803 lines
42 KiB
JavaScript
803 lines
42 KiB
JavaScript
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, FILE_STORAGE) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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const GMT_SECONDS = ':00.000 GMT+0000';
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const GMT_MILI_SECONDS = '.000 GMT+0000';
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const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
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const MODULE_NAME = "User Bot";
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const TRADES_FOLDER_NAME = "Trades";
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const CANDLES_FOLDER_NAME = "Candles";
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const CANDLES_ONE_MIN = "One-Min";
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const VOLUMES_FOLDER_NAME = "Volumes";
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const VOLUMES_ONE_MIN = "One-Min";
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const commons = COMMONS.newCommons(bot, logger, UTILITIES);
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thisObject = {
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initialize: initialize,
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start: start
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};
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let oliviaStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let bruceStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let utilities = UTILITIES.newCloudUtilities(bot, logger);
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let statusDependencies;
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return thisObject;
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function initialize(pStatusDependencies, pMonth, pYear, callBackFunction) {
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try {
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logger.fileName = MODULE_NAME;
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logger.initialize();
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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statusDependencies = pStatusDependencies;
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commons.initializeStorage(oliviaStorage, bruceStorage, onInizialized);
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function onInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> onInizialized -> Initialization Succeed."); }
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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} else {
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logger.write(MODULE_NAME, "[ERROR] initialize -> onInizialized -> err = " + err.message);
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callBackFunction(err);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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/*
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This process is going to do the following:
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Read the candles and volumes from Bruce and produce a file for each day and for each period with candles and volumes.
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*/
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function start(callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
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let market = global.MARKET;
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/* Context Variables */
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let contextVariables = {
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lastCandleFile: undefined, // Datetime of the last file files sucessfully produced by this process.
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firstTradeFile: undefined, // Datetime of the first trade file in the whole market history.
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maxCandleFile: undefined // Datetime of the last file available to be used as an input of this process.
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};
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getContextVariables();
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function getContextVariables() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> Entering function."); }
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let thisReport;
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let reportKey;
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let statusReport;
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/* We look first for Charly in order to get when the market starts. */
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reportKey = "AAMasters" + "-" + "AACharly" + "-" + "Historic-Trades" + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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thisReport = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport.lastFile === undefined) {
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> It is too early too run this process since the trade history of the market is not there yet.");
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: "Dependency does not exist."
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}
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
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callBackFunction(customOK);
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return;
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}
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contextVariables.firstTradeFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + thisReport.lastFile.hours + ":" + thisReport.lastFile.minutes + GMT_SECONDS);
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/* Second, we get the report from Bruce, to know when the marted ends. */
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reportKey = "AAMasters" + "-" + "AABruce" + "-" + "Single-Period-Daily" + "-" + "dataSet.V1" + "-" + bot.processDatetime.getUTCFullYear() + "-" + utilities.pad(bot.processDatetime.getUTCMonth() + 1,2);
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because dependecy Status Report is corrupt. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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thisReport = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport.lastFile === undefined) {
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Undefined Last File. -> reportKey = " + reportKey);
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let customOK = {
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result: global.CUSTOM_OK_RESPONSE.result,
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message: "Dependency not ready."
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}
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> customOK = " + customOK.message);
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callBackFunction(customOK);
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return;
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}
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contextVariables.maxCandleFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
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/* Finally we get our own Status Report. */
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reportKey = "AAMasters" + "-" + "AAOlivia" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getContextVariables -> reportKey = " + reportKey); }
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statusReport = statusDependencies.statusReports.get(reportKey);
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if (statusReport === undefined) { // This means the status report does not exist, that could happen for instance at the begining of a month.
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logger.write(MODULE_NAME, "[WARN] start -> getContextVariables -> Status Report does not exist. Retrying Later. ");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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if (statusReport.status === "Status Report is corrupt.") {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> Can not continue because self dependecy Status Report is corrupt. Aborting Process.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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thisReport = statusDependencies.statusReports.get(reportKey).file;
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if (thisReport.lastFile !== undefined) {
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contextVariables.lastCandleFile = new Date(thisReport.lastFile);
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/*
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Here we assume that the last day written might contain incomplete information. This actually happens every time the head of the market is reached.
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For that reason we go back one day, the partial information is discarded and added again with whatever new info is available.
