[WIP] 0.6 new gekko events #1850

askmike · 2018-02-03T03:55:08Z

fixes #1814 <- read the context and problem this solves here.

Currently not finished: if you run this now the UI will not be able to track what is happening in live gekkos.

TODO:

E2E flows:

greenbigfrog · 2018-02-03T12:51:09Z

docs/internals/events.md

+
+Note that all events from Gekko come from a plugin (with the exception of the `candle` event, which comes from the market), and no plugin is required for Gekko to run, this means it might be possible that some events are never broadcasted since their originating plugin is not active. If a plugin wants to listen to an event that will never be broadcasted (because of a lack of another plugin) this will be warned in the console like so:
+
+    (WARN): Paper Trader wanted to listen to the tradingAdvisor, however the tradingAdvisor is disabled.


Are the extra spaces here intended?

Yes! If you add 4 whitepaces in markdown it will convert it into a codeblock, see here for an example:

https://github.com/askmike/gekko/blame/develop/docs/strategies/creating_a_strategy.md#L13

&

https://gekko.wizb.it/docs/strategies/creating_a_strategy.html#Boilerplate-strategies

Lol. Somehow I didn't think of the possibility that you wanted it to be a codeblock on purpose...

AidasK · 2018-02-05T14:19:24Z

web/server.js

-    client => client.send(JSON.stringify(data))
+    client => {
+      try {
+        client.send(JSON.stringify(data);


that's a fix for #1582, not the best please to put it I admit ;)

Ah you mean I forgot the ), good point, adding it back now!

askmike · 2018-02-12T07:11:29Z

Current possible issue:

AFAIK events behave as a FIFO stack which means that the following situation poses a problem:

If there is a paper trader and a strat runner both subscribed to new candles to register current market start and for some reason (due to whichever order plugins are loaded) the strat runner is first to receive the new candle. In that case the plugins will execture in this order:

strat runner received new candle.
strat runner triggers advice based on new candle data (in case of no async indicators).
paper trader receives the advice, while still relying on outdated market data (since the new candle is not received yet).
paper trader receives new candle.

Current implemented workaround is that the advice payload is extended with a candle on which the advice is based. This works now since the current events are limited, but this solution does not scale, especially with the introduction of new events like portfolioValueChange.

The only solutions I see:

[ugly solution] inject event subscription in a specific place in the plugin pipeline, this breaks with circular event flows.
[better solution] introduce a fake "nextTick helper" that forces the "advice" event (in the example above) to run AFTER the candle event has finished propagating. Using a fake one means we can manually do it fully sync (in the same nodejs event tick) in backtest situations, tracking this manually.

Anyone has any other ideas? @werkkrew @cmroche @AidasK?

I won't work on this yet until I finished new event design (and basic implementation)

cmroche · 2018-02-12T14:00:15Z

@askmike A bit to go through here, I'll take a look in the next day or so. :)

cmroche · 2018-02-13T02:46:36Z

docs/internals/events.md

+- [portfolioChange](#portfolioChange-event): Every time the content of the portfolio has changed.
+- [portfolioTick](#portfolioTick-event): Every time the total worth of the portfolio has changed.
+- [report](#report-event): Every time the profit report has updated.
+- [roundtrip](#roundtrip-event): Every time a new roundtrip has been completed.


To consider for the future, events for adding/filling/canceling orders

lutangar · 2018-04-27T09:07:30Z

core/emitter.js

+  this.defferedEvents = [];
+}
+
+util.inherits(GekkoEventEmitter, NativeEventEmitter);


You could use ES6 extends here, it's reference in the official doc and available since node 4.9.1 https://node.green/

good point, will do!

lutangar · 2018-04-27T09:16:52Z

Hey, don't want to bother, but I'd like know what's your take on modern Js synthax in general before commenting further. For example I saw a few usage of arrow functions here an there but it doesn't seem to be used everywhere it could.
So what's your minimum nodejs version target for the codebase in general?
Would you be interested in a review in that direction?

Cheers, keep up the good work :)

askmike · 2018-05-14T12:51:10Z

@lutangar the codebase is quite big but I I want to use modern ES6 for all new code hitting the repo (including classes where it makes sense - especially for syntactical sugar).

I am aiming to support the current LTS release which is node v8.11.1.

lutangar · 2018-05-14T12:54:47Z

Alright, I'll try to make a review in that way then.

askmike · 2018-05-14T12:56:19Z

awesome, thanks! Keep in mind that this PR is still a WIP. Missing some integration and a ton of unit tests.

…

On Mon, May 14, 2018 at 2:54 PM, Johan Dufour ***@***.***> wrote: Alright, I'll try to make a review in that way then. — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#1850 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AA7MD17krKjVyUiewti4sc2lApxm0rzxks5tyX6agaJpZM4R4B78> .

