518 lines
27 KiB
JavaScript
518 lines
27 KiB
JavaScript
exports.newSession = function newSession(bot, parentLogger) {
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const MODULE_NAME = "Session"
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const FULL_LOG = true;
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const ONE_YEAR_IN_MILISECONDS = 365 * 24 * 60 * 60 * 1000
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let thisObject = {
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initialize: initialize
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}
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return thisObject;
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function initialize(pProcessConfig, callBackFunction) {
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try {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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let telegramAPI
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/* Initialize this info so that everything is logged propeerly */
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bot.SESSION = {
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name: bot.processNode.session.name,
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id: bot.processNode.session.id
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}
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/* Set the folderName for early logging */
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if (bot.processNode.session.config.folderName === undefined) {
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bot.SESSION.folderName = bot.SESSION.id
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} else {
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bot.SESSION.folderName = bot.processNode.session.config.folderName + "-" + bot.SESSION.id
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}
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/* Check if there is a session */
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if (bot.processNode.session === undefined) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> Cannot run without a Session.");
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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return;
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}
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/* Listen to event to start or stop the session. */
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bot.sessionKey = bot.processNode.session.name + '-' + bot.processNode.session.type + '-' + bot.processNode.session.id
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global.SESSION_MAP.set(bot.sessionKey, bot.sessionKey)
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global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Run Session', undefined, bot.sessionKey, undefined, runSession)
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global.EVENT_SERVER_CLIENT.listenToEvent(bot.sessionKey, 'Stop Session', undefined, bot.sessionKey, undefined, stopSession)
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callBackFunction(global.DEFAULT_OK_RESPONSE)
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return
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function runSession(message) {
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try {
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if (bot.SESSION_STATUS === 'Idle' || bot.SESSION_STATUS === 'Running') { return } // This happens when the UI is reloaded, the session was running and tries to run it again.
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/* We are going to run the Definition comming at the event. */
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bot.TRADING_SYSTEM = JSON.parse(message.event.tradingSystem)
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bot.SESSION = JSON.parse(message.event.session)
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bot.DEPENDENCY_FILTER = JSON.parse(message.event.dependencyFilter)
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bot.RESUME = message.event.resume
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/* Set the folderName for logging, reports, context and data output */
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let config
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if (bot.SESSION.config !== undefined) {
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config = bot.SESSION.config
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if (config.folderName === undefined) {
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bot.SESSION.folderName = bot.SESSION.id
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} else {
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bot.SESSION.folderName = config.folderName + "-" + bot.SESSION.id
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}
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}
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/* Extract values from different sources and consolidate them under one structure that is going to be used later on. */
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setValuesToUse(message)
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/* Set up Social Bots */
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initializeSocialBots()
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let allGood
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switch (bot.SESSION.type) {
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case 'Backtesting Session': {
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allGood = startBackTesting(message)
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break
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}
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case 'Live Trading Session': {
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allGood = startLiveTrading(message)
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break
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}
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case 'Fordward Testing Session': {
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allGood = startFordwardTesting(message)
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break
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}
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case 'Paper Trading Session': {
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allGood = startPaperTrading(message)
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break
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}
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}
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if (allGood === true) {
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bot.SESSION_STATUS = 'Idle'
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bot.STOP_SESSION = false
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} else {
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bot.STOP_SESSION = true
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}
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> runSession -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function stopSession(message) {
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try {
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bot.STOP_SESSION = true
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finalizeSocialBots()
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[ERROR] initialize -> stopSession -> err = " + err.stack);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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function checkDatetimes() {
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if (bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf() < (new Date()).valueOf()) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> checkDatetimes -> Overriding initialDatetime with present datetime because " + bot.VALUES_TO_USE.timeRange.initialDatetime + " is in the past."); }
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
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}
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if (bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf() < (new Date()).valueOf()) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> checkDatetimes -> Overriding finalDatetime with present datetime plus one year because " + bot.VALUES_TO_USE.timeRange.finalDatetime + " is in the past."); }
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date() + ONE_YEAR_IN_MILISECONDS
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}
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}
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function startBackTesting(message) {
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bot.startMode = "Backtest"
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if (bot.VALUES_TO_USE.timeRange.finalDatetime.valueOf() > (new Date()).valueOf()) {
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date()
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}
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bot.resumeExecution = false;
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bot.hasTheBotJustStarted = true
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bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
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return true
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}
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function startLiveTrading(message) {
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if (process.env.KEY === undefined || process.env.SECRET === undefined) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> startLiveTrading -> Key name or Secret not provided, not possible to run the process in Live mode."); }
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console.log("Key 'codeName' or 'secret' not provided. Plese check that and try again.")
