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feat: support of manual trades in breakeven amount calculator #601

Merged
merged 18 commits into from
Mar 20, 2023
Merged

feat: support of manual trades in breakeven amount calculator #601

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66fabda
Fix:nextBestBuyAmount on server with correct sell trigger percentage
Feb 11, 2023
bdff4b3
feat: support manual orders scenario with 2 new input fields
Feb 12, 2023
095128e
test: (wip) adding tests
chrisleekr Feb 16, 2023
e8e8373
refactor: moved out next best buy amount as function
chrisleekr Feb 19, 2023
3fe0e1f
test: (wip) adding tests
chrisleekr Feb 19, 2023
b97a6a8
test: (wip) adding tests
chrisleekr Feb 24, 2023
bef30a3
test: fixed get-indicator test
chrisleekr Feb 26, 2023
1ea1b1a
refactor: clean up calculation and push nextBestBuyCalculation info t…
Feb 26, 2023
ad5200e
fix: remove invalid lastbuyprice condition
Feb 26, 2023
76aff29
test: fixed get-indicator test
chrisleekr Feb 27, 2023
4c45611
Merge branch 'fix/refactor-next-best-buy-amount-calculation' of https…
chrisleekr Feb 27, 2023
590e0f3
lint: fixed typo
chrisleekr Feb 27, 2023
e6a9f10
feat: add conservative sell indication to sellTrigger field
Feb 27, 2023
e57a303
fix: compute properly buyTriggerWithCurrentPrice in the front. Force …
Mar 3, 2023
e2fa7e1
chore: move buyTrigger into calculateNextBestBuyAmount function
Mar 5, 2023
f450649
fix: calculateNextBestBuyAmount if we have a lastBuyPrice
Mar 20, 2023
d39c51d
test: fixed get-indicator test
chrisleekr Mar 20, 2023
7bc5f92
docs: updated CHANGELOG.md
chrisleekr Mar 20, 2023
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11 changes: 4 additions & 7 deletions app/cronjob/trailingTrade/step/get-indicators.js
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Original file line number Diff line number Diff line change
Expand Up @@ -91,11 +91,10 @@ const nextBestBuyAmountCalculationConditions = data => {
* @param {*} currentPrice
* @param {*} lastBuyPrice
* @param {*} sellTrigger
* @param {*} buyTrigger
*/
const calculateNextBestBuyAmount = (
data,
{ currentPrice, lastBuyPrice, sellTrigger, buyTrigger }
{ currentPrice, lastBuyPrice, sellTrigger }
) => {
const {
symbolConfiguration: {
Expand Down Expand Up @@ -124,6 +123,8 @@ const calculateNextBestBuyAmount = (
}
);

const buyTrigger = 1 + (currentPrice - lastBuyPrice) / lastBuyPrice;
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@chrisleekr chrisleekr Mar 19, 2023 •
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@rando128

I found when the lastBuyPrice is not configured, which will set as null, it returns Infinity for buyTrigger.

    currentPrice => 9000
    lastBuyPrice => null
    buyTrigger => Infinity

Is Infinity intended or it should be 1?

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Good catch. It doesn't make sense to even try to calculate it in this case. Maybe we could condition nextBestBuyCalculation code with a if(lastBuyPrice > 0) statement on line 391

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Ok, good. Do you want to update, or do you want me to update? :)

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Fix just pushed!

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yay! I will check the tests and let's merge it.


let amount = null;

if (!hasObviousManualTrade && isSingleSellGrid) {
Expand Down Expand Up @@ -388,9 +389,6 @@ const execute = async (logger, rawData) => {
let nextBestBuyAmount = null;
let nextBestBuyCalculation = null;

// Compute with a grid at currentPrice
const nextBestBuyTrigger = 1 + (currentPrice - lastBuyPrice) / lastBuyPrice;

// If conservative mode is enabled, update the sell trigger for the next grid
// We won't compute nextBestBuy for multi-grid sells
const nextBestBuySellTriggerPercentage =
Expand All @@ -409,8 +407,7 @@ const execute = async (logger, rawData) => {
nextBestBuy = calculateNextBestBuyAmount(data, {
currentPrice,
lastBuyPrice,
sellTrigger: nextBestBuySellTrigger,
buyTrigger: nextBestBuyTrigger
sellTrigger: nextBestBuySellTrigger
});

nextBestBuyAmount = nextBestBuy.amount;
Expand Down