333 lines
15 KiB
JavaScript
333 lines
15 KiB
JavaScript
function newAlgorithmicTradingFunctionLibraryTradingSessionFunctions() {
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let thisObject = {
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syncronizeSessionWithBackEnd: syncronizeSessionWithBackEnd,
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runSession: runSession,
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stopSession: stopSession
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}
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return thisObject
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function syncronizeSessionWithBackEnd(node) {
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let validationsResult = validations(node)
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if (validationsResult === undefined) {
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/* If something fails at validations we just quit. */
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return
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}
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let lanNetworkNode = validationsResult.lanNetworkNode
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if (lanNetworkNode === undefined) {
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/* Nodes that do not belong to a network can not get ready. */
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return
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}
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let eventsServerClient = UI.projects.foundations.spaces.designSpace.workspace.eventsServerClients.get(lanNetworkNode.id)
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/* First we setup everything so as to listen to the response from the Task Server */
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let eventSubscriptionIdOnStatus
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let key = node.name + '-' + node.type + '-' + node.id
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eventsServerClient.listenToEvent(key, 'Status Response', undefined, node.id, onResponse, onStatus)
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function onResponse(message) {
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eventSubscriptionIdOnStatus = message.eventSubscriptionId
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}
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function onStatus(message) {
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eventsServerClient.stopListening(key, eventSubscriptionIdOnStatus, node.id)
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if (message.event.status === 'Trading Session Runnning') {
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node.payload.uiObject.menu.internalClick('Run Trading Session')
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}
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}
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/* Second we ask the Task Server if this Session is Running. */
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eventsServerClient.raiseEvent(key, 'Trading Session Status')
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}
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function runSession(node, resume, callBackFunction) {
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let validationsResult = validations(node)
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if (validationsResult === undefined) {
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/* If something fails at validations we just quit. */
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return
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}
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let lanNetworkNode = validationsResult.lanNetworkNode
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if (lanNetworkNode === undefined) {
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/* This means that the validations failed. */
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callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
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return
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}
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let eventsServerClient = UI.projects.foundations.spaces.designSpace.workspace.eventsServerClients.get(lanNetworkNode.id)
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let key = node.name + '-' + node.type + '-' + node.id
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/* Setup Listener to check Parent Task Status of the Session */
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let eventSubscriptionIdOnStatus
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let eventHandlerKey = "Task Client - " + node.payload.parentNode.payload.parentNode.payload.parentNode.id
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eventsServerClient.listenToEvent(eventHandlerKey, 'Task Status', undefined, node.id, onResponse, onStatus)
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function onResponse(message) {
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eventSubscriptionIdOnStatus = message.eventSubscriptionId
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}
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function onStatus(message) {
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eventsServerClient.stopListening(eventHandlerKey, eventSubscriptionIdOnStatus, node.id)
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/* If Task is Not Running Display Error */
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if (message.event.status === 'Task Process Not Running') {
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node.payload.uiObject.setErrorMessage('Parent Task Not Running.')
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callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
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} else {
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node.payload.uiObject.run(eventsServerClient, callBackFunction)
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}
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}
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/* Raise Event to Check Task Status */
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let eventKey = {}
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eventKey.taskId = node.payload.parentNode.payload.parentNode.payload.parentNode.id
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eventsServerClient.raiseEvent("Task Manager", 'Task Status', eventKey)
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let lightingPath = '' +
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'Trading System->' +
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'Dynamic Indicators->Indicator Function->Formula->' +
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'Trading Strategy->' +
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'Trigger Stage->Trigger On Event->Trigger Off Event->Take Position Event->' +
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'Open Stage->' +
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'Manage Stage->' +
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'Managed Stop Loss->Managed Take Profit->' +
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'Phase->Formula->Next Phase Event->Move To Phase Event->Phase->' +
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'Situation->Condition->Javascript Code->' +
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'Close Stage->' +
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'Initial Targets->Target Size In Base Asset->Target Size In Quoted Asset->Target Rate->Formula->' +
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'Open Execution->Close Execution->' +
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'Execution Algorithm->Market Buy Order->Market Sell Order->Limit Buy Order->Limit Sell Order->' +
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'Order Rate->Formula->' +
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'Create Order Event->Cancel Order Event->' +
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'Close Stage Event->' +
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'Announcement->Announcement Formula->Announcement Condition->' +
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'Size In Base Asset->Size In Quoted Asset->Position Rate->Formula->' +
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'Situation->Condition->Javascript Code->' +
