Bot comments added, packages updates

taapi · Jul 20, 2023 · a385051 · a385051
1 parent 901576a
commit a385051
Show file tree

Hide file tree

Showing 14 changed files with 4,924 additions and 88 deletions.
diff --git a/strategies/deimos/Scanner.js b/strategies/deimos/Scanner.js
@@ -1,7 +1,7 @@
-const ta = require("./tools/ta.js");
-
+// Create a new Scanner class
 class Scanner {
 
+    // Create a constructor that accepts the config, database, utilities, taapiClient, order, and notifications objects
     constructor(config, database, utilities, taapiClient, order, notifications) {
         this.config = config;
         this.database = database;
@@ -11,94 +11,54 @@ class Scanner {
         this.notifications = notifications;
     }
 
+    // Mandatory scan() function
     async scan() {
-        console.log(`Scanning shortlist...`);
-
-        for(let symbol of this.config.bot.scanner.shortlist.assets) {
-
-            let allocationStats = await this.database.getAllocationStats();
-
-            if(!allocationStats.isMaxedOut) {
-
-                try {
-
-                    this.taapiClient.resetBulkConstructs();
-
-                    console.log("Scanning", symbol);
-
-                    // Get latest 2 EMA 9 values
-                    this.taapiClient.addCalculation("ema", symbol, this.config.bot.scanner.interval, "ema_9", { period: 9, backtracks: 2 });
-
-                    // Get latest 2 EMA 20 values
-                    this.taapiClient.addCalculation("ema", symbol, this.config.bot.scanner.interval, "ema_20", { period: 20, backtracks: 2 });
-
-                    let ta = await this.taapiClient.executeBulk();
-
-                    // Get EMA 9 values reversed
-                    let ema9 = ta.ema_9.reverse(); // This makes the the latest value the first value in the array
 
-                    // Get EMA 20 values reversed
-                    let ema20 = ta.ema_20.reverse(); // This makes the the latest value the first value in the array
-
-                    // Check for crossover
-                    let isCrossover = ema9[0] > ema20[0] && ema9[1] < ema20[1];
-
-                    // Check for crossunder
-                    let isCrossunder = ema9[0] < ema20[0] && ema9[1] > ema20[1];
-
-                    if(isCrossover) {
-
-                    } else if(isCrossunder) {
-
-                    }
-
-                    let candles = scanTa.candles.reverse();
-
-                    //let pricePrecision = this.utilities.countDecimals(candles[0].close);
-                    let atrPercent = ta.getAtrPercent(candles[0].close, scanTa.atr.value);
-
-                    let position = "cash";
-                    //let targetPrice = null;
-
-                    if(
-                        atrPercent >= 1 &&
-                        preScanTa.btcusdt_roc_1h.value > 0 &&
-                        scanTa.roc.value > 0 &&
-                        scanTa.macd[0].valueMACD > scanTa.macd[0].valueMACDSignal &&
-                        scanTa.macd[1].valueMACD < scanTa.macd[1].valueMACDSignal) {
+        /**
+         * Fetch the shortlist using the configured shortlist ID and database name.
+         * 
+         * The shortlist ID is used to identify the shortlist in the database. The next
+         * parameter is the query, which is used to filter the results. The third parameter
+         * is the sort, which is used to sort the results. The final parameter is the database
+         * name, which tells us that this shortlist is stored under a different bot.
+         */ 
+        let shortlist = await this.database.getShortlist(this.config.bot.scanner.shortlist.id, {}, {}, this.config.bot.scanner.shortlist.dbName);
+
+        // Loop through each shortlist item
+        for(let s in shortlist) {
 
-                        position = "long";
-                        //targetPrice = this.utilities.roundDecimalValue(candles[0].close + scanTa.atr.value, pricePrecision);
+            // Get the symbol
+            let symbolInfo = shortlist[s];
 
-                    } else if(
-                        atrPercent >= 1 &&
-                        preScanTa.btcusdt_roc_1h.value < 0 &&
-                        scanTa.roc.value < 0 &&
-                        scanTa.macd[0].valueMACD < scanTa.macd[0].valueMACDSignal &&
-                        scanTa.macd[1].valueMACD > scanTa.macd[1].valueMACDSignal) {                            
+            // Reset bulk queires
+            this.taapiClient.resetBulkConstructs();
 
-                        position = "short";
-                        //targetPrice = this.utilities.roundDecimalValue(candles[0].close - scanTa.atr.value, pricePrecision);
-                    }
+            // Add RSI calculation
+            this.taapiClient.addCalculation("rsi", symbolInfo.symbol, "1h", "rsi_1h");
 
-                    if(position != "cash") {
+            // Add MACD calculation
+            this.taapiClient.addCalculation("macd", symbolInfo.symbol, "1h", "macd_1h");
 
-                        try {
+            // Fetch all calculations
+            await this.taapiClient.executeBulk().then( async ta => {
 
-                            await this.database.createTrade(this.config.exchange.id, symbol, this.config.bot.scanner.interval, `await_${position}`, position);
+                // If debug mode is enabled, log the scan item
+                if(this.config.server.debugMode) {
+                    console.log(`Examining ${s}:${symbolInfo.symbol}...`);
+                }
 
-                            this.notifications.postSlackMessage(`Creating trade for ${symbol} (${position})`);
+                // If the RSI is less than 30 and the MACD is greater than the MACD Signal
+                // then create the trade
+                if(ta.rsi_1h < 30 && ta.macd_1h.valueMACD > ta.macd_1h.valueMACDSignal) {
+                    await this.database.createTrade(this.config.exchange.id, symbolInfo.symbol, "1h");
 
-                        } catch( createTradeError ) {
-                            console.log(createTradeError.message);
-                        }
-                    }
-                } catch( scannerEngineError ) {
-                    console.log(scannerEngineError.message, `Scanning ${symbol} but threw an error (above)`);
+                    // Post a message to Slack
+                    this.notifications.postSlackMessage(`Found trade: ${symbolInfo.symbol} on ${this.config.exchange.id} on 1h.`);
                 }
+            });
 
-                await this.utilities.sleep(this.config.bot.scanner.assetDelay);
-            }
+            // Wait for the configured delay between each asset (rate-limits by TAAPI)
+            await this.utilities.sleep(this.config.bot.scanner.assetDelay);
         }
 
         this.notifications.postSlackMessage(`Scanning complete.`);        

diff --git a/strategies/deimos/strategy.yml b/strategies/deimos/strategy.yml
@@ -0,0 +1,18 @@
+bot:
+    id: "deimos"
+    fsm:
+        isEnabled: true
+        tradeDelay: 500
+        tick:
+            schedule: "1 */15 * * * *"
+    scanner:
+        isEnabled: true
+        assetDelay: 500
+        shortlist:
+            id: "daily-ema30-cross"
+            dbName: "strategies_shortlist-daily-ema30-cross"
+        tick:
+            schedule: "1 5 * * * *"
+
+trading:
+    liveEnabled: false
diff --git a/strategies/phobos/Scanner.js b/strategies/phobos/Scanner.js
@@ -0,0 +1,66 @@
+// Create a new Scanner class
+class Scanner {
+
+    // Create a constructor that accepts the config, database, utilities, taapiClient, order, and notifications objects
+    constructor(config, database, utilities, taapiClient, order, notifications) {
+        this.config = config;
+        this.database = database;
+        this.utilities = utilities;
+        this.taapiClient = taapiClient;
+        this.order = order;
+        this.notifications = notifications;
+    }
+
+    // Mandatory scan() function
+    async scan() {
+
+        // