974 lines
48 KiB
JavaScript
974 lines
48 KiB
JavaScript
exports.newUserBot = function newUserBot(BOT, UTILITIES, DEBUG_MODULE, FILE_STORAGE, STATUS_REPORT) {
|
|
|
|
const FULL_LOG = true;
|
|
const LOG_FILE_CONTENT = false;
|
|
|
|
let bot = BOT;
|
|
|
|
const GMT_SECONDS = ':00.000 GMT+0000';
|
|
const GMT_MILI_SECONDS = '.000 GMT+0000';
|
|
const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
|
|
|
|
const MODULE_NAME = "UserBot";
|
|
|
|
const EXCHANGE_NAME = "Poloniex";
|
|
const EXCHANGE_ID = 1;
|
|
|
|
const TRADES_FOLDER_NAME = "Trades";
|
|
|
|
const CANDLES_FOLDER_NAME = "Candles";
|
|
const CANDLES_ONE_MIN = "One-Min";
|
|
|
|
const VOLUMES_FOLDER_NAME = "Volumes";
|
|
const VOLUMES_ONE_MIN = "One-Min";
|
|
|
|
const logger = DEBUG_MODULE.newDebugLog();
|
|
logger.fileName = MODULE_NAME;
|
|
logger.bot = bot;
|
|
|
|
interval = {
|
|
initialize: initialize,
|
|
start: start
|
|
};
|
|
|
|
let charlyFileStorage = FILE_STORAGE.newAzureFileStorage(bot);
|
|
let bruceFileStorage = FILE_STORAGE.newAzureFileStorage(bot);
|
|
let oliviaFileStorage = FILE_STORAGE.newAzureFileStorage(bot);
|
|
|
|
let utilities = UTILITIES.newUtilities(bot);
|
|
|
|
let statusReport;
|
|
let statusReportModule;
|
|
|
|
return interval;
|
|
|
|
function initialize(yearAssigend, monthAssigned, callBackFunction) {
|
|
|
|
try {
|
|
|
|
/* IMPORTANT NOTE:
|
|
|
|
We are ignoring in this UserBot the received Year and Month. This interval is not depending on Year Month since it procecess the whole market at once.
|
|
|
|
*/
|
|
|
|
logger.fileName = MODULE_NAME;
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] initialize -> yearAssigend = " + yearAssigend); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] initialize -> monthAssigned = " + monthAssigned); }
|
|
|
|
initializeCharlyStorage();
|
|
|
|
function initializeCharlyStorage() {
|
|
|
|
charlyFileStorage.initialize("AACharly", onCharlyInizialized);
|
|
|
|
function onCharlyInizialized(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
initializeBruceStorage();
|
|
|
|
} else {
|
|
logger.write("[ERROR] initialize -> initializeCharlyStorage -> onCharlyInizialized -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
}
|
|
}
|
|
|
|
function initializeBruceStorage() {
|
|
|
|
bruceFileStorage.initialize("AABruce", onBruceInizialized);
|
|
|
|
function onBruceInizialized(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
initializeOliviaStorage();
|
|
|
|
} else {
|
|
logger.write("[ERROR] initialize -> initializeBruceStorage -> onBruceInizialized -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
}
|
|
}
|
|
|
|
function initializeOliviaStorage() {
|
|
|
|
oliviaFileStorage.initialize("AAOlivia", onOliviaInizialized);
|
|
|
|
function onOliviaInizialized(err) {
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
|
|
callBackFunction(global.DEFAULT_OK_RESPONSE);
|
|
|
|
} else {
|
|
logger.write("[ERROR] initialize -> initializeOliviaStorage -> onOliviaInizialized -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] initialize -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
/*
|
|
|
|
This process is going to do the following:
|
|
|
|
Read the candles and volumes from Bruce and produce a single Index File for Market Period.
|
|
|
|
*/
|
|
|
|
function start(callBackFunction) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> Entering function."); }
|
|
|
|
let market = global.MARKET;
|
|
|
|
/* Context Variables */
|
|
|
|
let lastCandleFile; // Datetime of the last file included on the Index Files.
