|
function onInitializeReady(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
indicatorBotMainLoop.run(pMonth, pYear, whenRunFinishes);
|
|
|
|
function whenRunFinishes(err) {
|
|
|
|
let botId;
|
|
if (pYear !== undefined) {
|
|
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process + "." + pYear + "." + pMonth;
|
|
} else {
|
|
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
|
|
}
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
logger.write("[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully. :-)");
|
|
logger.write("[INFO] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
console.log(botId + " Bot execution finished sucessfully. :-)");
|
|
|
|
} else {
|
|
|
|
logger.write("[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> err = " + err.message);
|
|
logger.write("[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
|
|
logger.write("[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bye. :-(");
|
|
logger.write("[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
console.log(botId + " Bot execution finished with errors. Please check the logs. :-(");
|
|
}
|
|
}
|
|
|
|
} else {
|
|
logger.write("[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> err = " + err.message);
|
|
logger.write("[ERROR] start -> findProcess -> runIndicatorBot -> onInitializeReady -> Bot will not be started. ");
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] runIndicatorBot -> err = " + err.message);
|
|
}
|
|
}
|
|
|
|
function runTradingBot(pBotConfig, pProcessConfig) {
|
|
|
|
try {
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findProcess -> runTradingBot -> Entering function."); }
|
|
|
|
let tradingBotMainLoop = TRADING_BOT_MAIN_LOOP_MODULE.newTradingBotProcessMainLoop(pBotConfig);
|
|
tradingBotMainLoop.initialize(pProcessConfig, onInitializeReady);
|
|
|
|
function onInitializeReady(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
tradingBotMainLoop.run(whenRunFinishes);
|
|
|
|
function whenRunFinishes(err) {
|
|
|
|
let botId;
|
|
|
|
botId = pBotConfig.devTeam + "." + pBotConfig.codeName + "." + pBotConfig.process;
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
logger.write("[INFO] start -> findProcess -> runTradingBot -> onInitializeReady -> whenStartFinishes -> Bot execution finished sucessfully. :-)");
|
|
logger.write("[INFO] start -> findProcess -> runTradingBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
console.log(botId + " Bot execution finished sucessfully. :-)");
|
|
|
|
} else {
|
|
|
|
logger.write("[ERROR] start -> findProcess -> runTradingBot -> onInitializeReady -> whenStartFinishes -> err = " + err.message);
|
|
logger.write("[ERROR] start -> findProcess -> runTradingBot -> onInitializeReady -> whenStartFinishes -> Execution will be stopped. ");
|
|
logger.write("[ERROR] start -> findProcess -> runTradingBot -> onInitializeReady -> whenStartFinishes -> Bye. :-(");
|
|
logger.write("[ERROR] start -> findProcess -> runTradingBot -> onInitializeReady -> whenStartFinishes -> Bot Id = " + botId);
|
|
console.log(botId + " Bot execution finished with errors. Please check the logs. :-(");
|
|
}
|
|
}
|
|
|
|
} else {
|
|
logger.write("[ERROR] start -> findProcess -> runTradingBot -> onInitializeReady -> err = " + err.message);
|
|
logger.write("[ERROR] start -> findProcess -> runTradingBot -> onInitializeReady -> Bot will not be started. ");
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] start -> findProcess -> runTradingBot -> err = " + err.message);
|
|
}
|
|
}
|
|
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] start -> findProcess -> err.message = " + err.message);
|
|
return;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
|
|
|