417 lines
21 KiB
JavaScript
417 lines
21 KiB
JavaScript
exports.newSession = function newSession(bot, parentLogger) {
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const MODULE_NAME = "Session"
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const FULL_LOG = true;
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const ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
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let thisObject = {
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initialize: initialize
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}
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const SOCIAL_BOTS_MODULE = require('./SocialBots.js')
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let socialBotsModule = SOCIAL_BOTS_MODULE.newSocialBots(bot, parentLogger)
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return thisObject;
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function initialize(pProcessConfig, callBackFunction) {
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try {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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/* Initialize this info so that everything is logged propeerly */
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bot.SESSION = {
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name: bot.processNode.session.name,
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id: bot.processNode.session.id
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}
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/* Set the folderName for early logging */
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if (bot.processNode.session.config.folderName === undefined) {
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bot.SESSION.folderName = bot.SESSION.id
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} else {
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bot.SESSION.folderName = bot.processNode.session.config.folderName + "-" + bot.SESSION.id
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}
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/* Check if there is a session */
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if (bot.processNode.session === undefined) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> Cannot run without a Session.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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/* Listen to event to start or stop the session. */
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bot.sessionKey = bot.processNode.session.name + '-' + bot.processNode.session.type + '-' + bot.processNode.session.id
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global.SESSION_MAP.set(bot.sessionKey, bot.sessionKey)
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global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Run Session', undefined, bot.sessionKey, undefined, runSession)
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global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Stop Session', undefined, bot.sessionKey, undefined, stopSession)
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/* Errors sent to the UI */
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bot.sessionError = sessionError
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/* Heartbeats sent to the UI */
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bot.sessionHeartBeat = sessionHeartBeat
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callBackFunction(global.DEFAULT_OK_RESPONSE)
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return
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function runSession(message) {
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try {
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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.
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/* We are going to run the Definition comming at the event. */
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bot.APP_SCHEMA_ARRAY = JSON.parse(message.event.appSchema)
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bot.TRADING_SYSTEM = JSON.parse(message.event.tradingSystem)
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bot.TRADING_ENGINE = JSON.parse(message.event.tradingEngine)
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bot.SESSION = JSON.parse(message.event.session)
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bot.DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter)
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bot.RESUME = message.event.resume
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bot.SESSION.stop = stopSession // stop function
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setUpAppSchema()
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setUpSessionFolderName()
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if (checkParemeters() === false) { return }
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socialBotsModule.initialize()
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let allGood
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switch (bot.SESSION.type) {
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case 'Backtesting Session': {
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allGood = startBackTesting(message)
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break
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}
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case 'Live Trading Session': {
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allGood = startLiveTrading(message)
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break
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}
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case 'Fordward Testing Session': {
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allGood = startFordwardTesting(message)
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break
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}
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case 'Paper Trading Session': {
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allGood = startPaperTrading(message)
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break
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}
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}
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if (allGood === true) {
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bot.SESSION_STATUS = 'Idle'
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bot.STOP_SESSION = false
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} else {
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bot.STOP_SESSION = true
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}
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socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' was started.")
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> runSession -> err = " + err.stack);
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}
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}
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function stopSession(commandOrigin) {
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try {
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if (reason === undefined) { commandOrigin = ' from the User Interface.' }
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socialBotsModule.sendMessage(bot.SESSION.type + " '" + bot.SESSION.name + "' was stopped " + commandOrigin)
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bot.STOP_SESSION = true
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socialBotsModule.finalize()
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> stopSession -> err = " + err.stack);
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}
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}
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function setUpAppSchema() {
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/* Setup the APP_SCHEMA_MAP based on the APP_SCHEMA_ARRAY */
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bot.APP_SCHEMA_MAP = new Map()
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for (let i = 0; i < bot.APP_SCHEMA_ARRAY.length; i++) {
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let nodeDefinition = bot.APP_SCHEMA_ARRAY[i]
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let key = nodeDefinition.type
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bot.APP_SCHEMA_MAP.set(key, nodeDefinition)
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}
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}
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function setUpSessionFolderName() {
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/* Set the folderName for logging, reports, context and data output */
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let config
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if (bot.SESSION.config !== undefined) {
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config = bot.SESSION.config
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if (config.folderName === undefined) {
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bot.SESSION.folderName = bot.SESSION.id
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} else {
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bot.SESSION.folderName = config.folderName + "-" + bot.SESSION.id
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}
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}
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}
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function checkParemeters() {
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/*
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Here we check all the Session Parameters received. If something critical is missing we abort returning false. If something
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non critical is missing, we complete it with a default value.