|
|
let firstTradeFile; // Datetime of the first trade file in the whole market history.
|
|
let maxCandleFile; // Datetime of the last file available to be included in the Index File.
|
|
|
|
getContextVariables();
|
|
|
|
function getContextVariables() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> Entering function."); }
|
|
|
|
let reportFilePath;
|
|
let fileName = "Status.Report." + market.assetA + '_' + market.assetB + ".json"
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> fileName = " + fileName); }
|
|
|
|
getHistoricTrades();
|
|
|
|
function getHistoricTrades() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> getHistoricTrades -> Entering function."); }
|
|
|
|
/*
|
|
|
|
We need to know where is the begining of the market, since that will help us know where the Index Files should start.
|
|
|
|
*/
|
|
|
|
reportFilePath = EXCHANGE_NAME + "/Processes/" + "Poloniex-Historic-Trades";
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> getHistoricTrades -> reportFilePath = " + reportFilePath); }
|
|
|
|
charlyFileStorage.getTextFile(reportFilePath, fileName, onFileReceived);
|
|
|
|
function onFileReceived(err, text) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> getHistoricTrades -> onFileReceived -> Entering function."); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> getHistoricTrades -> onFileReceived -> text = " + text); }
|
|
|
|
let thisReport;
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
try {
|
|
thisReport = JSON.parse(text);
|
|
|
|
firstTradeFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + thisReport.lastFile.hours + ":" + thisReport.lastFile.minutes + GMT_SECONDS);
|
|
|
|
getOneMinDailyCandlesVolumes();
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> getContextVariables -> getHistoricTrades -> onFileReceived -> err = " + err.message);
|
|
logger.write("[ERROR] start -> getContextVariables -> getHistoricTrades -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
}
|
|
} else {
|
|
logger.write("[ERROR] start -> getContextVariables -> getHistoricTrades -> onFileReceived -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
}
|
|
}
|
|
|
|
function getOneMinDailyCandlesVolumes() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> getOneMinDailyCandlesVolumes -> Entering function."); }
|
|
|
|
/* We need to discover the maxCandle file, which is the last file with candles we can use as input. */
|
|
|
|
let date = new Date();
|
|
let currentYear = date.getUTCFullYear();
|
|
let currentMonth = utilities.pad(date.getUTCMonth() + 1,2);
|
|
|
|
reportFilePath = EXCHANGE_NAME + "/Processes/" + "One-Min-Daily-Candles-Volumes" + "/" + currentYear + "/" + currentMonth;
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> getOneMinDailyCandlesVolumes -> reportFilePath = " + reportFilePath); }
|
|
|
|
bruceFileStorage.getTextFile(reportFilePath, fileName, onFileReceived);
|
|
|
|
function onFileReceived(err, text) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> getOneMinDailyCandlesVolumes -> onFileReceived -> Entering function."); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> getOneMinDailyCandlesVolumes -> onFileReceived -> text = " + text); }
|
|
|
|
let thisReport;
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
try {
|
|
thisReport = JSON.parse(text);
|
|
|
|
maxCandleFile = new Date(thisReport.lastFile.year + "-" + thisReport.lastFile.month + "-" + thisReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
|
|
|
|
getThisProcessReport();
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> getContextVariables -> getOneMinDailyCandlesVolumes -> onFileReceived -> err = " + err.message);
|
|
logger.write("[ERROR] start -> getContextVariables -> getOneMinDailyCandlesVolumes -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
}
|
|
} else {
|
|
logger.write("[ERROR] start -> getContextVariables -> getHistoricTrades -> onFileReceived -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
}
|
|
}
|
|
|
|
function getThisProcessReport() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> getContextVariables -> getThisProcessReport -> Entering function."); }
|
|
|
|
statusReportModule = STATUS_REPORT.newStatusReport(BOT, DEBUG_MODULE, FILE_STORAGE, UTILITIES);
|
|
statusReportModule.initialize(bot, onInitilized);
|
|
|
|
function onInitilized(err) {
|
|
|
|
try {
|
|
|
|
switch (err.result) {
|
|
case global.DEFAULT_OK_RESPONSE.result: {
|
|
logger.write("[INFO] start -> getContextVariables -> getThisProcessReport -> onInitilized -> Execution finished well. :-)");
|
|
|
|
statusReport = statusReportModule.file;
|
|
|
|
lastCandleFile = new Date(statusReport.lastFile);
|
|
|
|
/*
|
|
Here we assume that the last day written might contain incomplete information. This actually happens every time the head of the market is reached.
