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better logging v0.1.2
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JSapp.me committed Jun 25, 2019
1 parent 140162e commit 16fb0d9
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Showing 2 changed files with 80 additions and 39 deletions.
91 changes: 66 additions & 25 deletions server.js
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Original file line number Diff line number Diff line change
Expand Up @@ -8,7 +8,6 @@ const BigNumber = require('bignumber.js')
const colors = require("colors")
const _ = require('lodash')
const fs = require('fs')
const ora = require('ora')

const PORT = process.env.PORT || 4000
const INDEX = path.join(__dirname, 'index.html')
Expand All @@ -17,7 +16,7 @@ const INDEX = path.join(__dirname, 'index.html')

const insert_into_files = false // to save pair data to txt files in the data sub-folder
const send_signal_to_bva = false // to monitor your strategies and send your signals to NBT Hub a.k.a http://bitcoinvsaltcoins.com
const bva_ws_key = "" // if send_signal_to_bva true, please enter your ws key that you will find after signing up at http://bitcoinvsaltcoins.com
const bva_key = "" // if send_signal_to_bva true, please enter your ws key that you will find after signing up at http://bitcoinvsaltcoins.com

const tracked_max = 200 // max of pairs to be tracked (useful for testing)
const wait_time = 800 // to time out binance api calls (a lower number than 800 can result in api rstriction)
Expand All @@ -35,8 +34,9 @@ console.log("send_signal_to_bva: ", send_signal_to_bva)
let socket_client = {}
if (send_signal_to_bva) {
console.log("Connection to NBT HUB...")
const nbt_vers = "0.1.2"
// create a socket client connection to send your signals to NBT Hub (http://bitcoinvsaltcoins.com)
socket_client = io_client('https://nbt-hub.herokuapp.com', { query: "type=server&key=" + bva_ws_key })
socket_client = io_client('https://nbt-hub.herokuapp.com', { query: "v="+nbt_vers+"&type=server&key=" + bva_key })
}

/////////////////////
Expand Down Expand Up @@ -84,10 +84,6 @@ const binance_client = binance()

//////////////////////////////////////////////////////////////////////////////////

const report = ora('Starting NBT server...'.grey)
report.start()
report.text = ""

async function run() {
pairs = await get_pairs()
pairs = pairs.slice(0, tracked_max)
Expand Down Expand Up @@ -197,15 +193,13 @@ async function trackPairData(pair) {
) {
signaled_pairs[pair+signal_key] = true
buy_prices[pair+signal_key] = first_ask_price[pair]
report.stop()
console.log(pair.green + " BUY => " + stratname.green
+ " " + interv_vols_sum[pair].times(first_ask_price[pair]).toFormat(2))
+ " " + trades[pair][trades[pair].length-1]
+ " " + _.mean(trades[pair].slice(-6, trades[pair].length-1)
)
report.start()
const buy_signal = {
key: bva_ws_key,
key: bva_key,
stratname: stratname,
pair: pair,
buy_price: first_ask_price[pair]
Expand All @@ -221,11 +215,69 @@ async function trackPairData(pair) {
&& signaled_pairs[pair+signal_key]
) {
signaled_pairs[pair+signal_key] = false
report.stop()
console.log(pair.red + " SELL => " + stratname.red)
report.start()
const sell_signal = {
key: bva_ws_key,
key: bva_key,
stratname: stratname,
pair: pair,
sell_price: first_bid_price[pair]
}
io.emit('sell_signal', sell_signal)
if (send_signal_to_bva) { socket_client.emit("sell_signal", sell_signal) }
}

///////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////// SIGNAL DECLARATION - END /////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////



/////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////// ANOTHER SIGNAL DECLARATION - START /////////////////////////////////
//////////////////////////////// THIS IS WHERE YOU CODE YOUR STRATEGY ///////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////

stratname = "NBT SIGNAL DEMO" // enter the name of your strategy
signal_key = stratname.replace(/\s+/g, '')

//////// BUY SIGNAL DECLARATION ///////
if ( interv_vols_sum[pair].times(first_ask_price[pair]).isGreaterThan(1.0)
&& trades[pair].length >= 666
&& first_ask_price[pair].dividedBy(first_bid_price[pair]).minus(1.0).isLessThan(0.003)
&& candle_closes[pair][candle_closes[pair].length-1] > 0.0001
&& candle_closes[pair][candle_closes[pair].length-1] > _.mean(candle_closes[pair].slice(-3, candle_closes[pair].length-1))
&& trades[pair][trades[pair].length-1] > 99
&& _.mean(trades[pair].slice(-3, trades[pair].length-1)) > 17
&& trades[pair][trades[pair].length-1] > _.mean(trades[pair].slice(-666)) * 6.666
&& !signaled_pairs[pair+signal_key]
) {
signaled_pairs[pair+signal_key] = true
buy_prices[pair+signal_key] = first_ask_price[pair]
console.log(pair.green + " BUY => " + stratname.green
+ " " + interv_vols_sum[pair].times(first_ask_price[pair]).toFormat(2))
+ " " + trades[pair][trades[pair].length-1]
+ " " + _.mean(trades[pair].slice(-6, trades[pair].length-1)
)
const buy_signal = {
key: bva_key,
stratname: stratname,
pair: pair,
buy_price: first_ask_price[pair]
}
io.emit('buy_signal', buy_signal)
if (send_signal_to_bva) { socket_client.emit("buy_signal", buy_signal) }
}
//////// SELL SIGNAL DECLARATION ///////
curr_price = BigNumber(first_bid_price[pair])
pnl = curr_price.minus(buy_prices[pair+signal_key]).times(100).dividedBy(buy_prices[pair+signal_key])
if ( candle_closes[pair][candle_closes[pair].length-1] < candle_closes[pair][candle_closes[pair].length-2]
&& (pnl.isLessThan(stop_loss_pnl) || pnl.isGreaterThan(stop_profit_pnl+2))
&& signaled_pairs[pair+signal_key]
) {
signaled_pairs[pair+signal_key] = false
console.log(pair.red + " SELL => " + stratname.red)
const sell_signal = {
key: bva_key,
stratname: stratname,
pair: pair,
sell_price: first_bid_price[pair]
Expand All @@ -238,6 +290,7 @@ async function trackPairData(pair) {
//////////////////////////////// SIGNAL DECLARATION - END /////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////

