From 2c10fa39c355713d04da201177dbe33e22f3ddf0 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 9 Mar 2021 00:46:27 +0100 Subject: [PATCH 01/98] refactor: reformat code --- src/backtest.js | 3 +- src/notifiers/gmail.js | 193 ++++++++++++-------- src/notifiers/index.js | 43 +++-- src/notifiers/telegram.js | 73 ++++++-- src/trader.js | 371 +++++++++++++++++++++++++++----------- 5 files changed, 464 insertions(+), 219 deletions(-) diff --git a/src/backtest.js b/src/backtest.js index 1f098a0..0285b27 100644 --- a/src/backtest.js +++ b/src/backtest.js @@ -361,7 +361,8 @@ async function run() { console.log("starting backtest... ".green) await backtest(lines) console.log( - "Ending backtest... ".green + parseInt((Date.now() - startBacktest) / 1000) + "Ending backtest... ".green + + parseInt((Date.now() - startBacktest) / 1000) ) process.exit(0) diff --git a/src/notifiers/gmail.js b/src/notifiers/gmail.js index 884d61a..b46c55d 100644 --- a/src/notifiers/gmail.js +++ b/src/notifiers/gmail.js @@ -4,98 +4,133 @@ const gmail_address = env.GMAIL_ADDRESS const gmail_app_password = env.GMAIL_APP_PASSWORD function createMailMessage(subject, html) { - return { - from: '"🐬 BVA " ', - to: gmail_address, - subject, - text: html, - html, - } + return { + from: '"🐬 BVA " ', + to: gmail_address, + subject, + text: html, + html, + } } function createSignalMessage(base, signal) { - const subject = - base + " :: " + - signal.stratname + - " " + - signal.pair + - " " + - signal.price; + const subject = + base + + " :: " + + signal.stratname + + " " + + signal.pair + + " " + + signal.price - const text = - (signal.score - ? "score: " + signal.score - : "score: NA") + "\n"; + const text = (signal.score ? "score: " + signal.score : "score: NA") + "\n" - return createMailMessage(subject, text) + return createMailMessage(subject, text) } module.exports = function () { - if (!env.USE_GMAIL) return {}; + if (!env.USE_GMAIL) return {} + + const mailTransport = require("nodemailer").createTransport( + `smtps://${encodeURIComponent(gmail_address)}:${encodeURIComponent( + gmail_app_password + )}@smtp.gmail.com` + ) - const mailTransport = require("nodemailer").createTransport( - `smtps://${encodeURIComponent(gmail_address)}:${encodeURIComponent(gmail_app_password)}@smtp.gmail.com` - ) + function send(message) { + if (!env.USE_GMAIL) return - function send(message) { - if (!env.USE_GMAIL) return; + if (typeof message === "string") { + message = createMailMessage("Tading Bot Message", message) + } - if (typeof message === "string") { - message = createMailMessage("Tading Bot Message", message) + return mailTransport.sendMail(message).catch((error) => { + console.error( + "There was an error while sending the email ... trying again...", + error + ) + setTimeout(() => { + mailTransport.sendMail(message).catch((error) => { + console.error( + "There was an error while sending the email: stop trying", + error + ) + }) + }, 2000) + }) } - return mailTransport - .sendMail(message) - .catch((error) => { - console.error( - "There was an error while sending the email ... trying again...", error + function notifyBuyToCoverSignal(signal) { + return send( + createSignalMessage( + "BUY_SIGNAL :: BUY TO COVER SHORT TRADE", + signal + ) ) - setTimeout(() => { - mailTransport - .sendMail(message) - .catch((error) => { - console.error( - "There was an error while sending the email: stop trying", error - ) - }) - }, 2000) - }) - } - - function notifyBuyToCoverSignal(signal) { - return send(createSignalMessage("BUY_SIGNAL :: BUY TO COVER SHORT TRADE", signal)); - } - function notifyBuyToCoverTraded(signal) { - return send(createSignalMessage(">> SUCCESS! BUY_SIGNAL :: BUY TO COVER SHORT TRADE", signal)); - } - function notifyEnterLongSignal(signal) { - return send(createSignalMessage("BUY_SIGNAL :: ENTER LONG TRADE", signal)); - } - function notifyEnterLongTraded(signal) { - return send(createSignalMessage(">> SUCCESS! BUY_SIGNAL :: ENTER LONG TRADE", signal)); - } - function notifyEnterShortSignal(signal) { - return send(createSignalMessage("SEL_SIGNAL :: ENTER SHORT TRADE", signal)); - } - function notifyEnterShortTraded(signal) { - return send(createSignalMessage(">> SUCCESS! SELL_SIGNAL :: ENTER SHORT TRADE", signal)); - } - function notifyExitLongSignal(signal) { - return send(createSignalMessage("SELL_SIGNAL :: SELL TO EXIT LONG TRADE", signal)); - } - function notifyExitLongTraded(signal) { - return send(createSignalMessage(">> SUCCESS! SELL_SIGNAL :: SELL TO EXIT LONG TRADE", signal)); - } + } + function notifyBuyToCoverTraded(signal) { + return send( + createSignalMessage( + ">> SUCCESS! BUY_SIGNAL :: BUY TO COVER SHORT TRADE", + signal + ) + ) + } + function notifyEnterLongSignal(signal) { + return send( + createSignalMessage("BUY_SIGNAL :: ENTER LONG TRADE", signal) + ) + } + function notifyEnterLongTraded(signal) { + return send( + createSignalMessage( + ">> SUCCESS! BUY_SIGNAL :: ENTER LONG TRADE", + signal + ) + ) + } + function notifyEnterShortSignal(signal) { + return send( + createSignalMessage( + "SEL_SIGNAL :: ENTER SHORT TRADE", + signal + ) + ) + } + function notifyEnterShortTraded(signal) { + return send( + createSignalMessage( + ">> SUCCESS! SELL_SIGNAL :: ENTER SHORT TRADE", + signal + ) + ) + } + function notifyExitLongSignal(signal) { + return send( + createSignalMessage( + "SELL_SIGNAL :: SELL TO EXIT LONG TRADE", + signal + ) + ) + } + function notifyExitLongTraded(signal) { + return send( + createSignalMessage( + ">> SUCCESS! SELL_SIGNAL :: SELL TO EXIT LONG TRADE", + signal + ) + ) + } - return { - notifyBuyToCoverSignal, - notifyBuyToCoverTraded, - notifyEnterLongSignal, - notifyEnterLongTraded, - notifyEnterShortSignal, - notifyEnterShortTraded, - notifyExitLongSignal, - notifyExitLongTraded, - send, - } + return { + notifyBuyToCoverSignal, + notifyBuyToCoverTraded, + notifyEnterLongSignal, + notifyEnterLongTraded, + notifyEnterShortSignal, + notifyEnterShortTraded, + notifyExitLongSignal, + notifyExitLongTraded, + send, + } } diff --git a/src/notifiers/index.js b/src/notifiers/index.js index a2a97b8..a954826 100644 --- a/src/notifiers/index.js +++ b/src/notifiers/index.js @@ -1,23 +1,30 @@ const env = require("./../env") module.exports = function (trading_pairs) { - const notifiers = []; - if (env.USE_TELEGRAM) - notifiers.push(require('./telegram')(trading_pairs)) - if (env.USE_GMAIL) - notifiers.push(require('./gmail')()) + const notifiers = [] + if (env.USE_TELEGRAM) notifiers.push(require("./telegram")(trading_pairs)) + if (env.USE_GMAIL) notifiers.push(require("./gmail")()) - const notifyAllFor = (method, arg) => notifiers.forEach(n => n[method] && n[method](arg)); + const notifyAllFor = (method, arg) => + notifiers.forEach((n) => n[method] && n[method](arg)) - return { - notifyBuyToCoverSignal: signal => notifyAllFor("notifyBuyToCoverSignal", signal), - notifyBuyToCoverTraded: signal => notifyAllFor("notifyBuyToCoverTraded", signal), - notifyEnterLongSignal: signal => notifyAllFor("notifyEnterLongSignal", signal), - notifyEnterLongTraded: signal => notifyAllFor("notifyEnterLongTraded", signal), - notifyEnterShortSignal: signal => notifyAllFor("notifyEnterShortSignal", signal), - notifyEnterShortTraded: signal => notifyAllFor("notifyEnterShortTraded", signal), - notifyExitLongSignal: signal => notifyAllFor("notifyExitLongSignal", signal), - notifyExitLongTraded: signal => notifyAllFor("notifyExitLongTraded", signal), - send: message => notifyAllFor("send", message), - } -} \ No newline at end of file + return { + notifyBuyToCoverSignal: (signal) => + notifyAllFor("notifyBuyToCoverSignal", signal), + notifyBuyToCoverTraded: (signal) => + notifyAllFor("notifyBuyToCoverTraded", signal), + notifyEnterLongSignal: (signal) => + notifyAllFor("notifyEnterLongSignal", signal), + notifyEnterLongTraded: (signal) => + notifyAllFor("notifyEnterLongTraded", signal), + notifyEnterShortSignal: (signal) => + notifyAllFor("notifyEnterShortSignal", signal), + notifyEnterShortTraded: (signal) => + notifyAllFor("notifyEnterShortTraded", signal), + notifyExitLongSignal: (signal) => + notifyAllFor("notifyExitLongSignal", signal), + notifyExitLongTraded: (signal) => + notifyAllFor("notifyExitLongTraded", signal), + send: (message) => notifyAllFor("send", message), + } +} diff --git a/src/notifiers/telegram.js b/src/notifiers/telegram.js index f3222ad..832bb9d 100644 --- a/src/notifiers/telegram.js +++ b/src/notifiers/telegram.js @@ -5,10 +5,10 @@ const TeleBot = require("telebot") /** * @type {TeleBot} */ -let telBot; +let telBot module.exports = function (trading_pairs) { - if (!env.USE_TELEGRAM) return publicMethods; + if (!env.USE_TELEGRAM) return publicMethods telBot = new TeleBot(env.TELEGRAM_API_KEY) @@ -20,52 +20,93 @@ module.exports = function (trading_pairs) { return send(response) }) - telBot.on("start", () => { send("Trader Bot started!") }) telBot.start() - return publicMethods; + return publicMethods } function createSignalMessage(base, signal) { - let msg = base + " :: " + signal.stratname + ' ' + signal.pair + ' ' + signal.price + "\n" - msg += (signal.score ? "score: " + signal.score : 'score: NA') + "\n" + let msg = + base + + " :: " + + signal.stratname + + " " + + signal.pair + + " " + + signal.price + + "\n" + msg += (signal.score ? "score: " + signal.score : "score: NA") + "\n" return msg } function send(message) { - if (!env.USE_TELEGRAM || !telBot) return; + if (!env.USE_TELEGRAM || !telBot) return return telBot.sendMessage(env.TELEGRAM_RECEIVER_ID, message, { - parseMode: "html" + parseMode: "html", }) } function notifyBuyToCoverSignal(signal) { - return send(createSignalMessage("BUY_SIGNAL :: BUY TO COVER SHORT TRADE", signal)); + return send( + createSignalMessage( + "BUY_SIGNAL :: BUY TO COVER SHORT TRADE", + signal + ) + ) } function notifyBuyToCoverTraded(signal) { - return send(createSignalMessage(">> SUCCESS! BUY_SIGNAL :: BUY TO COVER SHORT TRADE", signal)); + return send( + createSignalMessage( + ">> SUCCESS! BUY_SIGNAL :: BUY TO COVER SHORT TRADE", + signal + ) + ) } function notifyEnterLongSignal(signal) { - return send(createSignalMessage("BUY_SIGNAL :: ENTER LONG TRADE", signal)); + return send( + createSignalMessage("BUY_SIGNAL :: ENTER LONG TRADE", signal) + ) } function notifyEnterLongTraded(signal) { - return send(createSignalMessage(">> SUCCESS! BUY_SIGNAL :: ENTER LONG TRADE", signal)); + return send( + createSignalMessage( + ">> SUCCESS! BUY_SIGNAL :: ENTER LONG TRADE", + signal + ) + ) } function notifyEnterShortSignal(signal) { - return send(createSignalMessage("SELL_SIGNAL :: ENTER SHORT TRADE", signal)); + return send( + createSignalMessage("SELL_SIGNAL :: ENTER SHORT TRADE", signal) + ) } function notifyEnterShortTraded(signal) { - return send(createSignalMessage(">> SUCCESS! SELL_SIGNAL :: ENTER SHORT TRADE", signal)); + return send( + createSignalMessage( + ">> SUCCESS! SELL_SIGNAL :: ENTER SHORT TRADE", + signal + ) + ) } function notifyExitLongSignal(signal) { - return send(createSignalMessage("SELL_SIGNAL :: SELL TO EXIT LONG TRADE", signal)); + return send( + createSignalMessage( + "SELL_SIGNAL :: SELL TO EXIT LONG TRADE", + signal + ) + ) } function notifyExitLongTraded(signal) { - return send(createSignalMessage(">> SUCCESS! SELL_SIGNAL :: SELL TO EXIT LONG TRADE", signal)); + return send( + createSignalMessage( + ">> SUCCESS! SELL_SIGNAL :: SELL TO EXIT LONG TRADE", + signal + ) + ) } const publicMethods = { diff --git a/src/trader.js b/src/trader.js index 3d01a26..6835b99 100644 --- a/src/trader.js +++ b/src/trader.js @@ -38,7 +38,7 @@ const app = express() app.get("/", (req, res) => res.send("")) app.listen(env.TRADER_PORT, () => console.log("NBT auto trader running.".grey)) -const notifier = require('./notifiers')(tradingData.trading_pairs) +const notifier = require("./notifiers")(tradingData.trading_pairs) ////////////////////////////////////////////////////////////////////////////////// @@ -72,7 +72,10 @@ socket.on("buy_signal", async (signal) => { (o) => o.stratid == signal.stratid ) if (tresult > -1) { - if (!tradingData.trading_pairs[signal.pair + signal.stratid] && signal.new) { + if ( + !tradingData.trading_pairs[signal.pair + signal.stratid] && + signal.new + ) { console.log( colors.grey( "BUY_SIGNAL :: ENTER LONG TRADE ::", @@ -92,7 +95,10 @@ socket.on("buy_signal", async (signal) => { ) const alt = signal.pair.replace("BTC", "") - if (tradingData.minimums[alt + "BTC"] && tradingData.minimums[alt + "BTC"].minQty) { + if ( + tradingData.minimums[alt + "BTC"] && + tradingData.minimums[alt + "BTC"].minQty + ) { const buy_amount = new BigNumber( tradingData.user_payload[tresult].buy_amount ) @@ -107,7 +113,8 @@ socket.on("buy_signal", async (signal) => { key: bva_key, stratname: signal.stratname, stratid: signal.stratid, - trading_type: tradingData.user_payload[tresult].trading_type, + trading_type: + tradingData.user_payload[tresult].trading_type, pair: signal.pair, qty: qty, } @@ -121,16 +128,27 @@ socket.on("buy_signal", async (signal) => { Number(qty), (error, response) => { if (error) { - console.log("ERROR 3355333", error.body) + console.log( + "ERROR 3355333", + error.body + ) reject(error) return } ////// - tradingData.trading_pairs[signal.pair + signal.stratid] = true - tradingData.trading_types[signal.pair + signal.stratid] = "LONG" - tradingData.open_trades[signal.pair + signal.stratid] = true - tradingData.trading_qty[signal.pair + signal.stratid] = Number(qty) + tradingData.trading_pairs[ + signal.pair + signal.stratid + ] = true + tradingData.trading_types[ + signal.pair + signal.stratid + ] = "LONG" + tradingData.open_trades[ + signal.pair + signal.stratid + ] = true + tradingData.trading_qty[ + signal.pair + signal.stratid + ] = Number(qty) ////// console.log("SUCCESS 222444222") @@ -166,10 +184,18 @@ socket.on("buy_signal", async (signal) => { } ////// - tradingData.trading_pairs[signal.pair + signal.stratid] = true - tradingData.trading_types[signal.pair + signal.stratid] = "LONG" - tradingData.open_trades[signal.pair + signal.stratid] = true - tradingData.trading_qty[signal.pair + signal.stratid] = Number(qty) + tradingData.trading_pairs[ + signal.pair + signal.stratid + ] = true + tradingData.trading_types[ + signal.pair + signal.stratid + ] = "LONG" + tradingData.open_trades[ + signal.pair + signal.stratid + ] = true + tradingData.trading_qty[ + signal.pair + signal.stratid + ] = Number(qty) ////// console.log( @@ -195,10 +221,15 @@ socket.on("buy_signal", async (signal) => { // VIRTUAL TRADE ////// - tradingData.trading_pairs[signal.pair + signal.stratid] = true - tradingData.trading_types[signal.pair + signal.stratid] = "LONG" + tradingData.trading_pairs[ + signal.pair + signal.stratid + ] = true + tradingData.trading_types[signal.pair + signal.stratid] = + "LONG" tradingData.open_trades[signal.pair + signal.stratid] = true - tradingData.trading_qty[signal.pair + signal.stratid] = Number(qty) + tradingData.trading_qty[ + signal.pair + signal.stratid + ] = Number(qty) ////// socket.emit("traded_buy_signal", traded_buy_signal) @@ -210,7 +241,8 @@ socket.on("buy_signal", async (signal) => { ////// } else if ( tradeShortEnabled && - tradingData.trading_types[signal.pair + signal.stratid] === "SHORT" && + tradingData.trading_types[signal.pair + signal.stratid] === + "SHORT" && tradingData.trading_qty[signal.pair + signal.stratid] && !signal.new && tradingData.open_trades[signal.pair + signal.stratid] @@ -245,7 +277,8 @@ socket.on("buy_signal", async (signal) => { key: bva_key, stratname: signal.stratname, stratid: signal.stratid, - trading_type: tradingData.user_payload[tresult].trading_type, + trading_type: + tradingData.user_payload[tresult].trading_type, pair: signal.pair, qty: qty, } @@ -270,12 +303,24 @@ socket.on("buy_signal", async (signal) => { } ////// - delete tradingData.trading_pairs[signal.pair + signal.stratid] - delete tradingData.trading_types[signal.pair + signal.stratid] - delete tradingData.buy_prices[signal.pair + signal.stratid] - delete tradingData.sell_prices[signal.pair + signal.stratid] - delete tradingData.trading_qty[signal.pair + signal.stratid] - delete tradingData.open_trades[signal.pair + signal.stratid] + delete tradingData.trading_pairs[ + signal.pair + signal.stratid + ] + delete tradingData.trading_types[ + signal.pair + signal.stratid + ] + delete tradingData.buy_prices[ + signal.pair + signal.stratid + ] + delete tradingData.sell_prices[ + signal.pair + signal.stratid + ] + delete tradingData.trading_qty[ + signal.pair + signal.stratid + ] + delete tradingData.open_trades[ + signal.pair + signal.stratid + ] ////// socket.emit( @@ -316,8 +361,12 @@ socket.on("buy_signal", async (signal) => { // VIRTUAL TRADE ////// - delete tradingData.trading_pairs[signal.pair + signal.stratid] - delete tradingData.trading_types[signal.pair + signal.stratid] + delete tradingData.trading_pairs[ + signal.pair + signal.stratid + ] + delete tradingData.trading_types[ + signal.pair + signal.stratid + ] delete tradingData.buy_prices[signal.pair + signal.stratid] delete tradingData.sell_prices[signal.pair + signal.stratid] delete tradingData.trading_qty[signal.pair + signal.stratid] @@ -345,7 +394,11 @@ socket.on("sell_signal", async (signal) => { return o.stratid == signal.stratid }) if (tresult > -1) { - if (tradeShortEnabled && !tradingData.trading_pairs[signal.pair + signal.stratid] && signal.new) { + if ( + tradeShortEnabled && + !tradingData.trading_pairs[signal.pair + signal.stratid] && + signal.new + ) { console.log( colors.grey( "SELL_SIGNAL :: ENTER SHORT TRADE ::", @@ -366,7 +419,10 @@ socket.on("sell_signal", async (signal) => { console.log("const alt = signal.pair.replace('BTC', '')") const alt = signal.pair.replace("BTC", "") - if (tradingData.minimums[alt + "BTC"] && tradingData.minimums[alt + "BTC"].minQty) { + if ( + tradingData.minimums[alt + "BTC"] && + tradingData.minimums[alt + "BTC"].minQty + ) { const buy_amount = new BigNumber( tradingData.user_payload[tresult].buy_amount ) @@ -375,14 +431,13 @@ socket.on("sell_signal", async (signal) => { btc_qty, tradingData.minimums[alt + "BTC"].stepSize ) - console.log( - "QTY ===mgBorrow===> " + qty + " - " + alt + "BTC" - ) + console.log("QTY ===mgBorrow===> " + qty + " - " + alt + "BTC") const traded_sell_signal = { key: bva_key, stratname: signal.stratname, stratid: signal.stratid, - trading_type: tradingData.user_payload[tresult].trading_type, + trading_type: + tradingData.user_payload[tresult].trading_type, pair: signal.pair, qty: qty, } @@ -423,10 +478,18 @@ socket.on("sell_signal", async (signal) => { } ////// - tradingData.trading_pairs[signal.pair + signal.stratid] = true - tradingData.trading_types[signal.pair + signal.stratid] = "SHORT" - tradingData.open_trades[signal.pair + signal.stratid] = true - tradingData.trading_qty[signal.pair + signal.stratid] = Number(qty) + tradingData.trading_pairs[ + signal.pair + signal.stratid + ] = true + tradingData.trading_types[ + signal.pair + signal.stratid + ] = "SHORT" + tradingData.open_trades[ + signal.pair + signal.stratid + ] = true + tradingData.trading_qty[ + signal.pair + signal.stratid + ] = Number(qty) ////// console.log("SUCCESS 22222222") @@ -434,7 +497,9 @@ socket.on("sell_signal", async (signal) => { "traded_sell_signal", traded_sell_signal ) - notifier.notifyEnterShortTraded(signal) + notifier.notifyEnterShortTraded( + signal + ) resolve(true) } @@ -450,10 +515,15 @@ socket.on("sell_signal", async (signal) => { // VIRTUAL TRADE ////// - tradingData.trading_pairs[signal.pair + signal.stratid] = true - tradingData.trading_types[signal.pair + signal.stratid] = "SHORT" + tradingData.trading_pairs[ + signal.pair + signal.stratid + ] = true + tradingData.trading_types[signal.pair + signal.stratid] = + "SHORT" tradingData.open_trades[signal.pair + signal.stratid] = true - tradingData.trading_qty[signal.pair + signal.stratid] = Number(qty) + tradingData.trading_qty[ + signal.pair + signal.stratid + ] = Number(qty) ////// socket.emit("traded_sell_signal", traded_sell_signal) @@ -465,7 +535,8 @@ socket.on("sell_signal", async (signal) => { ////// } else if ( - tradingData.trading_types[signal.pair + signal.stratid] === "LONG" && + tradingData.trading_types[signal.pair + signal.stratid] === + "LONG" && tradingData.trading_qty[signal.pair + signal.stratid] && !signal.new && tradingData.open_trades[signal.pair + signal.stratid] @@ -488,14 +559,19 @@ socket.on("sell_signal", async (signal) => { ) const alt = signal.pair.replace("BTC", "") - if (tradingData.minimums[alt + "BTC"] && tradingData.minimums[alt + "BTC"].minQty) { - const qty = tradingData.trading_qty[signal.pair + signal.stratid] + if ( + tradingData.minimums[alt + "BTC"] && + tradingData.minimums[alt + "BTC"].minQty + ) { + const qty = + tradingData.trading_qty[signal.pair + signal.stratid] /// const traded_sell_signal = { key: bva_key, stratname: signal.stratname, stratid: signal.stratid, - trading_type: tradingData.user_payload[tresult].trading_type, + trading_type: + tradingData.user_payload[tresult].trading_type, pair: signal.pair, qty: qty, } @@ -504,10 +580,10 @@ socket.on("sell_signal", async (signal) => { if (tradingData.margin_pairs.includes(alt + "BTC")) { console.log( "QTY =======mgMarketSell======> " + - qty + - " - " + - alt + - "BTC" + qty + + " - " + + alt + + "BTC" ) const job = async () => { return new Promise((resolve, reject) => { @@ -528,12 +604,24 @@ socket.on("sell_signal", async (signal) => { } ////// - delete tradingData.trading_pairs[signal.pair + signal.stratid] - delete tradingData.trading_types[signal.pair + signal.stratid] - delete tradingData.sell_prices[signal.pair + signal.stratid] - delete tradingData.buy_prices[signal.pair + signal.stratid] - delete tradingData.trading_qty[signal.pair + signal.stratid] - delete tradingData.open_trades[signal.pair + signal.stratid] + delete tradingData.trading_pairs[ + signal.pair + signal.stratid + ] + delete tradingData.trading_types[ + signal.pair + signal.stratid + ] + delete tradingData.sell_prices[ + signal.pair + signal.stratid + ] + delete tradingData.buy_prices[ + signal.pair + signal.stratid + ] + delete tradingData.trading_qty[ + signal.pair + signal.stratid + ] + delete tradingData.open_trades[ + signal.pair + signal.stratid + ] ////// console.log( @@ -558,10 +646,10 @@ socket.on("sell_signal", async (signal) => { } else { console.log( "QTY =======marketSell======> " + - qty + - " - " + - alt + - "BTC" + qty + + " - " + + alt + + "BTC" ) const job = async () => { return new Promise((resolve, reject) => { @@ -582,12 +670,24 @@ socket.on("sell_signal", async (signal) => { } ////// - delete tradingData.trading_pairs[signal.pair + signal.stratid] - delete tradingData.trading_types[signal.pair + signal.stratid] - delete tradingData.sell_prices[signal.pair + signal.stratid] - delete tradingData.buy_prices[signal.pair + signal.stratid] - delete tradingData.trading_qty[signal.pair + signal.stratid] - delete tradingData.open_trades[signal.pair + signal.stratid] + delete tradingData.trading_pairs[ + signal.pair + signal.stratid + ] + delete tradingData.trading_types[ + signal.pair + signal.stratid + ] + delete tradingData.sell_prices[ + signal.pair + signal.stratid + ] + delete tradingData.buy_prices[ + signal.pair + signal.stratid + ] + delete tradingData.trading_qty[ + signal.pair + signal.stratid + ] + delete tradingData.open_trades[ + signal.pair + signal.stratid + ] ////// console.log( @@ -614,8 +714,12 @@ socket.on("sell_signal", async (signal) => { // VIRTUAL TRADE ////// - delete tradingData.trading_pairs[signal.pair + signal.stratid] - delete tradingData.trading_types[signal.pair + signal.stratid] + delete tradingData.trading_pairs[ + signal.pair + signal.stratid + ] + delete tradingData.trading_types[ + signal.pair + signal.stratid + ] delete tradingData.sell_prices[signal.pair + signal.stratid] delete tradingData.buy_prices[signal.pair + signal.stratid] delete tradingData.trading_qty[signal.pair + signal.stratid] @@ -655,7 +759,9 @@ socket.on("close_traded_signal", async (signal) => { return o.stratid == signal.stratid }) if (tresult > -1) { - if (tradingData.trading_types[signal.pair + signal.stratid] === "LONG") { + if ( + tradingData.trading_types[signal.pair + signal.stratid] === "LONG" + ) { console.log( colors.grey( "CLOSE_SIGNAL :: SELL TO EXIT LONG TRADE ::", @@ -677,16 +783,19 @@ socket.on("close_traded_signal", async (signal) => { console.log(signal.pair, " ===---==> SELL ", signal.qty) const alt = signal.pair.replace("BTC", "") - if (tradingData.minimums[alt + "BTC"] && tradingData.minimums[alt + "BTC"].minQty) { + if ( + tradingData.minimums[alt + "BTC"] && + tradingData.minimums[alt + "BTC"].minQty + ) { const qty = signal.qty /// if (tradingData.margin_pairs.includes(alt + "BTC")) { console.log( "CLOSE =========mgMarketSell=========> " + - qty + - " - " + - alt + - "BTC" + qty + + " - " + + alt + + "BTC" ) const job = async () => { return new Promise((resolve, reject) => { @@ -707,15 +816,31 @@ socket.on("close_traded_signal", async (signal) => { } ////// - delete tradingData.trading_pairs[signal.pair + signal.stratid] - delete tradingData.trading_types[signal.pair + signal.stratid] - delete tradingData.sell_prices[signal.pair + signal.stratid] - delete tradingData.buy_prices[signal.pair + signal.stratid] - delete tradingData.trading_qty[signal.pair + signal.stratid] - delete tradingData.open_trades[signal.pair + signal.stratid] + delete tradingData.trading_pairs[ + signal.pair + signal.stratid + ] + delete tradingData.trading_types[ + signal.pair + signal.stratid + ] + delete tradingData.sell_prices[ + signal.pair + signal.stratid + ] + delete tradingData.buy_prices[ + signal.pair + signal.stratid + ] + delete tradingData.trading_qty[ + signal.pair + signal.stratid + ] + delete tradingData.open_trades[ + signal.pair + signal.stratid + ] ////// - console.log("SUCESS44444", alt, Number(qty)) + console.log( + "SUCESS44444", + alt, + Number(qty) + ) socket.emit( "traded_sell_signal", traded_sell_signal @@ -732,10 +857,10 @@ socket.on("close_traded_signal", async (signal) => { } else { console.log( "CLOSE =========marketSell=========> " + - qty + - " - " + - alt + - "BTC" + qty + + " - " + + alt + + "BTC" ) const job = async () => { return new Promise((resolve, reject) => { @@ -756,12 +881,24 @@ socket.on("close_traded_signal", async (signal) => { } ////// - delete tradingData.trading_pairs[signal.pair + signal.stratid] - delete tradingData.trading_types[signal.pair + signal.stratid] - delete tradingData.sell_prices[signal.pair + signal.stratid] - delete tradingData.buy_prices[signal.pair + signal.stratid] - delete tradingData.trading_qty[signal.pair + signal.stratid] - delete tradingData.open_trades[signal.pair + signal.stratid] + delete tradingData.trading_pairs[ + signal.pair + signal.stratid + ] + delete tradingData.trading_types[ + signal.pair + signal.stratid + ] + delete tradingData.sell_prices[ + signal.pair + signal.stratid + ] + delete tradingData.buy_prices[ + signal.pair + signal.stratid + ] + delete tradingData.trading_qty[ + signal.pair + signal.stratid + ] + delete tradingData.open_trades[ + signal.pair + signal.stratid + ] ////// console.log( @@ -787,7 +924,6 @@ socket.on("close_traded_signal", async (signal) => { } else { console.log("PAIR UNKNOWN", alt) } - } else { // VIRTUAL TRADE @@ -802,7 +938,9 @@ socket.on("close_traded_signal", async (signal) => { socket.emit("traded_sell_signal", traded_sell_signal) } - } else if (tradingData.trading_types[signal.pair + signal.stratid] === "SHORT") { + } else if ( + tradingData.trading_types[signal.pair + signal.stratid] === "SHORT" + ) { console.log( colors.grey( "CLOSE_SIGNAL :: BUY TO COVER SHORT TRADE ::", @@ -825,8 +963,12 @@ socket.on("close_traded_signal", async (signal) => { console.log(signal.pair, " ---==---> BUY ", signal.qty) const alt = signal.pair.replace("BTC", "") - if (tradingData.minimums[alt + "BTC"] && tradingData.minimums[alt + "BTC"].minQty) { - const qty = tradingData.trading_qty[signal.pair + signal.stratid] + if ( + tradingData.minimums[alt + "BTC"] && + tradingData.minimums[alt + "BTC"].minQty + ) { + const qty = + tradingData.trading_qty[signal.pair + signal.stratid] console.log("QTY ==> " + qty + " - " + alt + "BTC") const job = async () => { return new Promise((resolve, reject) => { @@ -839,8 +981,10 @@ socket.on("close_traded_signal", async (signal) => { "ERROR 2 ", alt, Number( - tradingData.user_payload[tresult].buy_amount - ), + tradingData.user_payload[ + tresult + ].buy_amount + ), error.body ) @@ -849,18 +993,30 @@ socket.on("close_traded_signal", async (signal) => { } ////// - delete tradingData.trading_pairs[signal.pair + signal.stratid] - delete tradingData.trading_types[signal.pair + signal.stratid] - delete tradingData.sell_prices[signal.pair + signal.stratid] - delete tradingData.buy_prices[signal.pair + signal.stratid] - delete tradingData.trading_qty[signal.pair + signal.stratid] - delete tradingData.open_trades[signal.pair + signal.stratid] + delete tradingData.trading_pairs[ + signal.pair + signal.stratid + ] + delete tradingData.trading_types[ + signal.pair + signal.stratid + ] + delete tradingData.sell_prices[ + signal.pair + signal.stratid + ] + delete tradingData.buy_prices[ + signal.pair + signal.stratid + ] + delete tradingData.trading_qty[ + signal.pair + signal.stratid + ] + delete tradingData.open_trades[ + signal.pair + signal.stratid + ] ////// socket.emit( "traded_buy_signal", traded_buy_signal - ) + ) console.log("----- mgRepay -----") bnb_client.mgRepay( @@ -998,7 +1154,7 @@ async function UpdateOpenTrades() { axios .get( "https://bitcoinvsaltcoins.com/api/useropentradedsignals?key=" + - bva_key + bva_key ) .then((response) => { response.data.rows.map((s) => { @@ -1006,12 +1162,17 @@ async function UpdateOpenTrades() { tradingData.open_trades[s.pair + s.stratid] = !s.stopped tradingData.trading_types[s.pair + s.stratid] = s.type tradingData.trading_qty[s.pair + s.stratid] = s.qty - tradingData.buy_prices[s.pair + s.stratid] = new BigNumber(s.buy_price) + tradingData.buy_prices[s.pair + s.stratid] = new BigNumber( + s.buy_price + ) tradingData.sell_prices[s.pair + s.stratid] = new BigNumber( s.sell_price ) }) - console.log("Open Trades #:", _.values(tradingData.trading_pairs).length) + console.log( + "Open Trades #:", + _.values(tradingData.trading_pairs).length + ) console.log("Open Trades:", tradingData.trading_pairs) resolve(true) }) From 501513638e22b0641bca1a77fed81f3fb913e5ca Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Tue, 9 Mar 2021 17:51:06 +0000 Subject: [PATCH 02/98] chore(deps): update socket.io packages to v3 --- package-lock.json | 255 ++++++++++++++++++++-------------------------- package.json | 4 +- 2 files changed, 115 insertions(+), 144 deletions(-) diff --git a/package-lock.json b/package-lock.json index 1ca67e0..f487cff 100644 --- a/package-lock.json +++ b/package-lock.json @@ -4,6 +4,26 @@ "lockfileVersion": 1, "requires": true, "dependencies": { + "@types/component-emitter": { + "version": "1.2.10", + "resolved": "https://registry.npmjs.org/@types/component-emitter/-/component-emitter-1.2.10.tgz", + "integrity": "sha512-bsjleuRKWmGqajMerkzox19aGbscQX5rmmvvXl3wlIp5gMG1HgkiwPxsN5p070fBDKTNSPgojVbuY1+HWMbFhg==" + }, + "@types/cookie": { + "version": "0.4.0", + "resolved": "https://registry.npmjs.org/@types/cookie/-/cookie-0.4.0.tgz", + "integrity": "sha512-y7mImlc/rNkvCRmg8gC3/lj87S7pTUIJ6QGjwHR9WQJcFs+ZMTOaoPrkdFA/YdbuqVEmEbb5RdhVxMkAcgOnpg==" + }, + "@types/cors": { + "version": "2.8.10", + "resolved": "https://registry.npmjs.org/@types/cors/-/cors-2.8.10.tgz", + "integrity": "sha512-C7srjHiVG3Ey1nR6d511dtDkCEjxuN9W1HWAEjGq8kpcwmNM6JJkpC0xvabM7BXTG2wDq8Eu33iH9aQKa7IvLQ==" + }, + "@types/node": { + "version": "14.14.33", + "resolved": "https://registry.npmjs.org/@types/node/-/node-14.14.33.tgz", + "integrity": "sha512-oJqcTrgPUF29oUP8AsUqbXGJNuPutsetaa9kTQAQce5Lx5dTYWV02ScBiT/k1BX/Z7pKeqedmvp39Wu4zR7N7g==" + }, "abbrev": { "version": "1.1.1", "resolved": "https://registry.npmjs.org/abbrev/-/abbrev-1.1.1.tgz", @@ -18,11 +38,6 @@ "negotiator": "0.6.2" } }, - "after": { - "version": "0.8.2", - "resolved": "https://registry.npmjs.org/after/-/after-0.8.2.tgz", - "integrity": "sha1-/ts5T58OAqqXaOcCvaI7UF+ufh8=" - }, "agent-base": { "version": "4.3.0", "resolved": "https://registry.npmjs.org/agent-base/-/agent-base-4.3.0.tgz", @@ -103,11 +118,6 @@ "resolved": "https://registry.npmjs.org/array-flatten/-/array-flatten-1.1.1.tgz", "integrity": "sha1-ml9pkFGx5wczKPKgCJaLZOopVdI=" }, - "arraybuffer.slice": { - "version": "0.0.7", - "resolved": "https://registry.npmjs.org/arraybuffer.slice/-/arraybuffer.slice-0.0.7.tgz", - "integrity": "sha512-wGUIVQXuehL5TCqQun8OW81jGzAWycqzFF8lFp+GOM5BXLYj3bKNsYC4daB7n6XjCqxQA/qgTJ+8ANR3acjrog==" - }, "asn1": { "version": "0.2.4", "resolved": "https://registry.npmjs.org/asn1/-/asn1-0.2.4.tgz", @@ -201,11 +211,6 @@ "file-uri-to-path": "1.0.0" } }, - "blob": { - "version": "0.0.5", - "resolved": "https://registry.npmjs.org/blob/-/blob-0.0.5.tgz", - "integrity": "sha512-gaqbzQPqOoamawKg0LGVd7SzLgXS+JH61oWprSLH+P+abTczqJbhTR8CmJ2u9/bUYNmHTGJx/UEmn6doAvvuig==" - }, "body-parser": { "version": "1.19.0", "resolved": "https://registry.npmjs.org/body-parser/-/body-parser-1.19.0.tgz", @@ -311,21 +316,11 @@ "delayed-stream": "~1.0.0" } }, - "component-bind": { - "version": "1.0.0", - "resolved": "https://registry.npmjs.org/component-bind/-/component-bind-1.0.0.tgz", - "integrity": "sha1-AMYIq33Nk4l8AAllGx06jh5zu9E=" - }, "component-emitter": { "version": "1.3.0", "resolved": "https://registry.npmjs.org/component-emitter/-/component-emitter-1.3.0.tgz", "integrity": "sha512-Rd3se6QB+sO1TwqZjscQrurpEPIfO0/yYnSin6Q/rD3mOutHvUrCAhJub3r90uNb+SESBuE0QYoB90YdfatsRg==" }, - "component-inherit": { - "version": "0.0.3", - "resolved": "https://registry.npmjs.org/component-inherit/-/component-inherit-0.0.3.tgz", - "integrity": "sha1-ZF/ErfWLcrZJ1crmUTVhnbJv8UM=" - }, "concat-map": { "version": "0.0.1", "resolved": "https://registry.npmjs.org/concat-map/-/concat-map-0.0.1.tgz", @@ -364,6 +359,15 @@ "resolved": "https://registry.npmjs.org/core-util-is/-/core-util-is-1.0.2.tgz", "integrity": "sha1-tf1UIgqivFq1eqtxQMlAdUUDwac=" }, + "cors": { + "version": "2.8.5", + "resolved": "https://registry.npmjs.org/cors/-/cors-2.8.5.tgz", + "integrity": "sha512-KIHbLJqu73RGr/hnbrO9uBeixNGuvSQjul/jdFvS/KFSIH1hWVd1ng7zOHx+YrEfInLG7q4n6GHQ9cDtxv/P6g==", + "requires": { + "object-assign": "^4", + "vary": "^1" + } + }, "dashdash": { "version": "1.14.1", "resolved": "https://registry.npmjs.org/dashdash/-/dashdash-1.14.1.tgz", @@ -461,15 +465,16 @@ } }, "engine.io": { - 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"version": "5.5.0", - "resolved": "https://registry.npmjs.org/supports-color/-/supports-color-5.5.0.tgz", - "integrity": "sha512-QjVjwdXIt408MIiAqCX4oUKsgU2EqAGzs2Ppkm4aQYbjm+ZEWEcW4SfFNTr4uMNZma0ey4f5lgLrkB0aX0QMow==", + "version": "7.2.0", + "resolved": "https://registry.npmjs.org/supports-color/-/supports-color-7.2.0.tgz", + "integrity": "sha512-qpCAvRl9stuOHveKsn7HncJRvv501qIacKzQlO/+Lwxc9+0q2wLyv4Dfvt80/DPn2pqOBsJdDiogXGR9+OvwRw==", "requires": { - "has-flag": "^3.0.0" + "has-flag": "^4.0.0" } }, "tar": { diff --git a/package.json b/package.json index bf53a86..e6544b3 100644 --- a/package.json +++ b/package.json @@ -35,7 +35,7 @@ "moment": "2.29.1", "node-binance-api": "0.12.4", "nodemailer": "6.4.18", - "ora": "3.4.0", + "ora": "5.3.0", "pg": "7.18.2", "socket.io": "2.4.1", "socket.io-client": "2.4.0", From a881133028291512247126f88481879a1b4393f9 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Tue, 9 Mar 2021 19:19:55 +0000 Subject: [PATCH 04/98] chore(deps): update dependency pg to v8 --- package-lock.json | 42 ++++++++++++++++++------------------------ package.json | 2 +- 2 files changed, 19 insertions(+), 25 deletions(-) diff --git a/package-lock.json b/package-lock.json index 1ca67e0..ec49d22 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1292,39 +1292,38 @@ "integrity": "sha1-Ywn04OX6kT7BxpMHrjZLSzd8nns=" }, "pg": { - 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"pg-packet-stream": { - "version": "1.1.0", - "resolved": "https://registry.npmjs.org/pg-packet-stream/-/pg-packet-stream-1.1.0.tgz", - "integrity": "sha512-kRBH0tDIW/8lfnnOyTwKD23ygJ/kexQVXZs7gEyBljw4FYqimZFxnMMx50ndZ8In77QgfGuItS5LLclC2TtjYg==" - }, "pg-pool": { - "version": "2.0.10", - "resolved": "https://registry.npmjs.org/pg-pool/-/pg-pool-2.0.10.tgz", - "integrity": "sha512-qdwzY92bHf3nwzIUcj+zJ0Qo5lpG/YxchahxIN8+ZVmXqkahKXsnl2aiJPHLYN9o5mB/leG+Xh6XKxtP7e0sjg==" + "version": "3.2.2", + "resolved": "https://registry.npmjs.org/pg-pool/-/pg-pool-3.2.2.tgz", + "integrity": "sha512-ORJoFxAlmmros8igi608iVEbQNNZlp89diFVx6yV5v+ehmpMY9sK6QgpmgoXbmkNaBAx8cOOZh9g80kJv1ooyA==" + }, + "pg-protocol": { + "version": "1.4.0", + "resolved": "https://registry.npmjs.org/pg-protocol/-/pg-protocol-1.4.0.tgz", + "integrity": "sha512-El+aXWcwG/8wuFICMQjM5ZSAm6OWiJicFdNYo+VY3QP+8vI4SvLIWVe51PppTzMhikUJR+PsyIFKqfdXPz/yxA==" }, "pg-types": { "version": "2.2.0", @@ -1511,11 +1510,6 @@ "resolved": "https://registry.npmjs.org/sax/-/sax-1.2.4.tgz", "integrity": "sha512-NqVDv9TpANUjFm0N8uM5GxL36UgKi9/atZw+x7YFnQ8ckwFGKrl4xX4yWtrey3UJm5nP1kUbnYgLopqWNSRhWw==" }, - "semver": { - "version": "4.3.2", - "resolved": "https://registry.npmjs.org/semver/-/semver-4.3.2.tgz", - "integrity": "sha1-x6BxWKgL7dBSNVt3DYLWZA+AO+c=" - }, "send": { "version": "0.17.1", "resolved": "https://registry.npmjs.org/send/-/send-0.17.1.tgz", diff --git a/package.json b/package.json index bf53a86..a8518c9 100644 --- a/package.json +++ b/package.json @@ -36,7 +36,7 @@ "node-binance-api": "0.12.4", "nodemailer": "6.4.18", "ora": "3.4.0", - "pg": "7.18.2", + "pg": "8.5.1", "socket.io": "2.4.1", "socket.io-client": "2.4.0", "telebot": "1.4.1", From ef161bc760ff1687a1bf6d2c7f81b87f9096daa9 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Wed, 10 Mar 2021 13:53:04 +0000 Subject: [PATCH 05/98] chore(deps): update socket.io packages to v4 --- package-lock.json | 142 +++++++++++++++++++++++++--------------------- package.json | 4 +- 2 files changed, 78 insertions(+), 68 deletions(-) diff --git a/package-lock.json b/package-lock.json index e15235d..fc227b0 100644 --- a/package-lock.json +++ b/package-lock.json @@ -15,14 +15,14 @@ "dotenv": "8.2.0", "envalid": "7.0.0", "express": "4.17.1", - "lodash": "4.17.20", + "lodash": "4.17.21", "moment": "2.29.1", - "node-binance-api": "0.12.4", - "nodemailer": "6.4.18", + "node-binance-api": "0.12.5", + "nodemailer": "6.5.0", "ora": "5.3.0", "pg": "8.5.1", - "socket.io": "3.1.2", - "socket.io-client": "3.1.2", + "socket.io": "4.0.0", + "socket.io-client": "4.0.0", "telebot": "1.4.1", "tulind": "0.8.18" } @@ -612,9 +612,9 @@ } }, "node_modules/engine.io": { - "version": "4.1.1", - "resolved": "https://registry.npmjs.org/engine.io/-/engine.io-4.1.1.tgz", - "integrity": "sha512-t2E9wLlssQjGw0nluF6aYyfX8LwYU8Jj0xct+pAhfWfv/YrBn6TSNtEYsgxHIfaMqfrLx07czcMg9bMN6di+3w==", + "version": "5.0.0", + "resolved": "https://registry.npmjs.org/engine.io/-/engine.io-5.0.0.tgz", + "integrity": "sha512-BATIdDV3H1SrE9/u2BAotvsmjJg0t1P4+vGedImSs1lkFAtQdvk4Ev1y4LDiPF7BPWgXWEG+NDY+nLvW3UrMWw==", "dependencies": { "accepts": "~1.3.4", "base64id": "2.0.0", @@ -625,13 +625,13 @@ "ws": "~7.4.2" }, "engines": { - "node": ">=8.0.0" + "node": ">=10.0.0" } }, "node_modules/engine.io-client": { - "version": "4.1.2", - "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-4.1.2.tgz", - "integrity": "sha512-1mwvwKYMa0AaCy+sPgvJ/SnKyO5MJZ1HEeXfA3Rm/KHkHGiYD5bQVq8QzvIrkI01FuVtOdZC5lWdRw1BGXB2NQ==", + "version": "5.0.0", + "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-5.0.0.tgz", + "integrity": "sha512-e6GK0Fqvq45Nu/j7YdIVqXtDPvlsggAcfml3QiEiGdJ1qeh7IQU6knxSN3+yy9BmbnXtIfjo1hK4MFyHKdc9mQ==", "dependencies": { "base64-arraybuffer": "0.1.4", "component-emitter": "~1.3.0", @@ -641,7 +641,6 @@ "parseqs": "0.0.6", "parseuri": "0.0.6", "ws": "~7.4.2", - "xmlhttprequest-ssl": "~1.5.4", "yeast": "0.1.2" } }, @@ -651,6 +650,14 @@ "integrity": "sha512-doEwdvm4PCeK4K3RQN2ZC2BYUBaxwLARCqZmMjtF8a51J2Rb0xpVloFRnCODwqjpwnAoao4pelN8l3RJdv3gRQ==", "dependencies": { "ms": "2.1.2" + }, + "engines": { + "node": ">=6.0" + }, + "peerDependenciesMeta": { + "supports-color": { + "optional": true + } } }, "node_modules/engine.io-client/node_modules/ms": { @@ -664,6 +671,9 @@ "integrity": "sha512-sHfEQv6nmtJrq6TKuIz5kyEKH/qSdK56H/A+7DnAuUPWosnIZAS2NHNcPLmyjtY3cGS/MqJdZbUjW97JU72iYg==", "dependencies": { "base64-arraybuffer": "0.1.4" + }, + "engines": { + "node": ">=8.0.0" } }, "node_modules/engine.io/node_modules/cookie": { @@ -680,6 +690,14 @@ "integrity": "sha512-doEwdvm4PCeK4K3RQN2ZC2BYUBaxwLARCqZmMjtF8a51J2Rb0xpVloFRnCODwqjpwnAoao4pelN8l3RJdv3gRQ==", "dependencies": { "ms": "2.1.2" + }, + "engines": { + "node": ">=6.0" + }, + "peerDependenciesMeta": { + "supports-color": { + "optional": true + } } }, "node_modules/engine.io/node_modules/ms": { @@ -1164,9 +1182,9 @@ } }, "node_modules/lodash": { - "version": "4.17.20", - "resolved": "https://registry.npmjs.org/lodash/-/lodash-4.17.20.tgz", - "integrity": "sha512-PlhdFcillOINfeV7Ni6oF1TAEayyZBoZ8bcshTHqOYJYlrqzRK5hagpagky5o4HfCzzd1TRkXPMFq6cKk9rGmA==" + "version": "4.17.21", + "resolved": "https://registry.npmjs.org/lodash/-/lodash-4.17.21.tgz", + "integrity": "sha512-v2kDEe57lecTulaDIuNTPy3Ry4gLGJ6Z1O3vE1krgXZNrsQ+LFTGHVxVjcXPs17LhbZVGedAJv8XZ1tvj5FvSg==" }, "node_modules/lodash.zipobject": { "version": "4.1.3", @@ -1348,9 +1366,9 @@ } }, "node_modules/node-binance-api": { - "version": "0.12.4", - "resolved": "https://registry.npmjs.org/node-binance-api/-/node-binance-api-0.12.4.tgz", - "integrity": "sha512-QI2w5dwMmoxE0jzg8LF0naiQ+WvsNQUO7DhFup1pzWK61AkdO9tf/q5uyf4a1f2hZXkKfligP06LGtqI8eFFdg==", + "version": "0.12.5", + "resolved": "https://registry.npmjs.org/node-binance-api/-/node-binance-api-0.12.5.tgz", + "integrity": "sha512-tapf/OCGaMiHrfvOgPu67osXwq03jFq+WtKgDB0XR6uRvSnOf+fMWMsnbyioHcJSXpd3sdcyR5VkjPGZmkUuHw==", "dependencies": { "async": "^3.1.0", "https-proxy-agent": "^3.0.1", @@ -1400,9 +1418,9 @@ } }, "node_modules/nodemailer": { - "version": "6.4.18", - "resolved": "https://registry.npmjs.org/nodemailer/-/nodemailer-6.4.18.tgz", - "integrity": "sha512-ht9cXxQ+lTC+t00vkSIpKHIyM4aXIsQ1tcbQCn5IOnxYHi81W2XOaU66EQBFFpbtzLEBTC94gmkbD4mGZQzVpA==", + "version": "6.5.0", + "resolved": "https://registry.npmjs.org/nodemailer/-/nodemailer-6.5.0.tgz", + "integrity": "sha512-Tm4RPrrIZbnqDKAvX+/4M+zovEReiKlEXWDzG4iwtpL9X34MJY+D5LnQPH/+eghe8DLlAVshHAJZAZWBGhkguw==", "engines": { "node": ">=6.0.0" } @@ -1932,9 +1950,9 @@ } }, "node_modules/socket.io": { - "version": "3.1.2", - "resolved": "https://registry.npmjs.org/socket.io/-/socket.io-3.1.2.tgz", - "integrity": "sha512-JubKZnTQ4Z8G4IZWtaAZSiRP3I/inpy8c/Bsx2jrwGrTbKeVU5xd6qkKMHpChYeM3dWZSO0QACiGK+obhBNwYw==", + "version": "4.0.0", + "resolved": "https://registry.npmjs.org/socket.io/-/socket.io-4.0.0.tgz", + "integrity": "sha512-/c1riZMV/4yz7KEpaMhDQbwhJDIoO55whXaRKgyEBQrLU9zUHXo9rzeTMvTOqwL9mbKfHKdrXcMoCeQ/1YtMsg==", "dependencies": { "@types/cookie": "^0.4.0", "@types/cors": "^2.8.8", @@ -1942,28 +1960,34 @@ "accepts": "~1.3.4", "base64id": "~2.0.0", "debug": "~4.3.1", - "engine.io": "~4.1.0", - "socket.io-adapter": "~2.1.0", + "engine.io": "~5.0.0", + "socket.io-adapter": "~2.2.0", "socket.io-parser": "~4.0.3" + }, + "engines": { + "node": ">=10.0.0" } }, "node_modules/socket.io-adapter": { - "version": "2.1.0", - "resolved": "https://registry.npmjs.org/socket.io-adapter/-/socket.io-adapter-2.1.0.tgz", - "integrity": "sha512-+vDov/aTsLjViYTwS9fPy5pEtTkrbEKsw2M+oVSoFGw6OD1IpvlV1VPhUzNbofCQ8oyMbdYJqDtGdmHQK6TdPg==" + "version": "2.2.0", + "resolved": "https://registry.npmjs.org/socket.io-adapter/-/socket.io-adapter-2.2.0.tgz", + "integrity": "sha512-rG49L+FwaVEwuAdeBRq49M97YI3ElVabJPzvHT9S6a2CWhDKnjSFasvwAwSYPRhQzfn4NtDIbCaGYgOCOU/rlg==" }, "node_modules/socket.io-client": { - "version": "3.1.2", - "resolved": "https://registry.npmjs.org/socket.io-client/-/socket.io-client-3.1.2.tgz", - "integrity": "sha512-fXhF8plHrd7U14A7K0JPOmZzpmGkLpIS6623DzrBZqYzI/yvlP4fA3LnxwthEVgiHmn2uJ4KjdnQD8A03PuBWQ==", + "version": "4.0.0", + "resolved": "https://registry.npmjs.org/socket.io-client/-/socket.io-client-4.0.0.tgz", + "integrity": "sha512-27yQxmXJAEYF19Ygyl8FPJ0if0wegpSmkIIbrWJeI7n7ST1JyH8bbD5v3fjjGY5cfCanACJ3dARUAyiVFNrlTQ==", "dependencies": { "@types/component-emitter": "^1.2.10", "backo2": "~1.0.2", "component-emitter": "~1.3.0", "debug": "~4.3.1", - "engine.io-client": "~4.1.0", + "engine.io-client": "~5.0.0", "parseuri": "0.0.6", "socket.io-parser": "~4.0.4" + }, + "engines": { + "node": ">=10.0.0" } }, "node_modules/socket.io-client/node_modules/debug": { @@ -2364,14 +2388,6 @@ "node": ">=8.3.0" } }, - "node_modules/xmlhttprequest-ssl": { - "version": "1.5.5", - "resolved": "https://registry.npmjs.org/xmlhttprequest-ssl/-/xmlhttprequest-ssl-1.5.5.tgz", - "integrity": "sha1-wodrBhaKrcQOV9l+gRkayPQ5iz4=", - "engines": { - "node": ">=0.4.0" - } - }, "node_modules/xtend": { "version": "4.0.2", "resolved": "https://registry.npmjs.org/xtend/-/xtend-4.0.2.tgz", @@ -2884,9 +2900,9 @@ } }, "engine.io": { - "version": "4.1.1", - "resolved": "https://registry.npmjs.org/engine.io/-/engine.io-4.1.1.tgz", - "integrity": "sha512-t2E9wLlssQjGw0nluF6aYyfX8LwYU8Jj0xct+pAhfWfv/YrBn6TSNtEYsgxHIfaMqfrLx07czcMg9bMN6di+3w==", + "version": "5.0.0", + "resolved": "https://registry.npmjs.org/engine.io/-/engine.io-5.0.0.tgz", + "integrity": "sha512-BATIdDV3H1SrE9/u2BAotvsmjJg0t1P4+vGedImSs1lkFAtQdvk4Ev1y4LDiPF7BPWgXWEG+NDY+nLvW3UrMWw==", "requires": { "accepts": "~1.3.4", "base64id": "2.0.0", @@ -2918,9 +2934,9 @@ } }, "engine.io-client": { - "version": "4.1.2", - "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-4.1.2.tgz", - "integrity": "sha512-1mwvwKYMa0AaCy+sPgvJ/SnKyO5MJZ1HEeXfA3Rm/KHkHGiYD5bQVq8QzvIrkI01FuVtOdZC5lWdRw1BGXB2NQ==", + "version": "5.0.0", + "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-5.0.0.tgz", + "integrity": "sha512-e6GK0Fqvq45Nu/j7YdIVqXtDPvlsggAcfml3QiEiGdJ1qeh7IQU6knxSN3+yy9BmbnXtIfjo1hK4MFyHKdc9mQ==", "requires": { "base64-arraybuffer": "0.1.4", "component-emitter": "~1.3.0", @@ -2930,7 +2946,6 @@ "parseqs": "0.0.6", "parseuri": "0.0.6", "ws": "~7.4.2", - "xmlhttprequest-ssl": "~1.5.4", "yeast": "0.1.2" }, "dependencies": { @@ -3987,9 +4002,9 @@ "integrity": "sha512-iVICrxOzCynf/SNaBQCw34eM9jROU/s5rzIhpOvzhzuYHfJR/DhZfDkXiZSgKXfgv26HT3Yni3AV/DGw0cGnnw==" }, "socket.io": { - "version": "3.1.2", - "resolved": "https://registry.npmjs.org/socket.io/-/socket.io-3.1.2.tgz", - "integrity": "sha512-JubKZnTQ4Z8G4IZWtaAZSiRP3I/inpy8c/Bsx2jrwGrTbKeVU5xd6qkKMHpChYeM3dWZSO0QACiGK+obhBNwYw==", + "version": "4.0.0", + "resolved": "https://registry.npmjs.org/socket.io/-/socket.io-4.0.0.tgz", + "integrity": "sha512-/c1riZMV/4yz7KEpaMhDQbwhJDIoO55whXaRKgyEBQrLU9zUHXo9rzeTMvTOqwL9mbKfHKdrXcMoCeQ/1YtMsg==", "requires": { "@types/cookie": "^0.4.0", "@types/cors": "^2.8.8", @@ -3997,8 +4012,8 @@ "accepts": "~1.3.4", "base64id": "~2.0.0", "debug": "~4.3.1", - "engine.io": "~4.1.0", - "socket.io-adapter": "~2.1.0", + "engine.io": "~5.0.0", + "socket.io-adapter": "~2.2.0", "socket.io-parser": "~4.0.3" }, "dependencies": { @@ -4018,20 +4033,20 @@ } }, "socket.io-adapter": { - "version": "2.1.0", - "resolved": "https://registry.npmjs.org/socket.io-adapter/-/socket.io-adapter-2.1.0.tgz", - "integrity": "sha512-+vDov/aTsLjViYTwS9fPy5pEtTkrbEKsw2M+oVSoFGw6OD1IpvlV1VPhUzNbofCQ8oyMbdYJqDtGdmHQK6TdPg==" + "version": "2.2.0", + "resolved": "https://registry.npmjs.org/socket.io-adapter/-/socket.io-adapter-2.2.0.tgz", + "integrity": "sha512-rG49L+FwaVEwuAdeBRq49M97YI3ElVabJPzvHT9S6a2CWhDKnjSFasvwAwSYPRhQzfn4NtDIbCaGYgOCOU/rlg==" }, "socket.io-client": { - "version": "3.1.2", - "resolved": "https://registry.npmjs.org/socket.io-client/-/socket.io-client-3.1.2.tgz", - "integrity": "sha512-fXhF8plHrd7U14A7K0JPOmZzpmGkLpIS6623DzrBZqYzI/yvlP4fA3LnxwthEVgiHmn2uJ4KjdnQD8A03PuBWQ==", + "version": "4.0.0", + "resolved": "https://registry.npmjs.org/socket.io-client/-/socket.io-client-4.0.0.tgz", + "integrity": "sha512-27yQxmXJAEYF19Ygyl8FPJ0if0wegpSmkIIbrWJeI7n7ST1JyH8bbD5v3fjjGY5cfCanACJ3dARUAyiVFNrlTQ==", "requires": { "@types/component-emitter": "^1.2.10", "backo2": "~1.0.2", "component-emitter": "~1.3.0", "debug": "~4.3.1", - "engine.io-client": "~4.1.0", + "engine.io-client": "~5.0.0", "parseuri": "0.0.6", "socket.io-parser": "~4.0.4" }, @@ -4358,11 +4373,6 @@ "resolved": "https://registry.npmjs.org/ws/-/ws-7.4.3.tgz", "integrity": "sha512-hr6vCR76GsossIRsr8OLR9acVVm1jyfEWvhbNjtgPOrfvAlKzvyeg/P6r8RuDjRyrcQoPQT7K0DGEPc7Ae6jzA==" }, - "xmlhttprequest-ssl": { - "version": "1.5.5", - "resolved": "https://registry.npmjs.org/xmlhttprequest-ssl/-/xmlhttprequest-ssl-1.5.5.tgz", - "integrity": "sha1-wodrBhaKrcQOV9l+gRkayPQ5iz4=" - }, "xtend": { "version": "4.0.2", "resolved": "https://registry.npmjs.org/xtend/-/xtend-4.0.2.tgz", diff --git a/package.json b/package.json index 9d91062..bc1dd44 100644 --- a/package.json +++ b/package.json @@ -37,8 +37,8 @@ "nodemailer": "6.5.0", "ora": "5.3.0", "pg": "8.5.1", - "socket.io": "3.1.2", - "socket.io-client": "3.1.2", + "socket.io": "4.0.0", + "socket.io-client": "4.0.0", "telebot": "1.4.1", "tulind": "0.8.18" } From 7cf11df56e62d088dba7b1bed4a379543cec5e81 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Fri, 12 Mar 2021 08:48:49 +0000 Subject: [PATCH 06/98] chore(deps): update node:14.16.0-buster docker digest to e9079a5 --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index fff11bb..4058d5b 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:5ce0dfc26443809b722786397662c1aa62dea79349fa0aae7aaa10a63b559248 AS development +FROM node:14.16.0-buster@sha256:e9079a5f636e38bd610f693ae5d0cd36ad3a8e42b7a0759f94e75866b8ab372c AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:5ce0dfc26443809b722786397662c1aa62dea79349fa0aae7aaa10a63b559248 AS build +FROM node:14.16.0-buster@sha256:e9079a5f636e38bd610f693ae5d0cd36ad3a8e42b7a0759f94e75866b8ab372c AS build ENV NODE_ENV=production From bf28a856a3637446ee7d1c16652f7c31856154c2 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Fri, 12 Mar 2021 13:48:26 +0000 Subject: [PATCH 07/98] chore(deps): update node:14.16.0-alpine3.13 docker digest to eb2b2be --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index 4058d5b..c3cad77 100644 --- a/Dockerfile +++ b/Dockerfile @@ -27,7 +27,7 @@ RUN npm install ####################### # Should be the specific version of node:alpine3. -FROM node:14.16.0-alpine3.13@sha256:7eb57d8fd2d3ee789dbb551bdf5b0325369c3ad7a72a690e80d034041da7e42d AS production +FROM node:14.16.0-alpine3.13@sha256:eb2b2be77fbb7515ba116dbf20b55df0523e9d32e0c7b22bb5d625bdd0ad9109 AS production ENV NODE_ENV=production From 4b3d0390c6714592e42bdcfdba85da3ad5a2028c Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Fri, 12 Mar 2021 18:03:28 +0000 Subject: [PATCH 08/98] chore(deps): update node:14.16.0-buster docker digest to a0abf73 --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index c3cad77..872e585 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:e9079a5f636e38bd610f693ae5d0cd36ad3a8e42b7a0759f94e75866b8ab372c AS development +FROM node:14.16.0-buster@sha256:a0abf733da5e3924ed4285c82d073324e946cee84de34fd0cbdaf148abafed33 AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:e9079a5f636e38bd610f693ae5d0cd36ad3a8e42b7a0759f94e75866b8ab372c AS build +FROM node:14.16.0-buster@sha256:a0abf733da5e3924ed4285c82d073324e946cee84de34fd0cbdaf148abafed33 AS build ENV NODE_ENV=production From 1d3d2e40ad24503c00ded2665697b6abee2fa657 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Fri, 12 Mar 2021 23:07:04 +0000 Subject: [PATCH 09/98] chore(deps): update postgres:13.2-alpine docker digest to d7f4c46 --- docker-compose.