|
|
For that reason we go back one day, the partial information is discarded and added again with whatever new info is available.
|
|
*/
|
|
|
|
lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS);
|
|
|
|
findPreviousContent();
|
|
return;
|
|
}
|
|
case global.CUSTOM_FAIL_RESPONSE.result: { // We need to see if we can handle this.
|
|
logger.write("[ERROR] start -> getContextVariables -> getThisProcessReport -> onInitilized -> err.message = " + err.message);
|
|
|
|
if (err.message === "Status Report was never created.") {
|
|
|
|
statusReport = statusReportModule.file;
|
|
|
|
lastCandleFile = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
|
|
|
|
lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
|
|
|
|
buildCandles();
|
|
|
|
} else {
|
|
callBackFunction(err); // we cant handle this here.
|
|
}
|
|
return;
|
|
}
|
|
default:
|
|
{
|
|
logger.write("[ERROR] start -> getContextVariables -> getThisProcessReport -> onInitilized -> Operation Failed.");
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] start -> getContextVariables -> getThisProcessReport -> onInitilized -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] start -> getContextVariables -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function findPreviousContent() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> Entering function."); }
|
|
|
|
let n = 0 // loop Variable representing each possible period as defined at the periods array.
|
|
|
|
let allPreviousCandles = [];
|
|
let allPreviousVolumes = [];
|
|
|
|
loopBody();
|
|
|
|
function loopBody() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> Entering function."); }
|
|
|
|
let folderName = global.marketFilesPeriods[n][1];
|
|
|
|
let previousCandles;
|
|
let previousVolumes;
|
|
|
|
getCandles();
|
|
|
|
function getCandles() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getCandles -> Entering function."); }
|
|
|
|
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
|
|
|
let filePath = global.FILE_PATH_ROOT + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getCandles -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getCandles -> filePath = " + filePath); }
|
|
|
|
oliviaFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
|
|
|
|
function onFileReceived(err, text) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> Entering function."); }
|
|
if (LOG_FILE_CONTENT === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> text = " + text); }
|
|
|
|
let candlesFile;
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
try {
|
|
candlesFile = JSON.parse(text);
|
|
|
|
previousCandles = candlesFile;
|
|
|
|
getVolumes();
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> err = " + err.message);
|
|
logger.write("[ERROR] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
}
|
|
} else {
|
|
logger.write("[ERROR] start -> findPreviousContent -> loopBody -> getCandles -> onFileReceived -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
}
|
|
}
|
|
|
|
function getVolumes() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> Entering function."); }
|
|
|
|
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
|
|
|
let filePath = global.FILE_PATH_ROOT + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> filePath = " + filePath); }
|
|
|
|
oliviaFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
|
|
|
|
function onFileReceived(err, text) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> Entering function."); }
|
|
if (LOG_FILE_CONTENT === true) { logger.write("[INFO] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> text = " + text); }
|
|
|
|
let volumesFile;
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
try {
|
|
volumesFile = JSON.parse(text);
|
|
|
|
previousVolumes = volumesFile;
|
|
|
|
allPreviousCandles.push(previousCandles);
|
|
allPreviousVolumes.push(previousVolumes);
|
|
|
|
controlLoop();
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> err = " + err.message);
|
|
logger.write("[ERROR] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
}
|
|
} else {
|
|
logger.write("[ERROR] start -> findPreviousContent -> loopBody -> getVolumes -> onFileReceived -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
function controlLoop() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> findPreviousContent -> controlLoop -> Entering function."); }
|
|
|
|
n++;
|
|
|
|
if (n < global.marketFilesPeriods.length) {
|
|
|
|
loopBody();
|
|
|
|
} else {
|
|
|
|
buildCandles(allPreviousCandles, allPreviousVolumes);
|
|
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] start -> findPreviousContent -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function buildCandles(allPreviousCandles, allPreviousVolumes) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> Entering function."); }
|
|
|
|
/*
|
|
|
|
Firstly we prepere the arrays that will accumulate all the information for each output file.
