888 lines
35 KiB
JavaScript
888 lines
35 KiB
JavaScript
exports.newUserBot = function newUserBot(bot, logger, COMMONS, UTILITIES, BLOB_STORAGE, FILE_STORAGE) {
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const FULL_LOG = true;
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const LOG_FILE_CONTENT = false;
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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 = "User Bot";
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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 CANDLE_STAIRS_FOLDER_NAME = "Candle-Stairs";
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const VOLUMES_FOLDER_NAME = "Volumes";
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const VOLUME_STAIRS_FOLDER_NAME = "Volume-Stairs";
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const commons = COMMONS.newCommons(bot, logger, UTILITIES);
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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 oliviaStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let tomStorage = BLOB_STORAGE.newBlobStorage(bot, logger);
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let utilities = UTILITIES.newCloudUtilities(bot, logger);
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let statusDependencies;
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return thisObject;
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function initialize(pStatusDependencies, pMonth, pYear, callBackFunction) {
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try {
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logger.fileName = MODULE_NAME;
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logger.initialize();
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> Entering function."); }
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statusDependencies = pStatusDependencies;
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commons.initializeStorage(oliviaStorage, tomStorage, onInizialized);
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function onInizialized(err) {
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if (err.result === global.DEFAULT_OK_RESPONSE.result) {
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] initialize -> onInizialized -> Initialization Succeed."); }
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callBackFunction(global.DEFAULT_OK_RESPONSE);
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} else {
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logger.write(MODULE_NAME, "[ERROR] initialize -> onInizialized -> err = " + err.message);
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callBackFunction(err);
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}
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}
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} catch (err) {
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logger.write(MODULE_NAME, "[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 Olivia and produce for each market two files with candles stairs and volumes stairs respectively.
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*/
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function start(callBackFunction) {
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try {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'start'");
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}
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let nextIntervalExecution = false; // This tell weather the Interval module will be executed again or not. By default it will not unless some hole have been found in the current execution.
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let nextIntervalLapse; // With this we can request the next execution wait time.
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let marketQueue; // This is the queue of all markets to be procesesd at each interval.
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let market = { // This is the current market being processed after removing it from the queue.
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id: 0,
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assetA: "",
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assetB: ""
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};
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let periods =
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'[' +
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'[' + 24 * 60 * 60 * 1000 + ',' + '"24-hs"' + ']' + ',' +
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'[' + 12 * 60 * 60 * 1000 + ',' + '"12-hs"' + ']' + ',' +
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'[' + 8 * 60 * 60 * 1000 + ',' + '"08-hs"' + ']' + ',' +
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'[' + 6 * 60 * 60 * 1000 + ',' + '"06-hs"' + ']' + ',' +
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'[' + 4 * 60 * 60 * 1000 + ',' + '"04-hs"' + ']' + ',' +
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'[' + 3 * 60 * 60 * 1000 + ',' + '"03-hs"' + ']' + ',' +
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'[' + 2 * 60 * 60 * 1000 + ',' + '"02-hs"' + ']' + ',' +
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'[' + 1 * 60 * 60 * 1000 + ',' + '"01-hs"' + ']' + ']';
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const outputPeriods = JSON.parse(periods);
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marketsLoop();
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/*
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At every run, the process needs to loop through all the markets at this exchange.
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The following functions marketsLoop(), openMarket(), closeMarket() and closeAndOpenMarket() controls the serialization of this processing.
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*/
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function marketsLoop() {
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try {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'marketsLoop'");
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}
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markets.getMarketsByExchange(EXCHANGE_ID, onMarketsReady);
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function onMarketsReady(marketsArray) {
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marketQueue = JSON.parse(marketsArray);
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openMarket(); // First execution and entering into the real loop.
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}
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}
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catch (err) {
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const logText = "[ERROR] 'marketsLoop' - ERROR : " + err.message;
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logger.write(logText);
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}
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}
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function openMarket() {
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// To open a Market means picking a new market from the queue.
