diff --git a/.github/ISSUE_TEMPLATE.md b/.github/ISSUE_TEMPLATE.md index e3a15ea4d..0d97fefe8 100644 --- a/.github/ISSUE_TEMPLATE.md +++ b/.github/ISSUE_TEMPLATE.md @@ -1,17 +1,17 @@ -**Note: for support questions, please join our [Discord server](https://discord.gg/26wMygt)** +**Note: this is the technical bug tracker, please use other platforms for getting support and starting a (non technical) discussion. See the [getting help page](https://gekko.wizb.it/docs/introduction/getting-help.html) for details.** -* **I'm submitting a ...** +**I'm submitting a ...** [ ] bug report -[ ] feature request [ ] question about the decisions made in the repository -* **Action taken** (what you did) +**Action taken** (what you did) -* **Expected result** (what you hoped would happen) +**Expected result** (what you hoped would happen) -* **Actual result** (unexpected outcome) +**Actual result** (unexpected outcome) -* **Other information** (e.g. detailed explanation, stacktraces, related issues, suggestions how to fix, links for us to have context, eg. stackoverflow, etc) +**Other information** (e.g. detailed explanation, stacktraces, related issues, suggestions how to fix, links for us to have context, eg. stackoverflow, etc) + diff --git a/.gitignore b/.gitignore index fcc8694ca..b054f6d5b 100644 --- a/.gitignore +++ b/.gitignore @@ -46,4 +46,6 @@ TMP_* volumes config.js config-*.js +private-*.js +private-*.toml SECRET-api-keys.json \ No newline at end of file diff --git a/bin/gekko_launch.sh b/bin/gekko_launch.sh deleted file mode 100755 index 442f61aab..000000000 --- a/bin/gekko_launch.sh +++ /dev/null @@ -1,18 +0,0 @@ -#navigate to gekko folder, change this if your location is different -cd ~/gekko - -# zip previous log files for this config -now="`date +%Y%m%d%H%M%S`" -current_log=log/gekko_log.$1.txt -archive_log=log/gekko_log.$1.$now.txt - -if [ -f $current_log ]; then - mv log/gekko_log.$1.txt $archive_log - zip -vu log/gekko_logs.zip $archive_log - - # remove raw text files now that they're zipped - rm $archive_log -fi - -# finally launch gekko and log output to log file as well as stdout -node gekko config="config/user/$1.js" 2>&1 | tee $current_log diff --git a/bin/gekko_launch_screen.sh b/bin/gekko_launch_screen.sh deleted file mode 100755 index f1e88249c..000000000 --- a/bin/gekko_launch_screen.sh +++ /dev/null @@ -1,3 +0,0 @@ -#!/bin/sh -screen -dmS gekko_$1 ~/gekko/bin/gekko_launch.sh $1 - diff --git a/bin/gekko_log_grab.sh b/bin/gekko_log_grab.sh deleted file mode 100755 index bad586ca2..000000000 --- a/bin/gekko_log_grab.sh +++ /dev/null @@ -1 +0,0 @@ -tail -f ~/gekko/log/gekko_log.$1.txt diff --git a/bin/gekko_screen_grab.sh b/bin/gekko_screen_grab.sh deleted file mode 100755 index 88ff923ca..000000000 --- a/bin/gekko_screen_grab.sh +++ /dev/null @@ -1 +0,0 @@ -screen -dR gekko_$1 diff --git a/config/strategies/DEMA.toml b/config/strategies/DEMA.toml index d60549806..0916c41c8 100644 --- a/config/strategies/DEMA.toml +++ b/config/strategies/DEMA.toml @@ -1,6 +1,5 @@ -short = 10 -long = 21 +weight = 21 [thresholds] down = -0.025 -up = 0.025 \ No newline at end of file +up = 0.025 diff --git a/config/strategies/TMA.toml b/config/strategies/TMA.toml new file mode 100644 index 000000000..f91574168 --- /dev/null +++ b/config/strategies/TMA.toml @@ -0,0 +1,3 @@ +short = 7 +medium = 25 +long = 99 diff --git a/core/budfox/marketFetcher.js b/core/budfox/marketFetcher.js index 3097d98a6..d6700e54f 100644 --- a/core/budfox/marketFetcher.js +++ b/core/budfox/marketFetcher.js @@ -1,8 +1,8 @@ -// -// The fetcher is responsible for fetching new +// +// The fetcher is responsible for fetching new // market data at the exchange on interval. It will emit // the following events: -// +// // - `trades batch` - all new trades. // - `trade` - the most recent trade after every fetch @@ -21,13 +21,13 @@ var Fetcher = function(config) { if(!_.isObject(config)) throw 'TradeFetcher expects a config'; - var provider = config.watch.exchange.toLowerCase(); - var DataProvider = require(util.dirs().gekko + 'exchanges/' + provider); + var exchangeName = config.watch.exchange.toLowerCase(); + var DataProvider = require(util.dirs().gekko + 'exchanges/' + exchangeName); _.bindAll(this); - // Create a public dataProvider object which can retrieve live + // Create a public dataProvider object which can retrieve live // trade information from an exchange. - this.watcher = new DataProvider(config.watch); + this.exchangeTrader = new DataProvider(config.watch); this.exchange = exchangeChecker.settings(config.watch); @@ -72,7 +72,7 @@ Fetcher.prototype._fetch = function(since) { if(++this.tries >= this.limit) return; - this.watcher.getTrades(since, this.processTrades, false); + this.exchangeTrader.getTrades(since, this.processTrades, false); } Fetcher.prototype.fetch = function() { diff --git a/core/budfox/tradeBatcher.js b/core/budfox/tradeBatcher.js index 60b276a47..b6b5e13d1 100644 --- a/core/budfox/tradeBatcher.js +++ b/core/budfox/tradeBatcher.js @@ -1,5 +1,5 @@ // -// Small wrapper that only propogates new trades. +// Small wrapper that only propagates new trades. // // Expects trade batches to be written like: // [ diff --git a/core/exchangeChecker.js b/core/exchangeChecker.js index 79e3582b9..a4542b11e 100644 --- a/core/exchangeChecker.js +++ b/core/exchangeChecker.js @@ -3,6 +3,7 @@ var fs = require('fs'); var util = require('./util'); var config = util.getConfig(); var dirs = util.dirs(); +var moment = require('moment'); var Checker = function() { _.bindAll(this); @@ -72,6 +73,12 @@ Checker.prototype.cantFetchFullHistory = function(conf) { if(!exchange.providesFullHistory) return 'The exchange ' + name + ' does not provide full history (or Gekko doesn\'t support importing it)'; + + if ("exchangeMaxHistoryAge" in exchange) { + if (moment(config.importer.daterange.from) < moment().subtract(exchange.exchangeMaxHistoryAge, "days")) { + return 'Unsupported date from! ' + exchange.name + ' supports history of max ' + exchange.exchangeMaxHistoryAge + ' days..'; + } + } } // check if the exchange if configured correctly for real trading @@ -108,4 +115,4 @@ Checker.prototype.settings = function(conf) { } -module.exports = new Checker(); \ No newline at end of file +module.exports = new Checker(); diff --git a/core/markets/leech.js b/core/markets/leech.js index 2c8ed5149..11be19e97 100644 --- a/core/markets/leech.js +++ b/core/markets/leech.js @@ -1,6 +1,6 @@ // a leech market is "semi-realtime" and pulls out candles of a -// database (which is expected to be updated reguraly, like with a -// realtime market running in parralel). +// database (which is expected to be updated regularly, like with a +// realtime market running in parallel). const _ = require('lodash'); const moment = require('moment'); diff --git a/core/pipeline.js b/core/pipeline.js index 18a1ac43e..6590f23b3 100644 --- a/core/pipeline.js +++ b/core/pipeline.js @@ -6,7 +6,7 @@ all enabled plugins are actually supported by that market. Read more here: - @link https://github.com/askmike/gekko/blob/stable/docs/internals/architecture.md + https://gekko.wizbit/docs/internals/architecture.html */ diff --git a/core/talib.js b/core/talib.js index fdad18459..117da8b1f 100644 --- a/core/talib.js +++ b/core/talib.js @@ -1,7 +1,7 @@ var semver = require("semver"); var _ = require('lodash'); -// validate that talib is installed, if not we'll throw an excepion which will +// validate that talib is installed, if not we'll throw an exception which will // prevent further loading or out outside this module try { var talib = require("talib"); @@ -48,6 +48,933 @@ var verifyParams = (methodName, params) => { var methods = {}; + +//////////////////////////////Pattern Recognition////////////////////////////// +methods.cdl2crows = { + requires: [], + create: (params) => { + verifyParams('cdl2crows', params); + return (data, callback) => execute(callback, { + name: "CDL2CROWS", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdl3blackcrows = { + requires: [], + create: (params) => { + verifyParams('cdl3blackcrows', params); + return (data, callback) => execute(callback, { + name: "CDL3BLACKCROWS", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdl3inside = { + requires: [], + create: (params) => { + verifyParams('cdl3inside', params); + return (data, callback) => execute(callback, { + name: "CDL3INSIDE", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdl3linestrike = { + requires: [], + create: (params) => { + verifyParams('cdl3linestrike', params); + return (data, callback) => execute(callback, { + name: "CDL3LINESTRIKE", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdl3outside = { + requires: [], + create: (params) => { + verifyParams('cdl3outside', params); + return (data, callback) => execute(callback, { + name: "CDL3OUTSIDE", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdl3starsinsouth = { + requires: [], + create: (params) => { + verifyParams('cdl3starsinsouth', params); + return (data, callback) => execute(callback, { + name: "CDL3STARSINSOUTH", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdl3whitesoldiers = { + requires: [], + create: (params) => { + verifyParams('cdl3whitesoldiers', params); + return (data, callback) => execute(callback, { + name: "CDL3WHITESOLDIERS", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlabandonedbaby = { + requires: ['optInPenetration'], + create: (params) => { + verifyParams('cdlabandonedbaby', params); + return (data, callback) => execute(callback, { + name: "CDLABANDONEDBABY", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close, + optInPenetration: params.optInPenetration + }); + } +} +methods.cdladvanceblock = { + requires: [], + create: (params) => { + verifyParams('cdladvanceblock', params); + return (data, callback) => execute(callback, { + name: "CDLADVANCEBLOCK", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlbelthold = { + requires: [], + create: (params) => { + verifyParams('cdlbelthold', params); + return (data, callback) => execute(callback, { + name: "CDLBELTHOLD", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlbreakaway = { + requires: [], + create: (params) => { + verifyParams('cdlbreakaway', params); + return (data, callback) => execute(callback, { + name: "CDLBREAKAWAY", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlclosingmarubozu = { + requires: [], + create: (params) => { + verifyParams('cdlclosingmarubozu', params); + return (data, callback) => execute(callback, { + name: "CDLCLOSINGMARUBOZU", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlconcealbabyswall = { + requires: [], + create: (params) => { + verifyParams('cdlconcealbabyswall', params); + return (data, callback) => execute(callback, { + name: "CDLCONCEALBABYSWALL", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlcounterattack = { + requires: [], + create: (params) => { + verifyParams('cdlcounterattack', params); + return (data, callback) => execute(callback, { + name: "CDLCOUNTERATTACK", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdldarkcloudcover = { + requires: ['optInPenetration'], + create: (params) => { + verifyParams('cdldarkcloudcover', params); + return (data, callback) => execute(callback, { + name: "CDLDARKCLOUDCOVER", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close, + optInPenetration: params.optInPenetration + }); + } +} +methods.cdldoji = { + requires: [], + create: (params) => { + verifyParams('cdldoji', params); + return (data, callback) => execute(callback, { + name: "CDLDOJI", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdldojistar = { + requires: [], + create: (params) => { + verifyParams('cdldojistar', params); + return (data, callback) => execute(callback, { + name: "CDLDOJISTAR", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdldragonflydoji = { + requires: [], + create: (params) => { + verifyParams('cdldragonflydoji', params); + return (data, callback) => execute(callback, { + name: "CDLDRAGONFLYDOJI", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlengulfing = { + requires: [], + create: (params) => { + verifyParams('cdlengulfing', params); + return (data, callback) => execute(callback, { + name: "CDLENGULFING", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdleveningdojistar = { + requires: ['optInPenetration'], + create: (params) => { + verifyParams('cdleveningdojistar', params); + return (data, callback) => execute(callback, { + name: "CDLEVENINGDOJISTAR", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close, + optInPenetration: params.optInPenetration + }); + } +} +methods.cdleveningstar = { + requires: ['optInPenetration'], + create: (params) => { + verifyParams('cdleveningstar', params); + return (data, callback) => execute(callback, { + name: "CDLEVENINGSTAR", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close, + optInPenetration: params.optInPenetration + }); + } +} +methods.cdlgapsidesidewhite = { + requires: [], + create: (params) => { + verifyParams('cdlgapsidesidewhite', params); + return (data, callback) => execute(callback, { + name: "CDLGAPSIDESIDEWHITE", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlgravestonedoji = { + requires: [], + create: (params) => { + verifyParams('cdlgravestonedoji', params); + return (data, callback) => execute(callback, { + name: "CDLGRAVESTONEDOJI", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlhammer = { + requires: [], + create: (params) => { + verifyParams('cdlhammer', params); + return (data, callback) => execute(callback, { + name: "CDLHAMMER", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlhangingman = { + requires: [], + create: (params) => { + verifyParams('cdlhangingman', params); + return (data, callback) => execute(callback, { + name: "CDLHANGINGMAN", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlharami = { + requires: [], + create: (params) => { + verifyParams('cdlharami', params); + return (data, callback) => execute(callback, { + name: "CDLHARAMI", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlharamicross = { + requires: [], + create: (params) => { + verifyParams('cdlharamicross', params); + return (data, callback) => execute(callback, { + name: "CDLHARAMICROSS", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlhighwave = { + requires: [], + create: (params) => { + verifyParams('cdlhighwave', params); + return (data, callback) => execute(callback, { + name: "CDLHIGHWAVE", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlhikkake = { + requires: [], + create: (params) => { + verifyParams('cdlhikkake', params); + return (data, callback) => execute(callback, { + name: "CDLHIKKAKE", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlhikkakemod = { + requires: [], + create: (params) => { + verifyParams('cdlhikkakemod', params); + return (data, callback) => execute(callback, { + name: "CDLHIKKAKEMOD", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlhomingpigeon = { + requires: [], + create: (params) => { + verifyParams('cdlhomingpigeon', params); + return (data, callback) => execute(callback, { + name: "CDLHOMINGPIGEON", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlidentical3crows = { + requires: [], + create: (params) => { + verifyParams('cdlidentical3crows', params); + return (data, callback) => execute(callback, { + name: "CDLIDENTICAL3CROWS", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlinneck = { + requires: [], + create: (params) => { + verifyParams('cdlinneck', params); + return (data, callback) => execute(callback, { + name: "CDLINNECK", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlinvertedhammer = { + requires: [], + create: (params) => { + verifyParams('cdlinvertedhammer', params); + return (data, callback) => execute(callback, { + name: "CDLINVERTEDHAMMER", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlkicking = { + requires: [], + create: (params) => { + verifyParams('cdlkicking', params); + return (data, callback) => execute(callback, { + name: "CDLKICKING", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlkickingbylength = { + requires: [], + create: (params) => { + verifyParams('cdlkickingbylength', params); + return (data, callback) => execute(callback, { + name: "CDLKICKINGBYLENGTH", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlladderbottom = { + requires: [], + create: (params) => { + verifyParams('cdlladderbottom', params); + return (data, callback) => execute(callback, { + name: "CDLLADDERBOTTOM", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdllongleggeddoji = { + requires: [], + create: (params) => { + verifyParams('cdllongleggeddoji', params); + return (data, callback) => execute(callback, { + name: "CDLLONGLEGGEDDOJI", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdllongline = { + requires: [], + create: (params) => { + verifyParams('cdllongline', params); + return (data, callback) => execute(callback, { + name: "CDLLONGLINE", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlmarubozu = { + requires: [], + create: (params) => { + verifyParams('cdlmarubozu', params); + return (data, callback) => execute(callback, { + name: "CDLMARUBOZU", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlmatchinglow = { + requires: [], + create: (params) => { + verifyParams('cdlmatchinglow', params); + return (data, callback) => execute(callback, { + name: "CDLMATCHINGLOW", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlmathold = { + requires: ['optInPenetration'], + create: (params) => { + verifyParams('cdlmathold', params); + return (data, callback) => execute(callback, { + name: "CDLMATHOLD", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close, + optInPenetration: params.optInPenetration + }); + } +} +methods.cdlmorningdojistar = { + requires: ['optInPenetration'], + create: (params) => { + verifyParams('cdlmorningdojistar', params); + return (data, callback) => execute(callback, { + name: "CDLMORNINGDOJISTAR", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close, + optInPenetration: params.optInPenetration + }); + } +} +methods.cdlmorningstar = { + requires: ['optInPenetration'], + create: (params) => { + verifyParams('cdlmorningstar', params); + return (data, callback) => execute(callback, { + name: "CDLMORNINGSTAR", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close, + optInPenetration: params.optInPenetration + }); + } +} +methods.cdlonneck = { + requires: [], + create: (params) => { + verifyParams('cdlonneck', params); + return (data, callback) => execute(callback, { + name: "CDLONNECK", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlpiercing = { + requires: [], + create: (params) => { + verifyParams('cdlpiercing', params); + return (data, callback) => execute(callback, { + name: "CDLPIERCING", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlrickshawman = { + requires: [], + create: (params) => { + verifyParams('cdlrickshawman', params); + return (data, callback) => execute(callback, { + name: "CDLRICKSHAWMAN", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlrisefall3methods = { + requires: [], + create: (params) => { + verifyParams('cdlrisefall3methods', params); + return (data, callback) => execute(callback, { + name: "CDLRISEFALL3METHODS", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlseparatinglines = { + requires: [], + create: (params) => { + verifyParams('cdlseparatinglines', params); + return (data, callback) => execute(callback, { + name: "CDLSEPARATINGLINES", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlshootingstar = { + requires: [], + create: (params) => { + verifyParams('cdlshootingstar', params); + return (data, callback) => execute(callback, { + name: "CDLSHOOTINGSTAR", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlshortline = { + requires: [], + create: (params) => { + verifyParams('cdlshortline', params); + return (data, callback) => execute(callback, { + name: "CDLSHORTLINE", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlspinningtop = { + requires: [], + create: (params) => { + verifyParams('cdlspinningtop', params); + return (data, callback) => execute(callback, { + name: "CDLSPINNINGTOP", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlstalledpattern = { + requires: [], + create: (params) => { + verifyParams('cdlstalledpattern', params); + return (data, callback) => execute(callback, { + name: "CDLSTALLEDPATTERN", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlsticksandwich = { + requires: [], + create: (params) => { + verifyParams('cdlsticksandwich', params); + return (data, callback) => execute(callback, { + name: "CDLSTICKSANDWICH", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdltakuri = { + requires: [], + create: (params) => { + verifyParams('cdltakuri', params); + return (data, callback) => execute(callback, { + name: "CDLTAKURI", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdltasukigap = { + requires: [], + create: (params) => { + verifyParams('cdltasukigap', params); + return (data, callback) => execute(callback, { + name: "CDLTASUKIGAP", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlthrusting = { + requires: [], + create: (params) => { + verifyParams('cdlthrusting', params); + return (data, callback) => execute(callback, { + name: "CDLTHRUSTING", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdltristar = { + requires: [], + create: (params) => { + verifyParams('cdltristar', params); + return (data, callback) => execute(callback, { + name: "CDLTRISTAR", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlunique3river = { + requires: [], + create: (params) => { + verifyParams('cdlunique3river', params); + return (data, callback) => execute(callback, { + name: "CDLUNIQUE3RIVER", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlupsidegap2crows = { + requires: [], + create: (params) => { + verifyParams('cdlupsidegap2crows', params); + return (data, callback) => execute(callback, { + name: "CDLUPSIDEGAP2CROWS", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} +methods.cdlxsidegap3methods = { + requires: [], + create: (params) => { + verifyParams('cdlxsidegap3methods', params); + return (data, callback) => execute(callback, { + name: "CDLXSIDEGAP3METHODS", + startIdx: 0, + endIdx: data.close.length - 1, + open: data.open, + high: data.high, + low: data.low, + close: data.close + }); + } +} + +//////////////////////////////Pattern Recognition////////////////////////////// + methods.accbands = { requires: ['optInTimePeriod'], create: (params) => { diff --git a/core/tools/dataStitcher.js b/core/tools/dataStitcher.js index 840303a24..b9756826a 100644 --- a/core/tools/dataStitcher.js +++ b/core/tools/dataStitcher.js @@ -43,7 +43,7 @@ Stitcher.prototype.prepareHistoricalData = function(done) { var requiredHistory = config.tradingAdvisor.candleSize * config.tradingAdvisor.historySize; var Reader = require(dirs.plugins + config.adapter + '/reader'); - + this.reader = new Reader; log.info( @@ -63,6 +63,11 @@ Stitcher.prototype.prepareHistoricalData = function(done) { var idealExchangeStartTime = idealStartTime.clone(); var idealExchangeStartTimeTS = idealExchangeStartTime.unix(); } + else if (idealStartTime.unix() < localData.from) { + log.info('\tLocal data is still too recent, trying to get as much as possible from the exchange'); + var idealExchangeStartTime = idealStartTime.clone(); + var idealExchangeStartTimeTS = idealExchangeStartTime.unix(); + } else { log.debug('\tAvailable local data:'); log.debug('\t\tfrom:', this.ago(localData.from)); @@ -92,7 +97,7 @@ Stitcher.prototype.prepareHistoricalData = function(done) { log.info('\tPreventing Gekko from requesting', minutesAgo, 'minutes of history.'); idealExchangeStartTime = endTime.clone().subtract(maxMinutesAgo, 'minutes'); idealExchangeStartTimeTS = idealExchangeStartTime.unix(); - } + } log.debug('\tFetching exchange data since', this.ago(idealExchangeStartTimeTS)) this.checkExchangeTrades(idealExchangeStartTime, function(err, exchangeData) { diff --git a/core/tulind.js b/core/tulind.js index 52f2ffe3a..a46a5fb80 100644 --- a/core/tulind.js +++ b/core/tulind.js @@ -1,7 +1,7 @@ var semver = require("semver"); var _ = require('lodash'); -// validate that talib is installed, if not we'll throw an excepion which will +// validate that talib is installed, if not we'll throw an exception which will // prevent further loading or out outside this module try { var tulind = require("tulind"); diff --git a/core/util.js b/core/util.js index d59f4ea59..d4fac292d 100644 --- a/core/util.js +++ b/core/util.js @@ -183,8 +183,8 @@ var util = { minTimeout: 1 * 1000, maxTimeout: 3 * 1000 }; - - retryHelper(fn, operation, callback); + + retryHelper(fn, options, callback); }, retryCustom: function(options, fn, callback) { retryHelper(fn, options, callback); diff --git a/core/workers/datasetScan/parent.js b/core/workers/datasetScan/parent.js index 2e1d64181..edc08f9c9 100644 --- a/core/workers/datasetScan/parent.js +++ b/core/workers/datasetScan/parent.js @@ -1,6 +1,7 @@ var _ = require('lodash'); var moment = require('moment'); var async = require('async'); +var os = require('os'); var util = require('../../util'); var dirs = util.dirs(); @@ -19,7 +20,7 @@ module.exports = function(config, done) { if(err) return done(err); - async.each(markets, (market, next) => { + async.eachLimit(markets, os.cpus().length, (market, next) => { let marketConfig = _.clone(config); marketConfig.watch = market; diff --git a/docs/extending/add_an_exchange.md b/docs/extending/add_an_exchange.md index 0e7b133cc..d11754cb8 100644 --- a/docs/extending/add_an_exchange.md +++ b/docs/extending/add_an_exchange.md @@ -41,6 +41,14 @@ The callback needs to have the parameters of `err` and `fee`. Fee is a float tha The callback needs to have the parameters of `err` and `portfolio`. Portfolio needs to be an array of all currencies and assets combined in the form of objects, an example object looks like `{name: 'BTC', amount: 1.42131}` (name needs to be an uppercase string, amount needs to be a float). +### getLotSize + + this.exchange.getLotSize(tradeType, amount, size, callback) + +The callback needs to have the parameters of `err` and `lot`. Lot needs to be an object with `amount` and `purchase` size appropriately for the exchange. In the event that the lot is too small, return 0 to both fields and this will generate a lot size warning in the portfolioManager. + +Note: This function is currently optional. If not implemented `portfolioManager` will fallback to basic lot sizing mechanism it uses internally. However exchanges are not all the same in how rounding and lot sizing work, it is recommend to implement this function. + ### buy this.exchange.buy(amount, price, callback); diff --git a/docs/installation/installing_gekko_on_windows_with_bash_on_windows_10.md b/docs/installation/installing_gekko_on_windows_with_bash_on_windows_10.md index 22f4e00f6..2acbeba79 100644 --- a/docs/installation/installing_gekko_on_windows_with_bash_on_windows_10.md +++ b/docs/installation/installing_gekko_on_windows_with_bash_on_windows_10.md @@ -47,7 +47,7 @@ Open up bash and install node.js: (taken from [here](https://nodejs.org/en/downl ``` sudo apt-get update -curl -sL https://deb.nodesource.com/setup_6.x | sudo -E bash - +curl -sL https://deb.nodesource.com/setup_8.x | sudo -E bash - sudo apt-get install -y nodejs sudo apt-get install -y build-essential ``` diff --git a/docs/introduction/about_gekko.md b/docs/introduction/about_gekko.md index d2dda2cdb..1f5040b13 100644 --- a/docs/introduction/about_gekko.md +++ b/docs/introduction/about_gekko.md @@ -4,7 +4,7 @@ Gekko is a **free and open source** Bitcoin TA trading and backtesting platform *Use Gekko at your own risk.* -![screen shot of gekko backtesting](https://cloud.githubusercontent.com/assets/969743/24838718/8c790a86-1d45-11e7-99ae-e7e551cb40cb.png) +![screen shot of gekko backtesting](https://user-images.githubusercontent.com/969743/35054500-fc705b46-fbac-11e7-9652-306c468505a3.png) ## The gist diff --git a/docs/introduction/getting_help.md b/docs/introduction/getting_help.md new file mode 100644 index 000000000..7979889b0 --- /dev/null +++ b/docs/introduction/getting_help.md @@ -0,0 +1,25 @@ +# Getting Help + +Are you getting stuck installing or using Gekko? Are you struggling with understanding Gekko? Running into problems creating your own plugin or strategy? Do you want to discuss awesome things you want to do with Gekko? This page will explain what to do! + +## Online community + +If you have trouble with anything specific or you want to provide any type of feedback the online communty is the place to be. You can find the community at: + +1. [The online webforum](https://forum.gekko.wizb.it) +2. [The discord channel](https://discord.gg/26wMygt) + +These communities are the place for things like: + +- Solving installation problems + - Solving installation errors + - Helping set up Gekko on a server or embedded device +- Requesting/requesting new features and or changes such as: + - New exchanges to add + - New plugins to add + - General new features +- Getting clarity on what Gekko can do and how it works + +## Technical discussion + +The links above are always the first place to go to when discussing new features. But if you've found a clear bug or you want to **keep the complete discussion 100% technical (meaning completely code and architecture related)** you can use the [bug tracker on github](https://github.com/askmike/gekko/issues). Note that we are trying to keep all other discussions out of the bug tracker to keep the whole thing managable :) \ No newline at end of file diff --git a/docs/introduction/supported_exchanges.md b/docs/introduction/supported_exchanges.md index eb22b6064..6ae0e6458 100644 --- a/docs/introduction/supported_exchanges.md +++ b/docs/introduction/supported_exchanges.md @@ -8,6 +8,7 @@ Gekko is able to directly communicate with the APIs of a number of exchanges. Ho | Exchange | Monitoring | Live Trading | Importing | Notes | | -------------------- |:----------:|:------------:|:---------:| ------------------------ | +| [Binance][24] | ✓ | ✓ | ✓ | | | [Poloniex][2] | ✓ | ✓ | ✓ | | | [GDAX][3] | ✓ | ✓ | ✓ | | | [BTCC][4] | ✓ | ✓ | ✓ | (=BTCChina) | @@ -28,8 +29,7 @@ Gekko is able to directly communicate with the APIs of a number of exchanges. Ho | [lakeBTC][18] | ✓ | ✕ | ✕ | | | [bx.in.th][19] | ✓ | ✕ | ✕ | | | [bitcoin.co.id][22] | ✓ | ✓ | ✕ | | -| [Quadriga CX][23] | ✓ | ✓ | ✕ | | -| [Binance][24] | ✓ | ✓ | ✓ | | | +| [Quadriga CX][23] | ✓ | ✓ | ✕ | | | [1]: ../features/backtesting.md [2]: https://poloniex.com @@ -54,6 +54,7 @@ Gekko is able to directly communicate with the APIs of a number of exchanges. Ho [21]: https://github.com/askmike/gekko/issues/288#issuecomment-223810974 [22]: https://vip.bitcoin.co.id/ [23]: https://quadrigacx.com/ -[24]: https://binance.com/ -[25]: https://coinfalcon.com/ +[24]: https://www.binance.com/?ref=11236330 +[25]: https://coinfalcon.com/?ref=CFJSTEXJQFFE + diff --git a/exchanges/DEBUG_exchange-simulator.js b/exchanges/DEBUG_exchange-simulator.js new file mode 100644 index 000000000..2a6f05606 --- /dev/null +++ b/exchanges/DEBUG_exchange-simulator.js @@ -0,0 +1,73 @@ +// Fake exchanges: used to test purposes to develop Gekko (works without internet). + +const _ = require('lodash'); +const moment = require('moment'); +const log = require('../core/log'); + +const TREND_DURATION = 1000; + +const Trader = function() { + this.name = 'Exchange Simulator'; + this.at = moment().subtract(30, 'minutes'); + + + // fake data + this.price = 100; + this.trend = 'up'; + this.tid = 0; +} + +Trader.prototype.getTrades = function(since, cb) { + const amount = moment().diff(this.at, 'seconds'); + + const trades = _.range(amount).map(() => { + + this.tid++; + + if(this.tid % TREND_DURATION === 0) { + if(this.trend === 'up') + this.trend = 'down'; + else + this.trend = 'up'; + } + + if(this.trend === 'up') + this.price += Math.random(); + else + this.price -= Math.random(); + + return { + date: this.at.add(1, 'seconds').unix(), + price: this.price, + amount: Math.random() * 100, + tid: this.tid + } + }); + + console.log( + `[EXCHANGE SIMULATOR] emitted ${amount} fake trades, up until ${this.at.format('YYYY-MM-DD HH:mm:ss')}.` + ); + + cb(null, trades); +} + +Trader.getCapabilities = function () { + return { + name: 'Exchange Simulator', + slug: 'DEBUG_exchange-simulator', + currencies: ['USD'], + assets: ['BTC', 'BTC'], + maxTradesAge: 60, + maxHistoryFetch: null, + markets: [ + { pair: ['USD', 'BTC'], minimalOrder: { amount: 5, unit: 'currency' } }, + ], + requires: ['key', 'secret', 'username'], + fetchTimespan: 60, + tid: 'tid', + tradable: false + }; +} + +module.exports = Trader; + diff --git a/exchanges/binance-markets.json b/exchanges/binance-markets.json new file mode 100644 index 000000000..2538e8996 --- /dev/null +++ b/exchanges/binance-markets.json @@ -0,0 +1,3286 @@ +{ + "assets": [ + "NULS", + "VEN", + "BNB", + "CTR", + "NEO", + "LINK", + "SALT", + "IOTA", + "ETC", + "AST", + "KNC", + "WTC", + "SNGLS", + "EOS", + "SNT", + "MCO", + "BTC", + "OAX", + "OMG", + "GAS", + "BQX", + "QTUM", + "BNT", + "DNT", + "ICN", + "SNM", + "STRAT", + "ZRX", + "FUN", + "LTC", + "ETH", + "XVG", + "BCC", + "ADA", + "ADX", + "AE", + "AION", + "AMB", + "APPC", + "ARK", + "ARN", + "BAT", + "BCD", + "BCPT", + "BLZ", + "BRD", + "BTG", + "BTS", + "CDT", + "CHAT", + "CMT", + "CND", + "DASH", + "DGD", + "DLT", + "EDO", + "ELF", + "ENG", + "ENJ", + "EVX", + "FUEL", + "GTO", + "GVT", + "GXS", + "HSR", + "ICX", + "INS", + "IOST", + "KMD", + "LEND", + "LRC", + "LSK", + "LUN", + "MANA", + "MDA", + "MOD", + "MTH", + "MTL", + "NANO", + "NAV", + "NCASH", + "NEBL", + "ONT", + "OST", + "PIVX", + "POA", + "POE", + "POWR", + "PPT", + "QSP", + "RCN", + "RDN", + "REQ", + "RLC", + "RPX", + "STEEM", + "STORJ", + "STORM", + "SUB", + "TNB", + "TNT", + "TRIG", + "TRX", + "VIA", + "VIB", + "VIBE", + "WABI", + "WAVES", + "WINGS", + "XEM", + "XLM", + "XMR", + "XRP", + "XZC", + "YOYO", + "ZEC", + "ZIL" + ], + "currencies": [ + "BNB", + "BTC", + "ETH", + "USDT" + ], + "markets": [ + { + "pair": [ + "BNB", + "NULS" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BNB", + "VEN" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.0001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "BNB" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "BTC", + "NULS" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "BTC", + "CTR" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "BTC", + "NEO" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "NULS" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "LINK" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "BTC", + "SALT" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "BTC", + "IOTA" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "BTC", + "ETC" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "AST" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-7, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "KNC" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "BTC", + "WTC" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "BTC", + "SNGLS" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "EOS" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "SNT" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "MCO" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "USDT", + "BTC" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 0.01, + "order": 10 + } + }, + { + "pair": [ + "ETH", + "OAX" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-7, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "OMG" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "GAS" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "BQX" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-7, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "WTC" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "QTUM" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "BNT" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "DNT" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "ICN" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-7, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "SNM" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "SNM" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "SNGLS" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "BQX" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "NEO" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "KNC" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-7, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "STRAT" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "ZRX" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "QTUM" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "FUN" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "LTC" + ], + "minimalOrder": { 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+ "pair": [ + "BTC", + "NEBL" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "NEBL" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "NEO" + ], + "minimalOrder": { + "amount": 0.001, + "price": 0.001, + "order": 1 + } + }, + { + "pair": [ + "USDT", + "NEO" + ], + "minimalOrder": { + "amount": 0.001, + "price": 0.001, + "order": 10 + } + }, + { + "pair": [ + "BTC", + "OAX" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "BNB", + "ONT" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "ONT" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "ONT" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "OST" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "OST" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "OST" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "PIVX" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "PIVX" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "PIVX" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "POA" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "POA" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "POA" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "POE" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "POE" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "POWR" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "POWR" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "POWR" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "PPT" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "PPT" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "QSP" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "QSP" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "QSP" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "QTUM" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "USDT", + "QTUM" + ], + "minimalOrder": { + "amount": 0.001, + "price": 0.001, + "order": 10 + } + }, + { + "pair": [ + "BNB", + "RCN" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "RCN" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "RCN" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "RDN" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "RDN" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "RDN" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-7, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "REQ" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "REQ" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "RLC" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "RLC" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "RLC" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "RPX" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "RPX" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "RPX" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "SNT" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "BNB", + "STEEM" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "STEEM" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "STEEM" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "STORJ" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "STORJ" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-7, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "STORM" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "STORM" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "STORM" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "SUB" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "SUB" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "TNB" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "TNB" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "TNT" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "TNT" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "TRIG" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "TRIG" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "TRIG" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "TRX" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "TRX" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "VEN" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "VEN" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "VIA" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "VIA" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "VIA" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "VIB" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "BTC", + "VIBE" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "VIBE" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-7, + "order": 0.01 + } + }, + { + "pair": [ + "ETH", + "VIB" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "WABI" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "WABI" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "WABI" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "WAVES" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.0001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "WAVES" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-7, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "WAVES" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "WINGS" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "WINGS" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-7, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "WTC" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.0001, + "order": 1 + } + }, + { + "pair": [ + "BNB", + "XEM" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "XEM" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "XEM" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "XLM" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "XLM" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "XLM" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "XMR" + ], + "minimalOrder": { + "amount": 0.001, + "price": 0.000001, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "XMR" + ], + "minimalOrder": { + "amount": 0.001, + "price": 0.00001, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "XRP" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "XRP" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "XVG" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "BNB", + "XZC" + ], + "minimalOrder": { + "amount": 0.001, + "price": 0.001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "XZC" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "XZC" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.000001, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "YOYO" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "YOYO" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "YOYO" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "BTC", + "ZEC" + ], + "minimalOrder": { + "amount": 0.001, + "price": 0.000001, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "ZEC" + ], + "minimalOrder": { + "amount": 0.001, + "price": 0.00001, + "order": 0.01 + } + }, + { + "pair": [ + "BNB", + "ZIL" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.00001, + "order": 1 + } + }, + { + "pair": [ + "BTC", + "ZIL" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.001 + } + }, + { + "pair": [ + "ETH", + "ZIL" + ], + "minimalOrder": { + "amount": 1, + "price": 1e-8, + "order": 0.01 + } + }, + { + "pair": [ + "USDT", + "BNB" + ], + "minimalOrder": { + "amount": 0.01, + "price": 0.0001, + "order": 10 + } + }, + { + "pair": [ + "USDT", + "ETH" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 0.01, + "order": 10 + } + } + ] +} \ No newline at end of file diff --git a/exchanges/binance.js b/exchanges/binance.js index 9cec0855d..3aebc7522 100644 --- a/exchanges/binance.js +++ b/exchanges/binance.js @@ -4,6 +4,7 @@ const _ = require('lodash'); const util = require('../core/util'); const Errors = require('../core/error'); const log = require('../core/log'); +const marketData = require('./binance-markets.json'); const Binance = require('binance'); @@ -20,12 +21,17 @@ var Trader = function(config) { this.pair = this.asset + this.currency; this.name = 'binance'; + this.market = _.find(Trader.getCapabilities().markets, (market) => { + return market.pair[0] === this.currency && market.pair[1] === this.asset + }); + this.binance = new Binance.BinanceRest({ key: this.key, secret: this.secret, timeout: 15000, recvWindow: 60000, // suggested by binance - disableBeautification: false + disableBeautification: false, + handleDrift: true, }); }; @@ -43,17 +49,17 @@ var retryForever = { maxTimeout: 30 * 1000 }; -var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|Error -1021|Response code 429)/); +var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|Error -1021|Response code 429|Response code 5)/); Trader.prototype.processError = function(funcName, error) { if (!error) return undefined; if (!error.message || !error.message.match(recoverableErrors)) { - log.error(`[binance.js] (${funcName}) returned an irrecoverable error: ${error.message}`); + log.error(`[binance.js] (${funcName}) returned an irrecoverable error: ${error}`); return new Errors.AbortError('[binance.js] ' + error.message || error); } - log.debug(`[binance.js] (${funcName}) returned an error, retrying: ${error.message}`); + log.debug(`[binance.js] (${funcName}) returned an error, retrying: ${error}`); return new Errors.RetryError('[binance.js] ' + error.message || error); }; @@ -109,7 +115,7 @@ Trader.prototype.getTrades = function(since, callback, descending) { Trader.prototype.getPortfolio = function(callback) { var setBalance = function(err, data) { - log.debug(`[binance.js] entering "setBalance" callback after api call, err: ${err}, data: ${data}`) + log.debug(`[binance.js] entering "setBalance" callback after api call, err: ${err} data: ${JSON.stringify(data)}`) if (err) return callback(err); var findAsset = function(item) { @@ -156,7 +162,7 @@ Trader.prototype.getFee = function(callback) { Trader.prototype.getTicker = function(callback) { var setTicker = function(err, data) { - log.debug(`[binance.js] entering "getTicker" callback after api call, err: ${err} data: ${JSON.stringify(data)}`); + log.debug(`[binance.js] entering "getTicker" callback after api call, err: ${err} data: ${(data || []).length} symbols`); if (err) return callback(err); var findSymbol = function(ticker) { @@ -197,14 +203,22 @@ Trader.prototype.roundAmount = function(amount, tickSize) { return amount; }; -Trader.prototype.addOrder = function(tradeType, amount, price, callback) { - var findMarket = function(market) { - return market.pair[0] === this.currency && market.pair[1] === this.asset - } - var market = _.find(Trader.getCapabilities().markets, _.bind(findMarket, this)); - amount = Math.max(this.roundAmount(amount, market.minimalOrder.amount), market.minimalOrder.amount); - price = Math.max(this.roundAmount(price, market.precision), market.precision); +Trader.prototype.getLotSize = function(tradeType, amount, price, callback) { + amount = this.roundAmount(amount, this.market.minimalOrder.amount); + if (amount < this.market.minimalOrder.amount) + return callback(undefined, { amount: 0, price: 0 }); + + price = this.roundAmount(price, this.market.minimalOrder.price) + if (price < this.market.minimalOrder.price) + return callback(undefined, { amount: 0, price: 0 }); + if (amount * price < this.market.minimalOrder.order) + return callback(undefined, { amount: 0, price: 0}); + + callback(undefined, { amount: amount, price: price }); +} + +Trader.prototype.addOrder = function(tradeType, amount, price, callback) { log.debug(`[binance.js] (addOrder) ${tradeType.toUpperCase()} ${amount} ${this.asset} @${price} ${this.currency}`); var setOrder = function(err, data) { @@ -238,7 +252,10 @@ Trader.prototype.getOrder = function(order, callback) { var price = parseFloat(data.price); var amount = parseFloat(data.executedQty); - var date = moment.unix(data.time); + + // Data.time is a 13 digit millisecon unix time stamp. + // https://momentjs.com/docs/#/parsing/unix-timestamp-milliseconds/ + var date = moment(data.time); callback(undefined, { price, amount, date }); }.bind(this); @@ -266,7 +283,8 @@ Trader.prototype.checkOrder = function(order, callback) { if (err) return callback(err); var stillThere = data.status === 'NEW' || data.status === 'PARTIALLY_FILLED'; - callback(undefined, !stillThere); + var canceledManually = data.status === 'CANCELED' || data.status === 'REJECTED' || data.status === 'EXPIRED'; + callback(undefined, !stillThere && !canceledManually); }; let reqData = { @@ -279,10 +297,15 @@ Trader.prototype.checkOrder = function(order, callback) { }; Trader.prototype.cancelOrder = function(order, callback) { - var args = _.toArray(arguments); + // callback for cancelOrder should be true if the order was already filled, otherwise false var cancel = function(err, data) { log.debug(`[binance.js] entering "cancelOrder" callback after api call, err ${err} data: ${JSON.stringify(data)}`); - if (err) return callback(err); + if (err) { + if(data && data.msg === 'UNKNOWN_ORDER') { // this seems to be the response we get when an order was filled + return callback(true); // tell the thing the order was already filled + } + return callback(err); + } callback(undefined); }; @@ -295,1158 +318,17 @@ Trader.prototype.cancelOrder = function(order, callback) { util.retryCustom(retryForever, _.bind(handler, this), _.bind(cancel, this)); }; +Trader.prototype.initMarkets = function(callback) { + +} + Trader.getCapabilities = function() { return { name: 'Binance', slug: 'binance', - currencies: ['BTC', 'BNB', 'ETH', 'USDT'], - assets: [ - 'ADA', - 'ADX', - 'AMB', - 'ARK', - 'ARN', - 'AST', - 'BAT', - 'BCC', - 'BCD', - 'BCPT', - 'BNB', - 'BNT', - 'BTC', - 'BQX', - 'BTG', - 'BTS', - 'CDT', - 'CMT', - 'CND', - 'CTR', - 'DASH', - 'DGD', - 'DLT', - 'DNT', - 'ELF', - 'ENG', - 'ENJ', - 'EOS', - 'ETC', - 'ETH', - 'EVX', - 'FUEL', - 'FUN', - 'GAS', - 'GTO', - 'GVT', - 'GXS', - 'HSR', - 'ICN', - 'ICX', - 'IOTA', - 'KMD', - 'KNC', - 'LEND', - 'LINK', - 'LRC', - 'LSK', - 'LTC', - 'MANA', - 'MCO', - 'MDA', - 'MOD', - 'MTH', - 'MTL', - 'NEO', - 'NULS', - 'OAX', - 'OMG', - 'OST', - 'POE', - 'POWR', - 'PPT', - 'QSP', - 'QTUM', - 'RCN', - 'RDN', - 'REQ', - 'SALT', - 'SNGLS', - 'SNM', - 'SNT', - 'STORJ', - 'STRAT', - 'SUB', - 'TNB', - 'TNT', - 'TRX', - 'VEN', - 'VIB', - 'WABI', - 'WAVES', - 'WTC', - 'XLM', - 'XMR', - 'XRP', - 'XVG', - 'XZC', - 'YOYO', - 'ZEC', - 'ZRX', - ], - markets: [ - // https://www.binance.com/exchange/public/product - - //Tradeable againt BTC - { - pair: ['BTC', 'ETH'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'LTC'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'BNB'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'NEO'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'GAS'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'BCC'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'MCO'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'WTC'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'QTUM'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'OMG'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'ZRX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'STRAT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'SNGLS'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'BQX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'KNC'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'FUN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'SNM'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'LINK'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'XVG'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'CTR'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'SALT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'IOTA'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'MDA'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'MTL'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'SUB'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'EOS'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'SNT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'ETC'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'MTH'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'ENG'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'DNT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'BNT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'AST'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'DASH'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'ICN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'OAX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'BTG'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'EVX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'REQ'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'LRC'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'VIB'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'HSR'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'TRX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'POWR'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'ARK'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['BTC', 'YOYO'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'XRP'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'MOD'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['BTC', 'ENJ'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'STORJ'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'VEN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'KMD'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['BTC', 'RCN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'NULS'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'RDN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'XMR'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'DLT'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'AMB'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'BAT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'ZEC'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'BCPT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'ARN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'GVT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['BTC', 'CDT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'GXS'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['BTC', 'POE'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'QSP'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'BTS'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'XZC'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'LSK'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['BTC', 'TNT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'FUEL'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'MANA'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'BCD'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'DGD'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'ADX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'ADA'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'PPT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['BTC', 'CMT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'XLM'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'CND'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'LEND'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'WABI'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'TNB'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'WAVES'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['BTC', 'ICX'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['BTC', 'GTO'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'OST'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BTC', 'ELF'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'BNB'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'QTUM'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'SNT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'BNT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'EOS'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'OAX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'DNT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'MCO'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'ICN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'WTC'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'OMG'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'ZRX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'STRAT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'SNGLS'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'BQX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'KNC'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'FUN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'SNM'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'NEO'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'LINK'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'XVG'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'CTR'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'SALT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'IOTA'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'MDA'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'MTL'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'SUB'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'ETC'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'MTH'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'ENG'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'AST'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'DASH'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['ETH', 'BTG'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'EVX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'REQ'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'LRC'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'VIB'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'HSR'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'TRX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'POWR'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'ARK'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'YOYO'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'XRP'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'MOD'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'ENJ'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'STORJ'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'VEN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'KMD'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'RCN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'NULS'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'RDN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'XMR'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['ETH', 'DLT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'AMB'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'BCC'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['ETH', 'BAT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'ZEC'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['ETH', 'BCPT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'ARN'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'GVT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'CDT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'GXS'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'POE'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'QSP'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'BTS'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'XZC'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'LSK'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'TNT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'FUEL'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'MANA'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'BCD'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['ETH', 'DGD'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['ETH', 'ADX'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.0000001, - }, - { - pair: ['ETH', 'ADA'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'PPT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'CMT'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'XLM'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'CND'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'LEND'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'WABI'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'LTC'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['ETH', 'TNB'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'WAVES'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'ICX'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.000001, - }, - { - pair: ['ETH', 'GTO'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'OST'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['ETH', 'ELF'], - minimalOrder: { amount: 1, unit: 'asset' }, - precision: 0.00000001, - }, - { - pair: ['BNB', 'VEN'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.0001, - }, - { - pair: ['BNB', 'YOYO'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'POWR'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.0001, - }, - { - pair: ['BNB', 'NULS'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'RCN'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'RDN'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'DLT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'WTC'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'AMB'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'BCC'], - minimalOrder: { amount: 0.00001, unit: 'asset' }, - precision: 0.01, - }, - { - pair: ['BNB', 'BAT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'BCPT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'NEO'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.001, - }, - { - pair: ['BNB', 'QSP'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'BTS'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'XZC'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.001, - }, - { - pair: ['BNB', 'LSK'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.0001, - }, - { - pair: ['BNB', 'IOTA'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'ADX'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'CMT'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'XLM'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'CND'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'WABI'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'LTC'], - minimalOrder: { amount: 0.00001, unit: 'asset' }, - precision: 0.01, - }, - { - pair: ['BNB', 'WAVES'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.0001, - }, - { - pair: ['BNB', 'ICX'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'GTO'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['BNB', 'OST'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.00001, - }, - { - pair: ['USDT', 'BTC'], - minimalOrder: { amount: 0.000001, unit: 'asset' }, - precision: 0.01, - }, - { - pair: ['USDT', 'ETH'], - minimalOrder: { amount: 0.00001, unit: 'asset' }, - precision: 0.01, - }, - { - pair: ['USDT', 'BNB'], - minimalOrder: { amount: 0.01, unit: 'asset' }, - precision: 0.0001, - }, - { - pair: ['USDT', 'BCC'], - minimalOrder: { amount: 0.00001, unit: 'asset' }, - precision: 0.01, - }, - { - pair: ['USDT', 'NEO'], - minimalOrder: { amount: 0.001, unit: 'asset' }, - precision: 0.001, - }, - { - pair: ['USDT', 'LTC'], - minimalOrder: { amount: 0.00001, unit: 'asset' }, - precision: 0.01, - }, - ], + currencies: marketData.currencies, + assets: marketData.assets, + markets: marketData.markets, requires: ['key', 'secret'], providesHistory: 'date', providesFullHistory: true, diff --git a/exchanges/bitcoin-co-id.js b/exchanges/bitcoin-co-id.js index bda3696e8..d5eca6d78 100644 --- a/exchanges/bitcoin-co-id.js +++ b/exchanges/bitcoin-co-id.js @@ -1,4 +1,4 @@ -var Bitcoincoid = require('bitcoin-co-id'), +var Bitcoincoid = require('bitcoin-co-id-update'), _ = require('lodash'), moment = require('moment'), log = require('../core/log'); diff --git a/exchanges/bitfinex-markets.json b/exchanges/bitfinex-markets.json new file mode 100644 index 000000000..f8f0bb43e --- /dev/null +++ b/exchanges/bitfinex-markets.json @@ -0,0 +1,1100 @@ +{ + "assets": [ + "BTC", + "LTC", + "ETH", + "ETC", + "RRT", + "ZEC", + "XMR", + "DSH", + "XRP", + "IOT", + "EOS", + "SAN", + "OMG", + "BCH", + "NEO", + "ETP", + "QTM", + "AVT", + "EDO", + "BTG", + "DAT", + "QSH", + "YYW", + "GNT", + "SNT", + "BAT", + "MNA", + "FUN", + "ZRX", + "TNB", + "SPK", + "TRX", + "RCN", + "RLC", + "AID", + "SNG", + "REP", + "ELF" + ], + "currencies": [ + "USD", + "BTC", + "EUR", + "ETH" + ], + "markets": [ + { + "pair": [ + "USD", + "BTC" + ], + "minimalOrder": { + "amount": "0.002", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "LTC" + ], + "minimalOrder": { + "amount": "0.08", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "LTC" + ], + "minimalOrder": { + "amount": "0.08", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "ETH" + ], + "minimalOrder": { + "amount": "0.02", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "ETH" + ], + "minimalOrder": { + "amount": "0.02", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "ETC" + ], + "minimalOrder": { + "amount": "0.6", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "ETC" + ], + "minimalOrder": { + "amount": "0.6", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "RRT" + ], + "minimalOrder": { + "amount": "130.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "RRT" + ], + "minimalOrder": { + "amount": "130.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "ZEC" + ], + "minimalOrder": { + "amount": "0.04", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "ZEC" + ], + "minimalOrder": { + "amount": "0.04", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "XMR" + ], + "minimalOrder": { + "amount": "0.06", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "XMR" + ], + "minimalOrder": { + "amount": "0.06", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "DSH" + ], + "minimalOrder": { + "amount": "0.02", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "DSH" + ], + "minimalOrder": { + "amount": "0.02", + "unit": "asset" + } + }, + { + "pair": [ + "EUR", + "BTC" + ], + "minimalOrder": { + "amount": "0.002", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "XRP" + ], + "minimalOrder": { + "amount": "12.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "XRP" + ], + "minimalOrder": { + "amount": "12.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "IOT" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "IOT" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "IOT" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "EOS" + ], + "minimalOrder": { + "amount": "2.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "EOS" + ], + "minimalOrder": { + "amount": "2.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "EOS" + ], + "minimalOrder": { + "amount": "2.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "SAN" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "SAN" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "SAN" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "OMG" + ], + "minimalOrder": { + "amount": "1.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "OMG" + ], + "minimalOrder": { + "amount": "1.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "OMG" + ], + "minimalOrder": { + "amount": "1.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "BCH" + ], + "minimalOrder": { + "amount": "0.008", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "BCH" + ], + "minimalOrder": { + "amount": "0.008", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "BCH" + ], + "minimalOrder": { + "amount": "0.008", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "NEO" + ], + "minimalOrder": { + "amount": "0.2", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "NEO" + ], + "minimalOrder": { + "amount": "0.2", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "NEO" + ], + "minimalOrder": { + "amount": "0.2", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "ETP" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "ETP" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "ETP" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "QTM" + ], + "minimalOrder": { + "amount": "0.4", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "QTM" + ], + "minimalOrder": { + "amount": "0.4", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "QTM" + ], + "minimalOrder": { + "amount": "0.4", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "AVT" + ], + "minimalOrder": { + "amount": "4.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "AVT" + ], + "minimalOrder": { + "amount": "4.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "AVT" + ], + "minimalOrder": { + "amount": "4.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "EDO" + ], + "minimalOrder": { + "amount": "4.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "EDO" + ], + "minimalOrder": { + "amount": "4.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "EDO" + ], + "minimalOrder": { + "amount": "4.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "BTG" + ], + "minimalOrder": { + "amount": "0.08", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "BTG" + ], + "minimalOrder": { + "amount": "0.08", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "DAT" + ], + "minimalOrder": { + "amount": "80.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "DAT" + ], + "minimalOrder": { + "amount": "80.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "DAT" + ], + "minimalOrder": { + "amount": "80.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "QSH" + ], + "minimalOrder": { + "amount": "10.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "QSH" + ], + "minimalOrder": { + "amount": "10.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "QSH" + ], + "minimalOrder": { + "amount": "10.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "YYW" + ], + "minimalOrder": { + "amount": "62.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "YYW" + ], + "minimalOrder": { + "amount": "62.