531 lines
24 KiB
JavaScript
531 lines
24 KiB
JavaScript
exports.newDatasource = function newDatasource(BOT, DEBUG_MODULE, FILE_STORAGE) {
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const FULL_LOG = true;
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/*
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This module allows trading bots to access information stored at the cloud storage.
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*/
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const MODULE_NAME = "Datasource";
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thisObject = {
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initialize: initialize,
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candlesFiles: new Map, // Complete sets of candles for different Time Periods. For Time Periods < 1hs sets are of current day only, otherwise whole market.
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candlesMap: new Map, // The last 10 candles for each Time Period will be stored here.
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stairsFiles: new Map, // Complete sets of patterns for different Time Periods. For Time Periods < 1hs sets are of current day only, otherwise whole market.
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stairsMap: new Map // The patterns we are currently in will be stored here.
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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 marketFilesPeriods =
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'[' +
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'[' + 24 * 60 * 60 * 1000 + ',' + '"24-hs"' + ']' + ',' +
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'[' + 12 * 60 * 60 * 1000 + ',' + '"12-hs"' + ']' + ',' +
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'[' + 8 * 60 * 60 * 1000 + ',' + '"08-hs"' + ']' + ',' +
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'[' + 6 * 60 * 60 * 1000 + ',' + '"06-hs"' + ']' + ',' +
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'[' + 4 * 60 * 60 * 1000 + ',' + '"04-hs"' + ']' + ',' +
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'[' + 3 * 60 * 60 * 1000 + ',' + '"03-hs"' + ']' + ',' +
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'[' + 2 * 60 * 60 * 1000 + ',' + '"02-hs"' + ']' + ',' +
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'[' + 1 * 60 * 60 * 1000 + ',' + '"01-hs"' + ']' + ']';
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marketFilesPeriods = JSON.parse(marketFilesPeriods);
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let dailyFilePeriods =
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'[' +
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'[' + 45 * 60 * 1000 + ',' + '"45-min"' + ']' + ',' +
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'[' + 40 * 60 * 1000 + ',' + '"40-min"' + ']' + ',' +
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'[' + 30 * 60 * 1000 + ',' + '"30-min"' + ']' + ',' +
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'[' + 20 * 60 * 1000 + ',' + '"20-min"' + ']' + ',' +
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'[' + 15 * 60 * 1000 + ',' + '"15-min"' + ']' + ',' +
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'[' + 10 * 60 * 1000 + ',' + '"10-min"' + ']' + ',' +
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'[' + 05 * 60 * 1000 + ',' + '"05-min"' + ']' + ',' +
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'[' + 04 * 60 * 1000 + ',' + '"04-min"' + ']' + ',' +
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'[' + 03 * 60 * 1000 + ',' + '"03-min"' + ']' + ',' +
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'[' + 02 * 60 * 1000 + ',' + '"02-min"' + ']' + ',' +
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'[' + 01 * 60 * 1000 + ',' + '"01-min"' + ']' + ']';
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dailyFilePeriods = JSON.parse(dailyFilePeriods);
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let oliviaAzureFileStorage = FILE_STORAGE.newAzureFileStorage(bot);
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let tomAzureFileStorage = FILE_STORAGE.newAzureFileStorage(bot);
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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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initializeOliviaStorage();
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function initializeOliviaStorage() {
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oliviaAzureFileStorage.initialize("AAOlivia", onInizialized);
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function onInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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initializeTomStorage();
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} else {
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logger.write("[ERROR] initialize -> initializeOliviaStorage -> err = " + err.message);
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callBackFunction(err);
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}
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}
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}
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function initializeTomStorage() {
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tomAzureFileStorage.initialize("AATom", onInizialized);
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function onInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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getCandles(onDone);
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} else {
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logger.write("[ERROR] initialize -> initializeTomStorage -> err = " + err.message);
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callBackFunction(err);
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}
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}
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}
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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("[INFO] initialize -> 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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break;
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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("[ERROR] initialize -> onDone -> Retry Later. Requesting Execution Retry.");
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callBackFunction(err);
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return;
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}
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break;
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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("[ERROR] initialize -> onDone -> Operation Failed. Aborting the process.");
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callBackFunction(err);
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return;
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}
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break;
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}
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} catch (err) {
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logger.write("[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 getCandles(callBack) {
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try {
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/*
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We will read several files with candles for the current day. We will use these files as an input
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to make trading decitions later.