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*/
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if (bot.SESSION.parameters === undefined) {
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let errorMessage = "Session Node with no Parameters."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.SESSION, errorMessage)
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return false
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}
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/* Time Range */
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if (bot.SESSION.parameters.timeRange === undefined) { // if the Time Range is missing we create a default one.
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bot.SESSION.parameters.timeRange = {
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name: 'Missing Time Range',
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type: 'Time Range',
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config: {
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initialDatetime: (new Date()).valueOf(),
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finalDatetime: (new Date()).valueOf()
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}
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}
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}
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if (bot.SESSION.parameters.timeRange.config.initialDatetime === undefined) { // if the initialDatetime is missing we create a default one.
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bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date()).valueOf()
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} else {
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bot.SESSION.parameters.timeRange.config.initialDatetime = (new Date(bot.SESSION.parameters.timeRange.config.initialDatetime)).valueOf()
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}
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if (bot.SESSION.parameters.timeRange.config.finalDatetime === undefined) { // if the finalDatetime is missing we create a default one.
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bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date()).valueOf()
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} else {
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bot.SESSION.parameters.timeRange.config.finalDatetime = (new Date(bot.SESSION.parameters.timeRange.config.finalDatetime)).valueOf()
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}
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/* Session Type Forced Values */
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switch (bot.SESSION.type) {
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case 'Live Trading Session': {
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if (bot.SESSION.parameters.timeRange.config.finalDatetime.valueOf() > (new Date()).valueOf()) {
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date()
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}
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break
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}
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case 'Live Trading Session': {
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bot.SESSION.parameters.timeRange.config.initialDatetime = new Date()
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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break
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}
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case 'Fordward Testing Session': {
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bot.SESSION.parameters.timeRange.config.initialDatetime = new Date()
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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break
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}
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case 'Paper Trading Session': {
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bot.SESSION.parameters.timeRange.config.initialDatetime = new Date()
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bot.SESSION.parameters.timeRange.config.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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break
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}
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}
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/* Time Frame */
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if (bot.SESSION.parameters.timeFrame === undefined) {
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let errorMessage = "Session Parameters Node with no Time Frame."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.SESSION.parameters, errorMessage)
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return false
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}
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if (bot.SESSION.parameters.timeFrame.config.label === undefined) {
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let errorMessage = "Session Parameters Node with no Time Frame Label configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.SESSION.parameters.timeFrame, errorMessage)
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return false
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}
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/* Session Base Asset */
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if (bot.SESSION.parameters.sessionBaseAsset === undefined) {
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let errorMessage = "Session Parameters Node with no Session Base Asset."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.SESSION.parameters, errorMessage)
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return false
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}
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if (bot.SESSION.parameters.sessionBaseAsset.config.initialBalance === undefined) {
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let errorMessage = "Session Parameters Session Base Asset with no initialBalance configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.SESSION.parameters.sessionBaseAsset, errorMessage)
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return false
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}
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if (bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance === undefined) {
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bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance = 0
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}
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if (bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance === undefined) {
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bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance = Number.MAX_SAFE_INTEGER
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}
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/* Session Quoted Asset */
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if (bot.SESSION.parameters.sessionQuotedAsset === undefined) {
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let errorMessage = "Session Parameters Node with no Session Quoted Asset."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.SESSION.parameters, errorMessage)
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return false
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}
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if (bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance === undefined) {
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let errorMessage = "Session Parameters Session Quoted Asset with no initialBalance configuration."
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> checkParemeters -> " + errorMessage)
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bot.sessionError(bot.SESSION.parameters.sessionQuotedAsset, errorMessage)
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return false
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}
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if (bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance === undefined) {
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bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance = 0
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}
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if (bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance === undefined) {
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bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance = Number.MAX_SAFE_INTEGER
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}
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/* Slippage */
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if (bot.SESSION.parameters.slippage === undefined) { // if the Slippage is missing we create a default one.
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bot.SESSION.parameters.timeRange = {
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name: 'Missing Slippage',
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type: 'Slippage',
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config: {
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positionRate: 0,
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stopLoss: 0,
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takeProfit: 0
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}
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}
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}
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if (bot.SESSION.parameters.slippage.config.positionRate === undefined) { // if the positionRate is missing we create a default one.
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bot.SESSION.parameters.slippage.config.positionRate = 0
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}
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if (bot.SESSION.parameters.slippage.config.stopLoss === undefined) { // if the stopLoss is missing we create a default one.
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bot.SESSION.parameters.slippage.config.stopLoss = 0
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}
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if (bot.SESSION.parameters.slippage.config.takeProfit === undefined) { // if the takeProfit is missing we create a default one.