|
|
|
|
*/
|
|
|
|
let outputCandles = [];
|
|
let outputVolumes = [];
|
|
|
|
for (n = 0; n < global.marketFilesPeriods.length; n++) {
|
|
|
|
const emptyArray1 = [];
|
|
const emptyArray2 = [];
|
|
|
|
outputCandles.push(emptyArray1);
|
|
outputVolumes.push(emptyArray2);
|
|
|
|
}
|
|
|
|
advanceTime();
|
|
|
|
function advanceTime() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> advanceTime -> Entering function."); }
|
|
|
|
lastCandleFile = new Date(lastCandleFile.valueOf() + ONE_DAY_IN_MILISECONDS);
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> advanceTime -> New processing time @ " + lastCandleFile.getUTCFullYear() + "/" + (lastCandleFile.getUTCMonth() + 1) + "/" + lastCandleFile.getUTCDate() + "."); }
|
|
|
|
/* Validation that we are not going past the head of the market. */
|
|
|
|
if (lastCandleFile.valueOf() > maxCandleFile.valueOf()) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> advanceTime -> Head of the market found @ " + lastCandleFile.getUTCFullYear() + "/" + (lastCandleFile.getUTCMonth() + 1) + "/" + lastCandleFile.getUTCDate() + "."); }
|
|
|
|
callBackFunction(global.DEFAULT_OK_RESPONSE); // Here is where we finish processing and wait for the platform to run this module again.
|
|
return;
|
|
}
|
|
|
|
periodsLoop();
|
|
|
|
}
|
|
|
|
function periodsLoop() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> Entering function."); }
|
|
|
|
/*
|
|
|
|
We will iterate through all posible periods.
|
|
|
|
*/
|
|
|
|
let n = 0 // loop Variable representing each possible period as defined at the periods array.
|
|
|
|
loopBody();
|
|
|
|
function loopBody() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Entering function."); }
|
|
|
|
let previousCandles;
|
|
let previousVolumes;
|
|
|
|
if (allPreviousCandles !== undefined) {
|
|
|
|
previousCandles = allPreviousCandles[n];
|
|
previousVolumes = allPreviousVolumes[n];
|
|
|
|
}
|
|
|
|
const outputPeriod = global.marketFilesPeriods[n][0];
|
|
const folderName = global.marketFilesPeriods[n][1];
|
|
|
|
/* Lest see if we are adding previous candles. */
|
|
|
|
if (previousCandles !== undefined) {
|
|
|
|
for (let i = 0; i < previousCandles.length; i++) {
|
|
|
|
let candle = {
|
|
open: previousCandles[i][2],
|
|
close: previousCandles[i][3],
|
|
min: previousCandles[i][0],
|
|
max: previousCandles[i][1],
|
|
begin: previousCandles[i][4],
|
|
end: previousCandles[i][5]
|
|
};
|
|
|
|
if (candle.end < lastCandleFile.valueOf()) {
|
|
|
|
outputCandles[n].push(candle);
|
|
|
|
} else {
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Candle # " + i + " @ " + folderName + " discarded for closing past the current process time."); }
|
|
}
|
|
}
|
|
allPreviousCandles[n] = []; // erasing these so as not to duplicate them.