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*/
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contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
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buildCandles();
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return;
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} else {
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contextVariables.lastCandleFile = new Date(contextVariables.firstTradeFile.getUTCFullYear() + "-" + (contextVariables.firstTradeFile.getUTCMonth() + 1) + "-" + contextVariables.firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
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contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
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buildCandles();
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return;
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> getContextVariables -> err = " + err.message);
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if (err.message === "Cannot read property 'file' of undefined") {
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Check the bot configuration to see if all of its statusDependencies declarations are correct. ");
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logger.write(MODULE_NAME, "[HINT] start -> getContextVariables -> Dependencies loaded -> keys = " + JSON.stringify(statusDependencies.keys));
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}
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function buildCandles() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> Entering function."); }
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let outputCandles;
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let outputVolumes;
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advanceTime();
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function advanceTime() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> advanceTime -> Entering function."); }
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contextVariables.lastCandleFile = new Date(contextVariables.lastCandleFile.valueOf() + ONE_DAY_IN_MILISECONDS);
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> advanceTime -> New processing time @ " + contextVariables.lastCandleFile.getUTCFullYear() + "/" + (contextVariables.lastCandleFile.getUTCMonth() + 1) + "/" + contextVariables.lastCandleFile.getUTCDate() + "."); }
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/* Validation that we are not going past the head of the market. */
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if (contextVariables.lastCandleFile.valueOf() > contextVariables.maxCandleFile.valueOf()) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> advanceTime -> Head of the market found @ " + contextVariables.lastCandleFile.getUTCFullYear() + "/" + (contextVariables.lastCandleFile.getUTCMonth() + 1) + "/" + contextVariables.lastCandleFile.getUTCDate() + "."); }
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callBackFunction(global.DEFAULT_OK_RESPONSE); // Here is where we finish processing and wait for the platform to run this module again.
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return;
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}
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/*
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We prepere the arrays that will accumulate all the information for each output file.
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*/
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outputCandles = [];
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outputVolumes = [];
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for (n = 0; n < global.dailyFilePeriods.length; n++) {
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const emptyArray1 = [];
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const emptyArray2 = [];
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outputCandles.push(emptyArray1);
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outputVolumes.push(emptyArray2);
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}
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periodsLoop();
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}
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function periodsLoop() {
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/*
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We will iterate through all posible periods.
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*/
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let n = 0 // loop Variable representing each possible period as defined at the periods array.
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loopBody();
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function loopBody() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Entering function."); }
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const outputPeriod = global.dailyFilePeriods[n][0];
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const timePeriod = global.dailyFilePeriods[n][1];
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nextCandleFile();
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function nextCandleFile() {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> Entering function."); }
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let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
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let fileName = market.assetA + '_' + market.assetB + ".json"
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let filePathRoot = bot.devTeam + "/" + "AABruce" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + '/' + CANDLES_ONE_MIN + '/' + dateForPath;
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> fileName = " + fileName); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> filePath = " + filePath); }
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bruceStorage.getTextFile(filePath, fileName, onFileReceived, true);
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console.log("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> getting file at dateForPath = " + dateForPath);
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function onFileReceived(err, text) {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> text = " + text); }
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let candlesFile;
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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try {
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candlesFile = JSON.parse(text);
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Parsing JSON -> err = " + err.message);
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logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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} else {
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if (err.message === 'File does not exist.') {
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logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Dependency Not Ready -> err = " + err.message);
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logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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} else {
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logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Error Received -> err = " + err.message);
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callBackFunction(err);
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return;
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}
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}
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const inputCandlesPerdiod = 60 * 1000; // 1 min
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const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
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let totalOutputCandles = inputFilePeriod / outputPeriod;
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let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
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for (let i = 0; i < totalOutputCandles; i++) {
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let outputCandle = {
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open: 0,
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close: 0,
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min: 0,
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max: 0,
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begin: 0,
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end: 0
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};
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let saveCandle = false;
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outputCandle.begin = beginingOutputTime + i * outputPeriod;
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outputCandle.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
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for (let j = 0; j < candlesFile.length; j++) {
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let candle = {
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open: candlesFile[j][2],
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close: candlesFile[j][3],
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min: candlesFile[j][0],
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max: candlesFile[j][1],
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begin: candlesFile[j][4],
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end: candlesFile[j][5]
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};
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/* Here we discard all the candles out of range. */
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if (candle.begin >= outputCandle.begin && candle.end <= outputCandle.end) {
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if (saveCandle === false) { // this will set the value only once.
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outputCandle.open = candle.open;
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outputCandle.min = candle.min;
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outputCandle.max = candle.max;
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}
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saveCandle = true;
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outputCandle.close = candle.close; // only the last one will be saved
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if (candle.min < outputCandle.min) {
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outputCandle.min = candle.min;
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}
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if (candle.max > outputCandle.max) {
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outputCandle.max = candle.max;
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}
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}
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}
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if (saveCandle === true) { // then we have a valid candle, otherwise it means there were no candles to fill this one in its time range.
