649 lines
33 KiB
JavaScript
649 lines
33 KiB
JavaScript
exports.newUserBot = function newUserBot(bot, logger) {
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const MODULE_NAME = "User Bot";
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const FULL_LOG = true;
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const LOG_INFO = true;
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let thisObject = {
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initialize: initialize,
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start: start
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};
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let assistant; // The reference to the Traing Platform Advanced Algos Assistant.
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let gaussStorage; // This is an example of dependency to other bots
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return thisObject;
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function initialize(pAssistant, callBackFunction) {
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try {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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logger.fileName = MODULE_NAME;
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assistant = pAssistant;
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let key = "AAVikings-AAGauss-LRC-Points-Multi-Period-Daily-dataSet.V1";
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gaussStorage = assistant.dataDependencies.dataSets.get(key);
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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 -> onDone -> 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 start(callBackFunction) {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> Entering function."); }
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const market = global.MARKET;
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const LAST_SELL_RATE_KEY = "AAVikings" + "-" + "AAArtudito" + "-" + "Trading-Process" + "-" + "lastSellRate";
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const LAST_BUY_RATE_KEY = "AAVikings" + "-" + "AAArtudito" + "-" + "Trading-Process" + "-" + "lastBuyRate";
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const CHANNEL_DOWN = -1;
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const CHANNEL_UP = 1;
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const NO_CHANNEL = 0;
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// Parameters
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let targetTradeEnabled = false;
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const TRADE_TARGET = 2.0;
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let stopLossEnabled = false;
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let stopLossPorcentage = 0.006;
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let lastBuyRate = assistant.remindMeOf(LAST_BUY_RATE_KEY);
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if (lastBuyRate === undefined) {
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let currentRate = assistant.getMarketRate();
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lastBuyRate = currentRate;
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assistant.rememberThis(LAST_BUY_RATE_KEY, lastBuyRate);
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}
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/*
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This trading bot will use an strategy based on the interpretation of the Linear Regression Curve Channel.
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*/
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let positions = assistant.getPositions();
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let lastSellRate = assistant.remindMeOf(LAST_SELL_RATE_KEY);
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if (targetTradeEnabled === true && assistant.getAvailableBalance().assetA > 1 && lastSellRate !== undefined) {
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let currentROI = ((lastSellRate - assistant.getTicker().bid) / lastSellRate) * 100;
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if (currentROI > TRADE_TARGET) {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> Current trade ROI is greater than default target. Buying..."); }
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createBuyPosition(onDone);
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return;
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}
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}
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businessLogic(onDone);
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function onDone(err) {
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try {
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switch (err.result) {
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case global.DEFAULT_OK_RESPONSE.result: {
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logger.write(MODULE_NAME, "[INFO] start -> onDone -> Execution finished well. :-)");
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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return;
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}
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case global.DEFAULT_RETRY_RESPONSE.result: { // Something bad happened, but if we retry in a while it might go through the next time.
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logger.write(MODULE_NAME, "[ERROR] start -> onDone -> Retry Later. Requesting Execution Retry.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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case global.DEFAULT_FAIL_RESPONSE.result: { // This is an unexpected exception that we do not know how to handle.
