Merge

core/markets/importer.js

@@ -9,12 +9,12 @@ var gekkoEnv = util.gekkoEnv();
 var adapter = config[config.adapter];
 var daterange = config.importer.daterange;
 
-var from = moment(daterange.from);
+var from = moment.utc(daterange.from);
 
 if(daterange.to) {
-  var to = moment(daterange.to);
+  var to = moment.utc(daterange.to);
 } else {
-  var to = moment();
+  var to = moment().utc();
   log.debug(
     'No end date specified for importing, setting to',
     to.format()
@@ -74,7 +74,7 @@ var Market = function() {
   this.candleManager.on(
     'candles',
     this.pushCandles
-  );  
+  );
 
   Readable.call(this, {objectMode: true});
 
@@ -114,4 +114,4 @@ Market.prototype.processTrades = function(trades) {
   setTimeout(this.get, 1000);
 }
 
-module.exports = Market;
+module.exports = Market;

core/util.js

@@ -78,23 +78,18 @@ var util = {
     + `\nNodejs version: ${process.version}`;
   },
   die: function(m, soft) {
-    if(_gekkoEnv === 'standalone' || !_gekkoEnv)
-      var log = console.log.bind(console);
-    else if(_gekkoEnv === 'child-process')
-      var log = m => process.send({type: 'error', error: m});
 
-    var instanceName;
+    if(_gekkoEnv === 'child-process') {
+      return process.send({type: 'error', error: '\n ERROR: ' + m + '\n'});
+    }
 
-    if(util.gekkoEnv() === 'standalone')
-      instanceName = 'Gekko';
-    else
-      instanceName = 'This Gekko instance';
+    var log = console.log.bind(console);
 
     if(m) {
       if(soft) {
         log('\n ERROR: ' + m + '\n\n');
       } else {
-        log(`\n${instanceName} encountered an error and can\'t continue`);
+        log(`\nGekko encountered an error and can\'t continue`);
         log('\nError:\n');
         log(m, '\n\n');
         log('\nMeta debug info:\n');

exchange/exchangeUtils.js

@@ -89,8 +89,36 @@ const isValidOrder = ({api, market, amount, price}) => {
   }
 }
 
+
+// https://gist.github.com/jiggzson/b5f489af9ad931e3d186
+const scientificToDecimal = num => {
+  if(/\d+\.?\d*e[\+\-]*\d+/i.test(num)) {
+    const zero = '0';
+    const parts = String(num).toLowerCase().split('e'); // split into coeff and exponent
+    const e = parts.pop(); // store the exponential part
+    const l = Math.abs(e); // get the number of zeros
+    const sign = e/l;
+    const coeff_array = parts[0].split('.');
+    if(sign === -1) {
+      num = zero + '.' + new Array(l).join(zero) + coeff_array.join('');
+    } else {
+      const dec = coeff_array[1];
+      if(dec) {
+        l = l - dec.length;
+      }
+      num = coeff_array.join('') + new Array(l+1).join(zero);
+    }
+  } else {
+    // make sure we always cast to string
+    num = num + '';
+  }
+
+  return num;
+}
+
 module.exports = {
   retry: retryInstance,
   bindAll,
-  isValidOrder
+  isValidOrder,
+  scientificToDecimal
 }

exchange/orders/order.js

@@ -15,7 +15,6 @@ class BaseOrder extends EventEmitter {
     this.api = api;
 
     this.checkInterval = api.interval || 1500;
-
     this.status = states.INITIALIZING;
 
     this.completed = false;

exchange/util/genMarketFiles/update-kraken.js

@@ -52,7 +52,7 @@ let getMinTradeSize = asset => {
     minTradeSize = '30'
     break;
   case 'XXLM':
-    minTradeSize = '300'
+    minTradeSize = '30'
     break;
   case 'XZEC':
     minTradeSize = '0.03'

exchange/wrappers/binance.js

@@ -3,7 +3,9 @@ const _ = require('lodash');
 
 const Errors = require('../exchangeErrors');
 const marketData = require('./binance-markets.json');
-const retry = require('../exchangeUtils').retry;
+const exchangeUtils = require('../exchangeUtils');
+const retry = exchangeUtils.retry;
+const scientificToDecimal = exchangeUtils.scientificToDecimal;
 
 const Binance = require('binance');
 