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker-compose.yml b/docker-compose.yml index 9101ea6..9ed1a38 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -15,7 +15,7 @@ services: POSTGRES_DB_FILE: /run/secrets/postgres_db POSTGRES_PASSWORD_FILE: /run/secrets/postgres_password POSTGRES_USER_FILE: /run/secrets/postgres_user - image: postgres:13.2-alpine@sha256:59f48f15d037cc4ac87557cdb69fc9e5891b8a4b8d95254b7030dff561d6fd3a + image: postgres:13.2-alpine@sha256:d7f4c46ada617bca23a582b2f42499ca27767f33e0b8f7607553dcff5d493640 volumes: - postgres_data:/var/lib/postgresql/data ports: From 1deae5a480beb2570ff451e1e702a553904b9e11 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Sat, 13 Mar 2021 04:22:29 +0000 Subject: [PATCH 10/98] chore(deps): update node:14.16.0-buster docker digest to 591bcda --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index 872e585..b0cb5f2 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:a0abf733da5e3924ed4285c82d073324e946cee84de34fd0cbdaf148abafed33 AS development +FROM node:14.16.0-buster@sha256:591bcda2e6b9f9c036de00cd0bac0304110623df8903c87747018b520e1c2f7f AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:a0abf733da5e3924ed4285c82d073324e946cee84de34fd0cbdaf148abafed33 AS build +FROM node:14.16.0-buster@sha256:591bcda2e6b9f9c036de00cd0bac0304110623df8903c87747018b520e1c2f7f AS build ENV NODE_ENV=production From b2d8eb2fdebc692ca237c13fa7267f6779865c8a Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Mon, 15 Mar 2021 08:29:47 +0100 Subject: [PATCH 11/98] feat(env): use IS_TRADE_SHORT_ENABLED for Heroku too --- app.json | 4 ++++ src/env.js | 2 +- src/trader.js | 2 +- 3 files changed, 6 insertions(+), 2 deletions(-) diff --git a/app.json b/app.json index 9c2cd84..db8a495 100644 --- a/app.json +++ b/app.json @@ -25,6 +25,10 @@ "description": "Gmail password to get notifications", "required": false }, + "IS_TRADE_SHORT_ENABLED": { + "description": "Selects if short trades are enabled", + "required": false + }, "TELEGRAM_API_KEY": { "description": "Telegram Key for your bot (To create one follow https://core.telegram.org/bots#6-botfather )", "required": false diff --git a/src/env.js b/src/env.js index 06d595f..110e54f 100644 --- a/src/env.js +++ b/src/env.js @@ -19,6 +19,7 @@ module.exports = envalid.cleanEnv(process.env, { GMAIL_ADDRESS: envalid.str({ default: "" }), GMAIL_APP_PASSWORD: envalid.str({ default: "" }), HOST: envalid.host({ default: "localhost" }), + IS_TRADE_SHORT_ENABLED: envalid.bool({ default: true }), SERVER_PORT: envalid.port({ default: 4000, desc: "The port to start the server on", @@ -26,7 +27,6 @@ module.exports = envalid.cleanEnv(process.env, { STRATEGY_TIMEFRAME: envalid.str({ default: "15m" }), TELEGRAM_API_KEY: envalid.str({ default: "" }), TELEGRAM_RECEIVER_ID: envalid.str({ default: "" }), - TRADE_SHORT_ENABLED: envalid.bool({ default: true }), TRADER_PORT: envalid.port({ default: 8003, desc: "The port to trader webserver runs", diff --git a/src/trader.js b/src/trader.js index 6835b99..962c95b 100644 --- a/src/trader.js +++ b/src/trader.js @@ -11,7 +11,7 @@ const TradeQueue = require("./trade-queue") const bva_key = env.BVA_API_KEY const tradeQueue = new TradeQueue() -const tradeShortEnabled = env.TRADE_SHORT_ENABLED +const tradeShortEnabled = env.IS_TRADE_SHORT_ENABLED tradeQueue.startQueue() ////////////////////////////////////////////////////////////////////////////////// From 0dea88e7395c448093dfe396afe690110a3fd59c Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Mon, 15 Mar 2021 08:35:07 +0100 Subject: [PATCH 12/98] feat(deps): use lockfile v1 --- package-lock.json | 2536 ++------------------------------------------- 1 file changed, 74 insertions(+), 2462 deletions(-) diff --git a/package-lock.json b/package-lock.json index fc227b0..b043297 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1,2412 +1,8 @@ { "name": "node-binance-trader", "version": "0.3.1", - 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}, - "dependencies": { - "semver": { - "version": "5.7.1", - "resolved": "https://registry.npmjs.org/semver/-/semver-5.7.1.tgz", - "integrity": "sha512-sauaDf/PZdVgrLTNYHRtpXa1iRiKcaebiKQ1BJdpQlWH2lCvexQdX55snPFyK7QzpudqbCI0qXFfOasHdyNDGQ==" - } } }, "nodemailer": { @@ -3849,6 +1446,16 @@ "http-errors": "1.7.2", "iconv-lite": "0.4.24", "unpipe": "1.0.0" + }, + "dependencies": { + "iconv-lite": { + "version": "0.4.24", + "resolved": "https://registry.npmjs.org/iconv-lite/-/iconv-lite-0.4.24.tgz", + "integrity": "sha512-v3MXnZAcvnywkTUEZomIActle7RXXeedOR31wwl7VlyoXO4Qi9arvSenNQWne1TcRwhCL1HwLI21bEqdpj8/rA==", + "requires": { + "safer-buffer": ">= 2.1.2 < 3" + } + } } }, "rc": { @@ -3943,6 +1550,11 @@ "resolved": "https://registry.npmjs.org/sax/-/sax-1.2.4.tgz", "integrity": "sha512-NqVDv9TpANUjFm0N8uM5GxL36UgKi9/atZw+x7YFnQ8ckwFGKrl4xX4yWtrey3UJm5nP1kUbnYgLopqWNSRhWw==" }, + "semver": { + "version": "5.7.1", + "resolved": "https://registry.npmjs.org/semver/-/semver-5.7.1.tgz", + "integrity": "sha512-sauaDf/PZdVgrLTNYHRtpXa1iRiKcaebiKQ1BJdpQlWH2lCvexQdX55snPFyK7QzpudqbCI0qXFfOasHdyNDGQ==" + }, "send": { "version": "0.17.1", "resolved": "https://registry.npmjs.org/send/-/send-0.17.1.tgz", @@ -4148,21 +1760,6 @@ "resolved": "https://registry.npmjs.org/statuses/-/statuses-1.5.0.tgz", "integrity": "sha1-Fhx9rBd2Wf2YEfQ3cfqZOBR4Yow=" }, - "string_decoder": { - "version": "1.3.0", - "resolved": "https://registry.npmjs.org/string_decoder/-/string_decoder-1.3.0.tgz", - "integrity": "sha512-hkRX8U1WjJFd8LsDJ2yQ/wWWxaopEsABU1XfkM8A+j0+85JAGppt16cr1Whg6KIbb4okU6Mql6BOj+uup/wKeA==", - "requires": { - "safe-buffer": "~5.2.0" - }, - "dependencies": { - "safe-buffer": { - "version": "5.2.1", - "resolved": "https://registry.npmjs.org/safe-buffer/-/safe-buffer-5.2.1.tgz", - "integrity": "sha512-rp3So07KcdmmKbGvgaNxQSJr7bGVSVk5S9Eq1F+ppbRo70+YeaDxkw5Dd8NPN+GD6bjnYm2VuPuCXmpuYvmCXQ==" - } - } - }, "string-hash": { "version": "1.1.3", "resolved": "https://registry.npmjs.org/string-hash/-/string-hash-1.1.3.tgz", @@ -4193,6 +1790,21 @@ } } }, + "string_decoder": { + "version": "1.3.0", + "resolved": "https://registry.npmjs.org/string_decoder/-/string_decoder-1.3.0.tgz", + "integrity": "sha512-hkRX8U1WjJFd8LsDJ2yQ/wWWxaopEsABU1XfkM8A+j0+85JAGppt16cr1Whg6KIbb4okU6Mql6BOj+uup/wKeA==", + "requires": { + "safe-buffer": "~5.2.0" + }, + "dependencies": { + "safe-buffer": { + "version": "5.2.1", + "resolved": "https://registry.npmjs.org/safe-buffer/-/safe-buffer-5.2.1.tgz", + "integrity": "sha512-rp3So07KcdmmKbGvgaNxQSJr7bGVSVk5S9Eq1F+ppbRo70+YeaDxkw5Dd8NPN+GD6bjnYm2VuPuCXmpuYvmCXQ==" + } + } + }, "strip-ansi": { "version": "6.0.0", "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", @@ -4369,9 +1981,9 @@ "integrity": "sha1-tSQ9jz7BqjXxNkYFvA0QNuMKtp8=" }, "ws": { - "version": "7.4.3", - "resolved": "https://registry.npmjs.org/ws/-/ws-7.4.3.tgz", - "integrity": "sha512-hr6vCR76GsossIRsr8OLR9acVVm1jyfEWvhbNjtgPOrfvAlKzvyeg/P6r8RuDjRyrcQoPQT7K0DGEPc7Ae6jzA==" + "version": "7.4.4", + "resolved": "https://registry.npmjs.org/ws/-/ws-7.4.4.tgz", + "integrity": "sha512-Qm8k8ojNQIMx7S+Zp8u/uHOx7Qazv3Yv4q68MiWWWOJhiwG5W3x7iqmRtJo8xxrciZUY4vRxUTJCKuRnF28ZZw==" }, "xtend": { "version": "4.0.2", From c772093765f405d6354aef37af4a85575ab052ba Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Tue, 16 Mar 2021 19:41:41 +0000 Subject: [PATCH 13/98] chore(deps): update dependency binance-api-node to v0.10.34 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index b043297..b622451 100644 --- a/package-lock.json +++ b/package-lock.json @@ -193,9 +193,9 @@ "integrity": "sha512-IdZR9mh6ahOBv/hYGiXyVuyCetmGJhtYkqLBpTStdhEGjegpPlUawydyaF3pbIOFynJTpllEs+NP+CS9jKFLjA==" }, "binance-api-node": { - "version": "0.10.33", - "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.33.tgz", - "integrity": "sha512-tV3FObXSx9qEcKfR/eZaPYf9LeMJDl5W6GPTluX2VLtHQWPu8JQwlytx3qQkEOWA8ejoZtXulYYVbvXeLoKZ4Q==", + "version": "0.10.34", + "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.34.tgz", + "integrity": "sha512-iThCps2Kl5Hdr3g9dLrIGIKIRW7fiaCpY7cFavAkorRpv1GM+YPhPNPLJzt69BRQvUmxv1+3QMbyKlzg8jvWEg==", "requires": { "isomorphic-fetch": "^2.2.1", "isomorphic-ws": "^4.0.1", diff --git a/package.json b/package.json index bc1dd44..2955c6f 100644 --- a/package.json +++ b/package.json @@ -26,7 +26,7 @@ "dependencies": { "axios": "0.21.1", "bignumber.js": "9.0.1", - "binance-api-node": "0.10.33", + "binance-api-node": "0.10.34", "colors": "1.4.0", "dotenv": "8.2.0", "envalid": "7.0.0", From 18424d451d978f7e16ec82fb0cd751c10976e955 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Wed, 17 Mar 2021 13:52:44 +0000 Subject: [PATCH 14/98] chore(deps): update dependency ora to v5.4.0 --- package-lock.json | 25 ++++++++++++++++--------- package.json | 2 +- 2 files changed, 17 insertions(+), 10 deletions(-) diff --git a/package-lock.json b/package-lock.json index b622451..930b57a 100644 --- a/package-lock.json +++ b/package-lock.json @@ -909,6 +909,11 @@ "resolved": "https://registry.npmjs.org/is-typedarray/-/is-typedarray-1.0.0.tgz", "integrity": "sha1-5HnICFjfDBsR3dppQPlgEfzaSpo=" }, + "is-unicode-supported": { + "version": "0.1.0", + "resolved": "https://registry.npmjs.org/is-unicode-supported/-/is-unicode-supported-0.1.0.tgz", + "integrity": "sha512-knxG2q4UC3u8stRGyAVJCOdxFmv5DZiRcdlIaAQXAbSfJya+OhopNotLQrstBhququ4ZpuKbDc/8S6mgXgPFPw==" + }, "isarray": { "version": "1.0.0", "resolved": "https://registry.npmjs.org/isarray/-/isarray-1.0.0.tgz", @@ -983,11 +988,12 @@ "integrity": "sha1-s5n1q6j/YqdG9peb8gshT5ZNvvg=" }, "log-symbols": { - "version": "4.0.0", - "resolved": "https://registry.npmjs.org/log-symbols/-/log-symbols-4.0.0.tgz", - "integrity": "sha512-FN8JBzLx6CzeMrB0tg6pqlGU1wCrXW+ZXGH481kfsBqer0hToTIiHdjH4Mq8xJUbvATujKCvaREGWpGUionraA==", + "version": "4.1.0", + "resolved": "https://registry.npmjs.org/log-symbols/-/log-symbols-4.1.0.tgz", + "integrity": "sha512-8XPvpAA8uyhfteu8pIvQxpJZ7SYYdpUivZpGy6sFsBuKRY/7rQGavedeB8aK+Zkyq6upMFVL/9AW6vOYzfRyLg==", "requires": { - "chalk": "^4.0.0" + "chalk": "^4.1.0", + "is-unicode-supported": "^0.1.0" } }, "media-typer": { @@ -1253,16 +1259,17 @@ } }, "ora": { - "version": "5.3.0", - "resolved": "https://registry.npmjs.org/ora/-/ora-5.3.0.tgz", - "integrity": "sha512-zAKMgGXUim0Jyd6CXK9lraBnD3H5yPGBPPOkC23a2BG6hsm4Zu6OQSjQuEtV0BHDf4aKHcUFvJiGRrFuW3MG8g==", + "version": "5.4.0", + "resolved": "https://registry.npmjs.org/ora/-/ora-5.4.0.tgz", + "integrity": "sha512-1StwyXQGoU6gdjYkyVcqOLnVlbKj+6yPNNOxJVgpt9t4eksKjiriiHuxktLYkgllwk+D6MbC4ihH84L1udRXPg==", "requires": { - "bl": "^4.0.3", + "bl": "^4.1.0", "chalk": "^4.1.0", "cli-cursor": "^3.1.0", "cli-spinners": "^2.5.0", "is-interactive": "^1.0.0", - "log-symbols": "^4.0.0", + "is-unicode-supported": "^0.1.0", + "log-symbols": "^4.1.0", "strip-ansi": "^6.0.0", "wcwidth": "^1.0.1" } diff --git a/package.json b/package.json index 2955c6f..98189d0 100644 --- a/package.json +++ b/package.json @@ -35,7 +35,7 @@ "moment": "2.29.1", "node-binance-api": "0.12.5", "nodemailer": "6.5.0", - "ora": "5.3.0", + "ora": "5.4.0", "pg": "8.5.1", "socket.io": "4.0.0", "socket.io-client": "4.0.0", From 8a6e9b208845ad5f0c0363c79e997644168f656b Mon Sep 17 00:00:00 2001 From: Ian Gibbs Date: Sat, 20 Mar 2021 14:59:18 +0000 Subject: [PATCH 15/98] Fix typos in gmail notifier --- src/notifiers/gmail.js | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/src/notifiers/gmail.js b/src/notifiers/gmail.js index b46c55d..a16d200 100644 --- a/src/notifiers/gmail.js +++ b/src/notifiers/gmail.js @@ -41,7 +41,7 @@ module.exports = function () { if (!env.USE_GMAIL) return if (typeof message === "string") { - message = createMailMessage("Tading Bot Message", message) + message = createMailMessage("Trading Bot Message", message) } return mailTransport.sendMail(message).catch((error) => { @@ -92,7 +92,7 @@ module.exports = function () { function notifyEnterShortSignal(signal) { return send( createSignalMessage( - "SEL_SIGNAL :: ENTER SHORT TRADE", + "SELL_SIGNAL :: ENTER SHORT TRADE", signal ) ) From 0d771c204269d7de2fddee58907e6de903b3957d Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Sun, 21 Mar 2021 20:09:14 +0000 Subject: [PATCH 16/98] chore(deps): update dependency envalid to v7.1.0 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index 930b57a..c658232 100644 --- a/package-lock.json +++ b/package-lock.json @@ -564,9 +564,9 @@ } }, "envalid": { - "version": "7.0.0", - "resolved": "https://registry.npmjs.org/envalid/-/envalid-7.0.0.tgz", - "integrity": "sha512-uyHMNJqxr44ILkK4SEPJ+cPZ5e+xyj6wP0zvJulXg5r6ITGbyfri8AUlJ6nwD3W8/6fIzvheybkSqiW2sRi3GQ==" + "version": "7.1.0", + "resolved": "https://registry.npmjs.org/envalid/-/envalid-7.1.0.tgz", + "integrity": "sha512-C5rtCxfj+ozW5q79fBYKcBEf0KSNklKwZudjCzXy9ANT8Pz1MKxPBn6unZnYXXy6e+cqVgnEURQeXmdueG9/kA==" }, "es6-promise": { "version": "4.2.8", diff --git a/package.json b/package.json index 98189d0..03bc17f 100644 --- a/package.json +++ b/package.json @@ -29,7 +29,7 @@ "binance-api-node": "0.10.34", "colors": "1.4.0", "dotenv": "8.2.0", - "envalid": "7.0.0", + "envalid": "7.1.0", "express": "4.17.1", "lodash": "4.17.21", "moment": "2.29.1", From 4145b39314195fde127740415481e4cb820f0e23 Mon Sep 17 00:00:00 2001 From: Ian Gibbs Date: Mon, 22 Mar 2021 05:59:30 +0000 Subject: [PATCH 17/98] Remove invalid HTML in email subject --- src/notifiers/gmail.js | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/src/notifiers/gmail.js b/src/notifiers/gmail.js index a16d200..0e1b876 100644 --- a/src/notifiers/gmail.js +++ b/src/notifiers/gmail.js @@ -63,7 +63,7 @@ module.exports = function () { function notifyBuyToCoverSignal(signal) { return send( createSignalMessage( - "BUY_SIGNAL :: BUY TO COVER SHORT TRADE", + "BUY_SIGNAL :: BUY TO COVER SHORT TRADE", signal ) ) @@ -71,20 +71,20 @@ module.exports = function () { function notifyBuyToCoverTraded(signal) { return send( createSignalMessage( - ">> SUCCESS! BUY_SIGNAL :: BUY TO COVER SHORT TRADE", + ">> SUCCESS! BUY_SIGNAL :: BUY TO COVER SHORT TRADE", signal ) ) } function notifyEnterLongSignal(signal) { return send( - createSignalMessage("BUY_SIGNAL :: ENTER LONG TRADE", signal) + createSignalMessage("BUY_SIGNAL :: ENTER LONG TRADE", signal) ) } function notifyEnterLongTraded(signal) { return send( createSignalMessage( - ">> SUCCESS! BUY_SIGNAL :: ENTER LONG TRADE", + ">> SUCCESS! BUY_SIGNAL :: ENTER LONG TRADE", signal ) ) @@ -92,7 +92,7 @@ module.exports = function () { function notifyEnterShortSignal(signal) { return send( createSignalMessage( - "SELL_SIGNAL :: ENTER SHORT TRADE", + "SELL_SIGNAL :: ENTER SHORT TRADE", signal ) ) @@ -100,7 +100,7 @@ module.exports = function () { function notifyEnterShortTraded(signal) { return send( createSignalMessage( - ">> SUCCESS! SELL_SIGNAL :: ENTER SHORT TRADE", + ">> SUCCESS! SELL_SIGNAL :: ENTER SHORT TRADE", signal ) ) @@ -108,7 +108,7 @@ module.exports = function () { function notifyExitLongSignal(signal) { return send( createSignalMessage( - "SELL_SIGNAL :: SELL TO EXIT LONG TRADE", + "SELL_SIGNAL :: SELL TO EXIT LONG TRADE", signal ) ) @@ -116,7 +116,7 @@ module.exports = function () { function notifyExitLongTraded(signal) { return send( createSignalMessage( - ">> SUCCESS! SELL_SIGNAL :: SELL TO EXIT LONG TRADE", + ">> SUCCESS! SELL_SIGNAL :: SELL TO EXIT LONG TRADE", signal ) ) From ec0f2965854215950cab4a9d2168e4dd56f35cd8 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 25 Mar 2021 23:46:35 +0000 Subject: [PATCH 18/98] chore(deps): update node:14.16.0-alpine3.13 docker digest to 00eafdb --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index b0cb5f2..a796eae 100644 --- a/Dockerfile +++ b/Dockerfile @@ -27,7 +27,7 @@ RUN npm install ####################### # Should be the specific version of node:alpine3. -FROM node:14.16.0-alpine3.13@sha256:eb2b2be77fbb7515ba116dbf20b55df0523e9d32e0c7b22bb5d625bdd0ad9109 AS production +FROM node:14.16.0-alpine3.13@sha256:00eafdb082a1f26bc0a2014abfaac9924533c8838fc8d443780cf9e0c045f64e AS production ENV NODE_ENV=production From 70174fdc18358087c860e70ea98ae20108840cd3 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Fri, 26 Mar 2021 13:14:59 +0000 Subject: [PATCH 19/98] chore(deps): update node:14.16.0-alpine3.13 docker digest to ee1c703 --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index a796eae..6ce8263 100644 --- a/Dockerfile +++ b/Dockerfile @@ -27,7 +27,7 @@ RUN npm install ####################### # Should be the specific version of node:alpine3. -FROM node:14.16.0-alpine3.13@sha256:00eafdb082a1f26bc0a2014abfaac9924533c8838fc8d443780cf9e0c045f64e AS production +FROM node:14.16.0-alpine3.13@sha256:ee1c7036d8d2a81557eda8b88ecc797676d1db04bf80e7f826512b12d099ee82 AS production ENV NODE_ENV=production From 32d57ed32ca709b6ebb9381c7ac421e2f9c4825f Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Fri, 26 Mar 2021 17:30:52 +0000 Subject: [PATCH 20/98] chore(deps): update postgres:13.2-alpine docker digest to 8300df7 --- docker-compose.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker-compose.yml b/docker-compose.yml index 9ed1a38..7c451b4 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -15,7 +15,7 @@ services: POSTGRES_DB_FILE: /run/secrets/postgres_db POSTGRES_PASSWORD_FILE: /run/secrets/postgres_password POSTGRES_USER_FILE: /run/secrets/postgres_user - image: postgres:13.2-alpine@sha256:d7f4c46ada617bca23a582b2f42499ca27767f33e0b8f7607553dcff5d493640 + image: postgres:13.2-alpine@sha256:8300df74166d6d51c470ecd6eb322dca252087c240d56e66923c2b4a1c61537f volumes: - postgres_data:/var/lib/postgresql/data ports: From 25e3504c849ea93d80a4fccb72c6b016757fdf0d Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Fri, 26 Mar 2021 23:50:16 +0000 Subject: [PATCH 21/98] chore(deps): update node:14.16.0-buster docker digest to 1034d8d --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index 6ce8263..0714116 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:591bcda2e6b9f9c036de00cd0bac0304110623df8903c87747018b520e1c2f7f AS development +FROM node:14.16.0-buster@sha256:1034d8df27c4601d825bd8f6e8793c379e84e52cc06deb9f8d96720a8821a4b9 AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:591bcda2e6b9f9c036de00cd0bac0304110623df8903c87747018b520e1c2f7f AS build +FROM node:14.16.0-buster@sha256:1034d8df27c4601d825bd8f6e8793c379e84e52cc06deb9f8d96720a8821a4b9 AS build ENV NODE_ENV=production From e746364fca4c90a09e2fb9898a65c185c9457090 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Sat, 27 Mar 2021 05:07:22 +0000 Subject: [PATCH 22/98] chore(deps): update node:14.16.0-buster docker digest to ba19b03 --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index 0714116..72264cc 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:1034d8df27c4601d825bd8f6e8793c379e84e52cc06deb9f8d96720a8821a4b9 AS development +FROM node:14.16.0-buster@sha256:ba19b03b1bc61ea8caf51a104a51228f21c1819d1d8e2177effe0160e9710bab AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:1034d8df27c4601d825bd8f6e8793c379e84e52cc06deb9f8d96720a8821a4b9 AS build +FROM node:14.16.0-buster@sha256:ba19b03b1bc61ea8caf51a104a51228f21c1819d1d8e2177effe0160e9710bab AS build ENV NODE_ENV=production From 69b5242ceda53b7b1d7fb0ab86748b059fa0d390 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Sat, 27 Mar 2021 16:59:38 +0000 Subject: [PATCH 23/98] chore(deps): update node:14.16.0-buster docker digest to 388b9f1 --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index 72264cc..b842fe9 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:ba19b03b1bc61ea8caf51a104a51228f21c1819d1d8e2177effe0160e9710bab AS development +FROM node:14.16.0-buster@sha256:388b9f14c8eb01f2e90f235d11146c6b7daf2f91301085636c497d948b3b5a9a AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:ba19b03b1bc61ea8caf51a104a51228f21c1819d1d8e2177effe0160e9710bab AS build +FROM node:14.16.0-buster@sha256:388b9f14c8eb01f2e90f235d11146c6b7daf2f91301085636c497d948b3b5a9a AS build ENV NODE_ENV=production From b45e3b9ac53d98782a876c3a69463057376907af Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Mon, 29 Mar 2021 17:26:14 +0000 Subject: [PATCH 24/98] chore(deps): update dependency set-interval-async to v2 --- package-lock.json | 21 +++++++++++++++++++++ package.json | 2 +- 2 files changed, 22 insertions(+), 1 deletion(-) diff --git a/package-lock.json b/package-lock.json index c658232..e632966 100644 --- a/package-lock.json +++ b/package-lock.json @@ -4,6 +4,14 @@ "lockfileVersion": 1, "requires": true, "dependencies": { + "@babel/runtime": { + "version": "7.5.0", + "resolved": "https://registry.npmjs.org/@babel/runtime/-/runtime-7.5.0.tgz", + "integrity": "sha512-2xsuyZ0R0RBFwjgae5NpXk8FcfH4qovj5cEM5VEeB7KXnKqzaisIu2HSV/mCEISolJJuR4wkViUGYujA8MH9tw==", + "requires": { + "regenerator-runtime": "^0.13.2" + } + }, "@types/component-emitter": { "version": "1.2.10", "resolved": "https://registry.npmjs.org/@types/component-emitter/-/component-emitter-1.2.10.tgz", @@ -1491,6 +1499,11 @@ "resolved": "https://registry.npmjs.org/reconnecting-websocket/-/reconnecting-websocket-4.4.0.tgz", "integrity": "sha512-D2E33ceRPga0NvTDhJmphEgJ7FUYF0v4lr1ki0csq06OdlxKfugGzN0dSkxM/NfqCxYELK4KcaTOUOjTV6Dcng==" }, + "regenerator-runtime": { + "version": "0.13.7", + "resolved": "https://registry.npmjs.org/regenerator-runtime/-/regenerator-runtime-0.13.7.tgz", + "integrity": "sha512-a54FxoJDIr27pgf7IgeQGxmqUNYrcV338lf/6gH456HZ/PhX+5BcwHXG9ajESmwe6WRO0tAzRUrRmNONWgkrew==" + }, "request": { "version": "2.88.2", "resolved": "https://registry.npmjs.org/request/-/request-2.88.2.tgz", @@ -1605,6 +1618,14 @@ "resolved": "https://registry.npmjs.org/set-blocking/-/set-blocking-2.0.0.tgz", "integrity": "sha1-BF+XgtARrppoA93TgrJDkrPYkPc=" }, + "set-interval-async": { + "version": "2.0.0", + "resolved": "https://registry.npmjs.org/set-interval-async/-/set-interval-async-2.0.0.tgz", + "integrity": "sha512-SDoV9LMh4N9a6MwUiCUuparTANopxYFCRym7NqLGnQyPUKPtqAOK4saYfkae4WQHcz+NrTuIrsjbjGbHEl7lZA==", + "requires": { + "@babel/runtime": "7.5.0" + } + }, "setprototypeof": { "version": "1.1.1", "resolved": "https://registry.npmjs.org/setprototypeof/-/setprototypeof-1.1.1.tgz", diff --git a/package.json b/package.json index 2d0e320..6ad9c5c 100644 --- a/package.json +++ b/package.json @@ -37,7 +37,7 @@ "nodemailer": "6.5.0", "ora": "5.4.0", "pg": "8.5.1", - "set-interval-async": "1.0.34", + "set-interval-async": "2.0.0", "socket.io": "4.0.0", "socket.io-client": "4.0.0", "telebot": "1.4.1", From 542b681edd9cdedeb379d152f573e01f31616e9b Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Wed, 31 Mar 2021 02:41:08 +0000 Subject: [PATCH 25/98] chore(deps): update node:14.16.0-buster docker digest to 2e771a0 --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index b842fe9..2eec416 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:388b9f14c8eb01f2e90f235d11146c6b7daf2f91301085636c497d948b3b5a9a AS development +FROM node:14.16.0-buster@sha256:2e771a0be85c7a09a00c376ed8949c19760d9cb90b683a9d8c11c2a3c482a333 AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:388b9f14c8eb01f2e90f235d11146c6b7daf2f91301085636c497d948b3b5a9a AS build +FROM node:14.16.0-buster@sha256:2e771a0be85c7a09a00c376ed8949c19760d9cb90b683a9d8c11c2a3c482a333 AS build ENV NODE_ENV=production From b40ce0d1358e0ac1e3605431fd469bd437a15ed7 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Wed, 31 Mar 2021 07:07:21 +0000 Subject: [PATCH 26/98] chore(deps): update node:14.16.0-buster docker digest to 11b39f3 --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index 2eec416..1e6c4cf 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:2e771a0be85c7a09a00c376ed8949c19760d9cb90b683a9d8c11c2a3c482a333 AS development +FROM node:14.16.0-buster@sha256:11b39f3d1613ff8d01795aeaf2fe44a47b941284405f4f2c58dbf0e968b33878 AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:2e771a0be85c7a09a00c376ed8949c19760d9cb90b683a9d8c11c2a3c482a333 AS build +FROM node:14.16.0-buster@sha256:11b39f3d1613ff8d01795aeaf2fe44a47b941284405f4f2c58dbf0e968b33878 AS build ENV NODE_ENV=production From 46fdd05e1aa1d599fb9f59076c87552192ab396f Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Wed, 31 Mar 2021 10:12:29 +0000 Subject: [PATCH 27/98] chore(deps): update dependency set-interval-async to v2.0.1 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index e632966..7cac28c 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1619,9 +1619,9 @@ "integrity": "sha1-BF+XgtARrppoA93TgrJDkrPYkPc=" }, "set-interval-async": { - "version": "2.0.0", - "resolved": "https://registry.npmjs.org/set-interval-async/-/set-interval-async-2.0.0.tgz", - "integrity": "sha512-SDoV9LMh4N9a6MwUiCUuparTANopxYFCRym7NqLGnQyPUKPtqAOK4saYfkae4WQHcz+NrTuIrsjbjGbHEl7lZA==", + "version": "2.0.1", + "resolved": "https://registry.npmjs.org/set-interval-async/-/set-interval-async-2.0.1.tgz", + "integrity": "sha512-jCAG1g5Qe1o721mPYglk7f+wPLh0BMIQjjRVsvTXEdAskugMUSlYGb8iQ6XU6+u94V2VNBsfNXLXfuIeNw3AJA==", "requires": { "@babel/runtime": "7.5.0" } diff --git a/package.json b/package.json index 6ad9c5c..7f15abf 100644 --- a/package.json +++ b/package.json @@ -37,7 +37,7 @@ "nodemailer": "6.5.0", "ora": "5.4.0", "pg": "8.5.1", - "set-interval-async": "2.0.0", + "set-interval-async": "2.0.1", "socket.io": "4.0.0", "socket.io-client": "4.0.0", "telebot": "1.4.1", From eade5db1f59b137fe2cecc9038589740907f4ca5 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 1 Apr 2021 01:51:25 +0000 Subject: [PATCH 28/98] chore(deps): update node:14.16.0-buster docker digest to e09a631 --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index 1e6c4cf..66d29df 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:11b39f3d1613ff8d01795aeaf2fe44a47b941284405f4f2c58dbf0e968b33878 AS development +FROM node:14.16.0-buster@sha256:e09a63130ce4ec4b20af5bd07e2029a0ef26f64f1f496f0854f5b1ff1aa69575 AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:11b39f3d1613ff8d01795aeaf2fe44a47b941284405f4f2c58dbf0e968b33878 AS build +FROM node:14.16.0-buster@sha256:e09a63130ce4ec4b20af5bd07e2029a0ef26f64f1f496f0854f5b1ff1aa69575 AS build ENV NODE_ENV=production From 4fa9c752b10da4436a5b740d45ef2ef63304ea8f Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 1 Apr 2021 04:27:45 +0000 Subject: [PATCH 29/98] chore(deps): update node:14.16.0-alpine3.13 docker digest to 2c51dc4 --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index 66d29df..d0d9a89 100644 --- a/Dockerfile +++ b/Dockerfile @@ -27,7 +27,7 @@ RUN npm install ####################### # Should be the specific version of node:alpine3. -FROM node:14.16.0-alpine3.13@sha256:ee1c7036d8d2a81557eda8b88ecc797676d1db04bf80e7f826512b12d099ee82 AS production +FROM node:14.16.0-alpine3.13@sha256:2c51dc462a02f15621e7486774d36d048a27225d581374b002b8477a79a59b4b AS production ENV NODE_ENV=production From 04a033f5f89f8d189947b02bbc25508250aa1861 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 1 Apr 2021 09:57:19 +0000 Subject: [PATCH 30/98] chore(deps): update dependency binance-api-node to v0.10.35 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index 7cac28c..d3b4836 100644 --- a/package-lock.json +++ b/package-lock.json @@ -201,9 +201,9 @@ "integrity": "sha512-IdZR9mh6ahOBv/hYGiXyVuyCetmGJhtYkqLBpTStdhEGjegpPlUawydyaF3pbIOFynJTpllEs+NP+CS9jKFLjA==" }, "binance-api-node": { - "version": "0.10.34", - "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.34.tgz", - "integrity": "sha512-iThCps2Kl5Hdr3g9dLrIGIKIRW7fiaCpY7cFavAkorRpv1GM+YPhPNPLJzt69BRQvUmxv1+3QMbyKlzg8jvWEg==", + "version": "0.10.35", + "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.35.tgz", + "integrity": "sha512-+HR9NJAkb7qmLT5tfsJgQjU3FM5U7Sozbx1A0XxyHSyTwy1A85N9rzy/c4vCobZvSASVov9c3BzMltFIf0piDA==", "requires": { "isomorphic-fetch": "^2.2.1", "isomorphic-ws": "^4.0.1", diff --git a/package.json b/package.json index 7f15abf..de744aa 100644 --- a/package.json +++ b/package.json @@ -26,7 +26,7 @@ "dependencies": { "axios": "0.21.1", "bignumber.js": "9.0.1", - "binance-api-node": "0.10.34", + "binance-api-node": "0.10.35", "colors": "1.4.0", "dotenv": "8.2.0", "envalid": "7.1.0", From 7f49666462f4bf48a64902aa11b0c725f8a73355 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 1 Apr 2021 13:08:34 +0000 Subject: [PATCH 31/98] chore(deps): update postgres:13.2-alpine docker digest to 223943f --- docker-compose.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker-compose.yml b/docker-compose.yml index 7c451b4..320bbb0 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -15,7 +15,7 @@ services: POSTGRES_DB_FILE: /run/secrets/postgres_db POSTGRES_PASSWORD_FILE: /run/secrets/postgres_password POSTGRES_USER_FILE: /run/secrets/postgres_user - image: postgres:13.2-alpine@sha256:8300df74166d6d51c470ecd6eb322dca252087c240d56e66923c2b4a1c61537f + image: postgres:13.2-alpine@sha256:223943fb0ed328fa8571832cc0f5983b740a0a4b89694e88264e7e91204017f4 volumes: - postgres_data:/var/lib/postgresql/data ports: From 5c2f5d2d8115c50f34354584cd641b7397005057 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 1 Apr 2021 15:57:38 +0000 Subject: [PATCH 32/98] chore(deps): update socket.io packages to v4.0.1 --- package-lock.json | 24 ++++++++++++------------ package.json | 4 ++-- 2 files changed, 14 insertions(+), 14 deletions(-) diff --git a/package-lock.json b/package-lock.json index d3b4836..8819816 100644 --- a/package-lock.json +++ b/package-lock.json @@ -28,9 +28,9 @@ "integrity": "sha512-C7srjHiVG3Ey1nR6d511dtDkCEjxuN9W1HWAEjGq8kpcwmNM6JJkpC0xvabM7BXTG2wDq8Eu33iH9aQKa7IvLQ==" }, "@types/node": { - "version": "14.14.34", - "resolved": "https://registry.npmjs.org/@types/node/-/node-14.14.34.tgz", - "integrity": "sha512-dBPaxocOK6UVyvhbnpFIj2W+S+1cBTkHQbFQfeeJhoKFbzYcVUGHvddeWPSucKATb3F0+pgDq0i6ghEaZjsugA==" + "version": "14.14.37", + "resolved": "https://registry.npmjs.org/@types/node/-/node-14.14.37.tgz", + "integrity": "sha512-XYmBiy+ohOR4Lh5jE379fV2IU+6Jn4g5qASinhitfyO71b/sCo6MKsMLF5tc7Zf2CE8hViVQyYSobJNke8OvUw==" }, "abbrev": { "version": "1.1.1", @@ -533,9 +533,9 @@ } }, "engine.io-client": { - "version": "5.0.0", - "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-5.0.0.tgz", - "integrity": "sha512-e6GK0Fqvq45Nu/j7YdIVqXtDPvlsggAcfml3QiEiGdJ1qeh7IQU6knxSN3+yy9BmbnXtIfjo1hK4MFyHKdc9mQ==", + "version": "5.0.1", + "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-5.0.1.tgz", + "integrity": "sha512-CQtGN3YwfvbxVwpPugcsHe5rHT4KgT49CEcQppNtu9N7WxbPN0MAG27lGaem7bvtCFtGNLSL+GEqXsFSz36jTg==", "requires": { "base64-arraybuffer": "0.1.4", "component-emitter": "~1.3.0", @@ -1642,9 +1642,9 @@ "integrity": "sha512-iVICrxOzCynf/SNaBQCw34eM9jROU/s5rzIhpOvzhzuYHfJR/DhZfDkXiZSgKXfgv26HT3Yni3AV/DGw0cGnnw==" }, "socket.io": { - "version": "4.0.0", - "resolved": "https://registry.npmjs.org/socket.io/-/socket.io-4.0.0.tgz", - "integrity": "sha512-/c1riZMV/4yz7KEpaMhDQbwhJDIoO55whXaRKgyEBQrLU9zUHXo9rzeTMvTOqwL9mbKfHKdrXcMoCeQ/1YtMsg==", + "version": "4.0.1", + "resolved": "https://registry.npmjs.org/socket.io/-/socket.io-4.0.1.tgz", + "integrity": "sha512-g8eZB9lV0f4X4gndG0k7YZAywOg1VxYgCUspS4V+sDqsgI/duqd0AW84pKkbGj/wQwxrqrEq+VZrspRfTbHTAQ==", "requires": { "@types/cookie": "^0.4.0", "@types/cors": "^2.8.8", @@ -1678,9 +1678,9 @@ "integrity": "sha512-rG49L+FwaVEwuAdeBRq49M97YI3ElVabJPzvHT9S6a2CWhDKnjSFasvwAwSYPRhQzfn4NtDIbCaGYgOCOU/rlg==" }, "socket.io-client": { - "version": "4.0.0", - "resolved": "https://registry.npmjs.org/socket.io-client/-/socket.io-client-4.0.0.tgz", - "integrity": "sha512-27yQxmXJAEYF19Ygyl8FPJ0if0wegpSmkIIbrWJeI7n7ST1JyH8bbD5v3fjjGY5cfCanACJ3dARUAyiVFNrlTQ==", + "version": "4.0.1", + "resolved": "https://registry.npmjs.org/socket.io-client/-/socket.io-client-4.0.1.tgz", + "integrity": "sha512-6AkaEG5zrVuSVW294cH1chioag9i1OqnCYjKwTc3EBGXbnyb98Lw7yMa40ifLjFj3y6fsFKsd0llbUZUCRf3Qw==", "requires": { "@types/component-emitter": "^1.2.10", "backo2": "~1.0.2", diff --git a/package.json b/package.json index de744aa..949b249 100644 --- a/package.json +++ b/package.json @@ -38,8 +38,8 @@ "ora": "5.4.0", "pg": "8.5.1", "set-interval-async": "2.0.1", - "socket.io": "4.0.0", - "socket.io-client": "4.0.0", + "socket.io": "4.0.1", + "socket.io-client": "4.0.1", "telebot": "1.4.1", "tulind": "0.8.18" } From 9a4e453d7d5864e202a98145d8a233fb24dbacd1 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 1 Apr 2021 18:26:45 +0000 Subject: [PATCH 33/98] chore(deps): update postgres:13.2-alpine docker digest to e999050 --- docker-compose.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker-compose.yml b/docker-compose.yml index 320bbb0..9663d2b 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -15,7 +15,7 @@ services: POSTGRES_DB_FILE: /run/secrets/postgres_db POSTGRES_PASSWORD_FILE: /run/secrets/postgres_password POSTGRES_USER_FILE: /run/secrets/postgres_user - image: postgres:13.2-alpine@sha256:223943fb0ed328fa8571832cc0f5983b740a0a4b89694e88264e7e91204017f4 + image: postgres:13.2-alpine@sha256:e9990502ab1fec7d03db2754959ca388584966b31889a1d0d9e36de19ca28d7b volumes: - postgres_data:/var/lib/postgresql/data ports: From 57930040f75c64f20369dbb015bf334b475abed3 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Fri, 2 Apr 2021 02:12:23 +0000 Subject: [PATCH 34/98] chore(deps): update postgres:13.2-alpine docker digest to 21d435e --- docker-compose.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker-compose.yml b/docker-compose.yml index 9663d2b..3a94ec5 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -15,7 +15,7 @@ services: POSTGRES_DB_FILE: /run/secrets/postgres_db POSTGRES_PASSWORD_FILE: /run/secrets/postgres_password POSTGRES_USER_FILE: /run/secrets/postgres_user - image: postgres:13.2-alpine@sha256:e9990502ab1fec7d03db2754959ca388584966b31889a1d0d9e36de19ca28d7b + image: postgres:13.2-alpine@sha256:21d435eefad33e2a39fdb8b7486997601f6c006ea707fba865da138ec61f6e70 volumes: - postgres_data:/var/lib/postgresql/data ports: From e47b7fdf840ba4ba9b4c19bde401d084d065f4a5 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Mon, 5 Apr 2021 16:24:02 +0000 Subject: [PATCH 35/98] chore(deps): update dependency binance-api-node to v0.10.36 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index 8819816..bc97480 100644 --- a/package-lock.json +++ b/package-lock.json @@ -201,9 +201,9 @@ "integrity": "sha512-IdZR9mh6ahOBv/hYGiXyVuyCetmGJhtYkqLBpTStdhEGjegpPlUawydyaF3pbIOFynJTpllEs+NP+CS9jKFLjA==" }, "binance-api-node": { - "version": "0.10.35", - "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.35.tgz", - "integrity": "sha512-+HR9NJAkb7qmLT5tfsJgQjU3FM5U7Sozbx1A0XxyHSyTwy1A85N9rzy/c4vCobZvSASVov9c3BzMltFIf0piDA==", + "version": "0.10.36", + "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.36.tgz", + "integrity": "sha512-sUA4STbWIofBWyQwzJUbWG0b/us6xrGbc61aYHHFKA+ApV3bFdyfZ5BYe2mU6p0myKWwE5bSrR16Kri6LbzVUA==", "requires": { "isomorphic-fetch": "^2.2.1", "isomorphic-ws": "^4.0.1", diff --git a/package.json b/package.json index 949b249..82b90f1 100644 --- a/package.json +++ b/package.json @@ -26,7 +26,7 @@ "dependencies": { "axios": "0.21.1", "bignumber.js": "9.0.1", - "binance-api-node": "0.10.35", + "binance-api-node": "0.10.36", "colors": "1.4.0", "dotenv": "8.2.0", "envalid": "7.1.0", From 2daf1c5f302396e977174038685980c9151e522a Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 6 Apr 2021 07:28:55 +0200 Subject: [PATCH 36/98] feat(docker): add node-binance-trader trader service to compose file --- docker-compose.yml | 6 ++++++ docker/secrets/node-binance-trader/secrets.env.template | 3 +++ 2 files changed, 9 insertions(+) create mode 100644 docker/secrets/node-binance-trader/secrets.env.template diff --git a/docker-compose.yml b/docker-compose.yml index 3a94ec5..20b5aec 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -9,6 +9,12 @@ secrets: # The database's default user. file: ./docker/secrets/postgres/user.secret services: + node-binance-trader: + # You cannot access the trader via a web interface. + command: yarn run trader + image: herve76/node-binance-trader:latest + volumes: + - ./docker/secrets/node-binance-trader/secrets.env:/srv/app/.env:ro postgres: # This runs the database that everything else connects to environment: diff --git a/docker/secrets/node-binance-trader/secrets.env.template b/docker/secrets/node-binance-trader/secrets.env.template new file mode 100644 index 0000000..f0e6c10 --- /dev/null +++ b/docker/secrets/node-binance-trader/secrets.env.template @@ -0,0 +1,3 @@ +BINANCE_API_KEY= +BINANCE_SECRET_KEY= +BVA_API_KEY= From 320768626ff8af052e4b64e993437b0d7e190cfe Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Tue, 6 Apr 2021 07:28:39 +0000 Subject: [PATCH 37/98] chore(deps): pin herve76/node-binance-trader docker tag --- docker-compose.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker-compose.yml b/docker-compose.yml index 20b5aec..f42ab42 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -12,7 +12,7 @@ services: node-binance-trader: # You cannot access the trader via a web interface. command: yarn run trader - image: herve76/node-binance-trader:latest + image: herve76/node-binance-trader:latest@sha256:70989d050d7f955d88f46c6bc8f59d6ccc1d6f57a9a67fd555e936ab5fd6ee1c volumes: - ./docker/secrets/node-binance-trader/secrets.env:/srv/app/.env:ro postgres: From 51eec14d0da271fba1f800d06d5f5debc7da4188 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Wed, 7 Apr 2021 11:28:38 +0000 Subject: [PATCH 38/98] chore(deps): update docker/setup-buildx-action action to v1.1.2 --- .github/workflows/ci.yml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 5b9b16c..2fda6d4 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -15,7 +15,7 @@ jobs: - name: Docker Buildx setup id: buildx - uses: docker/setup-buildx-action@v1.1.1 + uses: docker/setup-buildx-action@v1.1.2 - name: Registry login if: github.event_name != 'pull_request' @@ -93,7 +93,7 @@ jobs: - name: Docker Buildx setup id: buildx - uses: docker/setup-buildx-action@v1.1.1 + uses: docker/setup-buildx-action@v1.1.2 - name: Build "build" run: | From eadb7ebaa703293ff7afef05c4a25013e9bd6949 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Wed, 7 Apr 2021 21:58:41 +0000 Subject: [PATCH 39/98] chore(deps): update node docker tag to v14.16.1 --- Dockerfile | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/Dockerfile b/Dockerfile index d0d9a89..8da6413 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:e09a63130ce4ec4b20af5bd07e2029a0ef26f64f1f496f0854f5b1ff1aa69575 AS development +FROM node:14.16.1-buster@sha256:27ded04cb5d853120488a0b3965e846553b4c58aa09ce7586528f75285e5407c AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.0-buster@sha256:e09a63130ce4ec4b20af5bd07e2029a0ef26f64f1f496f0854f5b1ff1aa69575 AS build +FROM node:14.16.1-buster@sha256:27ded04cb5d853120488a0b3965e846553b4c58aa09ce7586528f75285e5407c AS build ENV NODE_ENV=production @@ -27,7 +27,7 @@ RUN npm install ####################### # Should be the specific version of node:alpine3. -FROM node:14.16.0-alpine3.13@sha256:2c51dc462a02f15621e7486774d36d048a27225d581374b002b8477a79a59b4b AS production +FROM node:14.16.1-alpine3.13@sha256:456c8212fc3d61b32ef1e88903e4aaa2138f4bef2d4407938c667ad78d89f099 AS production ENV NODE_ENV=production From cf8f2283b6309813cbc6c6ad791ba4e63d440fdb Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 8 Apr 2021 01:23:35 +0000 Subject: [PATCH 40/98] chore(deps): update node:14.16.1-alpine3.13 docker digest to 4ffbef0 --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index 8da6413..ab0b167 100644 --- a/Dockerfile +++ b/Dockerfile @@ -27,7 +27,7 @@ RUN npm install ####################### # Should be the specific version of node:alpine3. -FROM node:14.16.1-alpine3.13@sha256:456c8212fc3d61b32ef1e88903e4aaa2138f4bef2d4407938c667ad78d89f099 AS production +FROM node:14.16.1-alpine3.13@sha256:4ffbef007b0214706fb8ec92353ccd5b0a12d9d1522e0f2c5e0a8bde3f9d8985 AS production ENV NODE_ENV=production From 2a5269164024eb847286f8cc84fa6fe095a50f71 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 8 Apr 2021 05:05:49 +0000 Subject: [PATCH 41/98] chore(deps): update node:14.16.1-buster docker digest to eef937c --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index ab0b167..75bb2ef 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.1-buster@sha256:27ded04cb5d853120488a0b3965e846553b4c58aa09ce7586528f75285e5407c AS development +FROM node:14.16.1-buster@sha256:eef937cf9094dfdc37e549c9d268c6aac98e807afc820db7fdec6fee15c91099 AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.1-buster@sha256:27ded04cb5d853120488a0b3965e846553b4c58aa09ce7586528f75285e5407c AS build +FROM node:14.16.1-buster@sha256:eef937cf9094dfdc37e549c9d268c6aac98e807afc820db7fdec6fee15c91099 AS build ENV NODE_ENV=production From 0476b2598be80a434b60a0dac2d8c0e869c71b59 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 8 Apr 2021 16:31:19 +0000 Subject: [PATCH 42/98] chore(deps): update dependency binance-api-node to v0.10.37 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index bc97480..939e845 100644 --- a/package-lock.json +++ b/package-lock.json @@ -201,9 +201,9 @@ "integrity": "sha512-IdZR9mh6ahOBv/hYGiXyVuyCetmGJhtYkqLBpTStdhEGjegpPlUawydyaF3pbIOFynJTpllEs+NP+CS9jKFLjA==" }, "binance-api-node": { - "version": "0.10.36", - "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.36.tgz", - "integrity": "sha512-sUA4STbWIofBWyQwzJUbWG0b/us6xrGbc61aYHHFKA+ApV3bFdyfZ5BYe2mU6p0myKWwE5bSrR16Kri6LbzVUA==", + "version": "0.10.37", + "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.37.tgz", + "integrity": "sha512-nliE7cz+Q2l70j60atHvAnGWPEbC7SWU4wmtwauIoZscWexk+A+bDBlQQMHjis83rM4OkZVPMzRJMrkmFNCNFg==", "requires": { "isomorphic-fetch": "^2.2.1", "isomorphic-ws": "^4.0.1", diff --git a/package.json b/package.json index 82b90f1..61ad999 100644 --- a/package.json +++ b/package.json @@ -26,7 +26,7 @@ "dependencies": { "axios": "0.21.1", "bignumber.js": "9.0.1", - "binance-api-node": "0.10.36", + "binance-api-node": "0.10.37", "colors": "1.4.0", "dotenv": "8.2.0", "envalid": "7.1.0", From 9243f5e605c3a3a89585eb2745397d643add2aaa Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Fri, 9 Apr 2021 17:09:11 +0200 Subject: [PATCH 43/98] feat(notifiers): patch formatting --- src/notifiers/gmail.js | 167 +++++++++++++++++--------------------- src/notifiers/index.js | 23 +++--- src/notifiers/telegram.js | 109 +++++++++++-------------- 3 files changed, 134 insertions(+), 165 deletions(-) diff --git a/src/notifiers/gmail.js b/src/notifiers/gmail.js index 0e1b876..3b9d88a 100644 --- a/src/notifiers/gmail.js +++ b/src/notifiers/gmail.js @@ -3,31 +3,6 @@ const env = require("../env") const gmail_address = env.GMAIL_ADDRESS const gmail_app_password = env.GMAIL_APP_PASSWORD -function createMailMessage(subject, html) { - return { - from: '"🐬 BVA " ', - to: gmail_address, - subject, - text: html, - html, - } -} - -function createSignalMessage(base, signal) { - const subject = - base + - " :: " + - signal.stratname + - " " + - signal.pair + - " " + - signal.price - - const text = (signal.score ? "score: " + signal.score : "score: NA") + "\n" - - return createMailMessage(subject, text) -} - module.exports = function () { if (!env.USE_GMAIL) return {} @@ -60,77 +35,85 @@ module.exports = function () { }) } - function notifyBuyToCoverSignal(signal) { - return send( - createSignalMessage( - "BUY_SIGNAL :: BUY TO COVER SHORT TRADE", - signal - ) - ) - } - function notifyBuyToCoverTraded(signal) { - return send( - createSignalMessage( - ">> SUCCESS! BUY_SIGNAL :: BUY TO COVER SHORT TRADE", - signal - ) - ) - } - function notifyEnterLongSignal(signal) { - return send( - createSignalMessage("BUY_SIGNAL :: ENTER LONG TRADE", signal) - ) - } - function notifyEnterLongTraded(signal) { - return send( - createSignalMessage( - ">> SUCCESS! BUY_SIGNAL :: ENTER LONG TRADE", - signal - ) - ) - } - function notifyEnterShortSignal(signal) { - return send( - createSignalMessage( - "SELL_SIGNAL :: ENTER SHORT TRADE", - signal - ) - ) - } - function notifyEnterShortTraded(signal) { - return send( - createSignalMessage( - ">> SUCCESS! SELL_SIGNAL :: ENTER SHORT TRADE", - signal - ) - ) - } - function notifyExitLongSignal(signal) { - return send( - createSignalMessage( - "SELL_SIGNAL :: SELL TO EXIT LONG TRADE", - signal - ) - ) - } - function notifyExitLongTraded(signal) { - return send( - createSignalMessage( - ">> SUCCESS! SELL_SIGNAL :: SELL TO EXIT LONG TRADE", - signal - ) - ) - } - return { - notifyBuyToCoverSignal, - notifyBuyToCoverTraded, notifyEnterLongSignal, - notifyEnterLongTraded, + notifyEnterLongSignalTraded, notifyEnterShortSignal, - notifyEnterShortTraded, + notifyEnterShortSignalTraded, notifyExitLongSignal, - notifyExitLongTraded, + notifyExitLongSignalTraded, + notifyExitShortSignal, + notifyExitShortSignalTraded, send, } } + +function createSignalMessage(base, signal) { + return createMailMessage( + base, + base + + "\n" + + "strategy: " + + signal.stratname + + "\n" + + "pair: " + + signal.pair + + "\n" + + "price: " + + signal.price + + "\n" + + "score: " + + (signal.score || "N/A") + ) +} + +function createMailMessage(subject, html) { + return { + from: '"🐬 BVA " ', + to: gmail_address, + subject, + text: html, + html, + } +} + +function notifyEnterLongSignal(signal) { + return send( + createSignalMessage("BUY SIGNAL to enter long trade.", signal) + ) +} +function notifyEnterLongSignalTraded(signal) { + return send( + createSignalMessage("SUCCESS! Entered long trade.", signal) + ) +} +function notifyEnterShortSignal(signal) { + return send( + createSignalMessage("SELL SIGNAL to enter short trade.", signal) + ) +} +function notifyEnterShortSignalTraded(signal) { + return send( + createSignalMessage("SUCCESS! Entered short trade.", signal) + ) +} +function notifyExitLongSignal(signal) { + return send( + createSignalMessage("SELL SIGNAL to exit long trade.", signal) + ) +} +function notifyExitLongSignalTraded(signal) { + return send( + createSignalMessage("SUCCESS! Exited long trade.", signal) + ) +} +function notifyExitShortSignal(signal) { + return send( + createSignalMessage("BUY SIGNAL to exit short trade.", signal) + ) +} +function notifyExitShortSignalTraded(signal) { + return send( + createSignalMessage("SUCCESS! Exited short trade.", signal) + ) +} diff --git a/src/notifiers/index.js b/src/notifiers/index.js index a954826..5770aba 100644 --- a/src/notifiers/index.js +++ b/src/notifiers/index.js @@ -2,29 +2,30 @@ const env = require("./../env") module.exports = function (trading_pairs) { const notifiers = [] - if (env.USE_TELEGRAM) notifiers.push(require("./telegram")(trading_pairs)) + if (env.USE_GMAIL) notifiers.push(require("./gmail")()) + if (env.USE_TELEGRAM) notifiers.push(require("./telegram")(trading_pairs)) const notifyAllFor = (method, arg) => notifiers.forEach((n) => n[method] && n[method](arg)) return { - notifyBuyToCoverSignal: (signal) => - notifyAllFor("notifyBuyToCoverSignal", signal), - notifyBuyToCoverTraded: (signal) => - notifyAllFor("notifyBuyToCoverTraded", signal), notifyEnterLongSignal: (signal) => notifyAllFor("notifyEnterLongSignal", signal), - notifyEnterLongTraded: (signal) => - notifyAllFor("notifyEnterLongTraded", signal), + notifyEnterLongSignalTraded: (signal) => + notifyAllFor("notifyEnterLongSignalTraded", signal), notifyEnterShortSignal: (signal) => notifyAllFor("notifyEnterShortSignal", signal), - notifyEnterShortTraded: (signal) => - notifyAllFor("notifyEnterShortTraded", signal), + notifyEnterShortSignalTraded: (signal) => + notifyAllFor("notifyEnterShortSignalTraded", signal), notifyExitLongSignal: (signal) => notifyAllFor("notifyExitLongSignal", signal), - notifyExitLongTraded: (signal) => - notifyAllFor("notifyExitLongTraded", signal), + notifyExitLongSignalTraded: (signal) => + notifyAllFor("notifyExitLongSignalTraded", signal), + notifyExitShortSignal: (signal) => + notifyAllFor("notifyExitShortSignal", signal), + notifyExitShortSignalTraded: (signal) => + notifyAllFor("notifyExitShortSignalTraded", signal), send: (message) => notifyAllFor("send", message), } } diff --git a/src/notifiers/telegram.js b/src/notifiers/telegram.js index 832bb9d..8458bd0 100644 --- a/src/notifiers/telegram.js +++ b/src/notifiers/telegram.js @@ -8,38 +8,53 @@ const TeleBot = require("telebot") let telBot module.exports = function (trading_pairs) { - if (!env.USE_TELEGRAM) return publicMethods + if (!env.USE_TELEGRAM) return {} telBot = new TeleBot(env.TELEGRAM_API_KEY) - // Get channel id. telBot.on("/info", async (msg) => { - let response = "Open Trades: " + _.values(trading_pairs).length + "\n" - // Uncomment to include channel id. - // response += "Channel ID : "+msg.chat.id+"\n" - return send(response) + return send( + "Open Trades: " + + _.values(trading_pairs).length + + "\n" + + "Channel ID : " + + msg.chat.id + ) }) - telBot.on("start", () => { send("Trader Bot started!") }) - telBot.start() - return publicMethods + + return { + notifyEnterLongSignal, + notifyEnterLongSignalTraded, + notifyEnterShortSignal, + notifyEnterShortSignalTraded, + notifyExitLongSignal, + notifyExitLongSignalTraded, + notifyExitShortSignal, + notifyExitShortSignalTraded, + send, + } } function createSignalMessage(base, signal) { - let msg = + return ( base + - " :: " + + "\n" + + "strategy: " + signal.stratname + - " " + + "\n" + + "pair: " + signal.pair + - " " + + "\n" + + "price: " + signal.price + - "\n" - msg += (signal.score ? "score: " + signal.score : "score: NA") + "\n" - return msg + "\n" + + "score: " + + (signal.score || "N/A") + ) } function send(message) { @@ -50,73 +65,43 @@ function send(message) { }) } -function notifyBuyToCoverSignal(signal) { +function notifyEnterLongSignal(signal) { return send( - createSignalMessage( - "BUY_SIGNAL :: BUY TO COVER SHORT TRADE", - signal - ) + createSignalMessage("BUY SIGNAL to enter long trade.", signal) ) } -function notifyBuyToCoverTraded(signal) { +function notifyEnterLongSignalTraded(signal) { return send( - createSignalMessage( - ">> SUCCESS! BUY_SIGNAL :: BUY TO COVER SHORT TRADE", - signal - ) + createSignalMessage("SUCCESS! Entered long trade.", signal) ) } -function notifyEnterLongSignal(signal) { +function notifyEnterShortSignal(signal) { return send( - createSignalMessage("BUY_SIGNAL :: ENTER LONG TRADE", signal) + createSignalMessage("SELL SIGNAL to enter short trade.", signal) ) } -function notifyEnterLongTraded(signal) { +function notifyEnterShortSignalTraded(signal) { return send( - createSignalMessage( - ">> SUCCESS! BUY_SIGNAL :: ENTER LONG TRADE", - signal - ) + createSignalMessage("SUCCESS! Entered short trade.", signal) ) } -function notifyEnterShortSignal(signal) { +function notifyExitLongSignal(signal) { return send( - createSignalMessage("SELL_SIGNAL :: ENTER SHORT TRADE", signal) + createSignalMessage("SELL SIGNAL to exit long trade.", signal) ) } -function notifyEnterShortTraded(signal) { +function notifyExitLongSignalTraded(signal) { return send( - createSignalMessage( - ">> SUCCESS! SELL_SIGNAL :: ENTER SHORT TRADE", - signal - ) + createSignalMessage("SUCCESS! Exited long trade.", signal) ) } -function notifyExitLongSignal(signal) { +function notifyExitShortSignal(signal) { return send( - createSignalMessage( - "SELL_SIGNAL :: SELL TO EXIT LONG TRADE", - signal - ) + createSignalMessage("BUY SIGNAL to exit short trade.", signal) ) } -function notifyExitLongTraded(signal) { +function notifyExitShortSignalTraded(signal) { return send( - createSignalMessage( - ">> SUCCESS! SELL_SIGNAL :: SELL TO EXIT LONG TRADE", - signal - ) + createSignalMessage("SUCCESS! Exited short trade.", signal) ) } - -const publicMethods = { - notifyBuyToCoverSignal, - notifyBuyToCoverTraded, - notifyEnterLongSignal, - notifyEnterLongTraded, - notifyEnterShortSignal, - notifyEnterShortTraded, - notifyExitLongSignal, - notifyExitLongTraded, - send, -} From b2596e71bbaead932ea397883baafa978e944502 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Fri, 9 Apr 2021 17:48:03 +0200 Subject: [PATCH 44/98] ci: correct development branch name --- .github/workflows/ci.yml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 2fda6d4..9ad845e 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -32,7 +32,7 @@ jobs: echo IMAGE_ID=$IMAGE_ID echo VERSION=$VERSION - # Push the Docker image to the registry on git pushes that either pushed a tag or one of the following branches: [master, develop] + # Push the Docker image to the registry on git pushes that either pushed a tag or one of the following branches: [master, testing] if [[ ( "${{ github.event_name }}" == "create" @@ -48,7 +48,7 @@ jobs: ( $VERSION == "latest" || - $VERSION == "develop" + $VERSION == "testing" ) ) ]] From 55a4475c05c48e3d61531f0c9b71b3df20535808 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Sat, 10 Apr 2021 08:22:43 +0000 Subject: [PATCH 45/98] chore(deps): update node:14.16.1-buster docker digest to ecad99f --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index 75bb2ef..a1919c1 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.1-buster@sha256:eef937cf9094dfdc37e549c9d268c6aac98e807afc820db7fdec6fee15c91099 AS development +FROM node:14.16.1-buster@sha256:ecad99f9bc68045675b8cc2db95a6b20ce3cdcf5a0c66a22a82b515823e3abf4 AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.1-buster@sha256:eef937cf9094dfdc37e549c9d268c6aac98e807afc820db7fdec6fee15c91099 AS build +FROM node:14.16.1-buster@sha256:ecad99f9bc68045675b8cc2db95a6b20ce3cdcf5a0c66a22a82b515823e3abf4 AS build ENV NODE_ENV=production From 201b651560938859cb8364153c0d3126d2df9294 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Sat, 10 Apr 2021 12:43:11 +0000 Subject: [PATCH 46/98] chore(deps): update node:14.16.1-buster docker digest to 2987c99 --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index a1919c1..d9c872a 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.1-buster@sha256:ecad99f9bc68045675b8cc2db95a6b20ce3cdcf5a0c66a22a82b515823e3abf4 AS development +FROM node:14.16.1-buster@sha256:2987c9901737e98c482efa355eb58337c114e806f7d65ef6ccdd5d5781969930 AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.1-buster@sha256:ecad99f9bc68045675b8cc2db95a6b20ce3cdcf5a0c66a22a82b515823e3abf4 AS build +FROM node:14.16.1-buster@sha256:2987c9901737e98c482efa355eb58337c114e806f7d65ef6ccdd5d5781969930 AS build ENV NODE_ENV=production From ba76c8fe523c6c5723c8c7173ceb94a0257d821e Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Sat, 10 Apr 2021 15:55:06 +0000 Subject: [PATCH 47/98] chore(deps): update node:14.16.1-buster docker digest to 509f895 --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index d9c872a..f2f17e6 100644 --- a/Dockerfile +++ b/Dockerfile @@ -1,6 +1,6 @@ ############# # Should be the specific version of node:alpine3. -FROM node:14.16.1-buster@sha256:2987c9901737e98c482efa355eb58337c114e806f7d65ef6ccdd5d5781969930 AS development +FROM node:14.16.1-buster@sha256:509f8951071aad29c33f5b8add246f2dfe98ae4b5120a7a53b495584a9be54f1 AS development WORKDIR /srv/app/ @@ -13,7 +13,7 @@ COPY ./ ./ ######################## # Should be the specific version of node:alpine3. -FROM node:14.16.1-buster@sha256:2987c9901737e98c482efa355eb58337c114e806f7d65ef6ccdd5d5781969930 AS build +FROM node:14.16.1-buster@sha256:509f8951071aad29c33f5b8add246f2dfe98ae4b5120a7a53b495584a9be54f1 AS build ENV NODE_ENV=production From 443f5b2a8e680816c9e8a2ee6f83306c22a0534f Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Sun, 