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logger.write(MODULE_NAME, "[ERROR] start -> onDone -> Operation Failed. Aborting the process. err = " + err.message);
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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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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> onDone -> 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 businessLogic(callBack) {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> Entering function."); }
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let firstChannelTilt = 0;
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getChannelTilt(firstTiltCheck);
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function firstTiltCheck(err, channelTilt) {
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try {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> firstTiltCheck -> Entering Function."); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> firstTiltCheck -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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} else {
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if (channelTilt == 1) {
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createBuyPosition(callBack);
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} else if (channelTilt == -1) {
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firstChannelTilt = -1;
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getSecondChannelTilt(secondTiltCheck);
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} else {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> firstTiltCheck -> Nothing to do, there isn't a buy or sell oportunity."); }
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callBack(global.DEFAULT_OK_RESPONSE);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> firstTiltCheck -> 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 secondTiltCheck(err, secondChannelTilt) {
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try {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> secondTiltCheck -> Entering Function."); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> secondTiltCheck -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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} else {
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if (firstChannelTilt == -1 && secondChannelTilt == -1) {
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createSellPosition(callBack);
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} else {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> secondTiltCheck -> Nothing to do, there isn't a sell oportunity."); }
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callBack(global.DEFAULT_OK_RESPONSE);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> secondTiltCheck -> 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 getChannelTilt(callBack) {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getChannelTilt -> Entering function."); }
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let lrcPoint, previousLRCPoint;
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let queryDate = new Date(bot.processDatetime);
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getLRCPointsFile(queryDate, onLRCPointsFileReceived);
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function onLRCPointsFileReceived(err, lrcPointsFile) {
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try {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getChannelTilt -> onLRCPointsFileReceived."); }
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let lastIndexLrcPointsFile = lrcPointsFile.length - 1;
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let lastAvailableDateTime = lrcPointsFile[lastIndexLrcPointsFile][0];
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if (bot.processDatetime.valueOf() <= lastAvailableDateTime || !isExecutionToday()) {
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for (let i = 0; i < lrcPointsFile.length; i++) {
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if (bot.processDatetime.valueOf() >= lrcPointsFile[i][0] && bot.processDatetime.valueOf() < lrcPointsFile[i][1]) {
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lrcPoint = {
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begin: lrcPointsFile[i][0],
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end: lrcPointsFile[i][1],
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min: lrcPointsFile[i][2],
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mid: lrcPointsFile[i][3],
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max: lrcPointsFile[i][4]
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};
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if (i >= 1) {
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let previous = i - 1;
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previousLRCPoint = {
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begin: lrcPointsFile[previous][0],
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end: lrcPointsFile[previous][1],
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min: lrcPointsFile[previous][2],
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mid: lrcPointsFile[previous][3],
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max: lrcPointsFile[previous][4]
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};
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applyBotRules(lrcPoint, previousLRCPoint, callBack);
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} else {
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queryDate.setDate(queryDate.getDate() - 1);
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getLRCPointsFile(queryDate, onPreviousLRCPointsFileReceived);
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}
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return;
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}
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}
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logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> getChannelTilt -> onLRCPointsFileReceived. The expected LRC Point was not found: " + bot.processDatetime.valueOf());
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callBack(global.DEFAULT_FAIL_RESPONSE);
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} else {
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// Running live we will process last available LRCPoint only if it's delayed 25 minutes top