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'Market Order->Limit Order->' +
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'Simulated Exchange Events->Simulated Partial Fill->Simulated Actual Rate->Simulated Fees Paid->Formula->' +
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'User Defined Code->Javascript Code->'
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let tradingSystem = UI.projects.foundations.functionLibraries.protocolNode.getProtocolNode(node.tradingSystemReference.payload.referenceParent, false, true, true, false, false, lightingPath)
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lightingPath = '' +
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'Trading Engine->' +
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'Dynamic Indicators->Indicator Function->' +
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'Trading Current->Trading Last->Previous->' +
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'Trading Episode->' +
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'Episode Base Asset->Episode Quoted Asset->Trading Episode Counters->Trading Episode Statistics->' +
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'Strategies->Positions->Orders->Hits->Fails->User Defined Counter->' +
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'Profit Loss->Hit Ratio->Hit Fail->Days->ROI->Annualized Rate Of Return->User Defined Statistic->' +
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'Candle->Cycle->' +
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'Begin->End->Last Begin->Last End->Open->Close->Min->Max->Index->' +
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'Distance To Trading Event->' +
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'Head Of The Market->Process Date->' +
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'Trigger On->Trigger Off->Take Position->Close Position->Next Phase->Move To Phase->Create Order->Cancel Order->Close Order->' +
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'Strategy->' +
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'Strategy Counters->' +
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'Position->' +
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'Entry Target Rate->Exit Target Rate->' +
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'Stop Loss->Stop Loss Phase->Stop Loss Position->Begin->End->Initial Value->Final Value->' +
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'Take Profit->Take Profit Phase->Take Profit Position->Begin->End->Initial Value->Final Value->' +
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'Position Counters->' +
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'Position Statistics->Days->User Defined Statistic->' +
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'Position Base Asset->Position Quoted Asset->Entry Target Size->Exit Target Size->' +
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'Profit Loss->ROI->Hit Fail->' +
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'Exchange Orders->Market Buy Orders->Market Sell Orders->Limit Buy Orders->Limit Sell Orders->' +
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'Market Order->Limit Order->' +
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'Exchange Id->Rate->Order Name->Algorithm Name->Lock->' +
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'Order Counters->' +
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'Order Base Asset->Order Quoted Asset->' +
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'Actual Size->Size->Size Filled->Amount Received->Fees Paid->Fees To Be Paid->' +
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'Order Statistics->Percentage Filled->Actual Rate->Days->User Defined Statistic->' +
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'Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->' +
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'Begin->End->Exit Type->Status->Begin Rate->End Rate->Stage Base Asset->Stage Quoted Asset->Size Placed->Target Size->Size Filled->Fees Paid->Stage Defined In->' +
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'Serial Number->Identifier->Begin->End->Begin Rate->End Rate->Strategy Name->Status->Exit Type->' +
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'Balance->Begin Balance->End Balance->' +
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'Index->Situation Name->Formula->Periods->' +
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'User Defined Variables->User Defined Variable->'
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let tradingEngine = UI.projects.foundations.functionLibraries.protocolNode.getProtocolNode(node.tradingEngineReference.payload.referenceParent, false, true, true, false, false, lightingPath)
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lightingPath = '' +
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'Backtesting Session->Paper Trading Session->Forward Testing Session->Live Trading Session->' +
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'Trading Parameters->' +
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'Session Base Asset->Session Quoted Asset->Time Range->Time Frame->Slippage->Fee Structure->Snapshots->Heartbeats->User Defined Parameters->' +
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'Social Bots->Telegram Bot->Discord Bot->Slack Bot->' +
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'Social Bot Command->Formula->' +
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'Exchange Account Asset->Asset->'
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let session = UI.projects.foundations.functionLibraries.protocolNode.getProtocolNode(node, false, true, true, false, false, lightingPath)
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let defaultExchange = UI.projects.foundations.utilities.nodeConfig.loadConfigProperty(validationsResult.exchange.payload, 'codeName')
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let defaultMarket =
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UI.projects.foundations.utilities.nodeConfig.loadConfigProperty(validationsResult.market.baseAsset.payload.referenceParent.payload, 'codeName')
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+ '-' +
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UI.projects.foundations.utilities.nodeConfig.loadConfigProperty(validationsResult.market.quotedAsset.payload.referenceParent.payload, 'codeName')
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let dependencyFilter = UI.projects.foundations.functionLibraries.dependenciesFilter.createDependencyFilter(
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defaultExchange,
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defaultMarket,
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node.tradingSystemReference.payload.referenceParent
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)
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/* Raise event to run the session */
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let event = {
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session: JSON.stringify(session),
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tradingSystem: JSON.stringify(tradingSystem),
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tradingEngine: JSON.stringify(tradingEngine),
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dependencyFilter: JSON.stringify(dependencyFilter),
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resume: resume
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}
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if (resume !== true) {
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eventsServerClient.raiseEvent(key, 'Run Trading Session', event)
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} else {
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eventsServerClient.raiseEvent(key, 'Resume Trading Session', event)
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}
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if (node.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
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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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function stopSession(node, callBackFunction) {
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let validationsResult = validations(node)
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if (validationsResult === undefined) {
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/* If something fails at validations we just quit. */