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try {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'openMarket'");
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}
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if (marketQueue.length === 0) {
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if (LOG_INFO === true) {
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logger.write("[INFO] 'openMarket' - marketQueue.length === 0");
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}
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const logText = "[WARN] We processed all the markets.";
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logger.write(logText);
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callBackFunction(nextIntervalExecution, nextIntervalLapse);
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return;
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}
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if (GO_RANDOM === true) {
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const index = parseInt(Math.random() * (marketQueue.length - 1));
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market.id = marketQueue[index][0];
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market.assetA = marketQueue[index][1];
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market.assetB = marketQueue[index][2];
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market.status = marketQueue[index][3];
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marketQueue.splice(index, 1);
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} else {
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let marketRecord = marketQueue.shift();
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market.id = marketRecord[0];
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market.assetA = marketRecord[1];
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market.assetB = marketRecord[2];
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market.status = marketRecord[3];
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if (FORCE_MARKET > 0) {
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if (FORCE_MARKET !== market.id) {
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closeAndOpenMarket();
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return;
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}
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}
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}
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if (LOG_INFO === true) {
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logger.write("[INFO] 'openMarket' - marketQueue.length = " + marketQueue.length);
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logger.write("[INFO] 'openMarket' - market sucessfully opened : " + market.assetA + "_" + market.assetB);
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}
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if (market.status === markets.ENABLED) {
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buildStairs();
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} else {
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logger.write("[INFO] 'openMarket' - market " + market.assetA + "_" + market.assetB + " skipped because its status is not valid. Status = " + market.status);
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closeAndOpenMarket();
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return;
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}
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}
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catch (err) {
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const logText = "[ERROR] 'openMarket' - 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 closeMarket() {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'closeMarket'");
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}
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}
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function closeAndOpenMarket() {
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if (LOG_INFO === true) {
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logger.write("[INFO] Entering function 'closeAndOpenMarket'");
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}
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openMarket();
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}
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/*
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The following code executes for each market.
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*/
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function buildStairs() {
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let n;
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periodsLoop();
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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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n = 0 // loop Variable representing each possible period as defined at the periods array.
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loopBody();
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}
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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 fileName = market.assetA + '_' + market.assetB + ".json"
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let filePath = EXCHANGE_NAME + "/Output/" + CANDLES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + folderName;
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oliviaAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(text) {
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let marketFile;
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try {
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marketFile = JSON.parse(text);
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} catch (err) {
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const logText = "[ERR] 'nextCandleFile' - 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 interval execution.
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nextIntervalLapse = 30000;
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return;
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}
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let candles = [];
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let stairsArray = [];
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buildCandles();
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function buildCandles() {
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for (let i = 0; i < marketFile.length; i++) {
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let candle = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined,
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direction: undefined
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};
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candle.min = marketFile[i][0];
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candle.max = marketFile[i][1];
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candle.open = marketFile[i][2];
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candle.close = marketFile[i][3];
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candle.begin = marketFile[i][4];
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candle.end = marketFile[i][5];
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if (candle.open > candle.close) { candle.direction = 'down'; }
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if (candle.open < candle.close) { candle.direction = 'up'; }
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if (candle.open === candle.close) { candle.direction = 'side'; }
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candles.push(candle);
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}
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findCandleStairs();
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}
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function findCandleStairs() {
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/* Finding stairs */
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let stairs;
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for (let i = 0; i < candles.length - 1; i++) {