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let maxTolerance = 25 * 60 * 1000;
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if (bot.processDatetime.valueOf() <= (lastAvailableDateTime + maxTolerance)) {
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lrcPoint = {
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begin: lrcPointsFile[lastIndexLrcPointsFile][0],
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end: lrcPointsFile[lastIndexLrcPointsFile][1],
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min: lrcPointsFile[lastIndexLrcPointsFile][2],
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mid: lrcPointsFile[lastIndexLrcPointsFile][3],
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max: lrcPointsFile[lastIndexLrcPointsFile][4]
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};
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if (lastIndexLrcPointsFile >= 1) {
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let previous = lastIndexLrcPointsFile - 1;
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previousLRCPoint = {
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begin: lrcPointsFile[previous][0],
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end: lrcPointsFile[previous][1],
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min: lrcPointsFile[previous][2],
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mid: lrcPointsFile[previous][3],
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max: lrcPointsFile[previous][4]
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};
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applyBotRules(lrcPoint, previousLRCPoint, callBack);
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} else {
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queryDate.setDate(queryDate.getDate() - 1);
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getLRCPointsFile(queryDate, onPreviousLRCPointsFileReceived);
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}
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} else {
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if (LOG_INFO === true) logger.write(MODULE_NAME, "[WARN] start -> getChannelTilt -> onLRCPointsFileReceived. Available candle older than 5 minutes. Skeeping execution.");
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callBack(global.DEFAULT_OK_RESPONSE, NO_CHANNEL); // TODO CUSTOM_OK_RESPONSE
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> getChannelTilt -> onLRCPointsFileReceived -> 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 onPreviousLRCPointsFileReceived(err, lrcPointsFile) {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> onLRCPointsFileReceived."); }
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let previous = lrcPointsFile.length - 1;
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previousLRCPoint = {
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begin: lrcPointsFile[previous][0],
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end: lrcPointsFile[previous][1],
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min: lrcPointsFile[previous][2],
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mid: lrcPointsFile[previous][3],
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max: lrcPointsFile[previous][4]
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};
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applyBotRules(lrcPoint, previousLRCPoint, callBack);
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}
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}
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function getSecondChannelTilt(callBack) {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getSecondChannelTilt -> Entering function."); }
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const CHANNEL_DOWN = -1;
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const CHANNEL_UP = 1;
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const NO_CHANNEL = 0;
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let lrcPoint, previousLRCPoint;
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getLRCPointsMarketFile(onLRCPointsFileReceived);
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function onLRCPointsFileReceived(err, lrcPointsFile) {
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try {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getSecondChannelTilt -> onLRCPointsFileReceived."); }
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let lastIndexLrcPointsFile = lrcPointsFile.length - 1;
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let lastAvailableDateTime = lrcPointsFile[lastIndexLrcPointsFile][0];
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if (bot.processDatetime.valueOf() <= lastAvailableDateTime || !isExecutionToday()) {
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for (let i = lrcPointsFile.length - 1; i >= 0; i--) {
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if (bot.processDatetime.valueOf() >= lrcPointsFile[i][0] && bot.processDatetime.valueOf() < lrcPointsFile[i][1]) {
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lrcPoint = {
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begin: lrcPointsFile[i][0],
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end: lrcPointsFile[i][1],
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min: lrcPointsFile[i][2],
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mid: lrcPointsFile[i][3],
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max: lrcPointsFile[i][4]
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};
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if (i >= 1) {
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let previous = i - 1;
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previousLRCPoint = {
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begin: lrcPointsFile[previous][0],
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end: lrcPointsFile[previous][1],
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min: lrcPointsFile[previous][2],
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mid: lrcPointsFile[previous][3],
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max: lrcPointsFile[previous][4]
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};
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applyBotRules(lrcPoint, previousLRCPoint, callBack);
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} else {