@@ -109,18 +111,19 @@ Trader.prototype.handleResponse = function(funcName, callback) {
       }
 
       if(funcName === 'cancelOrder' && error.message.includes('UNKNOWN_ORDER')) {
+        console.log(new Date, 'cancelOrder', 'UNKNOWN_ORDER');
         // order got filled in full before it could be
         // cancelled, meaning it was NOT cancelled.
         return callback(false, {filled: true});
       }
 
       if(funcName === 'checkOrder' && error.message.includes('Order does not exist.')) {
-        // order got filled in full before it could be
-        // cancelled, meaning it was NOT cancelled.
-        return callback(false, {filled: true});
+        console.log(new Date, 'Binance doesnt know this order, retrying up to 10 times..');
+        error.retry = 10;
       }
 
       if(funcName === 'addOrder' && error.message.includes('Account has insufficient balance')) {
+        console.log(new Date, 'insufficientFunds');
         error.type = 'insufficientFunds';
       }
 
@@ -264,37 +267,11 @@ Trader.prototype.round = function(amount, tickSize) {
   amount /= precision;
 
   // https://gist.github.com/jiggzson/b5f489af9ad931e3d186
-  amount = this.scientificToDecimal(amount);
+  amount = scientificToDecimal(amount);
 
   return amount;
 };
 
-// https://gist.github.com/jiggzson/b5f489af9ad931e3d186
-Trader.prototype.scientificToDecimal = function(num) {
-  if(/\d+\.?\d*e[\+\-]*\d+/i.test(num)) {
-    const zero = '0';
-    const parts = String(num).toLowerCase().split('e'); // split into coeff and exponent
-    const e = parts.pop(); // store the exponential part
-    const l = Math.abs(e); // get the number of zeros
-    const sign = e/l;
-    const coeff_array = parts[0].split('.');
-    if(sign === -1) {
-      num = zero + '.' + new Array(l).join(zero) + coeff_array.join('');
-    } else {
-      const dec = coeff_array[1];
-      if(dec) {
-        l = l - dec.length;
-      }
-      num = coeff_array.join('') + new Array(l+1).join(zero);
-    }
-  } else {
-    // make sure we always cast to string
-    num = num + '';
-  }
-
-  return num;
-}
-
 Trader.prototype.roundAmount = function(amount) {
   return this.round(amount, this.market.minimalOrder.amount);
 }
@@ -308,7 +285,6 @@ Trader.prototype.isValidPrice = function(price) {
 }
 
 Trader.prototype.isValidLot = function(price, amount) {
-  console.log('isValidLot', this.market.minimalOrder.order, amount * price >= this.market.minimalOrder.order)
   return amount * price >= this.market.minimalOrder.order;
 }
 
@@ -357,13 +333,30 @@ Trader.prototype.getOrder = function(order, callback) {
 
     const fees = {};
 
+    if(!data.length) {
+      return callback(new Error('Binance did not return any trades'));
+    }
+
     const trades = _.filter(data, t => {
       // note: the API returns a string after creating
       return t.orderId == order;
     });
 
     if(!trades.length) {
-      return callback(new Error('Trades not found'));
+      console.log('cannot find trades!', { order, list: data.map(t => t.orderId).reverse() });
+
+      const reqData = {
+        symbol: this.pair,
+        orderId: order,
+      };
+
+      this.binance.queryOrder(reqData, (err, resp) => {
+        console.log('couldnt find any trade for order, here is order:', {err, resp});
+
+         callback(new Error('Trades not found'));
+      });
+
+      return;
     }
 
     _.each(trades, trade => {
@@ -405,7 +398,7 @@ Trader.prototype.getOrder = function(order, callback) {
   const reqData = {
     symbol: this.pair,
     // if this order was not part of the last 500 trades we won't find it..
-    limit: 500,
+    limit: 1000,
   };
 
   const handler = cb => this.binance.myTrades(reqData, this.handleResponse('getOrder', cb));
@@ -471,8 +464,6 @@ Trader.prototype.cancelOrder = function(order, callback) {
     this.oldOrder = order;
 
     if(err) {
-      if(err.message.contains(''))
-
       return callback(err);
     }
 

exchange/wrappers/bitfinex.js

@@ -22,7 +22,7 @@ var Trader = function(config) {
   this.pair = this.asset + this.currency;
   this.bitfinex = new Bitfinex.RESTv1({apiKey: this.key, apiSecret: this.secret, transform: true});
 