|
|
}
|
|
|
|
if (previousVolumes !== undefined) {
|
|
|
|
for (let i = 0; i < previousVolumes.length; i++) {
|
|
|
|
let volume = {
|
|
begin: previousVolumes[i][2],
|
|
end: previousVolumes[i][3],
|
|
buy: previousVolumes[i][0],
|
|
sell: previousVolumes[i][1]
|
|
};
|
|
|
|
if (volume.end < lastCandleFile.valueOf()) {
|
|
|
|
outputVolumes[n].push(volume);
|
|
|
|
} else {
|
|
if (FULL_LOG === true) {logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> Volume # " + i + " @ " + folderName + " discarded for closing past the current process time."); }
|
|
}
|
|
}
|
|
allPreviousVolumes[n] = []; // erasing these so as not to duplicate them.
|
|
}
|
|
|
|
nextCandleFile();
|
|
|
|
function nextCandleFile() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> Entering function."); }
|
|
|
|
let dateForPath = lastCandleFile.getUTCFullYear() + '/' + utilities.pad(lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastCandleFile.getUTCDate(), 2);
|
|
let fileName = market.assetA + '_' + market.assetB + ".json"
|
|
let filePath = EXCHANGE_NAME + "/Output/" + CANDLES_FOLDER_NAME + '/' + CANDLES_ONE_MIN + '/' + dateForPath;
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> filePath = " + filePath); }
|
|
|
|
bruceFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
|
|
|
|
function onFileReceived(err, text) {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Entering function."); }
|
|
if (LOG_FILE_CONTENT === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> text = " + text); }
|
|
|
|
let candlesFile;
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
try {
|
|
candlesFile = JSON.parse(text);
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.message);
|
|
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
}
|
|
} else {
|
|
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
|
|
const inputCandlesPerdiod = 60 * 1000; // 1 min
|
|
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
|
|
|
|
let totalOutputCandles = inputFilePeriod / outputPeriod; // this should be 2 in this case.
|
|
let beginingOutputTime = lastCandleFile.valueOf();
|
|
|
|
for (let i = 0; i < totalOutputCandles; i++) {
|
|
|
|
let outputCandle = {
|
|
open: 0,
|
|
close: 0,
|
|
min: 0,
|
|
max: 0,
|
|
begin: 0,
|
|
end: 0
|
|
};
|
|
|
|
let saveCandle = false;
|
|
|
|
outputCandle.begin = beginingOutputTime + i * outputPeriod;
|
|
outputCandle.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
|
|
|
|
for (let j = 0; j < candlesFile.length; j++) {
|
|
|
|
let candle = {
|
|
open: candlesFile[j][2],
|
|
close: candlesFile[j][3],
|
|
min: candlesFile[j][0],
|
|
max: candlesFile[j][1],
|
|
begin: candlesFile[j][4],
|
|
end: candlesFile[j][5]
|
|
};
|
|
|
|
/* Here we discard all the candles out of range. */
|
|
|
|
if (candle.begin >= outputCandle.begin && candle.end <= outputCandle.end) {
|
|
|
|
if (saveCandle === false) { // this will set the value only once.
|
|
|
|
outputCandle.open = candle.open;
|
|
outputCandle.min = candle.min;
|
|
outputCandle.max = candle.max;
|
|
|
|
}
|
|
|
|
saveCandle = true;
|
|
|
|
outputCandle.close = candle.close; // only the last one will be saved
|
|
|
|
if (candle.min < outputCandle.min) {
|
|
|
|
outputCandle.min = candle.min;
|
|
|
|
}
|
|
|
|
if (candle.max > outputCandle.max) {
|
|
|
|
outputCandle.max = candle.max;
|
|
|
|
}
|
|
}
|
|
}
|
|
|
|
if (saveCandle === true) { // then we have a valid candle, otherwise it means there were no candles to fill this one in its time range.