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return
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}
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bot.startMode = "Live"
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checkDatetimes()
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bot.resumeExecution = false;
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bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
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bot.hasTheBotJustStarted = true
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pProcessConfig.liveWaitTime = getTimeFrameFromLabel(bot.VALUES_TO_USE.timeFrame)
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return true
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}
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function startFordwardTesting(message) {
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if (process.env.KEY === undefined || process.env.SECRET === undefined) {
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if (FULL_LOG === true) { parentLogger.write(MODULE_NAME, "[WARN] initialize -> startFordwardTesting -> Key name or Secret not provided, not possible to run the process in Forward Testing mode."); }
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console.log("Key 'codeName' or 'secret' not provided. Plese check that and try again.")
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return
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}
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bot.startMode = "Live"
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checkDatetimes()
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bot.resumeExecution = false;
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bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
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bot.hasTheBotJustStarted = true
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/* Reduce the balance */
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let balancePercentage = 1 // This is the default value
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if (bot.SESSION.config.balancePercentage !== undefined) {
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balancePercentage = bot.SESSION.config.balancePercentage
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}
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bot.VALUES_TO_USE.initialBalanceA = bot.VALUES_TO_USE.initialBalanceA * balancePercentage / 100
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bot.VALUES_TO_USE.initialBalanceB = bot.VALUES_TO_USE.initialBalanceB * balancePercentage / 100
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bot.VALUES_TO_USE.minimumBalanceA = bot.VALUES_TO_USE.minimumBalanceA * balancePercentage / 100
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bot.VALUES_TO_USE.minimumBalanceB = bot.VALUES_TO_USE.minimumBalanceB * balancePercentage / 100
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bot.VALUES_TO_USE.maximumBalanceA = bot.VALUES_TO_USE.maximumBalanceA * balancePercentage / 100
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bot.VALUES_TO_USE.maximumBalanceB = bot.VALUES_TO_USE.maximumBalanceB * balancePercentage / 100
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pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.VALUES_TO_USE.timeFrame)
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return true
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}
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function startPaperTrading(message) {
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bot.startMode = "Backtest"
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checkDatetimes()
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bot.resumeExecution = false;
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bot.hasTheBotJustStarted = true
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bot.multiPeriodProcessDatetime = new Date(bot.VALUES_TO_USE.timeRange.initialDatetime.valueOf())
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pProcessConfig.normalWaitTime = getTimeFrameFromLabel(bot.VALUES_TO_USE.timeFrame)
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return true
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}
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function getTimeFrameFromLabel(timeFrameLabel) {
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for (let i = 0; i < global.marketFilesPeriods.length; i++) {
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let value = global.marketFilesPeriods[i][0]
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let label = global.marketFilesPeriods[i][1]
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if (timeFrameLabel === label) {
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return value
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}
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}
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for (let i = 0; i < global.dailyFilePeriods.length; i++) {
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let value = global.dailyFilePeriods[i][0]
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let label = global.dailyFilePeriods[i][1]
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if (timeFrameLabel === label) {
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return value
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}
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}
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}
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function setValuesToUse(message) {
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/*
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Base on the information received we will determined which values ultimatelly are going to be used,
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and once we do, they will become constants across the multiple loops executions.
