Merge pull request #23 from askmike/develop

Merge

core/gekkoStream.js

@@ -32,6 +32,10 @@ if(config.debug && mode !== 'importer') {
   // decorate with more debug information
   Gekko.prototype._write = function(chunk, encoding, _done) {
 
+    if(chunk.isFinished) {
+      return this.finalize();
+    }
+
     const start = moment();
     var relayed = false;
     var at = null;
@@ -58,6 +62,10 @@ if(config.debug && mode !== 'importer') {
 } else {
   // skip decoration
   Gekko.prototype._write = function(chunk, encoding, _done) {
+    if(chunk.isFinished) {
+      return this.finalize();
+    }
+
     const flushEvents = _.after(this.candleConsumers.length, () => {
       this.flushDefferedEvents();
       _done();
@@ -94,6 +102,7 @@ Gekko.prototype.finalize = function() {
 }
 
 Gekko.prototype.shutdown = function() {
+  this.end();
   async.eachSeries(
     this.plugins,
     function(c, callback) {

core/markets/backtest.js

@@ -74,7 +74,7 @@ Market.prototype.processCandles = function(err, candles) {
     if(this.ended) {
       this.closed = true;
       this.reader.close();
-      this.emit('end');
+      this.push({isFinished: true});
     } else {
       util.die('Query returned no candles (do you have local data for the specified range?)');
     }

exchange/exchangeUtils.js

@@ -4,7 +4,7 @@ const retry = require('retry');
 const errors = require('./exchangeErrors');
 const _ = require('lodash');
 
-const retryInstance = (options, checkFn, callback) => {
+const retryInstance = (options, checkFn, callback, e) => {
   if(!options) {
     options = {
       retries: 100,
@@ -19,10 +19,13 @@ const retryInstance = (options, checkFn, callback) => {
   const operation = retry.operation(options);
   operation.attempt(function(currentAttempt) {
     checkFn((err, result) => {
+
       if(!err) {
         return callback(undefined, result);
       }
 
+      console.log(new Date, err.message);
+
       let maxAttempts = err.retry;
       if(maxAttempts === true)
         maxAttempts = 10;

exchange/orders/sticky.js

@@ -43,10 +43,14 @@ class StickyOrder extends BaseOrder {
       return false;
     }
 
+    console.log(new Date, 'sticky create', side);
+
     this.side = side;
 
     this.amount = this.roundAmount(rawAmount);
 
+    this.initialLimit = params.initialLimit;
+
     if(side === 'buy') {
       if(params.limit)
         this.limit = this.roundPrice(params.limit);
@@ -66,9 +70,19 @@ class StickyOrder extends BaseOrder {
 
     this.outbid = params.outbid && _.isFunction(this.outbidPrice);
 
-    this.price = this.calculatePrice(this.data.ticker);
+    if(this.data && this.data.ticker) {
+      this.price = this.calculatePrice(this.data.ticker);
+      this.createOrder();
+    } else {
+      this.api.getTicker((err, ticker) => {
+        if(this.handleError(err)) {
+          return;
+        }
 
-    this.createOrder();
+        this.price = this.calculatePrice(ticker);
+        this.createOrder();
+      });
+    }
 
     return this;
   }
@@ -77,7 +91,13 @@ class StickyOrder extends BaseOrder {
 
     const r = this.roundPrice;
 
+    if(this.initialLimit && !this.id) {
+      console.log('passing initial limit of:', this.limit);
+      return r(this.limit);
+    }
+
     if(this.side === 'buy') {
+
       if(ticker.bid >= this.limit) {
         return r(this.limit);
       }

exchange/util/genMarketFiles/update-kraken.js

@@ -60,6 +60,9 @@ let getMinTradeSize = asset => {
   case 'USDT':
     minTradeSize = '5'
     break;
+  case 'XXDG':
+    minTradeSize = '3000'
+    break;
   default:
     break;
   }

exchange/wrappers/coinfalcon.js

@@ -100,8 +100,6 @@ Trader.prototype.retry = function(method, args) {
 
   // run the failed method again with the same arguments after wait
   setTimeout(() => {
-    console.log('cf retry..');
-    console.log(args);
     method.apply(this, args);
   }, wait);
 };
@@ -257,6 +255,7 @@ Trader.prototype.cancelOrder = function(order, callback) {
   const args = _.toArray(arguments);
 
   const handle = this.processResponse(this.cancelOrder, args, (err, res) => {
+
     if(err) {
       if(err.message.includes('has wrong status.')) {
 
@@ -284,7 +283,9 @@ Trader.prototype.cancelOrder = function(order, callback) {
       return callback(err);
     }
 
-    callback(undefined, false);
+    callback(undefined, false, {
+      filled: res.data.size_filled
+    });
   });
 
   this.coinfalcon.delete('user/orders/' + order).then(handle.success).catch(handle.failure);

exchange/wrappers/gdax.js

@@ -18,8 +18,8 @@ const Trader = function(config) {
   this.asset = config.asset;
   this.currency = config.currency;
 
-  this.api_url = 'https://api.gdax.com';
-  this.api_sandbox_url = 'https://api-public.sandbox.gdax.com';
+  this.api_url = 'https://api.pro.coinbase.com';
+  this.api_sandbox_url = 'https://api-public.sandbox.pro.coinbase.com';
 
   if (_.isObject(config)) {
     this.key = config.key;
@@ -374,7 +374,7 @@ Trader.prototype.getTrades = function(since, callback, descending) {
         _.bind(handler, this),
         _.bind(process, this)
       );
-    } else {
+    } else if (since) {
       console.log('Scanning back in the history needed...', since);
     }
   }

exchange/wrappers/kraken-markets.json

@@ -736,7 +736,7 @@
       ],
       "book": "XXDGXXBT",
       "minimalOrder": {
-        "amount": 0.01,
+        "amount": "3000",
         "unit": "asset"
       },
       "pricePrecision": 8,

exchange/wrappers/kraken.js

@@ -43,8 +43,8 @@ const recoverableErrors = [
   'Empty response',
   'API:Invalid nonce',
   'General:Temporary lockout',
-  'Response code 520',
-  'Response code 525'
+  'Response code 525',
+  'Service:Busy'
 ];
 
 // errors that might mean
@@ -53,6 +53,7 @@ const unknownResultErrors = [
   'Response code 502',
   'Response code 504',
   'Response code 522',
+  'Response code 520',
 ]
 
 const includes = (str, list) => {
@@ -149,7 +150,9 @@ Trader.prototype.handleResponse = function(funcName, callback, nonMutating, payl
               throw 'a';
             }
 
-            if(order.status === 'canceled') {
+            console.log(order);
+
+            if(order.status !== 'canceled') {
               console.log(new Date, 'it still exists, retrying cancel');
               return this.cancelOrder(payload, callback);
             }
@@ -215,8 +218,8 @@ Trader.prototype.getPortfolio = function(callback) {
   const handle = (err, data) => {
     if(err) return callback(err);
 
-    const assetAmount = parseFloat( data.result[this.market.prefixed[1]] );
-    const currencyAmount = parseFloat( data.result[this.market.prefixed[0]] );
+    let assetAmount = parseFloat( data.result[this.market.prefixed[1]] );
+    let currencyAmount = parseFloat( data.result[this.market.prefixed[0]] );
 
     if(!_.isNumber(assetAmount) || _.isNaN(assetAmount)) {
       console.log(`Kraken did not return portfolio for ${this.asset}, assuming 0.`);