v0.6.5 (askmike#2428)

* [docs] install indicator libs without updating package.json * add tulip example strat configs, see askmike#2341 * uppercase default macd strat * temp revert bfx dep to main repo (fixes importer) * binance set default fee as percentage * rename bitx to luno (askmike#2352) * v0.6 support for bitx (aka Luno) * v0.6 support for bitx (aka Luno) * remove log * move dependency to gb * rename bitx to luno * rename bitx to luno * make sure we pass amount as positive value * make sure we overlap when importing trades * rm 500 as retryable error, see askmike#2354 * only try to set fee when live trading, see askmike#2358 * make gekko pic path relative * make select arrow path relative * Fix method name for stratNotification event * make sure we parse both TS (backtest) & moment strings (live) * make sure GB throws errors * only render warmup warning when there is required history * v0.6.4 * fix plugin event wire warning * check portfolio data before calculating report (askmike#2369) * Changed several log messages from debug to warn (askmike#2374) Changed "Not creating order" message and "exchange did not provide fee info" from debug to warn messages so users can see these issues even when debug is set to false. * make sure we pass on exchange error (askmike#2379) * fix backtest result exporter in standalone mode (askmike#2382) * make sure to pass order id in cancel edge flow, fix askmike#2386 (askmike#2387) * Emit trade and trade errors via Telegram (askmike#2385) * Emit trade and trade errors via Telegram * Added semi-colons Added missing semi-colons in processTradeCompleted and processTradeErrored methods. * Register methods only if set to true in config * catch undefined CPU cores on ARM (askmike#2391) * export portfolio values as part of stratCandles (askmike#2402) * rm space in backtest export file location * [GB/Binance] retry on 403 (askmike#2404) * completely disable broken limit order for now, fix askmike#2398 * rewire cancelfix cb, see askmike#2386 * remove slack dependency that is triggering warnings (askmike#2408) * move slack plugin dep out of main repo * remove twitter & pushbullet plugin dependencies from main repo (askmike#2409) * move slack dependency out of main repo * rm slack dep from main repo * also remove pushbullet & twitter deps from main repo * use forked bittrex dep with updated dependencies (askmike#2410) * use bittrex fork with updated deps * [GB] introduce optimizedConnection flag in binance * [GB] catch strange networking error * update binance market files, see askmike#2406 * [GB] point to supported_exchanges doc * [GB] add example usage, fix askmike#2414 * assume CF maintainance to be recoverable, fix askmike#2407 * use npm version of of forked bittrex dep * catch gb init errors * [sqlite] wait for 10 seconds on busy * throw errors, not strings * [GB] update bfx & cf markets * Update Luno (askmike#2417) * v0.6 support for bitx (aka Luno) * v0.6 support for bitx (aka Luno) * remove log * move dependency to gb * rename bitx to luno * rename bitx to luno * temp fix simultaneous advice error * - re-add logging - Retry insufficient balance due to server update delay - Enhanced getPorfolio - getOrder now return fees * update * update * update * revert 4b5d09f * v.0.6.5
hiyan · hiyan · Aug 28, 2018 · Jul 9, 2018 · Jul 21, 2018 · Aug 10, 2018
commit f9363397b47b4932dab44cea786849f05f6a2216
diff --git a/core/budfox/marketFetcher.js b/core/budfox/marketFetcher.js
@@ -20,7 +20,7 @@ const TradeBatcher = require(util.dirs().budfox + 'tradeBatcher');
 
 const Fetcher = function(config) {
   if(!_.isObject(config))
-    throw 'TradeFetcher expects a config';
+    throw new Error('TradeFetcher expects a config');
 
   const exchangeName = config.watch.exchange.toLowerCase();
   const DataProvider = require(util.dirs().gekko + 'exchange/wrappers/' + exchangeName);

diff --git a/core/budfox/tradeBatcher.js b/core/budfox/tradeBatcher.js
@@ -37,7 +37,7 @@ var log = require('../log');
 
 var TradeBatcher = function(tid) {
   if(!_.isString(tid))
-    throw 'tid is not a string';
+    throw new Error('tid is not a string');
 