-  this.interval = 2000;
+  this.interval = 4000;
 }
 
 const includes = (str, list) => {
@@ -49,13 +49,16 @@ const recoverableErrors = [
 
 Trader.prototype.handleResponse = function(funcName, callback) {
   return (error, data) => {
+
     if(!error && _.isEmpty(data)) {
       error = new Error('Empty response');
     }
 
     if(error) {
       const message = error.message;
 
+      console.log('handleResponse', funcName, message);
+
       // in case we just cancelled our balances might not have
       // settled yet, retry.
       if(
@@ -227,6 +230,8 @@ Trader.prototype.getOrder = function(order_id, callback) {
     var amount = parseFloat(data.executed_amount);
     var date = moment.unix(data.timestamp);
 
+    console.log('getOrder', data);
+
     // TEMP: Thu May 31 14:49:34 CEST 2018
     // the `past_trades` call is not returning
     // any data.

exchange/wrappers/kraken-markets.json

@@ -753,7 +753,7 @@
       ],
       "book": "XXLMXXBT",
       "minimalOrder": {
-        "amount": "300",
+        "amount": "30",
         "unit": "asset"
       },
       "pricePrecision": 8,
@@ -770,7 +770,7 @@
       ],
       "book": "XXLMZEUR",
       "minimalOrder": {
-        "amount": "300",
+        "amount": "30",
         "unit": "asset"
       },
       "pricePrecision": 6,
@@ -787,7 +787,7 @@
       ],
       "book": "XXLMZUSD",
       "minimalOrder": {
-        "amount": "300",
+        "amount": "30",
         "unit": "asset"
       },
       "pricePrecision": 6,

exchange/wrappers/kraken.js

@@ -1,7 +1,9 @@
 const Kraken = require('kraken-api');
 const moment = require('moment');
 const _ = require('lodash');
-const retry = require('../exchangeUtils').retry;
+const exchangeUtils = require('../exchangeUtils');
+const retry = exchangeUtils.retry;
+const scientificToDecimal = exchangeUtils.scientificToDecimal;
 
 const marketData = require('./kraken-markets.json');
 
@@ -111,7 +113,7 @@ Trader.prototype.handleResponse = function(funcName, callback, nonMutating, payl
               }
 
               // string vs float
-              if(o.descr.price != price) {
+              if(+o.descr.price != price) {
                 return false;
               }
 
@@ -273,11 +275,11 @@ Trader.prototype.roundAmount = function(amount) {
 };
 
 Trader.prototype.roundPrice = function(amount) {
-  return _.round(amount, this.market.pricePrecision);
+  return scientificToDecimal(_.round(amount, this.market.pricePrecision));
 };
 
 Trader.prototype.addOrder = function(tradeType, amount, price, callback) {
-  price = this.roundAmount(price); // only round price, not amount
+  price = this.roundPrice(price); // only round price, not amount
 
   const handle = (err, data) => {
     if(err) {

exchange/wrappers/poloniex.js

@@ -45,7 +45,8 @@ const recoverableErrors = [
   'Connection timed out. Please try again.',
   // getaddrinfo EAI_AGAIN poloniex.com poloniex.com:443
   'EAI_AGAIN',
-  'ENETUNREACH'
+  'ENETUNREACH',
+  'socket hang up'
 ];
 
 // errors that might mean

plugins/backtestResultExporter.js

@@ -89,6 +89,9 @@ BacktestResultExporter.prototype.processPerformanceReport = function(performance
 
 BacktestResultExporter.prototype.finalize = function(done) {
   const backtest = {
+    market: config.watch,
+    tradingAdvisor: config.tradingAdvisor,
+    strategyParameters: config[config.tradingAdvisor.method],
     performanceReport: this.performanceReport
   };
 

plugins/paperTrader/paperTrader.js

@@ -193,7 +193,7 @@ PaperTrader.prototype.createTrigger = function(advice) {
     this.deferredEmit('triggerCreated', {
       id: triggerId,
       at: advice.date,
-      type: 'trialingStop',
+      type: 'trailingStop',
       proprties: {
         trail: trigger.trailValue,
         initialPrice: this.price,