Skip to content
This repository has been archived by the owner on Feb 15, 2022. It is now read-only.

Commit

Permalink
Fix bug with preroll when 0 volume (#464)
Browse files Browse the repository at this point in the history 
* Fix bug with preroll when 0 volume

Fix getCursor on Kraken exchange, getCursor must return milliseconds to be consisitent with API calls to getTrades in backfill and trade commands. It was returning seconds, this would cause entries to be returned outside of their respective time periods.

Also removed opts.to and replace with opts.from. opts.to is only used for 'backward' history scans, not forward. This was always effectively undefined in this case.

* Formatting kraken exchange.js
  • Loading branch information
@cmroche @DeviaVir
cmroche authored and DeviaVir committed Aug 11, 2017
1 parent 30a457a commit af971ef
Show file tree
Hide file tree
Showing 2 changed files with 43 additions and 30 deletions.
6 changes: 5 additions & 1 deletion commands/trade.js
View file
Original file line number Diff line number Diff line change
Expand Up @@ -114,9 +114,11 @@ module.exports = function container (get, set, clear) {
limit: 1000
}
if (db_cursor) {
trade_cursor = db_cursor
opts.query.time = {$gt: db_cursor}
}
else {
trade_cursor = query_start
opts.query.time = {$gte: query_start}
}
get('db.trades').select(opts, function (err, trades) {
Expand Down Expand Up @@ -257,7 +259,9 @@ module.exports = function container (get, set, clear) {
console.error('\n' + moment().format('YYYY-MM-DD HH:mm:ss') + ' - error saving session')
console.error(err)
}
engine.writeReport(true)
if (s.period) {
engine.writeReport(true)
}
})
})
}
Expand Down
67 changes: 38 additions & 29 deletions extensions/exchanges/kraken/exchange.js
View file
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,9 @@ var KrakenClient = require('kraken-api'),

module.exports = function container(get, set, clear) {
var c = get('conf')
var s = {options: minimist(process.argv)}
var s = {
options: minimist(process.argv)
}
var so = s.options

var public_client, authed_client
Expand Down Expand Up @@ -52,7 +54,7 @@ module.exports = function container(get, set, clear) {
}
console.warn(('\nKraken API warning - unable to call ' + method + ' (' + errorMsg + '), retrying in ' + timeout / 1000 + 's').yellow)
}
setTimeout(function () {
setTimeout(function() {
exchange[method].apply(exchange, args)
}, timeout)
}
Expand All @@ -65,23 +67,20 @@ module.exports = function container(get, set, clear) {
makerFee: 0.16,
takerFee: 0.26,
// The limit for the public API is not documented, 1750 ms between getTrades in backfilling seems to do the trick to omit warning messages.
backfillRateLimit: 2000,
backfillRateLimit: 3500,

getProducts: function () {
getProducts: function() {
return require('./products.json')
},

getTrades: function (opts, cb) {
getTrades: function(opts, cb) {
var func_args = [].slice.call(arguments)
var client = publicClient()
var args = {
pair: joinProduct(opts.product_id)
}
if (opts.from) {
args.since = parseFloat(opts.from) * 1000000000
}

client.api('Trades', args, function (error, data) {
client.api('Trades', args, function(error, data) {
if (error && error.message.match(recoverableErrors)) {
return retry('getTrades', func_args, error)
}
Expand All @@ -93,11 +92,14 @@ module.exports = function container(get, set, clear) {
if (data.error.length) {
return cb(data.error.join(','))
}
if (opts.from) {
args.since = Number(opts.from) * 1000000000
}

var trades = []
Object.keys(data.result[args.pair]).forEach(function (i) {
Object.keys(data.result[args.pair]).forEach(function(i) {
var trade = data.result[args.pair][i]
if (!opts.to || (parseFloat(opts.to) >= parseFloat(trade[2]))) {
if (!opts.from || (Number(opts.from) < moment.unix((trade[2]).valueOf()))) {
trades.push({
trade_id: trade[2] + trade[1] + trade[0],
time: moment.unix(trade[2]).valueOf(),
Expand All @@ -107,17 +109,20 @@ module.exports = function container(get, set, clear) {
})
}
})