// ADD MORE SIGNAL DECLARATIONS HERE //

})

Expand Down Expand Up @@ -292,18 +345,6 @@ async function trackPairData(pair) {
const makers_total = new BigNumber(makers[pair].length)
const maker_ratio = makers_count > 0 ? makers_count.dividedBy(makers_total).times(100) : new BigNumber(0)

//if (pair === "BTCUSDT") {
report.text = moment().format().grey.padStart(20) +
pair.white.padStart(20) +
(prev_price.isEqualTo(prices[pair]) ? colors.grey(prices[pair].toString()).padStart(30) : prev_price.isLessThan(prices[pair].toString()) ? colors.green(prices[pair].toString()).padStart(30) : colors.red(prices[pair].toString()).padStart(30)) +
colors.white(interv_vols_sum[pair].decimalPlaces(3).toString()).padStart(30) +
colors.blue(trades[pair][trades[pair].length-1]).padStart(20) +
colors.yellow(maker_ratio.decimalPlaces(2).toString() + "%").padStart(20) +
depth_report_colored.padStart(20) +
colors.grey(last_sum_bids_bn.toFormat(2)).padStart(30) +
colors.grey(last_sum_asks_bn.toFormat(2)).padStart(30)
//}

if (prices[pair].isGreaterThan(0) && last_sum_bids_bn.isGreaterThan(0) && last_sum_asks_bn.isGreaterThan(0)) {

const insert_values = [
Expand Down
28 changes: 14 additions & 14 deletions trader.js
View file
Original file line number Diff line number Diff line change
Expand Up @@ -20,42 +20,43 @@ const fs = require('fs')

const app = express()
app.get('/', (req, res) => res.send(""))
app.listen(process.env.PORT || 8003, () => console.log('NBT auto trader running.'))
app.listen(process.env.PORT || 8003, () => console.log('NBT auto trader running.'.grey))

//////////////////////////////////////////////////////////////////////////////////

let trading_pairs = {}
let prices = {}
let api_last_call_ts = 0
let buy_prices = {}

let user_payload = []

//////////////////////////////////////////////////////////////////////////////////

const binance_client = binance()

const socket = io('https://nbt-hub.herokuapp.com', { query: "type=client&key=" + bva_key })
const nbt_vers = "0.1.2"
const socket = io('https://nbt-hub.herokuapp.com', { query: "v="+nbt_vers+"&type=client&key=" + bva_key })

socket.on('connect', () => {
console.log("Auto Trader connected.")
console.log("Auto Trader connected.".grey)
})

socket.on('disconnect', () => {
console.log("Auto Trader disconnected.")
console.log("Auto Trader disconnected.".grey)
})

socket.on('message', (message) => {
console.log("NBT Message: " + message)
console.log(colors.magenta("NBT Message: " + message))
})

socket.on('buy_signal', async (signal) => {
console.log(colors.green('NBT HUB => BUY SIGNAL', signal))
console.log(colors.grey('NBT HUB => Buy signal received :: ', signal.stratname, signal.stratid, signal.pair))
console.log(trading_pairs[signal.pair+signal.stratid])
console.log(user_payload)
const tresult = _.findIndex(user_payload, (o) => { return o.stratid == signal.stratid })
if ( (trading_pairs[signal.pair+signal.stratid] === undefined || trading_pairs[signal.pair+signal.stratid] === false)
&& (tresult > -1) )
{
console.log(colors.green('NBT HUB => TRADING RESULT ', user_payload[tresult]))
console.log(tresult)
if ( (trading_pairs[signal.pair+signal.stratid] === undefined || trading_pairs[signal.pair+signal.stratid] === false) && (tresult > -1) ) {
console.log(user_payload)
await getPrices()
buy_prices[signal.pair+signal.stratid] = new BigNumber(prices[signal.pair])
trading_pairs[signal.pair+signal.stratid] = true
Expand All @@ -70,10 +71,9 @@ socket.on('buy_signal', async (signal) => {
})

socket.on('sell_signal', async (signal) => {
console.log(colors.red('NBT HUB => SELL SIGNAL', signal))
console.log(colors.grey('NBT HUB => Sell signal received :: ', signal.stratname, signal.pair))
const tresult = _.findIndex(user_payload, (o) => { return o.stratid == signal.stratid })
if ( (trading_pairs[signal.pair+signal.stratid]) && (tresult > -1) ) {
console.log(colors.red('NBT HUB => TRADING RESULT ', user_payload[tresult]))
await getPrices()
const sell_price = new BigNumber(prices[signal.pair])
const pnl = sell_price.minus(buy_prices[signal.pair+signal.stratid]).times(100).dividedBy(buy_prices[signal.pair+signal.stratid])
Expand All @@ -89,7 +89,7 @@ socket.on('sell_signal', async (signal) => {
})

socket.on('user_payload', async (data) => {
console.log(colors.grey('NBT HUB => USER PAYLOAD', data))
console.log(colors.grey('NBT HUB => user strategies + trading setup updated'))
user_payload = data
})

Expand Down

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