730 lines
28 KiB
JavaScript
730 lines
28 KiB
JavaScript
exports.newUserBot = function newUserBot(BOT, COMMONS, UTILITIES, DEBUG_MODULE, FILE_STORAGE, STATUS_REPORT) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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let bot = BOT;
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const GMT_SECONDS = ':00.000 GMT+0000';
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const GMT_MILI_SECONDS = '.000 GMT+0000';
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const ONE_DAY_IN_MILISECONDS = 24 * 60 * 60 * 1000;
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const MODULE_NAME = "UserBot";
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const EXCHANGE_NAME = "Poloniex";
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const TRADES_FOLDER_NAME = "Trades";
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const CANDLES_FOLDER_NAME = "Candles";
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const CANDLES_ONE_MIN = "One-Min";
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const VOLUMES_FOLDER_NAME = "Volumes";
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const VOLUMES_ONE_MIN = "One-Min";
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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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const commons = COMMONS.newCommons(bot, DEBUG_MODULE);
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thisObject = {
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initialize: initialize,
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start: start
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};
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let charlyFileStorage = FILE_STORAGE.newAzureFileStorage(bot);
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let bruceFileStorage = FILE_STORAGE.newAzureFileStorage(bot);
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let oliviaFileStorage = FILE_STORAGE.newAzureFileStorage(bot);
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let utilities = UTILITIES.newUtilities(bot);
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let statusReport;
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let statusReportModule;
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return thisObject;
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function initialize(yearAssigend, monthAssigned, callBackFunction) {
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try {
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/* IMPORTANT NOTE:
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We are ignoring in this UserBot the received Year and Month. thisObject is not depending on Year Month since it procecess the whole market at once.
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*/
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logger.fileName = MODULE_NAME;
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> yearAssigend = " + yearAssigend); }
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if (FULL_LOG === true) { logger.write("[INFO] initialize -> monthAssigned = " + monthAssigned); }
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initializeCharlyStorage();
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function initializeCharlyStorage() {
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charlyFileStorage.initialize("AACharly", onCharlyInizialized);
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function onCharlyInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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initializeBruceStorage();
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} else {
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logger.write("[ERROR] initialize -> initializeCharlyStorage -> onCharlyInizialized -> 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 initializeBruceStorage() {
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bruceFileStorage.initialize("AABruce", onBruceInizialized);
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function onBruceInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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initializeOliviaStorage();
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} else {
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logger.write("[ERROR] initialize -> initializeBruceStorage -> onBruceInizialized -> 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 initializeOliviaStorage() {
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oliviaFileStorage.initialize("AAOlivia", onOliviaInizialized);
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function onOliviaInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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} else {
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logger.write("[ERROR] initialize -> initializeOliviaStorage -> onOliviaInizialized -> 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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} catch (err) {
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logger.write("[ERROR] initialize -> err = " + err.message);
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callBackFunction(global.DEFAULT_FAIL_RESPONSE);
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}
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}
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/*
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This process is going to do the following:
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Read the candles and volumes from Bruce and produce a file for each day and for each period with candles and volumes.
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*/
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function start(callBackFunction) {
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try {
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if (FULL_LOG === true) { logger.write("[INFO] start -> Entering function."); }
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let market = global.MARKET;
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let lastCandleFile; // Datetime of the last file included on the Index File.
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let firstTradeFile; // Datetime of the first trade file in the whole market history.
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let maxCandleFile; // Datetime of the last file available to be included in the Index File.
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function getStatusReport() {
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try {
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let reportFilePath;
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let fileName = "Status.Report." + market.assetA + '_' + market.assetB + ".json"
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getHistoricTrades();
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function getHistoricTrades() {
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/*
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We need to know where is the begining of the market, since that will help us know where the Index Files should start.
