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Debug lib #1624

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Jun 18, 2018
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Debug lib #1624

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0e018cd
Debug lib
defkev Jun 18, 2018
460cd93
Picky Travis...
defkev Jun 18, 2018
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2 changes: 2 additions & 0 deletions boot.js
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Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,8 @@ module.exports = function (cb) {
var config = {}
var overrides = {}

module.exports.debug = args.debug

// 1. load conf overrides file if present
if(!_.isUndefined(args.conf)){
try {
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5 changes: 3 additions & 2 deletions commands/trade.js
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Expand Up @@ -14,6 +14,7 @@ var tb = require('timebucket')
, objectifySelector = require('../lib/objectify-selector')
, engineFactory = require('../lib/engine')
, collectionService = require('../lib/services/collection-service')
, debug = require('../lib/debug')

module.exports = function (program, conf) {
program
Expand Down Expand Up @@ -519,8 +520,8 @@ module.exports = function (program, conf) {
console.log('\nDumping statistics...'.grey)
toggleStats()
} else if (key === 'L' && !info.ctrl) {
so.debug = !so.debug
console.log('\nDEBUG mode: ' + (so.debug ? 'ON'.green.inverse : 'OFF'.red.inverse))
debug.flip()
console.log('\nDEBUG mode: ' + (debug.on ? 'ON'.green.inverse : 'OFF'.red.inverse))
} else if (info.name === 'c' && info.ctrl) {
// @todo: cancel open orders before exit
console.log()
Expand Down
15 changes: 15 additions & 0 deletions lib/debug.js
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Original file line number Diff line number Diff line change
@@ -0,0 +1,15 @@
const boot = require('../boot')
const moment = require('moment')

let debug = boot.debug
module.exports = {
flip: function() {
module.exports.on = debug = !debug
},
msg: function(str) {
if (debug) {
console.error('\n' + moment().format('YYYY-MM-DD HH:mm:ss') + ' - ' + str)
}
},
on: debug
}
55 changes: 25 additions & 30 deletions lib/engine.js
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Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,7 @@ let tb = require('timebucket')
, async = require('async')
, lolex = require('lolex')
, { formatAsset, formatPercent, formatCurrency } = require('./format')
, debug = require('./debug')

let clock
let nice_errors = new RegExp(/(slippage protection|loss protection)/)
Expand Down Expand Up @@ -69,7 +70,7 @@ module.exports = function (s, conf) {
}

function memDump () {
if (!so.debug) return
if (!debug.on) return
let s_copy = JSON.parse(JSON.stringify(s))
delete s_copy.options.mongo
delete s_copy.lookback
Expand Down Expand Up @@ -110,12 +111,6 @@ module.exports = function (s, conf) {
}
}

function msg (str) {
if (so.debug) {
console.error('\n' + moment().format('YYYY-MM-DD HH:mm:ss') + ' - ' + str)
}
}

var notifier = notify(conf)

function pushMessage(title, message) {
Expand Down Expand Up @@ -263,32 +258,32 @@ module.exports = function (s, conf) {