cb(null, trades)
})
},

getBalance: function (opts, cb) {
getBalance: function(opts, cb) {
var args = [].slice.call(arguments)
var client = authedClient()
client.api('Balance', null, function (error, data) {
client.api('Balance', null, function(error, data) {
var balance = {
asset: 0,
currency: 0
asset: '0',
asset_hold: '0',
currency: '0',
currency_hold: '0'
}

if (error) {
Expand All @@ -128,28 +133,32 @@ module.exports = function container(get, set, clear) {
console.error(error)
return cb(error)
}

if (data.error.length) {
return cb(data.error.join(','))
}

if (data.result[opts.currency]) {
balance.currency = n(data.result[opts.currency]).format('0.00000000')
balance.currency_hold = 0
balance.currency_hold = '0'
}

if (data.result[opts.asset]) {
balance.asset = n(data.result[opts.asset]).format('0.00000000')
balance.asset_hold = 0
balance.asset_hold = '0'
}

cb(null, balance)
})
},

getQuote: function (opts, cb) {
getQuote: function(opts, cb) {
var args = [].slice.call(arguments)
var client = publicClient()
var pair = joinProduct(opts.product_id)
client.api('Ticker', {
pair: pair
}, function (error, data) {
}, function(error, data) {
if (error) {
if (error.message.match(recoverableErrors)) {
return retry('getQuote', args, error)
Expand All @@ -168,12 +177,12 @@ module.exports = function container(get, set, clear) {
})
},

cancelOrder: function (opts, cb) {
cancelOrder: function(opts, cb) {
var args = [].slice.call(arguments)
var client = authedClient()
client.api('CancelOrder', {
txid: opts.order_id
}, function (error, data) {
}, function(error, data) {
if (error) {
if (error.message.match(recoverableErrors)) {
return retry('cancelOrder', args, error)
Expand All @@ -193,7 +202,7 @@ module.exports = function container(get, set, clear) {
})
},

trade: function (type, opts, cb) {
trade: function(type, opts, cb) {
var args = [].slice.call(arguments)
var client = authedClient()
var params = {
Expand All @@ -213,7 +222,7 @@ module.exports = function container(get, set, clear) {
console.log("trade")
console.log(params)
}
client.api('AddOrder', params, function (error, data) {
client.api('AddOrder', params, function(error, data) {
if (error && error.message.match(recoverableErrors)) {
return retry('trade', args, error)
}
Expand Down Expand Up @@ -264,23 +273,23 @@ module.exports = function container(get, set, clear) {
})
},

buy: function (opts, cb) {
buy: function(opts, cb) {
exchange.trade('buy', opts, cb)
},

sell: function (opts, cb) {
sell: function(opts, cb) {
exchange.trade('sell', opts, cb)
},

getOrder: function (opts, cb) {
getOrder: function(opts, cb) {
var args = [].slice.call(arguments)
var order = orders['~' + opts.order_id]
if (!order) return cb(new Error('order not found in cache'))
var client = authedClient()
var params = {
txid: opts.order_id
}
client.api('QueryOrders', params, function (error, data) {
client.api('QueryOrders', params, function(error, data) {
if (error) {
if (error.message.match(recoverableErrors)) {
return retry('getOrder', args, error)
Expand Down Expand Up @@ -322,8 +331,8 @@ module.exports = function container(get, set, clear) {
},

// return the property used for range querying.
getCursor: function (trade) {
return Math.floor((trade.time || trade) / 1000)
getCursor: function(trade) {
return (trade.time || trade)
}
}
return exchange
Expand Down

1 comment on commit af971ef

@davidandrewcope
Copy link

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Live trading appears to be broken after this commit. I get to ---STARTING LIVE TRADING--- then nothing... Strangely, I can still toggle Manual mode, but nothing else.

Please sign in to comment.