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bts-orders-bot.js
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bts-orders-bot.js
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'use strict'
const cache = require('./bts-cache');
const broadcast = require('./bts-broadcast');
const accountMarket = require('./bts-account-market');
const fs = require('fs');
function simple_bot(account, active_key_wif, strategy) {
const default_state = {
min_ratio_price: 999999,
max_ratio_price: -1,
higher: {
target_price: 0
},
lower: {
target_price: 0
},
direction: 'up',
direction_count: 0
}
var state;
var fileName = './_state_' + account + '.json';
function loadState(){
var s
try {
s = fs.readFileSync(fileName, {
encoding: 'utf-8'
});
state = JSON.parse(s);
}
catch (e){
state = default_state;
}
}
function saveState(){
fs.writeFileSync(fileName, JSON.stringify(state), {
encoding: 'utf8'
})
}
loadState();
var timer = null;
var in_check = false;
function check() {
if (in_check) {
console.log('in_check');
// setTimeout(check, 1000);
timer = timer || setInterval(check, 10 * 1000);
return;
}
in_check = true;
console.log('checking ....');
accountMarket.get_account_orders(account, strategy.base_asset_symbol, strategy.quote_asset_symbol)
.then((o) => {
var cancelPromise, calPromise, filledPrice = 0;
var new_lower, new_higher;
var cur_dir;
if (o.length == 1) { // cancel and update target
if (Math.abs(o[0].parsed.price - state.higher.target_price)/o[0].parsed.price < 0.000001) {
console.log('lower filled');
filledPrice = state.lower.target_price;
cur_dir = 'down';
}
else if (Math.abs(o[0].parsed.price - state.lower.target_price)/o[0].parsed.price < 0.000001) {
console.log('higher filled');
filledPrice = state.higher.target_price;
cur_dir = 'up';
}
if( cur_dir == state.direction ){
state.direction_count ++;
}
else {
state.direction_count = 0;
}
state.direction = cur_dir;
cancelPromise = broadcast.doCancelOrder(account, active_key_wif, o[0].raw_order.id)
}
if( o.length < 2) {
calPromise = accountMarket.get_account_asset_ratio(account, strategy.base_asset_symbol, strategy.quote_asset_symbol, filledPrice)
.then(r => {
var down_price_diff, up_price_diff;
if( cur_dir == 'down' ){
down_price_diff = strategy.price_diff * Math.pow( (strategy.price_adjust_ratio || 1) , state.direction_count);
up_price_diff = strategy.price_diff;
}
else{
down_price_diff = strategy.price_diff ;
up_price_diff = strategy.price_diff * Math.pow( (strategy.price_adjust_ratio || 1) , state.direction_count);
}
new_lower = {
target_price: r.price - down_price_diff,
target_ratio: r.ratio + strategy.ratio_diff
};
new_higher = {
target_price: r.price + up_price_diff,
target_ratio: r.ratio - strategy.ratio_diff
}
if( new_lower.target_price > state.min_ratio_price ){
new_lower.target_ratio = strategy.min_ratio;
}
if( new_higher.target_price < state.max_ratio_price ){
new_higher.target_ratio = strategy.max_ratio;
}
if (new_lower.target_ratio > strategy.max_ratio) {
new_lower.target_ratio = strategy.max_ratio;
state.max_ratio_price = new_lower.target_price;
}
if (new_higher.target_ratio < strategy.min_ratio) {
new_higher.target_ratio = strategy.min_ratio;
state.min_ratio_price = new_higher.target_price;
}
})
}
if( cancelPromise ) {
cancelPromise.then( ()=>{
}).catch ((e)=>{});
}
return calPromise && calPromise.then(() => {
return Promise.all([
accountMarket.get_target_order_data(
account,
strategy.base_asset_symbol,
strategy.quote_asset_symbol,
new_lower.target_price,
new_lower.target_ratio),
accountMarket.get_target_order_data(
account,
strategy.base_asset_symbol,
strategy.quote_asset_symbol,
new_higher.target_price,
new_higher.target_ratio)
])
}).then((r) => {
console.log(r);
if (!r[0].is_buy && !r[1].is_buy) {
r[0] = r[1];
r[0].quote_amount = r[0].quote_amount / 2;
r[0].base_amount = r[0].base_amount / 2;
new_lower = new_higher;
}
else if( r[0].is_buy && r[1].is_buy ){
r[1] = r[0];
r[0].quote_amount = r[0].quote_amount / 2;
r[0].base_amount = r[0].base_amount / 2;
new_higher = new_lower;
}
else if( !r[0].is_buy && r[1].is_buy ){
throw ('买卖反了，程序需要调整');
}
if( Math.max(r[0].quote_amount,r[0].base_amount) < 10
|| Math.max(r[1].quote_amount, r[1].base_amount) < 10 ){
// 边界条件无法下单
throw ('买单或者卖单太小了，需要调整');
}
return broadcast.doPlaceOrders(account, active_key_wif, [{
base_asset_symbol: strategy.base_asset_symbol,
quote_asset_symbol: strategy.quote_asset_symbol,