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outputCandles[n].push(outputCandle);
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}
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}
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nextVolumeFile();
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}
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function nextVolumeFile() {
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try {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> Entering function."); }
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let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
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let fileName = market.assetA + '_' + market.assetB + ".json"
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let filePathRoot = bot.devTeam + "/" + "AABruce" + "." + bot.version.major + "." + bot.version.minor + "/" + global.PLATFORM_CONFIG.codeName + "." + global.PLATFORM_CONFIG.version.major + "." + global.PLATFORM_CONFIG.version.minor + "/" + global.EXCHANGE_NAME + "/" + bot.dataSetVersion;
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let filePath = filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath;
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> fileName = " + fileName); }
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> filePath = " + filePath); }
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bruceStorage.getTextFile(filePath, fileName, onFileReceived, true);
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console.log("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> getting file at dateForPath = " + dateForPath);
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function onFileReceived(err, text) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Entering function."); }
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if (LOG_FILE_CONTENT === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> text = " + text); }
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let volumesFile;
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
try {
|
|
volumesFile = JSON.parse(text);
|
|
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Parsing JSON -> err = " + err.message);
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
return;
|
|
}
|
|
} else {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Error Received -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
const inputVolumesPerdiod = 60 * 1000; // 1 min
|
|
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
|
|
|
|
let totalOutputVolumes = inputFilePeriod / outputPeriod; // this should be 2 in this case.
|
|
let beginingOutputTime = contextVariables.lastCandleFile.valueOf();
|
|
|
|
for (let i = 0; i < totalOutputVolumes; i++) {
|
|
|
|
let outputVolume = {
|
|
buy: 0,
|
|
sell: 0,
|
|
begin: 0,
|
|
end: 0
|
|
};
|
|
|
|
let saveVolume = false;
|
|
|
|
outputVolume.begin = beginingOutputTime + i * outputPeriod;
|
|
outputVolume.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
|
|
|
|
for (let j = 0; j < volumesFile.length; j++) {
|
|
|
|
let volume = {
|
|
buy: volumesFile[j][0],
|
|
sell: volumesFile[j][1],
|
|
begin: volumesFile[j][2],
|
|
end: volumesFile[j][3]
|
|
};
|
|
|
|
/* Here we discard all the Volumes out of range. */
|
|
|
|
if (volume.begin >= outputVolume.begin && volume.end <= outputVolume.end) {
|
|
|
|
saveVolume = true;
|
|
|
|
outputVolume.buy = outputVolume.buy + volume.buy;
|
|
outputVolume.sell = outputVolume.sell + volume.sell;
|
|
|
|
}
|
|
}
|
|
|
|
if (saveVolume === true) {
|
|
|
|
outputVolumes[n].push(outputVolume);
|
|
|
|
}
|
|
}
|
|
|
|
writeFiles(outputCandles[n], outputVolumes[n], timePeriod, controlLoop);
|
|
|
|
}
|
|
} catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
|
|
function controlLoop() {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> controlLoop -> Entering function."); }
|
|
|
|
n++;
|
|
|
|
if (n < global.dailyFilePeriods.length) {
|
|
|
|
loopBody();
|
|
|
|
} else {
|
|
|
|
writeDataRanges(onWritten);
|
|
|
|
function onWritten(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> buildCandles -> periodsLoop -> controlLoop -> onWritten -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onCandlesDataRangeWritten -> err = " + err.message);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
writeStatusReport(contextVariables.lastCandleFile, advanceTime);
|
|
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> buildCandles -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeFiles(candles, volumes, timePeriod, callBack) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> Entering function."); }
|
|
|
|
/*
|
|
|
|
Here we will write the contents of the Candles and Volumens files.