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bot.SESSION.parameters.slippage.config.takeProfit = 0
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}
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/* Fee Structure */
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if (bot.SESSION.parameters.feeStructure === undefined) { // if the Fee Structure is missing we create a default one.
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bot.SESSION.parameters.feeStructure = {
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name: 'Missing Fee Structure',
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type: 'Fee Structure',
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config: {
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maker: 0,
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taker: 0
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}
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}
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}
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if (bot.SESSION.parameters.feeStructure.config.maker === undefined) { // if the maker is missing we create a default one.
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bot.SESSION.parameters.feeStructure.config.maker = 0
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}
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if (bot.SESSION.parameters.feeStructure.config.taker === undefined) { // if the taker is missing we create a default one.
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bot.SESSION.parameters.feeStructure.config.taker = 0
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}
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return true
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}
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function startBackTesting(message) {
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bot.resumeExecution = false; // TODO change this for the new way of handling resuming
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bot.hasTheBotJustStarted = true // TODO see if this is necesary
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bot.tradingProcessDatee = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf()) // Here we initialize the date of the process.
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return true
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}
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function startLiveTrading(message) {
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if (process.env.KEY === undefined || process.env.SECRET === undefined) { // TODO Remove this from Process .env
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[ERROR] initialize -> startLiveTrading -> Key 'codeName' or 'secret' not provided. Plese check that and try again."); }
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return false
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}
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bot.resumeExecution = false;
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bot.tradingProcessDatee = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
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bot.hasTheBotJustStarted = true
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pProcessConfig.liveWaitTime = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.config.label)
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return true
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}
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function startFordwardTesting(message) {
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if (process.env.KEY === undefined || process.env.SECRET === undefined) {
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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."); }
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console.log("Key 'codeName' or 'secret' not provided. Plese check that and try again.")
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return false
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}
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bot.resumeExecution = false;
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bot.tradingProcessDatee = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
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bot.hasTheBotJustStarted = true
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/* Reduce the balance */
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let balancePercentage = 1 // This is the default value
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if (bot.SESSION.config.balancePercentage !== undefined) {
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balancePercentage = bot.SESSION.config.balancePercentage
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}
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bot.SESSION.parameters.sessionBaseAsset.config.initialBalance = bot.SESSION.parameters.sessionBaseAsset.config.initialBalance * balancePercentage / 100
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bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance = bot.SESSION.parameters.sessionQuotedAsset.config.initialBalance * balancePercentage / 100
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bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance = bot.SESSION.parameters.sessionBaseAsset.config.minimumBalance * balancePercentage / 100
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bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.minimumBalance * balancePercentage / 100
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bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance = bot.SESSION.parameters.sessionBaseAsset.config.maximumBalance * balancePercentage / 100
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bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance = bot.SESSION.parameters.sessionQuotedAsset.config.maximumBalance * balancePercentage / 100
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pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.config.label)
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return true
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}
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function startPaperTrading(message) {
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bot.resumeExecution = false;
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bot.hasTheBotJustStarted = true
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bot.tradingProcessDatee = new Date(bot.SESSION.parameters.timeRange.config.initialDatetime.valueOf())
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pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.SESSION.parameters.timeFrame.label)
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return true
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}
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function getTimeFrameFromLabel(timeFrameLabel) {
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for (let i = 0; i < global.marketFilesPeriods.length; i++) {
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let value = global.marketFilesPeriods[i][0]
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let label = global.marketFilesPeriods[i][1]
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if (timeFrameLabel === label) {
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return value
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}
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}
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for (let i = 0; i < global.dailyFilePeriods.length; i++) {
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let value = global.dailyFilePeriods[i][0]
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let label = global.dailyFilePeriods[i][1]
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if (timeFrameLabel === label) {
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return value
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}
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}
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}
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function sessionHeartBeat(processingDate) {
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let event = {
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seconds: (new Date()).getSeconds(),
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processingDate: processingDate
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}
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global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Heartbeat', event)
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if (global.STOP_TASK_GRACEFULLY === true) {
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bot.STOP_SESSION = true
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}
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}
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function sessionError(node, errorMessage) {
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let event = {
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nodeName: node.name,
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nodeType: node.type,
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nodeId: node.id,
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errorMessage: errorMessage
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}
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global.EVENT_SERVER_CLIENT.raiseEvent(bot.sessionKey, 'Error', event)
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if (global.STOP_TASK_GRACEFULLY === true) {
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bot.STOP_SESSION = true
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}
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}
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
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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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