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logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> getSecondChannelTilt -> onLRCPointsFileReceived. The expected previous LRC Point was not found.");
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}
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return;
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}
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}
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logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> getSecondChannelTilt -> onLRCPointsFileReceived. The expected LRC Point was not found." + bot.processDatetime.valueOf() + ". " + JSON.stringify(lrcPointsFile));
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callBack(global.DEFAULT_FAIL_RESPONSE);
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} else {
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// Running live we will process last available LRCPoint only if it's delayed 25 minutes top
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let maxTolerance = 25 * 60 * 1000;
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if (bot.processDatetime.valueOf() <= (lastAvailableDateTime + maxTolerance)) {
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lrcPoint = {
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begin: lrcPointsFile[lastIndexLrcPointsFile][0],
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end: lrcPointsFile[lastIndexLrcPointsFile][1],
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min: lrcPointsFile[lastIndexLrcPointsFile][2],
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mid: lrcPointsFile[lastIndexLrcPointsFile][3],
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max: lrcPointsFile[lastIndexLrcPointsFile][4]
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};
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if (lastIndexLrcPointsFile >= 1) {
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let previous = lastIndexLrcPointsFile - 1;
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previousLRCPoint = {
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begin: lrcPointsFile[previous][0],
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end: lrcPointsFile[previous][1],
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min: lrcPointsFile[previous][2],
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mid: lrcPointsFile[previous][3],
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max: lrcPointsFile[previous][4]
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};
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applyBotRules(lrcPoint, previousLRCPoint, callBack);
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} else {
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logger.write(MODULE_NAME, "[ERROR] start -> businessLogic -> getSecondChannelTilt -> onLRCPointsFileReceived. The expected previous LRC Point was not found.");
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}
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} else {
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if (LOG_INFO === true) logger.write(MODULE_NAME, "[WARN] start -> getSecondChannelTilt -> onLRCPointsFileReceived. Available candle older than 5 minutes. Skeeping execution.");
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callBack(global.DEFAULT_OK_RESPONSE, NO_CHANNEL); // TODO CUSTOM_OK_RESPONSE
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[ERROR] start -> getSecondChannelTilt -> onLRCPointsFileReceived -> 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 onPreviousLRCPointsFileReceived(err, lrcPointsFile) {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getSecondChannelTilt -> onLRCPointsFileReceived."); }
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let previous = lrcPointsFile.length - 1;
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previousLRCPoint = {
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begin: lrcPointsFile[previous][0],
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end: lrcPointsFile[previous][1],
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min: lrcPointsFile[previous][2],
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mid: lrcPointsFile[previous][3],
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max: lrcPointsFile[previous][4]
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};
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applyBotRules(lrcPoint, previousLRCPoint, callBack);
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}
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}
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function applyBotRules(lrcPoint, previousLRCPoint, callBack) {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> applyBotRules -> Entering Function."); }
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let channelTilt = NO_CHANNEL;
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let ruleApplied = "";
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if (lrcPoint.max < lrcPoint.mid && lrcPoint.min > lrcPoint.mid && lrcPoint.mid < lrcPoint.min) {
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if (lrcPoint.min > previousLRCPoint.min && lrcPoint.mid > previousLRCPoint.mid && lrcPoint.max > previousLRCPoint.max) {
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// The channel points UP
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channelTilt = CHANNEL_UP;
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ruleApplied += "Rule_1.";
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}
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}
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if (lrcPoint.min < lrcPoint.mid && lrcPoint.max > lrcPoint.mid && lrcPoint.mid < lrcPoint.max) {
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if (lrcPoint.min < previousLRCPoint.min && lrcPoint.mid < previousLRCPoint.mid && lrcPoint.max < previousLRCPoint.max) {
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// The channel points DOWN
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channelTilt = CHANNEL_DOWN;
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ruleApplied += "Rule_2.";
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}
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}
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if (lrcPoint.min < previousLRCPoint.min && lrcPoint.mid <= previousLRCPoint.mid) {
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// 15 AND 30 changed direction from up to down