is_buy: r[0].is_buy,
price_float: new_lower.target_price,
quote_amount_float: r[0].quote_amount
}, {
base_asset_symbol: strategy.base_asset_symbol,
quote_asset_symbol: strategy.quote_asset_symbol,
is_buy: r[1].is_buy,
price_float: new_higher.target_price,
quote_amount_float: r[1].quote_amount
}])
}).then((r) => {
state.lower = new_lower;
state.higher = new_higher;
console.log(state);
saveState();
setTimeout(()=>{
in_check = false;
}, 10000);
if( timer ) {
clearInterval(timer);
timer = null;
}
return "from orders";
})
}).then((r) => {
if ( r != 'from orders'){
in_check = false;
}
}).catch( (e)=>{
console.log(e);
in_check = false;
// process.exit(1)
timer = timer || setInterval(check, 10 * 1000);
})
}
check();
cache.add_full_account_change_callback((s) => {
console.log('account change', s);
if (s == account) {
check();
}
})
}
function simple_bot_2(account, active_key_wif, strategy) {
const default_state = {
higher: {
target_price: 0
},
lower: {
target_price: 0
},
direction: 'up',
direction_count: 0
}
var state;
var fileName = './_state_' + account + '.json';
function loadState(){
var s
try {
s = fs.readFileSync(fileName, {
encoding: 'utf-8'
});
state = JSON.parse(s);
}
catch (e){
state = default_state;
}
}
function saveState(){
fs.writeFileSync(fileName, JSON.stringify(state), {
encoding: 'utf8'
})
}
loadState();
var timer = null;
var in_check = false;
function check() {
if (in_check) {
console.log('in_check');
// setTimeout(check, 1000);
timer = timer || setInterval(check, 10 * 1000);
return;
}
in_check = true;
console.log('checking ....');
accountMarket.get_account_orders(account, strategy.base_asset_symbol, strategy.quote_asset_symbol)
.then((o) => {
var cancelPromise, calPromise, filledPrice = 0;
var new_lower, new_higher;
var cur_dir;
if (o.length == 1) { // cancel and update target
if (Math.abs(o[0].parsed.price - state.higher.target_price)/o[0].parsed.price < 0.000001) {
console.log('lower filled');
filledPrice = state.lower.target_price;
cur_dir = 'down';
}
else if (Math.abs(o[0].parsed.price - state.lower.target_price)/o[0].parsed.price < 0.000001) {
console.log('higher filled');
filledPrice = state.higher.target_price;
cur_dir = 'up';
}
if( cur_dir == state.direction ){
state.direction_count ++;
}
else {
state.direction_count = 0;
}
state.direction = cur_dir;
cancelPromise = broadcast.doCancelOrder(account, active_key_wif, o[0].raw_order.id)
}
if( o.length < 2) {
calPromise = accountMarket.get_account_asset_ratio(account, strategy.base_asset_symbol, strategy.quote_asset_symbol, filledPrice)
.then(r => {
var down_price_diff, up_price_diff;
if( cur_dir == 'down' ){
down_price_diff = strategy.price_diff * Math.pow( (strategy.price_adjust_ratio || 1) , state.direction_count);
up_price_diff = strategy.price_diff;
}
else{
down_price_diff = strategy.price_diff ;
up_price_diff = strategy.price_diff * Math.pow( (strategy.price_adjust_ratio || 1) , state.direction_count);
}
new_lower = {
target_price: r.price - down_price_diff,
};
new_higher = {
target_price: r.price + up_price_diff,
}
})
}
if( cancelPromise ) {
cancelPromise.then( ()=>{
}).catch ((e)=>{});
}
return calPromise && calPromise.then(() => {
return accountMarket.get_account_balances(account, strategy.base_asset_symbol, strategy.quote_asset_symbol);
}).then( a=>{
return broadcast.doPlaceOrders(account, active_key_wif, [{
base_asset_symbol: strategy.base_asset_symbol,
quote_asset_symbol: strategy.quote_asset_symbol,
is_buy: true,
price_float: new_lower.target_price,
quote_amount_float: a.base_balance * strategy.order_factor / new_lower.target_price
}, {
base_asset_symbol: strategy.base_asset_symbol,
quote_asset_symbol: strategy.quote_asset_symbol,
is_buy: false,
price_float: new_higher.target_price,
quote_amount_float: a.quote_balance * strategy.order_factor,
}])
}).then((r) => {
state.lower = new_lower;
state.higher = new_higher;
console.log(state);
saveState();
setTimeout(()=>{
in_check = false;
}, 10000);
if( timer ) {
clearInterval(timer);
timer = null;
}
return "from orders";
})
}).then((r) => {
if ( r != 'from orders'){
in_check = false;
}
}).catch( (e)=>{
console.log(e);
in_check = false;
// process.exit(1)
timer = timer || setInterval(check, 10 * 1000);
})
}
check();
cache.add_full_account_change_callback((s) => {
console.log('account change', s);
if (s == account) {
check();
}
})
}
module.exports = {
simple_bot: simple_bot,
simple_bot_2: simple_bot_2
}