11 Apr 2021 17:13:44 +0000 Subject: [PATCH 48/98] chore(deps): update dependency binance-api-node to v0.10.38 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index 939e845..531e2ca 100644 --- a/package-lock.json +++ b/package-lock.json @@ -201,9 +201,9 @@ "integrity": "sha512-IdZR9mh6ahOBv/hYGiXyVuyCetmGJhtYkqLBpTStdhEGjegpPlUawydyaF3pbIOFynJTpllEs+NP+CS9jKFLjA==" }, "binance-api-node": { - "version": "0.10.37", - "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.37.tgz", - "integrity": "sha512-nliE7cz+Q2l70j60atHvAnGWPEbC7SWU4wmtwauIoZscWexk+A+bDBlQQMHjis83rM4OkZVPMzRJMrkmFNCNFg==", + "version": "0.10.38", + "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.38.tgz", + "integrity": "sha512-MaVpGP8DiJFg31MzvWaoDm6KnWDreIHHxOveHLmWMoQeWEKq5/w/sYSgvdK5fpx88xWGkx85XshwWueWYgyMyA==", "requires": { "isomorphic-fetch": "^2.2.1", "isomorphic-ws": "^4.0.1", diff --git a/package.json b/package.json index 61ad999..0f9ba66 100644 --- a/package.json +++ b/package.json @@ -26,7 +26,7 @@ "dependencies": { "axios": "0.21.1", "bignumber.js": "9.0.1", - "binance-api-node": "0.10.37", + "binance-api-node": "0.10.38", "colors": "1.4.0", "dotenv": "8.2.0", "envalid": "7.1.0", From 8dd4d6385a2fd1d0bf0017bc7b99acdd58d5bc78 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Sun, 11 Apr 2021 22:11:14 +0200 Subject: [PATCH 49/98] feat(trader): add socket on connect_error and reconnet --- src/trader.js | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/src/trader.js b/src/trader.js index 962c95b..5a5cbcc 100644 --- a/src/trader.js +++ b/src/trader.js @@ -58,6 +58,14 @@ socket.on("connect", () => { console.log("Auto Trader connected.".grey) }) +socket.on("connect_error", (err) => { + console.log(`Connect error! ${err.message}`.red) +}); + +socket.io.on("reconnect", () => { + console.log("Auto Trader reconnect.".grey) +}); + socket.on("disconnect", () => { console.log("Auto Trader disconnected.".grey) }) From 2f09fa9837a8442a8d6ded148a4038c5e706f32b Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Sun, 11 Apr 2021 22:11:14 +0200 Subject: [PATCH 50/98] Revert "feat(trader): add socket on connect_error and reconnet" This reverts commit 8dd4d6385a2fd1d0bf0017bc7b99acdd58d5bc78. --- src/trader.js | 8 -------- 1 file changed, 8 deletions(-) diff --git a/src/trader.js b/src/trader.js index 5a5cbcc..962c95b 100644 --- a/src/trader.js +++ b/src/trader.js @@ -58,14 +58,6 @@ socket.on("connect", () => { console.log("Auto Trader connected.".grey) }) -socket.on("connect_error", (err) => { - console.log(`Connect error! ${err.message}`.red) -}); - -socket.io.on("reconnect", () => { - console.log("Auto Trader reconnect.".grey) -}); - socket.on("disconnect", () => { console.log("Auto Trader disconnected.".grey) }) From 9dd2bff7b1a1a48cd5b866382d6327cb496316be Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 1 Apr 2021 15:57:38 +0000 Subject: [PATCH 51/98] Revert "chore(deps): update socket.io packages to v4.0.1" This reverts commit 5c2f5d2d8115c50f34354584cd641b7397005057. --- package-lock.json | 24 ++++++++++++------------ package.json | 4 ++-- 2 files changed, 14 insertions(+), 14 deletions(-) diff --git a/package-lock.json b/package-lock.json index 531e2ca..d5454ca 100644 --- a/package-lock.json +++ b/package-lock.json @@ -28,9 +28,9 @@ "integrity": "sha512-C7srjHiVG3Ey1nR6d511dtDkCEjxuN9W1HWAEjGq8kpcwmNM6JJkpC0xvabM7BXTG2wDq8Eu33iH9aQKa7IvLQ==" }, "@types/node": { - "version": "14.14.37", - "resolved": "https://registry.npmjs.org/@types/node/-/node-14.14.37.tgz", - "integrity": "sha512-XYmBiy+ohOR4Lh5jE379fV2IU+6Jn4g5qASinhitfyO71b/sCo6MKsMLF5tc7Zf2CE8hViVQyYSobJNke8OvUw==" + "version": "14.14.34", + "resolved": "https://registry.npmjs.org/@types/node/-/node-14.14.34.tgz", + "integrity": "sha512-dBPaxocOK6UVyvhbnpFIj2W+S+1cBTkHQbFQfeeJhoKFbzYcVUGHvddeWPSucKATb3F0+pgDq0i6ghEaZjsugA==" }, "abbrev": { "version": "1.1.1", @@ -533,9 +533,9 @@ } }, "engine.io-client": { - "version": "5.0.1", - "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-5.0.1.tgz", - "integrity": "sha512-CQtGN3YwfvbxVwpPugcsHe5rHT4KgT49CEcQppNtu9N7WxbPN0MAG27lGaem7bvtCFtGNLSL+GEqXsFSz36jTg==", + "version": "5.0.0", + "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-5.0.0.tgz", + "integrity": "sha512-e6GK0Fqvq45Nu/j7YdIVqXtDPvlsggAcfml3QiEiGdJ1qeh7IQU6knxSN3+yy9BmbnXtIfjo1hK4MFyHKdc9mQ==", "requires": { "base64-arraybuffer": "0.1.4", "component-emitter": "~1.3.0", @@ -1642,9 +1642,9 @@ "integrity": "sha512-iVICrxOzCynf/SNaBQCw34eM9jROU/s5rzIhpOvzhzuYHfJR/DhZfDkXiZSgKXfgv26HT3Yni3AV/DGw0cGnnw==" }, "socket.io": { - "version": "4.0.1", - "resolved": "https://registry.npmjs.org/socket.io/-/socket.io-4.0.1.tgz", - "integrity": "sha512-g8eZB9lV0f4X4gndG0k7YZAywOg1VxYgCUspS4V+sDqsgI/duqd0AW84pKkbGj/wQwxrqrEq+VZrspRfTbHTAQ==", + "version": "4.0.0", + "resolved": "https://registry.npmjs.org/socket.io/-/socket.io-4.0.0.tgz", + "integrity": "sha512-/c1riZMV/4yz7KEpaMhDQbwhJDIoO55whXaRKgyEBQrLU9zUHXo9rzeTMvTOqwL9mbKfHKdrXcMoCeQ/1YtMsg==", "requires": { "@types/cookie": "^0.4.0", "@types/cors": "^2.8.8", @@ -1678,9 +1678,9 @@ "integrity": "sha512-rG49L+FwaVEwuAdeBRq49M97YI3ElVabJPzvHT9S6a2CWhDKnjSFasvwAwSYPRhQzfn4NtDIbCaGYgOCOU/rlg==" }, "socket.io-client": { - "version": "4.0.1", - "resolved": "https://registry.npmjs.org/socket.io-client/-/socket.io-client-4.0.1.tgz", - "integrity": "sha512-6AkaEG5zrVuSVW294cH1chioag9i1OqnCYjKwTc3EBGXbnyb98Lw7yMa40ifLjFj3y6fsFKsd0llbUZUCRf3Qw==", + "version": "4.0.0", + "resolved": "https://registry.npmjs.org/socket.io-client/-/socket.io-client-4.0.0.tgz", + "integrity": "sha512-27yQxmXJAEYF19Ygyl8FPJ0if0wegpSmkIIbrWJeI7n7ST1JyH8bbD5v3fjjGY5cfCanACJ3dARUAyiVFNrlTQ==", "requires": { "@types/component-emitter": "^1.2.10", "backo2": "~1.0.2", diff --git a/package.json b/package.json index 0f9ba66..a8a450e 100644 --- a/package.json +++ b/package.json @@ -38,8 +38,8 @@ "ora": "5.4.0", "pg": "8.5.1", "set-interval-async": "2.0.1", - "socket.io": "4.0.1", - "socket.io-client": "4.0.1", + "socket.io": "4.0.0", + "socket.io-client": "4.0.0", "telebot": "1.4.1", "tulind": "0.8.18" } From 4aaf777e72d49a2f32ada040c39005c2737b5c22 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Sun, 11 Apr 2021 22:21:50 +0200 Subject: [PATCH 52/98] Revert "chore(deps): update socket.io packages to v4" This reverts commit ef161bc760ff1687a1bf6d2c7f81b87f9096daa9. --- package-lock.json | 142 +++++++++++++++++++++------------------------- package.json | 4 +- 2 files changed, 68 insertions(+), 78 deletions(-) diff --git a/package-lock.json b/package-lock.json index d5454ca..abf7cc9 100644 --- a/package-lock.json +++ b/package-lock.json @@ -28,9 +28,9 @@ "integrity": "sha512-C7srjHiVG3Ey1nR6d511dtDkCEjxuN9W1HWAEjGq8kpcwmNM6JJkpC0xvabM7BXTG2wDq8Eu33iH9aQKa7IvLQ==" }, "@types/node": { - "version": "14.14.34", - "resolved": "https://registry.npmjs.org/@types/node/-/node-14.14.34.tgz", - "integrity": "sha512-dBPaxocOK6UVyvhbnpFIj2W+S+1cBTkHQbFQfeeJhoKFbzYcVUGHvddeWPSucKATb3F0+pgDq0i6ghEaZjsugA==" + "version": "14.14.33", + "resolved": "https://registry.npmjs.org/@types/node/-/node-14.14.33.tgz", + "integrity": "sha512-oJqcTrgPUF29oUP8AsUqbXGJNuPutsetaa9kTQAQce5Lx5dTYWV02ScBiT/k1BX/Z7pKeqedmvp39Wu4zR7N7g==" }, "abbrev": { "version": "1.1.1", @@ -92,6 +92,11 @@ "readable-stream": "^2.0.6" }, "dependencies": { + "isarray": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/isarray/-/isarray-1.0.0.tgz", + "integrity": "sha1-u5NdSFgsuhaMBoNJV6VKPgcSTxE=" + }, "readable-stream": { "version": "2.3.7", "resolved": "https://registry.npmjs.org/readable-stream/-/readable-stream-2.3.7.tgz", @@ -252,16 +257,6 @@ "qs": "6.7.0", "raw-body": "2.4.0", "type-is": "~1.6.17" - }, - "dependencies": { - "iconv-lite": { - "version": "0.4.24", - "resolved": "https://registry.npmjs.org/iconv-lite/-/iconv-lite-0.4.24.tgz", - "integrity": "sha512-v3MXnZAcvnywkTUEZomIActle7RXXeedOR31wwl7VlyoXO4Qi9arvSenNQWne1TcRwhCL1HwLI21bEqdpj8/rA==", - "requires": { - "safer-buffer": ">= 2.1.2 < 3" - } - } } }, "brace-expansion": { @@ -496,12 +491,22 @@ "integrity": "sha512-ETBauow1T35Y/WZMkio9jiM0Z5xjHHmJ4XmjZOq1l/dXz3lr2sRn87nJy20RupqSh1F2m3HHPSp8ShIPQJrJ3A==", "requires": { "iconv-lite": "^0.6.2" + }, + "dependencies": { + "iconv-lite": { + "version": "0.6.2", + "resolved": "https://registry.npmjs.org/iconv-lite/-/iconv-lite-0.6.2.tgz", + "integrity": "sha512-2y91h5OpQlolefMPmUlivelittSWy0rP+oYVpn6A7GwVHNE8AWzoYOBNmlwks3LobaJxgHCYZAnyNo2GgpNRNQ==", + "requires": { + "safer-buffer": ">= 2.1.2 < 3.0.0" + } + } } }, "engine.io": { - "version": "5.0.0", - "resolved": "https://registry.npmjs.org/engine.io/-/engine.io-5.0.0.tgz", - "integrity": "sha512-BATIdDV3H1SrE9/u2BAotvsmjJg0t1P4+vGedImSs1lkFAtQdvk4Ev1y4LDiPF7BPWgXWEG+NDY+nLvW3UrMWw==", + "version": "4.1.1", + "resolved": "https://registry.npmjs.org/engine.io/-/engine.io-4.1.1.tgz", + "integrity": "sha512-t2E9wLlssQjGw0nluF6aYyfX8LwYU8Jj0xct+pAhfWfv/YrBn6TSNtEYsgxHIfaMqfrLx07czcMg9bMN6di+3w==", "requires": { "accepts": "~1.3.4", "base64id": "2.0.0", @@ -533,9 +538,9 @@ } }, "engine.io-client": { - "version": "5.0.0", - "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-5.0.0.tgz", - "integrity": "sha512-e6GK0Fqvq45Nu/j7YdIVqXtDPvlsggAcfml3QiEiGdJ1qeh7IQU6knxSN3+yy9BmbnXtIfjo1hK4MFyHKdc9mQ==", + "version": "4.1.2", + "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-4.1.2.tgz", + "integrity": "sha512-1mwvwKYMa0AaCy+sPgvJ/SnKyO5MJZ1HEeXfA3Rm/KHkHGiYD5bQVq8QzvIrkI01FuVtOdZC5lWdRw1BGXB2NQ==", "requires": { "base64-arraybuffer": "0.1.4", "component-emitter": "~1.3.0", @@ -545,6 +550,7 @@ "parseqs": "0.0.6", "parseuri": "0.0.6", "ws": "~7.4.2", + "xmlhttprequest-ssl": "~1.5.4", "yeast": "0.1.2" }, "dependencies": { @@ -676,9 +682,9 @@ } }, "follow-redirects": { - "version": "1.13.3", - "resolved": "https://registry.npmjs.org/follow-redirects/-/follow-redirects-1.13.3.tgz", - "integrity": "sha512-DUgl6+HDzB0iEptNQEXLx/KhTmDb8tZUHSeLqpnjpknR70H0nC2t9N73BK6fN4hOvJ84pKlIQVQ4k5FFlBedKA==" + "version": "1.13.2", + "resolved": "https://registry.npmjs.org/follow-redirects/-/follow-redirects-1.13.2.tgz", + "integrity": "sha512-6mPTgLxYm3r6Bkkg0vNM0HTjfGrOEtsfbhagQvbxDEsEkpNhw582upBaoRZylzen6krEmxXJgt9Ju6HiI4O7BA==" }, "forever-agent": { "version": "0.6.1", @@ -845,11 +851,11 @@ } }, "iconv-lite": { - 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"engine.io": "~5.0.0", - "socket.io-adapter": "~2.2.0", + "engine.io": "~4.1.0", + "socket.io-adapter": "~2.1.0", "socket.io-parser": "~4.0.3" }, "dependencies": { @@ -1673,20 +1658,20 @@ } }, "socket.io-adapter": { - "version": "2.2.0", - "resolved": "https://registry.npmjs.org/socket.io-adapter/-/socket.io-adapter-2.2.0.tgz", - "integrity": "sha512-rG49L+FwaVEwuAdeBRq49M97YI3ElVabJPzvHT9S6a2CWhDKnjSFasvwAwSYPRhQzfn4NtDIbCaGYgOCOU/rlg==" + "version": "2.1.0", + "resolved": "https://registry.npmjs.org/socket.io-adapter/-/socket.io-adapter-2.1.0.tgz", + "integrity": "sha512-+vDov/aTsLjViYTwS9fPy5pEtTkrbEKsw2M+oVSoFGw6OD1IpvlV1VPhUzNbofCQ8oyMbdYJqDtGdmHQK6TdPg==" }, "socket.io-client": { - "version": "4.0.0", - "resolved": "https://registry.npmjs.org/socket.io-client/-/socket.io-client-4.0.0.tgz", - "integrity": "sha512-27yQxmXJAEYF19Ygyl8FPJ0if0wegpSmkIIbrWJeI7n7ST1JyH8bbD5v3fjjGY5cfCanACJ3dARUAyiVFNrlTQ==", + "version": "3.1.2", + "resolved": "https://registry.npmjs.org/socket.io-client/-/socket.io-client-3.1.2.tgz", + "integrity": "sha512-fXhF8plHrd7U14A7K0JPOmZzpmGkLpIS6623DzrBZqYzI/yvlP4fA3LnxwthEVgiHmn2uJ4KjdnQD8A03PuBWQ==", "requires": { "@types/component-emitter": "^1.2.10", "backo2": "~1.0.2", "component-emitter": "~1.3.0", "debug": "~4.3.1", - "engine.io-client": "~5.0.0", + "engine.io-client": "~4.1.0", "parseuri": "0.0.6", "socket.io-parser": "~4.0.4" }, @@ -2009,9 +1994,14 @@ "integrity": "sha1-tSQ9jz7BqjXxNkYFvA0QNuMKtp8=" }, "ws": { - "version": "7.4.4", - "resolved": "https://registry.npmjs.org/ws/-/ws-7.4.4.tgz", - "integrity": "sha512-Qm8k8ojNQIMx7S+Zp8u/uHOx7Qazv3Yv4q68MiWWWOJhiwG5W3x7iqmRtJo8xxrciZUY4vRxUTJCKuRnF28ZZw==" + "version": "7.4.3", + "resolved": "https://registry.npmjs.org/ws/-/ws-7.4.3.tgz", + "integrity": "sha512-hr6vCR76GsossIRsr8OLR9acVVm1jyfEWvhbNjtgPOrfvAlKzvyeg/P6r8RuDjRyrcQoPQT7K0DGEPc7Ae6jzA==" + }, + "xmlhttprequest-ssl": { + "version": "1.5.5", + "resolved": "https://registry.npmjs.org/xmlhttprequest-ssl/-/xmlhttprequest-ssl-1.5.5.tgz", + "integrity": "sha1-wodrBhaKrcQOV9l+gRkayPQ5iz4=" }, "xtend": { "version": "4.0.2", diff --git a/package.json b/package.json index a8a450e..d3c952b 100644 --- a/package.json +++ b/package.json @@ -38,8 +38,8 @@ "ora": "5.4.0", "pg": "8.5.1", "set-interval-async": "2.0.1", - "socket.io": "4.0.0", - "socket.io-client": "4.0.0", + "socket.io": "3.1.2", + "socket.io-client": "3.1.2", "telebot": "1.4.1", "tulind": "0.8.18" } From 868c9b1a241c3fcfaf5f24f990812a55464375de Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Sun, 11 Apr 2021 22:22:42 +0200 Subject: [PATCH 53/98] Revert "chore(deps): update socket.io packages to v3" This reverts commit 501513638e22b0641bca1a77fed81f3fb913e5ca. --- package-lock.json | 255 ++++++++++++++++++++++++++-------------------- package.json | 4 +- 2 files changed, 144 insertions(+), 115 deletions(-) diff --git a/package-lock.json b/package-lock.json index abf7cc9..8eebb26 100644 --- a/package-lock.json +++ b/package-lock.json @@ -12,26 +12,6 @@ "regenerator-runtime": "^0.13.2" } }, - "@types/component-emitter": { - "version": "1.2.10", - "resolved": "https://registry.npmjs.org/@types/component-emitter/-/component-emitter-1.2.10.tgz", - "integrity": "sha512-bsjleuRKWmGqajMerkzox19aGbscQX5rmmvvXl3wlIp5gMG1HgkiwPxsN5p070fBDKTNSPgojVbuY1+HWMbFhg==" - }, - "@types/cookie": { - "version": "0.4.0", - "resolved": "https://registry.npmjs.org/@types/cookie/-/cookie-0.4.0.tgz", - "integrity": "sha512-y7mImlc/rNkvCRmg8gC3/lj87S7pTUIJ6QGjwHR9WQJcFs+ZMTOaoPrkdFA/YdbuqVEmEbb5RdhVxMkAcgOnpg==" - }, - "@types/cors": { - "version": "2.8.10", - "resolved": "https://registry.npmjs.org/@types/cors/-/cors-2.8.10.tgz", - "integrity": "sha512-C7srjHiVG3Ey1nR6d511dtDkCEjxuN9W1HWAEjGq8kpcwmNM6JJkpC0xvabM7BXTG2wDq8Eu33iH9aQKa7IvLQ==" - }, - "@types/node": { - "version": "14.14.33", - "resolved": "https://registry.npmjs.org/@types/node/-/node-14.14.33.tgz", - "integrity": "sha512-oJqcTrgPUF29oUP8AsUqbXGJNuPutsetaa9kTQAQce5Lx5dTYWV02ScBiT/k1BX/Z7pKeqedmvp39Wu4zR7N7g==" - }, "abbrev": { "version": "1.1.1", "resolved": "https://registry.npmjs.org/abbrev/-/abbrev-1.1.1.tgz", @@ -46,6 +26,11 @@ "negotiator": "0.6.2" } }, + "after": { + "version": "0.8.2", + "resolved": "https://registry.npmjs.org/after/-/after-0.8.2.tgz", + "integrity": "sha1-/ts5T58OAqqXaOcCvaI7UF+ufh8=" + }, "agent-base": { "version": "4.3.0", "resolved": "https://registry.npmjs.org/agent-base/-/agent-base-4.3.0.tgz", @@ -126,6 +111,11 @@ "resolved": "https://registry.npmjs.org/array-flatten/-/array-flatten-1.1.1.tgz", "integrity": "sha1-ml9pkFGx5wczKPKgCJaLZOopVdI=" }, + "arraybuffer.slice": { + "version": "0.0.7", + "resolved": "https://registry.npmjs.org/arraybuffer.slice/-/arraybuffer.slice-0.0.7.tgz", + "integrity": "sha512-wGUIVQXuehL5TCqQun8OW81jGzAWycqzFF8lFp+GOM5BXLYj3bKNsYC4daB7n6XjCqxQA/qgTJ+8ANR3acjrog==" + }, "asn1": { "version": "0.2.4", "resolved": "https://registry.npmjs.org/asn1/-/asn1-0.2.4.tgz", @@ -242,6 +232,11 @@ } } }, + "blob": { + "version": "0.0.5", + "resolved": "https://registry.npmjs.org/blob/-/blob-0.0.5.tgz", + "integrity": "sha512-gaqbzQPqOoamawKg0LGVd7SzLgXS+JH61oWprSLH+P+abTczqJbhTR8CmJ2u9/bUYNmHTGJx/UEmn6doAvvuig==" + }, "body-parser": { "version": "1.19.0", "resolved": "https://registry.npmjs.org/body-parser/-/body-parser-1.19.0.tgz", @@ -355,11 +350,21 @@ "delayed-stream": "~1.0.0" } }, + "component-bind": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/component-bind/-/component-bind-1.0.0.tgz", + "integrity": "sha1-AMYIq33Nk4l8AAllGx06jh5zu9E=" + }, "component-emitter": { "version": "1.3.0", "resolved": "https://registry.npmjs.org/component-emitter/-/component-emitter-1.3.0.tgz", "integrity": "sha512-Rd3se6QB+sO1TwqZjscQrurpEPIfO0/yYnSin6Q/rD3mOutHvUrCAhJub3r90uNb+SESBuE0QYoB90YdfatsRg==" }, + "component-inherit": { + "version": "0.0.3", + "resolved": "https://registry.npmjs.org/component-inherit/-/component-inherit-0.0.3.tgz", + "integrity": "sha1-ZF/ErfWLcrZJ1crmUTVhnbJv8UM=" + }, "concat-map": { "version": "0.0.1", "resolved": "https://registry.npmjs.org/concat-map/-/concat-map-0.0.1.tgz", @@ -398,15 +403,6 @@ "resolved": "https://registry.npmjs.org/core-util-is/-/core-util-is-1.0.2.tgz", "integrity": "sha1-tf1UIgqivFq1eqtxQMlAdUUDwac=" }, - 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"socket.io": "3.1.2", - "socket.io-client": "3.1.2", + "socket.io": "2.4.1", + "socket.io-client": "2.4.0", "telebot": "1.4.1", "tulind": "0.8.18" } From f5ff31e75f050c78c8abeda12770053a48c6cf1f Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 13 Apr 2021 03:46:31 +0200 Subject: [PATCH 54/98] fix(trader): correct notifier function names --- src/notifiers/gmail.js | 19 ++++---- src/notifiers/telegram.js | 19 ++++---- src/trader.js | 92 +++++++++++---------------------------- 3 files changed, 42 insertions(+), 88 deletions(-) diff --git a/src/notifiers/gmail.js b/src/notifiers/gmail.js index 3b9d88a..77a6dfa 100644 --- a/src/notifiers/gmail.js +++ b/src/notifiers/gmail.js @@ -56,9 +56,6 @@ function createSignalMessage(base, signal) { "strategy: " + signal.stratname + "\n" + - "pair: " + - signal.pair + - "\n" + "price: " + signal.price + "\n" + @@ -79,41 +76,41 @@ function createMailMessage(subject, html) { function notifyEnterLongSignal(signal) { return send( - createSignalMessage("BUY SIGNAL to enter long trade.", signal) + createSignalMessage(`Enter ${signal.pair} long trade..`, signal) ) } function notifyEnterLongSignalTraded(signal) { return send( - createSignalMessage("SUCCESS! Entered long trade.", signal) + createSignalMessage(`SUCCESS! Entered ${signal.pair} long trade.`, signal) ) } function notifyEnterShortSignal(signal) { return send( - createSignalMessage("SELL SIGNAL to enter short trade.", signal) + createSignalMessage(`Enter ${signal.pair} short trade.`, signal) ) } function notifyEnterShortSignalTraded(signal) { return send( - createSignalMessage("SUCCESS! Entered short trade.", signal) + createSignalMessage(`SUCCESS! Entered ${signal.pair} short trade.`, signal) ) } function notifyExitLongSignal(signal) { return send( - createSignalMessage("SELL SIGNAL to exit long trade.", signal) + createSignalMessage(`Exit ${signal.pair} long trade.`, signal) ) } function notifyExitLongSignalTraded(signal) { return send( - createSignalMessage("SUCCESS! Exited long trade.", signal) + createSignalMessage(`SUCCESS! Exited ${signal.pair} long trade.`, signal) ) } function notifyExitShortSignal(signal) { return send( - createSignalMessage("BUY SIGNAL to exit short trade.", signal) + createSignalMessage(`Exit ${signal.pair} short trade.`, signal) ) } function notifyExitShortSignalTraded(signal) { return send( - createSignalMessage("SUCCESS! Exited short trade.", signal) + createSignalMessage(`SUCCESS! Exited ${signal.pair} short trade.`, signal) ) } diff --git a/src/notifiers/telegram.js b/src/notifiers/telegram.js index 8458bd0..a47c540 100644 --- a/src/notifiers/telegram.js +++ b/src/notifiers/telegram.js @@ -46,9 +46,6 @@ function createSignalMessage(base, signal) { "strategy: " + signal.stratname + "\n" + - "pair: " + - signal.pair + - "\n" + "price: " + signal.price + "\n" + @@ -67,41 +64,41 @@ function send(message) { function notifyEnterLongSignal(signal) { return send( - createSignalMessage("BUY SIGNAL to enter long trade.", signal) + createSignalMessage(`Enter ${signal.pair} long trade..`, signal) ) } function notifyEnterLongSignalTraded(signal) { return send( - createSignalMessage("SUCCESS! Entered long trade.", signal) + createSignalMessage(`SUCCESS! Entered ${signal.pair} long trade.`, signal) ) } function notifyEnterShortSignal(signal) { return send( - createSignalMessage("SELL SIGNAL to enter short trade.", signal) + createSignalMessage(`Enter ${signal.pair} short trade.`, signal) ) } function notifyEnterShortSignalTraded(signal) { return send( - createSignalMessage("SUCCESS! Entered short trade.", signal) + createSignalMessage(`SUCCESS! Entered ${signal.pair} short trade.`, signal) ) } function notifyExitLongSignal(signal) { return send( - createSignalMessage("SELL SIGNAL to exit long trade.", signal) + createSignalMessage(`Exit ${signal.pair} long trade.`, signal) ) } function notifyExitLongSignalTraded(signal) { return send( - createSignalMessage("SUCCESS! Exited long trade.", signal) + createSignalMessage(`SUCCESS! Exited ${signal.pair} long trade.`, signal) ) } function notifyExitShortSignal(signal) { return send( - createSignalMessage("BUY SIGNAL to exit short trade.", signal) + createSignalMessage(`Exit ${signal.pair} short trade.`, signal) ) } function notifyExitShortSignalTraded(signal) { return send( - createSignalMessage("SUCCESS! Exited short trade.", signal) + createSignalMessage(`SUCCESS! Exited ${signal.pair} short trade.`, signal) ) } diff --git a/src/trader.js b/src/trader.js index 962c95b..012c651 100644 --- a/src/trader.js +++ b/src/trader.js @@ -84,7 +84,7 @@ socket.on("buy_signal", async (signal) => { signal.pair ) ) - //notify + notifier.notifyEnterLongSignal(signal) console.log( @@ -108,7 +108,7 @@ socket.on("buy_signal", async (signal) => { tradingData.minimums[alt + "BTC"].stepSize ) console.log("Market Buy ==> " + qty + " - " + alt + "BTC") - //// + const traded_buy_signal = { key: bva_key, stratname: signal.stratname, @@ -118,7 +118,7 @@ socket.on("buy_signal", async (signal) => { pair: signal.pair, qty: qty, } - //// + if (tradingData.user_payload[tresult].trading_type === "real") { if (tradingData.margin_pairs.includes(alt + "BTC")) { const job = async () => { @@ -136,7 +136,6 @@ socket.on("buy_signal", async (signal) => { return } - ////// tradingData.trading_pairs[ signal.pair + signal.stratid ] = true @@ -149,14 +148,13 @@ socket.on("buy_signal", async (signal) => { tradingData.trading_qty[ signal.pair + signal.stratid ] = Number(qty) - ////// console.log("SUCCESS 222444222") socket.emit( "traded_buy_signal", traded_buy_signal ) - notifier.notifyEnterLongTraded(signal) + notifier.notifyEnterLongSignalTraded(signal) resolve(true) } ) @@ -183,7 +181,6 @@ socket.on("buy_signal", async (signal) => { return } - ////// tradingData.trading_pairs[ signal.pair + signal.stratid ] = true @@ -196,7 +193,6 @@ socket.on("buy_signal", async (signal) => { tradingData.trading_qty[ signal.pair + signal.stratid ] = Number(qty) - ////// console.log( "SUCESS 99111 marketBuy", @@ -207,7 +203,7 @@ socket.on("buy_signal", async (signal) => { "traded_buy_signal", traded_buy_signal ) - notifier.notifyEnterLongTraded(signal) + notifier.notifyEnterLongSignalTraded(signal) resolve(true) } ) @@ -220,7 +216,6 @@ socket.on("buy_signal", async (signal) => { } else { // VIRTUAL TRADE - ////// tradingData.trading_pairs[ signal.pair + signal.stratid ] = true @@ -230,15 +225,13 @@ socket.on("buy_signal", async (signal) => { tradingData.trading_qty[ signal.pair + signal.stratid ] = Number(qty) - ////// socket.emit("traded_buy_signal", traded_buy_signal) - notifier.notifyEnterLongTraded(signal) + notifier.notifyEnterLongSignalTraded(signal) } } else { console.log("PAIR UNKNOWN", alt) } - ////// } else if ( tradeShortEnabled && tradingData.trading_types[signal.pair + signal.stratid] === @@ -255,9 +248,9 @@ socket.on("buy_signal", async (signal) => { signal.pair ) ) - //notify - notifier.notifyBuyToCoverSignal(signal) - ////// + + notifier.notifyExitShortSignal(signal) + console.log( signal.pair, " ---> BUY", @@ -272,7 +265,6 @@ socket.on("buy_signal", async (signal) => { console.log( "QTY ====mgMarketBuy===> " + qty + " - " + alt + "BTC" ) - ///// const traded_buy_signal = { key: bva_key, stratname: signal.stratname, @@ -282,7 +274,6 @@ socket.on("buy_signal", async (signal) => { pair: signal.pair, qty: qty, } - ///// if (tradingData.user_payload[tresult].trading_type === "real") { const job = async () => { return new Promise((resolve, reject) => { @@ -302,7 +293,6 @@ socket.on("buy_signal", async (signal) => { return } - ////// delete tradingData.trading_pairs[ signal.pair + signal.stratid ] @@ -321,13 +311,12 @@ socket.on("buy_signal", async (signal) => { delete tradingData.open_trades[ signal.pair + signal.stratid ] - ////// socket.emit( "traded_buy_signal", traded_buy_signal ) - notifier.notifyBuyToCoverTraded(signal) + notifier.notifyExitShortSignalTraded(signal) console.log("---+-- mgRepay ---+--") bnb_client.mgRepay( @@ -360,7 +349,6 @@ socket.on("buy_signal", async (signal) => { } else { // VIRTUAL TRADE - ////// delete tradingData.trading_pairs[ signal.pair + signal.stratid ] @@ -371,10 +359,9 @@ socket.on("buy_signal", async (signal) => { delete tradingData.sell_prices[signal.pair + signal.stratid] delete tradingData.trading_qty[signal.pair + signal.stratid] delete tradingData.open_trades[signal.pair + signal.stratid] - ////// socket.emit("traded_buy_signal", traded_buy_signal) - notifier.notifyBuyToCoverTraded(signal) + notifier.notifyExitShortSignalTraded(signal) } } else { console.log("PAIR UNKNOWN", alt) @@ -407,7 +394,7 @@ socket.on("sell_signal", async (signal) => { signal.pair ) ) - //notify + notifier.notifyEnterShortSignal(signal) console.log( @@ -477,7 +464,6 @@ socket.on("sell_signal", async (signal) => { return } - ////// tradingData.trading_pairs[ signal.pair + signal.stratid ] = true @@ -490,14 +476,13 @@ socket.on("sell_signal", async (signal) => { tradingData.trading_qty[ signal.pair + signal.stratid ] = Number(qty) - ////// console.log("SUCCESS 22222222") socket.emit( "traded_sell_signal", traded_sell_signal ) - notifier.notifyEnterShortTraded( + notifier.notifyEnterShortSignalTraded( signal ) @@ -514,7 +499,6 @@ socket.on("sell_signal", async (signal) => { } else { // VIRTUAL TRADE - ////// tradingData.trading_pairs[ signal.pair + signal.stratid ] = true @@ -524,16 +508,13 @@ socket.on("sell_signal", async (signal) => { tradingData.trading_qty[ signal.pair + signal.stratid ] = Number(qty) - ////// socket.emit("traded_sell_signal", traded_sell_signal) - notifier.notifyEnterShortTraded(signal) + notifier.notifyEnterShortSignalTraded(signal) } } else { console.log("PAIR UNKNOWN", alt) } - - ////// } else if ( tradingData.trading_types[signal.pair + signal.stratid] === "LONG" && @@ -549,9 +530,9 @@ socket.on("sell_signal", async (signal) => { signal.pair ) ) - //notify + notifier.notifyExitLongSignal(signal) - ////// + console.log( signal.pair, " ---> SELL", @@ -565,7 +546,6 @@ socket.on("sell_signal", async (signal) => { ) { const qty = tradingData.trading_qty[signal.pair + signal.stratid] - /// const traded_sell_signal = { key: bva_key, stratname: signal.stratname, @@ -575,7 +555,7 @@ socket.on("sell_signal", async (signal) => { pair: signal.pair, qty: qty, } - /// + if (tradingData.user_payload[tresult].trading_type === "real") { if (tradingData.margin_pairs.includes(alt + "BTC")) { console.log( @@ -603,7 +583,6 @@ socket.on("sell_signal", async (signal) => { return } - ////// delete tradingData.trading_pairs[ signal.pair + signal.stratid ] @@ -622,7 +601,6 @@ socket.on("sell_signal", async (signal) => { delete tradingData.open_trades[ signal.pair + signal.stratid ] - ////// console.log( "SUCESS 71111111", @@ -633,7 +611,7 @@ socket.on("sell_signal", async (signal) => { "traded_sell_signal", traded_sell_signal ) - notifier.notifyExitLongTraded(signal) + notifier.notifyExitLongSignalTraded(signal) resolve(true) } @@ -669,7 +647,6 @@ socket.on("sell_signal", async (signal) => { return } - ////// delete tradingData.trading_pairs[ signal.pair + signal.stratid ] @@ -688,7 +665,6 @@ socket.on("sell_signal", async (signal) => { delete tradingData.open_trades[ signal.pair + signal.stratid ] - ////// console.log( "SUCESS 711000111 marketSell", @@ -699,7 +675,7 @@ socket.on("sell_signal", async (signal) => { "traded_sell_signal", traded_sell_signal ) - notifier.notifyExitLongTraded(signal) + notifier.notifyExitLongSignalTraded(signal) resolve(true) } @@ -713,7 +689,6 @@ socket.on("sell_signal", async (signal) => { } else { // VIRTUAL TRADE - ////// delete tradingData.trading_pairs[ signal.pair + signal.stratid ] @@ -724,12 +699,10 @@ socket.on("sell_signal", async (signal) => { delete tradingData.buy_prices[signal.pair + signal.stratid] delete tradingData.trading_qty[signal.pair + signal.stratid] delete tradingData.open_trades[signal.pair + signal.stratid] - ////// socket.emit("traded_sell_signal", traded_sell_signal) - notifier.notifyExitLongTraded(signal) + notifier.notifyExitLongSignalTraded(signal) } - /// } else { console.log("PAIR UNKNOWN", alt) } @@ -778,7 +751,7 @@ socket.on("close_traded_signal", async (signal) => { pair: signal.pair, qty: signal.qty, } - ////// + if (tradingData.user_payload[tresult].trading_type === "real") { console.log(signal.pair, " ===---==> SELL ", signal.qty) @@ -788,7 +761,7 @@ socket.on("close_traded_signal", async (signal) => { tradingData.minimums[alt + "BTC"].minQty ) { const qty = signal.qty - /// + if (tradingData.margin_pairs.includes(alt + "BTC")) { console.log( "CLOSE =========mgMarketSell=========> " + @@ -815,7 +788,6 @@ socket.on("close_traded_signal", async (signal) => { return } - ////// delete tradingData.trading_pairs[ signal.pair + signal.stratid ] @@ -834,7 +806,6 @@ socket.on("close_traded_signal", async (signal) => { delete tradingData.open_trades[ signal.pair + signal.stratid ] - ////// console.log( "SUCESS44444", @@ -880,7 +851,6 @@ socket.on("close_traded_signal", async (signal) => { return } - ////// delete tradingData.trading_pairs[ signal.pair + signal.stratid ] @@ -899,7 +869,6 @@ socket.on("close_traded_signal", async (signal) => { delete tradingData.open_trades[ signal.pair + signal.stratid ] - ////// console.log( "SUCESS 716611 marketSell", @@ -920,21 +889,18 @@ socket.on("close_traded_signal", async (signal) => { const task = new Task(job) tradeQueue.addToQueue(task) } - /// } else { console.log("PAIR UNKNOWN", alt) } } else { // VIRTUAL TRADE - ////// delete tradingData.trading_pairs[signal.pair + signal.stratid] delete tradingData.trading_types[signal.pair + signal.stratid] delete tradingData.sell_prices[signal.pair + signal.stratid] delete tradingData.buy_prices[signal.pair + signal.stratid] delete tradingData.trading_qty[signal.pair + signal.stratid] delete tradingData.open_trades[signal.pair + signal.stratid] - ////// socket.emit("traded_sell_signal", traded_sell_signal) } @@ -949,7 +915,7 @@ socket.on("close_traded_signal", async (signal) => { signal.pair ) ) - ////// + const traded_buy_signal = { key: bva_key, stratname: signal.stratname, @@ -958,7 +924,7 @@ socket.on("close_traded_signal", async (signal) => { pair: signal.pair, qty: signal.qty, } - ////// + if (tradingData.user_payload[tresult].trading_type === "real") { console.log(signal.pair, " ---==---> BUY ", signal.qty) @@ -992,7 +958,6 @@ socket.on("close_traded_signal", async (signal) => { return } - ////// delete tradingData.trading_pairs[ signal.pair + signal.stratid ] @@ -1011,7 +976,6 @@ socket.on("close_traded_signal", async (signal) => { delete tradingData.open_trades[ signal.pair + signal.stratid ] - ////// socket.emit( "traded_buy_signal", @@ -1052,14 +1016,12 @@ socket.on("close_traded_signal", async (signal) => { } else { // VIRTUAL TRADE - ////// delete tradingData.trading_pairs[signal.pair + signal.stratid] delete tradingData.trading_types[signal.pair + signal.stratid] delete tradingData.sell_prices[signal.pair + signal.stratid] delete tradingData.buy_prices[signal.pair + signal.stratid] delete tradingData.trading_qty[signal.pair + signal.stratid] delete tradingData.open_trades[signal.pair + signal.stratid] - ////// socket.emit("traded_buy_signal", traded_buy_signal) } @@ -1093,8 +1055,6 @@ socket.on("user_payload", async (data) => { tradingData.user_payload = data }) -////////////////////////////////////////////////////////////////////////////////// - async function ExchangeInfo() { return new Promise((resolve, reject) => { bnb_client.exchangeInfo((error, data) => { @@ -1127,7 +1087,7 @@ async function ExchangeInfo() { }) } -//Get Binace Spot Balance +// Get Binace spot balance. async function BalancesInfo() { return new Promise((resolve, reject) => { bnb_client.balance((error, balances) => { @@ -1150,7 +1110,7 @@ async function BalancesInfo() { async function UpdateOpenTrades() { return new Promise((resolve, reject) => { - // Retrieve previous open trades // + // Retrieve open trades. axios .get( "https://bitcoinvsaltcoins.com/api/useropentradedsignals?key=" + From f8bb18148e293764e709eedb6bc6d84f03bbe13b Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 13 Apr 2021 03:53:55 +0200 Subject: [PATCH 55/98] feat(trader): remove arbitrary logging numbers An alternative is going to be implemented soon. --- src/trader.js | 45 ++++++++++++++++++++++----------------------- 1 file changed, 22 insertions(+), 23 deletions(-) diff --git a/src/trader.js b/src/trader.js index 012c651..fcc9b55 100644 --- a/src/trader.js +++ b/src/trader.js @@ -129,7 +129,7 @@ socket.on("buy_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 3355333", + "ERROR", error.body ) reject(error) @@ -149,7 +149,7 @@ socket.on("buy_signal", async (signal) => { signal.pair + signal.stratid ] = Number(qty) - console.log("SUCCESS 222444222") + console.log("SUCCESS") socket.emit( "traded_buy_signal", traded_buy_signal @@ -172,7 +172,7 @@ socket.on("buy_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 7991117 marketBuy", + "ERROR marketBuy", alt + "BTC", Number(qty), error.body @@ -195,7 +195,7 @@ socket.on("buy_signal", async (signal) => { ] = Number(qty) console.log( - "SUCESS 99111 marketBuy", + "SUCESS marketBuy", alt + "BTC", Number(qty) ) @@ -283,7 +283,7 @@ socket.on("buy_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 6 ", + "ERROR", alt, Number(qty), error.body @@ -325,7 +325,7 @@ socket.on("buy_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 244343333", + "ERROR", alt, Number(qty), error.body @@ -334,7 +334,7 @@ socket.on("buy_signal", async (signal) => { reject(error) return } - console.log("SUCCESS 333342111") + console.log("SUCCESS") resolve(true) } @@ -404,7 +404,6 @@ socket.on("sell_signal", async (signal) => { Number(tradingData.user_payload[tresult].buy_amount) ) - console.log("const alt = signal.pair.replace('BTC', '')") const alt = signal.pair.replace("BTC", "") if ( tradingData.minimums[alt + "BTC"] && @@ -438,7 +437,7 @@ socket.on("sell_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 55555555555", + "ERROR", alt, Number(qty), JSON.stringify(error) @@ -448,7 +447,7 @@ socket.on("sell_signal", async (signal) => { } console.log( - "SUCESS 444444444 mgMarketSell 44444444" + "SUCESS mgMarketSell" ) bnb_client.mgMarketSell( alt + "BTC", @@ -456,7 +455,7 @@ socket.on("sell_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 333333333", + "ERROR", JSON.stringify(error) ) @@ -477,7 +476,7 @@ socket.on("sell_signal", async (signal) => { signal.pair + signal.stratid ] = Number(qty) - console.log("SUCCESS 22222222") + console.log("SUCCESS") socket.emit( "traded_sell_signal", traded_sell_signal @@ -573,7 +572,7 @@ socket.on("sell_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 722211117", + "ERROR", alt, Number(qty), JSON.stringify(error) @@ -603,7 +602,7 @@ socket.on("sell_signal", async (signal) => { ] console.log( - "SUCESS 71111111", + "SUCESS", alt, Number(qty) ) @@ -637,7 +636,7 @@ socket.on("sell_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 7213331117 marketSell", + "ERROR marketSell", alt + "BTC", Number(qty), JSON.stringify(error) @@ -667,7 +666,7 @@ socket.on("sell_signal", async (signal) => { ] console.log( - "SUCESS 711000111 marketSell", + "SUCESS marketSell", alt + "BTC", Number(qty) ) @@ -778,7 +777,7 @@ socket.on("close_traded_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERORR 4547777745", + "ERORR", alt, Number(qty), JSON.stringify(error) @@ -808,7 +807,7 @@ socket.on("close_traded_signal", async (signal) => { ] console.log( - "SUCESS44444", + "SUCESS", alt, Number(qty) ) @@ -841,7 +840,7 @@ socket.on("close_traded_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 72317 marketSell", + "ERROR marketSell", alt, Number(qty), JSON.stringify(error) @@ -871,7 +870,7 @@ socket.on("close_traded_signal", async (signal) => { ] console.log( - "SUCESS 716611 marketSell", + "SUCESS marketSell", alt, Number(qty) ) @@ -944,7 +943,7 @@ socket.on("close_traded_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 2 ", + "ERROR", alt, Number( tradingData.user_payload[ @@ -989,7 +988,7 @@ socket.on("close_traded_signal", async (signal) => { (error, response) => { if (error) { console.log( - "ERROR 99999999999", + "ERROR", alt, Number(qty), error.body @@ -998,7 +997,7 @@ socket.on("close_traded_signal", async (signal) => { reject(error) return } - console.log("SUCCESS 888888888888") + console.log("SUCCESS") resolve(true) } From f2b6c45cd89e54aa5fdb87fae339fec81c83add4 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Tue, 13 Apr 2021 16:41:10 +0000 Subject: [PATCH 56/98] chore(deps): update dependency pg to v8.6.0 --- package-lock.json | 30 +++++++++++++++--------------- package.json | 2 +- 2 files changed, 16 insertions(+), 16 deletions(-) diff --git a/package-lock.json b/package-lock.json index 8eebb26..2246635 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1350,23 +1350,23 @@ "integrity": "sha1-Ywn04OX6kT7BxpMHrjZLSzd8nns=" }, "pg": { - "version": "8.5.1", - "resolved": "https://registry.npmjs.org/pg/-/pg-8.5.1.tgz", - "integrity": "sha512-9wm3yX9lCfjvA98ybCyw2pADUivyNWT/yIP4ZcDVpMN0og70BUWYEGXPCTAQdGTAqnytfRADb7NERrY1qxhIqw==", + "version": "8.6.0", + "resolved": "https://registry.npmjs.org/pg/-/pg-8.6.0.tgz", + "integrity": "sha512-qNS9u61lqljTDFvmk/N66EeGq3n6Ujzj0FFyNMGQr6XuEv4tgNTXvJQTfJdcvGit5p5/DWPu+wj920hAJFI+QQ==", "requires": { "buffer-writer": "2.0.0", "packet-reader": "1.0.0", - "pg-connection-string": "^2.4.0", - "pg-pool": "^3.2.2", - "pg-protocol": "^1.4.0", + "pg-connection-string": "^2.5.0", + "pg-pool": "^3.3.0", + "pg-protocol": "^1.5.0", "pg-types": "^2.1.0", "pgpass": "1.x" } }, "pg-connection-string": { - "version": "2.4.0", - "resolved": "https://registry.npmjs.org/pg-connection-string/-/pg-connection-string-2.4.0.tgz", - "integrity": "sha512-3iBXuv7XKvxeMrIgym7njT+HlZkwZqqGX4Bu9cci8xHZNT+Um1gWKqCsAzcC0d95rcKMU5WBg6YRUcHyV0HZKQ==" + "version": "2.5.0", + "resolved": "https://registry.npmjs.org/pg-connection-string/-/pg-connection-string-2.5.0.tgz", + "integrity": "sha512-r5o/V/ORTA6TmUnyWZR9nCj1klXCO2CEKNRlVuJptZe85QuhFayC7WeMic7ndayT5IRIR0S0xFxFi2ousartlQ==" }, "pg-int8": { "version": "1.0.1", @@ -1374,14 +1374,14 @@ "integrity": "sha512-WCtabS6t3c8SkpDBUlb1kjOs7l66xsGdKpIPZsg4wR+B3+u9UAum2odSsF9tnvxg80h4ZxLWMy4pRjOsFIqQpw==" }, "pg-pool": { - "version": "3.2.2", - "resolved": "https://registry.npmjs.org/pg-pool/-/pg-pool-3.2.2.tgz", - "integrity": "sha512-ORJoFxAlmmros8igi608iVEbQNNZlp89diFVx6yV5v+ehmpMY9sK6QgpmgoXbmkNaBAx8cOOZh9g80kJv1ooyA==" + "version": "3.3.0", + "resolved": "https://registry.npmjs.org/pg-pool/-/pg-pool-3.3.0.tgz", + "integrity": "sha512-0O5huCql8/D6PIRFAlmccjphLYWC+JIzvUhSzXSpGaf+tjTZc4nn+Lr7mLXBbFJfvwbP0ywDv73EiaBsxn7zdg==" }, "pg-protocol": { - "version": "1.4.0", - "resolved": "https://registry.npmjs.org/pg-protocol/-/pg-protocol-1.4.0.tgz", - "integrity": "sha512-El+aXWcwG/8wuFICMQjM5ZSAm6OWiJicFdNYo+VY3QP+8vI4SvLIWVe51PppTzMhikUJR+PsyIFKqfdXPz/yxA==" + "version": "1.5.0", + "resolved": "https://registry.npmjs.org/pg-protocol/-/pg-protocol-1.5.0.tgz", + "integrity": "sha512-muRttij7H8TqRNu/DxrAJQITO4Ac7RmX3Klyr/9mJEOBeIpgnF8f9jAfRz5d3XwQZl5qBjF9gLsUtMPJE0vezQ==" }, "pg-types": { "version": "2.2.0", diff --git a/package.json b/package.json index 106d9c2..72c380c 100644 --- a/package.json +++ b/package.json @@ -36,7 +36,7 @@ "node-binance-api": "0.12.5", "nodemailer": "6.5.0", "ora": "5.4.0", - "pg": "8.5.1", + "pg": "8.6.0", "set-interval-async": "2.0.1", "socket.io": "2.4.1", "socket.io-client": "2.4.0", From 0891024d2772e2d73e7eb4d2106d70f83196bb1c Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Thu, 15 Apr 2021 05:51:02 +0200 Subject: [PATCH 57/98] fix(notifiers): correct punctuation --- src/notifiers/gmail.js | 4 ++-- src/notifiers/telegram.js | 4 ++-- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/src/notifiers/gmail.js b/src/notifiers/gmail.js index 77a6dfa..6ea3b63 100644 --- a/src/notifiers/gmail.js +++ b/src/notifiers/gmail.js @@ -76,7 +76,7 @@ function createMailMessage(subject, html) { function notifyEnterLongSignal(signal) { return send( - createSignalMessage(`Enter ${signal.pair} long trade..`, signal) + createSignalMessage(`Enter ${signal.pair} long trade.`, signal) ) } function notifyEnterLongSignalTraded(signal) { @@ -86,7 +86,7 @@ function notifyEnterLongSignalTraded(signal) { } function notifyEnterShortSignal(signal) { return send( - createSignalMessage(`Enter ${signal.pair} short trade.`, signal) + createSignalMessage(`Enter ${signal.pair} short trade.`, signal) ) } function notifyEnterShortSignalTraded(signal) { diff --git a/src/notifiers/telegram.js b/src/notifiers/telegram.js index a47c540..e2955fa 100644 --- a/src/notifiers/telegram.js +++ b/src/notifiers/telegram.js @@ -64,7 +64,7 @@ function send(message) { function notifyEnterLongSignal(signal) { return send( - createSignalMessage(`Enter ${signal.pair} long trade..`, signal) + createSignalMessage(`Enter ${signal.pair} long trade.`, signal) ) } function notifyEnterLongSignalTraded(signal) { @@ -74,7 +74,7 @@ function notifyEnterLongSignalTraded(signal) { } function notifyEnterShortSignal(signal) { return send( - createSignalMessage(`Enter ${signal.pair} short trade.`, signal) + createSignalMessage(`Enter ${signal.pair} short trade.`, signal) ) } function notifyEnterShortSignalTraded(signal) { From 8f1444c87cd699953ff1c1c0f6dfd9f51e4d51ca Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 15 Apr 2021 05:17:04 +0000 Subject: [PATCH 58/98] chore(deps): update node:14.16.1-alpine3.13 docker digest to 7021600 --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index f2f17e6..8c184a8 100644 --- a/Dockerfile +++ b/Dockerfile @@ -27,7 +27,7 @@ RUN npm install ####################### # Should be the specific version of node:alpine3. -FROM node:14.16.1-alpine3.13@sha256:4ffbef007b0214706fb8ec92353ccd5b0a12d9d1522e0f2c5e0a8bde3f9d8985 AS production +FROM node:14.16.1-alpine3.13@sha256:7021600941a9caa072c592b6a89cec80e46cb341d934f1868220f5786f236f60 AS production ENV NODE_ENV=production From c41716ad8c7607d3bac07102da3b68d998548a87 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 15 Apr 2021 10:51:01 +0000 Subject: [PATCH 59/98] chore(deps): update postgres:13.2-alpine docker digest to c4c7a15 --- docker-compose.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker-compose.yml b/docker-compose.yml index f42ab42..09a5cd3 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -21,7 +21,7 @@ services: POSTGRES_DB_FILE: /run/secrets/postgres_db POSTGRES_PASSWORD_FILE: /run/secrets/postgres_password POSTGRES_USER_FILE: /run/secrets/postgres_user - image: postgres:13.2-alpine@sha256:21d435eefad33e2a39fdb8b7486997601f6c006ea707fba865da138ec61f6e70 + image: postgres:13.2-alpine@sha256:c4c7a1585974706b5f72b8ab595e47399b23b2e03d93bbf75c1b0904be1803dc volumes: - postgres_data:/var/lib/postgresql/data ports: From abf571d0ae707ca51a3936158da77adacb5fc926 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 15 Apr 2021 20:39:45 +0000 Subject: [PATCH 60/98] chore(deps): update dependency binance-api-node to v0.10.39 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index 2246635..d482a61 100644 --- a/package-lock.json +++ b/package-lock.json @@ -196,9 +196,9 @@ "integrity": "sha512-IdZR9mh6ahOBv/hYGiXyVuyCetmGJhtYkqLBpTStdhEGjegpPlUawydyaF3pbIOFynJTpllEs+NP+CS9jKFLjA==" }, "binance-api-node": { - "version": "0.10.38", - "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.38.tgz", - "integrity": "sha512-MaVpGP8DiJFg31MzvWaoDm6KnWDreIHHxOveHLmWMoQeWEKq5/w/sYSgvdK5fpx88xWGkx85XshwWueWYgyMyA==", + "version": "0.10.39", + "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.39.tgz", + "integrity": "sha512-zXGmhEJ9wAiZWRYamlTUOTVecgj2lbspD0ux4ycEF2KhOK52gqEqJN0xDUVGlhHI/VsvZPj7akIvQCBl2WdTtg==", "requires": { "isomorphic-fetch": "^2.2.1", "isomorphic-ws": "^4.0.1", diff --git a/package.json b/package.json index 72c380c..b4e9b63 100644 --- a/package.json +++ b/package.json @@ -26,7 +26,7 @@ "dependencies": { "axios": "0.21.1", "bignumber.js": "9.0.1", - "binance-api-node": "0.10.38", + "binance-api-node": "0.10.39", "colors": "1.4.0", "dotenv": "8.2.0", "envalid": "7.1.0", From f4a71a86f643e6f2b24f07ffac34347f5b932bef Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Sun, 18 Apr 2021 18:49:17 +0000 Subject: [PATCH 61/98] chore(deps): update dependency binance-api-node to v0.10.40 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index d482a61..b3f8592 100644 --- a/package-lock.json +++ b/package-lock.json @@ -196,9 +196,9 @@ "integrity": "sha512-IdZR9mh6ahOBv/hYGiXyVuyCetmGJhtYkqLBpTStdhEGjegpPlUawydyaF3pbIOFynJTpllEs+NP+CS9jKFLjA==" }, "binance-api-node": { - "version": "0.10.39", - "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.39.tgz", - "integrity": "sha512-zXGmhEJ9wAiZWRYamlTUOTVecgj2lbspD0ux4ycEF2KhOK52gqEqJN0xDUVGlhHI/VsvZPj7akIvQCBl2WdTtg==", + "version": "0.10.40", + "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.40.tgz", + "integrity": "sha512-GpqFTTVyDCWp1UdyuXC2/cYchNjmFcQYb8db/rPDpVGnvys1eY9lTizMGViWw105isBNKeVCuDKhvrOZXGqedg==", "requires": { "isomorphic-fetch": "^2.2.1", "isomorphic-ws": "^4.0.1", diff --git a/package.json b/package.json index b4e9b63..67b9a56 100644 --- a/package.json +++ b/package.json @@ -26,7 +26,7 @@ "dependencies": { "axios": "0.21.1", "bignumber.js": "9.0.1", - "binance-api-node": "0.10.39", + "binance-api-node": "0.10.40", "colors": "1.4.0", "dotenv": "8.2.0", "envalid": "7.1.0", From b7e1f36bf10d8ac6cd4d6aee92a05fc0ff91ff4a Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Wed, 21 Apr 2021 18:20:53 +0000 Subject: [PATCH 62/98] chore(deps): update montudor/action-zip action to v1 --- .github/workflows/ci.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 9ad845e..fa47880 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -108,7 +108,7 @@ jobs: docker container rm -f extract - name: Zip - uses: montudor/action-zip@v0.1.1 + uses: montudor/action-zip@v1.0.0 with: args: zip -qq -r ./nbt.zip ./ From 5112bb9f82c6336671a4524801c04036b5b16a23 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Fri, 23 Apr 2021 17:48:29 +0000 Subject: [PATCH 63/98] chore(deps): update dependency binance-api-node to v0.10.41 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index b3f8592..bca0dfa 100644 --- a/package-lock.json +++ b/package-lock.json @@ -196,9 +196,9 @@ "integrity": "sha512-IdZR9mh6ahOBv/hYGiXyVuyCetmGJhtYkqLBpTStdhEGjegpPlUawydyaF3pbIOFynJTpllEs+NP+CS9jKFLjA==" }, "binance-api-node": { - "version": "0.10.40", - "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.40.tgz", - "integrity": "sha512-GpqFTTVyDCWp1UdyuXC2/cYchNjmFcQYb8db/rPDpVGnvys1eY9lTizMGViWw105isBNKeVCuDKhvrOZXGqedg==", + "version": "0.10.41", + "resolved": "https://registry.npmjs.org/binance-api-node/-/binance-api-node-0.10.41.tgz", + "integrity": "sha512-Ld0XnY4yw94Yy9uh+yyaeRQ+NLs0rLsQk08bfS9BSBks8XGL5/M9Wnm2x7KG+2ewcCYlHv0XUpuquMlrM2JeXw==", "requires": { "isomorphic-fetch": "^2.2.1", "isomorphic-ws": "^4.0.1", diff --git a/package.json b/package.json index 67b9a56..cb8ff25 100644 --- a/package.json +++ b/package.json @@ -26,7 +26,7 @@ "dependencies": { "axios": "0.21.1", "bignumber.js": "9.0.1", - "binance-api-node": "0.10.40", + "binance-api-node": "0.10.41", "colors": "1.4.0", "dotenv": "8.2.0", "envalid": "7.1.0", From ea7a89f9c807903cd0db56d498fb61dbda766c9a Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Fri, 23 Apr 2021 23:40:54 +0000 Subject: [PATCH 64/98] chore(deps): update docker/setup-buildx-action action to v1.2.0 --- .github/workflows/ci.yml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index fa47880..caa6ca7 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -15,7 +15,7 @@ jobs: - name: Docker Buildx setup id: buildx - uses: docker/setup-buildx-action@v1.1.2 + uses: docker/setup-buildx-action@v1.2.0 - name: Registry login if: github.event_name != 'pull_request' @@ -93,7 +93,7 @@ jobs: - name: Docker Buildx setup id: buildx - uses: docker/setup-buildx-action@v1.1.2 + uses: docker/setup-buildx-action@v1.2.0 - name: Build "build" run: | From 5d056c7d65c3b7561320c905ef5ea330c88d9856 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Sat, 24 Apr 2021 14:12:14 +0000 Subject: [PATCH 65/98] chore(deps): update dependency set-interval-async to v2.0.3 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index bca0dfa..3f39322 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1617,9 +1617,9 @@ "integrity": "sha1-BF+XgtARrppoA93TgrJDkrPYkPc=" }, "set-interval-async": { - "version": "2.0.1", - "resolved": "https://registry.npmjs.org/set-interval-async/-/set-interval-async-2.0.1.tgz", - "integrity": "sha512-jCAG1g5Qe1o721mPYglk7f+wPLh0BMIQjjRVsvTXEdAskugMUSlYGb8iQ6XU6+u94V2VNBsfNXLXfuIeNw3AJA==", + "version": "2.0.3", + "resolved": "https://registry.npmjs.org/set-interval-async/-/set-interval-async-2.0.3.tgz", + "integrity": "sha512-8jJgvnhQYQc+XHzyKuJ2g4/0h4jPcT/q3x9VURk+AZohRKpcggcueNhPbS7wOXnamgpAn/enbGl4OnWXurVafg==", "requires": { "@babel/runtime": "7.5.0" } diff --git a/package.json b/package.json index cb8ff25..61c01c6 100644 --- a/package.json +++ b/package.json @@ -37,7 +37,7 @@ "nodemailer": "6.5.0", "ora": "5.4.0", "pg": "8.6.0", - "set-interval-async": "2.0.1", + "set-interval-async": "2.0.3", "socket.io": "2.4.1", "socket.io-client": "2.4.0", "telebot": "1.4.1", From 5e8a36256343fa9f121e8e2062818010f8f576a8 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Mon, 26 Apr 2021 22:30:17 +0000 Subject: [PATCH 66/98] chore(deps): update herve76/node-binance-trader:latest docker digest to 4c4fbcb --- docker-compose.yml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/docker-compose.yml b/docker-compose.yml index 09a5cd3..f11a480 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -12,7 +12,7 @@ services: node-binance-trader: # You cannot access the trader via a web interface. command: yarn run trader - image: herve76/node-binance-trader:latest@sha256:70989d050d7f955d88f46c6bc8f59d6ccc1d6f57a9a67fd555e936ab5fd6ee1c + image: herve76/node-binance-trader:latest@sha256:4c4fbcba67644c32c3c48ae8d882d33aa1f1b31e1b4cfe8dfe8f182db4a22acf volumes: - ./docker/secrets/node-binance-trader/secrets.env:/srv/app/.env:ro postgres: From e122d93b3de51998f72f566d6daa7754d47d03bb Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Wed, 28 Apr 2021 10:26:23 +0000 Subject: [PATCH 67/98] chore(deps): update dependency nodemailer to v6.6.0 --- package-lock.json | 6 +++--- package.json | 2 +- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index 3f39322..f46898d 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1193,9 +1193,9 @@ } }, "nodemailer": { - "version": "6.5.0", - "resolved": "https://registry.npmjs.org/nodemailer/-/nodemailer-6.5.0.tgz", - "integrity": "sha512-Tm4RPrrIZbnqDKAvX+/4M+zovEReiKlEXWDzG4iwtpL9X34MJY+D5LnQPH/+eghe8DLlAVshHAJZAZWBGhkguw==" + "version": "6.6.0", + "resolved": "https://registry.npmjs.org/nodemailer/-/nodemailer-6.6.0.tgz", + "integrity": "sha512-ikSMDU1nZqpo2WUPE0wTTw/NGGImTkwpJKDIFPZT+YvvR9Sj+ze5wzu95JHkBMglQLoG2ITxU21WukCC/XsFkg==" }, "nopt": { "version": "4.0.3", diff --git a/package.json b/package.json index 61c01c6..429f7aa 100644 --- a/package.json +++ b/package.json @@ -34,7 +34,7 @@ "lodash": "4.17.21", "moment": "2.29.1", "node-binance-api": "0.12.5", - "nodemailer": "6.5.0", + "nodemailer": "6.6.0", "ora": "5.4.0", "pg": "8.6.0", "set-interval-async": "2.0.3", From f711704f2086fab2798610efe3cd5261a802a1d8 Mon Sep 17 00:00:00 2001 From: Renovate Bot Date: Thu, 29 Apr 2021 17:40:02 +0000 Subject: [PATCH 68/98] chore(deps): update docker/setup-buildx-action action to v1.3.0 --- .github/workflows/ci.yml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index caa6ca7..ef8cf22 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -15,7 +15,7 @@ jobs: - name: Docker Buildx setup id: buildx - uses: docker/setup-buildx-action@v1.2.0 + uses: docker/setup-buildx-action@v1.3.0 - name: Registry login if: github.event_name != 'pull_request' @@ -93,7 +93,7 @@ jobs: - name: Docker Buildx setup id: buildx - uses: docker/setup-buildx-action@v1.2.0 + uses: docker/setup-buildx-action@v1.3.0 - name: Build "build" run: | From 10306b65d8eb551332864556323ffacaabe36fe5 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Thu, 6 May 2021 05:02:56 +0200 Subject: [PATCH 69/98] feat(trader): migrate to typescript --- .dockerignore | 220 +- .env.testing | 5 + .eslintrc.yml | 33 + .gitignore | 227 +- Dockerfile | 10 +- app.json | 26 +- docker/secrets/.gitignore | 3 +- jest.config.ts | 194 + package-lock.json | 7119 +++++++++++++++++++++++++--- package.json | 40 +- src/env.js | 37 - src/logger.test.ts | 39 + src/logger.ts | 16 + src/notifiers/gmail.js | 116 - src/notifiers/index.js | 31 - src/notifiers/telegram.js | 104 - src/{ => server}/backtest.js | 5 - src/server/env.ts | 25 + src/{ => server}/server.js | 34 +- src/trade-queue.js | 66 - src/trader.js | 1171 ----- src/trader/apis/binance.test.ts | 99 + src/trader/apis/binance.ts | 57 + src/trader/apis/bva.test.ts | 39 + src/trader/apis/bva.ts | 29 + src/trader/env.test.ts | 31 + src/trader/env.ts | 32 + src/trader/http.test.ts | 28 + src/trader/http.ts | 12 + src/{ => trader}/index.html | 9 +- src/trader/notifiers/gmail.ts | 30 + src/trader/notifiers/index.test.ts | 28 + src/trader/notifiers/index.ts | 48 + src/trader/notifiers/telegram.ts | 52 + src/trader/socket.test.ts | 41 + src/trader/socket.ts | 66 + src/trader/trader.test.ts | 319 ++ src/trader/trader.ts | 490 ++ src/trader/types/bva.ts | 196 + src/trader/types/notifier.ts | 9 + src/trader/types/trader.ts | 26 + src/utils/task.js | 11 - tsconfig.json | 76 + 43 files changed, 8869 insertions(+), 2380 deletions(-) create mode 100644 .env.testing create mode 100644 .eslintrc.yml create mode 100644 jest.config.ts delete mode 100644 src/env.js create mode 100644 src/logger.test.ts create mode 100644 src/logger.ts delete mode 100644 src/notifiers/gmail.js delete mode 100644 src/notifiers/index.js delete mode 100644 src/notifiers/telegram.js rename src/{ => server}/backtest.js (98%) create mode 100644 src/server/env.ts rename src/{ => server}/server.js (96%) delete mode 100644 src/trade-queue.js delete mode 100644 src/trader.js create mode 100644 src/trader/apis/binance.test.ts create mode 100644 src/trader/apis/binance.ts create mode 100644 src/trader/apis/bva.test.ts create mode 100644 src/trader/apis/bva.ts create mode 100644 src/trader/env.test.ts create mode 100644 src/trader/env.ts create mode 100644 src/trader/http.test.ts create mode 100644 src/trader/http.ts rename src/{ => trader}/index.html (58%) create mode 100644 src/trader/notifiers/gmail.ts create mode 100644 src/trader/notifiers/index.test.ts create mode 100644 src/trader/notifiers/index.ts create mode 100644 src/trader/notifiers/telegram.ts create mode 100644 src/trader/socket.test.ts create mode 100644 src/trader/socket.ts create mode 100644 src/trader/trader.test.ts create mode 100644 src/trader/trader.ts create mode 100644 src/trader/types/bva.ts create mode 100644 src/trader/types/notifier.ts create mode 100644 src/trader/types/trader.ts delete mode 100644 src/utils/task.js create mode 100644 tsconfig.json diff --git a/.dockerignore b/.dockerignore index 75f1b53..7667954 100644 --- a/.dockerignore +++ b/.dockerignore @@ -1,3 +1,219 @@ -.github/ +# Created by https://www.toptal.com/developers/gitignore/api/node,webstorm+all +# Edit at https://www.toptal.com/developers/gitignore?templates=node,webstorm+all + +### Node ### +# Logs +logs +*.log +npm-debug.log* +yarn-debug.log* +yarn-error.log* +lerna-debug.log* + +# Diagnostic reports (https://nodejs.org/api/report.html) +report.[0-9]*.[0-9]*.[0-9]*.[0-9]*.json + +# Runtime data +pids +*.pid +*.seed +*.pid.lock + +# Directory for instrumented libs generated by jscoverage/JSCover +lib-cov + +# Coverage directory used by tools like istanbul +coverage +*.lcov + +# nyc test coverage +.nyc_output + +# Grunt intermediate storage (https://gruntjs.com/creating-plugins#storing-task-files) +.grunt + +# Bower dependency directory (https://bower.io/) +bower_components + +# node-waf configuration +.lock-wscript + +# Compiled binary addons (https://nodejs.org/api/addons.html) +build/Release + +# Dependency directories node_modules/ -.env \ No newline at end of file +jspm_packages/ + +# TypeScript v1 declaration files +typings/ + +# TypeScript cache +*.tsbuildinfo + +# Optional npm cache directory +.npm + +# Optional eslint cache +.eslintcache + +# Optional stylelint cache +.stylelintcache + +# Microbundle cache +.rpt2_cache/ +.rts2_cache_cjs/ +.rts2_cache_es/ +.rts2_cache_umd/ + +# Optional REPL history +.node_repl_history + +# Output of 'npm pack' +*.tgz + +# Yarn Integrity file +.yarn-integrity + +# dotenv environment variables file +.env +.env.test +.env*.local + +# parcel-bundler cache (https://parceljs.org/) +.cache +.parcel-cache + +# Next.js build output +.next + +# Nuxt.js build / generate output +.nuxt +dist + +# Storybook build outputs +.out +.storybook-out +storybook-static + +# rollup.js default build output +dist/ + +# Gatsby files +.cache/ +# Comment in the public line in if your project uses Gatsby and not Next.js +# https://nextjs.org/blog/next-9-1#public-directory-support +# public + +# vuepress build output +.vuepress/dist + +# Serverless directories +.serverless/ + +# FuseBox cache +.fusebox/ + +# DynamoDB Local files +.dynamodb/ + +# TernJS port file +.tern-port + +# Stores VSCode versions used for testing VSCode extensions +.vscode-test + +# Temporary folders +tmp/ +temp/ + +### WebStorm+all ### +# Covers JetBrains IDEs: IntelliJ, RubyMine, PhpStorm, AppCode, PyCharm, CLion, Android Studio, WebStorm and Rider +# Reference: https://intellij-support.jetbrains.com/hc/en-us/articles/206544839 + +# User-specific stuff +.idea/**/workspace.xml +.idea/**/tasks.xml +.idea/**/usage.statistics.xml +.idea/**/dictionaries +.idea/**/shelf + +# Generated files +.idea/**/contentModel.xml + +# Sensitive or high-churn files +.idea/**/dataSources/ +.idea/**/dataSources.ids +.idea/**/dataSources.local.xml +.idea/**/sqlDataSources.xml +.idea/**/dynamic.xml +.idea/**/uiDesigner.xml +.idea/**/dbnavigator.xml + +# Gradle +.idea/**/gradle.xml +.idea/**/libraries + +# Gradle and Maven with auto-import +# When using Gradle or Maven with auto-import, you should exclude module files, +# since they will be recreated, and may cause churn. Uncomment if using +# auto-import. +# .idea/artifacts +# .idea/compiler.xml +# .idea/jarRepositories.xml +# .idea/modules.xml +# .idea/*.iml +# .idea/modules +# *.iml +# *.ipr + +# CMake +cmake-build-*/ + +# Mongo Explorer plugin +.idea/**/mongoSettings.xml + +# File-based project format +*.iws + +# IntelliJ +out/ + +# mpeltonen/sbt-idea plugin +.idea_modules/ + +# JIRA plugin +atlassian-ide-plugin.xml + +# Cursive Clojure plugin +.idea/replstate.xml + +# Crashlytics plugin (for Android Studio and IntelliJ) +com_crashlytics_export_strings.xml +crashlytics.properties +crashlytics-build.properties +fabric.properties + +# Editor-based Rest Client +.idea/httpRequests + +# Android studio 3.1+ serialized cache file +.idea/caches/build_file_checksums.ser + +### WebStorm+all Patch ### +# Ignores the whole .idea folder and all .iml files +# See https://github.com/joeblau/gitignore.io/issues/186 and https://github.com/joeblau/gitignore.io/issues/360 + +.idea/ + +# Reason: https://github.com/joeblau/gitignore.io/issues/186#issuecomment-249601023 + +*.iml +modules.xml +.idea/misc.xml +*.ipr + +# Sonarlint plugin +.idea/sonarlint + +# End of https://www.toptal.com/developers/gitignore/api/node,webstorm+all diff --git a/.env.testing b/.env.testing new file mode 100644 index 0000000..d106ccc --- /dev/null +++ b/.env.testing @@ -0,0 +1,5 @@ +# This file is for testing purposes only and can be ignored by users! + +BINANCE_API_KEY=BINANCE_API_KEY +BINANCE_SECRET_KEY=BINANCE_SECRET_KEY +BVA_API_KEY=BVA_API_KEY diff --git a/.eslintrc.yml b/.eslintrc.yml new file mode 100644 index 0000000..3a9f464 --- /dev/null +++ b/.eslintrc.yml @@ -0,0 +1,33 @@ +env: + es2021: true + node: true +extends: + - 'eslint:recommended' +overrides: +- files: + - "**/*.ts" + extends: + - eslint:recommended + - plugin:@typescript-eslint/recommended + parser: "@typescript-eslint/parser" + plugins: + - "@typescript-eslint" + rules: + "@typescript-eslint/no-explicit-any": 0 +parserOptions: + ecmaVersion: 12 + sourceType: module +rules: + indent: + - error + - 4 + - SwitchCase: 1 + linebreak-style: + - error + - unix + quotes: + - error + - double + semi: + - error + - never diff --git a/.gitignore b/.gitignore index 7b68c64..7667954 100644 --- a/.gitignore +++ b/.gitignore @@ -1,12 +1,219 @@ -# Node build artifacts -node_modules -npm-debug.log +# Created by https://www.toptal.com/developers/gitignore/api/node,webstorm+all +# Edit at https://www.toptal.com/developers/gitignore?templates=node,webstorm+all -# Local development -*.env -*.dev - -.DS_Store -*.lock +### Node ### +# Logs +logs *.log -*.txt +npm-debug.log* +yarn-debug.log* +yarn-error.log* +lerna-debug.log* + +# Diagnostic reports (https://nodejs.org/api/report.html) +report.[0-9]*.[0-9]*.[0-9]*.[0-9]*.json + +# Runtime data +pids +*.pid +*.seed +*.pid.lock + +# Directory for instrumented libs generated by jscoverage/JSCover +lib-cov + +# Coverage directory used by tools like istanbul +coverage +*.lcov + +# nyc test coverage +.nyc_output + +# Grunt intermediate storage (https://gruntjs.com/creating-plugins#storing-task-files) +.grunt + +# Bower dependency directory (https://bower.io/) +bower_components + +# node-waf configuration +.lock-wscript + +# Compiled binary addons (https://nodejs.org/api/addons.html) +build/Release + +# Dependency directories +node_modules/ +jspm_packages/ + +# TypeScript v1 declaration files +typings/ + +# TypeScript cache +*.tsbuildinfo + +# Optional npm cache directory +.npm + +# Optional eslint cache +.eslintcache + +# Optional stylelint cache +.stylelintcache + +# Microbundle cache +.rpt2_cache/ +.rts2_cache_cjs/ +.rts2_cache_es/ +.rts2_cache_umd/ + +# Optional REPL history +.node_repl_history + +# Output of 'npm pack' +*.tgz + +# Yarn Integrity file +.yarn-integrity + +# dotenv environment variables file +.env +.env.test +.env*.local + +# parcel-bundler cache (https://parceljs.org/) +.cache +.parcel-cache + +# Next.js build output +.next + +# Nuxt.js build / generate output +.nuxt +dist + +# Storybook build outputs +.out +.storybook-out +storybook-static + +# rollup.js default build output +dist/ + +# Gatsby files +.cache/ +# Comment in the public line in if your project uses Gatsby and not Next.js +# https://nextjs.org/blog/next-9-1#public-directory-support +# public + +# vuepress build output +.vuepress/dist + +# Serverless directories +.serverless/ + +# FuseBox cache +.fusebox/ + +# DynamoDB Local files +.dynamodb/ + +# TernJS port file +.tern-port + +# Stores VSCode versions used for testing VSCode extensions +.vscode-test + +# Temporary folders +tmp/ +temp/ + +### WebStorm+all ### +# Covers JetBrains IDEs: IntelliJ, RubyMine, PhpStorm, AppCode, PyCharm, CLion, Android Studio, WebStorm and Rider +# Reference: https://intellij-support.jetbrains.com/hc/en-us/articles/206544839 + +# User-specific stuff +.idea/**/workspace.xml +.idea/**/tasks.xml +.idea/**/usage.statistics.xml +.idea/**/dictionaries +.idea/**/shelf + +# Generated files +.idea/**/contentModel.xml + +# Sensitive or high-churn files +.idea/**/dataSources/ +.idea/**/dataSources.ids +.idea/**/dataSources.local.xml +.idea/**/sqlDataSources.xml +.idea/**/dynamic.xml +.idea/**/uiDesigner.xml +.idea/**/dbnavigator.xml + +# Gradle +.idea/**/gradle.xml +.idea/**/libraries + +# Gradle and Maven with auto-import +# When using Gradle or Maven with auto-import, you should exclude module files, +# since they will be recreated, and may cause churn. Uncomment if using +# auto-import. +# .idea/artifacts +# .idea/compiler.xml +# .idea/jarRepositories.xml +# .idea/modules.xml +# .idea/*.iml +# .idea/modules +# *.iml +# *.ipr + +# CMake +cmake-build-*/ + +# Mongo Explorer plugin +.idea/**/mongoSettings.xml + +# File-based project format +*.iws + +# IntelliJ +out/ + +# mpeltonen/sbt-idea plugin +.idea_modules/ + +# JIRA plugin +atlassian-ide-plugin.xml + +# Cursive Clojure plugin +.idea/replstate.xml + +# Crashlytics plugin (for Android Studio and IntelliJ) +com_crashlytics_export_strings.xml +crashlytics.properties +crashlytics-build.properties +fabric.properties + +# Editor-based Rest Client +.idea/httpRequests + +# Android studio 3.1+ serialized cache file +.idea/caches/build_file_checksums.ser + +### WebStorm+all Patch ### +# Ignores the whole .idea folder and all .iml files +# See https://github.com/joeblau/gitignore.io/issues/186 and https://github.com/joeblau/gitignore.io/issues/360 + +.idea/ + +# Reason: https://github.com/joeblau/gitignore.io/issues/186#issuecomment-249601023 + +*.iml +modules.xml +.idea/misc.xml +*.ipr + +# Sonarlint plugin +.idea/sonarlint + +# End of https://www.toptal.com/developers/gitignore/api/node,webstorm+all diff --git a/Dockerfile b/Dockerfile index 8c184a8..0f8fa7f 100644 --- a/Dockerfile +++ b/Dockerfile @@ -15,12 +15,16 @@ COPY ./ ./ # Should be the specific version of node:alpine3. FROM node:14.16.1-buster@sha256:509f8951071aad29c33f5b8add246f2dfe98ae4b5120a7a53b495584a9be54f1 AS build -ENV NODE_ENV=production - WORKDIR /srv/app/ COPY --from=development /srv/app/ ./ +RUN npm install && \ + npm run lint && \ + npm run test + +ENV NODE_ENV=production + # Discard devDependencies. RUN npm install @@ -33,4 +37,4 @@ ENV NODE_ENV=production WORKDIR /srv/app/ -COPY --from=build /srv/app/ ./ \ No newline at end of file +COPY --from=build /srv/app/ ./ diff --git a/app.json b/app.json index db8a495..2a0c5e4 100644 --- a/app.json +++ b/app.json @@ -17,32 +17,32 @@ "description": "Your BitcoinVsAltcoins.com Account API Key", "required": true }, - "GMAIL_ADDRESS": { - "description": "Gmail email to get notifications", + "IS_NOTIFIER_GMAIL_ENABLED": { + "description": "Selects if Gmail will be used", "required": false }, - "GMAIL_APP_PASSWORD": { - "description": "Gmail password to get notifications", + "IS_NOTIFIER_TELEGRAM_ENABLED": { + "description": "Selects if Telegram will be used", "required": false }, - "IS_TRADE_SHORT_ENABLED": { + "IS_TRADE_MARGIN_ENABLED": { "description": "Selects if short trades are enabled", "required": false }, - "TELEGRAM_API_KEY": { - "description": "Telegram Key for your bot (To create one follow https://core.telegram.org/bots#6-botfather )", + "NOTIFIER_GMAIL_ADDRESS": { + "description": "Gmail email to get notifications", "required": false }, - "TELEGRAM_RECEIVER_ID": { - "description": "Unique identifier for the target chat or username of the target channel (in the format @channelusername)", + "NOTIFIER_GMAIL_APP_PASSWORD": { + "description": "Gmail password to get notifications", "required": false }, - "USE_GMAIL": { - "description": "Selects if Gmail will be used", + "NOTIFIER_TELEGRAM_API_KEY": { + "description": "Telegram Key for your bot (To create one follow https://core.telegram.org/bots#6-botfather )", "required": false }, - "USE_TELEGRAM": { - "description": "Selects if Telegram will be used", + "NOTIFIER_TELEGRAM_RECEIVER_ID": { + "description": "Unique identifier for the target chat or username of the target channel (in the format @channelusername)", "required": false } } diff --git a/docker/secrets/.gitignore b/docker/secrets/.gitignore index 38938af..487e6d9 100644 --- a/docker/secrets/.gitignore +++ b/docker/secrets/.gitignore @@ -1 +1,2 @@ -*.secret \ No newline at end of file +*.env +*.secret diff --git a/jest.config.ts b/jest.config.ts new file mode 100644 index 0000000..29c965e --- /dev/null +++ b/jest.config.ts @@ -0,0 +1,194 @@ +/* + * For a detailed explanation regarding each configuration property and type check, visit: + * https://jestjs.io/docs/en/configuration.html + */ + +export default { + // All imported modules in your tests should be mocked automatically + // automock: false, + + // Stop running tests after `n` failures + // bail: 0, + + // The directory where Jest should store its cached dependency information + // cacheDirectory: "/tmp/jest_rs", + + // Automatically clear mock calls and instances between every test + clearMocks: true, + + // Indicates whether the coverage information should be collected while executing the test + // collectCoverage: false, + + // An array of glob patterns indicating a set of files for which coverage information should be collected + // collectCoverageFrom: undefined, + + // The directory where Jest should output its coverage files + coverageDirectory: "coverage", + + // An array of regexp pattern strings used to skip coverage collection + // coveragePathIgnorePatterns: [ + // "/node_modules/" + // ], + + // Indicates which provider should be used to instrument code for coverage + coverageProvider: "v8", + + // A list of reporter names that Jest uses when writing coverage reports + // coverageReporters: [ + // "json", + // "text", + // "lcov", + // "clover" + // ], + + // An object that configures minimum threshold enforcement for coverage results + // coverageThreshold: undefined, + + // A path to a custom dependency extractor + // dependencyExtractor: undefined, + + // Make calling deprecated APIs throw helpful error messages + // errorOnDeprecated: false, + + // Force coverage collection from ignored files using an array of glob patterns + // forceCoverageMatch: [], + + // A path to a module which exports an async function that is triggered once before all test suites + // globalSetup: undefined, + + // A path to a module which exports an async function that is triggered once after all test suites + // globalTeardown: undefined, + + // A set of global variables that need to be available in all test environments + // globals: {}, + + // The maximum amount of workers used to run your tests. Can be specified as % or a number. E.g. maxWorkers: 10% will use 10% of your CPU amount + 1 as the maximum worker number. maxWorkers: 2 will use a maximum of 2 workers. + // maxWorkers: "50%", + + // An array of directory names to be searched recursively up from the requiring module's location + // moduleDirectories: [ + // "node_modules" + // ], + + // An array of file extensions your modules use + // moduleFileExtensions: [ + // "js", + // "json", + // "jsx", + // "ts", + // "tsx", + // "node" + // ], + + // A map from regular expressions to module names or to arrays of module names that allow to stub out resources with a single module + // moduleNameMapper: {}, + + // An array of regexp pattern strings, matched against all module paths before considered 'visible' to the module loader + // modulePathIgnorePatterns: [], + + // Activates notifications for test results + // notify: false, + + // An enum that specifies notification mode. Requires { notify: true } + // notifyMode: "failure-change", + + // A preset that is used as a base for Jest's configuration + preset: "ts-jest", + + // Run tests from one or more projects + // projects: undefined, + + // Use this configuration option to add custom reporters to Jest + // reporters: undefined, + + // Automatically reset mock state between every test + // resetMocks: false, + + // Reset the module registry before running each individual test + // resetModules: false, + + // A path to a custom resolver + // resolver: undefined, + + // Automatically restore mock state between every test + // restoreMocks: false, + + // The root directory that Jest should scan for tests and modules within + // rootDir: undefined, + + // A list of paths to directories that Jest should use to search for files in + // roots: [ + // "" + // ], + + // Allows you to use a custom runner instead of Jest's default test runner + // runner: "jest-runner", + + // The paths to modules that run some code to configure or set up the testing environment before each test + // setupFiles: [], + + // A list of paths to modules that run some code to configure or set up the testing framework before each test + // setupFilesAfterEnv: [], + + // The number of seconds after which a test is considered as slow and reported as such in the results. + // slowTestThreshold: 5, + + // A list of paths to snapshot serializer modules Jest should use for snapshot testing + // snapshotSerializers: [], + + // The test environment that will be used for testing + testEnvironment: "node", + + // Options that will be passed to the testEnvironment + // testEnvironmentOptions: {}, + + // Adds a location field to test results + // testLocationInResults: false, + + // The glob patterns Jest uses to detect test files + // testMatch: [ + // "**/__tests__/**/*.[jt]s?(x)", + // "**/?(*.)+(spec|test).[tj]s?(x)" + // ], + + // An array of regexp pattern strings that are matched against all test paths, matched tests are skipped + // testPathIgnorePatterns: [ + // "/node_modules/" + // ], + + // The regexp pattern or array of patterns that Jest uses to detect test files + // testRegex: [], + + // This option allows the use of a custom results processor + // testResultsProcessor: undefined, + + // This option allows use of a custom test runner + // testRunner: "jasmine2", + + // This option sets the URL for the jsdom environment. It is reflected in properties such as location.href + // testURL: "http://localhost", + + // Setting this value to "fake" allows the use of fake timers for functions such as "setTimeout" + // timers: "real", + + // A map from regular expressions to paths to transformers + // transform: undefined, + + // An array of regexp pattern strings that are matched against all source file paths, matched files will skip transformation + // transformIgnorePatterns: [ + // "/node_modules/", + // "\\.pnp\\.[^\\/]+$" + // ], + + // An array of regexp pattern strings that are matched against all modules before the module loader will automatically return a mock for them + // unmockedModulePathPatterns: undefined, + + // Indicates whether each individual test should be reported during the run + // verbose: undefined, + + // An array of regexp patterns that are matched against all source file paths before re-running tests in watch mode + // watchPathIgnorePatterns: [], + + // Whether to use watchman for 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"express": "4.17.1", - "lodash": "4.17.21", "moment": "2.29.1", - "node-binance-api": "0.12.5", "nodemailer": "6.5.0", "ora": "5.4.0", + "p-queue": "6.6.2", "pg": "8.6.0", "set-interval-async": "2.0.3", "socket.io": "2.4.1", "socket.io-client": "2.4.0", "telebot": "1.4.1", - "tulind": "0.8.18" + "tulind": "0.8.18", + "winston": "3.3.3" + }, + "devDependencies": { + "@types/express": "4.17.11", + "@types/jest": "26.0.23", + "@types/lodash": "4.14.168", + "@types/nodemailer": "6.4.1", + "@types/set-interval-async": "1.0.0", + "@types/socket.io-client": "1.4.36", + "@types/supertest": "2.0.11", + "@types/telebot": "1.2.2", + "@typescript-eslint/eslint-plugin": "4.22.0", + "@typescript-eslint/parser": "4.22.0", + "eslint": "7.24.0", + "jest": "26.6.3", + "supertest": "6.1.3", + "ts-jest": "26.5.5", + "ts-node": "9.1.1", + "typescript": "4.2.4" } } diff --git a/src/env.js b/src/env.js deleted file mode 100644 index 110e54f..0000000 --- a/src/env.js +++ /dev/null @@ -1,37 +0,0 @@ -// read .env file into proces.env -require("dotenv").config() - -const envalid = require("envalid") -var pjson = require("../package.json") - -module.exports = envalid.cleanEnv(process.env, { - BACKTEST_TEST_PAIR: envalid.str({ default: "BTCUSDT" }), - BINANCE_API_KEY: envalid.str(), - BINANCE_SECRET_KEY: envalid.str(), - BVA_API_KEY: envalid.str(), - CONNECT_SERVER_TO_BVA: envalid.bool({ default: true }), - DATABASE_CONNECT_VIA_SSL: envalid.bool({ default: false }), - DATABASE_INSERT_PAIR_HISTORY: envalid.bool({ default: true }), - DATABASE_URL: envalid.str({ - default: - "DATABASE_URL=postgres://postgres:postgres@127.0.0.1:5432/postgres", - }), - GMAIL_ADDRESS: envalid.str({ default: "" }), - GMAIL_APP_PASSWORD: envalid.str({ default: "" }), - HOST: envalid.host({ default: "localhost" }), - IS_TRADE_SHORT_ENABLED: envalid.bool({ default: true }), - SERVER_PORT: envalid.port({ - default: 4000, - desc: "The port to start the server on", - }), - STRATEGY_TIMEFRAME: envalid.str({ default: "15m" }), - TELEGRAM_API_KEY: envalid.str({ default: "" }), - TELEGRAM_RECEIVER_ID: envalid.str({ default: "" }), - TRADER_PORT: envalid.port({ - default: 8003, - desc: "The port to trader webserver runs", - }), - USE_GMAIL: envalid.bool({ default: false }), - USE_TELEGRAM: envalid.bool({ default: false }), - VERSION: envalid.str({ default: pjson.version }), -}) diff --git a/src/logger.test.ts b/src/logger.test.ts new file mode 100644 index 0000000..6875ef7 --- /dev/null +++ b/src/logger.test.ts @@ -0,0 +1,39 @@ +// https://stackoverflow.com/a/59392688/4682621 + +jest.mock("winston", () => { + const format = { + colorize: jest.fn(), + combine: jest.fn(), + timestamp: jest.fn(), + printf: jest.fn(), + } + const transports = { + Console: jest.fn(), + } + const logger = {} + return { + format, + transports, + createLogger: jest.fn(() => logger), + } +}) + +import { format } from "winston" + +describe("logger", () => { + it("should pass", () => { + const templateFunctions: any[] = []; + (format.printf as jest.Mock).mockImplementation((templateFn) => { + templateFunctions.push(templateFn) + }) + require("./logger") + const info = { + timestamp: 123, + level: "info", + message: "haha", + } + const templateFunction1 = templateFunctions.shift() + expect(templateFunction1(info)) + .toBe(`${info.timestamp} | ${info.level} | ${info.message}`) + }) +}) diff --git a/src/logger.ts b/src/logger.ts new file mode 100644 index 0000000..f73316d --- /dev/null +++ b/src/logger.ts @@ -0,0 +1,16 @@ +import winston from "winston" + +const logger = winston.createLogger({ + format: winston.format.combine( + winston.format.timestamp({ + format: "YYYY-MM-DD HH:mm:ss" + }), + winston.format.colorize({ all: true }), + winston.format.printf(info => `${info.timestamp} | ${info.level} | ${info.message}`) + ), + transports: [new winston.transports.Console({ + silent: process.argv.indexOf("--silent") >= 0, + })], +}) + +export default logger diff --git a/src/notifiers/gmail.js b/src/notifiers/gmail.js deleted file mode 100644 index 6ea3b63..0000000 --- a/src/notifiers/gmail.js +++ /dev/null @@ -1,116 +0,0 @@ -const env = require("../env") - -const gmail_address = env.GMAIL_ADDRESS -const gmail_app_password = env.GMAIL_APP_PASSWORD - -module.exports = function () { - if (!env.USE_GMAIL) return {} - - const mailTransport = require("nodemailer").createTransport( - `smtps://${encodeURIComponent(gmail_address)}:${encodeURIComponent( - gmail_app_password - )}@smtp.gmail.com` - ) - - function send(message) { - if (!env.USE_GMAIL) return - - if (typeof message === "string") { - message = createMailMessage("Trading Bot Message", message) - } - - return mailTransport.sendMail(message).catch((error) => { - console.error( - "There was an error while sending the email ... trying again...", - error - ) - setTimeout(() => { - mailTransport.sendMail(message).catch((error) => { - console.error( - "There was an error while sending the email: stop trying", - error - ) - }) - }, 2000) - }) - } - - return { - notifyEnterLongSignal, - notifyEnterLongSignalTraded, - notifyEnterShortSignal, - notifyEnterShortSignalTraded, - notifyExitLongSignal, - notifyExitLongSignalTraded, - notifyExitShortSignal, - notifyExitShortSignalTraded, - send, - } -} - -function createSignalMessage(base, signal) { - return createMailMessage( - base, - base + - "\n" + - "strategy: " + - signal.stratname + - "\n" + - "price: " + - signal.price + - "\n" + - "score: " + - (signal.score || "N/A") - ) -} - -function createMailMessage(subject, html) { - return { - from: '"🐬 BVA " ', - to: gmail_address, - subject, - text: html, - html, - } -} - -function notifyEnterLongSignal(signal) { - return send( - createSignalMessage(`Enter ${signal.pair} long trade.`, signal) - ) -} -function notifyEnterLongSignalTraded(signal) { - return send( - createSignalMessage(`SUCCESS! Entered ${signal.pair} long trade.`, signal) - ) -} -function notifyEnterShortSignal(signal) { - return send( - createSignalMessage(`Enter ${signal.pair} short trade.`, signal) - ) -} -function notifyEnterShortSignalTraded(signal) { - return send( - createSignalMessage(`SUCCESS! Entered ${signal.pair} short trade.`, signal) - ) -} -function notifyExitLongSignal(signal) { - return send( - createSignalMessage(`Exit ${signal.pair} long trade.`, signal) - ) -} -function notifyExitLongSignalTraded(signal) { - return send( - createSignalMessage(`SUCCESS! Exited ${signal.pair} long trade.`, signal) - ) -} -function notifyExitShortSignal(signal) { - return send( - createSignalMessage(`Exit ${signal.pair} short trade.`, signal) - ) -} -function notifyExitShortSignalTraded(signal) { - return send( - createSignalMessage(`SUCCESS! Exited ${signal.pair} short trade.`, signal) - ) -} diff --git a/src/notifiers/index.js b/src/notifiers/index.js deleted file mode 100644 index 5770aba..0000000 --- a/src/notifiers/index.js +++ /dev/null @@ -1,31 +0,0 @@ -const env = require("./../env") - -module.exports = function (trading_pairs) { - const notifiers = [] - - if (env.USE_GMAIL) notifiers.push(require("./gmail")()) - if (env.USE_TELEGRAM) notifiers.push(require("./telegram")(trading_pairs)) - - const notifyAllFor = (method, arg) => - notifiers.forEach((n) => n[method] && n[method](arg)) - - return { - notifyEnterLongSignal: (signal) => - notifyAllFor("notifyEnterLongSignal", signal), - notifyEnterLongSignalTraded: (signal) => - notifyAllFor("notifyEnterLongSignalTraded", signal), - notifyEnterShortSignal: (signal) => - notifyAllFor("notifyEnterShortSignal", signal), - notifyEnterShortSignalTraded: (signal) => - notifyAllFor("notifyEnterShortSignalTraded", signal), - notifyExitLongSignal: (signal) => - notifyAllFor("notifyExitLongSignal", signal), - notifyExitLongSignalTraded: (signal) => - notifyAllFor("notifyExitLongSignalTraded", signal), - notifyExitShortSignal: (signal) => - notifyAllFor("notifyExitShortSignal", signal), - notifyExitShortSignalTraded: (signal) => - notifyAllFor("notifyExitShortSignalTraded", signal), - send: (message) => notifyAllFor("send", message), - } -} diff --git a/src/notifiers/telegram.js b/src/notifiers/telegram.js deleted file mode 100644 index e2955fa..0000000 --- a/src/notifiers/telegram.js +++ /dev/null @@ -1,104 +0,0 @@ -const _ = require("lodash") -const env = require("../env") -const TeleBot = require("telebot") - -/** - * @type {TeleBot} - */ -let telBot - -module.exports = function (trading_pairs) { - if (!env.USE_TELEGRAM) return {} - - telBot = new TeleBot(env.TELEGRAM_API_KEY) - // Get channel id. - telBot.on("/info", async (msg) => { - return send( - "Open Trades: " + - _.values(trading_pairs).length + - "\n" + - "Channel ID : " + - msg.chat.id - ) - }) - telBot.on("start", () => { - send("Trader Bot started!") - }) - telBot.start() - - return { - notifyEnterLongSignal, - notifyEnterLongSignalTraded, - notifyEnterShortSignal, - notifyEnterShortSignalTraded, - notifyExitLongSignal, - notifyExitLongSignalTraded, - notifyExitShortSignal, - notifyExitShortSignalTraded, - send, - } -} - -function createSignalMessage(base, signal) { - return ( - base + - "\n" + - "strategy: " + - signal.stratname + - "\n" + - "price: " + - signal.price + - "\n" + - "score: " + - (signal.score || "N/A") - ) -} - -function send(message) { - if (!env.USE_TELEGRAM || !telBot) return - - return telBot.sendMessage(env.TELEGRAM_RECEIVER_ID, message, { - parseMode: "html", - }) -} - -function notifyEnterLongSignal(signal) { - return send( - createSignalMessage(`Enter ${signal.pair} long trade.`, signal) - ) -} -function notifyEnterLongSignalTraded(signal) { - return send( - createSignalMessage(`SUCCESS! Entered ${signal.pair} long trade.`, signal) - ) -} -function notifyEnterShortSignal(signal) { - return send( - createSignalMessage(`Enter ${signal.pair} short trade.`, signal) - ) -} -function notifyEnterShortSignalTraded(signal) { - return send( - createSignalMessage(`SUCCESS! Entered ${signal.pair} short trade.`, signal) - ) -} -function notifyExitLongSignal(signal) { - return send( - createSignalMessage(`Exit ${signal.pair} long trade.`, signal) - ) -} -function notifyExitLongSignalTraded(signal) { - return send( - createSignalMessage(`SUCCESS! Exited ${signal.pair} long trade.`, signal) - ) -} -function notifyExitShortSignal(signal) { - return send( - createSignalMessage(`Exit ${signal.pair} short trade.`, signal) - ) -} -function notifyExitShortSignalTraded(signal) { - return send( - createSignalMessage(`SUCCESS! Exited ${signal.pair} short trade.`, signal) - ) -} diff --git a/src/backtest.js b/src/server/backtest.js similarity index 98% rename from src/backtest.js rename to src/server/backtest.js index 0285b27..e2b8f15 100644 --- a/src/backtest.js +++ b/src/server/backtest.js @@ -1,6 +1,5 @@ const BigNumber = require("bignumber.js") const colors = require("colors") -const _ = require("lodash") const moment = require("moment") const { Client } = require("pg") const env = require("./env") @@ -47,8 +46,6 @@ async function getData(pair) { }) } -const arrAvg = (arr) => arr.reduce((a, b) => a + b, 0) / arr.length - async function backtest(lines) { let curr_pnl = new BigNumber(0) let first_price = new BigNumber(0) @@ -61,7 +58,6 @@ async function backtest(lines) { let amount_sold = 0 let trading_report = "" let trading_count = 0 - let trading_start = 0 let trading_win_count = 0 let trading_loss_count = 0 let pnl = new BigNumber(0) @@ -180,7 +176,6 @@ async function backtest(lines) { " trd:".grey + colors.white(trades[trades.length - 1]) trading = true - trading_start = time start_price = BigNumber(price) } else { diff --git a/src/server/env.ts b/src/server/env.ts new file mode 100644 index 0000000..f293cf7 --- /dev/null +++ b/src/server/env.ts @@ -0,0 +1,25 @@ +// read .env file into proces.env +import dotenvv from "dotenv" +import envalid from "envalid" + +import * as packageJson from "../../package.json" + +dotenvv.config() + +export default envalid.cleanEnv(process.env, { + BACKTEST_TEST_PAIR: envalid.str({ default: "BTCUSDT" }), + BVA_API_KEY: envalid.str(), + CONNECT_SERVER_TO_BVA: envalid.bool({ default: true }), + DATABASE_CONNECT_VIA_SSL: envalid.bool({ default: false }), + DATABASE_INSERT_PAIR_HISTORY: envalid.bool({ default: true }), + DATABASE_URL: envalid.str({ + default: + "DATABASE_URL=postgres://postgres:postgres@127.0.0.1:5432/postgres", + }), + SERVER_PORT: envalid.port({ + default: 4000, + desc: "The port to start the server on", + }), + STRATEGY_TIMEFRAME: envalid.str({ default: "15m" }), + VERSION: envalid.str({ default: packageJson.version }), +}) diff --git a/src/server.js b/src/server/server.js similarity index 96% rename from src/server.js rename to src/server/server.js index 20000d2..0170855 100644 --- a/src/server.js +++ b/src/server/server.js @@ -96,8 +96,8 @@ if (insert_into_db && pg_connectionString) { ////////////////////////////////////////////////////////////////////////////////// -const server = express() - .use((req, res) => res.sendFile(INDEX)) +express() + .use((_req, res) => res.sendFile(INDEX)) .listen(PORT, () => console.log(`NBT server running on port ${PORT}`)) ////////////////////////////////////////////////////////////////////////////////// @@ -190,7 +190,7 @@ async function trackPairData(pair) { } await sleep(wait_time) // setup candle websocket - const candlesWs = binance_client.ws.candles( + binance_client.ws.candles( pair, timeframe, async (candle) => { @@ -217,7 +217,7 @@ async function trackPairData(pair) { await sleep(wait_time) // setup depth websocket - const depthWs = binance_client.ws.partialDepth( + binance_client.ws.partialDepth( { symbol: pair, level: 10 }, (depth) => { pairData[pair].sum_bids = _.sumBy(depth.bids, (o) => { @@ -237,7 +237,7 @@ async function trackPairData(pair) { await sleep(wait_time) // setup trade (1 per second) - const tradesWs = binance_client.ws.trades([pair], (trade) => { + binance_client.ws.trades([pair], (trade) => { pairData[pair].price = BigNumber(trade.price) pairData[pair].volumes.unshift({ timestamp: Date.now(), @@ -348,8 +348,8 @@ async function trackPairData(pair) { pairData[pair].srsi === null ? null : Number( - pairData[pair].srsi.decimalPlaces(2).toString() - ), + pairData[pair].srsi.decimalPlaces(2).toString() + ), ] const insert_query = "INSERT INTO " + @@ -359,7 +359,6 @@ async function trackPairData(pair) { " VALUES($1,$2,$3,$4,$5,$6,$7,$8,$9,$10,$11,$12,$13,$14,$15,$16,$17,$18) RETURNING * " pg_client .query(insert_query, insert_values) - .then((res) => {}) .catch((e) => { console.log(e) }) @@ -414,13 +413,13 @@ async function trackPairData(pair) { const pnl = openSignal.type === "LONG" ? first_bid_price - .minus(openSignal.buy_price) - .times(100) - .dividedBy(openSignal.buy_price) + .minus(openSignal.buy_price) + .times(100) + .dividedBy(openSignal.buy_price) : BigNumber(openSignal.sell_price) - .minus(first_ask_price) - .times(100) - .dividedBy(openSignal.sell_price) + .minus(first_ask_price) + .times(100) + .dividedBy(openSignal.sell_price) if ( pnl.isLessThan(openSignals[pair + signal_key].stop_loss) || @@ -551,15 +550,12 @@ async function createPgPairTable(pair) { pair + "(id bigserial primary key, eventtime bigint NOT NULL, datetime varchar(200), price decimal, candle_open decimal, candle_high decimal, candle_low decimal, candle_close decimal, sum_interv_vols decimal, trades integer, makers_count real, depth_report decimal, sum_bids real, sum_asks real, first_bid_price decimal, first_ask_price decimal, first_bid_qty decimal, first_ask_qty decimal, srsi real)" ) - .then((res) => { + .then(() => { console.log("TABLE " + nbt_prefix + pair + " CREATION SUCCESS") }) - .catch((e) => { - //console.log(e) - }) } -sleep = (x) => { +function sleep (x) { return new Promise((resolve) => { setTimeout(() => { resolve(true) diff --git a/src/trade-queue.js b/src/trade-queue.js deleted file mode 100644 index 8263f7e..0000000 --- a/src/trade-queue.js +++ /dev/null @@ -1,66 +0,0 @@ -const { - setIntervalAsync, - clearIntervalAsync, -} = require("set-interval-async/dynamic") - -const TradeQueue = function () { - const queue = [] - const interval = 250 // The interval in milliseconds the queue runs at. - let setIntervalAsyncHandle - - const addToQueue = (task) => { - queue.push(task) - } - - const startQueue = () => { - setIntervalAsyncHandle = setIntervalAsync(processQueue, interval) - } - - const stopQueue = async () => { - await clearIntervalAsync(setIntervalAsyncHandle) - } - - const processQueue = async () => { - while (queue.length > 0) { - const task = queue[0] - - try { - const res = await task.job() - task.onFinished(res) - queue.shift() // Remove current task. - } catch (error) { - task.onError(error) - if (error.body) { - console.error("Error in queue", error.body) - } else { - console.error("Error in queue", JSON.stringify(error)) - } - - if (task.currentRetry >= task.maxRetries) { - queue.shift() // Remove current task. - console.log("No more retries left".red) - } else { - console.log( - `Retries left: ${task.maxRetries - task.currentRetry}` - .magenta - ) - task.currentRetry += 1 - } - } - } - } - - return { - addToQueue: (task) => { - return addToQueue(task) - }, - startQueue: () => { - return startQueue() - }, - stopQueue: () => { - return stopQueue() - }, - } -} - -module.exports = TradeQueue diff --git a/src/trader.js b/src/trader.js deleted file mode 100644 index fcc9b55..0000000 --- a/src/trader.js +++ /dev/null @@ -1,1171 +0,0 @@ -const express = require("express") -const io = require("socket.io-client") -const _ = require("lodash") -const colors = require("colors") -const BigNumber = require("bignumber.js") -const axios = require("axios") -const Binance = require("node-binance-api") -const env = require("./env") -const Task = require("./utils/task") -const TradeQueue = require("./trade-queue") - -const bva_key = env.BVA_API_KEY -const tradeQueue = new TradeQueue() -const tradeShortEnabled = env.IS_TRADE_SHORT_ENABLED -tradeQueue.startQueue() - -////////////////////////////////////////////////////////////////////////////////// -// VARIABLES TO KEEP TRACK OF BOT POSITIONS AND ACTIVITY -////////////////////////////////////////////////////////////////////////////////// - -const tradingData = { - trading_pairs: {}, - open_trades: {}, - trading_types: {}, - trading_qty: {}, - buy_prices: {}, - sell_prices: {}, - user_payload: [], - available_balances: [], - minimums: {}, - margin_pairs: [], -} - -////////////////////////////////////////////////////////////////////////////////// -////////////////////////////////////////////////////////////////////////////////// - -const app = express() -app.get("/", (req, res) => res.send("")) -app.listen(env.TRADER_PORT, () => console.log("NBT auto trader running.".grey)) - -const notifier = require("./notifiers")(tradingData.trading_pairs) - -////////////////////////////////////////////////////////////////////////////////// - -const bnb_client = new Binance().options({ - APIKEY: env.BINANCE_API_KEY, - APISECRET: env.BINANCE_SECRET_KEY, -}) - -////////////////////////////////////////////////////////////////////////////////// - -const nbt_vers = env.VERSION -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.".grey) -}) - -socket.on("disconnect", () => { - console.log("Auto Trader disconnected.".grey) -}) - -socket.on("message", (message) => { - console.log(colors.magenta("NBT Message: " + message)) -}) - -socket.on("buy_signal", async (signal) => { - const tresult = _.findIndex( - tradingData.user_payload, - (o) => o.stratid == signal.stratid - ) - if (tresult > -1) { - if ( - !tradingData.trading_pairs[signal.pair + signal.stratid] && - signal.new - ) { - console.log( - colors.grey( - "BUY_SIGNAL :: ENTER LONG TRADE ::", - signal.stratname, - signal.stratid, - signal.pair - ) - ) - - notifier.notifyEnterLongSignal(signal) - - console.log( - signal.pair, - " ===> BUY", - signal.price, - Number(tradingData.user_payload[tresult].buy_amount) - ) - - const alt = signal.pair.replace("BTC", "") - if ( - tradingData.minimums[alt + "BTC"] && - tradingData.minimums[alt + "BTC"].minQty - ) { - const buy_amount = new BigNumber( - tradingData.user_payload[tresult].buy_amount - ) - const btc_qty = buy_amount.dividedBy(signal.price) - const qty = bnb_client.roundStep( - btc_qty, - tradingData.minimums[alt + "BTC"].stepSize - ) - console.log("Market Buy ==> " + qty + " - " + alt + "BTC") - - const traded_buy_signal = { - key: bva_key, - stratname: signal.stratname, - stratid: signal.stratid, - trading_type: - tradingData.user_payload[tresult].trading_type, - pair: signal.pair, - qty: qty, - } - - if (tradingData.user_payload[tresult].trading_type === "real") { - if (tradingData.margin_pairs.includes(alt + "BTC")) { - const job = async () => { - return new Promise((resolve, reject) => { - bnb_client.mgMarketBuy( - alt + "BTC", - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR", - error.body - ) - reject(error) - return - } - - tradingData.trading_pairs[ - signal.pair + signal.stratid - ] = true - tradingData.trading_types[ - signal.pair + signal.stratid - ] = "LONG" - tradingData.open_trades[ - signal.pair + signal.stratid - ] = true - tradingData.trading_qty[ - signal.pair + signal.stratid - ] = Number(qty) - - console.log("SUCCESS") - socket.emit( - "traded_buy_signal", - traded_buy_signal - ) - notifier.notifyEnterLongSignalTraded(signal) - resolve(true) - } - ) - }) - } - - const task = new Task(job) - tradeQueue.addToQueue(task) - } else { - const job = async () => { - return new Promise((resolve, reject) => { - bnb_client.marketBuy( - alt + "BTC", - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR marketBuy", - alt + "BTC", - Number(qty), - error.body - ) - reject(error) - return - } - - tradingData.trading_pairs[ - signal.pair + signal.stratid - ] = true - tradingData.trading_types[ - signal.pair + signal.stratid - ] = "LONG" - tradingData.open_trades[ - signal.pair + signal.stratid - ] = true - tradingData.trading_qty[ - signal.pair + signal.stratid - ] = Number(qty) - - console.log( - "SUCESS marketBuy", - alt + "BTC", - Number(qty) - ) - socket.emit( - "traded_buy_signal", - traded_buy_signal - ) - notifier.notifyEnterLongSignalTraded(signal) - resolve(true) - } - ) - }) - } - - const task = new Task(job) - tradeQueue.addToQueue(task) - } - } else { - // VIRTUAL TRADE - - tradingData.trading_pairs[ - signal.pair + signal.stratid - ] = true - tradingData.trading_types[signal.pair + signal.stratid] = - "LONG" - tradingData.open_trades[signal.pair + signal.stratid] = true - tradingData.trading_qty[ - signal.pair + signal.stratid - ] = Number(qty) - - socket.emit("traded_buy_signal", traded_buy_signal) - notifier.notifyEnterLongSignalTraded(signal) - } - } else { - console.log("PAIR UNKNOWN", alt) - } - } else if ( - tradeShortEnabled && - tradingData.trading_types[signal.pair + signal.stratid] === - "SHORT" && - tradingData.trading_qty[signal.pair + signal.stratid] && - !signal.new && - tradingData.open_trades[signal.pair + signal.stratid] - ) { - console.log( - colors.grey( - "BUY_SIGNAL :: BUY TO COVER SHORT TRADE ::", - signal.stratname, - signal.stratid, - signal.pair - ) - ) - - notifier.notifyExitShortSignal(signal) - - console.log( - signal.pair, - " ---> BUY", - Number(tradingData.trading_qty[signal.pair + signal.stratid]) - ) - - const alt = signal.pair.replace("BTC", "") - if (tradingData.minimums[alt + "BTC"].minQty) { - const qty = Number( - tradingData.trading_qty[signal.pair + signal.stratid] - ) - console.log( - "QTY ====mgMarketBuy===> " + qty + " - " + alt + "BTC" - ) - const traded_buy_signal = { - key: bva_key, - stratname: signal.stratname, - stratid: signal.stratid, - trading_type: - tradingData.user_payload[tresult].trading_type, - pair: signal.pair, - qty: qty, - } - if (tradingData.user_payload[tresult].trading_type === "real") { - const job = async () => { - return new Promise((resolve, reject) => { - bnb_client.mgMarketBuy( - alt + "BTC", - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR", - alt, - Number(qty), - error.body - ) - - reject(error) - return - } - - delete tradingData.trading_pairs[ - signal.pair + signal.stratid - ] - delete tradingData.trading_types[ - signal.pair + signal.stratid - ] - delete tradingData.buy_prices[ - signal.pair + signal.stratid - ] - delete tradingData.sell_prices[ - signal.pair + signal.stratid - ] - delete tradingData.trading_qty[ - signal.pair + signal.stratid - ] - delete tradingData.open_trades[ - signal.pair + signal.stratid - ] - - socket.emit( - "traded_buy_signal", - traded_buy_signal - ) - notifier.notifyExitShortSignalTraded(signal) - - console.log("---+-- mgRepay ---+--") - bnb_client.mgRepay( - alt, - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR", - alt, - Number(qty), - error.body - ) - - reject(error) - return - } - console.log("SUCCESS") - - resolve(true) - } - ) - } - ) - }) - } - - const task = new Task(job) - tradeQueue.addToQueue(task) - } else { - // VIRTUAL TRADE - - delete tradingData.trading_pairs[ - signal.pair + signal.stratid - ] - delete tradingData.trading_types[ - signal.pair + signal.stratid - ] - delete tradingData.buy_prices[signal.pair + signal.stratid] - delete tradingData.sell_prices[signal.pair + signal.stratid] - delete tradingData.trading_qty[signal.pair + signal.stratid] - delete tradingData.open_trades[signal.pair + signal.stratid] - - socket.emit("traded_buy_signal", traded_buy_signal) - notifier.notifyExitShortSignalTraded(signal) - } - } else { - console.log("PAIR UNKNOWN", alt) - } - } else { - console.log( - "BUY AGAIN", - JSON.stringify(signal), - tradingData.trading_types[signal.pair + signal.stratid] - ) - } - } -}) - -socket.on("sell_signal", async (signal) => { - const tresult = _.findIndex(tradingData.user_payload, (o) => { - return o.stratid == signal.stratid - }) - if (tresult > -1) { - if ( - tradeShortEnabled && - !tradingData.trading_pairs[signal.pair + signal.stratid] && - signal.new - ) { - console.log( - colors.grey( - "SELL_SIGNAL :: ENTER SHORT TRADE ::", - signal.stratname, - signal.stratid, - signal.pair - ) - ) - - notifier.notifyEnterShortSignal(signal) - - console.log( - signal.pair, - " ===> SELL", - signal.price, - Number(tradingData.user_payload[tresult].buy_amount) - ) - - const alt = signal.pair.replace("BTC", "") - if ( - tradingData.minimums[alt + "BTC"] && - tradingData.minimums[alt + "BTC"].minQty - ) { - const buy_amount = new BigNumber( - tradingData.user_payload[tresult].buy_amount - ) - const btc_qty = buy_amount.dividedBy(signal.price) - const qty = bnb_client.roundStep( - btc_qty, - tradingData.minimums[alt + "BTC"].stepSize - ) - console.log("QTY ===mgBorrow===> " + qty + " - " + alt + "BTC") - const traded_sell_signal = { - key: bva_key, - stratname: signal.stratname, - stratid: signal.stratid, - trading_type: - tradingData.user_payload[tresult].trading_type, - pair: signal.pair, - qty: qty, - } - - if (tradingData.user_payload[tresult].trading_type === "real") { - const job = async () => { - return new Promise((resolve, reject) => { - bnb_client.mgBorrow( - alt, - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR", - alt, - Number(qty), - JSON.stringify(error) - ) - reject(error) - return - } - - console.log( - "SUCESS mgMarketSell" - ) - bnb_client.mgMarketSell( - alt + "BTC", - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR", - JSON.stringify(error) - ) - - reject(error) - return - } - - tradingData.trading_pairs[ - signal.pair + signal.stratid - ] = true - tradingData.trading_types[ - signal.pair + signal.stratid - ] = "SHORT" - tradingData.open_trades[ - signal.pair + signal.stratid - ] = true - tradingData.trading_qty[ - signal.pair + signal.stratid - ] = Number(qty) - - console.log("SUCCESS") - socket.emit( - "traded_sell_signal", - traded_sell_signal - ) - notifier.notifyEnterShortSignalTraded( - signal - ) - - resolve(true) - } - ) - } - ) - }) - } - - const task = new Task(job) - tradeQueue.addToQueue(task) - } else { - // VIRTUAL TRADE - - tradingData.trading_pairs[ - signal.pair + signal.stratid - ] = true - tradingData.trading_types[signal.pair + signal.stratid] = - "SHORT" - tradingData.open_trades[signal.pair + signal.stratid] = true - tradingData.trading_qty[ - signal.pair + signal.stratid - ] = Number(qty) - - socket.emit("traded_sell_signal", traded_sell_signal) - notifier.notifyEnterShortSignalTraded(signal) - } - } else { - console.log("PAIR UNKNOWN", alt) - } - } else if ( - tradingData.trading_types[signal.pair + signal.stratid] === - "LONG" && - tradingData.trading_qty[signal.pair + signal.stratid] && - !signal.new && - tradingData.open_trades[signal.pair + signal.stratid] - ) { - console.log( - colors.grey( - "SELL_SIGNAL :: SELL TO EXIT LONG TRADE ::", - signal.stratname, - signal.stratid, - signal.pair - ) - ) - - notifier.notifyExitLongSignal(signal) - - console.log( - signal.pair, - " ---> SELL", - Number(tradingData.trading_qty[signal.pair + signal.stratid]) - ) - - const alt = signal.pair.replace("BTC", "") - if ( - tradingData.minimums[alt + "BTC"] && - tradingData.minimums[alt + "BTC"].minQty - ) { - const qty = - tradingData.trading_qty[signal.pair + signal.stratid] - const traded_sell_signal = { - key: bva_key, - stratname: signal.stratname, - stratid: signal.stratid, - trading_type: - tradingData.user_payload[tresult].trading_type, - pair: signal.pair, - qty: qty, - } - - if (tradingData.user_payload[tresult].trading_type === "real") { - if (tradingData.margin_pairs.includes(alt + "BTC")) { - console.log( - "QTY =======mgMarketSell======> " + - qty + - " - " + - alt + - "BTC" - ) - const job = async () => { - return new Promise((resolve, reject) => { - bnb_client.mgMarketSell( - alt + "BTC", - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR", - alt, - Number(qty), - JSON.stringify(error) - ) - - reject(error) - return - } - - delete tradingData.trading_pairs[ - signal.pair + signal.stratid - ] - delete tradingData.trading_types[ - signal.pair + signal.stratid - ] - delete tradingData.sell_prices[ - signal.pair + signal.stratid - ] - delete tradingData.buy_prices[ - signal.pair + signal.stratid - ] - delete tradingData.trading_qty[ - signal.pair + signal.stratid - ] - delete tradingData.open_trades[ - signal.pair + signal.stratid - ] - - console.log( - "SUCESS", - alt, - Number(qty) - ) - socket.emit( - "traded_sell_signal", - traded_sell_signal - ) - notifier.notifyExitLongSignalTraded(signal) - - resolve(true) - } - ) - }) - } - - const task = new Task(job) - tradeQueue.addToQueue(task) - } else { - console.log( - "QTY =======marketSell======> " + - qty + - " - " + - alt + - "BTC" - ) - const job = async () => { - return new Promise((resolve, reject) => { - bnb_client.marketSell( - alt + "BTC", - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR marketSell", - alt + "BTC", - Number(qty), - JSON.stringify(error) - ) - - reject(error) - return - } - - delete tradingData.trading_pairs[ - signal.pair + signal.stratid - ] - delete tradingData.trading_types[ - signal.pair + signal.stratid - ] - delete tradingData.sell_prices[ - signal.pair + signal.stratid - ] - delete tradingData.buy_prices[ - signal.pair + signal.stratid - ] - delete tradingData.trading_qty[ - signal.pair + signal.stratid - ] - delete tradingData.open_trades[ - signal.pair + signal.stratid - ] - - console.log( - "SUCESS marketSell", - alt + "BTC", - Number(qty) - ) - socket.emit( - "traded_sell_signal", - traded_sell_signal - ) - notifier.notifyExitLongSignalTraded(signal) - - resolve(true) - } - ) - }) - } - - const task = new Task(job) - tradeQueue.addToQueue(task) - } - } else { - // VIRTUAL TRADE - - delete tradingData.trading_pairs[ - signal.pair + signal.stratid - ] - delete tradingData.trading_types[ - signal.pair + signal.stratid - ] - delete tradingData.sell_prices[signal.pair + signal.stratid] - delete tradingData.buy_prices[signal.pair + signal.stratid] - delete tradingData.trading_qty[signal.pair + signal.stratid] - delete tradingData.open_trades[signal.pair + signal.stratid] - - socket.emit("traded_sell_signal", traded_sell_signal) - notifier.notifyExitLongSignalTraded(signal) - } - } else { - console.log("PAIR UNKNOWN", alt) - } - } else { - console.log( - "SELL AGAIN", - signal.stratname, - signal.pair, - !signal.new, - tradingData.open_trades[signal.pair + signal.stratid], - tradingData.trading_types[signal.pair + signal.stratid] - ) - } - } -}) - -socket.on("close_traded_signal", async (signal) => { - console.log( - colors.grey( - "NBT HUB =====> close_traded_signal", - signal.stratid, - signal.pair, - signal.trading_type - ) - ) - const tresult = _.findIndex(tradingData.user_payload, (o) => { - return o.stratid == signal.stratid - }) - if (tresult > -1) { - if ( - tradingData.trading_types[signal.pair + signal.stratid] === "LONG" - ) { - console.log( - colors.grey( - "CLOSE_SIGNAL :: SELL TO EXIT LONG TRADE ::", - signal.stratname, - signal.stratid, - signal.pair - ) - ) - const traded_sell_signal = { - key: bva_key, - stratname: signal.stratname, - stratid: signal.stratid, - trading_type: tradingData.user_payload[tresult].trading_type, - pair: signal.pair, - qty: signal.qty, - } - - if (tradingData.user_payload[tresult].trading_type === "real") { - console.log(signal.pair, " ===---==> SELL ", signal.qty) - - const alt = signal.pair.replace("BTC", "") - if ( - tradingData.minimums[alt + "BTC"] && - tradingData.minimums[alt + "BTC"].minQty - ) { - const qty = signal.qty - - if (tradingData.margin_pairs.includes(alt + "BTC")) { - console.log( - "CLOSE =========mgMarketSell=========> " + - qty + - " - " + - alt + - "BTC" - ) - const job = async () => { - return new Promise((resolve, reject) => { - bnb_client.mgMarketSell( - alt + "BTC", - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERORR", - alt, - Number(qty), - JSON.stringify(error) - ) - - reject(error) - return - } - - delete tradingData.trading_pairs[ - signal.pair + signal.stratid - ] - delete tradingData.trading_types[ - signal.pair + signal.stratid - ] - delete tradingData.sell_prices[ - signal.pair + signal.stratid - ] - delete tradingData.buy_prices[ - signal.pair + signal.stratid - ] - delete tradingData.trading_qty[ - signal.pair + signal.stratid - ] - delete tradingData.open_trades[ - signal.pair + signal.stratid - ] - - console.log( - "SUCESS", - alt, - Number(qty) - ) - socket.emit( - "traded_sell_signal", - traded_sell_signal - ) - - resolve(true) - } - ) - }) - } - - const task = new Task(job) - tradeQueue.addToQueue(task) - } else { - console.log( - "CLOSE =========marketSell=========> " + - qty + - " - " + - alt + - "BTC" - ) - const job = async () => { - return new Promise((resolve, reject) => { - bnb_client.marketSell( - alt + "BTC", - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR marketSell", - alt, - Number(qty), - JSON.stringify(error) - ) - - reject(error) - return - } - - delete tradingData.trading_pairs[ - signal.pair + signal.stratid - ] - delete tradingData.trading_types[ - signal.pair + signal.stratid - ] - delete tradingData.sell_prices[ - signal.pair + signal.stratid - ] - delete tradingData.buy_prices[ - signal.pair + signal.stratid - ] - delete tradingData.trading_qty[ - signal.pair + signal.stratid - ] - delete tradingData.open_trades[ - signal.pair + signal.stratid - ] - - console.log( - "SUCESS marketSell", - alt, - Number(qty) - ) - socket.emit( - "traded_sell_signal", - traded_sell_signal - ) - - resolve(true) - } - ) - }) - } - - const task = new Task(job) - tradeQueue.addToQueue(task) - } - } else { - console.log("PAIR UNKNOWN", alt) - } - } else { - // VIRTUAL TRADE - - delete tradingData.trading_pairs[signal.pair + signal.stratid] - delete tradingData.trading_types[signal.pair + signal.stratid] - delete tradingData.sell_prices[signal.pair + signal.stratid] - delete tradingData.buy_prices[signal.pair + signal.stratid] - delete tradingData.trading_qty[signal.pair + signal.stratid] - delete tradingData.open_trades[signal.pair + signal.stratid] - - socket.emit("traded_sell_signal", traded_sell_signal) - } - } else if ( - tradingData.trading_types[signal.pair + signal.stratid] === "SHORT" - ) { - console.log( - colors.grey( - "CLOSE_SIGNAL :: BUY TO COVER SHORT TRADE ::", - signal.stratname, - signal.stratid, - signal.pair - ) - ) - - const traded_buy_signal = { - key: bva_key, - stratname: signal.stratname, - stratid: signal.stratid, - trading_type: tradingData.user_payload[tresult].trading_type, - pair: signal.pair, - qty: signal.qty, - } - - if (tradingData.user_payload[tresult].trading_type === "real") { - console.log(signal.pair, " ---==---> BUY ", signal.qty) - - const alt = signal.pair.replace("BTC", "") - if ( - tradingData.minimums[alt + "BTC"] && - tradingData.minimums[alt + "BTC"].minQty - ) { - const qty = - tradingData.trading_qty[signal.pair + signal.stratid] - console.log("QTY ==> " + qty + " - " + alt + "BTC") - const job = async () => { - return new Promise((resolve, reject) => { - bnb_client.mgMarketBuy( - alt + "BTC", - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR", - alt, - Number( - tradingData.user_payload[ - tresult - ].buy_amount - ), - error.body - ) - - reject(error) - return - } - - delete tradingData.trading_pairs[ - signal.pair + signal.stratid - ] - delete tradingData.trading_types[ - signal.pair + signal.stratid - ] - delete tradingData.sell_prices[ - signal.pair + signal.stratid - ] - delete tradingData.buy_prices[ - signal.pair + signal.stratid - ] - delete tradingData.trading_qty[ - signal.pair + signal.stratid - ] - delete tradingData.open_trades[ - signal.pair + signal.stratid - ] - - socket.emit( - "traded_buy_signal", - traded_buy_signal - ) - - console.log("----- mgRepay -----") - bnb_client.mgRepay( - alt, - Number(qty), - (error, response) => { - if (error) { - console.log( - "ERROR", - alt, - Number(qty), - error.body - ) - - reject(error) - return - } - console.log("SUCCESS") - - resolve(true) - } - ) - } - ) - }) - } - - const task = new Task(job) - tradeQueue.addToQueue(task) - } else { - console.log("PAIR UNKNOWN", alt) - } - } else { - // VIRTUAL TRADE - - delete tradingData.trading_pairs[signal.pair + signal.stratid] - delete tradingData.trading_types[signal.pair + signal.stratid] - delete tradingData.sell_prices[signal.pair + signal.stratid] - delete tradingData.buy_prices[signal.pair + signal.stratid] - delete tradingData.trading_qty[signal.pair + signal.stratid] - delete tradingData.open_trades[signal.pair + signal.stratid] - - socket.emit("traded_buy_signal", traded_buy_signal) - } - } - } -}) - -socket.on("stop_traded_signal", async (signal) => { - console.log( - colors.grey( - "NBT HUB =====> stop_traded_signal", - signal.stratid, - signal.pair, - signal.trading_type - ) - ) - const tresult = _.findIndex(tradingData.user_payload, (o) => { - return o.stratid == signal.stratid - }) - if (tresult > -1) { - if (tradingData.open_trades[signal.pair + signal.stratid]) { - delete tradingData.open_trades[signal.pair + signal.stratid] - } - } -}) - -socket.on("user_payload", async (data) => { - console.log( - colors.grey("NBT HUB => user strategies + trading setup updated") - ) - tradingData.user_payload = data -}) - -async function ExchangeInfo() { - return new Promise((resolve, reject) => { - bnb_client.exchangeInfo((error, data) => { - if (error !