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*/
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reportFilePath = EXCHANGE_NAME + "/Processes/" + "Poloniex-Historic-Trades";
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charlyFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
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function onStatusReportReceived(text) {
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let statusReport;
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try {
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statusReport = JSON.parse(text);
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firstTradeFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + statusReport.lastFile.hours + ":" + statusReport.lastFile.minutes + GMT_SECONDS);
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getOneMinDailyCandlesVolumes();
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} catch (err) {
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const logText = "[INFO] 'getStatusReport' - Failed to read main Historic Trades Status Report for market " + market.assetA + '_' + market.assetB + " . Skipping it. ";
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logger.write(logText);
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closeAndOpenMarket();
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}
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}
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}
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function getOneMinDailyCandlesVolumes() {
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/* We need to discover the maxCandle file, which is the last file with candles we can use as input. */
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let date = new Date();
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let currentYear = date.getUTCFullYear();
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let currentMonth = utilities.pad(date.getUTCMonth() + 1,2);
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reportFilePath = EXCHANGE_NAME + "/Processes/" + "One-Min-Daily-Candles-Volumes" + "/" + currentYear + "/" + currentMonth;
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bruceFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
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function onStatusReportReceived(text) {
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let statusReport;
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try {
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statusReport = JSON.parse(text);
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maxCandleFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
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getThisProcessReport();
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} catch (err) {
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/*
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It might happen that the file content is corrupt or it does not exist. In either case we will point our lastCandleFile
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to the last day of the previous month.
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*/
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maxCandleFile = new Date(date.valueOf() - ONE_DAY_IN_MILISECONDS);
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getThisProcessReport();
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}
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}
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}
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function getThisProcessReport() {
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/* If the process run and was interrupted, there should be a status report that allows us to resume execution. */
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reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
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oliviaFileStorage.getTextFile(reportFilePath, fileName, onStatusReportReceived, true);
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function onStatusReportReceived(text) {
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let statusReport;
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try {
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statusReport = JSON.parse(text);
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lastCandleFile = new Date(statusReport.lastFile.year + "-" + statusReport.lastFile.month + "-" + statusReport.lastFile.days + " " + "00:00" + GMT_SECONDS);
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buildCandles();
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} catch (err) {
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/*
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It might happen that the file content is corrupt or it does not exist. In either case we will point our lastCandleFile
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to the begining of the market.
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*/
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lastCandleFile = new Date(firstTradeFile.getUTCFullYear() + "-" + (firstTradeFile.getUTCMonth() + 1) + "-" + firstTradeFile.getUTCDate() + " " + "00:00" + GMT_SECONDS);
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lastCandleFile = new Date(lastCandleFile.valueOf() - ONE_DAY_IN_MILISECONDS); // Go back one day to start well.
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buildCandles();
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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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const logText = "[ERROR] 'getStatusReport' - ERROR : " + err.message;
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logger.write(logText);
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closeMarket();
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}
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}
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function buildCandles() {
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try {
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let outputCandles;
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let outputVolumes;
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advanceTime();
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function advanceTime() {
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lastCandleFile = new Date(lastCandleFile.valueOf() + ONE_DAY_IN_MILISECONDS);
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const logText = "[INFO] New processing time @ " + lastCandleFile.getUTCFullYear() + "/" + (lastCandleFile.getUTCMonth() + 1) + "/" + lastCandleFile.getUTCDate() + ".";
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console.log(logText);
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logger.write(logText);
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/* Validation that we are not going past the head of the market. */
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if (lastCandleFile.valueOf() > maxCandleFile.valueOf()) {
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nextIntervalExecution = true; // we request a new thisObject execution.
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const logText = "[INFO] 'buildCandles' - Head of the market found @ " + lastCandleFile.getUTCFullYear() + "/" + (lastCandleFile.getUTCMonth() + 1) + "/" + lastCandleFile.getUTCDate() + ".";
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logger.write(logText);
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closeAndOpenMarket();
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return;
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}
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/*
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We prepere the arrays that will accumulate all the information for each output file.
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*/
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outputCandles = [];
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outputVolumes = [];
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for (n = 0; n < outputPeriods.length; n++) {
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const emptyArray1 = [];
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const emptyArray2 = [];
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outputCandles.push(emptyArray1);
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outputVolumes.push(emptyArray2);
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}
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periodsLoop();
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}
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function periodsLoop() {
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/*
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We will iterate through all posible periods.
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*/
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let n = 0 // loop Variable representing each possible period as defined at the periods array.
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loopBody();
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function loopBody() {
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const outputPeriod = outputPeriods[n][0];
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const folderName = outputPeriods[n][1];
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nextCandleFile();
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function nextCandleFile() {
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let dateForPath = lastCandleFile.getUTCFullYear() + '/' + utilities.pad(lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastCandleFile.getUTCDate(), 2);
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let fileName = market.assetA + '_' + market.assetB + ".json"
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let filePath = EXCHANGE_NAME + "/Output/" + CANDLES_FOLDER_NAME + '/' + CANDLES_ONE_MIN + '/' + dateForPath;
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bruceFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(text) {
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let candlesFile;
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try {
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candlesFile = JSON.parse(text);
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} catch (err) {
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const logText = "[ERR] 'buildCandles' - Empty or corrupt candle file found at " + filePath + " for market " + market.assetA + '_' + market.assetB + " . Skipping this Market. ";
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logger.write(logText);
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closeAndOpenMarket();
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nextIntervalExecution = true; // we request a new thisObject execution.
