379 lines
16 KiB
JavaScript
379 lines
16 KiB
JavaScript
exports.newExchangeAPI = function newExchangeAPI(BOT, DEBUG_MODULE, POLONIEX_CLIENT_MODULE) {
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const FULL_LOG = true;
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/*
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This module allows trading bots to connect to the exchange and do trding 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 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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};
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let bot = BOT;
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const logger = DEBUG_MODULE.newDebugLog();
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logger.fileName = MODULE_NAME;
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logger.bot = bot;
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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 (FULL_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
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let apiKey = readApiKey();
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poloniexApiClient = new POLONIEX_CLIENT_MODULE(apiKey.Key, apiKey.Secret);
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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function readApiKey() {
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try {
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let fs = require('fs');
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let filePath = '../' + 'API-Keys' + '/' + bot.codeName + '.' + global.EXCHANGE_NAME + '.json';
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return JSON.parse(fs.readFileSync(filePath, 'utf8'));
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}
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catch (err) {
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logger.write("[ERROR] initialize -> readApiKey -> err = " + err.message);
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logger.write("[HINT] You need to have a file at this path -> " + filePath);
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logger.write("[HINT] The file must have the keys to access your poloniex account, in this format -> " + '{ "Key" : "4FB9TMEB-234VH2W1-BYJIXHGM-GL15DSA1", "Secret" : "1a24298skdjdf734uuyhbdagdasdtyut276587256hdsdas765asdasdasd76asdasda765asdasfas6asfda57657asd5a76sd5a7s65d7a6sd57as65d7as65d"}');
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logger.write("[HINT] You get this key logging in to your Poloniex web account, enabling API keys and getting a new one. ");
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logger.write("[HINT] Be sure not to allow withdrawls with this Key. When asked at the exchange key page, say no. ");
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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("[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 (FULL_LOG === true) { logger.write("[INFO] getOpenPositions -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] getOpenPositions -> pMarket = " + JSON.stringify(pMarket)); }
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poloniexApiClient.returnOpenOrders(pMarket.assetA, pMarket.assetB, onExchangeCallReturned);
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function onExchangeCallReturned(err, exchangeResponse) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] getOpenPositions -> onExchangeCallReturned -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] getOpenPositions -> onExchangeCallReturned -> err = " + err); }
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if (FULL_LOG === true) { logger.write("[INFO] getOpenPositions -> onExchangeCallReturned -> exchangeResponse = " + JSON.stringify(exchangeResponse)); }
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if (err || exchangeResponse.error !== undefined || JSON.stringify(exchangeResponse).indexOf("Connection timed out") > 0) {
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somethingWentWrong(err, exchangeResponse, callBackFunction);
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} else {
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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("[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("[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 (FULL_LOG === true) { logger.write("[INFO] getExecutedTrades -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] getExecutedTrades -> pPositionId = " + pPositionId); }
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poloniexApiClient.returnOrderTrades(pPositionId, onExchangeCallReturned);
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function onExchangeCallReturned(err, exchangeResponse) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] getExecutedTrades -> onExchangeCallReturned -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] getExecutedTrades -> onExchangeCallReturned -> err = " + err); }
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if (FULL_LOG === true) { logger.write("[INFO] getExecutedTrades -> onExchangeCallReturned -> exchangeResponse = " + JSON.stringify(exchangeResponse)); }
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if (err || exchangeResponse.error !== undefined || JSON.stringify(exchangeResponse).indexOf("Connection timed out") > 0) {
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somethingWentWrong(err, exchangeResponse, callBackFunction);
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} else {
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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("[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("[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 (FULL_LOG === true) { logger.write("[INFO] putPosition -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] putPosition -> pMarket = " + JSON.stringify(pMarket)); }
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if (FULL_LOG === true) { logger.write("[INFO] putPosition -> pType = " + pType); }
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if (FULL_LOG === true) { logger.write("[INFO] putPosition -> pRate = " + pRate); }
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if (FULL_LOG === true) { logger.write("[INFO] putPosition -> pAmountA = " + pAmountA); }
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if (FULL_LOG === true) { logger.write("[INFO] putPosition -> pAmountB = " + pAmountB); }
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if (pType === "buy") {
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poloniexApiClient.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.sell(pMarket.assetA, pMarket.assetB, pRate, pAmountB, onExchangeCallReturned);
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return;
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}
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logger.write("[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 (FULL_LOG === true) { logger.write("[INFO] putPosition -> onExchangeCallReturned -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] putPosition -> onExchangeCallReturned -> err = " + err); }
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if (FULL_LOG === true) { logger.write("[INFO] putPosition -> onExchangeCallReturned -> exchangeResponse = " + JSON.stringify(exchangeResponse)); }
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if (err || exchangeResponse.error !== undefined || JSON.stringify(exchangeResponse).indexOf("Connection timed out") > 0) {
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somethingWentWrong(err, exchangeResponse, callBackFunction);
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} else {
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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("[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("[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 (FULL_LOG === true) { logger.write("[INFO] movePosition -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] movePosition -> pPosition = " + JSON.stringify(pPosition)); }
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if (FULL_LOG === true) { logger.write("[INFO] movePosition -> pNewRate = " + pNewRate); }
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poloniexApiClient.moveOrder(pPosition.id, pNewRate, pPosition.amountB, onExchangeCallReturned);
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function onExchangeCallReturned(err, exchangeResponse) {
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if (FULL_LOG === true) { logger.write("[INFO] movePosition -> onExchangeCallReturned -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] movePosition -> onExchangeCallReturned -> err = " + err); }
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if (FULL_LOG === true) { logger.write("[INFO] movePosition -> onExchangeCallReturned -> exchangeResponse = " + JSON.stringify(exchangeResponse)); }
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try {
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if (err || exchangeResponse.error !== undefined || JSON.stringify(exchangeResponse).indexOf("Connection timed out") > 0) {
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somethingWentWrong(err, exchangeResponse, callBackFunction);
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} else {
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if (exchangeResponse.success !== 1) {
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logger.write("[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("[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("[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 somethingWentWrong(err, exchangeResponse, callBackFunction) {
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try {
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logger.write("[WARN] somethingWentWrong -> err = " + JSON.stringify(err));
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logger.write("[WARN] somethingWentWrong -> exchangeResponse = " + JSON.stringify(exchangeResponse));
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if (JSON.stringify(err).indexOf("ETIMEDOUT") > 0 || JSON.stringify(exchangeResponse).indexOf("Connection timed out") > 0) {
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logger.write("[WARN] somethingWentWrong -> Timeout reached while trying to access the Exchange API. Requesting new execution later.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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} else {
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if (JSON.stringify(err).indexOf("ECONNRESET") > 0) {
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logger.write("[WARN] somethingWentWrong -> The exchange reseted the connection. Requesting new execution later.");
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callBackFunction(global.DEFAULT_RETRY_RESPONSE);
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return;
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} else {
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logger.write("[ERROR] somethingWentWrong -> Unexpected error trying to contact the Exchange. This will halt this bot process.");
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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("[ERROR] somethingWentWrong -> err.message = " + 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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}; |