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if (checkToSellWithStopLoss()) {
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channelTilt = CHANNEL_DOWN;
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ruleApplied += "Rule_3a.";
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}
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}
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if (lrcPoint.min > previousLRCPoint.min && lrcPoint.mid >= previousLRCPoint.mid) {
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// 15 AND 30 changed direction from down to up
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channelTilt = CHANNEL_UP;
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ruleApplied += "Rule_3b.";
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}
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let logMessage = bot.processDatetime.toISOString() + ". Rule: " + ruleApplied + ". Tilt: " + channelTilt + " (" + Number(lrcPoint.min).toLocaleString() + "|" + Number(lrcPoint.mid).toLocaleString() + "|" + Number(lrcPoint.max).toLocaleString() + ")";
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> Results: " + logMessage); }
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callBack(global.DEFAULT_OK_RESPONSE, channelTilt);
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}
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function checkToSellWithStopLoss() {
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let allowSell = true;
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let assetBBalance = assistant.getAvailableBalance().assetB;
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let currentRate = assistant.getMarketRate();
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let amountB = assistant.getAvailableBalance().assetB;
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let amountA = amountB * currentRate;
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if (stopLossEnabled) {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop Loss Enabled, checking to sell."); }
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// Get the current investment value
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let investment = 0;
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if (assistant.getAvailableBalance() !== undefined) {
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investment = assistant.getAvailableBalance().assetB * lastBuyRate;
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}
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// Calculate maximum loss setup
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let currentLoss = amountA - investment;
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let stopLossValue = investment * stopLossPorcentage;
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if (currentLoss > 0) {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> No loss, we can sell."); }
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} else if (assetBBalance > 0) {
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if (Math.abs(currentLoss) > stopLossValue) {
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let message = "Sell to avoid loss more than " + Number(stopLossPorcentage * 100).toLocaleString() + "% of our initial investment. ";
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message += "Combined ROI on current execution: ";
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if (assistant.getCombinedProfits().assetA > 0) {
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message += Number(assistant.getCombinedProfits().assetA).toLocaleString() + "%. ";
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} else {
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message += Number(assistant.getCombinedProfits().assetB).toLocaleString() + "%. ";
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}
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if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop loss, sell: " + message); }
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assistant.sendMessage(3, "Stop Loss", message);
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|
|
} else {
|
|
let currentRisk = currentLoss / investment;
|
|
let message = "Not sell now. Risking " + Number(currentRisk * 100).toLocaleString() + "% of our initial investment";
|
|
message += ". Last Buy: $" + Number(lastBuyRate).toLocaleString();
|
|
message += ". Not selling at: $" + Number(currentRate).toLocaleString();
|
|
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop loss, not sell: " + message); }
|
|
|
|
assistant.sendMessage(3, "Stop Loss", message);
|
|
|
|
allowSell = false;
|
|
}
|
|
}
|
|
}
|
|
|
|
return allowSell;
|
|
}
|
|
|
|
function getLRCPointsFile(dateTime, callback) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getLRCPointsFile -> Entering function."); }
|
|
|
|
let datePath = dateTime.getUTCFullYear() + "/" + pad(dateTime.getUTCMonth() + 1, 2) + "/" + pad(dateTime.getUTCDate(), 2);
|
|
let filePath = "LRC-Points/Multi-Period-Daily/30-min/" + datePath;
|
|
let fileName = market.assetA + '_' + market.assetB + ".json"
|
|
|
|
if (bot.startMode === "Backtest" && bot.botCache.has(filePath)) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> getLRCPointsFile -> Getting the file from local cache."); }
|
|
|
|
cleanUpCache(bot.botCache, "LRC-Points/Multi-Period-Daily/30-min", dateTime);
|
|
callback(global.DEFAULT_OK_RESPONSE, bot.botCache.get(filePath));
|
|
|
|
} else {
|
|
gaussStorage.getTextFile(filePath, fileName, onFileReceived);
|
|
}
|
|
|
|
function onFileReceived(err, text) {
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] start -> getChannelTilt -> getLRCPointsFile -> onFileReceived > Entering Function."); }
|
|
|
|
let lrcPointsFile = JSON.parse(text);
|
|
bot.botCache.set(filePath, lrcPointsFile);
|
|
callback(global.DEFAULT_OK_RESPONSE, lrcPointsFile);
|
|
} else {
|
|
logger.write(MODULE_NAME, "[ERROR] start -> getChannelTilt -> getLRCPointsFile -> onFileReceived -> Failed to get the file. Will abort the process and request a retry.");
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
return;
|
|
}
|
|
}
|
|
|
|
function cleanUpCache(fileCache, path, dateTimeCacheFile) {
|
|
let date = new Date(dateTimeCacheFile);
|
|
date.setDate(date.getDate() - 2);
|
|
let datePath = date.getUTCFullYear() + "/" + pad(date.getUTCMonth() + 1, 2) + "/" + pad(date.getUTCDate(), 2);
|
|
let cachePosition = path + '/' + datePath;
|
|
|
|