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "YYW" + ], + "minimalOrder": { + "amount": "62.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "GNT" + ], + "minimalOrder": { + "amount": "28.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "GNT" + ], + "minimalOrder": { + "amount": "28.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "GNT" + ], + "minimalOrder": { + "amount": "28.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "SNT" + ], + "minimalOrder": { + "amount": "56.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "SNT" + ], + "minimalOrder": { + "amount": "56.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "SNT" + ], + "minimalOrder": { + "amount": "56.0", + "unit": "asset" + } + }, + { + "pair": [ + "EUR", + "IOT" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "BAT" + ], + "minimalOrder": { + "amount": "24.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "BAT" + ], + "minimalOrder": { + "amount": "24.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "BAT" + ], + "minimalOrder": { + "amount": "24.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "MNA" + ], + "minimalOrder": { + "amount": "108.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "MNA" + ], + "minimalOrder": { + "amount": "108.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "MNA" + ], + "minimalOrder": { + "amount": "108.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "FUN" + ], + "minimalOrder": { + "amount": "190.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "FUN" + ], + "minimalOrder": { + "amount": "190.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "FUN" + ], + "minimalOrder": { + "amount": "190.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "ZRX" + ], + "minimalOrder": { + "amount": "8.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "ZRX" + ], + "minimalOrder": { + "amount": "8.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "ZRX" + ], + "minimalOrder": { + "amount": "8.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "TNB" + ], + "minimalOrder": { + "amount": "134.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "TNB" + ], + "minimalOrder": { + "amount": "134.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "TNB" + ], + "minimalOrder": { + "amount": "134.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "SPK" + ], + "minimalOrder": { + "amount": "48.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "SPK" + ], + "minimalOrder": { + "amount": "48.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "SPK" + ], + "minimalOrder": { + "amount": "48.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "TRX" + ], + "minimalOrder": { + "amount": "238.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "TRX" + ], + "minimalOrder": { + "amount": "238.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "TRX" + ], + "minimalOrder": { + "amount": "238.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "RCN" + ], + "minimalOrder": { + "amount": "52.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "RCN" + ], + "minimalOrder": { + "amount": "52.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "RCN" + ], + "minimalOrder": { + "amount": "52.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "RLC" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "RLC" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "RLC" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "AID" + ], + "minimalOrder": { + "amount": "38.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "AID" + ], + "minimalOrder": { + "amount": "38.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "AID" + ], + "minimalOrder": { + "amount": "38.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "SNG" + ], + "minimalOrder": { + "amount": "56.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "SNG" + ], + "minimalOrder": { + "amount": "56.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "SNG" + ], + "minimalOrder": { + "amount": "56.0", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "REP" + ], + "minimalOrder": { + "amount": "0.2", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "REP" + ], + "minimalOrder": { + "amount": "0.2", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "REP" + ], + "minimalOrder": { + "amount": "0.2", + "unit": "asset" + } + }, + { + "pair": [ + "USD", + "ELF" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "BTC", + "ELF" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + }, + { + "pair": [ + "ETH", + "ELF" + ], + "minimalOrder": { + "amount": "6.0", + "unit": "asset" + } + } + ] +} \ No newline at end of file diff --git a/exchanges/bitfinex.js b/exchanges/bitfinex.js index 0777e5e5e..bd22bd4ff 100644 --- a/exchanges/bitfinex.js +++ b/exchanges/bitfinex.js @@ -7,6 +7,8 @@ const util = require('../core/util'); const Errors = require('../core/error'); const log = require('../core/log'); +const marketData = require('./bitfinex-markets.json'); + var Trader = function(config) { _.bindAll(this); if(_.isObject(config)) { @@ -37,7 +39,7 @@ var retryForever = { }; // Probably we need to update these string -var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|StatusCodeError: 429|StatusCodeError: 5)/) +var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|429|443|5\d\d)/g); Trader.prototype.processError = function(funcName, error) { if (!error) return undefined; @@ -176,10 +178,10 @@ Trader.prototype.cancelOrder = function(order_id, callback) { let process = (err, data) => { if (err) return callback(err); - return callback(); + return callback(undefined); } - let handler = (cb) => this.bitfinex.order_status(order_id, this.handleResponse('cancelOrder', cb)); + let handler = (cb) => this.bitfinex.cancel_order(order_id, this.handleResponse('cancelOrder', cb)); util.retryCustom(retryForever, _.bind(handler, this), _.bind(process, this)); } @@ -211,57 +213,15 @@ Trader.getCapabilities = function () { return { name: 'Bitfinex', slug: 'bitfinex', - currencies: ['USD', 'BTC', 'ETH'], - assets: ['BTC', 'LTC', 'ETH', 'SAN', 'IOT', 'BCH', 'OMG', 'XMR', 'DSH', 'ZEC', 'EOS', 'ETC', 'XRP', 'NEO', 'ETP'], - markets: [ - - //Tradeable Pairs to USD - { pair: ['USD', 'BTC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'BCH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'IOT'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'OMG'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'EOS'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'DSH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'SAN'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'ETH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'LTC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'ZEC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'XMR'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'ETC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'XRP'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'NEO'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'ETP'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - - //Tradeable Pairs to BTC - { pair: ['BTC', 'ETH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'BCH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'IOT'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'OMG'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'DSH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'ZEC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'XMR'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'LTC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'SAN'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'EOS'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'ETC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'XRP'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'NEO'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'ETP'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - - //Tradeable Pairs to ETH - { pair: ['ETH', 'BCH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['ETH', 'IOT'], minimalOrder: { amount: 6.00, unit: 'asset' } }, - { pair: ['ETH', 'OMG'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['ETH', 'SAN'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['ETH', 'EOS'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['ETH', 'NEO'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['ETH', 'ETP'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - - ], + currencies: marketData.currencies, + assets: marketData.assets, + markets: marketData.markets, requires: ['key', 'secret'], tid: 'tid', providesFullHistory: true, - tradable: true + providesHistory: 'date', + tradable: true, + forceReorderDelay: true }; } diff --git a/exchanges/bitstamp.js b/exchanges/bitstamp.js index 99844b324..6c5717306 100644 --- a/exchanges/bitstamp.js +++ b/exchanges/bitstamp.js @@ -87,6 +87,9 @@ Trader.prototype.getFee = function(callback) { } Trader.prototype.buy = function(amount, price, callback) { + var findMarket = function(pair) { + return pair.pair[0].toLowerCase() === this.currency && pair.pair[1].toLowerCase() === this.asset + } var args = _.toArray(arguments); var set = function(err, result) { if(err || result.status === "error") { @@ -98,22 +101,19 @@ Trader.prototype.buy = function(amount, price, callback) { }.bind(this); //Decrease amount by 1% to avoid trying to buy more than balance allows. - amount -= amount / 100; - - amount *= 100000000; - amount = Math.floor(amount); - amount /= 100000000; + amount = Number(amount * 0.99).toFixed(8); - // prevent: - // 'Ensure that there are no more than 2 decimal places.' - price *= 100; - price = Math.floor(price); - price /= 100; + // Use proper precision by currency pair + var pair = _.find(Trader.getCapabilities().markets, _.bind(findMarket, this)); + price = Number(Number.parseFloat(price).toFixed(pair.precision)); this.bitstamp.buy(this.market, amount, price, undefined, set); } Trader.prototype.sell = function(amount, price, callback) { + var findMarket = function(pair) { + return pair.pair[0].toLowerCase() === this.currency && pair.pair[1].toLowerCase() === this.asset + } var args = _.toArray(arguments); var set = function(err, result) { if(err || result.status === "error") { @@ -126,15 +126,11 @@ Trader.prototype.sell = function(amount, price, callback) { // prevent: // 'Ensure that there are no more than 8 decimal places.' - amount *= 100000000; - amount = Math.floor(amount); - amount /= 100000000; + amount = Number(Number.parseFloat(amount)).toFixed(8); - // prevent: - // 'Ensure that there are no more than 2 decimal places.' - price *= 100; - price = Math.ceil(price); - price /= 100; + // Use proper precision by currency pair + var pair = _.find(Trader.getCapabilities().markets, _.bind(findMarket, this)); + price = Number(Number.parseFloat(price).toFixed(pair.precision)); this.bitstamp.sell(this.market, amount, price, undefined, set); } @@ -167,7 +163,7 @@ Trader.prototype.getOrder = function(id, callback) { }); } - var price = parseFloat( order[this.market] ); + var price = parseFloat( order[`${this.asset}_${this.currency}`] ); var amount = Math.abs(parseFloat( order[this.asset] )); var date = moment( order.datetime ); @@ -234,26 +230,26 @@ Trader.getCapabilities = function () { maxTradesAge: 60, maxHistoryFetch: null, markets: [ - { pair: ['USD', 'EUR'], minimalOrder: { amount: 5, unit: 'currency' } }, + { pair: ['USD', 'EUR'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 2 }, - { pair: ['USD', 'BTC'], minimalOrder: { amount: 5, unit: 'currency' } }, - { pair: ['EUR', 'BTC'], minimalOrder: { amount: 5, unit: 'currency' } }, + { pair: ['USD', 'BTC'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 2 }, + { pair: ['EUR', 'BTC'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 2 }, - { pair: ['USD', 'BCH'], minimalOrder: { amount: 5, unit: 'currency' } }, - { pair: ['EUR', 'BCH'], minimalOrder: { amount: 5, unit: 'currency' } }, - { pair: ['BTC', 'BCH'], minimalOrder: { amount: 0.001, unit: 'currency' } }, + { pair: ['USD', 'BCH'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 2 }, + { pair: ['EUR', 'BCH'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 2 }, + { pair: ['BTC', 'BCH'], minimalOrder: { amount: 0.001, unit: 'currency'}, precision: 8 }, - { pair: ['USD', 'XRP'], minimalOrder: { amount: 5, unit: 'currency' } }, - { pair: ['EUR', 'XRP'], minimalOrder: { amount: 5, unit: 'currency' } }, - { pair: ['BTC', 'XRP'], minimalOrder: { amount: 0.001, unit: 'currency' } }, + { pair: ['USD', 'XRP'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 5 }, + { pair: ['EUR', 'XRP'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 5 }, + { pair: ['BTC', 'XRP'], minimalOrder: { amount: 0.001, unit: 'currency'}, precision: 8 }, - { pair: ['USD', 'LTC'], minimalOrder: { amount: 5, unit: 'currency' } }, - { pair: ['EUR', 'LTC'], minimalOrder: { amount: 5, unit: 'currency' } }, - { pair: ['BTC', 'LTC'], minimalOrder: { amount: 0.001, unit: 'currency' } }, + { pair: ['USD', 'LTC'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 2 }, + { pair: ['EUR', 'LTC'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 2 }, + { pair: ['BTC', 'LTC'], minimalOrder: { amount: 0.001, unit: 'currency'}, precision: 8 }, - { pair: ['USD', 'ETH'], minimalOrder: { amount: 5, unit: 'currency' } }, - { pair: ['EUR', 'ETH'], minimalOrder: { amount: 5, unit: 'currency' } }, - { pair: ['BTC', 'ETH'], minimalOrder: { amount: 0.001, unit: 'currency' } }, + { pair: ['USD', 'ETH'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 2 }, + { pair: ['EUR', 'ETH'], minimalOrder: { amount: 5, unit: 'currency' }, precision: 2 }, + { pair: ['BTC', 'ETH'], minimalOrder: { amount: 0.001, unit: 'currency'}, precision: 8 }, ], requires: ['key', 'secret', 'username'], fetchTimespan: 60, diff --git a/exchanges/coinfalcon-markets.json b/exchanges/coinfalcon-markets.json new file mode 100644 index 000000000..ee1ae672c --- /dev/null +++ b/exchanges/coinfalcon-markets.json @@ -0,0 +1,669 @@ +{ + "assets": [ + "IOT", + "ETH", + "LTC", + "BTC", + "XRB", + "BCH", + "TAU", + "CRED", + "KIN", + "SPHTX", + "TRX", + "VEN", + "CRPT", + "GNT", + "DCN", + "REBL", + "VIU", + "EBTC", + "TRAC", + "CHSB", + "GRLC", + "ECA", + "XRP", + "WPR", + "XBY", + "WAX", + "DADI", + "REF", + "ADA", + "LDN", + "DOGE" + ], + "currencies": [ + "BTC", + "EUR", + "ETH" + ], + "markets": [ + { + "pair": [ + "BTC", + "IOT" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "ETH" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 0.00001, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "LTC" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 0.00001, + "order": 0 + } + }, + { + "pair": [ + "EUR", + "BTC" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 0.01, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "XRB" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "XRB" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "BCH" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 0.00001, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "TAU" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "TAU" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "CRED" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 0.000001, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "CRED" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 0.000001, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "KIN" + ], + "minimalOrder": { + "amount": 0.1, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "KIN" + ], + "minimalOrder": { + "amount": 0.1, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "SPHTX" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "SPHTX" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "TRX" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "TRX" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "VEN" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "VEN" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "CRPT" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "CRPT" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "GNT" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "GNT" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "DCN" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "DCN" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "REBL" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "REBL" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "VIU" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "EBTC" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "EBTC" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "TRAC" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "TRAC" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "CHSB" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "CHSB" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "GRLC" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "GRLC" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "ECA" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "ECA" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "XRP" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "XRP" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "WPR" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "WPR" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "XBY" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "XBY" + ], + "minimalOrder": { + "amount": 0.01, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "WAX" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "WAX" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "DADI" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "DADI" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "REF" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "REF" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "ADA" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "ADA" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "LDN" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "LDN" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "BTC", + "DOGE" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "IOT" + ], + "minimalOrder": { + "amount": 0.000001, + "price": 1e-8, + "order": 0 + } + }, + { + "pair": [ + "ETH", + "DOGE" + ], + "minimalOrder": { + "amount": 0.00001, + "price": 1e-8, + "order": 0 + } + } + ] +} \ No newline at end of file diff --git a/exchanges/coinfalcon.js b/exchanges/coinfalcon.js index e7cc12dc4..6523e45b1 100644 --- a/exchanges/coinfalcon.js +++ b/exchanges/coinfalcon.js @@ -2,6 +2,7 @@ const moment = require('moment'); const util = require('../core/util'); const _ = require('lodash'); const log = require('../core/log'); +const marketData = require('./coinfalcon-markets.json'); const CoinFalcon = require('coinfalcon'); @@ -236,18 +237,9 @@ Trader.getCapabilities = function () { return { name: 'CoinFalcon', slug: 'coinfalcon', - currencies: ['EUR', 'BTC'], - assets: ['BTC', 'LTC', 'ETH', 'IOT', 'BCH'], - markets: [ - // Euro pairs - { pair: ['EUR', 'BTC'], minimalOrder: { amount: 0.0, unit: 'asset' } }, - { pair: ['EUR', 'ETH'], minimalOrder: { amount: 0.0, unit: 'asset' } }, - // Bitcoin pairs - { pair: ['BTC', 'ETH'], minimalOrder: { amount: 0.0, unit: 'asset' } }, - { pair: ['BTC', 'LTC'], minimalOrder: { amount: 0.0, unit: 'asset' } }, - { pair: ['BTC', 'IOT'], minimalOrder: { amount: 0.0, unit: 'asset' } }, - { pair: ['BTC', 'BCH'], minimalOrder: { amount: 0.0, unit: 'asset' } } - ], + assets: marketData.assets, + currencies: marketData.currencies, + markets: marketData.markets, requires: ['key', 'secret'], providesHistory: 'date', providesFullHistory: true, diff --git a/exchanges/coingi.js b/exchanges/coingi.js new file mode 100755 index 000000000..8ebd062c3 --- /dev/null +++ b/exchanges/coingi.js @@ -0,0 +1,283 @@ +var Coingi = require('coingi'); +var moment = require('moment'); +var _ = require('lodash'); + +var util = require('../core/util'); +var Errors = require('../core/error'); +var log = require('../core/log'); + + +var Trader = function (config) { + _.bindAll(this); + + if (_.isObject(config)) { + this.key = config.key; + this.secret = config.secret; + this.currency = config.currency.toUpperCase() + this.asset = config.asset.toUpperCase(); + } + + this.pair = this.asset + "-" + this.currency; + this.name = 'coingi'; + this.since = null; + + this.coingi = new Coingi( + this.key, + this.secret, + {timeout: +moment.duration(60, 'seconds')} + ); +} + +var retryCritical = { + retries: 10, + factor: 1.2, + minTimeout: 1 * 1000, + maxTimeout: 30 * 1000 +}; + +var retryForever = { + forever: true, + factor: 1.2, + minTimeout: 10, + maxTimeout: 30 +}; + +var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|API:Invalid nonce|Service:Unavailable|Request timed out|Response code 520|Response code 504|Response code 502)/) + +Trader.prototype.processError = function (funcName, error) { + if (!error) + return undefined; + + if (!error.message.match(recoverableErrors)) { + log.error(`[coingi.js] (${funcName}) returned an irrecoverable error: ${error.message}`); + return new Errors.AbortError('[coingi.js] ' + error.message); + } + + log.debug(`[coingi.js] (${funcName}) returned an error, retrying: ${error.message}`); + return new Errors.RetryError('[coingi.js] ' + error.message); +}; + +Trader.prototype.handleResponse = function (funcName, callback) { + return (error, body) => { + if (!error) { + if (_.isEmpty(body)) + error = new Error('NO DATA WAS RETURNED'); + + else if (!_.isEmpty(body.error)) + error = new Error(body.error); + } + + return callback(this.processError(funcName, error), body); + } +}; + + + + +/* PORTFOLIO MANAGER */ + +Trader.prototype.getTicker = function (callback) { + var setTicker = function (err, data) { + if (err) + return callback(err); + + var ticker = { + ask: data.asks[0].price, + bid: data.bids[0].price + }; + callback(undefined, ticker); + }; + + let handler = (cb) => this.coingi.api('order-book', "/" + this.pair + "/1/1/1", this.handleResponse('getTicker', cb)); + util.retryCustom(retryForever, _.bind(handler, this), _.bind(setTicker, this)); +}; + + +Trader.prototype.getTrades = function (since, callback, ascending) { + var startTs = since ? moment(since).valueOf() : null; + + var processResults = function (err, trades) { + if (err) { + return callback(err); + } + + var parsedTrades = []; + _.each(trades, function (trade) { + // Even when you supply 'since' you can still get more trades than you asked for, it needs to be filtered + if (_.isNull(startTs) || startTs < moment(trade.timestamp).valueOf()) { + parsedTrades.push({ + type: trade.type === 0 ? "sell" : "buy", + date: moment(trade.timestamp).unix(), + amount: String(trade.amount), + price: String(trade.price), + tid: trade.timestamp + }); + } + }, this); + + if(ascending) + callback(undefined, parsedTrades); + else + callback(undefined, parsedTrades.reverse()); + }; + + var optionalSince = ""; + if (since) { + optionalSince = "/" + startTs; + } + + let handler = (cb) => this.coingi.api('transactions', "/" + this.pair + "/512" + optionalSince, this.handleResponse('getTrades', cb)); + util.retryCustom(retryForever, _.bind(handler, this), _.bind(processResults, this)); +}; + +Trader.prototype.getPortfolio = function (callback) { + var setBalance = function (err, data) { + if (err) + return callback(err); + + log.debug('[coingi.js] entering "setBalance" callback after coingi-api call, data:', data); + + const portfolio = []; + for (var i = 0; i < data.length; i++) { + portfolio.push({ + name: data[i].currency.name.toUpperCase(), + amount: data[i].available + }); + } + + return callback(undefined, portfolio); + }; + + let handler = (cb) => this.coingi.api('balance', {currencies: this.asset + "," + this.currency}, this.handleResponse('getPortfolio', cb)); + util.retryCustom(retryForever, _.bind(handler, this), _.bind(setBalance, this)); +}; + +// Base fee is 0.2% +Trader.prototype.getFee = function (callback) { + const fee = 0.2; + callback(undefined, fee / 100); +}; + +Trader.prototype.addOrder = function (tradeType, amount, price, callback) { + log.debug('[coingi.js] (add-order)', tradeType.toUpperCase(), amount, this.asset, '@', price, this.currency); + + var setOrder = function (err, data) { + if (err) + return callback(err); + + var uuid = data.result; + log.debug('[coingi.js] (addOrder) added order with uuid:', uuid); + + callback(undefined, uuid); + }; + + let reqData = { + currencyPair: this.pair, + type: tradeType.toLowerCase() === "sell" ? 