-- PGP key at keybase.io/mikevanrossum <https://keybase.io/mikevanrossum/key.asc>

* Update performanceAnalyzer.js * Update logger.js * Update logger.js * Update performanceAnalyzer.js

askmike · 2018-05-28T21:52:30Z

See #2216 for follow up! Will clean up last things in there.

askmike added 9 commits February 1, 2018 17:05

add dedicated events page

dbb292a

add events page

95c8ffb

streamline events intro

16d9673

typo

fc4ac03

catch unsuccessful broadcast

7f41958

use gekko events for market start and market update

28326bf

hook up plugins to market events

4c647e2

add eventLogger plugin

c5dbb78

add additional strat events "stratStart" and "stratUpdate"

5e459c3

This was referenced Feb 3, 2018

Sync events between plugins and the websocket connection #1814

Closed

Emit Trade to Strategy #1810

Merged

[GDAX] Canceled, not filled order #1848

Closed

listening to portfolioUpdate does not work #1541

Closed

greenbigfrog reviewed Feb 3, 2018

View reviewed changes

This was referenced Feb 4, 2018

[GDAX] zero value returned using onTrade(trade) handle #1852

Closed

Limit Trading Feature #1834

Closed

AidasK reviewed Feb 5, 2018

View reviewed changes

askmike added 3 commits February 5, 2018 22:25

make sure to properly enclose broadcast catch wrap

c7aedf2

rm stratStart event

875a3b1

rm all stratEvent docs

7caf0d3

This was referenced Feb 6, 2018

Crash after a while of Paper trading #1582

Closed

Adds Stop runner / watcher button #1577

Closed

askmike added 2 commits February 9, 2018 14:30

remove stratStart subscription

9a4b2b1

introduce portfolioChange & portfolioValueChange events

0c35666

askmike added 2 commits February 12, 2018 17:36

introduce events to describe trades async

1af48aa

add stratWarmupCompleted event

08beb2b

cmroche reviewed Feb 13, 2018

View reviewed changes

implement stratWarmupCompleted

9ca7caf

askmike added 4 commits March 25, 2018 16:57

make sure to print cp final words

6ae42a2

upgrade backtest API call to use backtestResultExporter plugin

a694b09

update to new backtest api call

2041cd2

allow for specifying what candle props to return

8e2760a

askmike changed the title ~~[WIP] Sync gekko events to ws events~~ [WIP] 0.6 new gekko events Mar 26, 2018

askmike mentioned this pull request Apr 1, 2018

Introduce Trade Class #1968

Merged

make sure we output the binance error, fix #2037

a639317

lutangar reviewed Apr 27, 2018

View reviewed changes

askmike mentioned this pull request May 14, 2018

Expanding IRC bot #2176

Closed

Performance Analyzer fixes and features (#2178)

c6faee1

* Update performanceAnalyzer.js * Update logger.js * Update logger.js * Update performanceAnalyzer.js

This was referenced May 17, 2018

[Backtesting] Sharpe ratio calculation is incorrect #2064

Closed

Commands and remote logging #2103

Closed

askmike force-pushed the feature/sync-gekko-events branch from c3e4f8e to c6faee1 Compare May 18, 2018 16:45

askmike added 5 commits May 18, 2018 18:45

define relativeYearlyProfit, fix #2190

f948a2d

update required node version to 8.11.2

b080ff7

run appveyor tests using node v9

7358e55

pull async indicator wrap code out of base strat

52f6e5d

remove cp.js

658bf76

askmike changed the base branch from develop to pre-v0.6 May 28, 2018 16:04

askmike added 2 commits May 28, 2018 18:10

Merge branch 'pre-v0.6' into feature/sync-gekko-events

e703963

remove tulind & talib from default deps

ea6df42

askmike merged commit ea6df42 into pre-v0.6 May 28, 2018

askmike mentioned this pull request May 28, 2018

[WIP] Release v0.6 #2216

Merged

24 tasks

askmike deleted the feature/sync-gekko-events branch July 5, 2018 16:14

askmike mentioned this pull request Jul 28, 2018

Send Log Messages Remotely #2378

Closed

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[WIP] 0.6 new gekko events #1850

[WIP] 0.6 new gekko events #1850

askmike commented Feb 3, 2018 •

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cmroche commented Feb 12, 2018

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askmike May 14, 2018

lutangar commented Apr 27, 2018

askmike commented May 14, 2018

lutangar commented May 14, 2018

askmike commented May 14, 2018 via email

askmike commented May 28, 2018


		Note that all events from Gekko come from a plugin (with the exception of the `candle` event, which comes from the market), and no plugin is required for Gekko to run, this means it might be possible that some events are never broadcasted since their originating plugin is not active. If a plugin wants to listen to an event that will never be broadcasted (because of a lack of another plugin) this will be warned in the console like so:

		(WARN): Paper Trader wanted to listen to the tradingAdvisor, however the tradingAdvisor is disabled.

[WIP] 0.6 new gekko events #1850

[WIP] 0.6 new gekko events #1850

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