Merge pull request #18 from hiyan/develop

Merge

core/tools/dataStitcher.js

@@ -223,6 +223,7 @@ Stitcher.prototype.seedLocalData = function(from, to, next) {
     });
 
     this.batcher.write(rows);
+    this.batcher.flush();
     this.reader.close();
     next();
 

core/tulind.js

@@ -704,6 +704,20 @@ methods.sma = {
     }
 }
 
+methods.stddev = {
+    requires: ['optInTimePeriod'],
+    create: (params) => {
+        verifyParams('stddev', params);
+
+        return (data, callback) => execute(callback, {
+            indicator: tulind.indicators.stddev,
+            inputs: [data.close],
+            options: [params.optInTimePeriod],
+            results: ['result'],
+        });
+    }
+}
+
 methods.stoch = {
     requires: ['optInFastKPeriod', 'optInSlowKPeriod', 'optInSlowDPeriod'],
     create: (params) => {

docs/strategies/creating_a_strategy.md

@@ -2,9 +2,9 @@
 
 Strategies are the core of Gekko's trading bot. They look at the market and decide what to do based on technical analysis indicators. A single strategy is limited to a single market on a single exchange.
 
-Gekko currently comes with [a couple of strategies](./introduction.md) out of the box. Besides those you can also write your own strategy in javascript. The easiest way to do this is to customize the file `gekko/strategies/custom.js`.
+Gekko currently comes with [a couple of strategies](./introduction.md) out of the box. Besides those you can also write your own strategy in javascript. If you want to understand how to create your own strategy you can watch this video or read the tech docs on this page.
 
-## Creating a strategy
+[![youtube video on how to create gekko strategies](https://gekko.wizb.it/_static/create-strat-vid.jpg)](https://www.youtube.com/watch?v=6-74ZhrG0BE)
 
 A strategy is a module with a few functions that get market data in the form of candles ([OHLC](https://en.wikipedia.org/wiki/Open-high-low-close_chart), volume, and the average weighted price) and output trading advice.
 

docs/strategies/introduction.md

@@ -4,7 +4,11 @@ Gekko uses [technical analysis indicators](http://www.investopedia.com/articles/
 
 This investment advice is going to be either **long** or **short**. Long indicates that Gekko the asset should be bought and short indicates that it should be sold.
 
-Below you can find simple and exemplary strategies that come with Gekko. These strategies come with Gekko and serve as examples, **for anything that involves real money we recommend you [write your own](./creating_a_strategy.md).**
+If you are familiar with javascript you can easily create your own strategies. Here is a video explaining everything you need to know:
+
+[![youtube video on how to create gekko strategies](https://gekko.wizb.it/_static/create-strat-vid.jpg)](https://www.youtube.com/watch?v=6-74ZhrG0BE)
+
+Below you can find simple and exemplary strategies that come with Gekko. These strategies come with Gekko and serve as examples.
 
 Gekko currently comes with the following example strategies:
 

exchange/orders/sticky.js

@@ -207,21 +207,30 @@ class StickyOrder extends BaseOrder {
     this.status = states.OPEN;
     this.emitStatus();
 
+    this.scheduleNextCheck();
+  }
+
+  scheduleNextCheck() {
+
     // remove lock
     this.sticking = false;
 
     // check whether we had an action pending
-    if(this.cancelling)
+    if(this.cancelling) {
       return this.cancel();
+    }
 
-    if(this.movingLimit)
+    if(this.movingLimit) {
       return this.moveLimit();
+    }
 
-    if(this.movingAmount)
+    if(this.movingAmount) {
       return this.moveAmount();
+    }
 
     // register check
     this.timeout = setTimeout(this.checkOrder, this.checkInterval);
+
   }
 
   checkOrder() {
@@ -245,8 +254,7 @@ class StickyOrder extends BaseOrder {
         // if we are already at limit we dont care where the top is
         // note: might be string VS float
         if(this.price == this.limit) {
-          this.timeout = setTimeout(this.checkOrder, this.checkInterval);
-          this.sticking = false;
+          this.scheduleNextCheck();
           return;
         }
 
@@ -264,8 +272,7 @@ class StickyOrder extends BaseOrder {
             return this.move(this.calculatePrice(ticker));
           }
 