|
|
|
|
outputCandles[n].push(outputCandle);
|
|
}
|
|
}
|
|
|
|
nextVolumeFile();
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextCandleFile -> onFileReceived -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
|
|
function nextVolumeFile() {
|
|
|
|
try {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> Entering function."); }
|
|
|
|
let dateForPath = lastCandleFile.getUTCFullYear() + '/' + utilities.pad(lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastCandleFile.getUTCDate(), 2);
|
|
let fileName = market.assetA + '_' + market.assetB + ".json"
|
|
let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath;
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> filePath = " + filePath); }
|
|
|
|
bruceFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
|
|
|
|
function onFileReceived(err, text) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Entering function."); }
|
|
if (LOG_FILE_CONTENT === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> text = " + text); }
|
|
|
|
let volumesFile;
|
|
|
|
if (err.result === global.DEFAULT_OK_RESPONSE.result) {
|
|
try {
|
|
volumesFile = JSON.parse(text);
|
|
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.message);
|
|
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> Asuming this is a temporary situation. Requesting a Retry.");
|
|
callBackFunction(global.DEFAULT_RETRY_RESPONSE);
|
|
}
|
|
} else {
|
|
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.message);
|
|
callBackFunction(err);
|
|
}
|
|
|
|
const inputVolumesPerdiod = 60 * 1000; // 1 min
|
|
const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
|
|
|
|
let totalOutputVolumes = inputFilePeriod / outputPeriod; // this should be 2 in this case.
|
|
let beginingOutputTime = lastCandleFile.valueOf();
|
|
|
|
for (let i = 0; i < totalOutputVolumes; i++) {
|
|
|
|
let outputVolume = {
|
|
buy: 0,
|
|
sell: 0,
|
|
begin: 0,
|
|
end: 0
|
|
};
|
|
|
|
let saveVolume = false;
|
|
|
|
outputVolume.begin = beginingOutputTime + i * outputPeriod;
|
|
outputVolume.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
|
|
|
|
for (let j = 0; j < volumesFile.length; j++) {
|
|
|
|
let volume = {
|
|
buy: volumesFile[j][0],
|
|
sell: volumesFile[j][1],
|
|
begin: volumesFile[j][2],
|
|
end: volumesFile[j][3]
|
|
};
|
|
|
|
/* Here we discard all the Volumes out of range. */
|
|
|
|
if (volume.begin >= outputVolume.begin && volume.end <= outputVolume.end) {
|
|
|
|
saveVolume = true;
|
|
|
|
outputVolume.buy = outputVolume.buy + volume.buy;
|
|
outputVolume.sell = outputVolume.sell + volume.sell;
|
|
|
|
}
|
|
}
|
|
|
|
if (saveVolume === true) {
|
|
|
|
outputVolumes[n].push(outputVolume);
|
|
}
|
|
}
|
|
|
|
writeFiles(outputCandles[n], outputVolumes[n], folderName, controlLoop);
|
|
}
|
|
} catch (err) {
|
|
logger.write("[ERROR] start -> buildCandles -> periodsLoop -> loopBody -> nextVolumeFile -> onFileReceived -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
|
|
function controlLoop() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> buildCandles -> periodsLoop -> controlLoop -> Entering function."); }
|
|
|
|
n++;
|
|
|
|
if (n < global.marketFilesPeriods.length) {
|
|
|
|
loopBody();
|
|
|
|
} else {
|
|
|
|
writeStatusReport(lastCandleFile, advanceTime);
|
|
|
|
}
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] start -> buildCandles -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeFiles(candles, volumes, folderName, callBack) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> Entering function."); }
|
|
|
|
/*
|
|
|
|
Here we will write the contents of the Candles and Volumens files.