order.product_id = s.product_id
order.post_only = conf.post_only
msg('placing ' + type + ' order...')
debug.msg('placing ' + type + ' order...')
let order_copy = JSON.parse(JSON.stringify(order))
s.exchange[type](order_copy, function (err, api_order) {
if (err) return cb(err)
s.api_order = api_order
if (api_order.status === 'rejected') {
if (api_order.reject_reason === 'post only') {
// trigger immediate price adjustment and re-order
msg('post-only ' + type + ' failed, re-ordering')
debug.msg('post-only ' + type + ' failed, re-ordering')
return cb(null, null)
}
else if (api_order.reject_reason === 'balance') {
// treat as a no-op.
msg('not enough balance for ' + type + ', aborting')
debug.msg('not enough balance for ' + type + ', aborting')
return cb(null, false)
}
else if (api_order.reject_reason === 'price') {
// treat as a no-op.
msg('invalid price for ' + type + ', aborting')
debug.msg('invalid price for ' + type + ', aborting')
return cb(null, false)
}
err = new Error('\norder rejected')
err.order = api_order
return cb(err)
}
msg(type + ' order placed at ' + formatCurrency(order.price, s.currency))
debug.msg(type + ' order placed at ' + formatCurrency(order.price, s.currency))
order.order_id = api_order.id
if (!order.time) {
order.orig_time = new Date(api_order.created_at).getTime()
Expand Down Expand Up @@ -355,7 +350,7 @@ module.exports = function (s, conf) {
}
syncBalance(function (err, { quote }) {
if (err) {
msg('error getting balance')
debug.msg('error getting balance')
}
let reorder_pct, fee, trade_balance, tradeable_balance, expected_fee
if (err) {
Expand All @@ -368,7 +363,7 @@ module.exports = function (s, conf) {
} else {
reorder_pct = n(size).divide(s.balance.asset).multiply(100)
}
msg('price changed, resizing order, ' + reorder_pct + '% remain')
debug.msg('price changed, resizing order, ' + reorder_pct + '% remain')
size = null
}
if (s.my_prev_trades.length) {
Expand Down Expand Up @@ -404,7 +399,7 @@ module.exports = function (s, conf) {
if (s.product.max_size && Number(size) > Number(s.product.max_size)) {
size = s.product.max_size
}
msg('preparing buy order over ' + formatAsset(size, s.asset) + ' of ' + formatCurrency(tradeable_balance, s.currency) + ' (' + buy_pct + '%) tradeable balance with a expected fee of ' + formatCurrency(expected_fee, s.currency) + ' (' + fee + '%)')
debug.msg('preparing buy order over ' + formatAsset(size, s.asset) + ' of ' + formatCurrency(tradeable_balance, s.currency) + ' (' + buy_pct + '%) tradeable balance with a expected fee of ' + formatCurrency(expected_fee, s.currency) + ' (' + fee + '%)')
let latest_low_sell = _.chain(trades).dropRightWhile(['type','buy']).takeRightWhile(['type','sell']).sortBy(['price']).head().value() // return lowest price
let buy_loss = latest_low_sell ? (latest_low_sell.price - Number(price)) / latest_low_sell.price * -100 : null
if (so.max_buy_loss_pct != null && buy_loss > so.max_buy_loss_pct) {
Expand All @@ -422,7 +417,7 @@ module.exports = function (s, conf) {
}
}
if (n(s.balance.deposit).subtract(s.balance.currency_hold || 0).value() < n(price).multiply(size).value() && s.balance.currency_hold > 0) {
msg('buy delayed: ' + formatPercent(n(s.balance.currency_hold || 0).divide(s.balance.deposit).value()) + ' of funds (' + formatCurrency(s.balance.currency_hold, s.currency) + ') on hold')
debug.msg('buy delayed: ' + formatPercent(n(s.balance.currency_hold || 0).divide(s.balance.deposit).value()) + ' of funds (' + formatCurrency(s.balance.currency_hold, s.currency) + ') on hold')
return setTimeout(function () {
if (s.last_signal === signal) {
executeSignal(signal, cb, size, true)
Expand Down Expand Up @@ -470,7 +465,7 @@ module.exports = function (s, conf) {
}
}
if (n(s.balance.asset).subtract(s.balance.asset_hold || 0).value() < n(size).value()) {
msg('sell delayed: ' + formatPercent(n(s.balance.asset_hold || 0).divide(s.balance.asset).value()) + ' of funds (' + formatAsset(s.balance.asset_hold, s.asset) + ') on hold')
debug.msg('sell delayed: ' + formatPercent(n(s.balance.asset_hold || 0).divide(s.balance.asset).value()) + ' of funds (' + formatAsset(s.balance.asset_hold, s.asset) + ') on hold')
return setTimeout(function () {
if (s.last_signal === signal) {
executeSignal(signal, cb, size, true)
Expand Down Expand Up @@ -503,19 +498,19 @@ module.exports = function (s, conf) {
if (!order) {
if (order === false) {
// not enough balance, or signal switched.
msg('not enough balance, or signal switched, cancel ' + signal)
debug.msg('not enough balance, or signal switched, cancel ' + signal)
return cb(null, null)
}
if (s.last_signal !== signal) {
// order timed out but a new signal is taking its place
msg('signal switched, cancel ' + signal)
debug.msg('signal switched, cancel ' + signal)
return cb(null, null)
}
// order timed out and needs adjusting
msg(signal + ' order timed out, adjusting price')
debug.msg(signal + ' order timed out, adjusting price')
let remaining_size = s[signal + '_order'] ? s[signal + '_order'].remaining_size : size
if (remaining_size !== size) {
msg('remaining size: ' + remaining_size)
debug.msg('remaining size: ' + remaining_size)
}
return executeSignal(signal, _cb, remaining_size, true)
}
Expand Down Expand Up @@ -793,7 +788,7 @@ module.exports = function (s, conf) {
if (api_order.status === 'done') {
order.time = new Date(api_order.done_at).getTime()
order.price = api_order.price || order.price // Use actual price if possible. In market order the actual price (api_order.price) could be very different from trade price
msg('cancel failed, order done, executing')
debug.msg('cancel failed, order done, executing')
executeOrder(order, type)
return syncBalance(function () {
cb(null, order)
Expand All @@ -812,7 +807,7 @@ module.exports = function (s, conf) {

