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var util = require('../../core/util');
var util = require('../../core/util');
var _ = require('lodash');
var _ = require('lodash');
var fs = require('fs');
var fs = require('fs');
var toml = require('toml');
var toml = require('toml');
var config = util.getConfig();
var config = util.getConfig();
var dirs = util.dirs();
var dirs = util.dirs();
var log = require(dirs.core + 'log');
var log = require(dirs.core + 'log');
var CandleBatcher = require(dirs.core + 'candleBatcher');
var CandleBatcher = require(dirs.core + 'candleBatcher');
var moment = require('moment');
var moment = require('moment');
var isLeecher = config.market && config.market.type === 'leech';
var isLeecher = config.market && config.market.type === 'leech';
var Actor = function(done) {
var Actor = function(done) {
_.bindAll(this);
_.bindAll(this);
this.done = done;
this.done = done;
this.batcher = new CandleBatcher(config.tradingAdvisor.candleSize);
this.batcher = new CandleBatcher(config.tradingAdvisor.candleSize);
this.strategyName = config.tradingAdvisor.method;
this.strategyName = config.tradingAdvisor.method;
this.setupStrategy();
this.setupStrategy();
var mode = util.gekkoMode();
var mode = util.gekkoMode();
// the stitcher will try to pump in historical data
// the stitcher will try to pump in historical data
// so that the strat can use this data as a "warmup period"
// so that the strat can use this data as a "warmup period"
//
//
// the realtime "leech" market won't use the stitcher
// the realtime "leech" market won't use the stitcher
if(mode === 'realtime' && !isLeecher) {
if(mode === 'realtime' && !isLeecher) {
var Stitcher = require(dirs.tools + 'dataStitcher');
var Stitcher = require(dirs.tools + 'dataStitcher');
var stitcher = new Stitcher(this.batcher);
var stitcher = new Stitcher(this.batcher);
stitcher.prepareHistoricalData(done);
stitcher.prepareHistoricalData(done);
} else
} else
done();
done();
}
}
Actor.prototype.setupStrategy = function() {
Actor.prototype.setupStrategy = function() {
if(!fs.existsSync(dirs.methods + this.strategyName + '.js'))
if(!fs.existsSync(dirs.methods + this.strategyName + '.js'))
util.die('Gekko can\'t find the strategy "' + this.strategyName + '"');
util.die('Gekko can\'t find the strategy "' + this.strategyName + '"');
log.info('\t', 'Using the strategy: ' + this.strategyName);
log.info('\t', 'Using the strategy: ' + this.strategyName);
const strategy = require(dirs.methods + this.strategyName);
const strategy = require(dirs.methods + this.strategyName);
// bind all trading strategy specific functions
// bind all trading strategy specific functions
// to the WrappedStrategy.
// to the WrappedStrategy.
const WrappedStrategy = require('./baseTradingMethod');
const WrappedStrategy = require('./baseTradingMethod');
_.each(strategy, function(fn, name) {
_.each(strategy, function(fn, name) {
WrappedStrategy.prototype[name] = fn;
WrappedStrategy.prototype[name] = fn;
});
});
let stratSettings;
let stratSettings;
if(config[this.strategyName]) {
if(config[this.strategyName]) {
stratSettings = config[this.strategyName];
stratSettings = config[this.strategyName];
}
}
this.strategy = new WrappedStrategy(stratSettings);
this.strategy = new WrappedStrategy(stratSettings);
this.strategy
this.strategy
.on('advice', this.relayAdvice)
.on('advice', this.relayAdvice)
.on(
.on(
'stratWarmupCompleted',
'stratWarmupCompleted',
e => this.deferredEmit('stratWarmupCompleted', e)
e => this.deferredEmit('stratWarmupCompleted', e)
)
)
.on(
.on(
'stratUpdate',
'stratUpdate',
e => this.deferredEmit('stratUpdate', e)
e => this.deferredEmit('stratUpdate', e)
).on('stratNotification',
).on('stratNotification',
e => this.deferredEmit('stratNotification', e)
e => this.deferredEmit('stratNotification', e)
)
)
this.strategy
this.strategy
.on('tradeCompleted', this.processTradeCompleted);
.on('tradeCompleted', this.processTradeCompleted);
this.batcher
this.batcher
.on('candle', _candle => {
.on('candle', _candle => {
const { id, ...candle } = _candle;
const { id, ...candle } = _candle;
this.deferredEmit('stratCandle', candle);
this.deferredEmit('stratCandle', candle);
this.emitStratCandle(candle);
this.emitStratCandle(candle);
// save when the next bigCandle should be.
this.nextBigCandleAt = candle.start.clone().add(4, 'hours');
});
});
}
}
// HANDLERS
// HANDLERS
// process the 1m candles
// process the 1m candles
Actor.prototype.processCandle = function(candle, done) {
Actor.prototype.processCandle = function(candle, done) {
if(!this.nextBigCandleAt) {
// on first candle we know the next one will be in 4 hours
this.nextBigCandleAt = candle.start.clone().add(4, 'hours');
}
log.info('\t Next Candle Update:', this.nextBigCandleAt.fromNow())
this.candle = candle;
this.candle = candle;
const completedBatch = this.batcher.write([candle]);
const completedBatch = this.batcher.write([candle]);
if(completedBatch) {
if(completedBatch) {
this.next = done;
this.next = done;
} else {
} else {
done();
done();
this.next = _.noop;
this.next = _.noop;
}
}
this.batcher.flush();
this.batcher.flush();
}
}
// propogate a custom sized candle to the trading strategy
// propogate a custom sized candle to the trading strategy
Actor.prototype.emitStratCandle = function(candle) {
Actor.prototype.emitStratCandle = function(candle) {
this.strategy.tick(candle, this.next);
this.strategy.tick(candle, this.next);
}
}
Actor.prototype.processTradeCompleted = function(trade) {
Actor.prototype.processTradeCompleted = function(trade) {
this.strategy.processTrade(trade);
this.strategy.processTrade(trade);
}
}
// pass through shutdown handler
// pass through shutdown handler
Actor.prototype.finish = function(done) {
Actor.prototype.finish = function(done) {
this.strategy.finish(done);
this.strategy.finish(done);
}
}
// EMITTERS
// EMITTERS
Actor.prototype.relayAdvice = function(advice) {
Actor.prototype.relayAdvice = function(advice) {
advice.date = this.candle.start.clone().add(1, 'minute');
advice.date = this.candle.start.clone().add(1, 'minute');
this.deferredEmit('advice', advice);
this.deferredEmit('advice', advice);
}
}
module.exports = Actor;
module.exports = Actor;