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