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fix: queue concurrent execution #551

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Dec 9, 2022
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1 change: 1 addition & 0 deletions .dockerignore
Original file line number Diff line number Diff line change
Expand Up @@ -33,3 +33,4 @@ docker-compose.server.yml
.git

tradingview
result.csv
2 changes: 2 additions & 0 deletions .gitignore
Original file line number Diff line number Diff line change
Expand Up @@ -33,3 +33,5 @@ log
/public/dist/*
!/public/dist/.gitkeep

result.csv
.~lock.result.csv#
1 change: 1 addition & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,7 @@ All notable changes to this project will be documented in this file.

- Added API error message when using the wrong API key/secret - [#544](https://github.com/chrisleekr/binance-trading-bot/pull/544)
- Automatic login when password is autofilled by the browser by [@rando128](https://github.com/rando128) - [#550](https://github.com/chrisleekr/binance-trading-bot/pull/550)
- Fixed the queue concurrency issue - [#551](https://github.com/chrisleekr/binance-trading-bot/pull/551)

Thanks [@rando128](https://github.com/rando128) for your great contributions. 💯 :heart:

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4 changes: 3 additions & 1 deletion app/binance/__tests__/candles.test.js
Original file line number Diff line number Diff line change
Expand Up @@ -236,7 +236,9 @@ describe('candles.js', () => {
});

it('triggers queue.executeFor for ETHBTC', () => {
expect(mockQueue.executeFor).toHaveBeenCalledWith(loggerMock, 'ETHBTC');
expect(mockQueue.executeFor).toHaveBeenCalledWith(loggerMock, 'ETHBTC', {
correlationId: expect.any(String)
});
});
});
});
13 changes: 10 additions & 3 deletions app/binance/__tests__/tickers.test.js
Original file line number Diff line number Diff line change
Expand Up @@ -110,11 +110,15 @@ describe('tickers.js', () => {
});

it('triggers queue.executeFor for BTCUSDT', () => {
expect(mockQueue.executeFor).toHaveBeenCalledWith(loggerMock, 'BTCUSDT');
expect(mockQueue.executeFor).toHaveBeenCalledWith(loggerMock, 'BTCUSDT', {
correlationId: expect.any(String)
});
});

it('triggers queue.executeFor for BNBUSDT', () => {
expect(mockQueue.executeFor).toHaveBeenCalledWith(loggerMock, 'BNBUSDT');
expect(mockQueue.executeFor).toHaveBeenCalledWith(loggerMock, 'BNBUSDT', {
correlationId: expect.any(String)
});
});

it('checks websocketTickersClean', () => {
Expand Down Expand Up @@ -143,7 +147,10 @@ describe('tickers.js', () => {
it('triggers queue.executeFor for BTCUSDT', () => {
expect(mockQueue.executeFor).toHaveBeenCalledWith(
loggerMock,
'BTCUSDT'
'BTCUSDT',
{
correlationId: expect.any(String)
}
);
});

Expand Down
6 changes: 4 additions & 2 deletions app/binance/__tests__/user.test.js
Original file line number Diff line number Diff line change
Expand Up @@ -359,7 +359,8 @@ describe('user.js', () => {
it('triggers queue.executeFor', () => {
expect(mockQueue.executeFor).toHaveBeenCalledWith(
loggerMock,
'ETHUSDT'
'ETHUSDT',
{ correlationId: expect.any(String) }
);
});

Expand Down Expand Up @@ -677,7 +678,8 @@ describe('user.js', () => {
it('triggers queue.executeFor', () => {
expect(mockQueue.executeFor).toHaveBeenCalledWith(
loggerMock,
'ETHUSDT'
'ETHUSDT',
{ correlationId: expect.any(String) }
);
});

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3 changes: 2 additions & 1 deletion app/binance/candles.js
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
const { v4: uuidv4 } = require('uuid');
const _ = require('lodash');
const queue = require('../cronjob/trailingTradeHelper/queue');
const { binance, mongo } = require('../helpers');
Expand Down Expand Up @@ -112,7 +113,7 @@ const syncCandles = async (logger, symbols) => {

await mongo.bulkWrite(logger, 'trailing-trade-candles', operations);

queue.executeFor(logger, symbol);
queue.executeFor(logger, symbol, { correlationId: uuidv4() });
};

return getCandles();
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12 changes: 10 additions & 2 deletions app/binance/tickers.js
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
const { v4: uuidv4 } = require('uuid');
const _ = require('lodash');
const { binance, cache } = require('../helpers');
const queue = require('../cronjob/trailingTradeHelper/queue');
Expand Down Expand Up @@ -44,8 +45,15 @@ const setupTickersWebsocket = async (logger, symbols) => {
monitoringSymbol,
ticker => {
errorHandlerWrapper(logger, 'Tickers', async () => {
const correlationId = uuidv4();

const { eventType, eventTime, curDayClose: close, symbol } = ticker;

const symbolLogger = logger.child({
correlationId,
symbol
});