== null) { - console.log(error) - return reject(error) - } - for (let obj of data.symbols) { - let filters = { status: obj.status } - for (let filter of obj.filters) { - if (filter.filterType == "MIN_NOTIONAL") { - filters.minNotional = filter.minNotional - } else if (filter.filterType == "PRICE_FILTER") { - filters.minPrice = filter.minPrice - filters.maxPrice = filter.maxPrice - filters.tickSize = filter.tickSize - } else if (filter.filterType == "LOT_SIZE") { - filters.stepSize = filter.stepSize - filters.minQty = filter.minQty - filters.maxQty = filter.maxQty - } - } - filters.orderTypes = obj.orderTypes - filters.icebergAllowed = obj.icebergAllowed - tradingData.minimums[obj.symbol] = filters - } - console.log(`Exchange minimums:`, Object.keys(tradingData.minimums)) - resolve(true) - }) - }) -} - -// Get Binace spot balance. -async function BalancesInfo() { - return new Promise((resolve, reject) => { - bnb_client.balance((error, balances) => { - if (error) console.error(error) - console.log("LOADING BINANCE SPOT BALANCE") - for (let asset in balances) { - if (balances[asset].available > 0.0) { - tradingData.available_balances.push({ - asset: asset, - available: balances[asset].available, - onOrder: balances[asset].onOrder, - }) - } - } - console.log("DONE", tradingData.available_balances) - resolve(true) - }) - }) -} - -async function UpdateOpenTrades() { - return new Promise((resolve, reject) => { - // Retrieve open trades. - axios - .get( - "https://bitcoinvsaltcoins.com/api/useropentradedsignals?key=" + - bva_key - ) - .then((response) => { - response.data.rows.map((s) => { - tradingData.trading_pairs[s.pair + s.stratid] = true - tradingData.open_trades[s.pair + s.stratid] = !s.stopped - tradingData.trading_types[s.pair + s.stratid] = s.type - tradingData.trading_qty[s.pair + s.stratid] = s.qty - tradingData.buy_prices[s.pair + s.stratid] = new BigNumber( - s.buy_price - ) - tradingData.sell_prices[s.pair + s.stratid] = new BigNumber( - s.sell_price - ) - }) - console.log( - "Open Trades #:", - _.values(tradingData.trading_pairs).length - ) - console.log("Open Trades:", tradingData.trading_pairs) - resolve(true) - }) - .catch((e) => { - console.log("ERROR UpdateOpenTrades", e.response.data) - return reject(false) - }) - }) -} - -async function UpdateMarginPairs() { - return new Promise((resolve, reject) => { - axios - .get( - "https://www.binance.com/gateway-api/v1/friendly/margin/symbols" - ) - .then((res) => { - let list = res.data.data.map((obj) => obj.symbol) - tradingData.margin_pairs = list.sort() - console.log("Margin Pairs:", tradingData.margin_pairs) - resolve(tradingData.margin_pairs) - }) - .catch((e) => { - console.log("ERROR UpdateMarginPairs", e.response.data) - return reject(e.response.data) - }) - }) -} - -async function run() { - await UpdateMarginPairs() - await ExchangeInfo() - await UpdateOpenTrades() - //await BalancesInfo() -} - -run() diff --git a/src/trader/apis/binance.test.ts b/src/trader/apis/binance.test.ts new file mode 100644 index 0000000..2777875 --- /dev/null +++ b/src/trader/apis/binance.test.ts @@ -0,0 +1,99 @@ +import { getMarketsBva } from "./binance" + +describe("binance", () => { + it("gets markets bva", () => { + const content = { + limits: { + amount: { min: 0.001, max: 100000 }, + price: { min: 0.000001, max: 100000 }, + cost: { min: 0.0001, max: 0 }, // "max" didn't come with this dataset originally and was added due to typescript constraints. + // market: { min: 0, max: 1695.00721821 }, + }, + precision: { base: 8, quote: 8, amount: 3, price: 6 }, + tierBased: false, + percentage: true, + taker: 0.001, + maker: 0.001, + // feeSide: "get", + id: "ETHBTC", + // lowercaseId: "ethbtc", + symbol: "ETH/BTC", + base: "ETH", + quote: "BTC", + baseId: "ETH", + quoteId: "BTC", + info: { + symbol: "ETHBTC", + status: "TRADING", + baseAsset: "ETH", + baseAssetPrecision: "8", + quoteAsset: "BTC", + quotePrecision: "8", + quoteAssetPrecision: "8", + baseCommissionPrecision: "8", + quoteCommissionPrecision: "8", + orderTypes: [ + "LIMIT", + "LIMIT_MAKER", + "MARKET", + "STOP_LOSS_LIMIT", + "TAKE_PROFIT_LIMIT", + ], + icebergAllowed: true, + ocoAllowed: true, + quoteOrderQtyMarketAllowed: true, + isSpotTradingAllowed: true, + isMarginTradingAllowed: true, + filters: [ + { + filterType: "PRICE_FILTER", + minPrice: "0.00000100", + maxPrice: "100000.00000000", + tickSize: "0.00000100", + }, + { + filterType: "PERCENT_PRICE", + multiplierUp: "5", + multiplierDown: "0.2", + avgPriceMins: "5", + }, + { + filterType: "LOT_SIZE", + minQty: "0.00100000", + maxQty: "100000.00000000", + stepSize: "0.00100000", + }, + { + filterType: "MIN_NOTIONAL", + minNotional: "0.00010000", + applyToMarket: true, + avgPriceMins: "5", + }, + { filterType: "ICEBERG_PARTS", limit: "10" }, + { + filterType: "MARKET_LOT_SIZE", + minQty: "0.00000000", + maxQty: "1695.00721821", + stepSize: "0.00000000", + }, + { filterType: "MAX_NUM_ORDERS", maxNumOrders: "200" }, + { filterType: "MAX_NUM_ALGO_ORDERS", maxNumAlgoOrders: "5" }, + ], + permissions: ["SPOT", "MARGIN"], + }, + type: "spot", + spot: true, + margin: true, + future: false, + // delivery: false, + active: true, + } + + expect(getMarketsBva({ + "ETH/BTC": content + })) + .toEqual({ // Notice the missing slash in the following key. + "ETHBTC": content + }) + }) +}) diff --git a/src/trader/apis/binance.ts b/src/trader/apis/binance.ts new file mode 100644 index 0000000..2727bdb --- /dev/null +++ b/src/trader/apis/binance.ts @@ -0,0 +1,57 @@ +import ccxt from "ccxt" + +import env from "../env" +import logger from "../../logger" + +const binanceClient = new ccxt.binance({ + apiKey: env.BINANCE_API_KEY, + enableRateLimit: true, + secret: env.BINANCE_SECRET_KEY, +}) + +export function getMarketsBva(markets: ccxt.Dictionary): ccxt.Dictionary { + Object.keys(markets).forEach((key) => { + const keyNew = markets[key].id + markets[keyNew] = markets[key] + delete markets[key] + }) + return markets +} + +export function loadMarkets(isReload?: boolean): Promise> { + return new Promise((resolve, reject) => { + binanceClient + .loadMarkets(isReload) + .then((markets) => { + logger.info(`Loaded ${Object.keys(markets).length} markets.`) + resolve(getMarketsBva(markets)) + }) + .catch((reason) => { + logger.error(`Failed to get markets: ${reason}`) + reject(reason) + }) + }) +} + +export async function createMarketOrder( + symbol: string, + side: "buy" | "sell", + amount: number, + price?: number, + params?: ccxt.Params +): Promise { + return binanceClient.createMarketOrder(symbol, side, amount, price, params) +} + +export async function marginRepay( + asset: string, + amount: number, + timestamp: number +): Promise { + return binanceClient.api.sapiPostMarginRepay({ + asset, + isIsolated: false, // "false" for cross margin repay without specification of a symbol. + amount, + timestamp, + }) +} diff --git a/src/trader/apis/bva.test.ts b/src/trader/apis/bva.test.ts new file mode 100644 index 0000000..1ddf5c7 --- /dev/null +++ b/src/trader/apis/bva.test.ts @@ -0,0 +1,39 @@ +import axios from "axios" +import { BvaCommand, TradeOpen } from "../types/bva" +import { getTradeOpenList } from "./bva" + +jest.mock("axios") + +describe("bva", () => { + it("gets trade open list", async () => { + const bvaCommand: BvaCommand = { + rowCount: 1, + rows: [ + { + id: "126939", + stratid: "595", + stratname: "BVA_LONG_ONLY", + pair: "XRPBTC", + type: "LONG", + buy_time: "1619532046042", + sell_time: null, + updated_time: "1619532046042", + buy_price: "0.00002502", + sell_price: null, + qty: "800", + stopped: null, + } + ] + }; + + (axios.get as jest.Mock).mockImplementationOnce(() => Promise.resolve({ data: bvaCommand })) + await expect(getTradeOpenList()).resolves + .toEqual([new TradeOpen(bvaCommand.rows[0])]) + }) + + it("fails to get trade open list", async () => { + (axios.get as jest.Mock).mockImplementationOnce(() => Promise.reject("ERROR")) + await expect(getTradeOpenList()).rejects + .toEqual("ERROR") + }) +}) diff --git a/src/trader/apis/bva.ts b/src/trader/apis/bva.ts new file mode 100644 index 0000000..0f76fb1 --- /dev/null +++ b/src/trader/apis/bva.ts @@ -0,0 +1,29 @@ +import axios from "axios" + +import env from "../env" +import logger from "../../logger" +import { BvaCommand, TradeOpen } from "../types/bva" + +export async function getTradeOpenList(): Promise { + return new Promise((resolve, reject) => { + axios + .get( + `https://bitcoinvsaltcoins.com/api/useropentradedsignals?key=${env.BVA_API_KEY}` + ) + .then((response) => { + const bvaCommand: BvaCommand = response.data + const tradeOpens = bvaCommand.rows.map( + (tradeOpenJson) => new TradeOpen(tradeOpenJson) + ) + + const tradeOpenSymbols = tradeOpens.map((tradeOpen) => tradeOpen.symbol).join(", ") + logger.info(`Fetched ${tradeOpens.length} open trades${tradeOpenSymbols && ": " + tradeOpenSymbols}.`) + + resolve(tradeOpens) + }) + .catch((reason) => { + logger.error(`Failed to get open trades: ${reason}`) + reject(reason) + }) + }) +} diff --git a/src/trader/env.test.ts b/src/trader/env.test.ts new file mode 100644 index 0000000..1b55279 --- /dev/null +++ b/src/trader/env.test.ts @@ -0,0 +1,31 @@ +import { testOnly } from "./env" + +const OLD_ENV = process.env + +beforeAll(() => { + jest.resetModules() + process.env = { ...OLD_ENV } +}) + +afterAll(() => { + jest.useRealTimers() + process.env = OLD_ENV +}) + +describe("env", () => { + it("returns undefined in development environment", async () => { + process.env.NODE_ENV = "development" + expect(testOnly("value")) + .toEqual(undefined) + }) + it("returns value in test environment", async () => { + process.env.NODE_ENV = "test" + expect(testOnly("value")) + .toEqual("value") + }) + it("returns undefined in production environment", async () => { + process.env.NODE_ENV = "production" + expect(testOnly("value")) + .toEqual(undefined) + }) +}) diff --git a/src/trader/env.ts b/src/trader/env.ts new file mode 100644 index 0000000..f60a31a --- /dev/null +++ b/src/trader/env.ts @@ -0,0 +1,32 @@ +import path from "path" + +import dotenv from "dotenv" +import { bool, cleanEnv, port, str } from "envalid" + +import * as packageJson from "../../package.json" + +dotenv.config({ + path: path.resolve(process.cwd(), process.env.NODE_ENV === "test" ? ".env.testing" : ".env") +}) + +export function testOnly(value: string): string | undefined { + return process.env.NODE_ENV === "test" ? value : undefined +} + +export default cleanEnv(process.env, { + BINANCE_API_KEY: str({devDefault: testOnly("BINANCE_API_KEY")}), + BINANCE_SECRET_KEY: str({devDefault: testOnly("BINANCE_SECRET_KEY")}), + BVA_API_KEY: str({devDefault: testOnly("BVA_API_KEY")}), + IS_NOTIFIER_GMAIL_ENABLED: bool({ default: false }), + IS_NOTIFIER_TELEGRAM_ENABLED: bool({ default: false }), + IS_TRADE_MARGIN_ENABLED: bool({ default: true }), + NOTIFIER_GMAIL_ADDRESS: str({ default: "" }), + NOTIFIER_GMAIL_APP_PASSWORD: str({ default: "" }), + NOTIFIER_TELEGRAM_API_KEY: str({ default: "" }), + NOTIFIER_TELEGRAM_RECEIVER_ID: str({ default: "" }), + TRADER_PORT: port({ + default: 8003, + desc: "The port to trader webserver runs", + }), + VERSION: str({ default: packageJson.version }), +}) diff --git a/src/trader/http.test.ts b/src/trader/http.test.ts new file mode 100644 index 0000000..98c25a3 --- /dev/null +++ b/src/trader/http.test.ts @@ -0,0 +1,28 @@ +import * as http from "http" +import request from "supertest" +import startWebserver from "./http" + +describe("GET /", function() { + let server: http.Server + + beforeAll(() => { + server = startWebserver() + }) + + afterAll(() => { + server.close() + }) + + it("starts webserver", async function() { + const res = await request(server) + .get("/") + .send() + + expect(res.headers["content-type"]) + .toEqual("text/html; charset=utf-8") + expect(res.status) + .toEqual(200) + expect(res.text) + .toEqual("Node Binance Trader is running.") + }) +}) diff --git a/src/trader/http.ts b/src/trader/http.ts new file mode 100644 index 0000000..4b3a3c0 --- /dev/null +++ b/src/trader/http.ts @@ -0,0 +1,12 @@ +import * as http from "http" +import express from "express" + +import logger from "../logger" +import env from "./env" + + +export default function startWebserver(): http.Server { + const webserver = express() + webserver.get("/", (req, res) => res.send("Node Binance Trader is running.")) + return webserver.listen(env.TRADER_PORT, () => logger.info(`Webserver started on port ${env.TRADER_PORT}.`)) +} diff --git a/src/index.html b/src/trader/index.html similarity index 58% rename from src/index.html rename to src/trader/index.html index d66a266..e9b616c 100644 --- a/src/index.html +++ b/src/trader/index.html @@ -1,13 +1,14 @@ - + +

- \ No newline at end of file + diff --git a/src/trader/notifiers/gmail.ts b/src/trader/notifiers/gmail.ts new file mode 100644 index 0000000..f082756 --- /dev/null +++ b/src/trader/notifiers/gmail.ts @@ -0,0 +1,30 @@ +import env from "../env" +import nodeMailer from "nodemailer" +import { Notifier, NotifierMessage } from "../types/notifier" + +export default function (): Notifier { + return { + notify + } +} + +const gmailAddress = env.NOTIFIER_GMAIL_ADDRESS +const gmailAppPassword = env.NOTIFIER_GMAIL_APP_PASSWORD + +const mailTransport = nodeMailer.createTransport( + `smtps://${encodeURIComponent(gmailAddress)}:${encodeURIComponent( + gmailAppPassword + )}@smtp.gmail.com` +) + +async function notify(message: NotifierMessage): Promise { + if (!env.IS_NOTIFIER_GMAIL_ENABLED) return + + return mailTransport.sendMail({ + from: "\"🐬 BVA \" ", + to: gmailAddress, + subject: message.subject, + text: message.content, + html: message.contentHtml, + }) +} diff --git a/src/trader/notifiers/index.test.ts b/src/trader/notifiers/index.test.ts new file mode 100644 index 0000000..776aa0d --- /dev/null +++ b/src/trader/notifiers/index.test.ts @@ -0,0 +1,28 @@ +import { EntryType, PositionType, Signal } from "../types/bva" +import { getNotifierMessage } from "./index" + +describe("notifiers", () => { + it("gets notifier message", async () => { + const signal: Signal = { + entryType: EntryType.ENTER, + nickname: "nickname", + positionType: PositionType.LONG, + price: "price", + score: "score", + strategyId: "strategyId", + strategyName: "strategyName", + symbol: "symbol", + userId: "userId", + } + + const notifierMessage = getNotifierMessage(signal) + expect(notifierMessage.content) + .toEqual(`0 symbol LONG trade. +strategy: strategyName +price: price +score: score` + ) + expect(notifierMessage.subject) + .toEqual("0 symbol LONG trade.") + }) +}) diff --git a/src/trader/notifiers/index.ts b/src/trader/notifiers/index.ts new file mode 100644 index 0000000..5cfc45f --- /dev/null +++ b/src/trader/notifiers/index.ts @@ -0,0 +1,48 @@ +import { Signal } from "../types/bva" +import { Notifier, NotifierMessage } from "../types/notifier" +import env from "./../env" +import gmail from "./gmail" +import telegram from "./telegram" + +const notifiers: Notifier[] = [] + +export default function initializeNotifiers(): Notifier { + if (env.IS_NOTIFIER_GMAIL_ENABLED) notifiers.push(gmail()) + if (env.IS_NOTIFIER_TELEGRAM_ENABLED) notifiers.push(telegram()) + + return { + notify: notifyAll, + } +} + +export function notifyAll(notifierMessage: NotifierMessage): Promise { + return new Promise((resolve) => { + Promise.all( + notifiers.map((notifier) => notifier.notify(notifierMessage)) + ).then(() => resolve()) + }) +} + +export function getNotifierMessage(signal: Signal, isSuccessful?: boolean): NotifierMessage { + const successString = "SUCCESS!" + const action = `${signal.entryType} ${signal.symbol} ${signal.positionType} trade.` + const base = isSuccessful ? `${successString} ${action}` : `${action}` + const baseHtml = isSuccessful + ? `${successString} ${action}` + : `${action}` + + return { + subject: base, + content: + baseHtml + + "\n" + + "strategy: " + + signal.strategyName + + "\n" + + "price: " + + signal.price + + "\n" + + "score: " + + (signal.score === "NA" ? "N/A" : signal.score), + } +} diff --git a/src/trader/notifiers/telegram.ts b/src/trader/notifiers/telegram.ts new file mode 100644 index 0000000..370e3c0 --- /dev/null +++ b/src/trader/notifiers/telegram.ts @@ -0,0 +1,52 @@ +import TeleBot from "telebot" + +import env from "../env" +import { Notifier, NotifierMessage } from "../types/notifier" +import { getTradeOpenList } from "../apis/bva" + +let telBot: TeleBot + +export default function (): Notifier { + telBot = new TeleBot(env.NOTIFIER_TELEGRAM_API_KEY) + telBot.on("/info", async (msg) => { + const tradeOpenList = await getTradeOpenList() + return notify({ + content: + `Open Trades: ${tradeOpenList.length} - ${tradeOpenList + .map((tradeOpen) => tradeOpen.symbol) + .join(", ")}\n` + `Channel ID: ${msg.chat.id}`, + }) + }) + telBot.on("start", async () => { + await notify({ + content: "Trader Bot started!", + }) + }) + telBot.start() + + return { + notify, + } +} + +function notify(notifierMessage: NotifierMessage): Promise { + if (!env.IS_NOTIFIER_TELEGRAM_ENABLED || !telBot) + return new Promise((resolve) => { + resolve() + }) + + return new Promise((resolve, reject) => { + try { + telBot.sendMessage( + env.NOTIFIER_TELEGRAM_RECEIVER_ID, + notifierMessage.contentHtml || notifierMessage.content, + { + parseMode: "html", + } + ) + resolve() + } catch (e) { + reject(e) + } + }) +} diff --git a/src/trader/socket.test.ts b/src/trader/socket.test.ts new file mode 100644 index 0000000..341580f --- /dev/null +++ b/src/trader/socket.test.ts @@ -0,0 +1,41 @@ +import BigNumber from "bignumber.js" + +import { EntryType, PositionType, Signal, SignalTradedJson, Strategy, TradingType } from "./types/bva" +import { getSignalTradedJson } from "./socket" + +describe("socket", () => { + it("gets signal traded json", async () => { + const signal: Signal = { + entryType: EntryType.ENTER, + nickname: "nickname", + positionType: PositionType.LONG, + price: "price", + score: "score", + strategyId: "strategyId", + strategyName: "strategyName", + symbol: "symbol", + userId: "userId", + } + const strategy: Strategy = { + id: "string", + isActive: true, + stopLoss: -10, + takeProfit: 10, + tradeAmount: new BigNumber(123), + tradingType: TradingType.virtual, + } + const quantity = 25 + + const signalTradedJson: SignalTradedJson = { + key: "BVA_API_KEY", + qty: "25", + stratid: "strategyId", + stratname: "strategyName", + pair: "symbol", + trading_type: TradingType.virtual, + } + + expect(getSignalTradedJson(signal, strategy, quantity)) + .toEqual(signalTradedJson) + }) +}) diff --git a/src/trader/socket.ts b/src/trader/socket.ts new file mode 100644 index 0000000..c452d76 --- /dev/null +++ b/src/trader/socket.ts @@ -0,0 +1,66 @@ +import io from "socket.io-client" + +import env from "./env" +import logger from "../logger" +import { onBuySignal, onCloseTradedSignal, onSellSignal, onStopTradedSignal, onUserPayload } from "./trader" +import { Signal, SignalJson, SignalTradedJson, Strategy, StrategyJson } from "./types/bva" + +let socket: SocketIOClient.Socket + +if (process.env.NODE_ENV !== "test") { + socket = io("https://nbt-hub.herokuapp.com", { + query: `v=${env.VERSION}&type=client&key=${env.BVA_API_KEY}`, + }) +} + +export default function connect(): void { + socket.on("connect", () => logger.info("Trader connected.")) + socket.on("disconnect", () => logger.info("Trader disconnected.")) + + socket.on("error", (error: any) => logger.error(error)) + + socket.on("message", (message: string) => { + logger.info(`Received a message: "${message}"`) + }) + + socket.on("user_payload", async (strategies: StrategyJson[]) => { + logger.debug(`Received user_payload: ${JSON.stringify(strategies)}`) + onUserPayload(strategies) + }) + + socket.on("buy_signal", async (signalJson: SignalJson) => { + logger.debug(`Received buy_signal: ${JSON.stringify(signalJson)}`) + await onBuySignal(signalJson) + }) + socket.on("sell_signal", async (signalJson: SignalJson) => { + logger.debug(`Received sell_signal: ${JSON.stringify(signalJson)}`) + await onSellSignal(signalJson) + }) + + socket.on("close_traded_signal", async (signalJson: SignalJson) => { + logger.debug(`Received close_traded_signal: ${JSON.stringify(signalJson)}`) + await onCloseTradedSignal(signalJson) + }) + socket.on("stop_traded_signal", async (signalJson: SignalJson) => { + logger.debug(`Received stop_traded_signal: ${JSON.stringify(signalJson)}`) + onStopTradedSignal(signalJson) + }) +} + +export function emitSignalTraded(channel: string, signal: Signal, strategy: Strategy, quantity: number): void { + socket.emit( + channel, + getSignalTradedJson(signal, strategy, quantity) + ) +} + +export function getSignalTradedJson(signal: Signal, strategy: Strategy, quantity: number): SignalTradedJson { + return new SignalTradedJson({ + bvaApiKey: env.BVA_API_KEY, + quantity: quantity.toString(), + strategyId: signal.strategyId, + strategyName: signal.strategyName, + symbol: signal.symbol, + tradingType: strategy.tradingType, + }) +} diff --git a/src/trader/trader.test.ts b/src/trader/trader.test.ts new file mode 100644 index 0000000..149f638 --- /dev/null +++ b/src/trader/trader.test.ts @@ -0,0 +1,319 @@ +import BigNumber from "bignumber.js" +import trader, { + getOnSignalLogData, + getTradeOpen, + getTradeOpenFiltered, + onBuySignal, onCloseTradedSignal, onSellSignal, onStopTradedSignal, + onUserPayload, + roundStep, + tradingMetaData, +} from "./trader" +import { + EntryType, + PositionType, + Signal, + SignalJson, + Strategy, + StrategyJson, + TradeOpen, + TradingType, +} from "./types/bva" + +beforeEach(() => { + tradingMetaData.strategies = {} + tradingMetaData.tradesOpen = [] +}) + +afterEach(() => { + jest.resetAllMocks() +}) + +describe("trader", () => { + it ("acts on user payload", () => { + const strategyJsonList: StrategyJson[] = [ + { + buy_amount: 1, + stop_loss: "1", + stratid: "stratid1", + take_profit: "2", + trading: true, + trading_type: "real", + }, + { + buy_amount: -1, + stop_loss: "3", + stratid: "stratid2", + take_profit: "4", + trading: false, + trading_type: "virtual", + }, + ] + + expect(tradingMetaData.strategies) + .toEqual({}) + + onUserPayload(strategyJsonList) + + const strategy1: Strategy = { + tradeAmount: new BigNumber(1), + stopLoss: 1, + id: "stratid1", + takeProfit: 2, + isActive: true, + tradingType: TradingType.real, + } + + const strategy2: Strategy = { + tradeAmount: new BigNumber(-1), + stopLoss: 3, + id: "stratid2", + takeProfit: 4, + isActive: false, + tradingType: TradingType.virtual, + } + + expect(tradingMetaData.strategies) + .toEqual({ stratid1: strategy1, stratid2: strategy2 }) + }) + + it ("acts on buy signal", async () => { + const spy = jest.spyOn(trader, "trade").mockImplementation(() => Promise.resolve()) + const signalJsonNew: SignalJson = { + new: true, + nickname: "nickname", + pair: "pair", + price: "price", + score: "score", + stratid: "stratid", + stratname: "stratname", + userid: "userid", + } + const signalJsonOld: SignalJson = { + ...signalJsonNew, + new: false, + } + + const signalNew: Signal = { + entryType: EntryType.ENTER, + nickname: "nickname", + positionType: PositionType.LONG, + price: "price", + score: "score", + strategyId: "stratid", + strategyName: "stratname", + symbol: "pair", + userId: "userid", + } + const signalOld: Signal = { + ...signalNew, + entryType: EntryType.EXIT, + positionType: PositionType.SHORT, + } + + await onBuySignal(signalJsonNew) + expect(spy).toHaveBeenCalledTimes(1) + expect(spy).toHaveBeenCalledWith(signalNew) + + spy.mockReset() + + await onBuySignal(signalJsonOld) + expect(spy).toHaveBeenCalledTimes(1) + expect(spy).toHaveBeenCalledWith(signalOld) + }) + + it ("acts on sell signal", async () => { + const spy = jest.spyOn(trader, "trade").mockImplementation(() => Promise.resolve()) + const signalJsonNew: SignalJson = { + new: true, + nickname: "nickname", + pair: "pair", + price: "price", + score: "score", + stratid: "stratid", + stratname: "stratname", + userid: "userid", + } + const signalJsonOld: SignalJson = { + ...signalJsonNew, + new: false, + } + + const signalNew: Signal = { + entryType: EntryType.ENTER, + nickname: "nickname", + positionType: PositionType.SHORT, + price: "price", + score: "score", + strategyId: "stratid", + strategyName: "stratname", + symbol: "pair", + userId: "userid", + } + const signalOld: Signal = { + ...signalNew, + entryType: EntryType.EXIT, + positionType: PositionType.LONG, + } + + await onSellSignal(signalJsonNew) + expect(spy).toHaveBeenCalledTimes(1) + expect(spy).toHaveBeenCalledWith(signalNew) + + spy.mockReset() + + await onSellSignal(signalJsonOld) + expect(spy).toHaveBeenCalledTimes(1) + expect(spy).toHaveBeenCalledWith(signalOld) + }) + + it ("acts on close traded signal", async () => { + const spy = jest.spyOn(trader, "trade").mockImplementation(() => Promise.resolve()) + const signalJson: SignalJson = { + new: false, + nickname: "nickname", + pair: "pair", + price: "price", + score: "score", + stratid: "stratid", + stratname: "stratname", + userid: "userid", + } + + const signal: Signal = { + entryType: EntryType.EXIT, + nickname: "nickname", + positionType: undefined, + price: "price", + score: "score", + strategyId: "stratid", + strategyName: "stratname", + symbol: "pair", + userId: "userid", + } + + await onCloseTradedSignal(signalJson) + expect(spy).toHaveBeenCalledTimes(1) + expect(spy).toHaveBeenCalledWith(signal) + }) + + it ("acts on stop traded signal", async () => { + const signalJson: SignalJson = { + new: false, + nickname: "nickname", + pair: "pair", + price: "price", + score: "score", + stratid: "stratid", + stratname: "stratname", + userid: "userid", + } + + expect(onStopTradedSignal(signalJson)).toBe(false) + + const tradeOpen: TradeOpen = { + id: "matches", + isStopped: false, + positionType: PositionType.LONG, + priceBuy: new BigNumber(1), + priceSell: new BigNumber(2), + quantity: 10, + strategyId: "stratid", + strategyName: "stratname", + symbol: "pair", + timeBuy: 1, + timeSell: 2, + timeUpdated: 3, + } + + tradingMetaData.tradesOpen = [tradeOpen] + + expect(tradingMetaData.tradesOpen[0].isStopped).toBe(false) + expect(onStopTradedSignal(signalJson)).toBe(true) + expect(tradingMetaData.tradesOpen[0].isStopped).toBe(true) + }) + + it ("gets on signal log data", () => { + const signal: Signal = { + entryType: EntryType.ENTER, + nickname: "nickname", + positionType: PositionType.LONG, + price: "price", + score: "score", + strategyId: "strategyId", + strategyName: "strategyName", + symbol: "symbol", + userId: "userId", + } + + expect(getOnSignalLogData(signal)) + .toBe("for strategy strategyName (strategyId) and symbol symbol") + }) + + it("gets trade open (filtered)", () => { + const strategyId = "strategyId" + const strategyName = "strategyName" + + const signal: Signal = { + entryType: EntryType.ENTER, + nickname: "nickname", + positionType: PositionType.LONG, + price: "price", + score: "score", + strategyId, + strategyName, + symbol: "ETHBTC", + userId: "userId", + } + const signalPositionTypeUnset: Signal = { + ...signal, + positionType: undefined, + } + + const tradeOpenMatching: TradeOpen = { + id: "matches", + isStopped: false, + positionType: PositionType.LONG, + priceBuy: new BigNumber(1), + priceSell: new BigNumber(2), + quantity: 10, + strategyId, + strategyName, + symbol: "ETHBTC", + timeBuy: 1, + timeSell: 2, + timeUpdated: 3, + } + + tradingMetaData.tradesOpen = [ + tradeOpenMatching, + { + ...tradeOpenMatching, + id: "strategyIdWrong", + strategyId: "wrong", + }, + { + ...tradeOpenMatching, + id: "symbolWrong", + symbol: "wrong", + }, + { + ...tradeOpenMatching, + id: "positionTypeWrong", + positionType: PositionType.SHORT, + }, + ] + + expect(getTradeOpenFiltered(signal).length) + .toEqual(1) + expect(getTradeOpenFiltered(signalPositionTypeUnset).length) + .toEqual(2) + + expect(getTradeOpen(signal)) + .toEqual(tradeOpenMatching) + expect(getTradeOpen(signalPositionTypeUnset)) + .toEqual(undefined) + }) + + it("rounds step", () => expect(roundStep("10.987", "0.1")) + .toEqual(10.9)) +}) diff --git a/src/trader/trader.ts b/src/trader/trader.ts new file mode 100644 index 0000000..6cf0777 --- /dev/null +++ b/src/trader/trader.ts @@ -0,0 +1,490 @@ +// TODO: Add MinMax-Check for amount / quantity in trade functions. +// TODO: Fallback to spot trading, even if margin trading is allowed. + +import { now } from "lodash" +import PQueue from "p-queue" + +import logger from "../logger" +import { + createMarketOrder, + loadMarkets, + marginRepay, +} from "./apis/binance" +import { getTradeOpenList } from "./apis/bva" +import env from "./env" +import startWebserver from "./http" +import initializeNotifiers, { getNotifierMessage, notifyAll } from "./notifiers" +import connectBvaClient, { emitSignalTraded } from "./socket" +import { + EntryType, + PositionType, + Signal, + SignalJson, + Strategy, + StrategyJson, + TradeOpen, + TradingType, +} from "./types/bva" +import { TradingMetaData, TradingSequence } from "./types/trader" + +const logTradeOpenNone = + "Skipping signal as there was no associated open trade found." + +export const tradingMetaData: TradingMetaData = { + strategies: {}, + tradesOpen: [], +} + +const queue = new PQueue({ + concurrency: 1, + interval: 250, +}) + +export function onUserPayload(strategies: StrategyJson[]): void { + const strategyIds = strategies.map((strategy) => strategy.stratid).join(", ") + logger.info(`Received ${strategies.length} user strategies${strategyIds && ": " + strategyIds}.`) + + tradingMetaData.strategies = Object.assign( + {}, + ...strategies.map((p) => { + const strategy = new Strategy(p) + return { + [strategy.id]: strategy, + } + }) + ) +} + +export async function onBuySignal(signalJson: SignalJson): Promise { + const signal = new Signal(signalJson) + + switch (signal.entryType) { + case EntryType.ENTER: { + // Buy to enter signals a long trade. + signal.positionType = PositionType.LONG + logger.info( + `Received an opening buy signal (enter long) ${getOnSignalLogData( + signal + )}.` + ) + break + } + case EntryType.EXIT: { + // Buy to exit signals a short trade. + signal.positionType = PositionType.SHORT + logger.info( + `Received a closing buy signal (exit short) ${getOnSignalLogData( + signal + )}.` + ) + break + } + } + + await exportFunctions.trade(signal) +} + +export async function onSellSignal(signalJson: SignalJson): Promise { + const signal = new Signal(signalJson) + + switch (signal.entryType) { + case EntryType.ENTER: { + // Sell to enter signals a short trade. + signal.positionType = PositionType.SHORT + logger.info( + `Received an opening sell signal (enter short) ${getOnSignalLogData( + signal + )}.` + ) + break + } + case EntryType.EXIT: { + // Sell to enter signals a long trade. + signal.positionType = PositionType.LONG + logger.info( + `Received a closing sell signal (exit long) ${getOnSignalLogData( + signal + )}.` + ) + break + } + } + + await exportFunctions.trade(signal) +} + +export async function onCloseTradedSignal(signalJson: SignalJson): Promise { + const signal = new Signal(signalJson) + await exportFunctions.trade(signal) +} + +export function onStopTradedSignal(signalJson: SignalJson): boolean { + const signal = new Signal(signalJson) + + logger.info(`Received an stop trade signal ${getOnSignalLogData(signal)}.`) + + const tradeOpen = getTradeOpen(signal) + + if (!tradeOpen) { + logger.error(logTradeOpenNone) + return false + } + + tradeOpen.isStopped = true + return true +} + +export async function trade(signal: Signal): Promise { + await notifyAll(getNotifierMessage(signal)) + + const strategy = tradingMetaData.strategies[signal.strategyId] + + if (!strategy) { + logger.info( + `Skipping signal as strategy ${signal.strategyName} isn't followed.` + ) + return + } + + if (!strategy.isActive) { + logger.info( + `Skipping signal as strategy ${signal.strategyName} isn't active.` + ) + return + } + + const market = (await loadMarkets())[signal.symbol] + + if (!market) { + logger.error( + `Skipping signal as there is no market data for symbol ${signal.symbol}.` + ) + return + } + + if (!market.active) { + logger.error( + `Failed to trade as the market for symbol ${market.symbol} is inactive.` + ) + return + } + + if (!market.spot && !market.margin) { + logger.error( + `Failed to trade as neither margin trading nor spot trading is available for symbol ${market.symbol}.` + ) + return + } + + switch (signal.positionType) { + case PositionType.LONG: { + if (!market.spot) { + logger.error( + `Failed to trade as spot trading is unavailable for a long position on symbol ${market.symbol}.` + ) + return + } + + break + } + case PositionType.SHORT: { + if (!env.IS_TRADE_MARGIN_ENABLED) { + logger.warn( + "Skipping signal as margin trading is disabled but required to exit a short position." + ) + return + } + + if (!market.margin) { + logger.error( + `Failed to trade as margin trading is unavailable for a short position on symbol ${market.symbol}.` + ) + return + } + + break + } + } + + const logPositionTypeInvalid = (entryTypeString: string) => + `It shouldn't be possible to read this log as ${entryTypeString} a trade should always come with a long or short indication.` + let tradingSequence: TradingSequence + let quantity: number + + switch (signal.entryType) { + case EntryType.ENTER: { + // First, get the quantity to enter with. + quantity = Number( + roundStep( + strategy.tradeAmount.dividedBy(signal.price).toString(), + market.limits.amount.min.toString() + // TODO: For Binance use the LOT_SIZE filter's stepSize property. + // It's currently simplified to minimum amount limit here. + ) + ) + + switch (signal.positionType) { + // Enter long. + case PositionType.LONG: { + tradingSequence = { + before: undefined, // TODO: Try borrowing here. + mainAction: createMarketOrder( + signal.symbol, + "buy", + quantity, + undefined, + { + ...(env.IS_TRADE_MARGIN_ENABLED && + market.margin && { + type: "margin", // TODO: Decide margin usage CHECK! + }), + } + ), + after: undefined, + } + break + } + case PositionType.SHORT: { + // Enter short. + tradingSequence = { + before: undefined, // TODO: Borrow here. + mainAction: createMarketOrder( + signal.symbol, + "sell", + quantity, + undefined, + { + type: "margin", // Short trades must be a margin trade unconditionally. + } + ), + after: undefined, + } + break + } + // "undefined" should never occur and is thus handler by the default branch below. + default: { + logger.error(logPositionTypeInvalid("entering")) + return + } + } + break + } + case EntryType.EXIT: { + // First, get the open trade to exit. + const tradeOpen = getTradeOpen(signal) + + if (!tradeOpen) { + logger.error(logTradeOpenNone) + return + } + + if (tradeOpen.isStopped) { + logger.warn( + "Skipping signal as trading is stopped for this position." + ) + return + } + + quantity = tradeOpen.quantity + + switch (tradeOpen.positionType) { + case PositionType.LONG: { + // Exit long. + tradingSequence = { + before: undefined, + mainAction: createMarketOrder( + signal.symbol, + "sell", + quantity, + undefined, + { + ...(env.IS_TRADE_MARGIN_ENABLED && + market.margin && { + type: "margin", // TODO: Decide margin usage CHECK! + }), + } + ), + after: undefined, // TODO: Check repay. + // after: marginRepay( + // market.quote, + // quantity, + // now() + // ) + } + break + } + case PositionType.SHORT: { + // Exit short. + tradingSequence = { + before: undefined, + mainAction: createMarketOrder( + signal.symbol, + "buy", + quantity, + undefined, + { + type: "margin", // Short trades must be a margin trade unconditionally. + } + ), + after: marginRepay( + market.quote, + quantity, + now() + ) + } + break + } + // "undefined" should never occur and is thus handler by the default branch below. + default: { + logger.error(logPositionTypeInvalid("exiting")) + return + } + } + } + } + + await queue.add(async () => { + if (strategy.tradingType === TradingType.virtual) { + tradingSequence = { + before: Promise.resolve(), + mainAction: Promise.resolve(), + after: Promise.resolve(), + } + } + + logger.info(`Executing a ${strategy.tradingType} trade ${quantity} units of symbol ${signal.symbol} (${strategy.tradeAmount} BTC) at price ${signal.price}.`) + + if (tradingSequence.before) { + await tradingSequence.before + .then(() => { + logger.error("Successfully executed the trading sequence's before step.") + }) + .catch((reason) => { + logger.error(`Failed to execute the trading sequence's before step: ${reason}`) + return + }) + } + + await tradingSequence.mainAction + .then(() => { + logger.info( + "Successfully executed the trading sequence's main action step." + ) + + emitSignalTraded("traded_buy_signal", signal, strategy, quantity) + + notifyAll(getNotifierMessage(signal, true)) + // TODO: Notify on failure. + + switch (signal.entryType) { + case EntryType.ENTER: { + tradingMetaData.tradesOpen.push({ + // Remember the trade as opened. + positionType: PositionType.LONG, + quantity: quantity, + strategyId: signal.strategyId, + strategyName: signal.strategyName, + symbol: signal.symbol, + timeUpdated: now(), + }) + break + } + case EntryType.EXIT: { + const tradeOpen = getTradeOpen(signal) + + if (!tradeOpen) { + logger.error(logTradeOpenNone) + return + } + + tradingMetaData.tradesOpen = tradingMetaData.tradesOpen.filter( + (tradesOpenElement) => tradesOpenElement !== tradeOpen + ) + + break + } + // TODO: Create default branch for all switch statements. + } + }) + .catch((reason) => { + logger.error(`Failed to execute the trading sequence's main action step: ${reason}`) + return + }) + + if (tradingSequence.after) { + await tradingSequence.after + .then(() => { + logger.error("Successfully executed the trading sequence's after step.") + }) + .catch((reason) => { + logger.error(`Failed to execute the trading sequence's after step: ${reason}`) + return + }) + } + }) +} + +export function getOnSignalLogData(signal: Signal): string { + return `for strategy ${signal.strategyName} (${signal.strategyId}) and symbol ${signal.symbol}` +} + +export function getTradeOpen(signal: Signal): TradeOpen | undefined { + const tradesOpenFiltered = getTradeOpenFiltered(signal) + + const logData = `in strategy ${signal.strategyId} for symbol ${signal.symbol}` + + if (tradesOpenFiltered.length > 1) { + logger.warn( + `There is more than one trade open ${logData}. Using the first found.` + ) + } else if (tradesOpenFiltered.length === 0) { + logger.warn(`No open trade found ${logData}.`) + } else { + logger.debug(`Exactly one open trade found ${logData}.`) + return tradesOpenFiltered[0] + } +} + +export function getTradeOpenFiltered(signal: Signal): TradeOpen[] { + return tradingMetaData.tradesOpen.filter( + (tradeOpen) => + tradeOpen.strategyId === signal.strategyId && + tradeOpen.symbol === signal.symbol && + (signal.positionType + ? tradeOpen.positionType === signal.positionType + : true) // If the signal contains a position type, then the open trade must match that. + // TODO: Check for same order size. + ) +} + +// https://github.com/jaggedsoft/node-binance-api/blob/28e1162ccb62bc3fdfc311cdf8e8953c6e14f42c/node-binance-api.js#L2578 +// https://github.com/jaggedsoft/node-binance-api/blob/28e1162ccb62bc3fdfc311cdf8e8953c6e14f42c/LICENSE +export function roundStep(qty: string, stepSize: string): number | string { + // Integers do not require rounding + if (Number.isInteger(qty)) return qty + const qtyString = parseFloat(qty).toFixed(16) + const desiredDecimals = Math.max(stepSize.indexOf("1") - 1, 0) + const decimalIndex = qtyString.indexOf(".") + return parseFloat(qtyString.slice(0, decimalIndex + desiredDecimals + 1)) +} + +async function run() { + initializeNotifiers() + + tradingMetaData.tradesOpen = await getTradeOpenList() + await loadMarkets(true) + + connectBvaClient() + startWebserver() +} + +if (process.env.NODE_ENV !