// Remove and go back one day
|
|
if (fileCache.has(cachePosition)) {
|
|
fileCache.delete(cachePosition);
|
|
date.setDate(date.getDate() - 1);
|
|
cleanUpCache(fileCache, date);
|
|
}
|
|
}
|
|
}
|
|
|
|
function getLRCPointsMarketFile(callback) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] getLRCPointsMarketFile -> Entering function."); }
|
|
|
|
let filePath = "LRC-Points/Multi-Period-Market/02-hs";
|
|
let fileName = market.assetA + '_' + market.assetB + ".json"
|
|
|
|
if (bot.startMode === "Backtest" && bot.botCache.has(filePath)) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] getLRCPointsMarketFile -> Getting the file from local cache."); }
|
|
|
|
callback(global.DEFAULT_OK_RESPONSE, bot.botCache.get(filePath));
|
|
|
|
} else {
|
|
|
|
gaussStorage.getTextFile(filePath, fileName, onFileReceived);
|
|
}
|
|
|
|
function onFileReceived(err, text) {
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] getLRCPointsMarketFile -> onFileReceived > Entering Function."); }
|
|
|
|
let lrcPointsFile = JSON.parse(text);
|
|
bot.botCache.set(filePath, lrcPointsFile);
|
|
callback(global.DEFAULT_OK_RESPONSE, lrcPointsFile);
|
|
} else {
|
|
logger.write(MODULE_NAME, "[ERROR]getLRCPointsMarketFile -> onFileReceived -> Failed to get the file. Will abort the process and request a retry.");
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
return;
|
|
}
|
|
}
|
|
}
|
|
|
|
function createBuyPosition(callBack) {
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Entering function."); }
|
|
|
|
let assetABalance = assistant.getAvailableBalance().assetA;
|
|
let currentRate = assistant.getTicker().bid;
|
|
let amountA = assistant.getAvailableBalance().assetA;
|
|
let amountB = Number((amountA / currentRate).toFixed(8));
|
|
|
|
if (positions.length > 0 && positions[0].type === "buy" && positions[0].status !== "executed" && (bot.processDatetime.valueOf() - positions[0].date) > (60000 * 5)) {
|
|
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Moving an existing BUY position to a new price: $" + Number(currentRate).toLocaleString()); }
|
|
|
|
let message = "Moving an existing buy position to a new price: $" + Number(currentRate).toLocaleString();
|
|
message += ". Combined ROI on current execution: " + getCombinedProfit() + "%. ";
|
|
assistant.sendMessage(6, "Moving Position", message);
|
|
message = bot.processDatetime.toISOString() + " - " + message;
|
|
assistant.sendEmail("Alerts", message, bot.emailSubscriptions);
|
|
|
|
assistant.rememberThis(LAST_BUY_RATE_KEY, currentRate);
|
|
|
|
assistant.movePosition(positions[0], currentRate, callBack);
|
|
|
|
} else if (assetABalance > 0) {
|
|
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Artuditu put a new BUY position at price: $" + Number(currentRate).toLocaleString()); }
|
|
|
|
let message = "Creating a new buy position. Price: $" + Number(currentRate).toLocaleString();
|
|
message += ". Combined ROI on current execution: " + getCombinedProfit() + "%. ";
|
|
assistant.sendMessage(7, "Buying", message);
|
|
message = bot.processDatetime.toISOString() + " - " + message;
|
|
assistant.sendEmail("Alerts", message, bot.emailSubscriptions);
|
|
|
|
assistant.rememberThis(LAST_BUY_RATE_KEY, currentRate);
|
|
|
|
assistant.putPosition("buy", currentRate, amountA, amountB, callBack);
|
|
|
|
} else {
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createBuyPosition -> Not enough available balance to buy."); }
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function createSellPosition(callBack) {
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createSellPosition -> Entering function."); }
|
|
|
|
let assetBBalance = assistant.getAvailableBalance().assetB;
|
|
let currentRate = assistant.getTicker().bid;
|
|
let amountB = assistant.getAvailableBalance().assetB;
|
|
let amountA = amountB * currentRate;
|
|
|
|
if (positions.length > 0 && positions[0].type === "sell" && positions[0].status !== "executed" && (bot.processDatetime.valueOf() - positions[0].date) > (60000 * 10)) {
|
|
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createSellPosition -> Artuditu is moving an existing SELL position to a new price: $" + Number(currentRate).toLocaleString()); }
|
|
|
|
let message = "Moving an existing sell position to a new price: $" + Number(currentRate).toLocaleString();
|
|
message += ". Combined ROI on current execution: " + getCombinedProfit() + "%. ";
|
|
assistant.sendMessage(6, "Moving Position", message);
|
|
message = bot.processDatetime.toISOString() + " - " + message;
|
|
assistant.sendEmail("Alerts", message, bot.emailSubscriptions);
|
|
|
|
assistant.rememberThis(LAST_SELL_RATE_KEY, currentRate);
|
|
assistant.movePosition(positions[0], currentRate, callBack);
|
|
|
|
} else if (assetBBalance > 0) {
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createSellPosition -> Artuditu put a new SELL position at price: $" + Number(currentRate).toLocaleString()); }
|
|
|
|
let message = "Creating a new sell position. Price: $" + Number(currentRate).toLocaleString();
|
|
message += ". Combined ROI on current execution: " + getCombinedProfit() + "%. ";
|
|
assistant.sendMessage(7, "Selling", message);
|
|
message = bot.processDatetime.toISOString() + " - " + message;
|
|
assistant.sendEmail("Alerts", message, bot.emailSubscriptions);
|
|
|
|
assistant.rememberThis(LAST_SELL_RATE_KEY, currentRate);
|
|
assistant.putPosition("sell", currentRate, amountA, amountB, callBack);
|
|
|
|
} else {
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, "[INFO] start -> businessLogic -> createSellPosition -> There is not enough available balance to sell."); }
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function pad(str, max) {
|
|
str = str.toString();
|
|
return str.length < max ? pad("0" + str, max) : str;
|
|
}
|
|
|
|
function isExecutionToday() {
|
|
let localDate = new Date();
|
|
let today = new Date(Date.UTC(
|
|
localDate.getUTCFullYear(),
|
|
localDate.getUTCMonth(),
|
|
localDate.getUTCDate()));
|
|
|
|
return (today.getUTCFullYear() === bot.processDatetime.getUTCFullYear()
|
|
&& today.getUTCMonth() === bot.processDatetime.getUTCMonth()
|
|
&& today.getUTCDate() === bot.processDatetime.getUTCDate());
|
|
}
|
|
|
|
function getCombinedProfit() {
|
|
if (assistant.getCombinedProfits() !== undefined) {
|
|
if (assistant.getCombinedProfits().assetA > 0) {
|
|
return Number(assistant.getCombinedProfits().assetA).toLocaleString();
|
|
} else {
|
|
return Number(assistant.getCombinedProfits().assetB).toLocaleString();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}; |