if (on_hold && s.balance.currency_hold > 0) {
// wait a bit for settlement
msg('funds on hold after cancel, waiting 5s')
debug.msg('funds on hold after cancel, waiting 5s')
setTimeout(function() { checkHold(do_reorder, cb) }, conf.wait_for_settlement)
}
else {
Expand All @@ -827,7 +822,7 @@ module.exports = function (s, conf) {
function checkOrder (order, type, cb) {
if (!s[type + '_order']) {
// signal switched, stop checking order
msg('signal switched during ' + type + ', aborting')
debug.msg('signal switched during ' + type + ', aborting')
return cancelOrder(order, type, false, cb)
}
s.exchange.getOrder({order_id: order.order_id, product_id: s.product_id}, function (err, api_order) {
Expand All @@ -844,11 +839,11 @@ module.exports = function (s, conf) {
})
}
if (order.status === 'rejected' && (order.reject_reason === 'post only' || api_order.reject_reason === 'post only')) {
msg('post-only ' + type + ' failed, re-ordering')
debug.msg('post-only ' + type + ' failed, re-ordering')
return cb(null, null)
}
if (order.status === 'rejected' && order.reject_reason === 'balance') {
msg('not enough balance for ' + type + ', aborting')
debug.msg('not enough balance for ' + type + ', aborting')
return cb(null, null)
}
if (now() - order.local_time >= so.order_adjust_time) {
Expand All @@ -861,11 +856,11 @@ module.exports = function (s, conf) {
if (type === 'buy') {
marked_price = nextBuyForQuote(s, quote)
if (so.exact_buy_orders && n(order.price).value() != marked_price) {
msg(marked_price + ' vs! our ' + order.price)
debug.msg(marked_price + ' vs! our ' + order.price)
cancelOrder(order, type, true, cb)
}
else if (n(order.price).value() < marked_price) {
msg(marked_price + ' vs our ' + order.price)
debug.msg(marked_price + ' vs our ' + order.price)
cancelOrder(order, type, true, cb)
}
else {
Expand All @@ -876,11 +871,11 @@ module.exports = function (s, conf) {
else {
marked_price = nextSellForQuote(s, quote)
if (so.exact_sell_orders && n(order.price).value() != marked_price) {
msg(marked_price + ' vs! our ' + order.price)
debug.msg(marked_price + ' vs! our ' + order.price)
cancelOrder(order, type, true, cb)
}
else if (n(order.price).value() > marked_price) {
msg(marked_price + ' vs our ' + order.price)
debug.msg(marked_price + ' vs our ' + order.price)
cancelOrder(order, type, true, cb)
}
else {
Expand Down