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*/
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/* Set all default values */
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bot.VALUES_TO_USE = {
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slippage: {
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positionRate: 0,
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stopLoss: 0,
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takeProfit: 0
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},
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feeStructure: {
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maker: 0,
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taker: 0
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},
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timeRange: {
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initialDatetime: new Date(),
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finalDatetime: new Date()
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}
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}
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/* Session Type Dependant Default Values */
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switch (bot.SESSION.type) {
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case 'Backtesting Session': {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date((new Date()).valueOf() - ONE_YEAR_IN_MILISECONDS)
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date()
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break
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}
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case 'Live Trading Session': {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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break
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}
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case 'Fordward Testing Session': {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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break
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}
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case 'Paper Trading Session': {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date()
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date((new Date()).valueOf() + ONE_YEAR_IN_MILISECONDS)
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break
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}
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}
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let tradingSystem = bot.TRADING_SYSTEM
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if (tradingSystem !== undefined) {
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/* Applying Session Level Parameters */
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if (bot.SESSION !== undefined) {
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if (bot.SESSION.parameters !== undefined) {
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/* Base Asset and Initial Balances. */
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{
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if (bot.SESSION.parameters.baseAsset !== undefined) {
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if (bot.SESSION.parameters.baseAsset.referenceParent !== undefined) {
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if (bot.SESSION.parameters.baseAsset.referenceParent.referenceParent !== undefined) {
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let config = bot.SESSION.parameters.baseAsset.referenceParent.referenceParent.config
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if (config.codeName !== undefined) {
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bot.VALUES_TO_USE.baseAsset = config.codeName;
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}
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config = bot.SESSION.parameters.baseAsset.config
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if (bot.VALUES_TO_USE.baseAsset === bot.market.baseAsset) {
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if (config.initialBalance !== undefined) {
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bot.VALUES_TO_USE.initialBalanceA = config.initialBalance;
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bot.VALUES_TO_USE.initialBalanceB = 0
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}
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if (config.minimumBalance !== undefined) {
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bot.VALUES_TO_USE.minimumBalanceA = config.minimumBalance;
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bot.VALUES_TO_USE.minimumBalanceB = 0
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}
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if (config.maximumBalance !== undefined) {
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bot.VALUES_TO_USE.maximumBalanceA = config.maximumBalance;
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bot.VALUES_TO_USE.maximumBalanceB = 0
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}
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} else {
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if (config.initialBalance !== undefined) {
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bot.VALUES_TO_USE.initialBalanceB = config.initialBalance;
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bot.VALUES_TO_USE.initialBalanceA = 0
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}
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if (config.minimumBalance !== undefined) {
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bot.VALUES_TO_USE.minimumBalanceB = config.minimumBalance;
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bot.VALUES_TO_USE.minimumBalanceA = 0
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}
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if (config.maximumBalance !== undefined) {
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bot.VALUES_TO_USE.maximumBalanceB = config.maximumBalance;
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bot.VALUES_TO_USE.maximumBalanceA = 0
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}
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}
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/* Solve when values are missing. */
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if (bot.VALUES_TO_USE.minimumBalanceA === undefined) {
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bot.VALUES_TO_USE.minimumBalanceA = 0
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}
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if (bot.VALUES_TO_USE.minimumBalanceB === undefined) {
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bot.VALUES_TO_USE.minimumBalanceB = 0
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}
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if (bot.VALUES_TO_USE.maximumBalanceA === undefined) {
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bot.VALUES_TO_USE.maximumBalanceA = 10000000000000000
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}
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if (bot.VALUES_TO_USE.maximumBalanceB === undefined) {
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bot.VALUES_TO_USE.maximumBalanceB = 10000000000000000
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}
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}
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}
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}
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}
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/* Quoted Asset. */
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{
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if (bot.SESSION.parameters.quotedAsset !== undefined) {
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if (bot.SESSION.parameters.quotedAsset.referenceParent !== undefined) {
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if (bot.SESSION.parameters.quotedAsset.referenceParent.referenceParent !== undefined) {
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let config = bot.SESSION.parameters.quotedAsset.referenceParent.referenceParent.config
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if (config.codeName !== undefined) {
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bot.VALUES_TO_USE.quotedAsset = config.codeName;
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}
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}
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}
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}
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}
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/* Time Frame */
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if (bot.SESSION.parameters.timeFrame !== undefined) {
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bot.VALUES_TO_USE.timeFrame = bot.SESSION.parameters.timeFrame.config.value
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}
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/* Slippage */
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if (bot.SESSION.parameters.slippage !== undefined) {
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if (bot.SESSION.parameters.slippage.config !== undefined) {
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let config = bot.SESSION.parameters.slippage.config
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if (config.positionRate !== undefined) {
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bot.VALUES_TO_USE.slippage.positionRate = config.positionRate
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}
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if (config.stopLoss !== undefined) {