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nextIntervalLapse = 30000;
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return;
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}
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const inputCandlesPerdiod = 60 * 1000; // 1 min
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const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
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let totalOutputCandles = inputFilePeriod / outputPeriod;
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let beginingOutputTime = lastCandleFile.valueOf();
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for (let i = 0; i < totalOutputCandles; i++) {
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let outputCandle = {
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open: 0,
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close: 0,
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min: 0,
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max: 0,
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begin: 0,
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end: 0
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};
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let saveCandle = false;
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outputCandle.begin = beginingOutputTime + i * outputPeriod;
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outputCandle.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
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for (let j = 0; j < candlesFile.length; j++) {
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let candle = {
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open: candlesFile[j][2],
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close: candlesFile[j][3],
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min: candlesFile[j][0],
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max: candlesFile[j][1],
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begin: candlesFile[j][4],
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end: candlesFile[j][5]
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};
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/* Here we discard all the candles out of range. */
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if (candle.begin >= outputCandle.begin && candle.end <= outputCandle.end) {
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if (saveCandle === false) { // this will set the value only once.
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outputCandle.open = candle.open;
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outputCandle.min = candle.min;
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outputCandle.max = candle.max;
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}
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saveCandle = true;
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outputCandle.close = candle.close; // only the last one will be saved
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if (candle.min < outputCandle.min) {
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outputCandle.min = candle.min;
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}
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if (candle.max > outputCandle.max) {
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outputCandle.max = candle.max;
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}
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}
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}
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if (saveCandle === true) { // then we have a valid candle, otherwise it means there were no candles to fill this one in its time range.
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outputCandles[n].push(outputCandle);
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}
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}
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nextVolumeFile();
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}
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}
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function nextVolumeFile() {
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let dateForPath = lastCandleFile.getUTCFullYear() + '/' + utilities.pad(lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastCandleFile.getUTCDate(), 2);
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let fileName = market.assetA + '_' + market.assetB + ".json"
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let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME + '/' + VOLUMES_ONE_MIN + '/' + dateForPath;
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bruceFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(text) {
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let volumesFile;
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try {
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volumesFile = JSON.parse(text);
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} catch (err) {
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const logText = "[ERR] 'buildCandles' - Empty or corrupt candle file found at " + filePath + " for market " + market.assetA + '_' + market.assetB + " . Skipping this Market. ";
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logger.write(logText);
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closeAndOpenMarket();
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return;
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}
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const inputVolumesPerdiod = 60 * 1000; // 1 min
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const inputFilePeriod = 24 * 60 * 60 * 1000; // 24 hs
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let totalOutputVolumes = inputFilePeriod / outputPeriod; // this should be 2 in this case.
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let beginingOutputTime = lastCandleFile.valueOf();
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for (let i = 0; i < totalOutputVolumes; i++) {
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let outputVolume = {
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buy: 0,
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sell: 0,
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begin: 0,
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end: 0
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};
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let saveVolume = false;
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outputVolume.begin = beginingOutputTime + i * outputPeriod;
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outputVolume.end = beginingOutputTime + (i + 1) * outputPeriod - 1;
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for (let j = 0; j < volumesFile.length; j++) {
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let volume = {
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buy: volumesFile[j][0],
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sell: volumesFile[j][1],
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begin: volumesFile[j][2],
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end: volumesFile[j][3]
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};
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/* Here we discard all the Volumes out of range. */
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if (volume.begin >= outputVolume.begin && volume.end <= outputVolume.end) {
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saveVolume = true;
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outputVolume.buy = outputVolume.buy + volume.buy;
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outputVolume.sell = outputVolume.sell + volume.sell;
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}
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}
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if (saveVolume === true) {
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outputVolumes[n].push(outputVolume);
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}
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}
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writeFiles(outputCandles[n], outputVolumes[n], folderName, controlLoop);
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}
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}
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}
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function controlLoop() {
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n++;
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if (n < outputPeriods.length) {
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loopBody();
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} else {
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writeStatusReport(lastCandleFile, advanceTime);
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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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const logText = "[ERROR] 'buildCandles' - ERROR : " + err.message;
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logger.write(logText);
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closeMarket();
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}
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}
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function writeFiles(candles, volumes, folderName, callBack) {
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/*
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Here we will write the contents of the Candles and Volumens files.