// Save latest candle for the symbol
await cache.hset(
'trailing-trade-symbols',
Expand All @@ -60,13 +68,13 @@ const setupTickersWebsocket = async (logger, symbols) => {

const canExecuteTrailingTrade = symbols.includes(monitoringSymbol);

logger.info(
symbolLogger.info(
{ ticker, canExecuteTrailingTrade },
'Received new ticker'
);

if (canExecuteTrailingTrade) {
queue.executeFor(logger, monitoringSymbol);
queue.executeFor(symbolLogger, monitoringSymbol, { correlationId });
}
});
}
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18 changes: 9 additions & 9 deletions app/binance/user.js
Original file line number Diff line number Diff line change
Expand Up @@ -54,9 +54,9 @@ const setupUserWebsocket = async logger => {
orderTime: transactTime // Transaction time
} = evt;

const correlationId = uuidv4();
const symbolLogger = logger.child({
jobName: 'trailingTrade',
correlationId: uuidv4(),
correlationId,
symbol
});

Expand All @@ -67,7 +67,7 @@ const setupUserWebsocket = async logger => {

const checkLastOrder = async () => {
const lastOrder = await getGridTradeLastOrder(
logger,
symbolLogger,
symbol,
side.toLowerCase()
);
Expand Down Expand Up @@ -103,7 +103,7 @@ const setupUserWebsocket = async logger => {
};

await updateGridTradeLastOrder(
logger,
symbolLogger,
symbol,
side.toLowerCase(),
updatedOrder
Expand All @@ -113,17 +113,17 @@ const setupUserWebsocket = async logger => {
`The last order has been updated. ${orderId} - ${side} - ${orderStatus}`
);

queue.executeFor(symbolLogger, symbol);
queue.executeFor(symbolLogger, symbol, { correlationId });
}
};

checkLastOrder();

const checkManualOrder = async () => {
const manualOrder = await getManualOrder(logger, symbol, orderId);
const manualOrder = await getManualOrder(symbolLogger, symbol, orderId);

if (_.isEmpty(manualOrder) === false) {
await saveManualOrder(logger, symbol, orderId, {
await saveManualOrder(symbolLogger, symbol, orderId, {
...manualOrder,
status: orderStatus,
type: orderType,
Expand All @@ -137,12 +137,12 @@ const setupUserWebsocket = async logger => {
updateTime: eventTime
});

logger.info(
symbolLogger.info(
{ symbol, manualOrder, saveLog: true },
'The manual order has been updated.'
);

queue.executeFor(logger, symbol);
queue.executeFor(symbolLogger, symbol, { correlationId });
}
};

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4 changes: 2 additions & 2 deletions app/cronjob/trailingTrade.js
Original file line number Diff line number Diff line change
Expand Up @@ -27,10 +27,10 @@ const {
} = require('./trailingTrade/steps');
const { errorHandlerWrapper } = require('../error-handler');

const execute = async (rawLogger, symbol) => {
const execute = async (rawLogger, symbol, correlationId = uuidv4()) => {
const logger = rawLogger.child({
jobName: 'trailingTrade',
correlationId: uuidv4(),
correlationId,
symbol
});

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -297,7 +297,7 @@ const execute = async (logger, rawData) => {
}
}

// Ensure buy order executed
// Ensure sell order executed
const lastSellOrder = await getGridTradeLastOrder(logger, symbol, 'sell');
if (_.isEmpty(lastSellOrder) === false) {
logger.info({ lastSellOrder }, 'Last grid trade sell order found');
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20 changes: 14 additions & 6 deletions app/cronjob/trailingTradeHelper/__tests__/queue.test.js
Original file line number Diff line number Diff line change
Expand Up @@ -16,7 +16,10 @@ describe('queue', () => {
jest.mock('config');

mockQueueProcess = jest.fn().mockImplementation((_concurrent, cb) => {
const job = jest.fn();
const job = {
data: { correlationId: 'correlationId' },
progress: jest.fn()
};
cb(job);
});

Expand Down Expand Up @@ -53,30 +56,35 @@ describe('queue', () => {
it('triggers new Queue for BTCUSDT', () => {
expect(mockQueue).toHaveBeenCalledWith('BTCUSDT', expect.any(String), {
prefix: `bull`,
settings: {
guardInterval: 1000
limiter: {
max: 1,
duration: 10000,
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@chrisleekr Isn't 10 seconds too much?

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@uhliksk
Oh, is it acting weird?