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bot.VALUES_TO_USE.slippage.stopLoss = config.stopLoss
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}
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if (config.takeProfit !== undefined) {
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bot.VALUES_TO_USE.slippage.takeProfit = config.takeProfit
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}
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}
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}
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/* Fee Structure */
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if (bot.SESSION.parameters.feeStructure !== undefined) {
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if (bot.SESSION.parameters.feeStructure.config !== undefined) {
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let config = bot.SESSION.parameters.feeStructure.config
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if (config.maker !== undefined) {
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bot.VALUES_TO_USE.feeStructure.maker = config.maker
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}
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if (config.taker !== undefined) {
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bot.VALUES_TO_USE.feeStructure.taker = config.taker
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}
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}
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}
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/* Time Range */
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if (bot.SESSION.parameters.timeRange !== undefined) {
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if (bot.SESSION.parameters.timeRange.config !== undefined) {
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let config = bot.SESSION.parameters.timeRange.config
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if (config.initialDatetime !== undefined) {
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if (isNaN(Date.parse(config.initialDatetime)) === true) {
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parentLogger.write(MODULE_NAME, "[WARN] initialize -> runSession -> setValuesToUse -> Cannot use initialDatatime provided at Session Parameters because it is not a valid Date.");
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} else {
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bot.VALUES_TO_USE.timeRange.initialDatetime = new Date(config.initialDatetime)
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}
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}
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if (config.finalDatetime !== undefined) {
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if (isNaN(Date.parse(config.finalDatetime)) === true) {
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parentLogger.write(MODULE_NAME, "[WARN] initialize -> runSession -> setValuesToUse -> Cannot use finalDatetime provided at Session Parameters because it is not a valid Date.");
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} else {
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bot.VALUES_TO_USE.timeRange.finalDatetime = new Date(config.finalDatetime)
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}
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}
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}
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}
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}
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}
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}
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}
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function initializeSocialBots() {
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if (bot.SESSION.socialBots !== undefined) {
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if (bot.SESSION.socialBots.bots !== undefined) {
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for (let i = 0; i < bot.SESSION.socialBots.bots.length; i++) {
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let socialBot = bot.SESSION.socialBots.bots[i]
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if (socialBot.type === "Telegram Bot") {
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let config = socialBot.config
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socialBot.botInstance = initializeTelegramBot(config.botToken, config.chatId)
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}
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}
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}
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function announce(announcement) {
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if (bot.SESSION.socialBots.bots !== undefined) {
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for (let i = 0; i < bot.SESSION.socialBots.bots.length; i++) {
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let socialBot = bot.SESSION.socialBots.bots[i]
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try {
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let config = announcement.config
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if (socialBot.type === "Telegram Bot") {
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if (announcement.formulaValue !== undefined) {
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socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, announcement.formulaValue).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeSocialBots -> announce -> Telegram API error -> err = " + err))
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} else {
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socialBot.botInstance.telegramAPI.sendMessage(socialBot.botInstance.chatId, config.text).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeSocialBots -> announce -> Telegram API error -> err = " + err))
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}
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}
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} catch (err) {
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parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeSocialBots -> announce -> err = " + err.stack);
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}
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}
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}
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}
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bot.SESSION.socialBots.announce = announce
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}
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}
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function finalizeSocialBots() {
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if (bot.SESSION.socialBots === undefined) { return }
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if (bot.SESSION.socialBots.bots !== undefined) {
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for (let i = 0; i < bot.SESSION.socialBots.bots.length; i++) {
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let socialBot = bot.SESSION.socialBots.bots[i]
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if (socialBot.type === "Telegram Bot") {
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let config = socialBot.config
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socialBot.botInstance = finalizeTelegramBot(config.chatId)
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}
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}
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}
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}
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function initializeTelegramBot(botToken, chatId) {
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/* Telegram Bot Initialization */
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try {
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const Telegraf = require('telegraf')
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let telegramBot
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telegramBot = new Telegraf(botToken)
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telegramBot.start((ctx) => ctx.reply('Hi! I am the Telegram Bot that will tell you what happens with your trading session.'))
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telegramBot.help((ctx) => ctx.reply('I can stop the session if you say STOP.'))
|
|
telegramBot.hears('STOP', (ctx) => stopSession())
|
|
telegramBot.launch()
|
|
|
|
const Telegram = require('telegraf/telegram')
|
|
|
|
telegramAPI = new Telegram(botToken)
|
|
|
|
const messge = bot.SESSION.type + " '" + bot.SESSION.name + "' was started with an initial balance of " + " " + bot.VALUES_TO_USE.initialBalanceA + " " + bot.VALUES_TO_USE.baseAsset + "."
|
|
telegramAPI.sendMessage(chatId, messge).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeTelegramBot -> Telegram API error -> err = " + err))
|
|
|
|
let botInstance = {
|
|
telegramBot: telegramBot,
|
|
telegramAPI: telegramAPI,
|
|
chatId: chatId
|
|
}
|
|
return botInstance
|
|
} catch (err) {
|
|
parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeTelegramBot -> err = " + err.stack);
|
|
}
|
|
|
|
}
|
|
|
|
function finalizeTelegramBot(chatId) {
|
|
const messge = bot.SESSION.type + " '" + bot.SESSION.name + "' was stopped."
|
|
telegramAPI.sendMessage(chatId, messge).catch(err => parentLogger.write(MODULE_NAME, "[WARN] initialize -> initializeTelegramBot -> Telegram API error -> err = " + err))
|
|
}
|
|
|
|
} catch (err) {
|
|
parentLogger.write(MODULE_NAME, "[ERROR] initialize -> err = " + err.stack);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
};
|