|
|
|
|
*/
|
|
|
|
try {
|
|
|
|
writeCandles();
|
|
|
|
function writeCandles() {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> Entering function."); }
|
|
|
|
let separator = "";
|
|
let fileRecordCounter = 0;
|
|
let fileContent = "";
|
|
|
|
for (i = 0; i < candles.length; i++) {
|
|
|
|
let candle = candles[i];
|
|
|
|
fileContent = fileContent + separator + '[' + candles[i].min + "," + candles[i].max + "," + candles[i].open + "," + candles[i].close + "," + candles[i].begin + "," + candles[i].end + "]";
|
|
|
|
if (separator === "") { separator = ","; }
|
|
|
|
fileRecordCounter++;
|
|
|
|
}
|
|
|
|
fileContent = "[" + fileContent + "]";
|
|
|
|
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
|
let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
|
|
let filePath = bot.filePathRoot + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + timePeriod + "/" + dateForPath;
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> filePath = " + filePath); }
|
|
|
|
oliviaStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
|
|
|
console.log("[INFO] start -> writeFiles -> writeCandles -> creating file at filePath = " + filePath);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeFiles -> writeCandles -> onFileCreated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeCandles -> onFileCreated -> Content written = " + fileContent);
|
|
}
|
|
|
|
logger.write(MODULE_NAME, "[WARN] start -> writeFiles -> writeCandles -> onFileCreated -> Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName);
|
|
|
|
writeVolumes();
|
|
}
|
|
}
|
|
|
|
function writeVolumes() {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> Entering function."); }
|
|
|
|
let separator = "";
|
|
let fileRecordCounter = 0;
|
|
let fileContent = "";
|
|
|
|
for (i = 0; i < volumes.length; i++) {
|
|
|
|
let candle = volumes[i];
|
|
|
|
fileContent = fileContent + separator + '[' + volumes[i].buy + "," + volumes[i].sell + "," + volumes[i].begin + "," + volumes[i].end + "]";
|
|
|
|
if (separator === "") { separator = ","; }
|
|
|
|
fileRecordCounter++;
|
|
|
|
}
|
|
|
|
fileContent = "[" + fileContent + "]";
|
|
|
|
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
|
let dateForPath = contextVariables.lastCandleFile.getUTCFullYear() + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(contextVariables.lastCandleFile.getUTCDate(), 2);
|
|
let filePath = bot.filePathRoot + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + timePeriod + "/" + dateForPath;
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> filePath = " + filePath); }
|
|
|
|
oliviaStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
|
|
|
console.log("[INFO] start -> writeFiles -> writeVolumes -> creating file at filePath = " + filePath);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeFiles -> writeVolumes -> onFileCreated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> writeFiles -> writeVolumes -> onFileCreated -> Content written = " + fileContent);
|
|
}
|
|
|
|
logger.write(MODULE_NAME, "[WARN] start -> writeFiles -> writeVolumes -> onFileCreated -> Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName);
|
|
|
|
callBack();
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeFiles -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeDataRanges(callBack) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
|
|
|
|
writeDataRange(contextVariables.firstTradeFile, contextVariables.lastCandleFile, CANDLES_FOLDER_NAME, onCandlesDataRangeWritten);
|
|
|
|
function onCandlesDataRangeWritten(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRanges -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onCandlesDataRangeWritten -> err = " + err.message);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
writeDataRange(contextVariables.firstTradeFile, contextVariables.lastCandleFile, VOLUMES_FOLDER_NAME, onVolumeDataRangeWritten);
|
|
|
|
function onVolumeDataRangeWritten(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] writeDataRanges -> writeDataRanges -> onVolumeDataRangeWritten -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] writeDataRanges -> writeDataRanges -> onVolumeDataRangeWritten -> err = " + err.message);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRanges -> err = " + err.message);
|
|
callBack(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
|
|
}
|
|
|
|
function writeDataRange(pBegin, pEnd, pProductFolder, callBack) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> Entering function."); }
|
|
|
|
let dataRange = {
|
|
begin: pBegin.valueOf(),
|
|
end:pEnd.valueOf()
|
|
};
|
|
|
|
let fileContent = JSON.stringify(dataRange);
|
|
|
|
let fileName = 'Data.Range.' + market.assetA + '_' + market.assetB + '.json';
|
|
let filePath = bot.filePathRoot + "/Output/" + pProductFolder + "/" + bot.process;
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> filePath = " + filePath); }
|
|
|
|
oliviaStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> onFileCreated -> err = " + err.message);
|
|
callBack(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write(MODULE_NAME, "[INFO] start -> writeDataRange -> onFileCreated -> Content written = " + fileContent);
|
|
}
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeDataRange -> err = " + err.message);
|
|
callBack(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeStatusReport(lastFileDate, callBack) {
|
|
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> Entering function."); }
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> writeStatusReport -> lastFileDate = " + lastFileDate); }
|
|
|
|
try {
|
|
|
|
let reportKey = "AAMasters" + "-" + "AAOlivia" + "-" + "Multi-Period-Daily" + "-" + "dataSet.V1";
|
|
let thisReport = statusDependencies.statusReports.get(reportKey);
|
|
|
|
thisReport.file.lastExecution = bot.processDatetime;
|
|
thisReport.file.lastFile = lastFileDate;
|
|
thisReport.save(callBack);
|
|
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> writeStatusReport -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
}
|
|
catch (err) {
|
|
logger.write(MODULE_NAME, "[ERROR] 'Start' - ERROR : " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
};
|