   _.bindAll(this);
   this.tid = tid;
@@ -49,7 +49,7 @@ util.makeEventEmitter(TradeBatcher);
 TradeBatcher.prototype.write = function(batch) {
 
   if(!_.isArray(batch))
-    throw 'batch is not an array';
+    throw new Error('batch is not an array');
 
   if(_.isEmpty(batch))
     return log.debug('Trade fetch came back empty.');

diff --git a/core/candleBatcher.js b/core/candleBatcher.js
@@ -14,7 +14,7 @@ var util = require(__dirname + '/util');
 
 var CandleBatcher = function(candleSize) {
   if(!_.isNumber(candleSize))
-    throw 'candleSize is not a number';
+    throw new Error('candleSize is not a number');
 
   this.candleSize = candleSize;
   this.smallCandles = [];
@@ -26,8 +26,9 @@ var CandleBatcher = function(candleSize) {
 util.makeEventEmitter(CandleBatcher);
 
 CandleBatcher.prototype.write = function(candles) {
-  if(!_.isArray(candles))
-    throw 'candles is not an array';
+  if(!_.isArray(candles)) {
+    throw new Error('candles is not an array');
+  }
 
   this.emitted = 0;
 

diff --git a/core/pipeline.js b/core/pipeline.js
@@ -88,6 +88,8 @@ var pipeline = (settings) => {
     _.each(
       pluginSubscriptions.filter(s => _.isArray(s.emitter)),
       subscription => {
+        // cache full list
+        subscription.emitters = subscription.emitter;
         var singleEventEmitters = subscription.emitter
           .filter(
             s => _.size(plugins.filter(p => p.meta.slug === s))
@@ -110,18 +112,28 @@ var pipeline = (settings) => {
       _.each(pluginSubscriptions, function(sub) {
 
         if(plugin[sub.handler]) {
-
           // if a plugin wants to listen
           // to something disabled
           if(!emitters[sub.emitter]) {
             if(!plugin.meta.greedy) {
-              log.warn([
+
+              let emitterMessage;
+              if(sub.emitters) {
+                emitterMessage = 'all of the emitting plugins [ ';
+                emitterMessage += sub.emitters.join(', ');
+                emitterMessage += ' ] are disabled.';
+              } else {
+                emitterMessage += 'the emitting plugin (' + sub.emitter;
+                emitterMessage += ')is disabled.'
+              }
+
+              log.error([
                 plugin.meta.name,
-                'wanted to listen to the',
-                sub.emitter + ',',
-                'however the',
-                sub.emitter,
-                'is disabled.'
+                'wanted to listen to event',
+                sub.event + ',',
+                'however',
+                emitterMessage,
+                plugin.meta.name + ' might malfunction because of it.'
               ].join(' '));
             }
             return;

diff --git a/core/talib.js b/core/talib.js
@@ -36,13 +36,15 @@ var verifyParams = (methodName, params) => {
     var requiredParams = methods[methodName].requires;
 
     _.each(requiredParams, paramName => {
-        if(!_.has(params, paramName))
-            throw talibError + methodName + ' requires ' + paramName + '.';
+        if(!_.has(params, paramName)) {
+            throw new Error(talibError + methodName + ' requires ' + paramName + '.');
+        }
 
         var val = params[paramName];
 
-        if(!_.isNumber(val))
-            throw talibError + paramName + ' needs to be a number';
+        if(!_.isNumber(val)) {
+            throw new Error(talibError + paramName + ' needs to be a number');
+        }
     });
 }
 

diff --git a/core/tools/dataStitcher.js b/core/tools/dataStitcher.js
@@ -197,6 +197,10 @@ Stitcher.prototype.checkExchangeTrades = function(since, next) {
 
   var watcher = new DataProvider(exchangeConfig);
   watcher.getTrades(since, function(e, d) {
+    if(e) {
+      util.die(e.message);
+    }
+
     if(_.isEmpty(d))
       return util.die(
         `Gekko tried to retrieve data since ${since.format('YYYY-MM-DD HH:mm:ss')}, however

diff --git a/core/tulind.js b/core/tulind.js
@@ -32,13 +32,15 @@ var verifyParams = (methodName, params) => {
     var requiredParams = methods[methodName].requires;
 
     _.each(requiredParams, paramName => {
-        if(!_.has(params, paramName))
-            throw tulindError + methodName + ' requires ' + paramName + '.';
+        if(!_.has(params, paramName)) {
+            throw new Error(tulindError + methodName + ' requires ' + paramName + '.');
+        }
 
         var val = params[paramName];
 
-        if(!_.isNumber(val))
-            throw tulindError + paramName + ' needs to be a number';
+        if(!_.isNumber(val)) {
+            throw new Error(tulindError + paramName + ' needs to be a number');
+        }
     });
 }
 

diff --git a/core/workers/datasetScan/parent.js b/core/workers/datasetScan/parent.js
@@ -20,7 +20,10 @@ module.exports = function(config, done) {
     if(err)
       return done(err);
 
-    async.eachLimit(markets, os.cpus().length, (market, next) => {
+      let numCPUCores = os.cpus().length;
+      if(numCPUCores === undefined)
+         numCPUCores = 1;
+      async.eachLimit(markets, numCPUCores, (market, next) => {
 
       let marketConfig = _.clone(config);
       marketConfig.watch = market;
@@ -48,4 +51,4 @@ module.exports = function(config, done) {
       done(err, resp);
     })
   });
-}
+}
diff --git a/docs/gekko-broker/introduction.md b/docs/gekko-broker/introduction.md
@@ -30,19 +30,7 @@ This library allows you to:
 
 ## Status
 
-Early WIP. All communication is via the REST APIs of exchanges. Not all exchanges are supported.
-
-Currently fully supported exchanges:
-
-- Binance
-- GDAX
-- Poloniex
-- Coinfalcon
-- Kraken
-
-Currently exchanges with limited support:
-
-- bittrex
+Early WIP. All communication is via the REST APIs of exchanges. Not all exchanges are supported, see which ones are in [this doc](../introduction/supported_exchanges.md).
 
 ## Order types
 
@@ -62,6 +50,78 @@ TODO:
   - Stop
   - If Touched (stop but opposite direction)
 
+### Example
+
+Set up a Gekko Broker instance:
+
+    // from the gekko repo (make sure you have deps installed
+    // inside the exchange folder).
+    const Broker = require('../gekko/exchange/GekkoBroker');
+    // or from NPM
+    // const Broker = require('gekko-broker');
+
+    const binance = new Broker({
+      currency: 'USDT',
+      asset: 'BTC',
+      private: true,
+
+      exchange: 'binance',
+      key: 'x', // add your API key
+      secret: 'y' // add your API secret
+    });
+
+Now we have an instance that can create a [sticky order](./sticky_order.md):
+
+    const type = 'sticky';
+    const side = 'buy';
+    const amount = 1;
+
+    const order = binance.createOrder(type, side, amount);
+
+    order.on('statusChange', s => console.log(now(), 'new status', s));
+    order.on('fill', s => console.log(now(), 'filled', s));
+    order.on('error', s => console.log(now(), 'error!', e));
+    order.on('completed', a => {
+      console.log(new Date, 'completed!');
+      order.createSummary((err, s) => {
+        console.log(new Date, 'summary:');
+        console.log(JSON.stringify(s, null, 2));
+      });
+    });
+
+This one doesn't have an upper limit price for what it will buy at. It will stick it's bid offer at BBO until it's filled. If you have a limit in mind you can specify it when creating, do this instead:
+
+    const order = binance.createOrder(type, side, amount, { limit: 100 });
+
+It will never offer to buy for more than 100, even if the BBO is above 100 (the bid will end up deep in the book).
+
+At any point in time you can change the limit (or the amount), for example:
+
+    order.moveLimit(120);
+
+Running the above example (without setting a limit and moving it) will yield:
+
+    root@foxtail:~/gb/nusadua# node b
+    2018-07-29 03:46:02 new status SUBMITTED
+    2018-07-29 03:46:02 new status OPEN
+    2018-07-29 03:46:04 filled 1
+    2018-07-29 03:46:04 new status FILLED
+    2018-07-29T03:46:04.127Z 'completed!'
+    2018-07-29T03:46:04.358Z 'summary:'
+    {
+      "price": 0.0017479,
+      "amount": 1,
+      "date": "2018-07-29T03:46:02.576Z",
+      "side": "buy",
+      "orders": 1,
+      "fees": {
+        "BNB": 0.00075
+      },
+      "feePercent": 0.075
+    }
+
+NOTE: not all status changes are documented and more events are planned but not implemented.
+
 ### TODO
 
 - finish all exchange integrations that gekko supports

diff --git a/docs/internals/events.md b/docs/internals/events.md
@@ -106,7 +106,7 @@ and will start signaling advice.
 
 - What: An object describing new notification from your strategy
 - When: when the strategy emit using `this.notify()` function
-- Subscribe: You can subscribe to this event by registering the `stratNotification` method.
+- Subscribe: You can subscribe to this event by registering the `processStratNotification` method.
 - Example:
       {
         date: [moment object of the start time of the candle],

diff --git a/docs/introduction/supported_exchanges.md b/docs/introduction/supported_exchanges.md
@@ -22,7 +22,7 @@ Gekko is able to directly communicate with the APIs of a number of exchanges. Ho
 | [Okcoin.cn][11]*     | ✓          | ✓            | ✕         | China, see [#352][20]     |
 | [Cex.io][12]*        | ✓          | ✕            | ✕         |                           |
 | [BTC Markets][13]*   | ✓          | ✓            | ✕         |                           |
-| [bitX][14]           | ✓          | ✓            | ✓         | aka Luno                  |
+| [Luno][14]           | ✓          | ✓            | ✓         | previously BitX           |
 | [lakeBTC][15]*       | ✓          | ✕            | ✕         |                           |
 | [meXBT][16]*         | ✓          | ✕            | ✕         | see [here][21]            |
 | [zaif][17]*          | ✓          | ✕            | ✕         |                           |
@@ -60,5 +60,3 @@ Gekko is able to directly communicate with the APIs of a number of exchanges. Ho
 [24]: https://www.binance.com/?ref=11236330
 [25]: https://coinfalcon.com/?ref=CFJSQBMXZZDS
 [26]: https://github.com/askmike/gekko/pull/2310
-
-
diff --git a/docs/strategies/talib_indicators.md b/docs/strategies/talib_indicators.md
@@ -10,7 +10,7 @@ Open your terminal. Then:
 
 ```
 cd ~/gekko
-npm install talib
+npm install talib --no-save
 ```
 
 ## Example

diff --git a/docs/strategies/tulip_indicators.md b/docs/strategies/tulip_indicators.md
@@ -10,7 +10,7 @@ Open your terminal. Then:
 
 ```
 cd ~/gekko
-npm install tulind
+npm install tulind --no-save
 ```
 
 ## Example

diff --git a/exchange/gekkoBroker.js b/exchange/gekkoBroker.js
@@ -24,18 +24,14 @@ class Broker {
 
     if(config.private) {
       if(this.cantTrade()) {
-        throw this.cantTrade();
+        throw new Error(this.cantTrade());
       }
     } else {
       if(this.cantMonitor()) {
-        throw this.cantMonitor();
+        throw new Error(this.cantMonitor());
       }
     }
 
-    if(config.private && this.cantTrade()) {
-      throw this.cantTrade();
-    }
-
     this.orders = {
       // contains current open orders
       open: [],
@@ -81,8 +77,9 @@ class Broker {
       return;
     }
 
-    if(this.cantTrade())
+    if(this.cantTrade()) {
       throw new errors.ExchangeError(this.cantTrade());
+    }
 
     this.syncPrivateData();
   }

diff --git a/exchange/orders/index.js b/exchange/orders/index.js
@@ -1,7 +1,5 @@
 const sticky = require('./sticky');
-const limit = require('./limit');
 
 module.exports = {
-  sticky,
-  limit
+  sticky
 }
diff --git a/exchange/orders/limit.js b/exchange/orders/limit.js
@@ -1,3 +1,8 @@
+// NOTE: this is currently broken, see
+// @link https://github.com/askmike/gekko/issues/2398
+
+throw ':(';
+
 /*
   The limit order is a simple order:
     - It is created at the specified price

diff --git a/exchange/orders/sticky.js b/exchange/orders/sticky.js
@@ -203,6 +203,7 @@ class StickyOrder extends BaseOrder {
             throw err;
 
           this.ticker = ticker;
+          this.emit('ticker', ticker);
 
           const bookSide = this.side === 'buy' ? 'bid' : 'ask';
           // note: might be string VS float