386 lines
17 KiB
JavaScript
386 lines
17 KiB
JavaScript
exports.newExchangeAPI = function newExchangeAPI(BOT, logger, POLONIEX_CLIENT_MODULE) {
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/*
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This module allows trading bots to connect to the exchange and do trading operations on it. So far it can only work with Poloniex.
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*/
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const MODULE_NAME = "Exchange API";
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let bot = BOT;
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let thisObject = {
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initialize: initialize,
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getOpenPositions: getOpenPositions,
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getExecutedTrades: getExecutedTrades,
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putPosition: putPosition,
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movePosition: movePosition,
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getTicker: getTicker
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};
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let poloniexApiClient;
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return thisObject;
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function initialize(callBackFunction) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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poloniexApiClient = POLONIEX_CLIENT_MODULE.newPoloniexAPIClient(global.EXCHANGE_KEYS[global.EXCHANGE_NAME].Key, global.EXCHANGE_KEYS[global.EXCHANGE_NAME].Secret);
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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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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function getOpenPositions(pMarket, callBackFunction) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getOpenPositions -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getOpenPositions -> pMarket = " + JSON.stringify(pMarket)); }
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poloniexApiClient.API.returnOpenOrders(pMarket.assetA, pMarket.assetB, onExchangeCallReturned);
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function onExchangeCallReturned(err, exchangeResponse) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getOpenPositions -> onExchangeCallReturned -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getOpenPositions -> onExchangeCallReturned -> err = " + err); }
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if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] getOpenPositions -> onExchangeCallReturned -> exchangeResponse = " + JSON.stringify(exchangeResponse)); }
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poloniexApiClient.API.analizeResponse(logger, err, exchangeResponse, callBackFunction, onResponseOk);
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function onResponseOk() {
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/*
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This is what we receive from the exchange. We will convert this to our standard format for later use.
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[ { orderNumber: '151918418632',
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type: 'sell',
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rate: '20000.00000000',
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startingAmount: '0.00010000',
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amount: '0.00010000',
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total: '2.00000000',
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date: '2018-02-24 11:14:17',
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margin: 0 } ]
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*/
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let exchangePositions = [];
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for (let i = 0; i < exchangeResponse.length; i++) {
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let openPosition = {
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id: exchangeResponse[i].orderNumber,
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type: exchangeResponse[i].type,
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rate: exchangeResponse[i].rate,
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amountA: exchangeResponse[i].total,
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amountB: exchangeResponse[i].amount,
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date: (new Date(exchangeResponse[i].date)).valueOf()
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};
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exchangePositions.push(openPosition);
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}
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callBackFunction(global.DEFAULT_OK_RESPONSE, exchangePositions);
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] getOpenPositions -> onExchangeCallReturned -> Error = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] getOpenPositions -> Error = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function getExecutedTrades(pPositionId, callBackFunction) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getExecutedTrades -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getExecutedTrades -> pPositionId = " + pPositionId); }
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poloniexApiClient.API.returnOrderTrades(pPositionId, onExchangeCallReturned);
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function onExchangeCallReturned(err, exchangeResponse) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getExecutedTrades -> onExchangeCallReturned -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getExecutedTrades -> onExchangeCallReturned -> err = " + err); }
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if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] getExecutedTrades -> onExchangeCallReturned -> exchangeResponse = " + JSON.stringify(exchangeResponse)); }
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poloniexApiClient.API.analizeResponse(logger, err, exchangeResponse, callBackFunction, onResponseOk);
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function onResponseOk() {
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/*
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This is what we receive from the exchange. We will convert this to our standard format for later use.
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[
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{
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"globalTradeID": 20825863,
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"tradeID": 147142,
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"currencyPair":
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"BTC_XVC",
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"type": "buy",
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"rate": "0.00018500",
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"amount": "455.34206390",
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"total": "0.08423828",
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"fee": "0.00200000",
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"date": "2016-03-14 01:04:36"
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},
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...]
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*/
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let trades = [];
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for (let i = 0; i < exchangeResponse.length; i++) {
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let trade = {
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id: exchangeResponse[i].tradeID,
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type: exchangeResponse[i].type,
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rate: exchangeResponse[i].rate,
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amountA: exchangeResponse[i].total,
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amountB: exchangeResponse[i].amount,
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fee: exchangeResponse[i].fee,
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date: (new Date(exchangeResponse[i].date)).valueOf()
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}
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trades.push(trade);
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}
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callBackFunction(global.DEFAULT_OK_RESPONSE, trades);
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] getExecutedTrades -> onExchangeCallReturned -> Error = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] getExecutedTrades -> Error = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function putPosition(pMarket, pType, pRate, pAmountA, pAmountB, callBackFunction) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pMarket = " + JSON.stringify(pMarket)); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pType = " + pType); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pRate = " + pRate); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountA = " + pAmountA); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> pAmountB = " + pAmountB); }
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if (pType === "buy") {
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poloniexApiClient.API.buy(pMarket.assetA, pMarket.assetB, pRate, pAmountB, onExchangeCallReturned);
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return;
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}
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if (pType === "sell") {
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poloniexApiClient.API.sell(pMarket.assetA, pMarket.assetB, pRate, pAmountB, onExchangeCallReturned);
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return;
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}
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logger.write(MODULE_NAME, "[ERROR] putPosition -> pType must be either 'buy' or 'sell'.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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function onExchangeCallReturned(err, exchangeResponse) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> onExchangeCallReturned -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> onExchangeCallReturned -> err = " + err); }
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if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] putPosition -> onExchangeCallReturned -> exchangeResponse = " + JSON.stringify(exchangeResponse)); }
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poloniexApiClient.API.analizeResponse(logger, err, exchangeResponse, callBackFunction, onResponseOk);
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function onResponseOk() {
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/*
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This is what we can receive from the exchange.