-          this.timeout = setTimeout(this.checkOrder, this.checkInterval);
-          this.sticking = false;
+          this.scheduleNextCheck();
         });
 
         return;
@@ -409,7 +416,7 @@ class StickyOrder extends BaseOrder {
       this.sticking = true;
       this.move(this.limit);
     } else {
-      this.timeout = setTimeout(this.checkOrder, this.checkInterval);
+      this.scheduleNextCheck();
     }
 
     return true;
@@ -492,6 +499,7 @@ class StickyOrder extends BaseOrder {
 
     this.completing = true;
     clearTimeout(this.timeout);
+
     this.api.cancelOrder(this.id, (err, filled, data) => {
       if(this.handleError(err)) {
         return;

exchange/wrappers/binance.js

@@ -82,7 +82,8 @@ const recoverableErrors = [
   'ETIMEDOUT',
   'EHOSTUNREACH',
   // getaddrinfo EAI_AGAIN api.binance.com api.binance.com:443
-  'EAI_AGAIN'
+  'EAI_AGAIN',
+  'ENETUNREACH'
 ];
 
 const includes = (str, list) => {

exchange/wrappers/coinfalcon.js

@@ -57,7 +57,9 @@ const recoverableErrors = [
   // https://github.com/askmike/gekko/issues/2407
   'We are fixing a few issues, be back shortly.',
   'Client network socket disconnected before secure TLS connection was established',
-  'socket hang up'
+  'socket hang up',
+  // getaddrinfo EAI_AGAIN coinfalcon.com coinfalcon.com:443
+  'EAI_AGAIN'
 ];
 
 Trader.prototype.processResponse = function(method, args, next) {

exchange/wrappers/gdax.js

@@ -60,7 +60,9 @@ const recoverableErrors = [
   'HTTP 504 Error',
   'HTTP 503 Error',
   'socket hang up',
-  'EHOSTUNREACH'
+  'EHOSTUNREACH',
+  'EAI_AGAIN',
+  'ENETUNREACH'
 ];
 
 const includes = (str, list) => {

exchange/wrappers/poloniex.js

@@ -42,7 +42,10 @@ const recoverableErrors = [
   'Please try again in a few minutes.',
   'Nonce must be greater than',
   'Internal error. Please try again.',
-  'Connection timed out. Please try again.'
+  'Connection timed out. Please try again.',
+  // getaddrinfo EAI_AGAIN poloniex.com poloniex.com:443
+  'EAI_AGAIN',
+  'ENETUNREACH'
 ];
 
 // errors that might mean

plugins/tradingAdvisor/baseTradingMethod.js

@@ -188,6 +188,17 @@ Base.prototype.propogateTick = function(candle) {
 }
 
 Base.prototype.processTrade = function(trade) {
+  if(
+    this._pendingTriggerAdvice &&
+    trade.action === 'sell' &&
+    this._pendingTriggerAdvice === trade.adviceId
+  ) {
+    // This trade came from a trigger of the previous advice,
+    // update stored direction
+    this._currentDirection = 'short';
+    this._pendingTriggerAdvice = null;
+  }
+
   this.onTrade(trade);
 }
 
@@ -224,6 +235,10 @@ Base.prototype.advice = function(newDirection) {
       return;
     }
 
+    if(newDirection.direction === this._currentDirection) {
+      return;
+    }
+
     if(_.isObject(newDirection.trigger)) {
       if(newDirection.direction !== 'long') {
         log.warn(
@@ -249,6 +264,10 @@ Base.prototype.advice = function(newDirection) {
     return;
   }
 
+  if(newDirection === 'short' && this._pendingTriggerAdvice) {
+    this._pendingTriggerAdvice = null;
+  }
+
   this._currentDirection = newDirection;
 
   this.propogatedAdvices++;
@@ -260,6 +279,9 @@ Base.prototype.advice = function(newDirection) {
 
   if(trigger) {
     advice.trigger = trigger;
+    this._pendingTriggerAdvice = 'advice-' + this.propogatedAdvices;
+  } else {
+    this._pendingTriggerAdvice = null;
   }
 
   this.emit('advice', advice);

plugins/tradingAdvisor/tradingAdvisor.js

@@ -92,14 +92,15 @@ Actor.prototype.processCandle = function(candle, done) {
     this.next = done;
   } else {
     done();
-    this.next = _.noop;
+    this.next = false;
   }
   this.batcher.flush();
 }
 
 // propogate a custom sized candle to the trading strategy
 Actor.prototype.emitStratCandle = function(candle) {
-  this.strategy.tick(candle, this.next);
+  const next = this.next || _.noop;
+  this.strategy.tick(candle, next);
 }
 
 Actor.prototype.processTradeCompleted = function(trade) {