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*/
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try {
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writeCandles();
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function writeCandles() {
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let separator = "";
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let fileRecordCounter = 0;
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let fileContent = "";
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for (i = 0; i < candles.length; i++) {
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let candle = candles[i];
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fileContent = fileContent + separator + '[' + candles[i].min + "," + candles[i].max + "," + candles[i].open + "," + candles[i].close + "," + candles[i].begin + "," + candles[i].end + "]";
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if (separator === "") { separator = ","; }
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fileRecordCounter++;
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}
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fileContent = "[" + fileContent + "]";
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let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
|
|
|
let dateForPath = lastCandleFile.getUTCFullYear() + '/' + utilities.pad(lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastCandleFile.getUTCDate(), 2);
|
|
|
|
let filePath = EXCHANGE_NAME + "/Output/" + CANDLES_FOLDER_NAME + "/" + bot.process + "/" + folderName + "/" + dateForPath;
|
|
|
|
utilities.createFolderIfNeeded(filePath, oliviaFileStorage, onFolderCreated);
|
|
|
|
function onFolderCreated() {
|
|
|
|
oliviaFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated() {
|
|
|
|
const logText = "[WARN] Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName + "";
|
|
console.log(logText);
|
|
logger.write(logText);
|
|
|
|
writeVolumes();
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
function writeVolumes() {
|
|
|
|
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 dateForPath = lastCandleFile.getUTCFullYear() + '/' + utilities.pad(lastCandleFile.getUTCMonth() + 1, 2) + '/' + utilities.pad(lastCandleFile.getUTCDate(), 2);
|
|
|
|
let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME + "/" + bot.process + "/" + folderName + "/" + dateForPath;
|
|
|
|
utilities.createFolderIfNeeded(filePath, oliviaFileStorage, onFolderCreated);
|
|
|
|
function onFolderCreated() {
|
|
|
|
oliviaFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated() {
|
|
|
|
const logText = "[WARN] Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName + "";
|
|
console.log(logText);
|
|
logger.write(logText);
|
|
|
|
callBack();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
catch (err) {
|
|
const logText = "[ERROR] 'writeFiles' - ERROR : " + err.message;
|
|
logger.write(logText);
|
|
closeMarket();
|
|
}
|
|
}
|
|
|
|
function writeStatusReport(lastFileDate, callBack) {
|
|
|
|
if (LOG_INFO === true) {
|
|
logger.write("[INFO] Entering function 'writeStatusReport'");
|
|
}
|
|
|
|
try {
|
|
|
|
let reportFilePath = EXCHANGE_NAME + "/Processes/" + bot.process;
|
|
|
|
utilities.createFolderIfNeeded(reportFilePath, oliviaFileStorage, onFolderCreated);
|
|
|
|
function onFolderCreated() {
|
|
|
|
try {
|
|
|
|
let fileName = "Status.Report." + market.assetA + '_' + market.assetB + ".json";
|
|
|
|
let report = {
|
|
lastFile: {
|
|
year: lastFileDate.getUTCFullYear(),
|
|
month: (lastFileDate.getUTCMonth() + 1),
|
|
days: lastFileDate.getUTCDate()
|
|
}
|
|
};
|
|
|
|
let fileContent = JSON.stringify(report);
|
|
|
|
oliviaFileStorage.createTextFile(reportFilePath, fileName, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated() {
|
|
|
|
if (LOG_INFO === true) {
|
|
logger.write("[INFO] 'writeStatusReport' - Content written: " + fileContent);
|
|
}
|
|
|
|
callBack();
|
|
}
|
|
}
|
|
catch (err) {
|
|
const logText = "[ERROR] 'writeStatusReport - onFolderCreated' - ERROR : " + err.message;
|
|
logger.write(logText);
|
|
closeMarket();
|
|
}
|
|
}
|
|
|
|
}
|
|
catch (err) {
|
|
const logText = "[ERROR] 'writeStatusReport' - ERROR : " + err.message;
|
|
logger.write(logText);
|
|
closeMarket();
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
catch (err) {
|
|
const logText = "[ERROR] 'Start' - ERROR : " + err.message;
|
|
logger.write(logText);
|
|
}
|
|
}
|
|
};
|