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*/
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getMarketFiles();
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function getMarketFiles() {
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try {
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let filesOk = 0;
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let filesNotOk = 0;
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for (i = 0; i < marketFilesPeriods.length; i++) {
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let periodTime = marketFilesPeriods[i][0];
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let periodName = marketFilesPeriods[i][1];
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getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Market/@Period", periodName, undefined, onFileReceived, callBack);
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function onFileReceived(err, file) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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filesOk++;
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thisObject.candlesFiles.set(periodName, file);
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} else {
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filesNotOk++;
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}
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if (filesOk + filesNotOk === marketFilesPeriods.length) {
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if (filesOk === marketFilesPeriods.length) {
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getDailyFiles();
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} else {
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logger.write("[ERROR] getCandles -> getMarketFiles -> onFileReceived -> Some files are missing -> filesNotOk = " + filesNotOk);
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logger.write("[ERROR] getCandles -> getMarketFiles -> onFileReceived -> Will abort the process and request a retry.");
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callBack(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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}
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}
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}
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} catch (err) {
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logger.write("[ERROR] getCandles -> getMarketFiles -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function getDailyFiles() {
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try {
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let filesOk = 0;
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let filesNotOk = 0;
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for (i = 0; i < dailyFilePeriods.length; i++) {
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let periodTime = dailyFilePeriods[i][0];
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let periodName = dailyFilePeriods[i][1];
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getFile(oliviaAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Output/Candles/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, global.processDatetime, onFileReceived, callBack);
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function onFileReceived(err, file) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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filesOk++;
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thisObject.candlesFiles.set(periodName, file);
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} else {
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filesNotOk++;
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}
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if (filesOk + filesNotOk === dailyFilePeriods.length) {
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if (filesOk === dailyFilePeriods.length) {
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getCandlesWeAreIn();
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} else {
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logger.write("[ERROR] getCandles -> getDailyFiles -> onFileReceived -> Some files are missing -> filesNotOk = " + filesNotOk);
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logger.write("[ERROR] getCandles -> getDailyFiles -> onFileReceived -> Will abort the process and request a retry.");
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callBack(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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}
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}
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}
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} catch (err) {
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logger.write("[ERROR] getCandles -> getDailyFiles -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function getCandlesWeAreIn() {
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try {
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let counter = 0;
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thisObject.candlesFiles.forEach(getCurrentCandles);
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function getCurrentCandles(pCandlesFile, pPeriodName, map) {
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let candlesArray = [];
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for (i = 0; i < pCandlesFile.length; i++) {
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let candle = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined,
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direction: undefined
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};
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candle.min = pCandlesFile[i][0];
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candle.max = pCandlesFile[i][1];
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candle.open = pCandlesFile[i][2];
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candle.close = pCandlesFile[i][3];
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candle.begin = pCandlesFile[i][4];
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candle.end = pCandlesFile[i][5];
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if (candle.open > candle.close) { candle.direction = 'down'; }
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if (candle.open < candle.close) { candle.direction = 'up'; }
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if (candle.open === candle.close) { candle.direction = 'side'; }
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/* We are going to store the last 10 candles per period, which will give the bot a good sense of where it is. */
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let timePeriod = candle.end - candle.begin + 1; // In miliseconds. (remember each candle spans a period minus one milisecond)
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if (candle.begin >= global.processDatetime.valueOf() - timePeriod * 10 && candle.end <= global.processDatetime.valueOf()) {
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candlesArray.push(candle);
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}
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}
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thisObject.candlesMap.set(pPeriodName, candlesArray);
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counter++;
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if (counter === thisObject.candlesFiles.size) {
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getPatterns(callBack);
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}
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}
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} catch (err) {
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logger.write("[ERROR] getCandles -> getCandlesWeAreIn -> err = " + err.message);
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callBack(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] getCandles -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function getPatterns(callBack) {
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try {
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/*
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We will read several files with pattern calculations for the current day. We will use these files as an input
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to make trading decitions later.