|
|
|
|
*/
|
|
|
|
try {
|
|
|
|
writeCandles();
|
|
|
|
function writeCandles() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeCandles -> Entering function."); }
|
|
|
|
let separator = "";
|
|
let fileRecordCounter = 0;
|
|
let fileContent = "";
|
|
|
|
for (i = 0; i < candles.length; i++) {
|
|
|
|
let candle = candles[i];
|
|
|
|
fileContent = fileContent + separator + '[' + candles[i].min + "," + candles[i].max + "," + candles[i].open + "," + candles[i].close + "," + candles[i].begin + "," + candles[i].end + "]";
|
|
|
|
if (separator === "") { separator = ","; }
|
|
|
|
fileRecordCounter++;
|
|
|
|
}
|
|
|
|
fileContent = "[" + fileContent + "]";
|
|
|
|
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
|
let filePath = global.FILE_PATH_ROOT + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeCandles -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeCandles -> filePath = " + filePath); }
|
|
|
|
utilities.createFolderIfNeeded(filePath, oliviaFileStorage, onFolderCreated);
|
|
|
|
function onFolderCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeCandles -> onFolderCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] start -> writeFiles -> writeCandles -> onFolderCreated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
oliviaFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeCandles -> onFolderCreated -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] start -> writeFiles -> writeCandles -> onFolderCreated -> onFileCreated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write("[INFO] start -> writeFiles -> writeCandles -> onFolderCreated -> onFileCreated -> Content written = " + fileContent);
|
|
}
|
|
|
|
logger.write("[WARN] start -> writeFiles -> writeCandles -> onFolderCreated -> onFileCreated -> Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName );
|
|
|
|
writeVolumes();
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
function writeVolumes() {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeVolumes -> Entering function."); }
|
|
|
|
let separator = "";
|
|
let fileRecordCounter = 0;
|
|
let fileContent = "";
|
|
|
|
for (i = 0; i < volumes.length; i++) {
|
|
|
|
let candle = volumes[i];
|
|
|
|
fileContent = fileContent + separator + '[' + volumes[i].buy + "," + volumes[i].sell + "," + volumes[i].begin + "," + volumes[i].end + "]";
|
|
|
|
if (separator === "") { separator = ","; }
|
|
|
|
fileRecordCounter++;
|
|
|
|
}
|
|
|
|
fileContent = "[" + fileContent + "]";
|
|
|
|
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
|
let filePath = global.FILE_PATH_ROOT + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + folderName;
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeVolumes -> fileName = " + fileName); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeVolumes -> filePath = " + filePath); }
|
|
|
|
utilities.createFolderIfNeeded(filePath, oliviaFileStorage, onFolderCreated);
|
|
|
|
function onFolderCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeVolumes -> onFolderCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] start -> writeFiles -> writeVolumes -> onFolderCreated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
oliviaFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated(err) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeFiles -> writeVolumes -> onFolderCreated -> onFileCreated -> Entering function."); }
|
|
|
|
if (err.result !== global.DEFAULT_OK_RESPONSE.result) {
|
|
logger.write("[ERROR] start -> writeFiles -> writeVolumes -> onFolderCreated -> onFileCreated -> err = " + err.message);
|
|
callBackFunction(err);
|
|
return;
|
|
}
|
|
|
|
if (LOG_FILE_CONTENT === true) {
|
|
logger.write("[INFO] start -> writeFiles -> writeVolumes -> onFolderCreated -> onFileCreated -> Content written = " + fileContent);
|
|
}
|
|
|
|
logger.write("[WARN] start -> writeFiles -> writeVolumes -> onFolderCreated -> onFileCreated -> Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName);
|
|
|
|
callBack();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] start -> writeFiles -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
|
|
function writeStatusReport(lastFileDate, callBack) {
|
|
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeStatusReport -> Entering function."); }
|
|
if (FULL_LOG === true) { logger.write("[INFO] start -> writeStatusReport -> lastFileDate = " + lastFileDate); }
|
|
|
|
try {
|
|
|
|
statusReport.lastExecution = global.processDatetime;
|
|
statusReport.lastFile = lastFileDate;
|
|
statusReportModule.save(callBack);
|
|
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] start -> writeStatusReport -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
}
|
|
catch (err) {
|
|
logger.write("[ERROR] start -> err = " + err.message);
|
|
callBackFunction(global.DEFAULT_FAIL_RESPONSE);
|
|
}
|
|
}
|
|
};
|