0 : 1, + price: price, + volume: amount.toString() + }; + + let handler = (cb) => this.coingi.api('add-order', reqData, this.handleResponse('addOrder', cb)); + util.retryCustom(retryCritical, _.bind(handler, this), _.bind(setOrder, this)); +}; + + +Trader.prototype.getOrder = function (orderId, callback) { + var getOrder = function (err, order) { + if (err) + return callback(err); + + if (order !== null) { + const price = parseFloat(order.price); + const amount = parseFloat(order.baseAmount); + const date = moment.unix(order.timestamp); + callback(undefined, {price, amount, date}); + } else { + log.error("Error! Order ID '" + orderId + "' couldn't be found in the result of get order!"); + } + }; + + let reqData = {ordeId: orderId}; + let handler = (cb) => this.coingi.api('get-order', reqData, this.handleResponse('getOrder', cb)); + util.retryCustom(retryCritical, _.bind(handler, this), _.bind(getOrder, this)); +} + +Trader.prototype.buy = function (amount, price, callback) { + this.addOrder('buy', amount, price, callback); +}; + +Trader.prototype.sell = function (amount, price, callback) { + this.addOrder('sell', amount, price, callback); +}; + +Trader.prototype.checkOrder = function (orderId, callback) { + var check = function (err, order) { + if (err) + return callback(err); + + if (order === null) { + log.error("Error! Order ID '" + orderId + "' couldn't be found in the result of get order!"); + } + // returns true when the order has been filled (processed in full), false otherwise + callback(undefined, order !== null && order.status === 2); + }; + + let reqData = {orderId: orderId}; + let handler = (cb) => this.coingi.api('get-order', reqData, this.handleResponse('checkOrder', cb)); + util.retryCustom(retryCritical, _.bind(handler, this), _.bind(check, this)); +}; + +Trader.prototype.cancelOrder = function (order, callback) { + let reqData = {orderId: order}; + let handler = (cb) => this.coingi.api('cancel-order', reqData, this.handleResponse('cancelOrder', cb)); + util.retryCustom(retryForever, _.bind(handler, this), callback); +}; + +Trader.getCapabilities = function () { + return { + name: 'Coingi', + slug: 'coingi', + currencies: ['EUR', 'USD', 'BTC'], + assets: ['BTC', 'DASH', 'DOGE', 'EUR', 'LTC', 'NMC', 'PPC', 'VTC'], + markets: [ + // Tradeable against BTC + {pair: ['USD', 'BTC'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + {pair: ['EUR', 'BTC'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + + // Tradeable against DASH + {pair: ['BTC', 'DASH'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + + // Tradeable against DOGE + {pair: ['BTC', 'DOGE'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + {pair: ['USD', 'DOGE'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + + // Tradeable against EUR + {pair: ['USD', 'EUR'], minimalOrder: {amount: 0.01, unit: 'asset'}, precision: 2}, + + // Tradeable against LTC + {pair: ['BTC', 'LTC'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + {pair: ['EUR', 'LTC'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + {pair: ['USD', 'LTC'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + + // Tradeable against NMC + {pair: ['BTC', 'NMC'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + + // Tradeable against PPC + {pair: ['USD', 'PPC'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + {pair: ['EUR', 'PPC'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + {pair: ['BTC', 'PPC'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8}, + + // Tradeable against VTC + {pair: ['BTC', 'VTC'], minimalOrder: {amount: 0.00001, unit: 'asset'}, precision: 8} + ], + requires: ['key', 'secret'], + providesHistory: 'date', + providesFullHistory: true, + exchangeMaxHistoryAge: 30, + tid: 'date', + tradable: true + }; +} + +module.exports = Trader; diff --git a/exchanges/gdax.js b/exchanges/gdax.js index 341e040a4..0d0ded91f 100644 --- a/exchanges/gdax.js +++ b/exchanges/gdax.js @@ -7,6 +7,7 @@ const Errors = require('../core/error'); const log = require('../core/log'); const BATCH_SIZE = 100; +const QUERY_DELAY = 350; var Trader = function(config) { _.bindAll(this); @@ -20,6 +21,9 @@ var 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'; + if (_.isObject(config)) { this.key = config.key; this.secret = config.secret; @@ -28,17 +32,22 @@ var Trader = function(config) { this.pair = [config.asset, config.currency].join('-').toUpperCase(); this.post_only = typeof config.post_only !== 'undefined' ? config.post_only : true; + + if (config.sandbox) { + this.use_sandbox = config.sandbox; + } + } this.gdax_public = new Gdax.PublicClient( this.pair, - this.use_sandbox ? 'https://api-public.sandbox.gdax.com' : undefined + this.use_sandbox ? this.api_sandbox_url : undefined ); this.gdax = new Gdax.AuthenticatedClient( this.key, this.secret, this.passphrase, - this.use_sandbox ? 'https://api-public.sandbox.gdax.com' : undefined + this.use_sandbox ? this.api_sandbox_url : undefined ); }; @@ -72,7 +81,7 @@ Trader.prototype.processError = function(funcName, error) { ); return new Errors.AbortError('[gdax.js] ' + error.message); } - + log.debug( `[gdax.js] (${funcName}) returned an error, retrying: ${error.message}` ); @@ -144,7 +153,8 @@ Trader.prototype.buy = function(amount, price, callback) { callback(undefined, data.id); }; - let handler = cb => this.gdax.buy(buyParams, this.handleResponse('buy', cb)); + let handler = cb => + this.gdax.buy(buyParams, this.handleResponse('buy', cb)); util.retryCustom(retryCritical, _.bind(handler, this), _.bind(result, this)); }; @@ -162,7 +172,7 @@ Trader.prototype.sell = function(amount, price, callback) { }; let handler = cb => - this.gdax.sell(sellParams, this.handleResponse('buy', cb)); + this.gdax.sell(sellParams, this.handleResponse('sell', cb)); util.retryCustom(retryCritical, _.bind(handler, this), _.bind(result, this)); }; @@ -203,9 +213,14 @@ Trader.prototype.getOrder = function(order, callback) { }; Trader.prototype.cancelOrder = function(order, callback) { + // callback for cancelOrder should be true if the order was already filled, otherwise false var result = function(err, data) { - // todo, verify result.. - callback(); + if(err) { + log.error('Error cancelling order:', err); + return callback(true); // need to catch the specific error but usually an error on cancel means it was filled + } + + return callback(false); }; let handler = cb => @@ -361,14 +376,14 @@ Trader.getCapabilities = function() { currencies: ['USD', 'EUR', 'GBP', 'BTC'], assets: ['BTC', 'LTC', 'ETH'], markets: [ - { pair: ['USD', 'BTC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['USD', 'LTC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, + { pair: ['USD', 'BTC'], minimalOrder: { amount: 0.001, unit: 'asset' } }, + { pair: ['USD', 'LTC'], minimalOrder: { amount: 0.1, unit: 'asset' } }, { pair: ['USD', 'ETH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['EUR', 'BTC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['EUR', 'ETH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, + { pair: ['EUR', 'BTC'], minimalOrder: { amount: 0.001, unit: 'asset' } }, + { pair: ['EUR', 'ETH'], minimalOrder: { amount: 0.1, unit: 'asset' } }, { pair: ['EUR', 'LTC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['GBP', 'BTC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['BTC', 'LTC'], minimalOrder: { amount: 0.01, unit: 'asset' } }, + { pair: ['GBP', 'BTC'], minimalOrder: { amount: 0.001, unit: 'asset' } }, + { pair: ['BTC', 'LTC'], minimalOrder: { amount: 0.1, unit: 'asset' } }, { pair: ['BTC', 'ETH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, ], requires: ['key', 'secret', 'passphrase'], @@ -376,7 +391,7 @@ Trader.getCapabilities = function() { providesFullHistory: true, tid: 'tid', tradable: true, - forceReorderDelay: true, + forceReorderDelay: false }; }; diff --git a/exchanges/kraken-markets.json b/exchanges/kraken-markets.json new file mode 100644 index 000000000..52c15991d --- /dev/null +++ b/exchanges/kraken-markets.json @@ -0,0 +1,944 @@ +{ + "assets": [ + "BCH", + "DASH", + "EOS", + "GNO", + "USDT", + "ETC", + "ETH", + "ICN", + "LTC", + "MLN", + "REP", + "XBT", + "XDG", + "XLM", + "XMR", + "XRP", + "ZEC" + ], + "currencies": [ + "EUR", + "USD", + "XBT", + "ETH", + "CAD", + "GBP", + "JPY" + ], + "markets": [ + { + "pair": [ + "EUR", + "BCH" + ], + "prefixed": [ + "ZEUR", + "BCH" + ], + "book": "BCHEUR", + "minimalOrder": { + "amount": "0.002", + "unit": "asset" + }, + "precision": 1 + }, + { + "pair": [ + "USD", + "BCH" + ], + "prefixed": [ + "ZUSD", + "BCH" + ], + "book": "BCHUSD", + "minimalOrder": { + "amount": "0.002", + "unit": "asset" + }, + "precision": 1 + }, + { + "pair": [ + "XBT", + "BCH" + ], + "prefixed": [ + "XXBT", + "BCH" + ], + "book": "BCHXBT", + "minimalOrder": { + "amount": "0.002", + "unit": "asset" + }, + "precision": 5 + }, + { + "pair": [ + "EUR", + "DASH" + ], + "prefixed": [ + "ZEUR", + "DASH" + ], + "book": "DASHEUR", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 3 + }, + { + "pair": [ + "USD", + "DASH" + ], + "prefixed": [ + "ZUSD", + "DASH" + ], + "book": "DASHUSD", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 3 + }, + { + "pair": [ + "XBT", + "DASH" + ], + "prefixed": [ + "XXBT", + "DASH" + ], + "book": "DASHXBT", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 5 + }, + { + "pair": [ + "ETH", + "EOS" + ], + "prefixed": [ + "XETH", + "EOS" + ], + "book": "EOSETH", + "minimalOrder": { + "amount": "3.0", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "EUR", + "EOS" + ], + "prefixed": [ + "ZEUR", + "EOS" + ], + "book": "EOSEUR", + "minimalOrder": { + "amount": "3.0", + "unit": "asset" + }, + "precision": 4 + }, + { + "pair": [ + "USD", + "EOS" + ], + "prefixed": [ + "ZUSD", + "EOS" + ], + "book": "EOSUSD", + "minimalOrder": { + "amount": "3.0", + "unit": "asset" + }, + "precision": 4 + }, + { + "pair": [ + "XBT", + "EOS" + ], + "prefixed": [ + "XXBT", + "EOS" + ], + "book": "EOSXBT", + "minimalOrder": { + "amount": "3.0", + "unit": "asset" + }, + "precision": 7 + }, + { + "pair": [ + "ETH", + "GNO" + ], + "prefixed": [ + "XETH", + "GNO" + ], + "book": "GNOETH", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 4 + }, + { + "pair": [ + "EUR", + "GNO" + ], + "prefixed": [ + "ZEUR", + "GNO" + ], + "book": "GNOEUR", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 2 + }, + { + "pair": [ + "USD", + "GNO" + ], + "prefixed": [ + "ZUSD", + "GNO" + ], + "book": "GNOUSD", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 2 + }, + { + "pair": [ + "XBT", + "GNO" + ], + "prefixed": [ + "XXBT", + "GNO" + ], + "book": "GNOXBT", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 5 + }, + { + "pair": [ + "USD", + "USDT" + ], + "prefixed": [ + "ZUSD", + "USDT" + ], + "book": "USDTZUSD", + "minimalOrder": { + "amount": "5", + "unit": "asset" + }, + "precision": 4 + }, + { + "pair": [ + "ETH", + "ETC" + ], + "prefixed": [ + "XETH", + "XETC" + ], + "book": "XETCXETH", + "minimalOrder": { + "amount": "0.3", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "XBT", + "ETC" + ], + "prefixed": [ + "XXBT", + "XETC" + ], + "book": "XETCXXBT", + "minimalOrder": { + "amount": "0.3", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "EUR", + "ETC" + ], + "prefixed": [ + "ZEUR", + "XETC" + ], + "book": "XETCZEUR", + "minimalOrder": { + "amount": "0.3", + "unit": "asset" + }, + "precision": 3 + }, + { + "pair": [ + "USD", + "ETC" + ], + "prefixed": [ + "ZUSD", + "XETC" + ], + "book": "XETCZUSD", + "minimalOrder": { + "amount": "0.3", + "unit": "asset" + }, + "precision": 3 + }, + { + "pair": [ + "XBT", + "ETH" + ], + "prefixed": [ + "XXBT", + "XETH" + ], + "book": "XETHXXBT", + "minimalOrder": { + "amount": "0.02", + "unit": "asset" + }, + "precision": 5 + }, + { + "pair": [ + "CAD", + "ETH" + ], + "prefixed": [ + "ZCAD", + "XETH" + ], + "book": "XETHZCAD", + "minimalOrder": { + "amount": "0.02", + "unit": "asset" + }, + "precision": 2 + }, + { + "pair": [ + "EUR", + "ETH" + ], + "prefixed": [ + "ZEUR", + "XETH" + ], + "book": "XETHZEUR", + "minimalOrder": { + "amount": "0.02", + "unit": "asset" + }, + "precision": 2 + }, + { + "pair": [ + "GBP", + "ETH" + ], + "prefixed": [ + "ZGBP", + "XETH" + ], + "book": "XETHZGBP", + "minimalOrder": { + "amount": "0.02", + "unit": "asset" + }, + "precision": 2 + }, + { + "pair": [ + "JPY", + "ETH" + ], + "prefixed": [ + "ZJPY", + "XETH" + ], + "book": "XETHZJPY", + "minimalOrder": { + "amount": "0.02", + "unit": "asset" + }, + "precision": 0 + }, + { + "pair": [ + "USD", + "ETH" + ], + "prefixed": [ + "ZUSD", + "XETH" + ], + "book": "XETHZUSD", + "minimalOrder": { + "amount": "0.02", + "unit": "asset" + }, + "precision": 2 + }, + { + "pair": [ + "ETH", + "ICN" + ], + "prefixed": [ + "XETH", + "XICN" + ], + "book": "XICNXETH", + "minimalOrder": { + "amount": "2.0", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "XBT", + "ICN" + ], + "prefixed": [ + "XXBT", + "XICN" + ], + "book": "XICNXXBT", + "minimalOrder": { + "amount": "2.0", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "XBT", + "LTC" + ], + "prefixed": [ + "XXBT", + "XLTC" + ], + "book": "XLTCXXBT", + "minimalOrder": { + "amount": "0.1", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "EUR", + "LTC" + ], + "prefixed": [ + "ZEUR", + "XLTC" + ], + "book": "XLTCZEUR", + "minimalOrder": { + "amount": "0.1", + "unit": "asset" + }, + "precision": 2 + }, + { + "pair": [ + "USD", + "LTC" + ], + "prefixed": [ + "ZUSD", + "XLTC" + ], + "book": "XLTCZUSD", + "minimalOrder": { + "amount": "0.1", + "unit": "asset" + }, + "precision": 2 + }, + { + "pair": [ + "ETH", + "MLN" + ], + "prefixed": [ + "XETH", + "XMLN" + ], + "book": "XMLNXETH", + "minimalOrder": { + "amount": "0.1", + "unit": "asset" + }, + "precision": 5 + }, + { + "pair": [ + "XBT", + "MLN" + ], + "prefixed": [ + "XXBT", + "XMLN" + ], + "book": "XMLNXXBT", + "minimalOrder": { + "amount": "0.1", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "ETH", + "REP" + ], + "prefixed": [ + "XETH", + "XREP" + ], + "book": "XREPXETH", + "minimalOrder": { + "amount": "0.3", + "unit": "asset" + }, + "precision": 5 + }, + { + "pair": [ + "XBT", + "REP" + ], + "prefixed": [ + "XXBT", + "XREP" + ], + "book": "XREPXXBT", + "minimalOrder": { + "amount": "0.3", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "EUR", + "REP" + ], + "prefixed": [ + "ZEUR", + "XREP" + ], + "book": "XREPZEUR", + "minimalOrder": { + "amount": "0.3", + "unit": "asset" + }, + "precision": 3 + }, + { + "pair": [ + "USD", + "REP" + ], + "prefixed": [ + "ZUSD", + "XREP" + ], + "book": "XREPZUSD", + "minimalOrder": { + "amount": "0.3", + "unit": "asset" + }, + "precision": 3 + }, + { + "pair": [ + "CAD", + "XBT" + ], + "prefixed": [ + "ZCAD", + "XXBT" + ], + "book": "XXBTZCAD", + "minimalOrder": { + "amount": 0.01, + "unit": "asset" + }, + "precision": 1 + }, + { + "pair": [ + "EUR", + "XBT" + ], + "prefixed": [ + "ZEUR", + "XXBT" + ], + "book": "XXBTZEUR", + "minimalOrder": { + "amount": 0.01, + "unit": "asset" + }, + "precision": 1 + }, + { + "pair": [ + "GBP", + "XBT" + ], + "prefixed": [ + "ZGBP", + "XXBT" + ], + "book": "XXBTZGBP", + "minimalOrder": { + "amount": 0.01, + "unit": "asset" + }, + "precision": 1 + }, + { + "pair": [ + "JPY", + "XBT" + ], + "prefixed": [ + "ZJPY", + "XXBT" + ], + "book": "XXBTZJPY", + "minimalOrder": { + "amount": 0.01, + "unit": "asset" + }, + "precision": 0 + }, + { + "pair": [ + "USD", + "XBT" + ], + "prefixed": [ + "ZUSD", + "XXBT" + ], + "book": "XXBTZUSD", + "minimalOrder": { + "amount": 0.01, + "unit": "asset" + }, + "precision": 1 + }, + { + "pair": [ + "XBT", + "XDG" + ], + "prefixed": [ + "XXBT", + "XXDG" + ], + "book": "XXDGXXBT", + "minimalOrder": { + "amount": 0.01, + "unit": "asset" + }, + "precision": 8 + }, + { + "pair": [ + "XBT", + "XLM" + ], + "prefixed": [ + "XXBT", + "XXLM" + ], + "book": "XXLMXXBT", + "minimalOrder": { + "amount": "300", + "unit": "asset" + }, + "precision": 8 + }, + { + "pair": [ + "EUR", + "XLM" + ], + "prefixed": [ + "ZEUR", + "XXLM" + ], + "book": "XXLMZEUR", + "minimalOrder": { + "amount": "300", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "USD", + "XLM" + ], + "prefixed": [ + "ZUSD", + "XXLM" + ], + "book": "XXLMZUSD", + "minimalOrder": { + "amount": "300", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "XBT", + "XMR" + ], + "prefixed": [ + "XXBT", + "XXMR" + ], + "book": "XXMRXXBT", + "minimalOrder": { + "amount": "0.1", + "unit": "asset" + }, + "precision": 6 + }, + { + "pair": [ + "EUR", + "XMR" + ], + "prefixed": [ + "ZEUR", + "XXMR" + ], + "book": "XXMRZEUR", + "minimalOrder": { + "amount": "0.1", + "unit": "asset" + }, + "precision": 2 + }, + { + "pair": [ + "USD", + "XMR" + ], + "prefixed": [ + "ZUSD", + "XXMR" + ], + "book": "XXMRZUSD", + "minimalOrder": { + "amount": "0.1", + "unit": "asset" + }, + "precision": 2 + }, + { + "pair": [ + "XBT", + "XRP" + ], + "prefixed": [ + "XXBT", + "XXRP" + ], + "book": "XXRPXXBT", + "minimalOrder": { + "amount": "30", + "unit": "asset" + }, + "precision": 8 + }, + { + "pair": [ + "CAD", + "XRP" + ], + "prefixed": [ + "ZCAD", + "XXRP" + ], + "book": "XXRPZCAD", + "minimalOrder": { + "amount": "30", + "unit": "asset" + }, + "precision": 5 + }, + { + "pair": [ + "EUR", + "XRP" + ], + "prefixed": [ + "ZEUR", + "XXRP" + ], + "book": "XXRPZEUR", + "minimalOrder": { + "amount": "30", + "unit": "asset" + }, + "precision": 5 + }, + { + "pair": [ + "JPY", + "XRP" + ], + "prefixed": [ + "ZJPY", + "XXRP" + ], + "book": "XXRPZJPY", + "minimalOrder": { + "amount": "30", + "unit": "asset" + }, + "precision": 3 + }, + { + "pair": [ + "USD", + "XRP" + ], + "prefixed": [ + "ZUSD", + "XXRP" + ], + "book": "XXRPZUSD", + "minimalOrder": { + "amount": "30", + "unit": "asset" + }, + "precision": 5 + }, + { + "pair": [ + "XBT", + "ZEC" + ], + "prefixed": [ + "XXBT", + "XZEC" + ], + "book": "XZECXXBT", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 5 + }, + { + "pair": [ + "EUR", + "ZEC" + ], + "prefixed": [ + "ZEUR", + "XZEC" + ], + "book": "XZECZEUR", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 3 + }, + { + "pair": [ + "JPY", + "ZEC" + ], + "prefixed": [ + "ZJPY", + "XZEC" + ], + "book": "XZECZJPY", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 3 + }, + { + "pair": [ + "USD", + "ZEC" + ], + "prefixed": [ + "ZUSD", + "XZEC" + ], + "book": "XZECZUSD", + "minimalOrder": { + "amount": "0.03", + "unit": "asset" + }, + "precision": 2 + } + ] +} \ No newline at end of file diff --git a/exchanges/kraken.js b/exchanges/kraken.js index 9adbc2de6..315a35330 100644 --- a/exchanges/kraken.js +++ b/exchanges/kraken.js @@ -5,75 +5,7 @@ const _ = require('lodash'); const util = require('../core/util'); const Errors = require('../core/error'); const log = require('../core/log'); - -var crypto_currencies = [ - "XBT", - "DASH", - "EOS", - "ETC", - "ETH", - "GNO", - "ICN", - "LTC", - "MLN", - "REP", - "USDT", - "XDG", - "XLM", - "XMR", - "XRP", - "ZEC", - "BCH" -]; - -var fiat_currencies = [ - "EUR", - "GBP", - "USD", - "JPY", - "CAD", -]; - -var assets_without_prefix = [ - 'BCH', - 'DASH', - 'EOS', - 'GNO', - 'USDT' -] - -// Method to check if asset/currency is a crypto currency -var isCrypto = function(value) { - return _.contains(crypto_currencies, value); -}; - -// Method to check if asset/currency is a fiat currency -var isFiat = function(value) { - return _.contains(fiat_currencies, value); -}; - -var addPrefix = function(value) { - var fiatPrefix = "Z"; - var cryptoPrefix = "X"; - - if(isFiat(value)) - return fiatPrefix + value; - else if(isCrypto(value)) - return cryptoPrefix + value; - else - return value; -} - -// Some currencies in Kraken don't use the prefix, not clearly documented -var getAssetPair = function(asset, currency) { - if (asset === 'USDT') - return 'USDTZUSD'; // Yet another kraken inconsistency - - if (_.contains(assets_without_prefix, asset)) - return asset + currency; - else - return addPrefix(asset) + addPrefix(currency); -} +const marketData = require('./kraken-markets.json'); var Trader = function(config) { _.bindAll(this); @@ -85,9 +17,13 @@ var Trader = function(config) { this.asset = config.asset.toUpperCase(); } - this.pair = getAssetPair(this.asset, this.currency); this.name = 'kraken'; this.since = null; + + this.market = _.find(Trader.getCapabilities().markets, (market) => { + return market.pair[0] === this.currency && market.pair[1] === this.asset + }); + this.pair = this.market.book; this.kraken = new Kraken( this.key, @@ -110,7 +46,7 @@ var retryForever = { maxTimeout: 30 * 1000 }; -var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|API:Rate limit exceeded|API:Invalid nonce|Service:Unavailable|Request timed out|Response code 525|Response code 520|Response code 504|Response code 502)/) +var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|API:Rate limit exceeded|API:Invalid nonce|Service:Unavailable|Request timed out|Response code 5)/) Trader.prototype.processError = function(funcName, error) { if (!error) return undefined; @@ -177,17 +113,12 @@ Trader.prototype.getTrades = function(since, callback, descending) { }; Trader.prototype.getPortfolio = function(callback) { - console.log('getPortfolio'); var setBalance = function(err, data) { - console.log('aa', arguments); if(err) return callback(err); log.debug('[kraken.js] entering "setBalance" callback after kraken-api call, data:' , data); - // When using the prefix-less assets, you remove the prefix from the assset but leave - // it on the curreny in this case. An undocumented Kraken quirk. - var assetId = _.contains(assets_without_prefix, this.asset) ? this.asset : addPrefix(this.asset); - var assetAmount = parseFloat( data.result[assetId] ); - var currencyAmount = parseFloat( data.result[addPrefix(this.currency)] ); + var assetAmount = parseFloat( data.result[this.market.prefixed[1]] ); + var currencyAmount = parseFloat( data.result[this.market.prefixed[0]] ); if(!_.isNumber(assetAmount) || _.isNaN(assetAmount)) { log.error(`Kraken did not return portfolio for ${this.asset}, assuming 0.