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*/
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getMarketFiles();
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function getMarketFiles() {
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try {
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let filesOk = 0;
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let filesNotOk = 0;
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for (i = 0; i < marketFilesPeriods.length; i++) {
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let periodTime = marketFilesPeriods[i][0];
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let periodName = marketFilesPeriods[i][1];
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getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Market/@Period", periodName, undefined, onFileReceived, callBack);
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function onFileReceived(err, file) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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filesOk++;
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thisObject.stairsFiles.set(periodName, file);
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} else {
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filesNotOk++;
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}
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if (filesOk + filesNotOk === marketFilesPeriods.length) {
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if (filesOk === marketFilesPeriods.length) {
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getDailyFiles();
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} else {
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logger.write("[ERROR] getPatterns -> getMarketFiles -> onFileReceived -> Some files are missing -> filesNotOk = " + filesNotOk);
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logger.write("[ERROR] getPatterns -> getMarketFiles -> onFileReceived -> Will abort the process and request a retry.");
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callBack(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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}
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}
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}
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} catch (err) {
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logger.write("[ERROR] getPatterns -> getMarketFiles -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function getDailyFiles() {
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try {
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let filesOk = 0;
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let filesNotOk = 0;
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for (i = 0; i < dailyFilePeriods.length; i++) {
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let periodTime = dailyFilePeriods[i][0];
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let periodName = dailyFilePeriods[i][1];
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getFile(tomAzureFileStorage, "@AssetA_@AssetB.json", "@Exchange/Tom/dataSet.V1/Output/Candle-Stairs/Multi-Period-Daily/@Period/@Year/@Month/@Day", periodName, global.processDatetime, onFileReceived, callBack);
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function onFileReceived(err, file) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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filesOk++;
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thisObject.stairsFiles.set(periodName, file);
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} else {
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filesNotOk++;
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}
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if (filesOk + filesNotOk === dailyFilePeriods.length) {
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if (filesOk === dailyFilePeriods.length) {
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getStairsWeAreIn();
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} else {
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logger.write("[ERROR] getPatterns -> getDailyFiles -> onFileReceived -> Some files are missing -> filesNotOk = " + filesNotOk);
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logger.write("[ERROR] getPatterns -> getDailyFiles -> onFileReceived -> Will abort the process and request a retry.");
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callBack(global.DEFAULT_RETRY_RESPONSE);
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return;
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}
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}
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}
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}
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} catch (err) {
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logger.write("[ERROR] getPatterns -> getDailyFiles -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function getStairsWeAreIn() {
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try {
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let counter = 0;
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thisObject.stairsFiles.forEach(getCurrentStairs);
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function getCurrentStairs(pStairsFile, pPeriodName, map) {
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for (i = 0; i < pStairsFile.length; i++) {
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let stairs = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined,
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direction: undefined,
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candleCount: 0,
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firstMin: 0,
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firstMax: 0,
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lastMin: 0,
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lastMax: 0
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};
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stairs.open = pStairsFile[i][0];
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stairs.close = pStairsFile[i][1];
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stairs.min = pStairsFile[i][2];
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stairs.max = pStairsFile[i][3];
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stairs.begin = pStairsFile[i][4];
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stairs.end = pStairsFile[i][5];
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stairs.direction = pStairsFile[i][6];
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stairs.candleCount = pStairsFile[i][7];
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stairs.firstMin = pStairsFile[i][8];
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stairs.firstMax = pStairsFile[i][9];
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stairs.lastMin = pStairsFile[i][10];
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stairs.lastMax = pStairsFile[i][11];
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if (global.processDatetime.valueOf() >= stairs.begin && global.processDatetime.valueOf() <= stairs.end) {
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thisObject.stairsMap.set(pPeriodName, stairs);
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}
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}
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counter++;
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if (counter === thisObject.stairsFiles.size) {
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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("[ERROR] getPatterns -> getStairsWeAreIn -> err = " + err.message);
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callBack(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] getPatterns -> err = " + err.message);
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callBack(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function getFile(pFileStorage, pFileName, pFilePath, pPeriodName, pDatetime, innerCallBack, outerCallBack) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> pFileName = " + pFileName); }
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> pFilePath = " + pFilePath); }
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> pPeriodName = " + pPeriodName); }
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> pDatetime = " + pDatetime); }
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pFileName = pFileName.replace("@AssetA", MARKET.assetA);
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pFileName = pFileName.replace("@AssetB", MARKET.assetB);
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pFilePath = pFilePath.replace("@Exchange", global.EXCHANGE_NAME);
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pFilePath = pFilePath.replace("@Period", pPeriodName);
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if (pDatetime !== undefined) {
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pFilePath = pFilePath.replace("@Year", pDatetime.getUTCFullYear());
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pFilePath = pFilePath.replace("@Month", utilities.pad(pDatetime.getUTCMonth() + 1, 2));
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pFilePath = pFilePath.replace("@Day", utilities.pad(pDatetime.getUTCDate(), 2));
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}
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> final pFilePath = " + pFilePath); }
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> final pFileName = " + pFileName); }
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pFileStorage.getTextFile(pFilePath, pFileName, onFileReceived);
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function onFileReceived(err, text) {
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> onFileReceived -> pFilePath = " + pFilePath); }
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> getFile -> onFileReceived -> pFileName = " + pFileName); }
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if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
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logger.write("[ERROR] initialize -> getFile -> onFileReceived -> err = " + err.message);
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innerCallBack(err);
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return;
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}
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try {
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let data = JSON.parse(text);
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innerCallBack(global.DEFAULT_OK_RESPONSE, data);
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} catch (err) {
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logger.write("[ERROR] initialize -> getFile -> onFileReceived -> Parsing JSON -> err = " + err.message);
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innerCallBack(err);
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return;
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}
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}
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|
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} catch (err) {
|
|
logger.write("[ERROR] initialize -> getFile -> err = " + err.message);
|
|
outerCallBack("Operation Failed");
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
|
|
logger.write("[ERROR] initialize -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}; |