== "test") { + run() + .then(() => undefined) +} + +const exportFunctions = { + trade +} + +export default exportFunctions diff --git a/src/trader/types/bva.ts b/src/trader/types/bva.ts new file mode 100644 index 0000000..f185e36 --- /dev/null +++ b/src/trader/types/bva.ts @@ -0,0 +1,196 @@ +import BigNumber from "bignumber.js" + +///// + +export enum EntryType { + ENTER, + EXIT, +} + +export enum PositionType { + LONG = "LONG", + SHORT = "SHORT", +} + +export enum TradingType { + real, + virtual, +} + +///// + +export class Strategy { + id: string + isActive: boolean + stopLoss: number + takeProfit: number + tradeAmount: BigNumber + tradingType: TradingType + + constructor(bvaStrategyJson: StrategyJson) { + this.id = bvaStrategyJson.stratid + this.isActive = bvaStrategyJson.trading + this.stopLoss = parseFloat(bvaStrategyJson.stop_loss) + this.takeProfit = parseFloat(bvaStrategyJson.take_profit) + this.tradeAmount = new BigNumber(bvaStrategyJson.buy_amount) + this.tradingType = + TradingType[ + bvaStrategyJson.trading_type as keyof typeof TradingType + ] + } +} + +// Example: +// [ +// { +// buy_amount: '0.002', +// stop_loss: '0', +// stratid: '466', +// take_profit: '0' +// trading_type: 'virtual', +// trading: true, +// } +// ] + +export interface StrategyJson { + buy_amount: number + stop_loss: string + stratid: string + take_profit: string + trading: boolean + trading_type: string +} + +///// + +export interface TradeOpenJson { + buy_price: string + buy_time: string + id: string + pair: string + qty: string + sell_price: string | null + sell_time: string | null + stopped: boolean | null + stratid: string + stratname: string + type: string + updated_time: string +} + +export class TradeOpen { + id?: string + isStopped?: boolean + positionType: PositionType + priceBuy?: BigNumber + priceSell?: BigNumber + quantity: number + strategyId: string + strategyName: string + symbol: string + timeBuy?: number + timeSell?: number + timeUpdated: number + + constructor(tradeOpenJson: TradeOpenJson) { + this.positionType = tradeOpenJson.type as PositionType + this.priceBuy = new BigNumber(tradeOpenJson.buy_price) + this.priceSell = tradeOpenJson.sell_price + ? new BigNumber(tradeOpenJson.sell_price) + : undefined + this.quantity = Number(tradeOpenJson.qty) + this.strategyId = tradeOpenJson.stratid + this.strategyName = tradeOpenJson.stratname + this.symbol = tradeOpenJson.pair + this.timeBuy = Number(tradeOpenJson.buy_time) + this.timeSell = Number(tradeOpenJson.sell_time) + this.timeUpdated = Number(tradeOpenJson.updated_time) + } +} + +///// + +export interface BvaCommand { + rowCount: number + rows: TradeOpenJson[] +} + +///// + +export class Signal { + entryType: EntryType + nickname: string + positionType?: PositionType + price: string + score: string + strategyId: string + strategyName: string + symbol: string + userId: string + + constructor( + signalJson: SignalJson, + positionType?: PositionType // Currently a hack as BVA's signals contain this information only implicitly through the differentiation between buy and sell signals. + ) { + this.entryType = signalJson.new ? EntryType.ENTER : EntryType.EXIT + this.nickname = signalJson.nickname + this.positionType = positionType + this.price = signalJson.price + this.score = signalJson.score + this.strategyId = signalJson.stratid + this.strategyName = signalJson.stratname + this.symbol = signalJson.pair + this.userId = signalJson.userid + } +} + +// { +// userid: "1472", +// nickname: "dsyntech", +// stratid: "681", +// stratname: "DS STRATEGY USDT", +// pair: "GXSUSDT", +// price: "0.92450000", +// new: false, +// score: "NA", +// } + +export interface SignalJson { + new: boolean + nickname: string + pair: string + price: string + score: string + stratid: string + stratname: string + userid: string // A stringified number or "NA". +} + +///// + +export interface SignalTraded { + bvaApiKey: string + quantity: string + strategyId: string + strategyName: string + symbol: string + tradingType: TradingType +} + +export class SignalTradedJson { + key: string + pair: string + qty: string + stratid: string + stratname: string + trading_type: TradingType + + constructor(signalTraded: SignalTraded) { + this.key = signalTraded.bvaApiKey + this.pair = signalTraded.symbol + this.qty = signalTraded.quantity + this.stratid = signalTraded.strategyId + this.stratname = signalTraded.strategyName + this.trading_type = signalTraded.tradingType + } +} diff --git a/src/trader/types/notifier.ts b/src/trader/types/notifier.ts new file mode 100644 index 0000000..a886e44 --- /dev/null +++ b/src/trader/types/notifier.ts @@ -0,0 +1,9 @@ +export interface Notifier { + notify: (notifierMessage: NotifierMessage) => Promise +} + +export interface NotifierMessage { + subject?: string + content: string + contentHtml?: string +} diff --git a/src/trader/types/trader.ts b/src/trader/types/trader.ts new file mode 100644 index 0000000..a0f0b59 --- /dev/null +++ b/src/trader/types/trader.ts @@ -0,0 +1,26 @@ +import { Strategy, TradeOpen } from "./bva" + +// export interface TradingData { +// market: Market +// signal: Signal +// strategy: Strategy +// } + +// export interface TradingDataEnter extends TradingData { +// quantity: number +// } + +// export interface TradingDataExit extends TradingData { +// tradeOpen: TradeOpen +// } + +export interface TradingMetaData { + strategies: Record + tradesOpen: TradeOpen[] +} + +export interface TradingSequence { + before?: Promise + mainAction: Promise + after?: Promise +} diff --git a/src/utils/task.js b/src/utils/task.js deleted file mode 100644 index 90eeb46..0000000 --- a/src/utils/task.js +++ /dev/null @@ -1,11 +0,0 @@ -const Task = function (job) { - this.job = job - this.onFinished = () => null - this.onError = () => null - this.currentRetry = 0 - // The maximum number of times a task will auto-retry. - // 4 seems to work pretty well, increase if needed. - this.maxRetries = 4 -} - -module.exports = Task diff --git a/tsconfig.json b/tsconfig.json new file mode 100644 index 0000000..214a01c --- /dev/null +++ b/tsconfig.json @@ -0,0 +1,76 @@ +{ + "compilerOptions": { + /* Visit https://aka.ms/tsconfig.json to read more about this file */ + + /* Basic Options */ + // "incremental": true, /* Enable incremental compilation */ + "target": "es5", /* Specify ECMAScript target version: 'ES3' (default), 'ES5', 'ES2015', 'ES2016', 'ES2017', 'ES2018', 'ES2019', 'ES2020', or 'ESNEXT'. */ + "module": "commonjs", /* Specify module code generation: 'none', 'commonjs', 'amd', 'system', 'umd', 'es2015', 'es2020', or 'ESNext'. */ + // "lib": [], /* Specify library files to be included in the compilation. */ + // "allowJs": true, /* Allow javascript files to be compiled. */ + // "checkJs": true, /* Report errors in .js files. */ + // "jsx": "preserve", /* Specify JSX code generation: 'preserve', 'react-native', 'react', 'react-jsx' or 'react-jsxdev'. */ + // "declaration": true, /* Generates corresponding '.d.ts' file. */ + // "declarationMap": true, /* Generates a sourcemap for each corresponding '.d.ts' file. */ + // "sourceMap": true, /* Generates corresponding '.map' file. */ + // "outFile": "./", /* Concatenate and emit output to single file. */ + "outDir": "./dist/", /* Redirect output structure to the directory. */ + // "rootDir": "./", /* Specify the root directory of input files. Use to control the output directory structure with --outDir. */ + // "composite": true, /* Enable project compilation */ + // "tsBuildInfoFile": "./", /* Specify file to store incremental compilation information */ + // "removeComments": true, /* Do not emit comments to output. */ + // "noEmit": true, /* Do not emit outputs. */ + // "importHelpers": true, /* Import emit helpers from 'tslib'. */ + // "downlevelIteration": true, /* Provide full support for iterables in 'for-of', spread, and destructuring when targeting 'ES5' or 'ES3'. */ + // "isolatedModules": true, /* Transpile each file as a separate module (similar to 'ts.transpileModule'). */ + + /* Strict Type-Checking Options */ + "strict": true, /* Enable all strict type-checking options. */ + // "noImplicitAny": true, /* Raise error on expressions and declarations with an implied 'any' type. */ + // "strictNullChecks": true, /* Enable strict null checks. */ + // "strictFunctionTypes": true, /* Enable strict checking of function types. */ + // "strictBindCallApply": true, /* Enable strict 'bind', 'call', and 'apply' methods on functions. */ + // "strictPropertyInitialization": true, /* Enable strict checking of property initialization in classes. */ + // "noImplicitThis": true, /* Raise error on 'this' expressions with an implied 'any' type. */ + // "alwaysStrict": true, /* Parse in strict mode and emit "use strict" for each source file. */ + + /* Additional Checks */ + // "noUnusedLocals": true, /* Report errors on unused locals. */ + // "noUnusedParameters": true, /* Report errors on unused parameters. */ + // "noImplicitReturns": true, /* Report error when not all code paths in function return a value. */ + // "noFallthroughCasesInSwitch": true, /* Report errors for fallthrough cases in switch statement. */ + // "noUncheckedIndexedAccess": true, /* Include 'undefined' in index signature results */ + // "noPropertyAccessFromIndexSignature": true, /* Require undeclared properties from index signatures to use element accesses. */ + + /* Module Resolution Options */ + // "moduleResolution": "node", /* Specify module resolution strategy: 'node' (Node.js) or 'classic' (TypeScript pre-1.6). */ + // "baseUrl": "./", /* Base directory to resolve non-absolute module names. */ + // "paths": {}, /* A series of entries which re-map imports to lookup locations relative to the 'baseUrl'. */ + // "rootDirs": [], /* List of root folders whose combined content represents the structure of the project at runtime. */ + // "typeRoots": [], /* List of folders to include type definitions from. */ + // "types": [], /* Type declaration files to be included in compilation. */ + // "allowSyntheticDefaultImports": true, /* Allow default imports from modules with no default export. This does not affect code emit, just typechecking. */ + "esModuleInterop": true, /* Enables emit interoperability between CommonJS and ES Modules via creation of namespace objects for all imports. Implies 'allowSyntheticDefaultImports'. */ + // "preserveSymlinks": true, /* Do not resolve the real path of symlinks. */ + // "allowUmdGlobalAccess": true, /* Allow accessing UMD globals from modules. */ + + /* Source Map Options */ + // "sourceRoot": "", /* Specify the location where debugger should locate TypeScript files instead of source locations. */ + // "mapRoot": "", /* Specify the location where debugger should locate map files instead of generated locations. */ + // "inlineSourceMap": true, /* Emit a single file with source maps instead of having a separate file. */ + // "inlineSources": true, /* Emit the source alongside the sourcemaps within a single file; requires '--inlineSourceMap' or '--sourceMap' to be set. */ + + /* Experimental Options */ + // "experimentalDecorators": true, /* Enables experimental support for ES7 decorators. */ + // "emitDecoratorMetadata": true, /* Enables experimental support for emitting type metadata for decorators. */ + + /* Advanced Options */ + "skipLibCheck": true, /* Skip type checking of declaration files. */ + "forceConsistentCasingInFileNames": true, /* Disallow inconsistently-cased references to the same file. */ + + "resolveJsonModule": true + }, + "exclude": [ + "src/**/*.test.ts" + ] +} From 2452bfe0ebc41981aba0e934590e008af4522f86 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Fri, 7 May 2021 05:32:09 +0200 Subject: [PATCH 70/98] feat: add tests --- package-lock.json | 27 --- package.json | 4 +- src/trader/apis/binance.ts | 32 ++- src/trader/apis/bva.ts | 2 +- src/trader/env.test.ts | 52 +++-- src/trader/env.ts | 53 +++-- src/trader/http.ts | 2 +- src/trader/notifiers/gmail.ts | 6 +- src/trader/notifiers/index.test.ts | 17 +- src/trader/notifiers/index.ts | 4 +- src/trader/notifiers/telegram.ts | 6 +- src/trader/socket.test.ts | 2 +- src/trader/socket.ts | 4 +- src/trader/trader.test.ts | 337 +++++++++++++++++++++++++++- src/trader/trader.ts | 338 ++++++++++++++++++----------- src/trader/types/bva.ts | 4 +- src/trader/types/trader.ts | 16 +- 17 files changed, 671 insertions(+), 235 deletions(-) diff --git a/package-lock.json b/package-lock.json index 282007b..ffdcf2b 100644 --- a/package-lock.json +++ b/package-lock.json @@ -418,14 +418,6 @@ "@babel/helper-plugin-utils": "^7.12.13" } }, - "@babel/runtime": { - "version": "7.5.0", - "resolved": "https://registry.npmjs.org/@babel/runtime/-/runtime-7.5.0.tgz", - "integrity": "sha512-2xsuyZ0R0RBFwjgae5NpXk8FcfH4qovj5cEM5VEeB7KXnKqzaisIu2HSV/mCEISolJJuR4wkViUGYujA8MH9tw==", - "requires": { - "regenerator-runtime": "^0.13.2" - } - }, "@babel/template": { "version": "7.12.13", "resolved": "https://registry.npmjs.org/@babel/template/-/template-7.12.13.tgz", @@ -1055,12 +1047,6 @@ "@types/node": "*" } }, - "@types/set-interval-async": { - "version": "1.0.0", - "resolved": "https://registry.npmjs.org/@types/set-interval-async/-/set-interval-async-1.0.0.tgz", - "integrity": "sha512-4twO6B7/dcd+lMyIHwUm/S1RMvVOsgZf0sCevNNCnwyAxn7t9mxLfuZxIGFimYCPhLjJYccsvo4HhXxp4UDoBg==", - "dev": true - }, "@types/socket.io-client": { "version": "1.4.36", "resolved": "https://registry.npmjs.org/@types/socket.io-client/-/socket.io-client-1.4.36.tgz", @@ -5723,11 +5709,6 @@ "resolved": "https://registry.npmjs.org/reconnecting-websocket/-/reconnecting-websocket-4.4.0.tgz", "integrity": "sha512-D2E33ceRPga0NvTDhJmphEgJ7FUYF0v4lr1ki0csq06OdlxKfugGzN0dSkxM/NfqCxYELK4KcaTOUOjTV6Dcng==" }, - "regenerator-runtime": { - "version": "0.13.7", - "resolved": "https://registry.npmjs.org/regenerator-runtime/-/regenerator-runtime-0.13.7.tgz", - "integrity": "sha512-a54FxoJDIr27pgf7IgeQGxmqUNYrcV338lf/6gH456HZ/PhX+5BcwHXG9ajESmwe6WRO0tAzRUrRmNONWgkrew==" - }, "regex-not": { "version": "1.0.2", "resolved": "https://registry.npmjs.org/regex-not/-/regex-not-1.0.2.tgz", @@ -6143,14 +6124,6 @@ "resolved": "https://registry.npmjs.org/set-blocking/-/set-blocking-2.0.0.tgz", "integrity": "sha1-BF+XgtARrppoA93TgrJDkrPYkPc=" }, - "set-interval-async": { - "version": "2.0.3", - "resolved": "https://registry.npmjs.org/set-interval-async/-/set-interval-async-2.0.3.tgz", - "integrity": "sha512-8jJgvnhQYQc+XHzyKuJ2g4/0h4jPcT/q3x9VURk+AZohRKpcggcueNhPbS7wOXnamgpAn/enbGl4OnWXurVafg==", - "requires": { - "@babel/runtime": "7.5.0" - } - }, "set-value": { "version": "2.0.1", "resolved": "https://registry.npmjs.org/set-value/-/set-value-2.0.1.tgz", diff --git a/package.json b/package.json index 2f961e7..ba123ac 100644 --- a/package.json +++ b/package.json @@ -30,7 +30,7 @@ "build": "tsc", "lint": "eslint --cache src", "start": "node ./src/server.js", - "test": "jest --silent", + "test": "jest", "trader": "node ./dist/src/trader/trader.js" }, "dependencies": { @@ -46,7 +46,6 @@ "ora": "5.4.0", "p-queue": "6.6.2", "pg": "8.6.0", - "set-interval-async": "2.0.3", "socket.io": "2.4.1", "socket.io-client": "2.4.0", "telebot": "1.4.1", @@ -58,7 +57,6 @@ "@types/jest": "26.0.23", "@types/lodash": "4.14.168", "@types/nodemailer": "6.4.1", - "@types/set-interval-async": "1.0.0", "@types/socket.io-client": "1.4.36", "@types/supertest": "2.0.11", "@types/telebot": "1.2.2", diff --git a/src/trader/apis/binance.ts b/src/trader/apis/binance.ts index 2727bdb..81515ff 100644 --- a/src/trader/apis/binance.ts +++ b/src/trader/apis/binance.ts @@ -3,11 +3,17 @@ import ccxt from "ccxt" import env from "../env" import logger from "../../logger" -const binanceClient = new ccxt.binance({ - apiKey: env.BINANCE_API_KEY, - enableRateLimit: true, - secret: env.BINANCE_SECRET_KEY, -}) +const logBinanceUndefined = "Binance client is undefined!" + +let binanceClient: ccxt.binance + +if (process.env.NODE_ENV !== "test") { + binanceClient = new ccxt.binance({ + apiKey: env().BINANCE_API_KEY, + enableRateLimit: true, + secret: env().BINANCE_SECRET_KEY, + }) +} export function getMarketsBva(markets: ccxt.Dictionary): ccxt.Dictionary { Object.keys(markets).forEach((key) => { @@ -40,14 +46,30 @@ export async function createMarketOrder( price?: number, params?: ccxt.Params ): Promise { + if (!binanceClient) return Promise.reject(logBinanceUndefined) return binanceClient.createMarketOrder(symbol, side, amount, price, params) } +export async function marginBorrow( + asset: string, + amount: number, + timestamp: number +): Promise { + if (!binanceClient) return Promise.reject(logBinanceUndefined) + return binanceClient.api.sapiPostMarginLoan({ + asset, + isIsolated: false, // "false" for cross margin borrow without specification of a symbol. + amount, + timestamp, + }) +} + export async function marginRepay( asset: string, amount: number, timestamp: number ): Promise { + if (!binanceClient) return Promise.reject(logBinanceUndefined) return binanceClient.api.sapiPostMarginRepay({ asset, isIsolated: false, // "false" for cross margin repay without specification of a symbol. diff --git a/src/trader/apis/bva.ts b/src/trader/apis/bva.ts index 0f76fb1..3c96c50 100644 --- a/src/trader/apis/bva.ts +++ b/src/trader/apis/bva.ts @@ -8,7 +8,7 @@ export async function getTradeOpenList(): Promise { return new Promise((resolve, reject) => { axios .get( - `https://bitcoinvsaltcoins.com/api/useropentradedsignals?key=${env.BVA_API_KEY}` + `https://bitcoinvsaltcoins.com/api/useropentradedsignals?key=${env().BVA_API_KEY}` ) .then((response) => { const bvaCommand: BvaCommand = response.data diff --git a/src/trader/env.test.ts b/src/trader/env.test.ts index 1b55279..4cdd764 100644 --- a/src/trader/env.test.ts +++ b/src/trader/env.test.ts @@ -1,31 +1,53 @@ -import { testOnly } from "./env" +import env, { setDefault, testOnly } from "./env" const OLD_ENV = process.env -beforeAll(() => { +beforeEach(() => { jest.resetModules() process.env = { ...OLD_ENV } }) -afterAll(() => { +afterEach(() => { + setDefault() jest.useRealTimers() process.env = OLD_ENV }) describe("env", () => { - it("returns undefined in development environment", async () => { - process.env.NODE_ENV = "development" - expect(testOnly("value")) - .toEqual(undefined) + describe("test only", () => { + it("returns undefined in development environment", async () => { + process.env.NODE_ENV = "development" + expect(testOnly("value")) + .toEqual(undefined) + }) + + it("returns value in test environment", async () => { + process.env.NODE_ENV = "test" + expect(testOnly("value")) + .toEqual("value") + }) + + it("returns undefined in production environment", async () => { + process.env.NODE_ENV = "production" + expect(testOnly("value")) + .toEqual(undefined) + }) }) - it("returns value in test environment", async () => { - process.env.NODE_ENV = "test" - expect(testOnly("value")) - .toEqual("value") + + it("gets default", () => { + expect(() => {env().INEXISTENT}) + .toThrow(ReferenceError) + expect(env().BVA_API_KEY) + .toBe("BVA_API_KEY") + expect(typeof env().BVA_API_KEY) + .toBe("string") }) - it("returns undefined in production environment", async () => { - process.env.NODE_ENV = "production" - expect(testOnly("value")) - .toEqual(undefined) + + it("sets default", () => { + setDefault({ BVA_API_KEY: "custom" }) + expect(env().BVA_API_KEY) + .toBe("custom") + expect(typeof env().BVA_API_KEY) + .toBe("string") }) }) diff --git a/src/trader/env.ts b/src/trader/env.ts index f60a31a..bf92e55 100644 --- a/src/trader/env.ts +++ b/src/trader/env.ts @@ -5,28 +5,39 @@ import { bool, cleanEnv, port, str } from "envalid" import * as packageJson from "../../package.json" -dotenv.config({ - path: path.resolve(process.cwd(), process.env.NODE_ENV === "test" ? ".env.testing" : ".env") -}) - export function testOnly(value: string): string | undefined { return process.env.NODE_ENV === "test" ? value : undefined } -export default cleanEnv(process.env, { - BINANCE_API_KEY: str({devDefault: testOnly("BINANCE_API_KEY")}), - BINANCE_SECRET_KEY: str({devDefault: testOnly("BINANCE_SECRET_KEY")}), - BVA_API_KEY: str({devDefault: testOnly("BVA_API_KEY")}), - IS_NOTIFIER_GMAIL_ENABLED: bool({ default: false }), - IS_NOTIFIER_TELEGRAM_ENABLED: bool({ default: false }), - IS_TRADE_MARGIN_ENABLED: bool({ default: true }), - NOTIFIER_GMAIL_ADDRESS: str({ default: "" }), - NOTIFIER_GMAIL_APP_PASSWORD: str({ default: "" }), - NOTIFIER_TELEGRAM_API_KEY: str({ default: "" }), - NOTIFIER_TELEGRAM_RECEIVER_ID: str({ default: "" }), - TRADER_PORT: port({ - default: 8003, - desc: "The port to trader webserver runs", - }), - VERSION: str({ default: packageJson.version }), -}) +export function getDefault(): Readonly { + dotenv.config({ + path: path.resolve(process.cwd(), process.env.NODE_ENV === "test" ? ".env.testing" : ".env") + }) + + return cleanEnv(process.env, { + BINANCE_API_KEY: str({devDefault: testOnly("BINANCE_API_KEY")}), + BINANCE_SECRET_KEY: str({devDefault: testOnly("BINANCE_SECRET_KEY")}), + BVA_API_KEY: str({devDefault: testOnly("BVA_API_KEY")}), + IS_NOTIFIER_GMAIL_ENABLED: bool({ default: false }), + IS_NOTIFIER_TELEGRAM_ENABLED: bool({ default: false }), + IS_TRADE_MARGIN_ENABLED: bool({ default: true }), + NOTIFIER_GMAIL_ADDRESS: str({ default: "" }), + NOTIFIER_GMAIL_APP_PASSWORD: str({ default: "" }), + NOTIFIER_TELEGRAM_API_KEY: str({ default: "" }), + NOTIFIER_TELEGRAM_RECEIVER_ID: str({ default: "" }), + TRADER_PORT: port({ + default: 8003, + desc: "The port to trader webserver runs", + }), + VERSION: str({ default: packageJson.version }), + }) +} + +export function setDefault(data?: Readonly): void { + env = data || getDefault() +} + +let env: Readonly = {} +setDefault() + +export default (): Readonly => env diff --git a/src/trader/http.ts b/src/trader/http.ts index 4b3a3c0..9cbbec4 100644 --- a/src/trader/http.ts +++ b/src/trader/http.ts @@ -8,5 +8,5 @@ import env from "./env" export default function startWebserver(): http.Server { const webserver = express() webserver.get("/", (req, res) => res.send("Node Binance Trader is running.")) - return webserver.listen(env.TRADER_PORT, () => logger.info(`Webserver started on port ${env.TRADER_PORT}.`)) + return webserver.listen(env().TRADER_PORT, () => logger.info(`Webserver started on port ${env().TRADER_PORT}.`)) } diff --git a/src/trader/notifiers/gmail.ts b/src/trader/notifiers/gmail.ts index f082756..4185f46 100644 --- a/src/trader/notifiers/gmail.ts +++ b/src/trader/notifiers/gmail.ts @@ -8,8 +8,8 @@ export default function (): Notifier { } } -const gmailAddress = env.NOTIFIER_GMAIL_ADDRESS -const gmailAppPassword = env.NOTIFIER_GMAIL_APP_PASSWORD +const gmailAddress = env().NOTIFIER_GMAIL_ADDRESS +const gmailAppPassword = env().NOTIFIER_GMAIL_APP_PASSWORD const mailTransport = nodeMailer.createTransport( `smtps://${encodeURIComponent(gmailAddress)}:${encodeURIComponent( @@ -18,7 +18,7 @@ const mailTransport = nodeMailer.createTransport( ) async function notify(message: NotifierMessage): Promise { - if (!env.IS_NOTIFIER_GMAIL_ENABLED) return + if (!env().IS_NOTIFIER_GMAIL_ENABLED) return return mailTransport.sendMail({ from: "\"🐬 BVA \" ", diff --git a/src/trader/notifiers/index.test.ts b/src/trader/notifiers/index.test.ts index 776aa0d..6497357 100644 --- a/src/trader/notifiers/index.test.ts +++ b/src/trader/notifiers/index.test.ts @@ -1,3 +1,4 @@ +import BigNumber from "bignumber.js" import { EntryType, PositionType, Signal } from "../types/bva" import { getNotifierMessage } from "./index" @@ -7,7 +8,7 @@ describe("notifiers", () => { entryType: EntryType.ENTER, nickname: "nickname", positionType: PositionType.LONG, - price: "price", + price: new BigNumber(1), score: "score", strategyId: "strategyId", strategyName: "strategyName", @@ -16,13 +17,13 @@ describe("notifiers", () => { } const notifierMessage = getNotifierMessage(signal) - expect(notifierMessage.content) - .toEqual(`0 symbol LONG trade. + expect(notifierMessage) + .toEqual({ + subject: "0 symbol LONG trade.", + content: `0 symbol LONG trade. strategy: strategyName -price: price -score: score` - ) - expect(notifierMessage.subject) - .toEqual("0 symbol LONG trade.") +price: 1 +score: score`, + }) }) }) diff --git a/src/trader/notifiers/index.ts b/src/trader/notifiers/index.ts index 5cfc45f..dc96f35 100644 --- a/src/trader/notifiers/index.ts +++ b/src/trader/notifiers/index.ts @@ -7,8 +7,8 @@ import telegram from "./telegram" const notifiers: Notifier[] = [] export default function initializeNotifiers(): Notifier { - if (env.IS_NOTIFIER_GMAIL_ENABLED) notifiers.push(gmail()) - if (env.IS_NOTIFIER_TELEGRAM_ENABLED) notifiers.push(telegram()) + if (env().IS_NOTIFIER_GMAIL_ENABLED) notifiers.push(gmail()) + if (env().IS_NOTIFIER_TELEGRAM_ENABLED) notifiers.push(telegram()) return { notify: notifyAll, diff --git a/src/trader/notifiers/telegram.ts b/src/trader/notifiers/telegram.ts index 370e3c0..d57a85f 100644 --- a/src/trader/notifiers/telegram.ts +++ b/src/trader/notifiers/telegram.ts @@ -7,7 +7,7 @@ import { getTradeOpenList } from "../apis/bva" let telBot: TeleBot export default function (): Notifier { - telBot = new TeleBot(env.NOTIFIER_TELEGRAM_API_KEY) + telBot = new TeleBot(env().NOTIFIER_TELEGRAM_API_KEY) telBot.on("/info", async (msg) => { const tradeOpenList = await getTradeOpenList() return notify({ @@ -30,7 +30,7 @@ export default function (): Notifier { } function notify(notifierMessage: NotifierMessage): Promise { - if (!env.IS_NOTIFIER_TELEGRAM_ENABLED || !telBot) + if (!env().IS_NOTIFIER_TELEGRAM_ENABLED || !telBot) return new Promise((resolve) => { resolve() }) @@ -38,7 +38,7 @@ function notify(notifierMessage: NotifierMessage): Promise { return new Promise((resolve, reject) => { try { telBot.sendMessage( - env.NOTIFIER_TELEGRAM_RECEIVER_ID, + env().NOTIFIER_TELEGRAM_RECEIVER_ID, notifierMessage.contentHtml || notifierMessage.content, { parseMode: "html", diff --git a/src/trader/socket.test.ts b/src/trader/socket.test.ts index 341580f..00f66ce 100644 --- a/src/trader/socket.test.ts +++ b/src/trader/socket.test.ts @@ -9,7 +9,7 @@ describe("socket", () => { entryType: EntryType.ENTER, nickname: "nickname", positionType: PositionType.LONG, - price: "price", + price: new BigNumber(1), score: "score", strategyId: "strategyId", strategyName: "strategyName", diff --git a/src/trader/socket.ts b/src/trader/socket.ts index c452d76..6b4c4a3 100644 --- a/src/trader/socket.ts +++ b/src/trader/socket.ts @@ -9,7 +9,7 @@ let socket: SocketIOClient.Socket if (process.env.NODE_ENV !== "test") { socket = io("https://nbt-hub.herokuapp.com", { - query: `v=${env.VERSION}&type=client&key=${env.BVA_API_KEY}`, + query: `v=${env().VERSION}&type=client&key=${env().BVA_API_KEY}`, }) } @@ -56,7 +56,7 @@ export function emitSignalTraded(channel: string, signal: Signal, strategy: Stra export function getSignalTradedJson(signal: Signal, strategy: Strategy, quantity: number): SignalTradedJson { return new SignalTradedJson({ - bvaApiKey: env.BVA_API_KEY, + bvaApiKey: env().BVA_API_KEY, quantity: quantity.toString(), strategyId: signal.strategyId, strategyName: signal.strategyName, diff --git a/src/trader/trader.test.ts b/src/trader/trader.test.ts index 149f638..8800060 100644 --- a/src/trader/trader.test.ts +++ b/src/trader/trader.test.ts @@ -3,9 +3,14 @@ import trader, { getOnSignalLogData, getTradeOpen, getTradeOpenFiltered, - onBuySignal, onCloseTradedSignal, onSellSignal, onStopTradedSignal, + getTradingSequence, + onBuySignal, + onCloseTradedSignal, + onSellSignal, + onStopTradedSignal, onUserPayload, roundStep, + trade, tradingMetaData, } from "./trader" import { @@ -18,6 +23,9 @@ import { TradeOpen, TradingType, } from "./types/bva" +import * as binance from "./apis/binance" +import { Market } from "ccxt" +import { getDefault, setDefault } from "./env" beforeEach(() => { tradingMetaData.strategies = {} @@ -82,7 +90,7 @@ describe("trader", () => { new: true, nickname: "nickname", pair: "pair", - price: "price", + price: "1", score: "score", stratid: "stratid", stratname: "stratname", @@ -97,7 +105,7 @@ describe("trader", () => { entryType: EntryType.ENTER, nickname: "nickname", positionType: PositionType.LONG, - price: "price", + price: new BigNumber(1), score: "score", strategyId: "stratid", strategyName: "stratname", @@ -127,7 +135,7 @@ describe("trader", () => { new: true, nickname: "nickname", pair: "pair", - price: "price", + price: "1", score: "score", stratid: "stratid", stratname: "stratname", @@ -142,7 +150,7 @@ describe("trader", () => { entryType: EntryType.ENTER, nickname: "nickname", positionType: PositionType.SHORT, - price: "price", + price: new BigNumber(1), score: "score", strategyId: "stratid", strategyName: "stratname", @@ -172,7 +180,7 @@ describe("trader", () => { new: false, nickname: "nickname", pair: "pair", - price: "price", + price: "1", score: "score", stratid: "stratid", stratname: "stratname", @@ -183,7 +191,7 @@ describe("trader", () => { entryType: EntryType.EXIT, nickname: "nickname", positionType: undefined, - price: "price", + price: new BigNumber(1), score: "score", strategyId: "stratid", strategyName: "stratname", @@ -232,12 +240,323 @@ describe("trader", () => { expect(tradingMetaData.tradesOpen[0].isStopped).toBe(true) }) + it ("validates trading data", async () => { + const signal: Signal = { + entryType: EntryType.ENTER, + nickname: "nickname", + positionType: PositionType.LONG, + price: new BigNumber(1), + score: "score", + strategyId: "strategyId", + strategyName: "strategyName", + symbol: "ETH/BTC", + userId: "userId", + } + + const strategy: Strategy = { + tradeAmount: new BigNumber(1), + stopLoss: 1, + id: "strategyId", + takeProfit: 2, + isActive: false, + tradingType: TradingType.real, + } + + await trade(signal) + .then((value) => fail(value)) + .catch((reason) => expect(reason).toBe("Skipping signal as strategy strategyName isn't followed.")) + + tradingMetaData.strategies = { strategyId: strategy } + + await trade(signal) + .then((value) => fail(value)) + .catch((reason) => expect(reason).toBe("Skipping signal as strategy strategyName isn't active.")) + + tradingMetaData.strategies.strategyId.isActive = true + + const spy = jest.spyOn(binance, "loadMarkets").mockImplementation(() => Promise.resolve({})) + + await trade(signal) + .then((value) => fail(value)) + .catch((reason) => expect(reason).toBe("Skipping signal as there is no market data for symbol ETH/BTC.")) + + const market: Market = { + limits: { + amount: { min: 0.001, max: 100000 }, + price: { min: 0.000001, max: 100000 }, + cost: { min: 0.0001, max: 0 }, // "max" didn't come with this dataset originally and was added due to typescript constraints. + // market: { min: 0, max: 1695.00721821 }, + }, + precision: { base: 8, quote: 8, amount: 3, price: 6 }, + tierBased: false, + percentage: true, + taker: 0.001, + maker: 0.001, + id: "ETHBTC", + symbol: "ETH/BTC", + base: "ETH", + quote: "BTC", + baseId: "ETH", + quoteId: "BTC", + info: {}, + type: "spot", + spot: false, + margin: false, + future: false, + active: false + } + + spy.mockImplementation(() => Promise.resolve({ + "ETH/BTC": market + })) + + await trade(signal) + .then((value) => fail(value)) + .catch((reason) => expect(reason).toBe("Failed to trade as the market for symbol ETH/BTC is inactive.")) + + market.active = true + + await trade(signal) + .then((value) => fail(value)) + .catch((reason) => expect(reason).toBe("Failed to trade as neither margin trading nor spot trading is available for symbol ETH/BTC.")) + + signal.entryType = EntryType.ENTER + signal.positionType = PositionType.LONG + market.spot = false + market.margin = true + + await trade(signal) + .then((value) => fail(value)) + .catch((reason) => expect(reason).toBe("Failed to trade as spot trading is unavailable for a long position on symbol ETH/BTC.")) + + signal.entryType = EntryType.ENTER + signal.positionType = PositionType.SHORT + market.spot = true + market.margin = false + + setDefault({ ...getDefault, IS_TRADE_MARGIN_ENABLED: undefined }) + + await trade(signal) + .then((value) => fail(value)) + .catch((reason) => expect(reason).toBe("Skipping signal as margin trading is disabled but required to exit a short position.")) + + setDefault({ ...getDefault, IS_TRADE_MARGIN_ENABLED: false }) + + await trade(signal) + .then((value) => fail(value)) + .catch((reason) => expect(reason).toBe("Skipping signal as margin trading is disabled but required to exit a short position.")) + + setDefault({ ...getDefault, IS_TRADE_MARGIN_ENABLED: true }) + + await trade(signal) + .then((value) => fail(value)) + .catch((reason) => expect(reason).toBe("Failed to trade as margin trading is unavailable for a short position on symbol ETH/BTC.")) + }) + + it ("gets trading sequence", async () => { + const signal: Signal = { + entryType: EntryType.ENTER, + nickname: "nickname", + positionType: PositionType.LONG, + price: new BigNumber(1), + score: "score", + strategyId: "stratid", + strategyName: "stratname", + symbol: "ETH/BTC", + userId: "userId", + } + + const strategy: Strategy = { + tradeAmount: new BigNumber(1), + stopLoss: 1, + id: "stratid", + takeProfit: 2, + isActive: false, + tradingType: TradingType.real, + } + + const market: Market = { + limits: { + amount: { min: 0.001, max: 100000 }, + price: { min: 0.000001, max: 100000 }, + cost: { min: 0.0001, max: 0 }, // "max" didn't come with this dataset originally and was added due to typescript constraints. + // market: { min: 0, max: 1695.00721821 }, + }, + precision: { base: 8, quote: 8, amount: 3, price: 6 }, + tierBased: false, + percentage: true, + taker: 0.001, + maker: 0.001, + id: "ETHBTC", + symbol: "ETH/BTC", + base: "ETH", + quote: "BTC", + baseId: "ETH", + quoteId: "BTC", + info: {}, + type: "spot", + spot: false, + margin: false, + future: false, + active: false + } + + signal.entryType = EntryType.ENTER + signal.positionType = PositionType.LONG + market.margin = true + setDefault({...getDefault, IS_TRADE_MARGIN_ENABLED: false}) + + await getTradingSequence({ + market, + signal, + strategy, + }) + .then((value) => expect(value).toEqual({ + after: undefined, + before: undefined, + mainAction: Promise.resolve(), + quantity: 1 + })) + .catch((reason) => fail(reason)) + + signal.entryType = EntryType.ENTER + signal.positionType = PositionType.LONG + market.margin = true + setDefault({...getDefault, IS_TRADE_MARGIN_ENABLED: true}) + + await getTradingSequence({ + market, + signal, + strategy, + }) + .then((value) => expect(value).toEqual({ + after: undefined, + before: Promise.resolve(), + mainAction: Promise.resolve(), + quantity: 1 + })) + .catch((reason) => fail(reason)) + + signal.entryType = EntryType.ENTER + signal.positionType = PositionType.SHORT + + await getTradingSequence({ + market, + signal, + strategy, + }) + .then((value) => expect(value).toEqual({ + after: undefined, + before: Promise.resolve(), + mainAction: Promise.resolve(), + quantity: 1 + })) + .catch((reason) => fail(reason)) + + signal.entryType = EntryType.EXIT + signal.positionType = PositionType.LONG + market.margin = true + setDefault({...getDefault, IS_TRADE_MARGIN_ENABLED: true}) + + await getTradingSequence({ + market, + signal, + strategy, + }) + .then((value) => fail(value)) + .catch((reason) => expect(reason).toEqual("Skipping signal as there was no associated open trade found.")) + + const tradeOpen: TradeOpen = { + id: "matches", + isStopped: false, + positionType: PositionType.LONG, + priceBuy: new BigNumber(1), + priceSell: new BigNumber(2), + quantity: 10, + strategyId: "stratid", + strategyName: "stratname", + symbol: "ETH/BTC", + timeBuy: 1, + timeSell: 2, + timeUpdated: 3, + } + + tradingMetaData.tradesOpen = [tradeOpen, {...tradeOpen, positionType: PositionType.SHORT}] + + signal.entryType = EntryType.EXIT + signal.positionType = PositionType.LONG + market.margin = true + setDefault({...getDefault, IS_TRADE_MARGIN_ENABLED: true}) + + await getTradingSequence({ + market, + signal, + strategy, + }) + .then((value) => expect(value).toEqual({ + after: Promise.resolve(), + before: undefined, + mainAction: Promise.resolve(), + quantity: 10 + })) + .catch((reason) => fail(reason)) + + signal.entryType = EntryType.EXIT + signal.positionType = PositionType.LONG + market.margin = false + setDefault({...getDefault, IS_TRADE_MARGIN_ENABLED: true}) + + await getTradingSequence({ + market, + signal, + strategy, + }) + .then((value) => expect(value).toEqual({ + after: undefined, + before: undefined, + mainAction: Promise.resolve(), + quantity: 10 + })) + .catch((reason) => fail(reason)) + + signal.entryType = EntryType.EXIT + signal.positionType = PositionType.SHORT + + await getTradingSequence({ + market, + signal, + strategy, + }) + .then((value) => expect(value).toEqual({ + after: Promise.resolve(), + before: undefined, + mainAction: Promise.resolve(), + quantity: 10 + })) + .catch((reason) => fail(reason)) + + strategy.tradingType = TradingType.virtual + + await getTradingSequence({ + market, + signal, + strategy, + }) + .then((value) => expect(value).toEqual({ + after: Promise.resolve(), + before: Promise.resolve(), + mainAction: Promise.resolve(), + quantity: 0 + })) + .catch((reason) => fail(reason)) + }) + it ("gets on signal log data", () => { const signal: Signal = { entryType: EntryType.ENTER, nickname: "nickname", positionType: PositionType.LONG, - price: "price", + price: new BigNumber(1), score: "score", strategyId: "strategyId", strategyName: "strategyName", @@ -257,7 +576,7 @@ describe("trader", () => { entryType: EntryType.ENTER, nickname: "nickname", positionType: PositionType.LONG, - price: "price", + price: new BigNumber(1), score: "score", strategyId, strategyName, diff --git a/src/trader/trader.ts b/src/trader/trader.ts index 6cf0777..311bb70 100644 --- a/src/trader/trader.ts +++ b/src/trader/trader.ts @@ -8,6 +8,7 @@ import logger from "../logger" import { createMarketOrder, loadMarkets, + marginBorrow, marginRepay, } from "./apis/binance" import { getTradeOpenList } from "./apis/bva" @@ -25,8 +26,12 @@ import { TradeOpen, TradingType, } from "./types/bva" -import { TradingMetaData, TradingSequence } from "./types/trader" +import { TradingData, TradingMetaData, TradingSequence } from "./types/trader" +const logDefaultEntryType = + "It shouldn't be possible to have an entry type apart from enter or exit." +const logDefaultPositionType = + "It shouldn't be possible to have an position type apart from long or short." const logTradeOpenNone = "Skipping signal as there was no associated open trade found." @@ -41,8 +46,14 @@ const queue = new PQueue({ }) export function onUserPayload(strategies: StrategyJson[]): void { - const strategyIds = strategies.map((strategy) => strategy.stratid).join(", ") - logger.info(`Received ${strategies.length} user strategies${strategyIds && ": " + strategyIds}.`) + const strategyIds = strategies + .map((strategy) => strategy.stratid) + .join(", ") + logger.info( + `Received ${strategies.length} user strategies${ + strategyIds && ": " + strategyIds + }.` + ) tradingMetaData.strategies = Object.assign( {}, @@ -79,6 +90,9 @@ export async function onBuySignal(signalJson: SignalJson): Promise { ) break } + default: + logger.error(logDefaultEntryType) + break } await exportFunctions.trade(signal) @@ -108,12 +122,17 @@ export async function onSellSignal(signalJson: SignalJson): Promise { ) break } + default: + logger.error(logDefaultEntryType) + break } await exportFunctions.trade(signal) } -export async function onCloseTradedSignal(signalJson: SignalJson): Promise { +export async function onCloseTradedSignal( + signalJson: SignalJson +): Promise { const signal = new Signal(signalJson) await exportFunctions.trade(signal) } @@ -134,81 +153,87 @@ export function onStopTradedSignal(signalJson: SignalJson): boolean { return true } -export async function trade(signal: Signal): Promise { - await notifyAll(getNotifierMessage(signal)) - +export async function checkTradingData(signal: Signal): Promise { const strategy = tradingMetaData.strategies[signal.strategyId] if (!strategy) { - logger.info( - `Skipping signal as strategy ${signal.strategyName} isn't followed.` - ) - return + const logMessage = `Skipping signal as strategy ${signal.strategyName} isn't followed.` + logger.info(logMessage) + return Promise.reject(logMessage) } if (!strategy.isActive) { - logger.info( - `Skipping signal as strategy ${signal.strategyName} isn't active.` - ) - return + const logMessage = `Skipping signal as strategy ${signal.strategyName} isn't active.` + logger.info(logMessage) + return Promise.reject(logMessage) } const market = (await loadMarkets())[signal.symbol] if (!market) { - logger.error( - `Skipping signal as there is no market data for symbol ${signal.symbol}.` - ) - return + const logMessage = `Skipping signal as there is no market data for symbol ${signal.symbol}.` + logger.error(logMessage) + return Promise.reject(logMessage) } if (!market.active) { - logger.error( - `Failed to trade as the market for symbol ${market.symbol} is inactive.` - ) - return + const logMessage = `Failed to trade as the market for symbol ${market.symbol} is inactive.` + logger.error(logMessage) + return Promise.reject(logMessage) } if (!market.spot && !market.margin) { - logger.error( - `Failed to trade as neither margin trading nor spot trading is available for symbol ${market.symbol}.` - ) - return + const logMessage = `Failed to trade as neither margin trading nor spot trading is available for symbol ${market.symbol}.` + logger.error(logMessage) + return Promise.reject(logMessage) } switch (signal.positionType) { case PositionType.LONG: { if (!market.spot) { - logger.error( - `Failed to trade as spot trading is unavailable for a long position on symbol ${market.symbol}.` - ) - return + const logMessage = `Failed to trade as spot trading is unavailable for a long position on symbol ${market.symbol}.` + logger.error(logMessage) + return Promise.reject(logMessage) } break } case PositionType.SHORT: { - if (!env.IS_TRADE_MARGIN_ENABLED) { - logger.warn( + if (!env().IS_TRADE_MARGIN_ENABLED) { + const logMessage = "Skipping signal as margin trading is disabled but required to exit a short position." - ) - return + logger.warn(logMessage) + return Promise.reject(logMessage) } if (!market.margin) { - logger.error( - `Failed to trade as margin trading is unavailable for a short position on symbol ${market.symbol}.` - ) - return + const logMessage = `Failed to trade as margin trading is unavailable for a short position on symbol ${market.symbol}.` + logger.error(logMessage) + return Promise.reject(logMessage) } break } + default: + logger.error(logDefaultPositionType) + break } - const logPositionTypeInvalid = (entryTypeString: string) => - `It shouldn't be possible to read this log as ${entryTypeString} a trade should always come with a long or short indication.` - let tradingSequence: TradingSequence + return Promise.resolve({ + market, + signal, + strategy, + }) +} + +export function getTradingSequence( + tradingData: TradingData +): Promise { + const market = tradingData.market + const signal = tradingData.signal + const strategy = tradingData.strategy + + let tradingSequence: TradingSequence | undefined let quantity: number switch (signal.entryType) { @@ -226,63 +251,73 @@ export async function trade(signal: Signal): Promise { switch (signal.positionType) { // Enter long. case PositionType.LONG: { + const order = createMarketOrder( + signal.symbol, + "buy", + quantity, + undefined, + { + ...(env().IS_TRADE_MARGIN_ENABLED && + market.margin && { + type: "margin", + }), + } + ).catch((reason) => logger.error(reason)) + tradingSequence = { - before: undefined, // TODO: Try borrowing here. - mainAction: createMarketOrder( - signal.symbol, - "buy", - quantity, - undefined, - { - ...(env.IS_TRADE_MARGIN_ENABLED && - market.margin && { - type: "margin", // TODO: Decide margin usage CHECK! - }), - } - ), + before: + env().IS_TRADE_MARGIN_ENABLED && market.margin + ? marginBorrow(market.quote, quantity, now()).catch((reason) => logger.error(reason)) + : undefined, + mainAction: order, after: undefined, + quantity, } break } case PositionType.SHORT: { // Enter short. + const order = createMarketOrder( + signal.symbol, + "sell", + quantity, + undefined, + { + type: "margin", // Short trades must be a margin trade unconditionally. + } + ).catch((reason) => logger.error(reason)) + tradingSequence = { - before: undefined, // TODO: Borrow here. - mainAction: createMarketOrder( - signal.symbol, - "sell", - quantity, - undefined, - { - type: "margin", // Short trades must be a margin trade unconditionally. - } - ), + before: marginBorrow(market.quote, quantity, now()).catch((reason) => logger.error(reason)), + mainAction: order, after: undefined, + quantity, } break } // "undefined" should never occur and is thus handler by the default branch below. default: { - logger.error(logPositionTypeInvalid("entering")) - return + logger.error(logDefaultPositionType) + return Promise.reject(logDefaultPositionType) } } break } case EntryType.EXIT: { + // TODO: Remember whether trades were entered using margin / borrowing. // First, get the open trade to exit. const tradeOpen = getTradeOpen(signal) if (!tradeOpen) { logger.error(logTradeOpenNone) - return + return Promise.reject(logTradeOpenNone) } if (tradeOpen.isStopped) { - logger.warn( + const logMessage = "Skipping signal as trading is stopped for this position." - ) - return + logger.warn(logMessage) + return Promise.reject(logMessage) } quantity = tradeOpen.quantity @@ -290,77 +325,105 @@ export async function trade(signal: Signal): Promise { switch (tradeOpen.positionType) { case PositionType.LONG: { // Exit long. + const order = createMarketOrder( + signal.symbol, + "sell", + quantity, + undefined, + { + ...(env().IS_TRADE_MARGIN_ENABLED && + market.margin && { + type: "margin", + }), + } + ).catch((reason) => logger.error(reason)) + tradingSequence = { before: undefined, - mainAction: createMarketOrder( - signal.symbol, - "sell", - quantity, - undefined, - { - ...(env.IS_TRADE_MARGIN_ENABLED && - market.margin && { - type: "margin", // TODO: Decide margin usage CHECK! - }), - } - ), - after: undefined, // TODO: Check repay. - // after: marginRepay( - // market.quote, - // quantity, - // now() - // ) + mainAction: order, + after: + env().IS_TRADE_MARGIN_ENABLED && market.margin + ? marginRepay(market.quote, quantity, now()).catch((reason) => logger.error(reason)) + : undefined, + quantity, } break } case PositionType.SHORT: { // Exit short. + const order = createMarketOrder( + signal.symbol, + "buy", + quantity, + undefined, + { + type: "margin", // Short trades must be a margin trade unconditionally. + } + ).catch((reason) => logger.error(reason)) + tradingSequence = { before: undefined, - mainAction: createMarketOrder( - signal.symbol, - "buy", - quantity, - undefined, - { - type: "margin", // Short trades must be a margin trade unconditionally. - } - ), - after: marginRepay( - market.quote, - quantity, - now() - ) + mainAction: order, + after: marginRepay(market.quote, quantity, now()).catch((reason) => logger.error(reason)), + quantity, } break } // "undefined" should never occur and is thus handler by the default branch below. default: { - logger.error(logPositionTypeInvalid("exiting")) - return + logger.error(logDefaultPositionType) + return Promise.reject(logDefaultPositionType) } } + break } + default: + logger.error(logDefaultEntryType) + break } - await queue.add(async () => { - if (strategy.tradingType === TradingType.virtual) { - tradingSequence = { - before: Promise.resolve(), - mainAction: Promise.resolve(), - after: Promise.resolve(), - } + // Shall not be moved before the previous switch + // so that paper trading gives the most realistic experience. + if (strategy.tradingType === TradingType.virtual) { + tradingSequence = { + before: Promise.resolve(), + mainAction: Promise.resolve(), + after: Promise.resolve(), + quantity: 0, } + } + + if (tradingSequence) { + return Promise.resolve(tradingSequence) + } else { + return Promise.reject("It shouldn't be possible that no trading sequence could be found!") + } +} - logger.info(`Executing a ${strategy.tradingType} trade ${quantity} units of symbol ${signal.symbol} (${strategy.tradeAmount} BTC) at price ${signal.price}.`) +export function getTradingTask( + tradingData: TradingData, + tradingSequence: TradingSequence +): () => void { + const signal = tradingData.signal + const strategy = tradingData.strategy + const quantity = tradingSequence.quantity + + return async () => { + logger.info( + `Executing a ${strategy.tradingType} trade ${quantity} units of symbol ${signal.symbol} (${strategy.tradeAmount} BTC) at price ${signal.price}.` + ) if (tradingSequence.before) { await tradingSequence.before .then(() => { - logger.error("Successfully executed the trading sequence's before step.") + logger.error( + "Successfully executed the trading sequence's before step." + ) }) .catch((reason) => { - logger.error(`Failed to execute the trading sequence's before step: ${reason}`) + logger.error( + `Failed to execute the trading sequence's before step: ${reason}` + ) return }) } @@ -371,7 +434,12 @@ export async function trade(signal: Signal): Promise { "Successfully executed the trading sequence's main action step." ) - emitSignalTraded("traded_buy_signal", signal, strategy, quantity) + emitSignalTraded( + "traded_buy_signal", + signal, + strategy, + quantity + ) notifyAll(getNotifierMessage(signal, true)) // TODO: Notify on failure. @@ -398,30 +466,51 @@ export async function trade(signal: Signal): Promise { } tradingMetaData.tradesOpen = tradingMetaData.tradesOpen.filter( - (tradesOpenElement) => tradesOpenElement !== tradeOpen + (tradesOpenElement) => + tradesOpenElement !== tradeOpen ) break } - // TODO: Create default branch for all switch statements. + default: + logger.error(logDefaultEntryType) + break } }) .catch((reason) => { - logger.error(`Failed to execute the trading sequence's main action step: ${reason}`) + logger.error( + `Failed to execute the trading sequence's main action step: ${reason}` + ) return }) if (tradingSequence.after) { await tradingSequence.after .then(() => { - logger.error("Successfully executed the trading sequence's after step.") + logger.error( + "Successfully executed the trading sequence's after step." + ) }) .catch((reason) => { - logger.error(`Failed to execute the trading sequence's after step: ${reason}`) + logger.error( + `Failed to execute the trading sequence's after step: ${reason}` + ) return }) } - }) + } +} + +export async function trade(signal: Signal): Promise { + await notifyAll(getNotifierMessage(signal)) + + const tradingData = await checkTradingData(signal) + if (!tradingData) return + + const tradingSequence = await getTradingSequence(tradingData) + if (!tradingSequence) return + + await queue.add(getTradingTask(tradingData, tradingSequence)) } export function getOnSignalLogData(signal: Signal): string { @@ -479,12 +568,11 @@ async function run() { } if (process.env.NODE_ENV !== "test") { - run() - .then(() => undefined) + run().then(() => undefined) } const exportFunctions = { - trade + trade, } export default exportFunctions diff --git a/src/trader/types/bva.ts b/src/trader/types/bva.ts index f185e36..e8712bc 100644 --- a/src/trader/types/bva.ts +++ b/src/trader/types/bva.ts @@ -121,7 +121,7 @@ export class Signal { entryType: EntryType nickname: string positionType?: PositionType - price: string + price: BigNumber score: string strategyId: string strategyName: string @@ -135,7 +135,7 @@ export class Signal { this.entryType = signalJson.new ? EntryType.ENTER : EntryType.EXIT this.nickname = signalJson.nickname this.positionType = positionType - this.price = signalJson.price + this.price = new BigNumber(signalJson.price) this.score = signalJson.score this.strategyId = signalJson.stratid this.strategyName = signalJson.stratname diff --git a/src/trader/types/trader.ts b/src/trader/types/trader.ts index a0f0b59..7199ae1 100644 --- a/src/trader/types/trader.ts +++ b/src/trader/types/trader.ts @@ -1,10 +1,11 @@ -import { Strategy, TradeOpen } from "./bva" +import { Market } from "ccxt" +import { Signal, Strategy, TradeOpen } from "./bva" -// export interface TradingData { -// market: Market -// signal: Signal -// strategy: Strategy -// } +export interface TradingData { + market: Market + signal: Signal + strategy: Strategy +} // export interface TradingDataEnter extends TradingData { // quantity: number @@ -20,7 +21,8 @@ export interface TradingMetaData { } export interface TradingSequence { + after?: Promise before?: Promise mainAction: Promise - after?: Promise + quantity: number } From e16e78c2f938de5e3cd62185f8f46d949667c056 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 12 May 2021 02:11:31 +0200 Subject: [PATCH 71/98] feat(trader): add trading task test --- package-lock.json | 80 +++++++++++++++ package.json | 1 + src/logger.test.ts | 1 + src/logger.ts | 21 +++- src/server/server.js | 2 +- src/trader/socket.ts | 9 +- src/trader/trader.test.ts | 208 +++++++++++++++++++++++++++++++++++++- src/trader/trader.ts | 163 +++++++++++++++-------------- src/trader/types/bva.ts | 4 +- 9 files changed, 397 insertions(+), 92 deletions(-) diff --git a/package-lock.json b/package-lock.json index ffdcf2b..8b57aa5 100644 --- a/package-lock.json +++ b/package-lock.json @@ -659,6 +659,15 @@ "requires": { "glob": "^7.1.3" } + }, + "strip-ansi": { + "version": "6.0.0", + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", + "integrity": "sha512-AuvKTrTfQNYNIctbR1K/YGTR1756GycPsg7b9bdV9Duqur4gv6aKqHXah67Z8ImS7WEz5QVcOtlfW2rZEugt6w==", + "dev": true, + "requires": { + "ansi-regex": "^5.0.0" + } } } }, @@ -1965,6 +1974,15 @@ "is-fullwidth-code-point": "^3.0.0", "strip-ansi": "^6.0.0" } + }, + "strip-ansi": { + "version": "6.0.0", + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", + "integrity": "sha512-AuvKTrTfQNYNIctbR1K/YGTR1756GycPsg7b9bdV9Duqur4gv6aKqHXah67Z8ImS7WEz5QVcOtlfW2rZEugt6w==", + "dev": true, + "requires": { + "ansi-regex": "^5.0.0" + } } } }, @@ -2684,6 +2702,15 @@ "integrity": "sha512-sGkPx+VjMtmA6MX27oA4FBFELFCZZ4S4XqeGOXCv68tT+jb3vk/RyaKWP0PTKyWtmLSM0b+adUTEvbs1PEaH2w==", "dev": true }, + "strip-ansi": { + "version": "6.0.0", + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", + "integrity": "sha512-AuvKTrTfQNYNIctbR1K/YGTR1756GycPsg7b9bdV9Duqur4gv6aKqHXah67Z8ImS7WEz5QVcOtlfW2rZEugt6w==", + "dev": true, + "requires": { + "ansi-regex": "^5.0.0" + } + }, "strip-json-comments": { "version": "3.1.1", "resolved": "https://registry.npmjs.org/strip-json-comments/-/strip-json-comments-3.1.1.tgz", @@ -5279,6 +5306,16 @@ "log-symbols": "^4.1.0", "strip-ansi": "^6.0.0", "wcwidth": "^1.0.1" + }, + "dependencies": { + "strip-ansi": { + "version": "6.0.0", + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", + "integrity": "sha512-AuvKTrTfQNYNIctbR1K/YGTR1756GycPsg7b9bdV9Duqur4gv6aKqHXah67Z8ImS7WEz5QVcOtlfW2rZEugt6w==", + "requires": { + "ansi-regex": "^5.0.0" + } + } } }, "os-homedir": { @@ -6618,6 +6655,17 @@ "requires": { "char-regex": "^1.0.2", "strip-ansi": "^6.0.0" + }, + "dependencies": { + "strip-ansi": { + "version": "6.0.0", + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", + "integrity": "sha512-AuvKTrTfQNYNIctbR1K/YGTR1756GycPsg7b9bdV9Duqur4gv6aKqHXah67Z8ImS7WEz5QVcOtlfW2rZEugt6w==", + "dev": true, + "requires": { + "ansi-regex": "^5.0.0" + } + } } }, "string-width": { @@ -6664,6 +6712,7 @@ "version": "6.0.0", "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", "integrity": "sha512-AuvKTrTfQNYNIctbR1K/YGTR1756GycPsg7b9bdV9Duqur4gv6aKqHXah67Z8ImS7WEz5QVcOtlfW2rZEugt6w==", + "dev": true, "requires": { "ansi-regex": "^5.0.0" } @@ -6837,6 +6886,17 @@ "emoji-regex": "^8.0.0", "is-fullwidth-code-point": "^3.0.0", "strip-ansi": "^6.0.0" + }, + "dependencies": { + "strip-ansi": { + "version": "6.0.0", + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", + "integrity": "sha512-AuvKTrTfQNYNIctbR1K/YGTR1756GycPsg7b9bdV9Duqur4gv6aKqHXah67Z8ImS7WEz5QVcOtlfW2rZEugt6w==", + "dev": true, + "requires": { + "ansi-regex": "^5.0.0" + } + } } } } @@ -7460,6 +7520,15 @@ "is-fullwidth-code-point": "^3.0.0", "strip-ansi": "^6.0.0" } + }, + "strip-ansi": { + "version": "6.0.0", + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", + "integrity": "sha512-AuvKTrTfQNYNIctbR1K/YGTR1756GycPsg7b9bdV9Duqur4gv6aKqHXah67Z8ImS7WEz5QVcOtlfW2rZEugt6w==", + "dev": true, + "requires": { + "ansi-regex": "^5.0.0" + } } } }, @@ -7552,6 +7621,17 @@ "emoji-regex": "^8.0.0", "is-fullwidth-code-point": "^3.0.0", "strip-ansi": "^6.0.0" + }, + "dependencies": { + "strip-ansi": { + "version": "6.0.0", + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", + "integrity": "sha512-AuvKTrTfQNYNIctbR1K/YGTR1756GycPsg7b9bdV9Duqur4gv6aKqHXah67Z8ImS7WEz5QVcOtlfW2rZEugt6w==", + "dev": true, + "requires": { + "ansi-regex": "^5.0.0" + } + } } } } diff --git a/package.json b/package.json index ba123ac..5ea73c4 100644 --- a/package.json +++ b/package.json @@ -64,6 +64,7 @@ "@typescript-eslint/parser": "4.22.0", "eslint": "7.24.0", "jest": "26.6.3", + "strip-ansi": "6.0.0", "supertest": "6.1.3", "ts-jest": "26.5.5", "ts-node": "9.1.1", diff --git a/src/logger.test.ts b/src/logger.test.ts index 6875ef7..83fdc53 100644 --- a/src/logger.test.ts +++ b/src/logger.test.ts @@ -9,6 +9,7 @@ jest.mock("winston", () => { } const transports = { Console: jest.fn(), + Stream: jest.fn(), } const logger = {} return { diff --git a/src/logger.ts b/src/logger.ts index f73316d..e5c4114 100644 --- a/src/logger.ts +++ b/src/logger.ts @@ -1,5 +1,17 @@ +import { Writable } from "stream" + import winston from "winston" +export let loggerOutput = "" +const stream = new Writable() +stream._write = (chunk, encoding, next) => { + loggerOutput = loggerOutput += chunk.toString() + next() +} +export function resetLoggerOutput(): void { + loggerOutput = "" +} + const logger = winston.createLogger({ format: winston.format.combine( winston.format.timestamp({ @@ -8,9 +20,12 @@ const logger = winston.createLogger({ winston.format.colorize({ all: true }), winston.format.printf(info => `${info.timestamp} | ${info.level} | ${info.message}`) ), - transports: [new winston.transports.Console({ - silent: process.argv.indexOf("--silent") >= 0, - })], + transports: [ + new winston.transports.Console({ + silent: process.argv.indexOf("--silent") >= 0, + }), + new winston.transports.Stream({ stream }), + ], }) export default logger diff --git a/src/server/server.js b/src/server/server.js index 0170855..5a751b8 100644 --- a/src/server/server.js +++ b/src/server/server.js @@ -4,7 +4,7 @@ const path = require("path") const binance = require("binance-api-node").default const moment = require("moment") const BigNumber = require("bignumber.js") -const _ = require("lodash") +const _ = require("lodash") // TODO: Get rid of lodash. const tulind = require("tulind") const axios = require("axios") const { Client } = require("pg") diff --git a/src/trader/socket.ts b/src/trader/socket.ts index 6b4c4a3..0428311 100644 --- a/src/trader/socket.ts +++ b/src/trader/socket.ts @@ -13,7 +13,7 @@ if (process.env.NODE_ENV !