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let currentCandle = candles[i];
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let nextCandle = candles[i + 1];
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if (currentCandle.direction === nextCandle.direction && currentCandle.direction !== 'side') {
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if (stairs === undefined) {
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stairs = {
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open: undefined,
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close: undefined,
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min: 10000000000000,
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max: 0,
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begin: undefined,
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end: undefined,
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direction: undefined,
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candleCount: 0,
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firstMin: 0,
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firstMax: 0,
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lastMin: 0,
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lastMax: 0
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};
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stairs.direction = currentCandle.direction;
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stairs.candleCount = 2;
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stairs.begin = currentCandle.begin;
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stairs.end = nextCandle.end;
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stairs.open = currentCandle.open;
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stairs.close = nextCandle.close;
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if (currentCandle.min < nextCandle.min) { stairs.min = currentCandle.min; } else { stairs.min = nextCandle.min; }
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if (currentCandle.max > nextCandle.max) { stairs.max = currentCandle.max; } else { stairs.max = nextCandle.max; }
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if (stairs.direction === 'up') {
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stairs.firstMin = currentCandle.open;
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stairs.firstMax = currentCandle.close;
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stairs.lastMin = nextCandle.open;
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stairs.lastMax = nextCandle.close;
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} else {
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stairs.firstMin = currentCandle.close;
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stairs.firstMax = currentCandle.open;
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stairs.lastMin = nextCandle.close;
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stairs.lastMax = nextCandle.open;
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}
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} else {
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stairs.candleCount++;
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stairs.end = nextCandle.end;
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stairs.close = nextCandle.close;
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if (stairs.min < nextCandle.min) { stairs.min = currentCandle.min; }
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if (stairs.max > nextCandle.max) { stairs.max = currentCandle.max; }
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if (stairs.direction === 'up') {
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stairs.lastMin = nextCandle.open;
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stairs.lastMax = nextCandle.close;
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} else {
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stairs.lastMin = nextCandle.close;
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stairs.lastMax = nextCandle.open;
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}
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}
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} else {
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if (stairs !== undefined) {
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stairsArray.push(stairs);
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stairs = undefined;
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}
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}
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}
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writeCandleStairsFile();
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}
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function writeCandleStairsFile() {
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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 < stairsArray.length; i++) {
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let stairs = stairsArray[i];
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fileContent = fileContent + separator + '[' +
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stairs.open + "," +
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stairs.close + "," +
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stairs.min + "," +
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stairs.max + "," +
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stairs.begin + "," +
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stairs.end + "," +
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'"' + stairs.direction + '"' + "," +
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stairs.candleCount + "," +
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stairs.firstMin + "," +
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stairs.firstMax + "," +
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stairs.lastMin + "," +
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stairs.lastMax + "]";
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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';
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let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + CANDLE_STAIRS_FOLDER_NAME + "/" + bot.process + "/" + folderName;
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utilities.createFolderIfNeeded(filePath, tomAzureFileStorage, onFolderCreated);
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function onFolderCreated() {
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tomAzureFileStorage.createTextFile(filePath, fileName, fileContent + '\n', onFileCreated);
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function onFileCreated() {
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const logText = "[WARN] Finished with File @ " + market.assetA + "_" + market.assetB + ", " + fileRecordCounter + " records inserted into " + filePath + "/" + fileName + "";
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console.log(logText);
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logger.write(logText);
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nextVolumeFile();
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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 nextVolumeFile() {
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let fileName = market.assetA + '_' + market.assetB + ".json"
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let filePath = EXCHANGE_NAME + "/Output/" + VOLUMES_FOLDER_NAME + "/" + "Multi-Period-Market" + "/" + folderName;
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oliviaAzureFileStorage.getTextFile(filePath, fileName, onFileReceived, true);
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function onFileReceived(text) {
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let marketFile;
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try {
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marketFile = JSON.parse(text);
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} catch (err) {
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const logText = "[ERR] 'nextVolumeFile' - 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 interval execution.