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return
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}
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let lanNetworkNode = validationsResult.lanNetworkNode
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if (lanNetworkNode === undefined) {
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/* This means that the validations failed. */
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callBackFunction(GLOBAL.DEFAULT_FAIL_RESPONSE)
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return
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}
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let eventsServerClient = UI.projects.foundations.spaces.designSpace.workspace.eventsServerClients.get(lanNetworkNode.id)
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let key = node.name + '-' + node.type + '-' + node.id
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eventsServerClient.raiseEvent(key, 'Stop Trading Session')
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node.payload.uiObject.stop(callBackFunction, undefined, true)
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}
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function validations(node) {
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let result = {}
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if (node.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs a Process Instance parent to be able to run.')
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return
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}
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if (node.payload.parentNode.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs to be inside a Process Instance node.')
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return
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}
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if (node.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs to be inside a Task.')
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return
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}
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if (node.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs to be inside a Task Manager.')
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return
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}
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result.taskManager = node.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode
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if (result.taskManager.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs to be inside Mine Tasks.')
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return
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}
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if (result.taskManager.payload.parentNode.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs to be inside Market Tasks.')
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return
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}
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if (result.taskManager.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs to be inside Exchange Tasks.')
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return
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}
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if (result.taskManager.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs to be inside a Testing or Production Trading Tasks.')
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return
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}
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if (result.taskManager.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs to be inside a Network Node.')
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return
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}
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result.lanNetworkNode = UI.projects.foundations.utilities.meshes.findNodeInNodeMesh(result.taskManager, 'LAN Network Node', undefined, true, false, true, false)
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if (node.tradingSystemReference === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs a child Trading System Reference.')
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return
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}
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if (node.tradingEngineReference === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs a child Trading Engine Reference.')
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return
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}
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if (node.tradingSystemReference.payload.referenceParent === undefined) {
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node.payload.uiObject.setErrorMessage('Trading System Reference needs to reference a Trading System.')
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return
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}
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if (node.tradingEngineReference.payload.referenceParent === undefined) {
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node.payload.uiObject.setErrorMessage('Trading Engine Reference needs to reference a Trading Engine.')
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return
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}
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if (result.taskManager.payload.parentNode.payload.parentNode.payload.referenceParent === undefined) {
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node.payload.uiObject.setErrorMessage('Session needs to have a Default Market.')
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return
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}
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result.market = result.taskManager.payload.parentNode.payload.parentNode.payload.referenceParent
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if (result.market.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Default Market needs to be a child of Exchange Markets.')
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return
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}
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if (result.market.payload.parentNode.payload.parentNode === undefined) {
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node.payload.uiObject.setErrorMessage('Exchange Markets neeed to be a child of Crypto Exchange.')
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return
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}
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if (result.market.baseAsset === undefined) {
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node.payload.uiObject.setErrorMessage('Default Market needs to have a Base Asset.')
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return
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}
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if (result.market.quotedAsset === undefined) {
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node.payload.uiObject.setErrorMessage('Default Market needs to have a Quoted Asset.')
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return
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}
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if (result.market.baseAsset.payload.referenceParent === undefined) {
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node.payload.uiObject.setErrorMessage('Market Base Asset needs to reference an Asset.')
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return
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}
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if (result.market.quotedAsset.payload.referenceParent === undefined) {
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node.payload.uiObject.setErrorMessage('Market Quoted Asset needs to reference an Asset.')
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return
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}
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result.exchange = result.market.payload.parentNode.payload.parentNode
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return result
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}
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}
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