== "test") { }) } -export default function connect(): void { +export function connect(): void { socket.on("connect", () => logger.info("Trader connected.")) socket.on("disconnect", () => logger.info("Trader disconnected.")) @@ -64,3 +64,10 @@ export function getSignalTradedJson(signal: Signal, strategy: Strategy, quantity tradingType: strategy.tradingType, }) } + +const exportFunctions = { + connect, + emitSignalTraded, +} + +export default exportFunctions diff --git a/src/trader/trader.test.ts b/src/trader/trader.test.ts index 8800060..bafc5be 100644 --- a/src/trader/trader.test.ts +++ b/src/trader/trader.test.ts @@ -1,9 +1,13 @@ import BigNumber from "bignumber.js" +import stripAnsi from "strip-ansi" + +import socket from "./socket" import trader, { getOnSignalLogData, getTradeOpen, getTradeOpenFiltered, getTradingSequence, + executeTradingTask, onBuySignal, onCloseTradedSignal, onSellSignal, @@ -26,6 +30,19 @@ import { import * as binance from "./apis/binance" import { Market } from "ccxt" import { getDefault, setDefault } from "./env" +import { TradingData, TradingSequence } from "./types/trader" +import { loggerOutput, resetLoggerOutput } from "../logger" + +beforeAll(() => { + const date = new Date(0) + date.setTime(date.getTime() + date.getTimezoneOffset() * 60 * 1000) + jest.useFakeTimers("modern") + jest.setSystemTime(date) +}) + +afterAll(() => { + jest.useRealTimers() +}) beforeEach(() => { tradingMetaData.strategies = {} @@ -34,6 +51,7 @@ beforeEach(() => { afterEach(() => { jest.resetAllMocks() + resetLoggerOutput() }) describe("trader", () => { @@ -122,7 +140,7 @@ describe("trader", () => { expect(spy).toHaveBeenCalledTimes(1) expect(spy).toHaveBeenCalledWith(signalNew) - spy.mockReset() + spy.mockClear() await onBuySignal(signalJsonOld) expect(spy).toHaveBeenCalledTimes(1) @@ -167,7 +185,7 @@ describe("trader", () => { expect(spy).toHaveBeenCalledTimes(1) expect(spy).toHaveBeenCalledWith(signalNew) - spy.mockReset() + spy.mockClear() await onSellSignal(signalJsonOld) expect(spy).toHaveBeenCalledTimes(1) @@ -551,6 +569,192 @@ describe("trader", () => { .catch((reason) => fail(reason)) }) + it ("executes a trading task", async () => { + const market: Market = { + limits: { + amount: { min: 0.001, max: 100000 }, + price: { min: 0.000001, max: 100000 }, + cost: { min: 0.0001, max: 0 }, // "max" didn't come with this dataset originally and was added due to typescript constraints. + // market: { min: 0, max: 1695.00721821 }, + }, + precision: { base: 8, quote: 8, amount: 3, price: 6 }, + tierBased: false, + percentage: true, + taker: 0.001, + maker: 0.001, + id: "ETHBTC", + symbol: "ETH/BTC", + base: "ETH", + quote: "BTC", + baseId: "ETH", + quoteId: "BTC", + info: {}, + type: "spot", + spot: false, + margin: false, + future: false, + active: false + } + + const signal: Signal = { + entryType: EntryType.ENTER, + nickname: "nickname", + positionType: PositionType.LONG, + price: new BigNumber(1), + score: "score", + strategyId: "strategyId", + strategyName: "strategyName", + symbol: "ETH/BTC", + userId: "userId", + } + + const strategy: Strategy = { + tradeAmount: new BigNumber(1), + stopLoss: 1, + id: "strategyId", + takeProfit: 2, + isActive: false, + tradingType: TradingType.real, + } + + const tradingData: TradingData = { + market, signal, strategy + } + + const jestFunctionBefore = jest.fn() + const jestFunctionMainAction = jest.fn() + const jestFunctionAfter = jest.fn() + + const tradingSequence: TradingSequence = { + before: new Promise((resolve) => { + jestFunctionBefore() + resolve(undefined) + }), + mainAction: new Promise((resolve) => { + jestFunctionMainAction() + resolve(undefined) + }), + after: new Promise((resolve) => { + jestFunctionAfter() + resolve(undefined) + }), + quantity: 3 + } + + const spy = jest.spyOn(socket, "emitSignalTraded").mockImplementation() + + await executeTradingTask(tradingData, tradingSequence) + + expect(stripAnsi(loggerOutput)).toBe(`1970-01-01 00:00:00 | info | Executing a real trade 3 units of symbol ETH/BTC (1 BTC) at price 1. +1970-01-01 00:00:00 | info | Successfully executed the trading sequence's before step. +1970-01-01 00:00:00 | info | Successfully executed the trading sequence's main action step. +1970-01-01 00:00:00 | info | Successfully executed the trading sequence's after step. +`) + expect(spy).toHaveBeenCalledWith("traded_buy_signal", signal, strategy, 3) + expect(jestFunctionBefore).toHaveBeenCalledTimes(1) + expect(jestFunctionMainAction).toHaveBeenCalledTimes(1) + expect(jestFunctionAfter).toHaveBeenCalledTimes(1) + expect(tradingMetaData.tradesOpen).toEqual([ + { + "positionType": "LONG", + "quantity": 3, + "strategyId": "strategyId", + "strategyName": "strategyName", + "symbol": "ETH/BTC", + "timeUpdated": -3600000 + } + ]) + + spy.mockClear() + jestFunctionBefore.mockClear() + jestFunctionMainAction.mockClear() + jestFunctionAfter.mockClear() + resetLoggerOutput() + + const tradingSequenceReject = { + ...tradingSequence, + before: new Promise((_resolve, reject) => { + jestFunctionBefore() + reject(undefined) + }), + mainAction: new Promise((_resolve, reject) => { + jestFunctionMainAction() + reject(undefined) + }), + after: new Promise((_resolve, reject) => { + jestFunctionAfter() + reject(undefined) + }), + } + + await executeTradingTask(tradingData, tradingSequenceReject) + + expect(stripAnsi(loggerOutput)).toBe(`1970-01-01 00:00:00 | info | Executing a real trade 3 units of symbol ETH/BTC (1 BTC) at price 1. +1970-01-01 00:00:00 | error | Failed to execute the trading sequence's before step: undefined +1970-01-01 00:00:00 | error | Failed to execute the trading sequence's main action step: undefined +1970-01-01 00:00:00 | error | Failed to execute the trading sequence's after step: undefined +`) + expect(spy).toHaveBeenCalledTimes(0) + expect(jestFunctionBefore).toHaveBeenCalledTimes(1) + expect(jestFunctionMainAction).toHaveBeenCalledTimes(1) + expect(jestFunctionAfter).toHaveBeenCalledTimes(1) + + const signalExit: Signal = { + ...signal, + entryType: EntryType.EXIT + } + + const tradingDataExit: TradingData = { + ...tradingData, + signal: signalExit, + } + + spy.mockClear() + jestFunctionBefore.mockClear() + jestFunctionMainAction.mockClear() + jestFunctionAfter.mockClear() + resetLoggerOutput() + + const tradingSequenceNew = { + ...tradingSequence, + before: new Promise((resolve) => { + jestFunctionBefore() + resolve(undefined) + }), + mainAction: new Promise((resolve) => { + jestFunctionMainAction() + resolve(undefined) + }), + after: new Promise((resolve) => { + jestFunctionAfter() + resolve(undefined) + }), + } + expect(tradingMetaData.tradesOpen).toEqual([ + { + "positionType": "LONG", + "quantity": 3, + "strategyId": "strategyId", + "strategyName": "strategyName", + "symbol": "ETH/BTC", + "timeUpdated": -3600000 + } + ]) + + await executeTradingTask(tradingDataExit, tradingSequenceNew) + + expect(stripAnsi(loggerOutput)).toBe(`1970-01-01 00:00:00 | info | Executing a real trade 3 units of symbol ETH/BTC (1 BTC) at price 1. +1970-01-01 00:00:00 | info | Successfully executed the trading sequence's before step. +1970-01-01 00:00:00 | info | Successfully executed the trading sequence's main action step. +1970-01-01 00:00:00 | info | Successfully executed the trading sequence's after step. +`) + expect(spy).toHaveBeenCalledTimes(1) + expect(jestFunctionBefore).toHaveBeenCalledTimes(1) + expect(jestFunctionMainAction).toHaveBeenCalledTimes(1) + expect(jestFunctionAfter).toHaveBeenCalledTimes(1) + expect(tradingMetaData.tradesOpen).toEqual([]) + }) + it ("gets on signal log data", () => { const signal: Signal = { entryType: EntryType.ENTER, diff --git a/src/trader/trader.ts b/src/trader/trader.ts index 311bb70..6ac55e0 100644 --- a/src/trader/trader.ts +++ b/src/trader/trader.ts @@ -1,7 +1,6 @@ // TODO: Add MinMax-Check for amount / quantity in trade functions. // TODO: Fallback to spot trading, even if margin trading is allowed. -import { now } from "lodash" import PQueue from "p-queue" import logger from "../logger" @@ -15,7 +14,7 @@ import { getTradeOpenList } from "./apis/bva" import env from "./env" import startWebserver from "./http" import initializeNotifiers, { getNotifierMessage, notifyAll } from "./notifiers" -import connectBvaClient, { emitSignalTraded } from "./socket" +import socket from "./socket" import { EntryType, PositionType, @@ -267,7 +266,7 @@ export function getTradingSequence( tradingSequence = { before: env().IS_TRADE_MARGIN_ENABLED && market.margin - ? marginBorrow(market.quote, quantity, now()).catch((reason) => logger.error(reason)) + ? marginBorrow(market.quote, quantity, Date.now()).catch((reason) => logger.error(reason)) : undefined, mainAction: order, after: undefined, @@ -288,7 +287,7 @@ export function getTradingSequence( ).catch((reason) => logger.error(reason)) tradingSequence = { - before: marginBorrow(market.quote, quantity, now()).catch((reason) => logger.error(reason)), + before: marginBorrow(market.quote, quantity, Date.now()).catch((reason) => logger.error(reason)), mainAction: order, after: undefined, quantity, @@ -343,7 +342,7 @@ export function getTradingSequence( mainAction: order, after: env().IS_TRADE_MARGIN_ENABLED && market.margin - ? marginRepay(market.quote, quantity, now()).catch((reason) => logger.error(reason)) + ? marginRepay(market.quote, quantity, Date.now()).catch((reason) => logger.error(reason)) : undefined, quantity, } @@ -364,7 +363,7 @@ export function getTradingSequence( tradingSequence = { before: undefined, mainAction: order, - after: marginRepay(market.quote, quantity, now()).catch((reason) => logger.error(reason)), + after: marginRepay(market.quote, quantity, Date.now()).catch((reason) => logger.error(reason)), quantity, } break @@ -400,104 +399,102 @@ export function getTradingSequence( } } -export function getTradingTask( +export async function executeTradingTask( tradingData: TradingData, tradingSequence: TradingSequence -): () => void { +): Promise { const signal = tradingData.signal const strategy = tradingData.strategy const quantity = tradingSequence.quantity - return async () => { - logger.info( - `Executing a ${strategy.tradingType} trade ${quantity} units of symbol ${signal.symbol} (${strategy.tradeAmount} BTC) at price ${signal.price}.` - ) - - if (tradingSequence.before) { - await tradingSequence.before - .then(() => { - logger.error( - "Successfully executed the trading sequence's before step." - ) - }) - .catch((reason) => { - logger.error( - `Failed to execute the trading sequence's before step: ${reason}` - ) - return - }) - } + logger.info( + `Executing a ${strategy.tradingType} trade ${quantity} units of symbol ${signal.symbol} (${strategy.tradeAmount} BTC) at price ${signal.price}.` + ) - await tradingSequence.mainAction + if (tradingSequence.before) { + await tradingSequence.before .then(() => { logger.info( - "Successfully executed the trading sequence's main action step." + "Successfully executed the trading sequence's before step." ) - - emitSignalTraded( - "traded_buy_signal", - signal, - strategy, - quantity + }) + .catch((reason) => { + logger.error( + `Failed to execute the trading sequence's before step: ${reason}` ) + return + }) + } - notifyAll(getNotifierMessage(signal, true)) - // TODO: Notify on failure. - - switch (signal.entryType) { - case EntryType.ENTER: { - tradingMetaData.tradesOpen.push({ - // Remember the trade as opened. - positionType: PositionType.LONG, - quantity: quantity, - strategyId: signal.strategyId, - strategyName: signal.strategyName, - symbol: signal.symbol, - timeUpdated: now(), - }) - break - } - case EntryType.EXIT: { - const tradeOpen = getTradeOpen(signal) + await tradingSequence.mainAction + .then(() => { + logger.info( + "Successfully executed the trading sequence's main action step." + ) - if (!tradeOpen) { - logger.error(logTradeOpenNone) - return - } + socket.emitSignalTraded( + "traded_buy_signal", + signal, + strategy, + quantity + ) - tradingMetaData.tradesOpen = tradingMetaData.tradesOpen.filter( - (tradesOpenElement) => - tradesOpenElement !== tradeOpen - ) + notifyAll(getNotifierMessage(signal, true)) + // TODO: Notify on failure. + + switch (signal.entryType) { + case EntryType.ENTER: { + tradingMetaData.tradesOpen.push({ + // Remember the trade as opened. + positionType: PositionType.LONG, + quantity: quantity, + strategyId: signal.strategyId, + strategyName: signal.strategyName, + symbol: signal.symbol, + timeUpdated: Date.now(), + }) + break + } + case EntryType.EXIT: { + const tradeOpen = getTradeOpen(signal) - break + if (!tradeOpen) { + logger.error(logTradeOpenNone) + return } - default: - logger.error(logDefaultEntryType) - break + + tradingMetaData.tradesOpen = tradingMetaData.tradesOpen.filter( + (tradesOpenElement) => + tradesOpenElement !== tradeOpen + ) + + break } + default: + logger.error(logDefaultEntryType) + break + } + }) + .catch((reason) => { + logger.error( + `Failed to execute the trading sequence's main action step: ${reason}` + ) + return + }) + + if (tradingSequence.after) { + await tradingSequence.after + .then(() => { + logger.info( + "Successfully executed the trading sequence's after step." + ) }) .catch((reason) => { logger.error( - `Failed to execute the trading sequence's main action step: ${reason}` + `Failed to execute the trading sequence's after step: ${reason}` ) return }) - - if (tradingSequence.after) { - await tradingSequence.after - .then(() => { - logger.error( - "Successfully executed the trading sequence's after step." - ) - }) - .catch((reason) => { - logger.error( - `Failed to execute the trading sequence's after step: ${reason}` - ) - return - }) - } } } @@ -510,7 +507,7 @@ export async function trade(signal: Signal): Promise { const tradingSequence = await getTradingSequence(tradingData) if (!tradingSequence) return - await queue.add(getTradingTask(tradingData, tradingSequence)) + await queue.add(() => executeTradingTask(tradingData, tradingSequence)) // TODO: Check if async-await is needed. } export function getOnSignalLogData(signal: Signal): string { @@ -563,7 +560,7 @@ async function run() { tradingMetaData.tradesOpen = await getTradeOpenList() await loadMarkets(true) - connectBvaClient() + socket.connect() startWebserver() } diff --git a/src/trader/types/bva.ts b/src/trader/types/bva.ts index e8712bc..3170dd0 100644 --- a/src/trader/types/bva.ts +++ b/src/trader/types/bva.ts @@ -13,8 +13,8 @@ export enum PositionType { } export enum TradingType { - real, - virtual, + real = "real", + virtual = "virtual", } ///// From 9eddda3f304ae32446077968040ea65fca071e54 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 12 May 2021 02:36:48 +0200 Subject: [PATCH 72/98] feat(logger): be silent on console in test environment --- src/logger.ts | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/src/logger.ts b/src/logger.ts index e5c4114..4544c1d 100644 --- a/src/logger.ts +++ b/src/logger.ts @@ -22,7 +22,7 @@ const logger = winston.createLogger({ ), transports: [ new winston.transports.Console({ - silent: process.argv.indexOf("--silent") >= 0, + silent: process.env.NODE_ENV === "test", }), new winston.transports.Stream({ stream }), ], From 79ebecc316c45ebaaf989dddfd66b5416530351c Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 12 May 2021 02:37:08 +0200 Subject: [PATCH 73/98] fix(trader): make time check dynamic --- src/trader/trader.test.ts | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/src/trader/trader.test.ts b/src/trader/trader.test.ts index bafc5be..8dbe314 100644 --- a/src/trader/trader.test.ts +++ b/src/trader/trader.test.ts @@ -661,7 +661,7 @@ describe("trader", () => { "strategyId": "strategyId", "strategyName": "strategyName", "symbol": "ETH/BTC", - "timeUpdated": -3600000 + "timeUpdated": new Date().getTimezoneOffset() * 60 * 1000, } ]) @@ -737,7 +737,7 @@ describe("trader", () => { "strategyId": "strategyId", "strategyName": "strategyName", "symbol": "ETH/BTC", - "timeUpdated": -3600000 + "timeUpdated": new Date().getTimezoneOffset() * 60 * 1000, } ]) From a918fcfaea818e226a8dbcd6f45f670ee96de4be Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 19 May 2021 06:41:44 +0200 Subject: [PATCH 74/98] fix(env): correct environment variables --- .env.example | 17 ++++++++++------- 1 file changed, 10 insertions(+), 7 deletions(-) diff --git a/.env.example b/.env.example index fa6fb7a..f1258a3 100644 --- a/.env.example +++ b/.env.example @@ -4,10 +4,13 @@ # ////////////////////////////////////////////////////////////////////////////////// # ////////////////////////////////////////////////////////////////////////////////// -BINANCE_API_KEY=editme -BINANCE_SECRET_KEY=editme -BVA_API_KEY=editme -TELEGRAM_API_KEY=editme -TELEGRAM_RECEIVER_ID=editme -USE_GMAIL=false -USE_TELEGRAM=false +BINANCE_API_KEY= +BINANCE_SECRET_KEY= +BVA_API_KEY= +IS_NOTIFIER_GMAIL_ENABLED=false +IS_NOTIFIER_TELEGRAM_ENABLED=false +IS_TRADE_MARGIN_ENABLED=true +#NOTIFIER_GMAIL_ADDRESS= +#NOTIFIER_GMAIL_APP_PASSWORD= +#NOTIFIER_TELEGRAM_API_KEY= +#NOTIFIER_TELEGRAM_RECEIVER_ID= From 6d30769f41dc164d0ecfa98a7221a8aab7ca5d72 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 19 May 2021 06:42:30 +0200 Subject: [PATCH 75/98] fix(trader): handle promises --- src/trader/notifiers/telegram.ts | 13 ++--- src/trader/socket.ts | 54 +++++++++++++++----- src/trader/trader.ts | 88 ++++++++++++++++++++++++-------- 3 files changed, 115 insertions(+), 40 deletions(-) diff --git a/src/trader/notifiers/telegram.ts b/src/trader/notifiers/telegram.ts index d57a85f..e5fb58d 100644 --- a/src/trader/notifiers/telegram.ts +++ b/src/trader/notifiers/telegram.ts @@ -9,7 +9,9 @@ let telBot: TeleBot export default function (): Notifier { telBot = new TeleBot(env().NOTIFIER_TELEGRAM_API_KEY) telBot.on("/info", async (msg) => { - const tradeOpenList = await getTradeOpenList() + const tradeOpenList = await getTradeOpenList().catch((reason) => { + return Promise.reject(reason) + }) return notify({ content: `Open Trades: ${tradeOpenList.length} - ${tradeOpenList @@ -20,6 +22,8 @@ export default function (): Notifier { telBot.on("start", async () => { await notify({ content: "Trader Bot started!", + }).catch((reason) => { + return Promise.reject(reason) }) }) telBot.start() @@ -29,11 +33,8 @@ export default function (): Notifier { } } -function notify(notifierMessage: NotifierMessage): Promise { - if (!env().IS_NOTIFIER_TELEGRAM_ENABLED || !telBot) - return new Promise((resolve) => { - resolve() - }) +async function notify(notifierMessage: NotifierMessage): Promise { + if (!env().IS_NOTIFIER_TELEGRAM_ENABLED || !telBot) return return new Promise((resolve, reject) => { try { diff --git a/src/trader/socket.ts b/src/trader/socket.ts index 0428311..6ce3ba9 100644 --- a/src/trader/socket.ts +++ b/src/trader/socket.ts @@ -2,8 +2,20 @@ import io from "socket.io-client" import env from "./env" import logger from "../logger" -import { onBuySignal, onCloseTradedSignal, onSellSignal, onStopTradedSignal, onUserPayload } from "./trader" -import { Signal, SignalJson, SignalTradedJson, Strategy, StrategyJson } from "./types/bva" +import { + onBuySignal, + onCloseTradedSignal, + onSellSignal, + onStopTradedSignal, + onUserPayload, +} from "./trader" +import { + Signal, + SignalJson, + SignalTradedJson, + Strategy, + StrategyJson, +} from "./types/bva" let socket: SocketIOClient.Socket @@ -30,31 +42,47 @@ export function connect(): void { socket.on("buy_signal", async (signalJson: SignalJson) => { logger.debug(`Received buy_signal: ${JSON.stringify(signalJson)}`) - await onBuySignal(signalJson) + await onBuySignal(signalJson).catch(() => { + return + }) }) socket.on("sell_signal", async (signalJson: SignalJson) => { logger.debug(`Received sell_signal: ${JSON.stringify(signalJson)}`) - await onSellSignal(signalJson) + await onSellSignal(signalJson).catch(() => { + return + }) }) socket.on("close_traded_signal", async (signalJson: SignalJson) => { - logger.debug(`Received close_traded_signal: ${JSON.stringify(signalJson)}`) - await onCloseTradedSignal(signalJson) + logger.debug( + `Received close_traded_signal: ${JSON.stringify(signalJson)}` + ) + await onCloseTradedSignal(signalJson).catch(() => { + return + }) }) socket.on("stop_traded_signal", async (signalJson: SignalJson) => { - logger.debug(`Received stop_traded_signal: ${JSON.stringify(signalJson)}`) + logger.debug( + `Received stop_traded_signal: ${JSON.stringify(signalJson)}` + ) onStopTradedSignal(signalJson) }) } -export function emitSignalTraded(channel: string, signal: Signal, strategy: Strategy, quantity: number): void { - socket.emit( - channel, - getSignalTradedJson(signal, strategy, quantity) - ) +export function emitSignalTraded( + channel: string, + signal: Signal, + strategy: Strategy, + quantity: number +): void { + socket.emit(channel, getSignalTradedJson(signal, strategy, quantity)) } -export function getSignalTradedJson(signal: Signal, strategy: Strategy, quantity: number): SignalTradedJson { +export function getSignalTradedJson( + signal: Signal, + strategy: Strategy, + quantity: number +): SignalTradedJson { return new SignalTradedJson({ bvaApiKey: env().BVA_API_KEY, quantity: quantity.toString(), diff --git a/src/trader/trader.ts b/src/trader/trader.ts index 6ac55e0..bc95b57 100644 --- a/src/trader/trader.ts +++ b/src/trader/trader.ts @@ -94,7 +94,9 @@ export async function onBuySignal(signalJson: SignalJson): Promise { break } - await exportFunctions.trade(signal) + await exportFunctions.trade(signal).catch((reason) => { + return Promise.reject(reason) + }) } export async function onSellSignal(signalJson: SignalJson): Promise { @@ -126,14 +128,18 @@ export async function onSellSignal(signalJson: SignalJson): Promise { break } - await exportFunctions.trade(signal) + await exportFunctions.trade(signal).catch((reason) => { + return Promise.reject(reason) + }) } export async function onCloseTradedSignal( signalJson: SignalJson ): Promise { const signal = new Signal(signalJson) - await exportFunctions.trade(signal) + await exportFunctions.trade(signal).catch((reason) => { + return Promise.reject(reason) + }) } export function onStopTradedSignal(signalJson: SignalJson): boolean { @@ -167,7 +173,11 @@ export async function checkTradingData(signal: Signal): Promise { return Promise.reject(logMessage) } - const market = (await loadMarkets())[signal.symbol] + const market = ( + await loadMarkets().catch((reason) => { + return Promise.reject(reason) + }) + )[signal.symbol] if (!market) { const logMessage = `Skipping signal as there is no market data for symbol ${signal.symbol}.` @@ -266,7 +276,11 @@ export function getTradingSequence( tradingSequence = { before: env().IS_TRADE_MARGIN_ENABLED && market.margin - ? marginBorrow(market.quote, quantity, Date.now()).catch((reason) => logger.error(reason)) + ? marginBorrow( + market.quote, + quantity, + Date.now() + ).catch((reason) => logger.error(reason)) : undefined, mainAction: order, after: undefined, @@ -287,7 +301,11 @@ export function getTradingSequence( ).catch((reason) => logger.error(reason)) tradingSequence = { - before: marginBorrow(market.quote, quantity, Date.now()).catch((reason) => logger.error(reason)), + before: marginBorrow( + market.quote, + quantity, + Date.now() + ).catch((reason) => logger.error(reason)), mainAction: order, after: undefined, quantity, @@ -342,7 +360,11 @@ export function getTradingSequence( mainAction: order, after: env().IS_TRADE_MARGIN_ENABLED && market.margin - ? marginRepay(market.quote, quantity, Date.now()).catch((reason) => logger.error(reason)) + ? marginRepay( + market.quote, + quantity, + Date.now() + ).catch((reason) => logger.error(reason)) : undefined, quantity, } @@ -363,7 +385,11 @@ export function getTradingSequence( tradingSequence = { before: undefined, mainAction: order, - after: marginRepay(market.quote, quantity, Date.now()).catch((reason) => logger.error(reason)), + after: marginRepay( + market.quote, + quantity, + Date.now() + ).catch((reason) => logger.error(reason)), quantity, } break @@ -395,7 +421,9 @@ export function getTradingSequence( if (tradingSequence) { return Promise.resolve(tradingSequence) } else { - return Promise.reject("It shouldn't be possible that no trading sequence could be found!") + return Promise.reject( + "It shouldn't be possible that no trading sequence could be found!" + ) } } @@ -463,10 +491,11 @@ export async function executeTradingTask( return } - tradingMetaData.tradesOpen = tradingMetaData.tradesOpen.filter( - (tradesOpenElement) => - tradesOpenElement !== tradeOpen - ) + tradingMetaData.tradesOpen = + tradingMetaData.tradesOpen.filter( + (tradesOpenElement) => + tradesOpenElement !== tradeOpen + ) break } @@ -499,15 +528,28 @@ export async function executeTradingTask( } export async function trade(signal: Signal): Promise { - await notifyAll(getNotifierMessage(signal)) - - const tradingData = await checkTradingData(signal) + const tradingData = await checkTradingData(signal).catch((reason) => { + return Promise.reject(reason) + }) if (!tradingData) return - const tradingSequence = await getTradingSequence(tradingData) + // Notify after signal check. + await notifyAll(getNotifierMessage(signal)).catch((reason) => { + return Promise.reject(reason) + }) + + const tradingSequence = await getTradingSequence(tradingData).catch( + (reason) => { + return Promise.reject(reason) + } + ) if (!tradingSequence) return - await queue.add(() => executeTradingTask(tradingData, tradingSequence)) // TODO: Check if async-await is needed. + await queue + .add(() => executeTradingTask(tradingData, tradingSequence)) + .catch((reason) => { + return Promise.reject(reason) + }) // TODO: Check if async-await is needed. } export function getOnSignalLogData(signal: Signal): string { @@ -557,15 +599,19 @@ export function roundStep(qty: string, stepSize: string): number | string { async function run() { initializeNotifiers() - tradingMetaData.tradesOpen = await getTradeOpenList() - await loadMarkets(true) + tradingMetaData.tradesOpen = await getTradeOpenList().catch((reason) => { + return Promise.reject(reason) + }) + await loadMarkets(true).catch((reason) => { + return Promise.reject(reason) + }) socket.connect() startWebserver() } if (process.env.NODE_ENV !== "test") { - run().then(() => undefined) + run().catch(() => process.exit()) } const exportFunctions = { From 85334041f28c5015cd03e5e888717c8aec899530 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 19 May 2021 06:42:48 +0200 Subject: [PATCH 76/98] feat(binance): add testnet environment --- src/trader/apis/binance.ts | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/src/trader/apis/binance.ts b/src/trader/apis/binance.ts index 81515ff..bb121b2 100644 --- a/src/trader/apis/binance.ts +++ b/src/trader/apis/binance.ts @@ -13,6 +13,10 @@ if (process.env.NODE_ENV !== "test") { enableRateLimit: true, secret: env().BINANCE_SECRET_KEY, }) + + if (process.env.NODE_ENV === "staging") { + binanceClient.setSandboxMode(true) + } } export function getMarketsBva(markets: ccxt.Dictionary): ccxt.Dictionary { From f0b874063cde463042df74a6dc189c2a2657fd60 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 19 May 2021 06:43:14 +0200 Subject: [PATCH 77/98] fix(notifiers): correct message format --- src/trader/notifiers/gmail.ts | 19 ++++++++++------- src/trader/notifiers/index.test.ts | 3 ++- src/trader/notifiers/index.ts | 34 ++++++++++++++++++------------ 3 files changed, 33 insertions(+), 23 deletions(-) diff --git a/src/trader/notifiers/gmail.ts b/src/trader/notifiers/gmail.ts index 4185f46..2c0ed9c 100644 --- a/src/trader/notifiers/gmail.ts +++ b/src/trader/notifiers/gmail.ts @@ -1,10 +1,11 @@ import env from "../env" import nodeMailer from "nodemailer" import { Notifier, NotifierMessage } from "../types/notifier" +import logger from "../../logger" export default function (): Notifier { return { - notify + notify, } } @@ -20,11 +21,13 @@ const mailTransport = nodeMailer.createTransport( async function notify(message: NotifierMessage): Promise { if (!env().IS_NOTIFIER_GMAIL_ENABLED) return - return mailTransport.sendMail({ - from: "\"🐬 BVA \" ", - to: gmailAddress, - subject: message.subject, - text: message.content, - html: message.contentHtml, - }) + return mailTransport + .sendMail({ + from: "\"🐬 BVA \" ", + to: gmailAddress, + subject: message.subject, + text: message.content, + html: message.contentHtml, + }) + .catch((reason) => logger.error(reason)) } diff --git a/src/trader/notifiers/index.test.ts b/src/trader/notifiers/index.test.ts index 6497357..d965242 100644 --- a/src/trader/notifiers/index.test.ts +++ b/src/trader/notifiers/index.test.ts @@ -20,10 +20,11 @@ describe("notifiers", () => { expect(notifierMessage) .toEqual({ subject: "0 symbol LONG trade.", - content: `0 symbol LONG trade. + content: `0 symbol LONG trade. strategy: strategyName price: 1 score: score`, + contentHtml: "0 symbol LONG trade.
strategy: strategyName
price: 1
score: score", }) }) }) diff --git a/src/trader/notifiers/index.ts b/src/trader/notifiers/index.ts index dc96f35..b711f5e 100644 --- a/src/trader/notifiers/index.ts +++ b/src/trader/notifiers/index.ts @@ -1,4 +1,4 @@ -import { Signal } from "../types/bva" +import { EntryType, PositionType, Signal } from "../types/bva" import { Notifier, NotifierMessage } from "../types/notifier" import env from "./../env" import gmail from "./gmail" @@ -23,26 +23,32 @@ export function notifyAll(notifierMessage: NotifierMessage): Promise { }) } -export function getNotifierMessage(signal: Signal, isSuccessful?: boolean): NotifierMessage { +export function getNotifierMessage( + signal: Signal, + isSuccessful?: boolean +): NotifierMessage { const successString = "SUCCESS!" - const action = `${signal.entryType} ${signal.symbol} ${signal.positionType} trade.` + const action = `${signal.entryType as EntryType} ${signal.symbol} ${ + signal.positionType as PositionType + } trade.` const base = isSuccessful ? `${successString} ${action}` : `${action}` const baseHtml = isSuccessful ? `${successString} ${action}` : `${action}` + const content = + "\n" + + "strategy: " + + signal.strategyName + + "\n" + + "price: " + + signal.price + + "\n" + + "score: " + + (signal.score === "NA" ? "N/A" : signal.score) return { subject: base, - content: - baseHtml + - "\n" + - "strategy: " + - signal.strategyName + - "\n" + - "price: " + - signal.price + - "\n" + - "score: " + - (signal.score === "NA" ? "N/A" : signal.score), + content: base + content, + contentHtml: baseHtml + content.replace(/\n/g, "
"), } } From 30bd43cfaa1be11c8de68515e0dc779a8736272d Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 19 May 2021 23:51:20 +0200 Subject: [PATCH 78/98] feat(trader): overall improvements --- src/trader/apis/binance.example.ts | 87 ++++++ src/trader/apis/binance.test.ts | 99 ------- src/trader/apis/binance.ts | 24 +- src/trader/notifiers/gmail.ts | 2 +- src/trader/socket.ts | 2 +- src/trader/trader.test.ts | 417 ++++++++++++++++++----------- src/trader/trader.ts | 112 +++++--- src/trader/types/bva.ts | 4 +- src/trader/types/trader.ts | 15 +- 9 files changed, 442 insertions(+), 320 deletions(-) create mode 100644 src/trader/apis/binance.example.ts delete mode 100644 src/trader/apis/binance.test.ts diff --git a/src/trader/apis/binance.example.ts b/src/trader/apis/binance.example.ts new file mode 100644 index 0000000..8f6bd53 --- /dev/null +++ b/src/trader/apis/binance.example.ts @@ -0,0 +1,87 @@ +// eslint-disable-next-line @typescript-eslint/no-unused-vars +const marketExample = { + limits: { + amount: { min: 0.001, max: 100000 }, + price: { min: 0.000001, max: 100000 }, + cost: { min: 0.0001, max: 0 }, // "max" didn't come with this dataset originally and was added due to typescript constraints. + // market: { min: 0, max: 1695.00721821 }, + }, + precision: { base: 8, quote: 8, amount: 3, price: 6 }, + tierBased: false, + percentage: true, + taker: 0.001, + maker: 0.001, + // feeSide: "get", + id: "ETHBTC", + // lowercaseId: "ethbtc", + symbol: "ETH/BTC", + base: "ETH", + quote: "BTC", + baseId: "ETH", + quoteId: "BTC", + info: { + symbol: "ETHBTC", + status: "TRADING", + baseAsset: "ETH", + baseAssetPrecision: "8", + quoteAsset: "BTC", + quotePrecision: "8", + quoteAssetPrecision: "8", + baseCommissionPrecision: "8", + quoteCommissionPrecision: "8", + orderTypes: [ + "LIMIT", + "LIMIT_MAKER", + "MARKET", + "STOP_LOSS_LIMIT", + "TAKE_PROFIT_LIMIT", + ], + icebergAllowed: true, + ocoAllowed: true, + quoteOrderQtyMarketAllowed: true, + isSpotTradingAllowed: true, + isMarginTradingAllowed: true, + filters: [ + { + filterType: "PRICE_FILTER", + minPrice: "0.00000100", + maxPrice: "100000.00000000", + tickSize: "0.00000100", + }, + { + filterType: "PERCENT_PRICE", + multiplierUp: "5", + multiplierDown: "0.2", + avgPriceMins: "5", + }, + { + filterType: "LOT_SIZE", + minQty: "0.00100000", + maxQty: "100000.00000000", + stepSize: "0.00100000", + }, + { + filterType: "MIN_NOTIONAL", + minNotional: "0.00010000", + applyToMarket: true, + avgPriceMins: "5", + }, + { filterType: "ICEBERG_PARTS", limit: "10" }, + { + filterType: "MARKET_LOT_SIZE", + minQty: "0.00000000", + maxQty: "1695.00721821", + stepSize: "0.00000000", + }, + { filterType: "MAX_NUM_ORDERS", maxNumOrders: "200" }, + { filterType: "MAX_NUM_ALGO_ORDERS", maxNumAlgoOrders: "5" }, + ], + permissions: ["SPOT", "MARGIN"], + }, + type: "spot", + spot: true, + margin: true, + future: false, + // delivery: false, + active: true, +} diff --git a/src/trader/apis/binance.test.ts b/src/trader/apis/binance.test.ts deleted file mode 100644 index 2777875..0000000 --- a/src/trader/apis/binance.test.ts +++ /dev/null @@ -1,99 +0,0 @@ -import { getMarketsBva } from "./binance" - -describe("binance", () => { - it("gets markets bva", () => { - const content = { - limits: { - amount: { min: 0.001, max: 100000 }, - price: { min: 0.000001, max: 100000 }, - cost: { min: 0.0001, max: 0 }, // "max" didn't come with this dataset originally and was added due to typescript constraints. - // market: { min: 0, max: 1695.00721821 }, - }, - precision: { base: 8, quote: 8, amount: 3, price: 6 }, - tierBased: false, - percentage: true, - taker: 0.001, - maker: 0.001, - // feeSide: "get", - id: "ETHBTC", - // lowercaseId: "ethbtc", - symbol: "ETH/BTC", - base: "ETH", - quote: "BTC", - baseId: "ETH", - quoteId: "BTC", - info: { - symbol: "ETHBTC", - status: "TRADING", - baseAsset: "ETH", - baseAssetPrecision: "8", - quoteAsset: "BTC", - quotePrecision: "8", - quoteAssetPrecision: "8", - baseCommissionPrecision: "8", - quoteCommissionPrecision: "8", - orderTypes: [ - "LIMIT", - "LIMIT_MAKER", - "MARKET", - "STOP_LOSS_LIMIT", - "TAKE_PROFIT_LIMIT", - ], - icebergAllowed: true, - ocoAllowed: true, - quoteOrderQtyMarketAllowed: true, - isSpotTradingAllowed: true, - isMarginTradingAllowed: true, - filters: [ - { - filterType: "PRICE_FILTER", - minPrice: "0.00000100", - maxPrice: "100000.00000000", - tickSize: "0.00000100", - }, - { - filterType: "PERCENT_PRICE", - multiplierUp: "5", - multiplierDown: "0.2", - avgPriceMins: "5", - }, - { - filterType: "LOT_SIZE", - minQty: "0.00100000", - maxQty: "100000.00000000", - stepSize: "0.00100000", - }, - { - filterType: "MIN_NOTIONAL", - minNotional: "0.00010000", - applyToMarket: true, - avgPriceMins: "5", - }, - { filterType: "ICEBERG_PARTS", limit: "10" }, - { - filterType: "MARKET_LOT_SIZE", - minQty: "0.00000000", - maxQty: "1695.00721821", - stepSize: "0.00000000", - }, - { filterType: "MAX_NUM_ORDERS", maxNumOrders: "200" }, - { filterType: "MAX_NUM_ALGO_ORDERS", maxNumAlgoOrders: "5" }, - ], - permissions: ["SPOT", "MARGIN"], - }, - type: "spot", - spot: true, - margin: true, - future: false, - // delivery: false, - active: true, - } - - expect(getMarketsBva({ - "ETH/BTC": content - })) - .toEqual({ // Notice the missing slash in the following key. - "ETHBTC": content - }) - }) -}) diff --git a/src/trader/apis/binance.ts b/src/trader/apis/binance.ts index bb121b2..8cf7301 100644 --- a/src/trader/apis/binance.ts +++ b/src/trader/apis/binance.ts @@ -19,22 +19,18 @@ if (process.env.NODE_ENV !== "test") { } } -export function getMarketsBva(markets: ccxt.Dictionary): ccxt.Dictionary { - Object.keys(markets).forEach((key) => { - const keyNew = markets[key].id - markets[keyNew] = markets[key] - delete markets[key] - }) - return markets -} - -export function loadMarkets(isReload?: boolean): Promise> { +export function fetchMarkets(): Promise> { return new Promise((resolve, reject) => { binanceClient - .loadMarkets(isReload) - .then((markets) => { - logger.info(`Loaded ${Object.keys(markets).length} markets.`) - resolve(getMarketsBva(markets)) + .fetchMarkets() + .then((value) => { + logger.info(`Loaded ${Object.keys(value).length} markets.`) + resolve( + Object.assign( + {}, + ...value.map((market) => ({ [market.id]: market })) + ) + ) }) .catch((reason) => { logger.error(`Failed to get markets: ${reason}`) diff --git a/src/trader/notifiers/gmail.ts b/src/trader/notifiers/gmail.ts index 2c0ed9c..2c041d7 100644 --- a/src/trader/notifiers/gmail.ts +++ b/src/trader/notifiers/gmail.ts @@ -29,5 +29,5 @@ async function notify(message: NotifierMessage): Promise { text: message.content, html: message.contentHtml, }) - .catch((reason) => logger.error(reason)) + .catch((reason) => logger.error(`Failed to send mail: ${reason}`)) } diff --git a/src/trader/socket.ts b/src/trader/socket.ts index 6ce3ba9..902fc63 100644 --- a/src/trader/socket.ts +++ b/src/trader/socket.ts @@ -29,7 +29,7 @@ export function connect(): void { socket.on("connect", () => logger.info("Trader connected.")) socket.on("disconnect", () => logger.info("Trader disconnected.")) - socket.on("error", (error: any) => logger.error(error)) + socket.on("error", (error: any) => logger.error(`Received error from socket: ${error}`)) socket.on("message", (message: string) => { logger.info(`Received a message: "${message}"`) diff --git a/src/trader/trader.test.ts b/src/trader/trader.test.ts index 8dbe314..fc95807 100644 --- a/src/trader/trader.test.ts +++ b/src/trader/trader.test.ts @@ -55,7 +55,7 @@ afterEach(() => { }) describe("trader", () => { - it ("acts on user payload", () => { + it("acts on user payload", () => { const strategyJsonList: StrategyJson[] = [ { buy_amount: 1, @@ -75,8 +75,7 @@ describe("trader", () => { }, ] - expect(tradingMetaData.strategies) - .toEqual({}) + expect(tradingMetaData.strategies).toEqual({}) onUserPayload(strategyJsonList) @@ -98,12 +97,16 @@ describe("trader", () => { tradingType: TradingType.virtual, } - expect(tradingMetaData.strategies) - .toEqual({ stratid1: strategy1, stratid2: strategy2 }) + expect(tradingMetaData.strategies).toEqual({ + stratid1: strategy1, + stratid2: strategy2, + }) }) - it ("acts on buy signal", async () => { - const spy = jest.spyOn(trader, "trade").mockImplementation(() => Promise.resolve()) + it("acts on buy signal", async () => { + const spy = jest + .spyOn(trader, "trade") + .mockImplementation(() => Promise.resolve()) const signalJsonNew: SignalJson = { new: true, nickname: "nickname", @@ -147,8 +150,10 @@ describe("trader", () => { expect(spy).toHaveBeenCalledWith(signalOld) }) - it ("acts on sell signal", async () => { - const spy = jest.spyOn(trader, "trade").mockImplementation(() => Promise.resolve()) + it("acts on sell signal", async () => { + const spy = jest + .spyOn(trader, "trade") + .mockImplementation(() => Promise.resolve()) const signalJsonNew: SignalJson = { new: true, nickname: "nickname", @@ -192,8 +197,10 @@ describe("trader", () => { expect(spy).toHaveBeenCalledWith(signalOld) }) - it ("acts on close traded signal", async () => { - const spy = jest.spyOn(trader, "trade").mockImplementation(() => Promise.resolve()) + it("acts on close traded signal", async () => { + const spy = jest + .spyOn(trader, "trade") + .mockImplementation(() => Promise.resolve()) const signalJson: SignalJson = { new: false, nickname: "nickname", @@ -222,7 +229,7 @@ describe("trader", () => { expect(spy).toHaveBeenCalledWith(signal) }) - it ("acts on stop traded signal", async () => { + it("acts on stop traded signal", async () => { const signalJson: SignalJson = { new: false, nickname: "nickname", @@ -258,7 +265,7 @@ describe("trader", () => { expect(tradingMetaData.tradesOpen[0].isStopped).toBe(true) }) - it ("validates trading data", async () => { + it("validates trading data", async () => { const signal: Signal = { entryType: EntryType.ENTER, nickname: "nickname", @@ -282,21 +289,35 @@ describe("trader", () => { await trade(signal) .then((value) => fail(value)) - .catch((reason) => expect(reason).toBe("Skipping signal as strategy strategyName isn't followed.")) + .catch((reason) => + expect(reason).toBe( + "Skipping signal as strategy strategyId \"strategyName\" isn't followed." + ) + ) tradingMetaData.strategies = { strategyId: strategy } await trade(signal) .then((value) => fail(value)) - .catch((reason) => expect(reason).toBe("Skipping signal as strategy strategyName isn't active.")) + .catch((reason) => + expect(reason).toBe( + "Skipping signal as strategy strategyId \"strategyName\" isn't active." + ) + ) tradingMetaData.strategies.strategyId.isActive = true - const spy = jest.spyOn(binance, "loadMarkets").mockImplementation(() => Promise.resolve({})) + const spy = jest + .spyOn(binance, "fetchMarkets") + .mockImplementation(() => Promise.resolve({})) await trade(signal) .then((value) => fail(value)) - .catch((reason) => expect(reason).toBe("Skipping signal as there is no market data for symbol ETH/BTC.")) + .catch((reason) => + expect(reason).toBe( + "Skipping signal as there is no market data for symbol ETH/BTC." + ) + ) const market: Market = { limits: { @@ -321,22 +342,32 @@ describe("trader", () => { spot: false, margin: false, future: false, - active: false + active: false, } - spy.mockImplementation(() => Promise.resolve({ - "ETH/BTC": market - })) + spy.mockImplementation(() => + Promise.resolve({ + "ETH/BTC": market, + }) + ) await trade(signal) .then((value) => fail(value)) - .catch((reason) => expect(reason).toBe("Failed to trade as the market for symbol ETH/BTC is inactive.")) + .catch((reason) => + expect(reason).toBe( + "Failed to trade as the market for symbol ETH/BTC is inactive." + ) + ) market.active = true await trade(signal) .then((value) => fail(value)) - .catch((reason) => expect(reason).toBe("Failed to trade as neither margin trading nor spot trading is available for symbol ETH/BTC.")) + .catch((reason) => + expect(reason).toBe( + "Failed to trade as neither margin trading nor spot trading is available for symbol ETH/BTC." + ) + ) signal.entryType = EntryType.ENTER signal.positionType = PositionType.LONG @@ -345,7 +376,11 @@ describe("trader", () => { await trade(signal) .then((value) => fail(value)) - .catch((reason) => expect(reason).toBe("Failed to trade as spot trading is unavailable for a long position on symbol ETH/BTC.")) + .catch((reason) => + expect(reason).toBe( + "Failed to trade as spot trading is unavailable for a long position on symbol ETH/BTC." + ) + ) signal.entryType = EntryType.ENTER signal.positionType = PositionType.SHORT @@ -356,22 +391,34 @@ describe("trader", () => { await trade(signal) .then((value) => fail(value)) - .catch((reason) => expect(reason).toBe("Skipping signal as margin trading is disabled but required to exit a short position.")) + .catch((reason) => + expect(reason).toBe( + "Skipping signal as margin trading is disabled but required to exit a short position." + ) + ) setDefault({ ...getDefault, IS_TRADE_MARGIN_ENABLED: false }) await trade(signal) .then((value) => fail(value)) - .catch((reason) => expect(reason).toBe("Skipping signal as margin trading is disabled but required to exit a short position.")) + .catch((reason) => + expect(reason).toBe( + "Skipping signal as margin trading is disabled but required to exit a short position." + ) + ) setDefault({ ...getDefault, IS_TRADE_MARGIN_ENABLED: true }) await trade(signal) .then((value) => fail(value)) - .catch((reason) => expect(reason).toBe("Failed to trade as margin trading is unavailable for a short position on symbol ETH/BTC.")) + .catch((reason) => + expect(reason).toBe( + "Failed to trade as margin trading is unavailable for a short position on symbol ETH/BTC." + ) + ) }) - it ("gets trading sequence", async () => { + it("gets trading sequence", async () => { const signal: Signal = { entryType: EntryType.ENTER, nickname: "nickname", @@ -416,43 +463,57 @@ describe("trader", () => { spot: false, margin: false, future: false, - active: false + active: false, } signal.entryType = EntryType.ENTER signal.positionType = PositionType.LONG market.margin = true - setDefault({...getDefault, IS_TRADE_MARGIN_ENABLED: false}) + setDefault({ ...getDefault, IS_TRADE_MARGIN_ENABLED: false }) await getTradingSequence({ market, signal, strategy, }) - .then((value) => expect(value).toEqual({ - after: undefined, - before: undefined, - mainAction: Promise.resolve(), - quantity: 1 - })) + .then((value) => + expect(JSON.stringify(value)).toBe( + JSON.stringify({ + after: undefined, + before: undefined, + mainAction: function order() { + return Promise.resolve() + }, + quantity: 1, + socketChannel: "traded_buy_signal", + }) + ) + ) .catch((reason) => fail(reason)) signal.entryType = EntryType.ENTER signal.positionType = PositionType.LONG market.margin = true - setDefault({...getDefault, IS_TRADE_MARGIN_ENABLED: true}) + setDefault({ ...getDefault, IS_TRADE_MARGIN_ENABLED: true }) await getTradingSequence({ market, signal, strategy, }) - .then((value) => expect(value).toEqual({ - after: undefined, - before: Promise.resolve(), - mainAction: Promise.resolve(), - quantity: 1 - })) + .then((value) => + expect(JSON.stringify(value)).toBe( + JSON.stringify({ + after: undefined, + before: () => Promise.resolve(), + mainAction: function order() { + return Promise.resolve() + }, + quantity: 1, + socketChannel: "traded_buy_signal", + }) + ) + ) .catch((reason) => fail(reason)) signal.entryType = EntryType.ENTER @@ -463,18 +524,25 @@ describe("trader", () => { signal, strategy, }) - .then((value) => expect(value).toEqual({ - after: undefined, - before: Promise.resolve(), - mainAction: Promise.resolve(), - quantity: 1 - })) + .then((value) => + expect(JSON.stringify(value)).toBe( + JSON.stringify({ + after: undefined, + before: () => Promise.resolve(), + mainAction: function order() { + return Promise.resolve() + }, + quantity: 1, + socketChannel: "traded_sell_signal", + }) + ) + ) .catch((reason) => fail(reason)) signal.entryType = EntryType.EXIT signal.positionType = PositionType.LONG market.margin = true - setDefault({...getDefault, IS_TRADE_MARGIN_ENABLED: true}) + setDefault({ ...getDefault, IS_TRADE_MARGIN_ENABLED: true }) await getTradingSequence({ market, @@ -482,7 +550,11 @@ describe("trader", () => { strategy, }) .then((value) => fail(value)) - .catch((reason) => expect(reason).toEqual("Skipping signal as there was no associated open trade found.")) + .catch((reason) => + expect(reason).toEqual( + "Skipping signal as there was no associated open trade found." + ) + ) const tradeOpen: TradeOpen = { id: "matches", @@ -499,42 +571,59 @@ describe("trader", () => { timeUpdated: 3, } - tradingMetaData.tradesOpen = [tradeOpen, {...tradeOpen, positionType: PositionType.SHORT}] + tradingMetaData.tradesOpen = [ + tradeOpen, + { ...tradeOpen, positionType: PositionType.SHORT }, + ] signal.entryType = EntryType.EXIT signal.positionType = PositionType.LONG market.margin = true - setDefault({...getDefault, IS_TRADE_MARGIN_ENABLED: true}) + setDefault({ ...getDefault, IS_TRADE_MARGIN_ENABLED: true }) await getTradingSequence({ market, signal, strategy, }) - .then((value) => expect(value).toEqual({ - after: Promise.resolve(), - before: undefined, - mainAction: Promise.resolve(), - quantity: 10 - })) + .then((value) => + expect(JSON.stringify(value)).toBe( + JSON.stringify({ + after: () => Promise.resolve(), + before: undefined, + mainAction: function order() { + return Promise.resolve() + }, + quantity: 10, + socketChannel: "traded_sell_signal", + }) + ) + ) .catch((reason) => fail(reason)) signal.entryType = EntryType.EXIT signal.positionType = PositionType.LONG market.margin = false - setDefault({...getDefault, IS_TRADE_MARGIN_ENABLED: true}) + setDefault({ ...getDefault, IS_TRADE_MARGIN_ENABLED: true }) await getTradingSequence({ market, signal, strategy, }) - .then((value) => expect(value).toEqual({ - after: undefined, - before: undefined, - mainAction: Promise.resolve(), - quantity: 10 - })) + .then((value) => + expect(JSON.stringify(value)).toBe( + JSON.stringify({ + after: undefined, + before: undefined, + mainAction: function order() { + return Promise.resolve() + }, + quantity: 10, + socketChannel: "traded_sell_signal", + }) + ) + ) .catch((reason) => fail(reason)) signal.entryType = EntryType.EXIT @@ -545,12 +634,19 @@ describe("trader", () => { signal, strategy, }) - .then((value) => expect(value).toEqual({ - after: Promise.resolve(), - before: undefined, - mainAction: Promise.resolve(), - quantity: 10 - })) + .then((value) => + expect(JSON.stringify(value)).toBe( + JSON.stringify({ + after: () => Promise.resolve(), + before: undefined, + mainAction: function order() { + return Promise.resolve() + }, + quantity: 10, + socketChannel: "traded_buy_signal", + }) + ) + ) .catch((reason) => fail(reason)) strategy.tradingType = TradingType.virtual @@ -560,16 +656,21 @@ describe("trader", () => { signal, strategy, }) - .then((value) => expect(value).toEqual({ - after: Promise.resolve(), - before: Promise.resolve(), - mainAction: Promise.resolve(), - quantity: 0 - })) + .then((value) => + expect(JSON.stringify(value)).toBe( + JSON.stringify({ + after: () => Promise.resolve(), + before: () => Promise.resolve(), + mainAction: () => Promise.resolve(), + quantity: 10, + socketChannel: "traded_buy_signal", + }) + ) + ) .catch((reason) => fail(reason)) }) - it ("executes a trading task", async () => { + it("executes a trading task", async () => { const market: Market = { limits: { amount: { min: 0.001, max: 100000 }, @@ -593,7 +694,7 @@ describe("trader", () => { spot: false, margin: false, future: false, - active: false + active: false, } const signal: Signal = { @@ -618,7 +719,9 @@ describe("trader", () => { } const tradingData: TradingData = { - market, signal, strategy + market, + signal, + strategy, } const jestFunctionBefore = jest.fn() @@ -626,43 +729,53 @@ describe("trader", () => { const jestFunctionAfter = jest.fn() const tradingSequence: TradingSequence = { - before: new Promise((resolve) => { - jestFunctionBefore() - resolve(undefined) - }), - mainAction: new Promise((resolve) => { - jestFunctionMainAction() - resolve(undefined) - }), - after: new Promise((resolve) => { - jestFunctionAfter() - resolve(undefined) - }), - quantity: 3 + before: () => + new Promise((resolve) => { + jestFunctionBefore() + resolve(undefined) + }), + mainAction: () => + new Promise((resolve) => { + jestFunctionMainAction() + resolve(undefined) + }), + after: () => + new Promise((resolve) => { + jestFunctionAfter() + resolve(undefined) + }), + quantity: 3, + socketChannel: "socketChannel" } const spy = jest.spyOn(socket, "emitSignalTraded").mockImplementation() await executeTradingTask(tradingData, tradingSequence) - expect(stripAnsi(loggerOutput)).toBe(`1970-01-01 00:00:00 | info | Executing a real trade 3 units of symbol ETH/BTC (1 BTC) at price 1. + expect(stripAnsi(loggerOutput)) + .toBe(`1970-01-01 00:00:00 | info | Executing a real trade of 3 units of symbol ETH/BTC at price 1 (1 total). 1970-01-01 00:00:00 | info | Successfully executed the trading sequence's before step. 1970-01-01 00:00:00 | info | Successfully executed the trading sequence's main action step. 1970-01-01 00:00:00 | info | Successfully executed the trading sequence's after step. `) - expect(spy).toHaveBeenCalledWith("traded_buy_signal", signal, strategy, 3) + expect(spy).toHaveBeenCalledWith( + "socketChannel", + signal, + strategy, + 3 + ) expect(jestFunctionBefore).toHaveBeenCalledTimes(1) expect(jestFunctionMainAction).toHaveBeenCalledTimes(1) expect(jestFunctionAfter).toHaveBeenCalledTimes(1) expect(tradingMetaData.tradesOpen).toEqual([ { - "positionType": "LONG", - "quantity": 3, - "strategyId": "strategyId", - "strategyName": "strategyName", - "symbol": "ETH/BTC", - "timeUpdated": new Date().getTimezoneOffset() * 60 * 1000, - } + positionType: "LONG", + quantity: 3, + strategyId: "strategyId", + strategyName: "strategyName", + symbol: "ETH/BTC", + timeUpdated: new Date().getTimezoneOffset() * 60 * 1000, + }, ]) spy.mockClear() @@ -673,23 +786,27 @@ describe("trader", () => { const tradingSequenceReject = { ...tradingSequence, - before: new Promise((_resolve, reject) => { - jestFunctionBefore() - reject(undefined) - }), - mainAction: new Promise((_resolve, reject) => { - jestFunctionMainAction() - reject(undefined) - }), - after: new Promise((_resolve, reject) => { - jestFunctionAfter() - reject(undefined) - }), + before: () => + new Promise((_resolve, reject) => { + jestFunctionBefore() + reject(undefined) + }), + mainAction: () => + new Promise((_resolve, reject) => { + jestFunctionMainAction() + reject(undefined) + }), + after: () => + new Promise((_resolve, reject) => { + jestFunctionAfter() + reject(undefined) + }), } await executeTradingTask(tradingData, tradingSequenceReject) - expect(stripAnsi(loggerOutput)).toBe(`1970-01-01 00:00:00 | info | Executing a real trade 3 units of symbol ETH/BTC (1 BTC) at price 1. + expect(stripAnsi(loggerOutput)) + .toBe(`1970-01-01 00:00:00 | info | Executing a real trade of 3 units of symbol ETH/BTC at price 1 (1 total). 