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nextIntervalLapse = 30000;
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return;
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}
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let volumes = [];
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let stairsArray = [];
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buildVolumes();
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function buildVolumes() {
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for (let i = 0; i < marketFile.length; i++) {
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let volume = {
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amountBuy: 0,
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amountSell: 0,
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begin: undefined,
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end: undefined
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};
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volume.amountBuy = marketFile[i][0];
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volume.amountSell = marketFile[i][1];
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volume.begin = marketFile[i][2];
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volume.end = marketFile[i][3];
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volumes.push(volume);
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}
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findVolumesStairs();
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}
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function findVolumesStairs() {
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/* Finding stairs */
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let buyUpStairs;
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let buyDownStairs;
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let sellUpStairs;
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let sellDownStairs;
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for (let i = 0; i < volumes.length - 1; i++) {
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let currentVolume = volumes[i];
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let nextVolume = volumes[i + 1];
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/* buy volume going up */
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if (currentVolume.amountBuy < nextVolume.amountBuy) {
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if (buyUpStairs === undefined) {
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buyUpStairs = {
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type: undefined,
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begin: undefined,
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end: undefined,
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direction: undefined,
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barsCount: 0,
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firstAmount: 0,
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lastAmount: 0
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};
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buyUpStairs.type = 'buy';
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buyUpStairs.direction = 'up';
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buyUpStairs.barsCount = 2;
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buyUpStairs.begin = currentVolume.begin;
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buyUpStairs.end = nextVolume.end;
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buyUpStairs.firstAmount = currentVolume.amountBuy;
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buyUpStairs.lastAmount = nextVolume.amountBuy;
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} else {
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buyUpStairs.barsCount++;
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buyUpStairs.end = nextVolume.end;
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buyUpStairs.lastAmount = nextVolume.amountBuy;
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}
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} else {
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if (buyUpStairs !== undefined) {
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if (buyUpStairs.barsCount > 2) {
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stairsArray.push(buyUpStairs);
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}
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|
|
buyUpStairs = undefined;
|
|
}
|
|
}
|
|
|
|
/* buy volume going down */
|
|
|
|
if (currentVolume.amountBuy > nextVolume.amountBuy) {
|
|
|
|
if (buyDownStairs === undefined) {
|
|
|
|
buyDownStairs = {
|
|
type: undefined,
|
|
begin: undefined,
|
|
end: undefined,
|
|
direction: undefined,
|
|
barsCount: 0,
|
|
firstAmount: 0,
|
|
lastAmount: 0
|
|
};
|
|
|
|