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@chrisleekr
It is updating price once per 10 seconds which can skip price spikes easily. For example, if your sell trigger price here is 16897.00, you can skip an opportunity to sell silently just because you'll update before and after the spike.

image

bounceBack: true
}
});
});

it('triggers executeTrailingTrade for BTCUSDT', () => {
expect(mockExecuteTrailingTrade).toHaveBeenCalledWith(
logger,
'BTCUSDT'
'BTCUSDT',
'correlationId'
);
});

it('triggers executeTrailingTrade for ETHUSDT', () => {
expect(mockExecuteTrailingTrade).toHaveBeenCalledWith(
logger,
'ETHUSDT'
'ETHUSDT',
'correlationId'
);
});

it('triggers executeTrailingTrade for BNBUSDT', () => {
expect(mockExecuteTrailingTrade).toHaveBeenCalledWith(
logger,
'BNBUSDT'
'BNBUSDT',
'correlationId'
);
});

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28 changes: 18 additions & 10 deletions app/cronjob/trailingTradeHelper/queue.js
Original file line number Diff line number Diff line change
Expand Up @@ -15,12 +15,23 @@ const create = (funcLogger, symbol) => {

const queue = new Queue(symbol, REDIS_URL, {
prefix: `bull`,
settings: {
guardInterval: 1000 // Poll interval for delayed jobs and added jobs.
limiter: {
max: 1,
duration: 10000, // 10 seconds
// bounceBack: When jobs get rate limited, they stay in the waiting queue and are not moved to the delayed queue
bounceBack: true
}
});
// Set concurrent for the job
queue.process(1, async _job => executeTrailingTrade(logger, symbol));
queue.process(1, async job => {
await executeTrailingTrade(
logger,
symbol,
_.get(job.data, 'correlationId')
);

job.progress(100);
});

return queue;
};
Expand All @@ -46,20 +57,17 @@ const init = async (funcLogger, symbols) => {
* @param {*} funcLogger
* @param {*} symbol
*/
const executeFor = async (funcLogger, symbol) => {
const executeFor = async (funcLogger, symbol, jobData = {}) => {
const logger = funcLogger.child({ helper: 'queue' });

if (!(symbol in queues)) {
logger.error({ symbol }, `No queue created for ${symbol}`);
return;
}

await queues[symbol].add(
{},
{
removeOnComplete: 100 // number specified the amount of jobs to keep.
}
);
await queues[symbol].add(jobData, {
removeOnComplete: 100 // number specified the amount of jobs to keep.
});
};

module.exports = {
Expand Down
4 changes: 3 additions & 1 deletion app/frontend/webserver/handlers/auth.js
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
const { v4: uuidv4 } = require('uuid');
const _ = require('lodash');
const bcrypt = require('bcryptjs');
const config = require('config');
Expand Down Expand Up @@ -43,9 +44,10 @@ const generateToken = async logger => {
};

const handleAuth = async (funcLogger, app, { loginLimiter }) => {
const logger = funcLogger.child({ endpoint: '/auth' });
const handlerLogger = funcLogger.child({ endpoint: '/auth' });

app.route('/auth').post(async (req, res) => {
const logger = handlerLogger.child({ correlationId: uuidv4() });
const { password: requestedPassword } = req.body;
const clientIp = requestIp.getClientIp(req);

Expand Down
3 changes: 2 additions & 1 deletion app/frontend/websocket/configure.js
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
const { v4: uuidv4 } = require('uuid');
const WebSocket = require('ws');
const config = require('config');

Expand Down Expand Up @@ -78,7 +79,7 @@ const configureWebSocket = async (server, funcLogger, { loginLimiter }) => {
return;
}

const commandLogger = logger.child({ payload });
const commandLogger = logger.child({ payload, correlationId: uuidv4() });

const commandMaps = {
latest: handleLatest,
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Original file line number Diff line number Diff line change
Expand Up @@ -35,6 +35,7 @@ describe('cancel-order.js', () => {
const { logger } = require('../../../../helpers');

loggerMock = logger;
loggerMock.fields = { correlationId: 'correlationId' };

const { handleCancelOrder } = require('../cancel-order');
await handleCancelOrder(loggerMock, mockWebSocketServer, {
Expand Down Expand Up @@ -63,7 +64,9 @@ describe('cancel-order.js', () => {
});

it('triggers queue.executeFor', () => {
expect(mockQueue.executeFor).toHaveBeenCalledWith(loggerMock, 'BTCUSDT');
expect(mockQueue.executeFor).toHaveBeenCalledWith(loggerMock, 'BTCUSDT', {
correlationId: 'correlationId'
});
});

it('triggers ws.send', () => {
Expand Down
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