`); @@ -256,8 +187,7 @@ Trader.prototype.roundAmount = function(amount) { }; Trader.prototype.addOrder = function(tradeType, amount, price, callback) { - amount = this.roundAmount(amount); - price = this.roundAmount(price); // but the link talks about rounding price... And I had the bug + price = this.roundAmount(price); // only round price, not amount log.debug('[kraken.js] (addOrder)', tradeType.toUpperCase(), amount, this.asset, '@', price, this.currency); @@ -275,7 +205,7 @@ Trader.prototype.addOrder = function(tradeType, amount, price, callback) { type: tradeType.toLowerCase(), ordertype: 'limit', price: price, - volume: amount.toString() + volume: amount }; let handler = (cb) => this.kraken.api('AddOrder', reqData, this.handleResponse('addOrder', cb)); @@ -331,99 +261,9 @@ Trader.getCapabilities = function () { return { name: 'Kraken', slug: 'kraken', - currencies: ['CAD', 'EUR', 'GBP', 'JPY', 'USD', 'XBT', 'ETH'], - assets: ['XBT', 'LTC', 'GNO', 'ICN', 'MLN', 'REP', 'XDG', 'XLM', 'XMR', 'XRP', 'ZEC', 'ETH', 'BCH', 'DASH', 'EOS', 'ETC', 'USDT'], - markets: [ - //Tradeable againt ETH - { pair: ['XBT', 'ETH'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 5 }, - { pair: ['CAD', 'ETH'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - { pair: ['EUR', 'ETH'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - { pair: ['GBP', 'ETH'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['JPY', 'ETH'], minimalOrder: { amount: 1, unit: 'asset' }, precision: 0 }, - { pair: ['USD', 'ETH'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - - //Tradeable against LTC - { pair: ['XBT', 'LTC'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 6 }, - { pair: ['EUR', 'LTC'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - { pair: ['USD', 'LTC'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - - //Tradeable against BCH - { pair: ['USD', 'BCH'], minimalOrder: { amount: 0.1, unit: 'asset' }, precision: 1 }, - { pair: ['EUR', 'BCH'], minimalOrder: { amount: 0.1, unit: 'asset' }, precision: 1 }, - { pair: ['XBT', 'BCH'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 5 }, - - //Tradeable against DASH - { pair: ['USD', 'DASH'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - { pair: ['EUR', 'DASH'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - { pair: ['XBT', 'DASH'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 5 }, - - //Tradeable against EOS - { pair: ['USD', 'EOS'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['EUR', 'EOS'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['XBT', 'EOS'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 7 }, - { pair: ['ETH', 'EOS'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 6 }, - - //Tradeable against ETC - { pair: ['USD', 'ETC'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 3 }, - { pair: ['EUR', 'ETC'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 3 }, - { pair: ['XBT', 'ETC'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 6 }, - { pair: ['ETH', 'ETC'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 5 }, - - //Tradeable against GNO - { pair: ['USD', 'GNO'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['EUR', 'GNO'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['XBT', 'GNO'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 5 }, - { pair: ['ETH', 'GNO'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 4 }, - - //Tradeable against ICN - { pair: ['XBT', 'ICN'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 7 }, - { pair: ['ETH', 'ICN'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 6 }, - - //Tradeable against MLN - { pair: ['XBT', 'MLN'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 6 }, - { pair: ['ETH', 'MLN'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 5 }, - - //Tradeable against REP - { pair: ['USD', 'REP'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['EUR', 'REP'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 3 }, - { pair: ['XBT', 'REP'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 6 }, - { pair: ['ETH', 'REP'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 5 }, - - //Tradeable against XDG - { pair: ['XBT', 'XDG'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - - //Tradeable against XLM - { pair: ['USD', 'XLM'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['EUR', 'XLM'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['XBT', 'XLM'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 8 }, - - //Tradeable against XMR - { pair: ['USD', 'XMR'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - { pair: ['EUR', 'XMR'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - { pair: ['XBT', 'XMR'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 6 }, - - //Tradeable against XRP - { pair: ['USD', 'XRP'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 5 }, - { pair: ['EUR', 'XRP'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 5 }, - { pair: ['XBT', 'XRP'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 8 }, - { pair: ['CAD', 'XRP'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['JPY', 'XRP'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - - //Tradeable against ZEC - { pair: ['USD', 'ZEC'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - { pair: ['EUR', 'ZEC'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 2 }, - { pair: ['XBT', 'ZEC'], minimalOrder: { amount: 0.01, unit: 'asset' }, precision: 5 }, - - //Tradeable against XBT - { pair: ['CAD', 'XBT'], minimalOrder: { amount: 0.1, unit: 'asset' }, precision: 1 }, - { pair: ['EUR', 'XBT'], minimalOrder: { amount: 0.1, unit: 'asset' }, precision: 1 }, - { pair: ['GBP', 'XBT'], minimalOrder: { amount: 0.01, unit: 'asset' } }, - { pair: ['JPY', 'XBT'], minimalOrder: { amount: 1, unit: 'asset' }, precision: 0 }, - { pair: ['USD', 'XBT'], minimalOrder: { amount: 0.1, unit: 'asset' }, precision: 1 }, - - //Tradeable against USDT - { pair: ['USD', 'USDT'], minimalOrder: { amount: 0.1, unit: 'asset' }, precision: 2 }, - ], + currencies: marketData.currencies, + assets: marketData.assets, + markets: marketData.markets, requires: ['key', 'secret'], providesHistory: 'date', providesFullHistory: true, diff --git a/exchanges/quadriga.js b/exchanges/quadriga.js index 22b05ac9a..607edb604 100644 --- a/exchanges/quadriga.js +++ b/exchanges/quadriga.js @@ -92,16 +92,16 @@ Trader.prototype.getPortfolio = function(callback) { if (data && data.error) return this.retry(this.getPortfolio, 'unable to get balance', args, data.error); if (err) return this.retry(this.getPortfolio, 'unable to get balance', args, err); - var assetAmount = parseFloat( data[this.asset + '_available'] ); - var currencyAmount = parseFloat( data[this.currency + '_available'] ); + var assetAmount = parseFloat( data[this.asset.toLowerCase() + '_available'] ); + var currencyAmount = parseFloat( data[this.currency.toLowerCase() + '_available'] ); if(!_.isNumber(assetAmount) || _.isNaN(assetAmount)) { - log.error(`Quadriga did not return balance for ${this.asset}, assuming 0.`); + log.error(`Quadriga did not return balance for ${this.asset.toLowerCase()}, assuming 0.`); assetAmount = 0; } if(!_.isNumber(currencyAmount) || _.isNaN(currencyAmount)) { - log.error(`Quadriga did not return balance for ${this.currency}, assuming 0.`); + log.error(`Quadriga did not return balance for ${this.currency.toLowerCase()}, assuming 0.`); currencyAmount = 0; } @@ -137,7 +137,7 @@ Trader.prototype.getTicker = function(callback) { Trader.prototype.roundAmount = function(amount) { var precision = 100000000; - var market = this.getCapabilities().markets.find(function(market){ return market.pair[0] === this.currency && market.pair[1] === this.asset }); + var market = Trader.getCapabilities().markets.find(function(market){ return market.pair[0] === this.currency && market.pair[1] === this.asset }); if(Number.isInteger(market.precision)) precision = 10 * market.precision; @@ -174,6 +174,7 @@ Trader.prototype.addOrder = function(tradeType, amount, price, callback) { Trader.prototype.getOrder = function(order, callback) { + var args = _.toArray(arguments); var get = function(err, data) { if (data && data.error) return this.retry(this.getOrder, 'unable to get order', args, data.error); @@ -198,6 +199,8 @@ Trader.prototype.sell = function(amount, price, callback) { }; Trader.prototype.checkOrder = function(order, callback) { + var args = _.toArray(arguments); + var check = function(err, data) { if (data && data.error) return this.retry(this.checkOrder, 'unable to get order', args, data.error); diff --git a/gekko.js b/gekko.js index 2dd656e7e..20e9af3cd 100644 --- a/gekko.js +++ b/gekko.js @@ -6,7 +6,7 @@ If you are interested in how Gekko works, read more about Gekko's architecture here: - https://github.com/askmike/gekko/blob/stable/docs/internals/architecture.md + https://gekko.wizb.it/docs/internals/architecture.html Disclaimer: diff --git a/package-lock.json b/package-lock.json index 9d06e8cb0..6f0ee2f47 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1,7 +1,6 @@ - { "name": "gekko", - "version": "0.5.12", + "version": "0.5.13", "lockfileVersion": 1, "requires": true, "dependencies": { @@ -17,7 +16,7 @@ "inherits": "2.0.3", "lodash": "4.17.4", "pkginfo": "0.4.1", - "request": "2.81.0", + "request": "2.83.0", "retry": "0.9.0", "url-join": "0.0.1", "winston": "2.3.1", @@ -121,12 +120,14 @@ } }, "ajv": { - "version": "4.11.8", - "resolved": "https://registry.npmjs.org/ajv/-/ajv-4.11.8.tgz", - "integrity": "sha1-gv+wKynmYq5TvcIK8VlHcGc5xTY=", + "version": "5.5.2", + "resolved": "https://registry.npmjs.org/ajv/-/ajv-5.5.2.tgz", + "integrity": "sha1-c7Xuyj+rZT49P5Qis0GtQiBdyWU=", "requires": { "co": "4.6.0", - "json-stable-stringify": "1.0.1" + "fast-deep-equal": "1.0.0", + "fast-json-stable-stringify": "2.0.0", + "json-schema-traverse": "0.3.1" } }, "ansi-regex": { @@ -208,6 +209,12 @@ "regenerator-runtime": "0.11.1" } }, + "balanced-match": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/balanced-match/-/balanced-match-1.0.0.tgz", + "integrity": "sha1-ibTRmasr7kneFk6gK4nORi1xt2c=", + "dev": true + }, "bcrypt-pbkdf": { "version": "1.0.1", "resolved": "https://registry.npmjs.org/bcrypt-pbkdf/-/bcrypt-pbkdf-1.0.1.tgz", @@ -218,11 +225,11 @@ } }, "binance": { - "version": "1.1.0", - "resolved": "https://registry.npmjs.org/binance/-/binance-1.1.0.tgz", - "integrity": "sha1-Fa9bppw++4SmpCF60jmZrg79DXQ=", + "version": "1.3.1", + "resolved": "https://registry.npmjs.org/binance/-/binance-1.3.1.tgz", + "integrity": "sha1-ecicdUranlTtZiicVav6C/BkYUE=", "requires": { - "request": "2.81.0", + "request": "2.83.0", "underscore": "1.8.3", "ws": "3.3.3" }, @@ -254,10 +261,10 @@ "resolved": "https://registry.npmjs.org/bintrees/-/bintrees-1.0.0.tgz", "integrity": "sha1-nqCaZnLBE0tejEMToT5HzKloxyA=" }, - "bitcoin-co-id": { - "version": "0.0.1", - "resolved": "https://registry.npmjs.org/bitcoin-co-id/-/bitcoin-co-id-0.0.1.tgz", - "integrity": "sha1-w1kKGMt0+vQzk3fOnhtc+j2xRPk=", + "bitcoin-co-id-update": { + "version": "0.0.2", + "resolved": "https://registry.npmjs.org/bitcoin-co-id-update/-/bitcoin-co-id-update-0.0.2.tgz", + "integrity": "sha512-1t96Fg/FcWDuf5HmfLNCq9dFXioDO35BQJNrqmiWNDxk49e9EAB2yKxmdlEIOIw8pGarvNQkqVGgE5PXxY/uig==", "requires": { "crypto": "1.0.1", "querystring": "0.2.0", @@ -266,163 +273,11 @@ "verror": "1.10.0" }, "dependencies": { - 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"to-iso-string": { - "version": "0.0.2", - "resolved": "https://registry.npmjs.org/to-iso-string/-/to-iso-string-0.0.2.tgz", - "integrity": "sha1-TcGeZk38y+Jb2NtQiwDG2hWCVdE=", - "dev": true - }, "toml": { "version": "2.3.3", "resolved": "https://registry.npmjs.org/toml/-/toml-2.3.3.tgz", @@ -4471,7 +4537,7 @@ "integrity": "sha1-B2I3jx3BwFDkj2ZqypBOJLGpYvQ=", "requires": { "deep-extend": "0.5.0", - "request": "2.81.0" + "request": "2.83.0" } }, "type-detect": { @@ -4529,23 +4595,6 @@ "resolved": "https://registry.npmjs.org/url-to-options/-/url-to-options-1.0.1.tgz", "integrity": "sha1-FQWgOiiaSMvXpDTvuu7FBV9WM6k=" }, - "util": { - "version": "0.10.3", - "resolved": "https://registry.npmjs.org/util/-/util-0.10.3.tgz", - "integrity": "sha1-evsa/lCAUkZInj23/g7TeTNqwPk=", - "dev": true, - "requires": { - "inherits": "2.0.1" - }, - "dependencies": { - "inherits": { - "version": "2.0.1", - "resolved": "https://registry.npmjs.org/inherits/-/inherits-2.0.1.tgz", - "integrity": "sha1-sX0I0ya0Qj5Wjv9xn5GwscvfafE=", - "dev": true - } - } - }, "util-deprecate": { "version": "1.0.2", "resolved": "https://registry.npmjs.org/util-deprecate/-/util-deprecate-1.0.2.tgz", @@ -4609,6 +4658,12 @@ } } }, + "wrappy": { + "version": "1.0.2", + "resolved": "https://registry.npmjs.org/wrappy/-/wrappy-1.0.2.tgz", + "integrity": "sha1-tSQ9jz7BqjXxNkYFvA0QNuMKtp8=", + "dev": true + }, "ws": { "version": "1.1.4", "resolved": "https://registry.npmjs.org/ws/-/ws-1.1.4.tgz", @@ -4637,7 +4692,7 @@ "@you21979/object-util": "0.0.1", "@you21979/simple-verify": "0.0.2", "limit-request-promise": "0.1.2", - "request": "2.81.0", + "request": "2.83.0", "ws": "1.1.4" } } diff --git a/package.json b/package.json index bbea662e5..91ea09298 100644 --- a/package.json +++ b/package.json @@ -1,6 +1,6 @@ { "name": "gekko", - "version": "0.5.12", + "version": "0.5.14", "description": "A bitcoin trading bot for auto trading at various exchanges", "keywords": [ "trading", @@ -17,8 +17,8 @@ "dependencies": { "@slack/client": "^3.10.0", "async": "2.1.2", - "binance": "^1.1.0", - "bitcoin-co-id": "0.0.1", + "binance": "^1.3.1", + "bitcoin-co-id-update": "0.0.2", "bitexthai": "^0.1.0", "bitfinex-api-node": "^1.2.0", "bitstamp": "^1.0.3", @@ -28,7 +28,8 @@ "cexio": "0.0.x", "co-fs": "^1.2.0", "coinfalcon": "^1.0.3", - "commander": "^2.9.0", + "coingi": "^1.0.7", + "commander": "^2.13.0", "gdax": "^0.4.2", "gekko": "0.0.9", "gemini-exchange-coffee-api": "2.0.6", @@ -42,7 +43,7 @@ "kraken-api-es5": "^1.0.0", "lakebtc_nodejs": "0.1.x", "lodash": "2.x", - "moment": "2.19.3", + "moment": "^2.20.1", "node-wex": "^1.0.3", "node.bittrex.api": "^0.4.3", "okcoin-china": "0.0.7", @@ -63,10 +64,12 @@ "zaif.jp": "^0.1.4" }, "devDependencies": { - "chai": "^2.0.0", - "mocha": "^2.1.1", + "chai": "^4.1.2", + "mocha": "^5.0.0", "proxyquire": "^1.7.10", - "sinon": "^1.12.2" + "request": "^2.83.0", + "request-promise": "^4.2.2", + "sinon": "^4.2.0" }, "engines": { "node": ">=6.0" diff --git a/plugins/performanceAnalyzer/performanceAnalyzer.js b/plugins/performanceAnalyzer/performanceAnalyzer.js index 0e5ede9dc..5df48a2bf 100644 --- a/plugins/performanceAnalyzer/performanceAnalyzer.js +++ b/plugins/performanceAnalyzer/performanceAnalyzer.js @@ -38,6 +38,7 @@ const PerformanceAnalyzer = function() { this.roundTrips = []; this.roundTrip = { + id: 0, entry: false, exit: false } @@ -74,21 +75,26 @@ PerformanceAnalyzer.prototype.processTrade = function(trade) { PerformanceAnalyzer.prototype.logRoundtripPart = function(trade) { // this is not part of a valid roundtrip - if(this.trades === 1 && trade.action === 'sell') { + if(!this.roundTrip.entry && trade.action === 'sell') { return; } if(trade.action === 'buy') { + if (this.roundTrip.exit) { + this.roundTrip.id++; + this.roundTrip.exit = false + } + this.roundTrip.entry = { date: trade.date, price: trade.price, - total: trade.portfolio.asset * trade.price, + total: trade.portfolio.currency + (trade.portfolio.asset * trade.price), } } else if(trade.action === 'sell') { this.roundTrip.exit = { date: trade.date, price: trade.price, - total: trade.portfolio.currency + total: trade.portfolio.currency + (trade.portfolio.asset * trade.price), } this.handleRoundtrip(); @@ -101,6 +107,8 @@ PerformanceAnalyzer.prototype.round = function(amount) { PerformanceAnalyzer.prototype.handleRoundtrip = function() { var roundtrip = { + id: this.roundTrip.id, + entryAt: this.roundTrip.entry.date, entryPrice: this.roundTrip.entry.price, entryBalance: this.roundTrip.entry.total, @@ -115,7 +123,9 @@ PerformanceAnalyzer.prototype.handleRoundtrip = function() { roundtrip.pnl = roundtrip.exitBalance - roundtrip.entryBalance; roundtrip.profit = (100 * roundtrip.exitBalance / roundtrip.entryBalance) - 100; - this.roundTrips.push(roundtrip); + this.roundTrips[this.roundTrip.id] = roundtrip; + + // this will keep resending roundtrips, that is not ideal.. what do we do about it? this.handler.handleRoundtrip(roundtrip); // we need a cache for sharpe diff --git a/plugins/postgresql/handle.js b/plugins/postgresql/handle.js index 38481dcb4..2d1c396f2 100755 --- a/plugins/postgresql/handle.js +++ b/plugins/postgresql/handle.js @@ -48,7 +48,7 @@ checkClient.connect(function(err){ if(err) { util.die(err); } - if(res.rowCount == 0){ //database does not exist + if(res.rows[0].count == 0){ //database does not exist log.debug("Database "+dbName+" does not exist"); if(mode === 'realtime') { //create database if not found log.debug("Creating database "+dbName); diff --git a/plugins/postgresql/reader.js b/plugins/postgresql/reader.js index 415a4977c..3190f8cbd 100755 --- a/plugins/postgresql/reader.js +++ b/plugins/postgresql/reader.js @@ -13,7 +13,7 @@ var Reader = function() { this.db = handle; } -// returns the furtherst point (up to `from`) in time we have valid data from +// returns the furthest point (up to `from`) in time we have valid data from Reader.prototype.mostRecentWindow = function(from, to, next) { to = to.unix(); from = from.unix(); diff --git a/plugins/postgresql/util.js b/plugins/postgresql/util.js index 42bd95cb3..e72a7e0e5 100755 --- a/plugins/postgresql/util.js +++ b/plugins/postgresql/util.js @@ -38,14 +38,14 @@ module.exports = { database: function () { return useSingleDatabase() ? config.postgresql.database : - config.watch.exchange.toLowerCase(); + config.watch.exchange.toLowerCase().replace(/\-/g,''); }, // returns table name which can be different if we use // single or multiple db setup. table: function (name) { if (useSingleDatabase()) { - name = watch.exchange + '_' + name; + name = watch.exchange.replace(/\-/g,'') + '_' + name; } var fullName = [name, settings.pair.join('_')].join('_'); return useLowerCaseTableNames() ? fullName.toLowerCase() : fullName; diff --git a/plugins/postgresql/writer.js b/plugins/postgresql/writer.js index 388051724..3173909da 100755 --- a/plugins/postgresql/writer.js +++ b/plugins/postgresql/writer.js @@ -45,7 +45,7 @@ Store.prototype.writeCandles = function() { var stmt = ` INSERT INTO ${postgresUtil.table('candles')} (start, open, high,low, close, vwp, volume, trades) - select $1, $2, $3, $4, $5, $6, $7, $8 + select $1, $2, $3, $4, $5, $6, $7, $8 WHERE NOT EXISTS (select id from ${postgresUtil.table('candles')} where start=$1); `; @@ -67,7 +67,7 @@ Store.prototype.writeCandles = function() { var processCandle = function(candle, done) { this.cache.push(candle); - if (this.cache.length > 100) + if (this.cache.length > 1) this.writeCandles(); done(); diff --git a/plugins/telegrambot.js b/plugins/telegrambot.js index 058fbf673..1260ee52f 100644 --- a/plugins/telegrambot.js +++ b/plugins/telegrambot.js @@ -1,35 +1,37 @@ -var log = require('../core/log'); -var moment = require('moment'); -var _ = require('lodash'); -var config = require('../core/util').getConfig(); -var telegrambot = config.telegrambot; -var utc = moment.utc; - -var telegram = require("node-telegram-bot-api"); - -var Actor = function() { +const log = require('../core/log'); +const moment = require('moment'); +const _ = require('lodash'); +const config = require('../core/util').getConfig(); +const telegrambot = config.telegrambot; +const utc = moment.utc; +const telegram = require("node-telegram-bot-api"); + +const Actor = function() { _.bindAll(this); - this.advice = 'Dont got one yet :('; + this.advice = null; this.adviceTime = utc(); this.price = 'Dont know yet :('; this.priceTime = utc(); this.commands = { + '/start': 'emitStart', '/advice': 'emitAdvice', + '/subscribe': 'emitSubscribe', + '/unsubscribe': 'emitUnSubscribe', '/price': 'emitPrice', - '/donate': 'emitDonation', - '/realadvice': 'emitRealAdvice', //Without space '/help': 'emitHelp' }; - + if (telegrambot.donate) { + this.commands['/donate'] = 'emitDonate'; + } this.rawCommands = _.keys(this.commands); - this.chatId = null; + this.subscribers = []; this.bot = new telegram(telegrambot.token, { polling: true }); this.bot.onText(/(.+)/, this.verifyQuestion); -} +}; Actor.prototype.processCandle = function(candle, done) { this.price = candle.close; @@ -39,32 +41,46 @@ Actor.prototype.processCandle = function(candle, done) { }; Actor.prototype.processAdvice = function(advice) { - if (telegrambot.muteSoft && advice.recommendation === 'soft') return; + if (advice.recommendation === 'soft') return; this.advice = advice.recommendation; this.adviceTime = utc(); - - if (telegrambot.emitUpdates) - this.newAdvice(); + this.advicePrice = this.price; + this.subscribers.forEach(this.emitAdvice, this); }; Actor.prototype.verifyQuestion = function(msg, text) { this.chatId = msg.chat.id; - if (text[1].toLowerCase() in this.commands) + if (text[1].toLowerCase() in this.commands) { this[this.commands[text[1].toLowerCase()]](); - else - this.bot.sendMessage(this.chatId, "Hello!"); -} - -Actor.prototype.newAdvice = function() { - if (this.chatId) { - this.bot.sendMessage(this.chatId, 'Important news!'); - this.emitAdvice(); + } else { + this.emitHelp(); } -} +}; -// sent advice to the last chat -Actor.prototype.emitAdvice = function() { - var message = [ +Actor.prototype.emitStart = function() { + this.bot.sendMessage(this.chatId, 'Hello! How can I help you?'); +}; + +Actor.prototype.emitSubscribe = function() { + if (this.subscribers.indexOf(this.chatId) === -1) { + this.subscribers.push(this.chatId); + this.bot.sendMessage(this.chatId, `Success! Got ${this.subscribers.length} subscribers.