1970-01-01 00:00:00 | error | Failed to execute the trading sequence's before step: undefined 1970-01-01 00:00:00 | error | Failed to execute the trading sequence's main action step: undefined 1970-01-01 00:00:00 | error | Failed to execute the trading sequence's after step: undefined @@ -701,7 +818,7 @@ describe("trader", () => { const signalExit: Signal = { ...signal, - entryType: EntryType.EXIT + entryType: EntryType.EXIT, } const tradingDataExit: TradingData = { @@ -717,33 +834,37 @@ describe("trader", () => { const tradingSequenceNew = { ...tradingSequence, - before: new Promise((resolve) => { - jestFunctionBefore() - resolve(undefined) - }), - mainAction: new Promise((resolve) => { - jestFunctionMainAction() - resolve(undefined) - }), - after: new Promise((resolve) => { - jestFunctionAfter() - resolve(undefined) - }), + before: () => + new Promise((resolve) => { + jestFunctionBefore() + resolve(undefined) + }), + mainAction: () => + new Promise((resolve) => { + jestFunctionMainAction() + resolve(undefined) + }), + after: () => + new Promise((resolve) => { + jestFunctionAfter() + resolve(undefined) + }), } expect(tradingMetaData.tradesOpen).toEqual([ { - "positionType": "LONG", - "quantity": 3, - "strategyId": "strategyId", - "strategyName": "strategyName", - "symbol": "ETH/BTC", - "timeUpdated": new Date().getTimezoneOffset() * 60 * 1000, - } + positionType: "LONG", + quantity: 3, + strategyId: "strategyId", + strategyName: "strategyName", + symbol: "ETH/BTC", + timeUpdated: new Date().getTimezoneOffset() * 60 * 1000, + }, ]) await executeTradingTask(tradingDataExit, tradingSequenceNew) - expect(stripAnsi(loggerOutput)).toBe(`1970-01-01 00:00:00 | info | Executing a real trade 3 units of symbol ETH/BTC (1 BTC) at price 1. + expect(stripAnsi(loggerOutput)) + .toBe(`1970-01-01 00:00:00 | info | Executing a real trade of 3 units of symbol ETH/BTC at price 1 (1 total). 1970-01-01 00:00:00 | info | Successfully executed the trading sequence's before step. 1970-01-01 00:00:00 | info | Successfully executed the trading sequence's main action step. 1970-01-01 00:00:00 | info | Successfully executed the trading sequence's after step. @@ -755,7 +876,7 @@ describe("trader", () => { expect(tradingMetaData.tradesOpen).toEqual([]) }) - it ("gets on signal log data", () => { + it("gets on signal log data", () => { const signal: Signal = { entryType: EntryType.ENTER, nickname: "nickname", @@ -768,8 +889,9 @@ describe("trader", () => { userId: "userId", } - expect(getOnSignalLogData(signal)) - .toBe("for strategy strategyName (strategyId) and symbol symbol") + expect(getOnSignalLogData(signal)).toBe( + "for strategy strategyId \"strategyName\" and symbol symbol" + ) }) it("gets trade open (filtered)", () => { @@ -826,17 +948,12 @@ describe("trader", () => { }, ] - expect(getTradeOpenFiltered(signal).length) - .toEqual(1) - expect(getTradeOpenFiltered(signalPositionTypeUnset).length) - .toEqual(2) + expect(getTradeOpenFiltered(signal).length).toEqual(1) + expect(getTradeOpenFiltered(signalPositionTypeUnset).length).toEqual(2) - expect(getTradeOpen(signal)) - .toEqual(tradeOpenMatching) - expect(getTradeOpen(signalPositionTypeUnset)) - .toEqual(undefined) + expect(getTradeOpen(signal)).toEqual(tradeOpenMatching) + expect(getTradeOpen(signalPositionTypeUnset)).toEqual(undefined) }) - it("rounds step", () => expect(roundStep("10.987", "0.1")) - .toEqual(10.9)) + it("rounds step", () => expect(roundStep("10.987", "0.1")).toEqual(10.9)) }) diff --git a/src/trader/trader.ts b/src/trader/trader.ts index bc95b57..84b9f88 100644 --- a/src/trader/trader.ts +++ b/src/trader/trader.ts @@ -1,12 +1,13 @@ // TODO: Add MinMax-Check for amount / quantity in trade functions. // TODO: Fallback to spot trading, even if margin trading is allowed. +import BigNumber from "bignumber.js" import PQueue from "p-queue" import logger from "../logger" import { createMarketOrder, - loadMarkets, + fetchMarkets, marginBorrow, marginRepay, } from "./apis/binance" @@ -137,6 +138,9 @@ export async function onCloseTradedSignal( signalJson: SignalJson ): Promise { const signal = new Signal(signalJson) + + signal.entryType = EntryType.EXIT + await exportFunctions.trade(signal).catch((reason) => { return Promise.reject(reason) }) @@ -162,19 +166,19 @@ export async function checkTradingData(signal: Signal): Promise { const strategy = tradingMetaData.strategies[signal.strategyId] if (!strategy) { - const logMessage = `Skipping signal as strategy ${signal.strategyName} isn't followed.` - logger.info(logMessage) + const logMessage = `Skipping signal as strategy ${signal.strategyId} "${signal.strategyName}" isn't followed.` + logger.warn(logMessage) return Promise.reject(logMessage) } if (!strategy.isActive) { - const logMessage = `Skipping signal as strategy ${signal.strategyName} isn't active.` - logger.info(logMessage) + const logMessage = `Skipping signal as strategy ${signal.strategyId} "${signal.strategyName}" isn't active.` + logger.warn(logMessage) return Promise.reject(logMessage) } const market = ( - await loadMarkets().catch((reason) => { + await fetchMarkets().catch((reason) => { return Promise.reject(reason) }) )[signal.symbol] @@ -197,7 +201,20 @@ export async function checkTradingData(signal: Signal): Promise { return Promise.reject(logMessage) } - switch (signal.positionType) { + let positionType = signal.positionType + + if (signal.entryType === EntryType.EXIT) { + const tradeOpen = getTradeOpen(signal) + + if (!tradeOpen) { + logger.error(logTradeOpenNone) + return Promise.reject(logTradeOpenNone) + } + + positionType = tradeOpen.positionType + } + + switch (positionType) { case PositionType.LONG: { if (!market.spot) { const logMessage = `Failed to trade as spot trading is unavailable for a long position on symbol ${market.symbol}.` @@ -211,7 +228,7 @@ export async function checkTradingData(signal: Signal): Promise { if (!env().IS_TRADE_MARGIN_ENABLED) { const logMessage = "Skipping signal as margin trading is disabled but required to exit a short position." - logger.warn(logMessage) + logger.error(logMessage) return Promise.reject(logMessage) } @@ -260,8 +277,8 @@ export function getTradingSequence( switch (signal.positionType) { // Enter long. case PositionType.LONG: { - const order = createMarketOrder( - signal.symbol, + const order = () => createMarketOrder( + market.symbol, "buy", quantity, undefined, @@ -271,44 +288,46 @@ export function getTradingSequence( type: "margin", }), } - ).catch((reason) => logger.error(reason)) + ) tradingSequence = { before: env().IS_TRADE_MARGIN_ENABLED && market.margin - ? marginBorrow( + ? () => marginBorrow( market.quote, quantity, Date.now() - ).catch((reason) => logger.error(reason)) + ) : undefined, mainAction: order, after: undefined, quantity, + socketChannel: "traded_buy_signal", } break } case PositionType.SHORT: { // Enter short. - const order = createMarketOrder( - signal.symbol, + const order = () => createMarketOrder( + market.symbol, "sell", quantity, undefined, { type: "margin", // Short trades must be a margin trade unconditionally. } - ).catch((reason) => logger.error(reason)) + ) tradingSequence = { - before: marginBorrow( + before: () => marginBorrow( market.quote, quantity, Date.now() - ).catch((reason) => logger.error(reason)), + ), mainAction: order, after: undefined, quantity, + socketChannel: "traded_sell_signal", } break } @@ -342,8 +361,8 @@ export function getTradingSequence( switch (tradeOpen.positionType) { case PositionType.LONG: { // Exit long. - const order = createMarketOrder( - signal.symbol, + const order = () => createMarketOrder( + market.symbol, "sell", quantity, undefined, @@ -353,44 +372,46 @@ export function getTradingSequence( type: "margin", }), } - ).catch((reason) => logger.error(reason)) + ) tradingSequence = { before: undefined, mainAction: order, after: env().IS_TRADE_MARGIN_ENABLED && market.margin - ? marginRepay( + ? () => marginRepay( market.quote, quantity, Date.now() - ).catch((reason) => logger.error(reason)) + ) : undefined, quantity, + socketChannel: "traded_sell_signal", } break } case PositionType.SHORT: { // Exit short. - const order = createMarketOrder( - signal.symbol, + const order = () => createMarketOrder( + market.symbol, "buy", quantity, undefined, { type: "margin", // Short trades must be a margin trade unconditionally. } - ).catch((reason) => logger.error(reason)) + ) tradingSequence = { before: undefined, mainAction: order, - after: marginRepay( + after: () => marginRepay( market.quote, quantity, Date.now() - ).catch((reason) => logger.error(reason)), + ), quantity, + socketChannel: "traded_buy_signal", } break } @@ -407,14 +428,21 @@ export function getTradingSequence( break } + if (!tradingSequence) { + const logMessage = "A trading sequence should have been found by now!" + logger.error(logMessage) + return Promise.reject(logMessage) + } + // Shall not be moved before the previous switch // so that paper trading gives the most realistic experience. if (strategy.tradingType === TradingType.virtual) { + logger.info("Clearing trade sequence functions due to the trade being virtual.") tradingSequence = { - before: Promise.resolve(), - mainAction: Promise.resolve(), - after: Promise.resolve(), - quantity: 0, + ...tradingSequence, + before: () => Promise.resolve(), + mainAction: () => Promise.resolve(), + after: () => Promise.resolve(), } } @@ -434,13 +462,14 @@ export async function executeTradingTask( const signal = tradingData.signal const strategy = tradingData.strategy const quantity = tradingSequence.quantity + const socketChannel = tradingSequence.socketChannel logger.info( - `Executing a ${strategy.tradingType} trade ${quantity} units of symbol ${signal.symbol} (${strategy.tradeAmount} BTC) at price ${signal.price}.` + `Executing a ${strategy.tradingType} trade of ${quantity} units of symbol ${signal.symbol} at price ${signal.price} (${strategy.tradeAmount} total).` ) if (tradingSequence.before) { - await tradingSequence.before + await tradingSequence.before() .then(() => { logger.info( "Successfully executed the trading sequence's before step." @@ -454,22 +483,19 @@ export async function executeTradingTask( }) } - await tradingSequence.mainAction + await tradingSequence.mainAction() .then(() => { logger.info( "Successfully executed the trading sequence's main action step." ) socket.emitSignalTraded( - "traded_buy_signal", + socketChannel, signal, strategy, quantity ) - notifyAll(getNotifierMessage(signal, true)) - // TODO: Notify on failure. - switch (signal.entryType) { case EntryType.ENTER: { tradingMetaData.tradesOpen.push({ @@ -512,7 +538,7 @@ export async function executeTradingTask( }) if (tradingSequence.after) { - await tradingSequence.after + await tradingSequence.after() .then(() => { logger.info( "Successfully executed the trading sequence's after step." @@ -525,6 +551,8 @@ export async function executeTradingTask( return }) } + + notifyAll(getNotifierMessage(signal, true)) // TODO: Notify on failure. } export async function trade(signal: Signal): Promise { @@ -553,7 +581,7 @@ export async function trade(signal: Signal): Promise { } export function getOnSignalLogData(signal: Signal): string { - return `for strategy ${signal.strategyName} (${signal.strategyId}) and symbol ${signal.symbol}` + return `for strategy ${signal.strategyId} "${signal.strategyName}" and symbol ${signal.symbol}` } export function getTradeOpen(signal: Signal): TradeOpen | undefined { @@ -602,7 +630,7 @@ async function run() { tradingMetaData.tradesOpen = await getTradeOpenList().catch((reason) => { return Promise.reject(reason) }) - await loadMarkets(true).catch((reason) => { + await fetchMarkets().catch((reason) => { return Promise.reject(reason) }) diff --git a/src/trader/types/bva.ts b/src/trader/types/bva.ts index 3170dd0..67138a1 100644 --- a/src/trader/types/bva.ts +++ b/src/trader/types/bva.ts @@ -160,10 +160,10 @@ export interface SignalJson { nickname: string pair: string price: string - score: string + score: string // A stringified number or "NA". stratid: string stratname: string - userid: string // A stringified number or "NA". + userid: string } ///// diff --git a/src/trader/types/trader.ts b/src/trader/types/trader.ts index 7199ae1..94d726c 100644 --- a/src/trader/types/trader.ts +++ b/src/trader/types/trader.ts @@ -7,22 +7,15 @@ export interface TradingData { strategy: Strategy } -// export interface TradingDataEnter extends TradingData { -// quantity: number -// } - -// export interface TradingDataExit extends TradingData { -// tradeOpen: TradeOpen -// } - export interface TradingMetaData { strategies: Record tradesOpen: TradeOpen[] } export interface TradingSequence { - after?: Promise - before?: Promise - mainAction: Promise + after?: () => Promise + before?: () => Promise + mainAction: () => Promise quantity: number + socketChannel: string } From 3f654f1b401c9fc7bdbf6d7cfc896010beb5a8ef Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 19 May 2021 23:57:10 +0200 Subject: [PATCH 79/98] refactor(trader): reformat code --- src/logger.test.ts | 9 +- src/logger.ts | 6 +- src/trader/apis/bva.test.ts | 22 +++-- src/trader/apis/bva.ts | 14 ++- src/trader/env.test.ts | 26 ++---- src/trader/env.ts | 11 ++- src/trader/http.test.ts | 17 ++-- src/trader/http.ts | 9 +- src/trader/index.html | 10 +- src/trader/notifiers/index.test.ts | 12 +-- src/trader/socket.test.ts | 14 ++- src/trader/socket.ts | 4 +- src/trader/trader.test.ts | 9 +- src/trader/trader.ts | 144 ++++++++++++++--------------- 14 files changed, 161 insertions(+), 146 deletions(-) diff --git a/src/logger.test.ts b/src/logger.test.ts index 83fdc53..009dcc9 100644 --- a/src/logger.test.ts +++ b/src/logger.test.ts @@ -23,8 +23,8 @@ import { format } from "winston" describe("logger", () => { it("should pass", () => { - const templateFunctions: any[] = []; - (format.printf as jest.Mock).mockImplementation((templateFn) => { + const templateFunctions: any[] = [] + ;(format.printf as jest.Mock).mockImplementation((templateFn) => { templateFunctions.push(templateFn) }) require("./logger") @@ -34,7 +34,8 @@ describe("logger", () => { message: "haha", } const templateFunction1 = templateFunctions.shift() - expect(templateFunction1(info)) - .toBe(`${info.timestamp} | ${info.level} | ${info.message}`) + expect(templateFunction1(info)).toBe( + `${info.timestamp} | ${info.level} | ${info.message}` + ) }) }) diff --git a/src/logger.ts b/src/logger.ts index 4544c1d..17c15ca 100644 --- a/src/logger.ts +++ b/src/logger.ts @@ -15,10 +15,12 @@ export function resetLoggerOutput(): void { const logger = winston.createLogger({ format: winston.format.combine( winston.format.timestamp({ - format: "YYYY-MM-DD HH:mm:ss" + format: "YYYY-MM-DD HH:mm:ss", }), winston.format.colorize({ all: true }), - winston.format.printf(info => `${info.timestamp} | ${info.level} | ${info.message}`) + winston.format.printf( + (info) => `${info.timestamp} | ${info.level} | ${info.message}` + ) ), transports: [ new winston.transports.Console({ diff --git a/src/trader/apis/bva.test.ts b/src/trader/apis/bva.test.ts index 1ddf5c7..6204655 100644 --- a/src/trader/apis/bva.test.ts +++ b/src/trader/apis/bva.test.ts @@ -22,18 +22,22 @@ describe("bva", () => { sell_price: null, qty: "800", stopped: null, - } - ] - }; + }, + ], + } - (axios.get as jest.Mock).mockImplementationOnce(() => Promise.resolve({ data: bvaCommand })) - await expect(getTradeOpenList()).resolves - .toEqual([new TradeOpen(bvaCommand.rows[0])]) + ;(axios.get as jest.Mock).mockImplementationOnce(() => + Promise.resolve({ data: bvaCommand }) + ) + await expect(getTradeOpenList()).resolves.toEqual([ + new TradeOpen(bvaCommand.rows[0]), + ]) }) it("fails to get trade open list", async () => { - (axios.get as jest.Mock).mockImplementationOnce(() => Promise.reject("ERROR")) - await expect(getTradeOpenList()).rejects - .toEqual("ERROR") + (axios.get as jest.Mock).mockImplementationOnce(() => + Promise.reject("ERROR") + ) + await expect(getTradeOpenList()).rejects.toEqual("ERROR") }) }) diff --git a/src/trader/apis/bva.ts b/src/trader/apis/bva.ts index 3c96c50..7bc0ec8 100644 --- a/src/trader/apis/bva.ts +++ b/src/trader/apis/bva.ts @@ -8,7 +8,9 @@ export async function getTradeOpenList(): Promise { return new Promise((resolve, reject) => { axios .get( - `https://bitcoinvsaltcoins.com/api/useropentradedsignals?key=${env().BVA_API_KEY}` + `https://bitcoinvsaltcoins.com/api/useropentradedsignals?key=${ + env().BVA_API_KEY + }` ) .then((response) => { const bvaCommand: BvaCommand = response.data @@ -16,8 +18,14 @@ export async function getTradeOpenList(): Promise { (tradeOpenJson) => new TradeOpen(tradeOpenJson) ) - const tradeOpenSymbols = tradeOpens.map((tradeOpen) => tradeOpen.symbol).join(", ") - logger.info(`Fetched ${tradeOpens.length} open trades${tradeOpenSymbols && ": " + tradeOpenSymbols}.`) + const tradeOpenSymbols = tradeOpens + .map((tradeOpen) => tradeOpen.symbol) + .join(", ") + logger.info( + `Fetched ${tradeOpens.length} open trades${ + tradeOpenSymbols && ": " + tradeOpenSymbols + }.` + ) resolve(tradeOpens) }) diff --git a/src/trader/env.test.ts b/src/trader/env.test.ts index 4cdd764..3eed49b 100644 --- a/src/trader/env.test.ts +++ b/src/trader/env.test.ts @@ -17,37 +17,31 @@ describe("env", () => { describe("test only", () => { it("returns undefined in development environment", async () => { process.env.NODE_ENV = "development" - expect(testOnly("value")) - .toEqual(undefined) + expect(testOnly("value")).toEqual(undefined) }) it("returns value in test environment", async () => { process.env.NODE_ENV = "test" - expect(testOnly("value")) - .toEqual("value") + expect(testOnly("value")).toEqual("value") }) it("returns undefined in production environment", async () => { process.env.NODE_ENV = "production" - expect(testOnly("value")) - .toEqual(undefined) + expect(testOnly("value")).toEqual(undefined) }) }) it("gets default", () => { - expect(() => {env().INEXISTENT}) - .toThrow(ReferenceError) - expect(env().BVA_API_KEY) - .toBe("BVA_API_KEY") - expect(typeof env().BVA_API_KEY) - .toBe("string") + expect(() => { + env().INEXISTENT + }).toThrow(ReferenceError) + expect(env().BVA_API_KEY).toBe("BVA_API_KEY") + expect(typeof env().BVA_API_KEY).toBe("string") }) it("sets default", () => { setDefault({ BVA_API_KEY: "custom" }) - expect(env().BVA_API_KEY) - .toBe("custom") - expect(typeof env().BVA_API_KEY) - .toBe("string") + expect(env().BVA_API_KEY).toBe("custom") + expect(typeof env().BVA_API_KEY).toBe("string") }) }) diff --git a/src/trader/env.ts b/src/trader/env.ts index bf92e55..471e604 100644 --- a/src/trader/env.ts +++ b/src/trader/env.ts @@ -11,13 +11,16 @@ export function testOnly(value: string): string | undefined { export function getDefault(): Readonly { dotenv.config({ - path: path.resolve(process.cwd(), process.env.NODE_ENV === "test" ? ".env.testing" : ".env") + path: path.resolve( + process.cwd(), + process.env.NODE_ENV === "test" ? ".env.testing" : ".env" + ), }) return cleanEnv(process.env, { - BINANCE_API_KEY: str({devDefault: testOnly("BINANCE_API_KEY")}), - BINANCE_SECRET_KEY: str({devDefault: testOnly("BINANCE_SECRET_KEY")}), - BVA_API_KEY: str({devDefault: testOnly("BVA_API_KEY")}), + BINANCE_API_KEY: str({ devDefault: testOnly("BINANCE_API_KEY") }), + BINANCE_SECRET_KEY: str({ devDefault: testOnly("BINANCE_SECRET_KEY") }), + BVA_API_KEY: str({ devDefault: testOnly("BVA_API_KEY") }), IS_NOTIFIER_GMAIL_ENABLED: bool({ default: false }), IS_NOTIFIER_TELEGRAM_ENABLED: bool({ default: false }), IS_TRADE_MARGIN_ENABLED: bool({ default: true }), diff --git a/src/trader/http.test.ts b/src/trader/http.test.ts index 98c25a3..3b73dfb 100644 --- a/src/trader/http.test.ts +++ b/src/trader/http.test.ts @@ -2,7 +2,7 @@ import * as http from "http" import request from "supertest" import startWebserver from "./http" -describe("GET /", function() { +describe("GET /", function () { let server: http.Server beforeAll(() => { @@ -13,16 +13,11 @@ describe("GET /", function() { server.close() }) - it("starts webserver", async function() { - const res = await request(server) - .get("/") - .send() + it("starts webserver", async function () { + const res = await request(server).get("/").send() - expect(res.headers["content-type"]) - .toEqual("text/html; charset=utf-8") - expect(res.status) - .toEqual(200) - expect(res.text) - .toEqual("Node Binance Trader is running.") + expect(res.headers["content-type"]).toEqual("text/html; charset=utf-8") + expect(res.status).toEqual(200) + expect(res.text).toEqual("Node Binance Trader is running.") }) }) diff --git a/src/trader/http.ts b/src/trader/http.ts index 9cbbec4..1d743f1 100644 --- a/src/trader/http.ts +++ b/src/trader/http.ts @@ -4,9 +4,12 @@ import express from "express" import logger from "../logger" import env from "./env" - export default function startWebserver(): http.Server { const webserver = express() - webserver.get("/", (req, res) => res.send("Node Binance Trader is running.")) - return webserver.listen(env().TRADER_PORT, () => logger.info(`Webserver started on port ${env().TRADER_PORT}.`)) + webserver.get("/", (req, res) => + res.send("Node Binance Trader is running.") + ) + return webserver.listen(env().TRADER_PORT, () => + logger.info(`Webserver started on port ${env().TRADER_PORT}.`) + ) } diff --git a/src/trader/index.html b/src/trader/index.html index e9b616c..af674c1 100644 --- a/src/trader/index.html +++ b/src/trader/index.html @@ -4,11 +4,11 @@

diff --git a/src/trader/notifiers/index.test.ts b/src/trader/notifiers/index.test.ts index d965242..af41e09 100644 --- a/src/trader/notifiers/index.test.ts +++ b/src/trader/notifiers/index.test.ts @@ -17,14 +17,14 @@ describe("notifiers", () => { } const notifierMessage = getNotifierMessage(signal) - expect(notifierMessage) - .toEqual({ - subject: "0 symbol LONG trade.", - content: `0 symbol LONG trade. + expect(notifierMessage).toEqual({ + subject: "0 symbol LONG trade.", + content: `0 symbol LONG trade. strategy: strategyName price: 1 score: score`, - contentHtml: "0 symbol LONG trade.
strategy: strategyName
price: 1
score: score", - }) + contentHtml: + "0 symbol LONG trade.
strategy: strategyName
price: 1
score: score", + }) }) }) diff --git a/src/trader/socket.test.ts b/src/trader/socket.test.ts index 00f66ce..4d4989e 100644 --- a/src/trader/socket.test.ts +++ b/src/trader/socket.test.ts @@ -1,6 +1,13 @@ import BigNumber from "bignumber.js" -import { EntryType, PositionType, Signal, SignalTradedJson, Strategy, TradingType } from "./types/bva" +import { + EntryType, + PositionType, + Signal, + SignalTradedJson, + Strategy, + TradingType, +} from "./types/bva" import { getSignalTradedJson } from "./socket" describe("socket", () => { @@ -35,7 +42,8 @@ describe("socket", () => { trading_type: TradingType.virtual, } - expect(getSignalTradedJson(signal, strategy, quantity)) - .toEqual(signalTradedJson) + expect(getSignalTradedJson(signal, strategy, quantity)).toEqual( + signalTradedJson + ) }) }) diff --git a/src/trader/socket.ts b/src/trader/socket.ts index 902fc63..924c5ce 100644 --- a/src/trader/socket.ts +++ b/src/trader/socket.ts @@ -29,7 +29,9 @@ export function connect(): void { socket.on("connect", () => logger.info("Trader connected.")) socket.on("disconnect", () => logger.info("Trader disconnected.")) - socket.on("error", (error: any) => logger.error(`Received error from socket: ${error}`)) + socket.on("error", (error: any) => + logger.error(`Received error from socket: ${error}`) + ) socket.on("message", (message: string) => { logger.info(`Received a message: "${message}"`) diff --git a/src/trader/trader.test.ts b/src/trader/trader.test.ts index fc95807..1f7f7b7 100644 --- a/src/trader/trader.test.ts +++ b/src/trader/trader.test.ts @@ -745,7 +745,7 @@ describe("trader", () => { resolve(undefined) }), quantity: 3, - socketChannel: "socketChannel" + socketChannel: "socketChannel", } const spy = jest.spyOn(socket, "emitSignalTraded").mockImplementation() @@ -758,12 +758,7 @@ describe("trader", () => { 1970-01-01 00:00:00 | info | Successfully executed the trading sequence's main action step. 1970-01-01 00:00:00 | info | Successfully executed the trading sequence's after step. `) - expect(spy).toHaveBeenCalledWith( - "socketChannel", - signal, - strategy, - 3 - ) + expect(spy).toHaveBeenCalledWith("socketChannel", signal, strategy, 3) expect(jestFunctionBefore).toHaveBeenCalledTimes(1) expect(jestFunctionMainAction).toHaveBeenCalledTimes(1) expect(jestFunctionAfter).toHaveBeenCalledTimes(1) diff --git a/src/trader/trader.ts b/src/trader/trader.ts index 84b9f88..dac5915 100644 --- a/src/trader/trader.ts +++ b/src/trader/trader.ts @@ -277,27 +277,29 @@ export function getTradingSequence( switch (signal.positionType) { // Enter long. case PositionType.LONG: { - const order = () => createMarketOrder( - market.symbol, - "buy", - quantity, - undefined, - { - ...(env().IS_TRADE_MARGIN_ENABLED && - market.margin && { - type: "margin", - }), - } - ) + const order = () => + createMarketOrder( + market.symbol, + "buy", + quantity, + undefined, + { + ...(env().IS_TRADE_MARGIN_ENABLED && + market.margin && { + type: "margin", + }), + } + ) tradingSequence = { before: env().IS_TRADE_MARGIN_ENABLED && market.margin - ? () => marginBorrow( - market.quote, - quantity, - Date.now() - ) + ? () => + marginBorrow( + market.quote, + quantity, + Date.now() + ) : undefined, mainAction: order, after: undefined, @@ -308,22 +310,20 @@ export function getTradingSequence( } case PositionType.SHORT: { // Enter short. - const order = () => createMarketOrder( - market.symbol, - "sell", - quantity, - undefined, - { - type: "margin", // Short trades must be a margin trade unconditionally. - } - ) + const order = () => + createMarketOrder( + market.symbol, + "sell", + quantity, + undefined, + { + type: "margin", // Short trades must be a margin trade unconditionally. + } + ) tradingSequence = { - before: () => marginBorrow( - market.quote, - quantity, - Date.now() - ), + before: () => + marginBorrow(market.quote, quantity, Date.now()), mainAction: order, after: undefined, quantity, @@ -361,29 +361,31 @@ export function getTradingSequence( switch (tradeOpen.positionType) { case PositionType.LONG: { // Exit long. - const order = () => createMarketOrder( - market.symbol, - "sell", - quantity, - undefined, - { - ...(env().IS_TRADE_MARGIN_ENABLED && - market.margin && { - type: "margin", - }), - } - ) + const order = () => + createMarketOrder( + market.symbol, + "sell", + quantity, + undefined, + { + ...(env().IS_TRADE_MARGIN_ENABLED && + market.margin && { + type: "margin", + }), + } + ) tradingSequence = { before: undefined, mainAction: order, after: env().IS_TRADE_MARGIN_ENABLED && market.margin - ? () => marginRepay( - market.quote, - quantity, - Date.now() - ) + ? () => + marginRepay( + market.quote, + quantity, + Date.now() + ) : undefined, quantity, socketChannel: "traded_sell_signal", @@ -392,24 +394,22 @@ export function getTradingSequence( } case PositionType.SHORT: { // Exit short. - const order = () => createMarketOrder( - market.symbol, - "buy", - quantity, - undefined, - { - type: "margin", // Short trades must be a margin trade unconditionally. - } - ) + const order = () => + createMarketOrder( + market.symbol, + "buy", + quantity, + undefined, + { + type: "margin", // Short trades must be a margin trade unconditionally. + } + ) tradingSequence = { before: undefined, mainAction: order, - after: () => marginRepay( - market.quote, - quantity, - Date.now() - ), + after: () => + marginRepay(market.quote, quantity, Date.now()), quantity, socketChannel: "traded_buy_signal", } @@ -437,7 +437,9 @@ export function getTradingSequence( // Shall not be moved before the previous switch // so that paper trading gives the most realistic experience. if (strategy.tradingType === TradingType.virtual) { - logger.info("Clearing trade sequence functions due to the trade being virtual.") + logger.info( + "Clearing trade sequence functions due to the trade being virtual." + ) tradingSequence = { ...tradingSequence, before: () => Promise.resolve(), @@ -469,7 +471,8 @@ export async function executeTradingTask( ) if (tradingSequence.before) { - await tradingSequence.before() + await tradingSequence + .before() .then(() => { logger.info( "Successfully executed the trading sequence's before step." @@ -483,18 +486,14 @@ export async function executeTradingTask( }) } - await tradingSequence.mainAction() + await tradingSequence + .mainAction() .then(() => { logger.info( "Successfully executed the trading sequence's main action step." ) - socket.emitSignalTraded( - socketChannel, - signal, - strategy, - quantity - ) + socket.emitSignalTraded(socketChannel, signal, strategy, quantity) switch (signal.entryType) { case EntryType.ENTER: { @@ -538,7 +537,8 @@ export async function executeTradingTask( }) if (tradingSequence.after) { - await tradingSequence.after() + await tradingSequence + .after() .then(() => { logger.info( "Successfully executed the trading sequence's after step." From 191a656a5d49fb60e939c6994755822a39bff36b Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Thu, 20 May 2021 00:13:00 +0200 Subject: [PATCH 80/98] chore(deps): upgrade --- package-lock.json | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/package-lock.json b/package-lock.json index 8b57aa5..8cbcfe7 100644 --- a/package-lock.json +++ b/package-lock.json @@ -2503,9 +2503,9 @@ } }, "engine.io-client": { - "version": "3.5.0", - "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-3.5.0.tgz", - "integrity": "sha512-12wPRfMrugVw/DNyJk34GQ5vIVArEcVMXWugQGGuw2XxUSztFNmJggZmv8IZlLyEdnpO1QB9LkcjeWewO2vxtA==", + "version": "3.5.2", + "resolved": "https://registry.npmjs.org/engine.io-client/-/engine.io-client-3.5.2.tgz", + "integrity": "sha512-QEqIp+gJ/kMHeUun7f5Vv3bteRHppHH/FMBQX/esFj/fuYfjyUKWGMo3VCvIP/V8bE9KcjHmRZrhIz2Z9oNsDA==", "requires": { "component-emitter": "~1.3.0", "component-inherit": "0.0.3", @@ -2516,7 +2516,7 @@ "parseqs": "0.0.6", "parseuri": "0.0.6", "ws": "~7.4.2", - "xmlhttprequest-ssl": "~1.5.4", + "xmlhttprequest-ssl": "~1.6.2", "yeast": "0.1.2" }, "dependencies": { @@ -7567,9 +7567,9 @@ "dev": true }, "xmlhttprequest-ssl": { - "version": "1.5.5", - "resolved": "https://registry.npmjs.org/xmlhttprequest-ssl/-/xmlhttprequest-ssl-1.5.5.tgz", - "integrity": "sha1-wodrBhaKrcQOV9l+gRkayPQ5iz4=" + "version": "1.6.3", + "resolved": "https://registry.npmjs.org/xmlhttprequest-ssl/-/xmlhttprequest-ssl-1.6.3.tgz", + "integrity": "sha512-3XfeQE/wNkvrIktn2Kf0869fC0BN6UpydVasGIeSm2B1Llihf7/0UfZM+eCkOw3P7bP4+qPgqhm7ZoxuJtFU0Q==" }, "xtend": { "version": "4.0.2", From d4b2799206579293d08dba1a7eb835a8507845fb Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Thu, 20 May 2021 00:13:12 +0200 Subject: [PATCH 81/98] feat(renovate): enable lockfile maintenance --- renovate.json | 1 + 1 file changed, 1 insertion(+) diff --git a/renovate.json b/renovate.json index f381d5b..3ee06fa 100644 --- a/renovate.json +++ b/renovate.json @@ -13,6 +13,7 @@ ":semanticCommits", ":semanticCommitTypeAll(chore)" ], + "lockFileMaintenance": { "enabled": true }, "major": { "automerge": false } From 4664e58dccb2845387508ccdb34bcd42bad11fb7 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Thu, 20 May 2021 00:13:30 +0200 Subject: [PATCH 82/98] fix(package): correct script paths --- package.json | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/package.json b/package.json index 5ea73c4..adf8521 100644 --- a/package.json +++ b/package.json @@ -26,10 +26,10 @@ ], "license": "ISC", "scripts": { - "backtest": "node ./src/backtest.js", + "backtest": "node ./src/server/backtest.js", "build": "tsc", "lint": "eslint --cache src", - "start": "node ./src/server.js", + "server": "node ./src/server/server.js", "test": "jest", "trader": "node ./dist/src/trader/trader.js" }, From 4ee757a87d665d699fd8804bada938c68781dcfb Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Thu, 20 May 2021 00:17:40 +0200 Subject: [PATCH 83/98] fix(server): revert env.js --- src/server/{env.ts => env.js} | 10 ++++------ 1 file changed, 4 insertions(+), 6 deletions(-) rename src/server/{env.ts => env.js} (79%) diff --git a/src/server/env.ts b/src/server/env.js similarity index 79% rename from src/server/env.ts rename to src/server/env.js index f293cf7..0bd9613 100644 --- a/src/server/env.ts +++ b/src/server/env.js @@ -1,12 +1,10 @@ // read .env file into proces.env -import dotenvv from "dotenv" -import envalid from "envalid" +require("dotenv").config() -import * as packageJson from "../../package.json" +const envalid = require("envalid") +var packageJson = require("../../package.json") -dotenvv.config() - -export default envalid.cleanEnv(process.env, { +module.exports = envalid.cleanEnv(process.env, { BACKTEST_TEST_PAIR: envalid.str({ default: "BTCUSDT" }), BVA_API_KEY: envalid.str(), CONNECT_SERVER_TO_BVA: envalid.bool({ default: true }), From 6e74ff998054e5968e5f3c81ea1db4d1a1a22095 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Thu, 20 May 2021 00:57:33 +0200 Subject: [PATCH 84/98] docs(getting-started): correct server start script name --- docs/GETTING-STARTED-MANUALLY.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/GETTING-STARTED-MANUALLY.md b/docs/GETTING-STARTED-MANUALLY.md index 1991c5e..94c511d 100644 --- a/docs/GETTING-STARTED-MANUALLY.md +++ b/docs/GETTING-STARTED-MANUALLY.md @@ -36,9 +36,9 @@ It contains your most private information. **To start the server** to save pair data, define strategies and emit trading signals: ``` -npm run start +npm run server // or -docker run -d --name node-binance-trader -v "$PWD/.env:/srv/app/.env" -p 4000:4000 jsappme/node-binance-trader npm run start +docker run -d --name node-binance-trader -v "$PWD/.env:/srv/app/.env" -p 4000:4000 jsappme/node-binance-trader npm run server ``` **To start the auto trader** to monitor strategies and signals received from the server or the NBT Hub: From 97f3e0e6eecf9405d0d2beedad9d6f7b62216d1f Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Thu, 20 May 2021 20:15:19 +0200 Subject: [PATCH 85/98] chore(trader): remove unused import --- src/trader/trader.ts | 1 - 1 file changed, 1 deletion(-) diff --git a/src/trader/trader.ts b/src/trader/trader.ts index dac5915..60333ff 100644 --- a/src/trader/trader.ts +++ b/src/trader/trader.ts @@ -1,7 +1,6 @@ // TODO: Add MinMax-Check for amount / quantity in trade functions. // TODO: Fallback to spot trading, even if margin trading is allowed. -import BigNumber from "bignumber.js" import PQueue from "p-queue" import logger from "../logger" From 51909d50ee08d2dd87692f6d64a60d167744e35e Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 25 May 2021 21:30:09 +0200 Subject: [PATCH 86/98] fix(trader): implement user feedback Submitted by @PostmanSpat --- src/trader/trader.test.ts | 4 +++- src/trader/trader.ts | 18 ++++++++++-------- 2 files changed, 13 insertions(+), 9 deletions(-) diff --git a/src/trader/trader.test.ts b/src/trader/trader.test.ts index 1f7f7b7..47b078c 100644 --- a/src/trader/trader.test.ts +++ b/src/trader/trader.test.ts @@ -950,5 +950,7 @@ describe("trader", () => { expect(getTradeOpen(signalPositionTypeUnset)).toEqual(undefined) }) - it("rounds step", () => expect(roundStep("10.987", "0.1")).toEqual(10.9)) + it("rounds step to 1 decimal place", () => expect(roundStep("10.987", 1)).toEqual(10.9)) + it("rounds step to 2 decimal places", () => expect(roundStep("100.987", 2)).toEqual(100.98)) + it("rounds step to 3 decimal places", () => expect(roundStep("9.987", 3)).toEqual(9.987)) }) diff --git a/src/trader/trader.ts b/src/trader/trader.ts index 60333ff..419a4d9 100644 --- a/src/trader/trader.ts +++ b/src/trader/trader.ts @@ -267,9 +267,7 @@ export function getTradingSequence( quantity = Number( roundStep( strategy.tradeAmount.dividedBy(signal.price).toString(), - market.limits.amount.min.toString() - // TODO: For Binance use the LOT_SIZE filter's stepSize property. - // It's currently simplified to minimum amount limit here. + market.precision.amount ) ) @@ -322,7 +320,7 @@ export function getTradingSequence( tradingSequence = { before: () => - marginBorrow(market.quote, quantity, Date.now()), + marginBorrow(market.base, quantity, Date.now()), mainAction: order, after: undefined, quantity, @@ -492,13 +490,18 @@ export async function executeTradingTask( "Successfully executed the trading sequence's main action step." ) + if (signal.positionType === undefined) { + logger.error(logDefaultPositionType) + return + } + socket.emitSignalTraded(socketChannel, signal, strategy, quantity) switch (signal.entryType) { case EntryType.ENTER: { tradingMetaData.tradesOpen.push({ // Remember the trade as opened. - positionType: PositionType.LONG, + positionType: signal.positionType, quantity: quantity, strategyId: signal.strategyId, strategyName: signal.strategyName, @@ -614,13 +617,12 @@ export function getTradeOpenFiltered(signal: Signal): TradeOpen[] { // https://github.com/jaggedsoft/node-binance-api/blob/28e1162ccb62bc3fdfc311cdf8e8953c6e14f42c/node-binance-api.js#L2578 // https://github.com/jaggedsoft/node-binance-api/blob/28e1162ccb62bc3fdfc311cdf8e8953c6e14f42c/LICENSE -export function roundStep(qty: string, stepSize: string): number | string { +export function roundStep(qty: string, precision: number): number | string { // Integers do not require rounding if (Number.isInteger(qty)) return qty const qtyString = parseFloat(qty).toFixed(16) - const desiredDecimals = Math.max(stepSize.indexOf("1") - 1, 0) const decimalIndex = qtyString.indexOf(".") - return parseFloat(qtyString.slice(0, decimalIndex + desiredDecimals + 1)) + return parseFloat(qtyString.slice(0, decimalIndex + precision + 1)) } async function run() { From 4af285ad502005e55ec07f07474058fb4f256fdd Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 26 May 2021 15:17:19 +0200 Subject: [PATCH 87/98] feat(trader): use loadMarkets --- src/trader/apis/binance.ts | 19 ++++++++++--------- src/trader/trader.test.ts | 2 +- src/trader/trader.ts | 6 +++--- 3 files changed, 14 insertions(+), 13 deletions(-) diff --git a/src/trader/apis/binance.ts b/src/trader/apis/binance.ts index 8cf7301..9d5667c 100644 --- a/src/trader/apis/binance.ts +++ b/src/trader/apis/binance.ts @@ -19,18 +19,19 @@ if (process.env.NODE_ENV !== "test") { } } -export function fetchMarkets(): Promise> { +export function loadMarkets(isReload?: boolean): Promise> { return new Promise((resolve, reject) => { binanceClient - .fetchMarkets() + .loadMarkets(isReload) .then((value) => { - logger.info(`Loaded ${Object.keys(value).length} markets.`) - resolve( - Object.assign( - {}, - ...value.map((market) => ({ [market.id]: market })) - ) - ) + const markets = JSON.parse(JSON.stringify(value)) // Clone object. + Object.keys(markets).forEach((key) => { // Work around the missing slash ("/") in BVA's signal data. + const keyNew = markets[key].id + markets[keyNew] = markets[key] + delete markets[key] + }) + logger.info(`Loaded ${Object.keys(markets).length} markets.`) + resolve(markets) }) .catch((reason) => { logger.error(`Failed to get markets: ${reason}`) diff --git a/src/trader/trader.test.ts b/src/trader/trader.test.ts index 47b078c..7122f1a 100644 --- a/src/trader/trader.test.ts +++ b/src/trader/trader.test.ts @@ -308,7 +308,7 @@ describe("trader", () => { tradingMetaData.strategies.strategyId.isActive = true const spy = jest - .spyOn(binance, "fetchMarkets") + .spyOn(binance, "loadMarkets") .mockImplementation(() => Promise.resolve({})) await trade(signal) diff --git a/src/trader/trader.ts b/src/trader/trader.ts index 419a4d9..2d76b0e 100644 --- a/src/trader/trader.ts +++ b/src/trader/trader.ts @@ -6,7 +6,7 @@ import PQueue from "p-queue" import logger from "../logger" import { createMarketOrder, - fetchMarkets, + loadMarkets, marginBorrow, marginRepay, } from "./apis/binance" @@ -177,7 +177,7 @@ export async function checkTradingData(signal: Signal): Promise { } const market = ( - await fetchMarkets().catch((reason) => { + await loadMarkets().catch((reason) => { return Promise.reject(reason) }) )[signal.symbol] @@ -631,7 +631,7 @@ async function run() { tradingMetaData.tradesOpen = await getTradeOpenList().catch((reason) => { return Promise.reject(reason) }) - await fetchMarkets().catch((reason) => { + await loadMarkets(true).catch((reason) => { return Promise.reject(reason) }) From 0d4d5fa16f0c23025ef5133871204d5ff057dfac Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Wed, 26 May 2021 15:17:47 +0200 Subject: [PATCH 88/98] feat(trader): set position type on signal itself --- src/trader/trader.ts | 11 ++++++----- 1 file changed, 6 insertions(+), 5 deletions(-) diff --git a/src/trader/trader.ts b/src/trader/trader.ts index 2d76b0e..dbe6c58 100644 --- a/src/trader/trader.ts +++ b/src/trader/trader.ts @@ -138,6 +138,8 @@ export async function onCloseTradedSignal( ): Promise { const signal = new Signal(signalJson) + logger.info(`Received a close traded signal ${getOnSignalLogData(signal)}.`) + signal.entryType = EntryType.EXIT await exportFunctions.trade(signal).catch((reason) => { @@ -148,7 +150,7 @@ export async function onCloseTradedSignal( export function onStopTradedSignal(signalJson: SignalJson): boolean { const signal = new Signal(signalJson) - logger.info(`Received an stop trade signal ${getOnSignalLogData(signal)}.`) + logger.info(`Received an stop traded signal ${getOnSignalLogData(signal)}.`) const tradeOpen = getTradeOpen(signal) @@ -200,8 +202,6 @@ export async function checkTradingData(signal: Signal): Promise { return Promise.reject(logMessage) } - let positionType = signal.positionType - if (signal.entryType === EntryType.EXIT) { const tradeOpen = getTradeOpen(signal) @@ -210,10 +210,11 @@ export async function checkTradingData(signal: Signal): Promise { return Promise.reject(logTradeOpenNone) } - positionType = tradeOpen.positionType + logger.debug(`Getting position type from open tade: ${tradeOpen.positionType}.`) + signal.positionType = tradeOpen.positionType } - switch (positionType) { + switch (signal.positionType) { case PositionType.LONG: { if (!market.spot) { const logMessage = `Failed to trade as spot trading is unavailable for a long position on symbol ${market.symbol}.` From 83b672717e9aa3ef3a24cd7e5d169107c11aba7f Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 31 Aug 2021 03:19:40 +0200 Subject: [PATCH 89/98] fix(docker): correct build commands --- Dockerfile | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/Dockerfile b/Dockerfile index 0f8fa7f..1f17a77 100644 --- a/Dockerfile +++ b/Dockerfile @@ -19,8 +19,8 @@ WORKDIR /srv/app/ COPY --from=development /srv/app/ ./ -RUN npm install && \ - npm run lint && \ +RUN npm run lint && \ + npm run build && \ npm run test ENV NODE_ENV=production From 6ec9ae5b46ff32288d370301579ffad000afb409 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 31 Aug 2021 03:45:29 +0200 Subject: [PATCH 90/98] fix(trader/binance): remove .api --- src/trader/apis/binance.ts | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/src/trader/apis/binance.ts b/src/trader/apis/binance.ts index 9d5667c..a5b05e6 100644 --- a/src/trader/apis/binance.ts +++ b/src/trader/apis/binance.ts @@ -57,7 +57,7 @@ export async function marginBorrow( timestamp: number ): Promise { if (!binanceClient) return Promise.reject(logBinanceUndefined) - return binanceClient.api.sapiPostMarginLoan({ + return binanceClient.sapiPostMarginLoan({ asset, isIsolated: false, // "false" for cross margin borrow without specification of a symbol. amount, @@ -71,7 +71,7 @@ export async function marginRepay( timestamp: number ): Promise { if (!binanceClient) return Promise.reject(logBinanceUndefined) - return binanceClient.api.sapiPostMarginRepay({ + return binanceClient.sapiPostMarginRepay({ asset, isIsolated: false, // "false" for cross margin repay without specification of a symbol. amount, From 0a0df7fc18a33c46efa13ebca91936f8abe8e851 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 31 Aug 2021 03:57:49 +0200 Subject: [PATCH 91/98] chore(renovate): disable dependency dashboard --- renovate.json | 1 + 1 file changed, 1 insertion(+) diff --git a/renovate.json b/renovate.json index 3ee06fa..c28e991 100644 --- a/renovate.json +++ b/renovate.json @@ -10,6 +10,7 @@ }, "extends": [ "config:base", + ":disableDependencyDashboard", ":semanticCommits", ":semanticCommitTypeAll(chore)" ], From e565535dadfdec73a72cdfb9b9a0e745d972a844 Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 19 Apr 2022 04:53:29 +0200 Subject: [PATCH 92/98] chore(package): update lockfile version --- package-lock.json | 10009 +++++++++++++++++++++++++++++++++++++++++++- 1 file changed, 9980 insertions(+), 29 deletions(-) diff --git a/package-lock.json b/package-lock.json index 954ad66..56d3b7e 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1,8 +1,9960 @@ { "name": 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+ "version": "1.0.5", + "resolved": "https://registry.npmjs.org/tmpl/-/tmpl-1.0.5.tgz", + "integrity": "sha512-3f0uOEAQwIqGuWW2MVzYg8fV/QNnc/IpuJNG837rLuczAaLVHslWHZQj4IGiEl5Hs3kkbhwL9Ab7Hrsmuj+Smw==", "dev": true }, "to-array": { @@ -17290,12 +17133,6 @@ "resolved": "https://registry.npmjs.org/has-values/-/has-values-0.1.4.tgz", "integrity": "sha1-bWHeldkd/Km5oCCJrThL/49it3E=", "dev": true - }, - "isarray": { - "version": "1.0.0", - "resolved": "https://registry.npmjs.org/isarray/-/isarray-1.0.0.tgz", - "integrity": "sha1-u5NdSFgsuhaMBoNJV6VKPgcSTxE=", - "dev": true } } }, @@ -17522,11 +17359,6 @@ "triple-beam": "^1.2.0" }, "dependencies": { - "isarray": { - "version": "1.0.0", - "resolved": "https://registry.npmjs.org/isarray/-/isarray-1.0.0.tgz", - "integrity": "sha1-u5NdSFgsuhaMBoNJV6VKPgcSTxE=" - }, "readable-stream": { "version": "2.3.7", "resolved": "https://registry.npmjs.org/readable-stream/-/readable-stream-2.3.7.tgz", @@ -17584,15 +17416,6 @@ "is-fullwidth-code-point": 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- "version": "6.0.0", - "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.0.tgz", - "integrity": "sha512-AuvKTrTfQNYNIctbR1K/YGTR1756GycPsg7b9bdV9Duqur4gv6aKqHXah67Z8ImS7WEz5QVcOtlfW2rZEugt6w==", - "dev": true, - "requires": { - "ansi-regex": "^5.0.0" - } - } } } } From 94c42c74c0cd93f2080fe2197536c4e7913022fb Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 19 Apr 2022 04:58:25 +0200 Subject: [PATCH 94/98] chore(deps): patch updates --- package-lock.json | 532 ++++++++++++++++++++++++---------------------- package.json | 16 +- 2 files changed, 289 insertions(+), 259 deletions(-) diff --git a/package-lock.json b/package-lock.json index f9d971a..3816e5c 100644 --- a/package-lock.json +++ b/package-lock.json @@ -10,13 +10,13 @@ "license": "ISC", "dependencies": { "axios": "0.21.2", - "bignumber.js": "9.0.1", + "bignumber.js": "9.0.2", "binance-api-node": "0.10.41", "ccxt": "1.48.90", "dotenv": "8.2.0", "envalid": "7.1.0", - "express": "4.17.1", - "moment": "2.29.2", + "express": "4.17.3", + "moment": "2.29.3", "nodemailer": "6.6.1", "ora": "5.4.0", "p-queue": "6.6.2", @@ -28,13 +28,13 @@ "winston": "3.3.3" }, "devDependencies": { - "@types/express": "4.17.11", + "@types/express": "4.17.13", "@types/jest": "26.0.23", - "@types/lodash": "4.14.168", - "@types/nodemailer": "6.4.1", + "@types/lodash": "4.14.182", + "@types/nodemailer": "6.4.4", "@types/socket.io-client": "1.4.36", - "@types/supertest": "2.0.11", - "@types/telebot": "1.2.2", + "@types/supertest": "2.0.12", + "@types/telebot": "1.2.4", "@typescript-eslint/eslint-plugin": "4.22.0", "@typescript-eslint/parser": "4.22.0", "eslint": "7.24.0", @@ -1269,9 +1269,9 @@ "dev": true }, "node_modules/@types/express": { - "version": "4.17.11", - "resolved": "https://registry.npmjs.org/@types/express/-/express-4.17.11.tgz", - "integrity": "sha512-no+R6rW60JEc59977wIxreQVsIEOAYwgCqldrA/vkpCnbD7MqTefO97lmoBe4WE0F156bC4uLSP1XHDOySnChg==", + "version": "4.17.13", + "resolved": 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}, - "dependencies": { - "is-fullwidth-code-point": { - "version": "3.0.0", - "resolved": "https://registry.npmjs.org/is-fullwidth-code-point/-/is-fullwidth-code-point-3.0.0.tgz", - "integrity": "sha512-zymm5+u+sCsSWyD9qNaejV3DFvhCKclKdizYaJUuHA83RLjb7nSuGnddCHGv0hk+KY7BMAlsWeK4Ueg6EV6XQg==", - "dev": true - }, - "string-width": { - "version": "4.2.2", - "resolved": "https://registry.npmjs.org/string-width/-/string-width-4.2.2.tgz", - "integrity": "sha512-XBJbT3N4JhVumXE0eoLU9DCjcaF92KLNqTmFCnG1pf8duUxFGwtP6AD6nkjw9a3IdiRtL3E2w3JDiE/xi3vOeA==", - "dev": true, - "requires": { - "emoji-regex": "^8.0.0", - "is-fullwidth-code-point": "^3.0.0", - "strip-ansi": "^6.0.0" - } - } } }, "yargs-parser": { diff --git a/package.json b/package.json index 657e740..ca9d172 100644 --- a/package.json +++ b/package.json @@ -37,20 +37,20 @@ "axios": "0.21.2", "bignumber.js": "9.0.2", "binance-api-node": "0.10.41", - "ccxt": "1.48.90", + "ccxt": "1.79.84", "dotenv": "8.2.0", - "envalid": "7.1.0", + "envalid": "7.3.1", "express": "4.17.3", "moment": "2.29.3", - "nodemailer": "6.6.1", + "nodemailer": "6.7.3", "ora": "5.4.0", "p-queue": "6.6.2", - "pg": "8.6.0", + "pg": "8.7.3", "socket.io": "2.4.1", "socket.io-client": "2.4.0", "telebot": "1.4.1", - "tulind": "0.8.18", - "winston": "3.3.3" + "tulind": "0.8.20", + "winston": "3.7.2" }, "devDependencies": { "@types/express": "4.17.13", @@ -65,9 +65,9 @@ "eslint": "7.24.0", "jest": "26.6.3", "strip-ansi": "6.0.0", - "supertest": "6.1.3", + "supertest": "6.2.2", "ts-jest": "26.5.5", "ts-node": "9.1.1", - "typescript": "4.2.4" + "typescript": "4.6.3" } } From efe1758f4e052772476aa2024f975f9a3f48cb5a Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 19 Apr 2022 05:07:01 +0200 Subject: [PATCH 96/98] fix: correct typing --- src/trader/notifiers/gmail.ts | 4 ++-- src/trader/trader.ts | 6 ++++++ 2 files changed, 8 insertions(+), 2 deletions(-) diff --git a/src/trader/notifiers/gmail.ts b/src/trader/notifiers/gmail.ts index 2c041d7..3506dba 100644 --- a/src/trader/notifiers/gmail.ts +++ b/src/trader/notifiers/gmail.ts @@ -1,5 +1,5 @@ import env from "../env" -import nodeMailer from "nodemailer" +import nodeMailer, { SentMessageInfo } from "nodemailer" import { Notifier, NotifierMessage } from "../types/notifier" import logger from "../../logger" @@ -18,7 +18,7 @@ const mailTransport = nodeMailer.createTransport( )}@smtp.gmail.com` ) -async function notify(message: NotifierMessage): Promise { +async function notify(message: NotifierMessage): Promise { if (!env().IS_NOTIFIER_GMAIL_ENABLED) return return mailTransport diff --git a/src/trader/trader.ts b/src/trader/trader.ts index dbe6c58..9e0929c 100644 --- a/src/trader/trader.ts +++ b/src/trader/trader.ts @@ -264,6 +264,12 @@ export function getTradingSequence( switch (signal.entryType) { case EntryType.ENTER: { + if (!market.precision.amount) { + const logMessage = "Could not get precision amount!" + logger.error(logMessage) + break + } + // First, get the quantity to enter with. quantity = Number( roundStep( From cc7ccb762f057af1fb80c949e7158b282881560d Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 19 Apr 2022 08:20:10 +0200 Subject: [PATCH 97/98] chore(deps): major upgrades chore(deps): npm upgrade --- package-lock.json | 10639 ++++++++++++++------------------------------ package.json | 25 +- 2 files changed, 3272 insertions(+), 7392 deletions(-) diff --git a/package-lock.json b/package-lock.json index 4399150..844850e 100644 --- a/package-lock.json +++ b/package-lock.json @@ -9,16 +9,15 @@ "version": "0.5.0", "license": "ISC", "dependencies": { - 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"node": ">=0.12" + "node": ">=12" }, "description": "An efficient cryptocurrency trading bot development framework for Binance using Node.js", "main": "./src/server.js", @@ -34,16 +34,15 @@ "trader": "node ./dist/src/trader/trader.js" }, "dependencies": { - "axios": "0.21.2", + "axios": "0.26.1", "bignumber.js": "9.0.2", - "binance-api-node": "0.10.41", + "binance-api-node": "0.11.35", "ccxt": "1.79.84", - "dotenv": "8.2.0", + "dotenv": "16.0.0", "envalid": "7.3.1", "express": "4.17.3", "moment": "2.29.3", "nodemailer": "6.7.3", - "ora": "5.4.0", "p-queue": "6.6.2", "pg": "8.7.3", "socket.io": "2.4.1", @@ -54,20 +53,20 @@ }, "devDependencies": { "@types/express": "4.17.13", - "@types/jest": "26.0.23", + "@types/jest": "27.4.1", "@types/lodash": "4.14.182", "@types/nodemailer": "6.4.4", "@types/socket.io-client": "1.4.36", "@types/supertest": "2.0.12", "@types/telebot": "1.2.4", - "@typescript-eslint/eslint-plugin": "4.22.0", - "@typescript-eslint/parser": "4.22.0", - "eslint": "7.24.0", - "jest": "26.6.3", - "strip-ansi": "6.0.0", + "@typescript-eslint/eslint-plugin": "5.20.0", + "@typescript-eslint/parser": "5.20.0", + "eslint": "8.13.0", + "jest": "27.5.1", + "strip-ansi": "6.0.1", "supertest": "6.2.2", - "ts-jest": "26.5.5", - "ts-node": "9.1.1", + "ts-jest": "27.1.4", + "ts-node": "10.7.0", "typescript": "4.6.3" } } From 0c5067595c362e1a6a5b943514927be2bb110e9c Mon Sep 17 00:00:00 2001 From: Jonas Thelemann Date: Tue, 19 Apr 2022 05:18:25 +0200 Subject: [PATCH 98/98] fix(test): correct typing --- src/trader/trader.test.ts | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/src/trader/trader.test.ts b/src/trader/trader.test.ts index 7122f1a..0ec268d 100644 --- a/src/trader/trader.test.ts +++ b/src/trader/trader.test.ts @@ -326,7 +326,7 @@ describe("trader", () => { cost: { min: 0.0001, max: 0 }, // "max" didn't come with this dataset originally and was added due to typescript constraints. // market: { min: 0, max: 1695.00721821 }, }, - precision: { base: 8, quote: 8, amount: 3, price: 6 }, + precision: { amount: 3, price: 6 }, tierBased: false, percentage: true, taker: 0.001, @@ -447,7 +447,7 @@ describe("trader", () => { cost: { min: 0.0001, max: 0 }, // "max" didn't come with this dataset originally and was added due to typescript constraints. // market: { min: 0, max: 1695.00721821 }, }, - precision: { base: 8, quote: 8, amount: 3, price: 6 }, + precision: { amount: 3, price: 6 }, tierBased: false, percentage: true, taker: 0.001, @@ -678,7 +678,7 @@ describe("trader", () => { cost: { min: 0.0001, max: 0 }, // "max" didn't come with this dataset originally and was added due to typescript constraints. // market: { min: 0, max: 1695.00721821 }, }, - precision: { base: 8, quote: 8, amount: 3, price: 6 }, + precision: { amount: 3, price: 6 }, tierBased: false, percentage: true, taker: 0.001,