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{
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"orderNumber":31226040,
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"resultingTrades":
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[{
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"amount":"338.8732",
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"date":"2014-10-18 23:03:21",
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"rate":"0.00000173",
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"total":"0.00058625",
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"tradeID":"16164",
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"type":"buy"
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}]
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}
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*/
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callBackFunction(global.DEFAULT_OK_RESPONSE, exchangeResponse.orderNumber);
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] putPosition -> onExchangeCallReturned -> Error = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] putPosition -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function movePosition(pPosition, pNewRate, callBackFunction) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> pPosition = " + JSON.stringify(pPosition)); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> pNewRate = " + pNewRate); }
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let newAmount;
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if (pPosition.type === "buy") {
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newAmount = pPosition.amountA / pNewRate;
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} else {
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newAmount = pPosition.amountB;
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}
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> newAmount = " + newAmount); }
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poloniexApiClient.API.moveOrder(pPosition.id, pNewRate, newAmount, onExchangeCallReturned);
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function onExchangeCallReturned(err, exchangeResponse) {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> onExchangeCallReturned -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> onExchangeCallReturned -> err = " + err); }
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if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> onExchangeCallReturned -> exchangeResponse = " + JSON.stringify(exchangeResponse)); }
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try {
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poloniexApiClient.API.analizeResponse(logger, err, exchangeResponse, callBackFunction, onResponseOk);
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function onResponseOk() {
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if (exchangeResponse.success !== 1) {
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logger.write(MODULE_NAME, "[ERROR] movePosition -> onExchangeCallReturned -> exchangeResponse.success = " + exchangeResponse.success);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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/*
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This is what we can receive from the exchange.
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{
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"orderNumber":31226040,
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"resultingTrades":
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[{
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"amount":"338.8732",
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"date":"2014-10-18 23:03:21",
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"rate":"0.00000173",
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"total":"0.00058625",
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"tradeID":"16164",
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"type":"buy"
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}]
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}
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*/
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callBackFunction(global.DEFAULT_OK_RESPONSE, exchangeResponse.orderNumber);
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] movePosition -> onExchangeCallReturned -> Error = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] movePosition -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function getTicker(pMarket, callBackFunction) {
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try {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] getTicker -> Entering function."); }
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poloniexApiClient.API.returnTicker(onExchangeCallReturned);
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function onExchangeCallReturned(err, exchangeResponse) {
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> onExchangeCallReturned -> Entering function."); }
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if (global.LOG_CONTROL[MODULE_NAME].logInfo === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> onExchangeCallReturned -> err = " + err); }
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if (global.LOG_CONTROL[MODULE_NAME].logContent === true) { logger.write(MODULE_NAME, "[INFO] movePosition -> onExchangeCallReturned -> exchangeResponse = " + JSON.stringify(exchangeResponse)); }
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try {
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poloniexApiClient.API.analizeResponse(logger, err, exchangeResponse, callBackFunction, onResponseOk);
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function onResponseOk() {
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/*
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This is what we can receive from the exchange.
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{"BTC_LTC":{ "last":"0.0251",
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"lowestAsk":"0.02589999",
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"highestBid":"0.0251",
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"percentChange":"0.02390438",
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"baseVolume":"6.16485315",
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"quoteVolume":"245.82513926"
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},
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"BTC_NXT":{ "last":"0.00005730",
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"lowestAsk":"0.00005710",
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"highestBid":"0.00004903",
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"percentChange":"0.16701570",
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"baseVolume":"0.45347489",
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"quoteVolume":"9094"
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},
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... }
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*/
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let ticker = {
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bid: Number(exchangeResponse[pMarket].highestBid),
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ask: Number(exchangeResponse[pMarket].lowestAsk),
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last: Number(exchangeResponse[pMarket].last)
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};
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callBackFunction(global.DEFAULT_OK_RESPONSE, ticker);
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}
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}
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catch (err) {
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logger.write(MODULE_NAME, "[ERROR] movePosition -> onExchangeCallReturned -> Error = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] movePosition -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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}; |