-
Notifications
You must be signed in to change notification settings - Fork 1.1k
/
server-binance.js
202 lines (166 loc) · 5.42 KB
/
server-binance.js
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
const _ = require('lodash');
const config = require('config');
const { PubSub, cache, mongo } = require('./helpers');
const queue = require('./cronjob/trailingTradeHelper/queue');
const { executeTrailingTrade } = require('./cronjob/index');
const { maskConfig } = require('./cronjob/trailingTradeHelper/util');
const {
getGlobalConfiguration
} = require('./cronjob/trailingTradeHelper/configuration');
const {
getAccountInfoFromAPI,
cacheExchangeSymbols
} = require('./cronjob/trailingTradeHelper/common');
const {
getWebsocketATHCandlesClean,
setupATHCandlesWebsocket,
syncATHCandles
} = require('./binance/ath-candles');
const {
getWebsocketCandlesClean,
setupCandlesWebsocket,
syncCandles
} = require('./binance/candles');
const {
getWebsocketTickersClean,
refreshTickersClean,
setupTickersWebsocket
} = require('./binance/tickers');
const { syncOpenOrders, syncDatabaseOrders } = require('./binance/orders');
const { setupUserWebsocket } = require('./binance/user');
let exchangeSymbolsInterval;
/**
* Setup websocket streams
*
* @param {*} logger
* @param {*} symbols
*/
const setupWebsockets = async (logger, symbols) => {
await Promise.all([
setupUserWebsocket(logger),
setupCandlesWebsocket(logger, symbols),
setupATHCandlesWebsocket(logger, symbols),
setupTickersWebsocket(logger, symbols)
]);
await cache.hset(
'trailing-trade-streams',
'count',
1 +
_.size(getWebsocketTickersClean()) +
_.size(getWebsocketCandlesClean()) +
_.size(getWebsocketATHCandlesClean())
);
};
/**
* Setup exchange symbols and store them in cache
*
* @param {*} logger
*/
const setupExchangeSymbols = async logger => {
if (exchangeSymbolsInterval) {
clearInterval(exchangeSymbolsInterval);
}
// Retrieve exchange symbols and cache it
await cacheExchangeSymbols(logger);
exchangeSymbolsInterval = setInterval(async () => {
// Retrieve exchange symbols and cache it
await cacheExchangeSymbols(logger);
}, 60 * 1000);
};
const refreshCandles = async logger => {
refreshTickersClean(logger);
// empty all candles before restarting the bot
await mongo.deleteAll(logger, 'trailing-trade-candles', {});
await mongo.deleteAll(logger, 'trailing-trade-ath-candles', {});
};
/**
* Setup web socket for retrieving candles
*
* @param {*} logger
*/
const syncAll = async logger => {
logger.info('Start syncing the bot...');
// reset candles and streams before restart to remove any unused symbol
await refreshCandles(logger);
// Retrieve account info from API
await getAccountInfoFromAPI(logger);
// Get configuration
const globalConfiguration = await getGlobalConfiguration(logger);
// Retrieve list of monitoring symbols
const { symbols } = globalConfiguration;
logger.info({ symbols }, 'Retrieved symbols');
// Start job for all symbols to ensure nothing will be executed unless all data retrieved
await Promise.all(symbols.map(symbol => queue.prepareJob(logger, symbol)));
await setupExchangeSymbols(logger);
await setupWebsockets(logger, symbols);
await syncCandles(logger, symbols);
await syncATHCandles(logger, symbols);
await syncOpenOrders(logger, symbols);
await syncDatabaseOrders(logger);
// Complete job for all symbols when all data has been retrieved
await Promise.all(symbols.map(symbol => queue.completeJob(logger, symbol)));
};
/**
* Setup retrieving latest candle from live server via Web Socket
*
* @param {*} logger
*/
const setupBinance = async logger => {
PubSub.subscribe('reset-all-websockets', async (message, data) => {
logger.info(`Message: ${message}, Data: ${data}`);
PubSub.publish('frontend-notification', {
type: 'info',
title: 'Restarting bot...'
});
await syncAll(logger);
});
PubSub.subscribe('reset-symbol-websockets', async (message, data) => {
logger.info(`Message: ${message}, Data: ${data}`);
const symbol = data;
PubSub.publish('frontend-notification', {
type: 'info',
title: `Restarting ${symbol} websockets...`
});
// Get configuration
const globalConfiguration = await getGlobalConfiguration(logger);
// Retrieve list of monitoring symbols
const { symbols } = globalConfiguration;
// Candles & ATH candles should receive all monitoring symbols to create their connection from scratch
// because they are grouped by symbols intervals and not by their names
await Promise.all([
setupCandlesWebsocket(logger, symbols),
setupATHCandlesWebsocket(logger, symbols),
setupTickersWebsocket(logger, [symbol])
]);
await syncCandles(logger, [symbol]);
await syncATHCandles(logger, [symbol]);
});
PubSub.subscribe('check-open-orders', async (message, data) => {
logger.info(`Message: ${message}, Data: ${data}`);
const cachedOpenOrders = await cache.hgetall(
'trailing-trade-open-orders:',
'trailing-trade-open-orders:*'
);
const symbols = _.keys(cachedOpenOrders);
await Promise.all(
symbols.map(async symbol =>
queue.execute(logger, symbol, { processFn: executeTrailingTrade })
)
);
});
await syncAll(logger);
};
/**
* Configure Binance Web Socket
*
* @param {*} serverLogger
*/
const runBinance = async serverLogger => {
const logger = serverLogger.child({ server: 'binance' });
logger.info(
{ config: maskConfig(config) },
`Binance ${config.get('mode')} started on`
);
await setupBinance(logger);
};
module.exports = { runBinance };