buyDownStairs.type = 'buy';
|
|
buyDownStairs.direction = 'down';
|
|
buyDownStairs.barsCount = 2;
|
|
|
|
buyDownStairs.begin = currentVolume.begin;
|
|
buyDownStairs.end = nextVolume.end;
|
|
|
|
buyDownStairs.firstAmount = currentVolume.amountBuy;
|
|
buyDownStairs.lastAmount = nextVolume.amountBuy;
|
|
|
|
} else {
|
|
|
|
buyDownStairs.barsCount++;
|
|
buyDownStairs.end = nextVolume.end;
|
|
buyDownStairs.lastAmount = nextVolume.amountBuy;
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
if (buyDownStairs !== undefined) {
|
|
|
|
if (buyDownStairs.barsCount > 2) {
|
|
|
|
stairsArray.push(buyDownStairs);
|
|
}
|
|
|
|
buyDownStairs = undefined;
|
|
}
|
|
}
|
|
|
|
/* sell volume going up */
|
|
|
|
if (currentVolume.amountSell < nextVolume.amountSell) {
|
|
|
|
if (sellUpStairs === undefined) {
|
|
|
|
sellUpStairs = {
|
|
type: undefined,
|
|
begin: undefined,
|
|
end: undefined,
|
|
direction: undefined,
|
|
barsCount: 0,
|
|
firstAmount: 0,
|
|
lastAmount: 0
|
|
};
|
|
|
|
sellUpStairs.type = 'sell';
|
|
sellUpStairs.direction = 'up';
|
|
sellUpStairs.barsCount = 2;
|
|
|
|
sellUpStairs.begin = currentVolume.begin;
|
|
sellUpStairs.end = nextVolume.end;
|
|
|
|
sellUpStairs.firstAmount = currentVolume.amountSell;
|
|
sellUpStairs.lastAmount = nextVolume.amountSell;
|
|
|
|
} else {
|
|
|
|
sellUpStairs.barsCount++;
|
|
sellUpStairs.end = nextVolume.end;
|
|
sellUpStairs.lastAmount = nextVolume.amountSell;
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
if (sellUpStairs !== undefined) {
|
|
|
|
if (sellUpStairs.barsCount > 2) {
|
|
|
|
stairsArray.push(sellUpStairs);
|
|
}
|
|
|
|
sellUpStairs = undefined;
|
|
}
|
|
}
|
|
|
|
/* sell volume going down */
|
|
|
|
if (currentVolume.amountSell > nextVolume.amountSell) {
|
|
|
|
if (sellDownStairs === undefined) {
|
|
|
|
sellDownStairs = {
|
|
type: undefined,
|
|
begin: undefined,
|
|
end: undefined,
|
|
direction: undefined,
|
|
barsCount: 0,
|
|
firstAmount: 0,
|
|
lastAmount: 0
|
|
};
|
|
|
|
sellDownStairs.type = 'sell';
|
|
sellDownStairs.direction = 'down';
|
|
sellDownStairs.barsCount = 2;
|
|
|
|
sellDownStairs.begin = currentVolume.begin;
|
|
sellDownStairs.end = nextVolume.end;
|
|
|
|
sellDownStairs.firstAmount = currentVolume.amountSell;
|
|
sellDownStairs.lastAmount = nextVolume.amountSell;
|
|
|
|
} else {
|
|
|
|
sellDownStairs.barsCount++;
|
|
sellDownStairs.end = nextVolume.end;
|
|
sellDownStairs.lastAmount = nextVolume.amountSell;
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
if (sellDownStairs !== undefined) {
|
|
|
|
if (sellDownStairs.barsCount > 2) {
|
|
|
|
stairsArray.push(sellDownStairs);
|
|
}
|
|
|
|
sellDownStairs = undefined;
|
|
}
|
|
}
|
|
}
|
|
|
|
writeVolumeStairsFile();
|
|
}
|
|
|
|
function writeVolumeStairsFile() {
|
|
|
|
let separator = "";
|
|
let fileRecordCounter = 0;
|
|
|
|
let fileContent = "";
|
|
|
|
for (i = 0; i < stairsArray.length; i++) {
|
|
|
|
let stairs = stairsArray[i];
|
|
|
|
fileContent = fileContent + separator + '[' +
|
|
'"' + stairs.type + '"' + "," +
|
|
stairs.begin + "," +
|
|
stairs.end + "," +
|
|
'"' + stairs.direction + '"' + "," +
|
|
stairs.barsCount + "," +
|
|
stairs.firstAmount + "," +
|
|
stairs.lastAmount + "]";
|
|
|
|
if (separator === "") { separator = ","; }
|
|
|
|
fileRecordCounter++;
|
|
|
|
}
|
|
|
|
fileContent = "[" + fileContent + "]";
|
|
|
|
let fileName = '' + market.assetA + '_' + market.assetB + '.json';
|
|
|
|
let filePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Output/" + VOLUME_STAIRS_FOLDER_NAME + "/" + bot.process + "/" + folderName;
|
|
|
|
utilities.createFolderIfNeeded(filePath, tomAzureFileStorage, onFolderCreated);
|
|
|
|
function onFolderCreated() {
|
|
|
|
tomAzureFileStorage.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);
|
|
|
|
controlLoop();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
function controlLoop() {
|
|
|
|
n++;
|
|
|
|
if (n < outputPeriods.length) {
|
|
|
|
loopBody();
|
|
|
|
} else {
|
|
|
|
writeStatusReport();
|
|
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
function writeStatusReport() {
|
|
|
|
if (LOG_INFO === true) {
|
|
logger.write("[INFO] Entering function 'writeStatusReport'");
|
|
}
|
|
|
|
try {
|
|
|
|
let reportFilePath = EXCHANGE_NAME + "/" + bot.name + "/" + bot.dataSetVersion + "/Processes/" + bot.process;
|
|
|
|
utilities.createFolderIfNeeded(reportFilePath, tomAzureFileStorage, onFolderCreated);
|
|
|
|
function onFolderCreated() {
|
|
|
|
try {
|
|
|
|
let lastFileDate = new Date();
|
|
|
|
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);
|
|
|
|
tomAzureFileStorage.createTextFile(reportFilePath, fileName, fileContent + '\n', onFileCreated);
|
|
|
|
function onFileCreated() {
|
|
|
|
if (LOG_INFO === true) {
|
|
logger.write("[INFO] 'writeStatusReport' - Content written: " + fileContent);
|
|
}
|
|
|
|
nextIntervalExecution = true;
|
|
closeAndOpenMarket();
|
|
}
|
|
}
|
|
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);
|
|
}
|
|
}
|
|
};
|