`); + } else { + this.bot.sendMessage(this.chatId, "You are already subscribed."); + } +}; + +Actor.prototype.emitUnSubscribe = function() { + if (this.subscribers.indexOf(this.chatId) > -1) { + this.subscribers.splice(this.subscribers.indexOf(this.chatId), 1); + this.bot.sendMessage(this.chatId, "Success!"); + } else { + this.bot.sendMessage(this.chatId, "You are not subscribed."); + } +}; + +Actor.prototype.emitAdvice = function(chatId) { + let message = [ 'Advice for ', config.watch.exchange, ' ', @@ -76,21 +92,30 @@ Actor.prototype.emitAdvice = function() { ' at ', config.tradingAdvisor.candleSize, ' minute candles, is:\n', - this.advice, - ' ', - config.watch.asset, - ' (from ', - this.adviceTime.fromNow(), - ')' ].join(''); + if (this.advice) { + message += this.advice + + ' ' + + config.watch.asset + + ' ' + + this.advicePrice + + ' (' + + this.adviceTime.fromNow() + + ')'; + } else { + message += 'None' + } - if (this.chatId) + if (chatId) { + this.bot.sendMessage(chatId, message); + } else { this.bot.sendMessage(this.chatId, message); + } }; // sent price over to the last chat Actor.prototype.emitPrice = function() { - var message = [ + const message = [ 'Current price at ', config.watch.exchange, ' ', @@ -102,54 +127,28 @@ Actor.prototype.emitPrice = function() { ' ', config.watch.currency, ' (from ', - this.priceTime.fromNow(), + this.priceTime.fromNow(), ')' ].join(''); - if (this.chatId) - this.bot.sendMessage(this.chatId, message); + this.bot.sendMessage(this.chatId, message); }; -// sent donation info over to the IRC channel -Actor.prototype.emitDonation = function() { - var message = 'You want to donate? How nice of you! You can send your coins here:'; - message += '\nBTC:\t13r1jyivitShUiv9FJvjLH7Nh1ZZptumwW'; - - if (this.chatId) - this.bot.sendMessage(this.chatId, message); +Actor.prototype.emitDonate = function() { + this.bot.sendMessage(this.chatId, telegrambot.donate); }; Actor.prototype.emitHelp = function() { - var message = _.reduce( + let message = _.reduce( this.rawCommands, function(message, command) { return message + ' ' + command + ','; }, - 'possible commands are:' + 'Possible commands are:' ); - message = message.substr(0, _.size(message) - 1) + '.'; - - if (this.chatId) - this.bot.sendMessage(this.chatId, message); -} - -Actor.prototype.emitRealAdvice = function() { - // http://www.examiner.com/article/uncaged-a-look-at-the-top-10-quotes-of-gordon-gekko - // http://elitedaily.com/money/memorable-gordon-gekko-quotes/ - var realAdvice = [ - 'I don\'t throw darts at a board. I bet on sure things. Read Sun-tzu, The Art of War. Every battle is won before it is ever fought.', - 'Ever wonder why fund managers can\'t beat the S&P 500? \'Cause they\'re sheep, and sheep get slaughtered.', - 'If you\'re not inside, you\'re outside!', - 'The most valuable commodity I know of is information.', - 'It\'s not a question of enough, pal. It\'s a zero sum game, somebody wins, somebody loses. Money itself isn\'t lost or made, it\'s simply transferred from one perception to another.', - 'What\'s worth doing is worth doing for money. (Wait, wasn\'t I a free and open source bot?)', - 'When I get a hold of the son of a bitch who leaked this, I\'m gonna tear his eyeballs out and I\'m gonna suck his fucking skull.' - ]; - - if (this.chatId) - this.bot.sendMessage(this.chatId, _.first(_.shuffle(realAdvice))); -} + this.bot.sendMessage(this.chatId, message); +}; Actor.prototype.logError = function(message) { log.error('Telegram ERROR:', message); diff --git a/plugins/trader/portfolioManager.js b/plugins/trader/portfolioManager.js index b97a7fbb5..ef7ebf296 100644 --- a/plugins/trader/portfolioManager.js +++ b/plugins/trader/portfolioManager.js @@ -12,7 +12,7 @@ var _ = require('lodash'); var util = require('../../core/util'); var dirs = util.dirs(); -var events = require("events"); +var events = require('events'); var log = require(dirs.core + 'log'); var async = require('async'); var checker = require(dirs.core + 'exchangeChecker.js'); @@ -189,62 +189,80 @@ Manager.prototype.getMinimum = function(price) { // the asset, if so BUY and keep track of the order // (amount is in asset quantity) Manager.prototype.buy = function(amount, price) { + let minimum = 0; + let process = (err, order) => { + // if order to small + if(!order.amount || order.amount < minimum) { + return log.warn( + 'Wanted to buy', + this.asset, + 'but the amount is too small ', + '(' + parseFloat(amount).toFixed(8) + ' @', + parseFloat(price).toFixed(8), + ') at', + this.exchange.name + ); + } - var minimum = this.getMinimum(price); - - // if order to small - if(amount < minimum) { - return log.error( - 'Wanted to buy', + log.info( + 'Attempting to BUY', + order.amount, this.asset, - 'but the amount is too small', - '(' + parseFloat(amount).toFixed(12) + ')', 'at', - this.exchange.name + this.exchange.name, + 'price:', + order.price ); + + this.exchange.buy(order.amount, order.price, this.noteOrder); } - log.info( - 'Attempting to BUY', - amount, - this.asset, - 'at', - this.exchange.name, - 'price:', - price - ); - this.exchange.buy(amount, price, this.noteOrder); + if (_.has(this.exchange, 'getLotSize')) { + this.exchange.getLotSize('buy', amount, price, _.bind(process)); + } else { + minimum = this.getMinimum(price); + process(undefined, { amount: amount, price: price }); + } }; // first do a quick check to see whether we can sell // the asset, if so SELL and keep track of the order // (amount is in asset quantity) Manager.prototype.sell = function(amount, price) { + let minimum = 0; + let process = (err, order) => { + // if order to small + if (!order.amount || order.amount < minimum) { + return log.warn( + 'Wanted to buy', + this.currency, + 'but the amount is too small ', + '(' + parseFloat(amount).toFixed(8) + ' @', + parseFloat(price).toFixed(8), + ') at', + this.exchange.name + ); + } - var minimum = this.getMinimum(price); - - // if order to small - if(amount < minimum) { - return log.error( - 'Wanted to buy', - this.currency, - 'but the amount is too small', - '(' + parseFloat(amount).toFixed(12) + ')', + log.info( + 'Attempting to SELL', + order.amount, + this.asset, 'at', - this.exchange.name + this.exchange.name, + 'price:', + order.price ); + + this.exchange.sell(order.amount, order.price, this.noteOrder); } - log.info( - 'Attempting to SELL', - amount, - this.asset, - 'at', - this.exchange.name, - 'price:', - price - ); - this.exchange.sell(amount, price, this.noteOrder); + if (_.has(this.exchange, 'getLotSize')) { + this.exchange.getLotSize('sell', amount, price, _.bind(process)); + } else { + minimum = this.getMinimum(price); + process(undefined, { amount: amount, price: price }); + } }; Manager.prototype.noteOrder = function(err, order) { @@ -253,9 +271,10 @@ Manager.prototype.noteOrder = function(err, order) { } this.orders.push(order); - // if after 1 minute the order is still there - // we cancel and calculate & make a new one - setTimeout(this.checkOrder, util.minToMs(1)); + + // If unfilled, cancel and replace order with adjusted price + let cancelDelay = this.conf.orderUpdateDelay || 1; + setTimeout(this.checkOrder, util.minToMs(cancelDelay)); }; diff --git a/plugins/tradingAdvisor/baseTradingMethod.js b/plugins/tradingAdvisor/baseTradingMethod.js index 75f0db939..7dca2866c 100644 --- a/plugins/tradingAdvisor/baseTradingMethod.js +++ b/plugins/tradingAdvisor/baseTradingMethod.js @@ -80,6 +80,9 @@ var Base = function(settings) { if(!this.end) this.end = function() {}; + if(!this.onTrade) + this.onTrade = function() {}; + // let's run the implemented starting point this.init(); @@ -223,10 +226,17 @@ Base.prototype.propogateTick = function(candle) { // than minimally needed. In that case check // whether candle start time is > startTime var isPremature; - if(mode === 'realtime') - isPremature = candle.start < startTime; - else + + if(mode === 'realtime'){ + // Subtract number of minutes in current candle for instant start + let startTimeMinusCandleSize = startTime.clone(); + startTimeMinusCandleSize.subtract(this.tradingAdvisor.candleSize, "minutes"); + + isPremature = candle.start < startTimeMinusCandleSize; + } + else{ isPremature = false; + } if(isAllowedToCheck && !isPremature) { this.log(candle); @@ -248,6 +258,10 @@ Base.prototype.propogateTick = function(candle) { this.finishCb(); } +Base.prototype.processTrade = function(trade) { + this.onTrade(trade); +} + Base.prototype.addTalibIndicator = function(name, type, parameters) { if(!talib) util.die('Talib is not enabled'); @@ -291,7 +305,7 @@ Base.prototype.addIndicator = function(name, type, parameters) { if(this.setup) util.die('Can only add indicators in the init method!'); - this.indicators[name] = new Indicators[type](parameters); + return this.indicators[name] = new Indicators[type](parameters); // some indicators need a price stream, others need full candles } @@ -314,13 +328,11 @@ Base.prototype.advice = function(newPosition, _candle) { this._prevAdvice = newPosition; - _.defer(function() { - this.emit('advice', { - recommendation: newPosition, - portfolio: 1, - candle - }); - }.bind(this)); + this.emit('advice', { + recommendation: newPosition, + portfolio: 1, + candle + }); } // Because the trading method might be async we need diff --git a/plugins/tradingAdvisor/tradingAdvisor.js b/plugins/tradingAdvisor/tradingAdvisor.js index a57144b68..7d7597993 100644 --- a/plugins/tradingAdvisor/tradingAdvisor.js +++ b/plugins/tradingAdvisor/tradingAdvisor.js @@ -63,6 +63,9 @@ Actor.prototype.setupTradingMethod = function() { this.method .on('advice', this.relayAdvice); + this.method + .on('trade', this.processTrade); + this.batcher .on('candle', this.processCustomCandle); } @@ -79,6 +82,10 @@ Actor.prototype.processCustomCandle = function(candle) { this.method.tick(candle); } +Actor.prototype.processTrade = function(trade) { + this.method.processTrade(trade); +} + // pass through shutdown handler Actor.prototype.finish = function(done) { this.method.finish(done); diff --git a/sample-config.js b/sample-config.js index 561244d2e..16de0bb93 100644 --- a/sample-config.js +++ b/sample-config.js @@ -33,17 +33,15 @@ config.watch = { config.tradingAdvisor = { enabled: true, method: 'MACD', - candleSize: 1, - historySize: 3, - adapter: 'sqlite' + candleSize: 60, + historySize: 10, } // Exponential Moving Averages settings: config.DEMA = { // EMA weight (α) // the higher the weight, the more smooth (and delayed) the line - short: 10, - long: 21, + weight: 21, // amount of candles to remember and base initial EMAs on // the difference between the EMAs (to act as triggers) thresholds: { @@ -216,7 +214,8 @@ config.trader = { key: '', secret: '', username: '', // your username, only required for specific exchanges. - passphrase: '' // GDAX, requires a passphrase. + passphrase: '', // GDAX, requires a passphrase. + orderUpdateDelay: 1, // Number of minutes to adjust unfilled order prices } config.adviceLogger = { @@ -303,10 +302,8 @@ config.ircbot = { config.telegrambot = { enabled: false, - emitUpdates: false, token: 'YOUR_TELEGRAM_BOT_TOKEN', - botName: 'gekkobot' -} +}; config.twitter = { // sends pushbullets if true diff --git a/strategies/debug-advice.js b/strategies/DEBUG_single-advice.js similarity index 100% rename from strategies/debug-advice.js rename to strategies/DEBUG_single-advice.js diff --git a/strategies/DEBUG_toggle-advice.js b/strategies/DEBUG_toggle-advice.js new file mode 100644 index 000000000..d687ad754 --- /dev/null +++ b/strategies/DEBUG_toggle-advice.js @@ -0,0 +1,39 @@ +var settings = { + wait: 0, + each: 6 +}; + +// ------- + +var _ = require('lodash'); +var log = require('../core/log.js'); + +var i = 0; + +var method = { + init: _.noop, + update: _.noop, + log: _.noop, + check: function() { + + if(settings.wait > i) + return; + + log.info('iteration:', i); + + if(i % settings.each === 0) + this.advice('short'); + else if(i % settings.each === settings.each / 2) + this.advice('long'); + + // if(i % 2 === 0) + // this.advice('long'); + // else if(i % 2 === 1) + // this.advice('short'); + + i++; + + } +}; + +module.exports = method; \ No newline at end of file diff --git a/strategies/DEMA.js b/strategies/DEMA.js index 95362af66..83ab0f73b 100644 --- a/strategies/DEMA.js +++ b/strategies/DEMA.js @@ -14,6 +14,7 @@ method.init = function() { // define the indicators we need this.addIndicator('dema', 'DEMA', this.settings); + this.addIndicator('sma', 'SMA', this.settings.weight); } // what happens on every new candle? @@ -24,21 +25,26 @@ method.update = function(candle) { // for debugging purposes: log the last calculated // EMAs and diff. method.log = function() { - var dema = this.indicators.dema; - - log.debug('calculated DEMA properties for candle:'); - log.debug('\t', 'long ema:', dema.long.result.toFixed(8)); - log.debug('\t', 'short ema:', dema.short.result.toFixed(8)); - log.debug('\t diff:', dema.result.toFixed(5)); - log.debug('\t DEMA age:', dema.short.age, 'candles'); + let dema = this.indicators.dema; + let sma = this.indicators.sma; + + log.debug('Calculated DEMA and SMA properties for candle:'); + log.debug('\t Inner EMA:', dema.inner.result.toFixed(8)); + log.debug('\t Outer EMA:', dema.outer.result.toFixed(8)); + log.debug('\t DEMA:', dema.result.toFixed(5)); + log.debug('\t SMA:', sma.result.toFixed(5)); + log.debug('\t DEMA age:', dema.inner.age, 'candles'); } method.check = function(candle) { - var dema = this.indicators.dema; - var diff = dema.result; - var price = candle.close; + let dema = this.indicators.dema; + let sma = this.indicators.sma; + let resDEMA = dema.result; + let resSMA = sma.result; + let price = candle.close; + let diff = resSMA - resDEMA; - var message = '@ ' + price.toFixed(8) + ' (' + diff.toFixed(5) + ')'; + let message = '@ ' + price.toFixed(8) + ' (' + resDEMA.toFixed(5) + '/' + diff.toFixed(5) + ')'; if(diff > this.settings.thresholds.up) { log.debug('we are currently in uptrend', message); diff --git a/strategies/TMA.js b/strategies/TMA.js new file mode 100644 index 000000000..7292153e5 --- /dev/null +++ b/strategies/TMA.js @@ -0,0 +1,34 @@ +var method = {}; + +method.init = function() { + this.name = 'Triple Moving Average'; + this.requiredHistory = this.settings.long; + + this.addIndicator('short', 'SMA', this.settings.short) + this.addIndicator('medium', 'SMA', this.settings.medium) + this.addIndicator('long', 'SMA', this.settings.long) +} + +method.update = function(candle) { + this.indicators.short.update(candle.close) + this.indicators.medium.update(candle.close) + this.indicators.long.update(candle.close) +} + +method.check = function() { + const short = this.indicators.short.result; + const medium = this.indicators.medium.result; + const long = this.indicators.long.result; + + if((short > medium) && (medium > long)) { + this.advice('long') + } else if((short < medium) && (medium > long)) { + this.advice('short') + } else if(((short > medium) && (medium < long))) { + this.advice('short') + } else { + this.advice(); + } +} + +module.exports = method; diff --git a/strategies/TSI.js b/strategies/TSI.js index 6089bb0cc..7f4cd64af 100644 --- a/strategies/TSI.js +++ b/strategies/TSI.js @@ -30,7 +30,7 @@ method.log = function(candle) { var digits = 8; var tsi = this.indicators.tsi; - log.debug('calculated Ultimate Oscillator properties for candle:'); + log.debug('calculated TSI properties for candle:'); log.debug('\t', 'tsi:', tsi.tsi.toFixed(digits)); log.debug('\t', 'price:', candle.close.toFixed(digits)); } diff --git a/strategies/indicators/DEMA.js b/strategies/indicators/DEMA.js index 75029cae7..39f076fef 100644 --- a/strategies/indicators/DEMA.js +++ b/strategies/indicators/DEMA.js @@ -2,26 +2,18 @@ var EMA = require('./EMA.js'); var Indicator = function(config) { - this.input = 'price' + this.input = 'price' this.result = false; - this.short = new EMA(config.short); - this.long = new EMA(config.long); + this.inner = new EMA(config.weight); + this.outer = new EMA(config.weight); } // add a price and calculate the EMAs and -// the diff for that price +// the result Indicator.prototype.update = function(price) { - this.short.update(price); - this.long.update(price); - this.calculateEMAdiff(); -} - -// @link https://github.com/virtimus/GoxTradingBot/blob/85a67d27b856949cf27440ae77a56d4a83e0bfbe/background.js#L145 -Indicator.prototype.calculateEMAdiff = function() { - var shortEMA = this.short.result; - var longEMA = this.long.result; - - this.result = 100 * (shortEMA - longEMA) / ((shortEMA + longEMA) / 2); + this.inner.update(price); + this.outer.update(this.inner.result); + this.result = 2 * this.inner.result - this.outer.result; } module.exports = Indicator; diff --git a/strategies/indicators/LRC.js b/strategies/indicators/LRC.js index a5d389cf1..5f3a29922 100644 --- a/strategies/indicators/LRC.js +++ b/strategies/indicators/LRC.js @@ -1,5 +1,5 @@ /* - * Lineair regression curve + * Linear regression curve */ var log = require('../../core/log'); diff --git a/strategies/indicators/TSI.js b/strategies/indicators/TSI.js index 2e4973250..9cf8ee5d7 100644 --- a/strategies/indicators/TSI.js +++ b/strategies/indicators/TSI.js @@ -3,7 +3,7 @@ var EMA = require('./EMA.js'); var Indicator = function(settings) { this.input = 'candle'; - this.lastClose = 0; + this.lastClose = null; this.tsi = 0; this.inner = new EMA(settings.long); this.outer = new EMA(settings.short); @@ -14,6 +14,14 @@ var Indicator = function(settings) { Indicator.prototype.update = function(candle) { var close = candle.close; var prevClose = this.lastClose; + + if (prevClose === null) { + // Set initial price to prevent invalid change calculation + this.lastClose = close; + // Do not calculate TSI on first close + return; + } + var momentum = close - prevClose; this.inner.update(momentum); diff --git a/strategies/varPPO.js b/strategies/varPPO.js index 4bcb479e8..3cd2536cf 100644 --- a/strategies/varPPO.js +++ b/strategies/varPPO.js @@ -37,10 +37,10 @@ method.update = function(candle) { // calculated parameters. method.log = function(candle) { var digits = 8; - var ppo = this.indicators.ppo; + var ppo = this.indicators.ppo.result; var result = ppo.ppo; - var signal = ppo.PPOsignal.result; - var hist = result - signal; + var signal = ppo.PPOsignal; + var hist = ppo.PPOhist; var momentumResult = this.indicators[momentumName][momentumName]; log.debug('\t', 'PPO:', result.toFixed(digits)); @@ -51,10 +51,8 @@ method.log = function(candle) { } method.check = function() { - var ppo = this.indicators.ppo; - var result = ppo.ppo; - var signal = ppo.PPOsignal.result; - var hist = result - signal; + var ppo = this.indicators.ppo.result; + var hist = ppo.PPOhist; var value = this.indicators[momentumName][momentumName]; diff --git a/test/indicators/dema.js b/test/indicators/dema.js index 105b7290f..406a5be07 100644 --- a/test/indicators/dema.js +++ b/test/indicators/dema.js @@ -9,26 +9,30 @@ var util = require('../../core/util'); var dirs = util.dirs(); var INDICATOR_PATH = dirs.indicators; -// Fake input prices to verify all indicators +// Fake input prices to verify all indicators // are working correctly by comparing fresh // calculated results to pre calculated results. -// The precalculated results are already compared +// The precalculated results are already compared // to MS Excel results, more info here: -// +// // https://github.com/askmike/gekko/issues/161 var prices = [81, 24, 75, 21, 34, 25, 72, 92, 99, 2, 86, 80, 76, 8, 87, 75, 32, 65, 41, 9, 13, 26, 56, 28, 65, 58, 17, 90, 87, 86, 99, 3, 70, 1, 27, 9, 92, 68, 9]; -xdescribe('indicators/DEMA', function() { +describe('indicators/DEMA', function() { var DEMA = require(INDICATOR_PATH + 'DEMA'); - xit('should correctly calculate DEMAs', function() { - // TODO! + var verified_dema10results = [81,62.157024793388416,65.1412471825695,49.61361928829999,42.570707415663364,34.597495090487996,44.47997295246192,58.6168391922143,71.4979863711489,48.963944850563,60.095241192962106,66.41965473810654,69.77997604557987,49.75572911767095,61.08641574881719,65.56112611350791,54.65374623818491,57.51231851211959,51.73955057939423,36.941596820151815,27.434153499662216,24.890025210750593,33.14097982029734,30.163817870645254,40.330715478873344,45.63811915119551,36.045947422710505,53.12735486322183,64.78921092296176,72.9995704035162,83.22304838955624,58.85287916072168,62.841348382387075,42.93804766689409,36.82301007497254,26.454331684513562,46.374329400503385,53.28360623846342,38.891184741941984]; + + it('should correctly calculate DEMA with weight 10', function() { + let dema = new DEMA({weight: 10}); + _.each(prices, function(p, i) { + dema.update(p); + expect(dema.result).to.equal(verified_dema10results[i]); + }); }); - - -}); \ No newline at end of file +}); diff --git a/util/genMarketFiles/update-binance.js b/util/genMarketFiles/update-binance.js new file mode 100644 index 000000000..64ebf31f5 --- /dev/null +++ b/util/genMarketFiles/update-binance.js @@ -0,0 +1,50 @@ +const _ = require('lodash'); +const fs = require('fs'); +const request = require('request-promise'); +const Promise = require('bluebird'); + +let getOrderMinSize = currency => { + if (currency === 'BTC') return 0.001; + else if (currency === 'ETH') return 0.01; + else if (currency === 'USDT') return 10; + else return 1; +}; + +const options = { + url: 'https://www.binance.com/exchange/public/product', + headers: { + Connection: 'keep-alive', + 'User-Agent': 'Request-Promise', + }, + json: true, +}; + +request(options) + .then(body => { + if (!body && !body.data) { + throw new Error('Unable to fetch product list, response was empty'); + } + + let assets = _.unique(_.map(body.data, market => market.baseAsset)); + let currencies = _.unique(_.map(body.data, market => market.quoteAsset)); + let pairs = _.map(body.data, market => { + return { + pair: [market.quoteAsset, market.baseAsset], + minimalOrder: { + amount: parseFloat(market.minTrade), + price: parseFloat(market.tickSize), + order: getOrderMinSize(market.quoteAsset), + }, + }; + }); + + return { assets: assets, currencies: currencies, markets: pairs }; + }) + .then(markets => { + fs.writeFileSync('../../exchanges/binance-markets.json', JSON.stringify(markets, null, 2)); + console.log(`Done writing Binance market data`); + }) + .catch(err => { + console.log(`Couldn't import products from Binance`); + console.log(err); + }); diff --git a/util/genMarketFiles/update-bitfinex.js b/util/genMarketFiles/update-bitfinex.js new file mode 100644 index 000000000..5b129bd16 --- /dev/null +++ b/util/genMarketFiles/update-bitfinex.js @@ -0,0 +1,54 @@ +const _ = require('lodash'); +const fs = require('fs'); +const request = require('request-promise'); +const Promise = require('bluebird'); + +request({ + url: 'https://api.bitfinex.com/v1/symbols_details', + headers: { + Connection: 'keep-alive', + 'User-Agent': 'Request-Promise', + }, + json: true, +}) +.then(body => { + if (!body) { + throw new Error('Unable to fetch list of assets, response was empty'); + } + + return body; +}) +.then(results => { + let assets = _.unique(_.map(results, market => { + return market.pair.substring(0, 3).toUpperCase(); + })); + + let currencies = _.unique(_.map(results, market => { + return market.pair.substring(3, 6).toUpperCase(); + })); + + let markets = _.map(results, market => { + return { + pair: [ + market.pair.substring(3, 6).toUpperCase(), + market.pair.substring(0, 3).toUpperCase() + ], + minimalOrder: { + amount: market.minimum_order_size, + unit: 'asset', + }, + }; + }); + + return { assets: assets, currencies: currencies, markets: markets }; +}) +.then(markets => { + fs.writeFileSync('../../exchanges/bitfinex-markets.json', JSON.stringify(markets, null, 2)); + console.log(`Done writing Bitfinex market data`); +}) +.catch(err => { + console.log(`Couldn't import products from Bitfinex`); + console.log(err); +}); + + diff --git a/util/genMarketFiles/update-coinfalcon.js b/util/genMarketFiles/update-coinfalcon.js new file mode 100644 index 000000000..b63000f5c --- /dev/null +++ b/util/genMarketFiles/update-coinfalcon.js @@ -0,0 +1,45 @@ +const _ = require('lodash'); +const fs = require('fs'); +const request = require('request-promise'); +const Promise = require('bluebird'); + +const options = { + url: 'https://coinfalcon.com/api/v1/markets', + headers: { + Connection: 'keep-alive', + 'User-Agent': 'Request-Promise', + }, + json: true, +}; + +request(options) + .then(body => { + if (!body && !body.data) { + throw new Error('Unable to fetch product list, response was empty'); + } + + let assets = _.unique(_.map(body.data, market => market.name.split('-')[0])); + let currencies = _.unique(_.map(body.data, market => market.name.split('-')[1])); + let pairs = _.map(body.data, market => { + var currency = market.name.split('-')[1]; + var asset = market.name.split('-')[0]; + return { + pair: [currency, asset], + minimalOrder: { + amount: parseFloat(market.min_volume), + price: parseFloat(market.min_price), + order: 0.0 + }, + }; + }); + + return { assets: assets, currencies: currencies, markets: pairs }; + }) + .then(markets => { + fs.writeFileSync('../../exchanges/coinfalcon-markets.json', JSON.stringify(markets, null, 2)); + console.log(`Done writing CoinFalcon market data`); + }) + .catch(err => { + console.log(`Couldn't import products from CoinFalcon`); + console.log(err); + }); diff --git a/util/genMarketFiles/update-kraken.js b/util/genMarketFiles/update-kraken.js new file mode 100644 index 000000000..8a34ce34a --- /dev/null +++ b/util/genMarketFiles/update-kraken.js @@ -0,0 +1,142 @@ +const _ = require('lodash'); +const fs = require('fs'); +const request = require('request-promise'); +const Promise = require('bluebird'); + +// Minimum amounts are not queryable, get them here +// https://support.kraken.com/hc/en-us/articles/205893708-What-is-the-minimum-order-size- + +let getMinTradeSize = asset => { + let minTradeSize = 0.01; + switch (asset) { + case 'XREP': + minTradeSize = '0.3' + break; + case 'XBT': + minTradeSize = '0.002' + break; + case 'BCH': + minTradeSize = '0.002' + break; + case 'DASH': + minTradeSize = '0.03' + break; + case 'EOS': + minTradeSize = '3.0' + break; + case 'XETH': + minTradeSize = '0.02' + break; + case 'XETC': + minTradeSize = '0.3' + break; + case 'GNO': + minTradeSize = '0.03' + break; + case 'XICN': + minTradeSize = '2.0' + break; + case 'XLTC': + minTradeSize = '0.1' + break; + case 'XMLN': + minTradeSize = '0.1' + break; + case 'XLTC': + minTradeSize = '0.1' + break; + case 'XXMR': + minTradeSize = '0.1' + break; + case 'XXRP': + minTradeSize = '30' + break; + case 'XXLM': + minTradeSize = '300' + break; + case 'XZEC': + minTradeSize = '0.03' + break; + case 'USDT': + minTradeSize = '5' + break; + default: + break; + } + + return minTradeSize; +} + +let assetPromise = request({ + url: 'https://api.kraken.com/0/public/Assets', + headers: { + Connection: 'keep-alive', + 'User-Agent': 'Request-Promise', + }, + json: true, +}).then(body => { + if (!body || !body.result) { + throw new Error('Unable to fetch list of assets, response was empty') + } else if (!