695 lines
30 KiB
JavaScript
695 lines
30 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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/*
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This variable will be used during initialization to get the parameters
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from the platform. At the moment it won't be used and we will only create
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a single bot instance. In the future it will allow to create different
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clones of the algonet.
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*/
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let genes
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/*
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The reference to the Traing Platform Advanced Algos Assistant that will
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allow to put positions on the exchange
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*/
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let assistant
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/*
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This is a dependency example to other bots, in this case to the the
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LRC Indicator.
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*/
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let gaussStorage
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return thisObject
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/*
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The initialize function should be created as follows.
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*/
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function initialize (pAssistant, pGenes, 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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checkGenes(pGenes, callBackFunction)
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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 checkGenes (pGenes, callBackFunction) {
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try {
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if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] checkGenes -> Entering function.') }
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function getGeneticRulesByName (pName) {
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for (let i = 0; i < bot.genes.length; i++) {
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let gene = bot.genes[i]
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if (gene.name === pName) {
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return gene
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}
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}
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return undefined
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}
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let stopLoss = getGeneticRulesByName('stopLoss')
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if (pGenes.stopLoss < stopLoss.lowerLimit || pGenes.stopLoss > stopLoss.upperLimit) {
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logger.write(MODULE_NAME, '[ERROR] getGeneticRules -> Genes received are out of range.')
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logger.write(MODULE_NAME, '[ERROR] getGeneticRules -> pGenes = ' + JSON.stringify(pGenes))
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logger.write(MODULE_NAME, '[ERROR] getGeneticRules -> bot.genes = ' + JSON.stringify(bot.genes))
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callBackFunction(global.DEFAULT_FAIL_RESPONSE)
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return
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}
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genes = pGenes
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callBackFunction(global.DEFAULT_OK_RESPONSE)
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} catch (err) {
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logger.write(MODULE_NAME, '[ERROR] checkGenes -> 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 = true
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let stopLossPorcentage = genes.stopLoss / 100
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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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// Simulation for testing
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if (Math.random(1) <= 0.5) {
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createBuyPosition(callBack)
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} else {
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createSellPosition(callBack)
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}
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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() + ')'
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> getChannelTilt -> applyBotRules -> Results: ' + logMessage) }
|
|
|
|
callBack(global.DEFAULT_OK_RESPONSE, channelTilt)
|
|
}
|
|
|
|
function checkToSellWithStopLoss () {
|
|
let allowSell = true
|
|
let assetBBalance = assistant.getAvailableBalance().assetB
|
|
let currentRate = assistant.getMarketRate()
|
|
let amountB = assistant.getAvailableBalance().assetB
|
|
let amountA = amountB * currentRate
|
|
|
|
if (stopLossEnabled) {
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop Loss Enabled, checking to sell.') }
|
|
|
|
// Get the current investment value
|
|
let investment = 0
|
|
if (assistant.getAvailableBalance() !== undefined) {
|
|
investment = assistant.getAvailableBalance().assetB * lastBuyRate
|
|
}
|
|
|
|
// Calculate maximum loss setup
|
|
let currentLoss = amountA - investment
|
|
let stopLossValue = investment * stopLossPorcentage
|
|
|
|
if (currentLoss > 0) {
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> No loss, we can sell.') }
|
|
} else if (assetBBalance > 0) {
|
|
if (Math.abs(currentLoss) > stopLossValue) {
|
|
let message = 'Sell to avoid loss more than ' + Number(stopLossPorcentage * 100).toLocaleString() + '% of our initial investment. '
|
|
|
|
message += 'Combined ROI on current execution: '
|
|
if (assistant.getCombinedProfits().assetA > 0) {
|
|
message += Number(assistant.getCombinedProfits().assetA).toLocaleString() + '%. '
|
|
} else {
|
|
message += Number(assistant.getCombinedProfits().assetB).toLocaleString() + '%. '
|
|
}
|
|
|
|
if (LOG_INFO === true) { logger.write(MODULE_NAME, '[INFO] start -> getChannelTilt -> applyBotRules -> manageStopLossConfiguration -> Stop loss, sell: ' + message) }
|
|
|
|
assistant.sendMessage(3, 'Stop Loss', message)
|
|
} 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().ask // *.9
|
|
let amountA = assistant.getAvailableBalance().assetA
|
|
let amountB = Number((amountA / currentRate).toFixed(8))
|
|
|
|
if (positions.length > 0 && positions[0].type === 'buy' && positions[0].status !== 'executed') {
|
|
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 // *1.1
|
|
let amountB = assistant.getAvailableBalance().assetB
|
|
let amountA = amountB * currentRate
|
|
|
|
if (positions.length > 0 && positions[0].type === 'sell' && positions[0].status !== 'executed') {
|
|
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()
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|