_.isEmpty(body.error)) { + throw new Error(`Unable to fetch list of assets: ${body.error}`); + } + + return body.result; +}); + +let assetPairsPromise = request({ + url: 'https://api.kraken.com/0/public/AssetPairs', + headers: { + Connection: 'keep-alive', + 'User-Agent': 'Request-Promise', + }, + json: true, +}).then(body => { + if (!body || !body.result) { + throw new Error('Unable to fetch list of assets, response was empty') + } else if (!_.isEmpty(body.error)) { + throw new Error(`Unable to fetch list of assets: ${body.error}`); + } + + return body.result; +}); + +Promise.all([assetPromise, assetPairsPromise]) + .then(results => { + let assets = _.unique(_.map(results[1], market => { + return results[0][market.base].altname; + })); + + let currencies = _.unique(_.map(results[1], market => { + return results[0][market.quote].altname; + })); + + let marketKeys = _.filter(_.keys(results[1]), k => { return !k.endsWith('.d'); }); + let markets = _.map(marketKeys, k => { + let market = results[1][k]; + let asset = results[0][market.base]; + let currency = results[0][market.quote]; + return { + pair: [currency.altname, asset.altname], + prefixed: [market.quote, market.base], + book: k, + minimalOrder: { + amount: getMinTradeSize(market.base), + unit: 'asset', + }, + precision: market.pair_decimals + }; + }); + + return { assets: assets, currencies: currencies, markets: markets }; + }) + .then(markets => { + fs.writeFileSync('../../exchanges/kraken-markets.json', JSON.stringify(markets, null, 2)); + console.log(`Done writing Kraken market data`); + }) + .catch(err => { + console.log(`Couldn't import products from Kraken`); + console.log(err); + }); + + diff --git a/web/routes/baseConfig.js b/web/routes/baseConfig.js index 214ab1f97..98dbb1506 100644 --- a/web/routes/baseConfig.js +++ b/web/routes/baseConfig.js @@ -24,6 +24,10 @@ config.adviceWriter = { muteSoft: true, } +config.trader = { + orderUpdateDelay: 1 // Number of minutes to adjust unfilled order prices +} + // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ // CONFIGURING ADAPTER // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ diff --git a/web/routes/startGekko.js b/web/routes/startGekko.js index 507bab964..e628134bf 100644 --- a/web/routes/startGekko.js +++ b/web/routes/startGekko.js @@ -83,7 +83,10 @@ module.exports = function *() { }); } - if(!event) + if(event && event.log) + return logger.write(event.log); + + if(!event || !event.type) return; if(event.type === 'trade') { @@ -112,13 +115,10 @@ module.exports = function *() { } broadcast(wsEvent); return; - } else if(event.log) { - logger.write(event.log); } let updates = {}; - if(event.type === 'update') { updates.latest = event.latest; } else { @@ -176,4 +176,4 @@ module.exports = function *() { }); this.body = gekko; -} \ No newline at end of file +} diff --git a/web/vue/dist/build.js b/web/vue/dist/build.js index 79238b555..f5c352eeb 100644 --- a/web/vue/dist/build.js +++ b/web/vue/dist/build.js @@ -1,9 +1,9 @@ -!function(t){function e(r){if(n[r])return n[r].exports;var i=n[r]={i:r,l:!1,exports:{}};return t[r].call(i.exports,i,i.exports,e),i.l=!0,i.exports}var n={};e.m=t,e.c=n,e.i=function(t){return t},e.d=function(t,n,r){e.o(t,n)||Object.defineProperty(t,n,{configurable:!1,enumerable:!0,get:r})},e.n=function(t){var n=t&&t.__esModule?function(){return t.default}:function(){return t};return 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r=n(21),i=n.n(r);e.default={props:["report"],components:{paperTradeSummary:i.a},methods:{round:function(t){return(+t).toFixed(5)}},computed:{profitClass:function(){return this.report.relativeProfit>0?"profit":"loss"}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(126),i=n.n(r),o=n(3),a=(n.n(o),n(2));e.default={data:function(){return{exchange:!1,credentials:{}}},components:{exchangePicker:i.a},computed:{apiKeySets:function(){return this.$store.state.apiKeys},exchanges:function(){return this.$store.state.exchanges},requires:function(){return this.exchanges&&this.exchange?this.exchanges[this.exchange].requires:[]},config:function(){return{exchange:this.exchange,values:this.credentials}}},watch:{credentials:function(){this.emitConfig()}},methods:{updateExchange:function(t){this.credentials={},this.exchange=t,this.emitConfig()},emitConfig:function(){this.$emit("config",this.config)},upload:function(){var t=this,e=this.config.exchange;this.exchanges&&this.apiKeySets.includes(e)&&!confirm("You already have API keys for "+e+" defined, do you want to overwrite them?")||n.i(a.b)("addApiKey",this.config,function(e,n){if(e)return alert(e);t.credentials={}})}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(122),i=n.n(r),o=n(2);e.default={components:{apiConfigBuilder:i.a},data:function(){return{addApiToggle:!1}},methods:{openAddApi:function(){this.addApiToggle=!0},removeApiKey:function(t){confirm("Are you sure you want to delete these API keys?")&&n.i(o.b)("removeApiKey",{exchange:t},function(t,e){if(t)return alert(t)})}},computed:{apiKeySets:function(){return this.$store.state.apiKeys}},watch:{apiKeySets:function(){this.addApiToggle=!1}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(5),i=n.n(r),o=n(8),a=n(13),s=n.i(o.a)("\n\n## Local data\n\nGekko needs local market data in order to backtest strategies. The local\ndata can also be used in a warmup period when running a strategy against a\nlive market.\n\n");e.default={mixins:[a.a],components:{spinner:i.a},data:function(){return{intro:s,viewUnscannable:!1}},methods:{toggleUnscannable:function(){this.viewUnscannable=!0},humanizeDuration:function(t){return window.humanizeDuration(t)},fmt:function(t){return t.format("YYYY-MM-DD HH:mm")}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(17),i=n.n(r),o=n(11),a=n.n(o),s=n(3);n.n(s);e.default={data:function(){return{market:{},range:{}}},components:{marketPicker:i.a,rangeCreator:a.a},computed:{config:function(){var t={};return Object.assign(t,this.market,{importer:{daterange:this.range}},{candleWriter:{enabled:!0}}),t}},methods:{updateMarketConfig:function(t){this.market=t,this.emitConfig()},updateRange:function(t){this.range=t,this.emitConfig()},emitConfig:function(){this.$emit("config",this.config)}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(2),i=n(5),o=n.n(i),a=n(123),s=n.n(a),u=n(8),c=n.i(u.a)("\n\n## Import data\n\nThe importer can download historical market data directly from the exchange.\n\n");e.default={components:{importConfigBuilder:s.a,spinner:o.a},data:function(){return{intro:c,config:{}}},computed:{imports:function(){return this.$store.state.imports}},methods:{daysApart:function(t){var e=moment(t.to),n=moment(t.from);return e.diff(n,"days")},updateConfig:function(t){this.config=t},run:function(){var t=this;if(this.daysApart(this.config.importer.daterange)<1)return alert("You can only import at least one day of data..");n.i(r.b)("import",this.config,function(e,n){if(e)return alert(e);t.$store.commit("addImport",n),t.$router.push({path:"/data/importer/import/"+n.id})})}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(3),i=n.n(r),o=n(128),a=n.n(o),s=n(5),u=n.n(s);e.default={components:{progressBar:a.a,spinner:u.a},computed:{data:function(){return i.a.find(this.$store.state.imports,{id:this.$route.params.id})},initialized:function(){if(this.data&&this.latest.isValid())return!0},latest:function(){if(this.data)return this.mom(this.data.latest)},fromEndMs:function(){if(this.data)return this.to.diff(this.latest)},fromEnd:function(){return this.latest?humanizeDuration(this.fromEndMs):"LOADING"},from:function(){if(this.data)return this.mom(this.data.from)},to:function(){if(this.data)return this.mom(this.data.to)},timespan:function(){if(this.data)return this.to.diff(this.from)},progress:function(){if(this.data){return 100*(this.timespan-this.fromEndMs)/this.timespan}}},methods:{fmt:function(t){return t.format("YYYY-MM-DD HH:mm:ss")},mom:function(t){return moment.utc(t)}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(17),i=n.n(r),o=n(127),a=n.n(o),s=n(20),u=n.n(s),c=n(18),l=n.n(c),f=n(2),d=n(3),p=n.n(d);e.default={created:function(){var t=this;n.i(f.a)("configPart/candleWriter",function(e,n){t.candleWriter=toml.parse(n.part)}),n.i(f.a)("configPart/performanceAnalyzer",function(e,n){t.performanceAnalyzer=toml.parse(n.part),t.performanceAnalyzer.enabled=!0})},data:function(){return{market:{},range:{},type:"",strat:{},paperTrader:{},candleWriter:{},performanceAnalyzer:{}}},components:{marketPicker:i.a,typePicker:a.a,stratPicker:u.a,paperTrader:l.a},computed:{isTradebot:function(){return"tradebot"===this.type},config:function(){var t={};return Object.assign(t,this.market,this.strat,{paperTrader:this.paperTrader},{candleWriter:this.candleWriter},{type:this.type},{performanceAnalyzer:this.performanceAnalyzer}),this.isTradebot&&(delete t.paperTrader,t.trader={enabled:!0}),t.valid=this.validConfig(t),t}},methods:{validConfig:function(t){if("market watcher"===t.type)return!0;if(!t.tradingAdvisor)return!1;if(p.a.isNaN(t.tradingAdvisor.candleSize))return!1;if(0==t.tradingAdvisor.candleSize)return!1;var e=t.tradingAdvisor.method;return!p.a.isEmpty(t[e])},updateMarketConfig:function(t){this.market=t,this.emitConfig()},updateType:function(t){this.type=t,this.emitConfig()},updateStrat:function(t){this.strat=t,this.emitConfig()},updatePaperTrader:function(t){this.paperTrader=t,this.paperTrader.enabled=!0,this.emitConfig()},emitConfig:function(){this.$emit("config",this.config)}}}},function(t,e,n){"use strict";function r(t,e,n){return e in t?Object.defineProperty(t,e,{value:n,enumerable:!0,configurable:!0,writable:!0}):t[e]=n,t}Object.defineProperty(e,"__esModule",{value:!0});var i,o=n(8),a=n.i(o.a)("\n\n## Live Gekko\n\nRun your strategy against the live market!\n\n");e.default=(i={data:function(){return{text:a}},created:function(){var t=this;this.timer=setInterval(function(){t.now=moment()},1e3)},destroyed:function(){clearTimeout(this.timer)}},r(i,"data",function(){return{text:a,timer:!1,now:moment()}}),r(i,"computed",{stratrunners:function(){return this.$store.state.stratrunners},watchers:function(){return this.$store.state.watchers}}),r(i,"methods",{humanizeDuration:function(t){return window.humanizeDuration(t)},moment:function(t){function e(e){return t.apply(this,arguments)}return e.toString=function(){return t.toString()},e}(function(t){return moment.utc(t)}),fmt:function(t){return moment.utc(t).format("YYYY-MM-DD HH:mm")},round:function(t){return(+t).toFixed(3)},timespan:function(t,e){return this.humanizeDuration(this.moment(t).diff(this.moment(e)))}}),i)},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var 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r=n(119),i=n.n(r),o=n(120),a=n.n(o),s=n(2),u=n(5),c=n.n(u);e.default={data:function(){return{backtestable:!1,backtestState:"idle",backtestResult:!1,config:!1}},methods:{check:function(t){if(this.config=t,!t.valid)return this.backtestable=!1;this.backtestable=!0},run:function(){var t=this;this.backtestState="fetching";var e={gekkoConfig:this.config,data:{candleProps:["close","start"],indicatorResults:!0,report:!0,roundtrips:!0,trades:!0}};n.i(s.b)("backtest",e,function(e,n){t.backtestState="fetched",t.backtestResult=n})}},components:{configBuilder:i.a,result:a.a,spinner:c.a}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(68),i=n(69);e.default={props:["data","height"],data:function(){return{isClicked:!1}},watch:{data:function(){this.render()}},created:function(){setTimeout(this.render,100)},beforeDestroy:function(){this.remove()},methods:{click:function(){this.isClicked=!0},render:function(){this.remove(),_.size(this.data.candles)<4?n.i(i.a)("Not 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r=n(21),i=n.n(r);e.default={props:["report"],components:{paperTradeSummary:i.a},methods:{round:function(t){return(+t).toFixed(5)}},computed:{profitClass:function(){return this.report.relativeProfit>0?"profit":"loss"}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(126),i=n.n(r),o=n(3),a=(n.n(o),n(2));e.default={data:function(){return{exchange:!1,credentials:{}}},components:{exchangePicker:i.a},computed:{apiKeySets:function(){return this.$store.state.apiKeys},exchanges:function(){return this.$store.state.exchanges},requires:function(){return this.exchanges&&this.exchange?this.exchanges[this.exchange].requires:[]},config:function(){return{exchange:this.exchange,values:this.credentials}}},watch:{credentials:function(){this.emitConfig()}},methods:{updateExchange:function(t){this.credentials={},this.exchange=t,this.emitConfig()},emitConfig:function(){this.$emit("config",this.config)},upload:function(){var t=this,e=this.config.exchange;this.exchanges&&this.apiKeySets.includes(e)&&!confirm("You already have API keys for "+e+" defined, do you want to overwrite them?")||n.i(a.b)("addApiKey",this.config,function(e,n){if(e)return alert(e);t.credentials={}})}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(122),i=n.n(r),o=n(2);e.default={components:{apiConfigBuilder:i.a},data:function(){return{addApiToggle:!1}},methods:{openAddApi:function(){this.addApiToggle=!0},removeApiKey:function(t){confirm("Are you sure you want to delete these API keys?")&&n.i(o.b)("removeApiKey",{exchange:t},function(t,e){if(t)return alert(t)})}},computed:{apiKeySets:function(){return this.$store.state.apiKeys}},watch:{apiKeySets:function(){this.addApiToggle=!1}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(5),i=n.n(r),o=n(8),a=n(14),s=n.i(o.a)("\n\n## Local data\n\nGekko needs local market data in order to backtest strategies. The local\ndata can also be used in a warmup period when running a strategy against a\nlive market.\n\n");e.default={mixins:[a.a],components:{spinner:i.a},data:function(){return{intro:s,viewUnscannable:!1}},methods:{toggleUnscannable:function(){this.viewUnscannable=!0},humanizeDuration:function(t){return window.humanizeDuration(t)},fmt:function(t){return t.format("YYYY-MM-DD HH:mm")}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(17),i=n.n(r),o=n(12),a=n.n(o),s=n(3);n.n(s);e.default={data:function(){return{market:{},range:{}}},components:{marketPicker:i.a,rangeCreator:a.a},computed:{config:function(){var t={};return Object.assign(t,this.market,{importer:{daterange:this.range}},{candleWriter:{enabled:!0}}),t}},methods:{updateMarketConfig:function(t){this.market=t,this.emitConfig()},updateRange:function(t){this.range=t,this.emitConfig()},emitConfig:function(){this.$emit("config",this.config)}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(2),i=n(5),o=n.n(i),a=n(123),s=n.n(a),u=n(8),c=n.i(u.a)("\n\n## Import data\n\nThe importer can download historical market data directly from the exchange.\n\n");e.default={components:{importConfigBuilder:s.a,spinner:o.a},data:function(){return{intro:c,config:{}}},computed:{imports:function(){return this.$store.state.imports}},methods:{daysApart:function(t){var e=moment(t.to),n=moment(t.from);return e.diff(n,"days")},updateConfig:function(t){this.config=t},run:function(){var t=this;if(this.daysApart(this.config.importer.daterange)<1)return alert("You can only import at least one day of data..");n.i(r.b)("import",this.config,function(e,n){if(e)return alert(e);t.$store.commit("addImport",n),t.$router.push({path:"/data/importer/import/"+n.id})})}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(3),i=n.n(r),o=n(128),a=n.n(o),s=n(5),u=n.n(s);e.default={components:{progressBar:a.a,spinner:u.a},computed:{data:function(){return i.a.find(this.$store.state.imports,{id:this.$route.params.id})},initialized:function(){if(this.data&&this.latest.isValid())return!0},latest:function(){if(this.data)return this.mom(this.data.latest)},fromEndMs:function(){if(this.data)return this.to.diff(this.latest)},fromEnd:function(){return this.latest?humanizeDuration(this.fromEndMs):"LOADING"},from:function(){if(this.data)return this.mom(this.data.from)},to:function(){if(this.data)return this.mom(this.data.to)},timespan:function(){if(this.data)return this.to.diff(this.from)},progress:function(){if(this.data){return 100*(this.timespan-this.fromEndMs)/this.timespan}}},methods:{fmt:function(t){return t.format("YYYY-MM-DD HH:mm:ss")},mom:function(t){return moment.utc(t)}}}},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var r=n(17),i=n.n(r),o=n(127),a=n.n(o),s=n(20),u=n.n(s),c=n(18),l=n.n(c),f=n(2),d=n(3),p=n.n(d);e.default={created:function(){var t=this;n.i(f.a)("configPart/candleWriter",function(e,n){t.candleWriter=toml.parse(n.part)}),n.i(f.a)("configPart/performanceAnalyzer",function(e,n){t.performanceAnalyzer=toml.parse(n.part),t.performanceAnalyzer.enabled=!0})},data:function(){return{market:{},range:{},type:"",strat:{},paperTrader:{},candleWriter:{},performanceAnalyzer:{}}},components:{marketPicker:i.a,typePicker:a.a,stratPicker:u.a,paperTrader:l.a},computed:{isTradebot:function(){return"tradebot"===this.type},config:function(){var t={};return Object.assign(t,this.market,this.strat,{paperTrader:this.paperTrader},{candleWriter:this.candleWriter},{type:this.type},{performanceAnalyzer:this.performanceAnalyzer}),this.isTradebot&&(delete t.paperTrader,t.trader={enabled:!0}),t.valid=this.validConfig(t),t}},methods:{validConfig:function(t){if("market watcher"===t.type)return!0;if(!t.tradingAdvisor)return!1;if(p.a.isNaN(t.tradingAdvisor.candleSize))return!1;if(0==t.tradingAdvisor.candleSize)return!1;var e=t.tradingAdvisor.method;return!p.a.isEmpty(t[e])},updateMarketConfig:function(t){this.market=t,this.emitConfig()},updateType:function(t){this.type=t,this.emitConfig()},updateStrat:function(t){this.strat=t,this.emitConfig()},updatePaperTrader:function(t){this.paperTrader=t,this.paperTrader.enabled=!0,this.emitConfig()},emitConfig:function(){this.$emit("config",this.config)}}}},function(t,e,n){"use strict";function r(t,e,n){return e in t?Object.defineProperty(t,e,{value:n,enumerable:!0,configurable:!0,writable:!0}):t[e]=n,t}Object.defineProperty(e,"__esModule",{value:!0});var i,o=n(8),a=n.i(o.a)("\n\n## Live Gekko\n\nRun your strategy against the live market!\n\n");e.default=(i={data:function(){return{text:a}},created:function(){var t=this;this.timer=setInterval(function(){t.now=moment()},1e3)},destroyed:function(){clearTimeout(this.timer)}},r(i,"data",function(){return{text:a,timer:!1,now:moment()}}),r(i,"computed",{stratrunners:function(){return this.$store.state.stratrunners},watchers:function(){return this.$store.state.watchers}}),r(i,"methods",{humanizeDuration:function(t){return window.humanizeDuration(t)},moment:function(t){function e(e){return t.apply(this,arguments)}return e.toString=function(){return t.toString()},e}(function(t){return moment.utc(t)}),fmt:function(t){return moment.utc(t).format("YYYY-MM-DD HH:mm")},round:function(t){return(+t).toFixed(3)},timespan:function(t,e){return this.humanizeDuration(this.moment(t).diff(this.moment(e)))}}),i)},function(t,e,n){"use strict";Object.defineProperty(e,"__esModule",{value:!0});var 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r&&(r=[[t.i,r,""]]);n(1)(r,{});r.locals&&(t.exports=r.locals)},function(t,e){t.exports=function(t){return t.webpackPolyfill||(t.deprecate=function(){},t.paths=[],t.children||(t.children=[]),Object.defineProperty(t,"loaded",{enumerable:!0,get:function(){return t.l}}),Object.defineProperty(t,"id",{enumerable:!0,get:function(){return t.i}}),t.webpackPolyfill=1),t}}]); \ No newline at end of file diff --git a/web/vue/src/components/data/import/importer.vue b/web/vue/src/components/data/import/importer.vue index fe575fad0..3d070c1c1 100644 --- a/web/vue/src/components/data/import/importer.vue +++ b/web/vue/src/components/data/import/importer.vue @@ -7,7 +7,7 @@ ul(v-if='imports.length') li(v-for='_import in imports') router-link(:to='"/data/importer/import/" + _import.id') {{ _import.watch.exchange }}:{{ _import.watch.currency }}/{{ _import.watch.asset }} - + .hr h3 Start a new import import-config-builder(v-on:config='updateConfig') @@ -64,6 +64,13 @@ export default { if(daysApart < 1) return alert('You can only import at least one day of data..') + let exchange = this.$store.state.exchanges[this.config.watch.exchange]; + if ("exchangeMaxHistoryAge" in exchange) { + if (moment(this.config.importer.daterange.from) < moment().subtract(exchange.exchangeMaxHistoryAge, "days")) { + return alert('Your date from is too old for ' + this.config.watch.exchange + '. It supports only the last ' + exchange.exchangeMaxHistoryAge + ' days..'); + } + } + post('import', this.config, (error, response) => { if(error) return alert(error); diff --git a/web/vue/src/components/gekko/singleStratrunner.vue b/web/vue/src/components/gekko/singleStratrunner.vue index 153c24241..6910337bf 100644 --- a/web/vue/src/components/gekko/singleStratrunner.vue +++ b/web/vue/src/components/gekko/singleStratrunner.vue @@ -202,7 +202,7 @@ export default { this.candleFetch = 'fetched'; // todo if(!res || res.error || !_.isArray(res)) - console.log(res); + return console.log(res); this.candles = res.map(c => { c.start = moment.unix(c.start).utc().format(); diff --git a/web/vue/src/components/layout/home.vue b/web/vue/src/components/layout/home.vue index 933d339b9..3dba02dfa 100644 --- a/web/vue/src/components/layout/home.vue +++ b/web/vue/src/components/layout/home.vue @@ -2,13 +2,14 @@ section.contain.grd-row .grd-row-col-3-6(v-html='left') .grd-row-col-3-6.txt--center - img(src='./assets/gekko.jpg') + img(:src='imageUrl') p em The most valuable commodity I know of is information. diff --git a/web/vue/src/store/modules/config/sync.js b/web/vue/src/store/modules/config/sync.js index 5bb447ac3..9a3b0d689 100644 --- a/web/vue/src/store/modules/config/sync.js +++ b/web/vue/src/store/modules/config/sync.js @@ -15,6 +15,10 @@ const transformMarkets = backendData => { exchangesTemp[e.slug].markets[currency].push( asset ); }); + if ("exchangeMaxHistoryAge" in e) { + exchangesTemp[e.slug].exchangeMaxHistoryAge = e.exchangeMaxHistoryAge; + } + exchangesTemp[e.slug].importable = e.providesFullHistory ? true : false; exchangesTemp[e.slug].tradable = e.tradable ? true : false; exchangesTemp[e.slug].requires = e.requires; @@ -43,4 +47,4 @@ const sync = () => { export default function() { init(); sync(); -} \ No newline at end of file +} diff --git a/web/vue/src/tools/api.js b/web/vue/src/tools/api.js index 7027e0a01..6bc1a1473 100644 --- a/web/vue/src/tools/api.js +++ b/web/vue/src/tools/api.js @@ -1,20 +1,28 @@ // global window.CONFIG const config = window.CONFIG.ui; -const host = `${config.host}${config.port === 80 ? '' : `:${config.port}`}${config.path}api/`; +const endpoint = `${config.host}${config.port === 80 ? '' : `:${config.port}`}${config.path}`; + +let basePath, restPath, wsPath; // rest API path if(config.ssl) { - var restPath = `https://${host}`; + basePath = `https://${endpoint}`; } else { - var restPath = `http://${host}`; + basePath = `http://${endpoint}`; } +restPath = basePath + 'api/'; + // ws API path if(config.ssl) { - var wsPath = `wss://${host}`; + wsPath = `wss://${endpoint}/api`; } else { - var wsPath = `ws://${host}`; + wsPath = `ws://${endpoint}/api`; } -export {wsPath,restPath}; +export { + wsPath, + restPath, + basePath +};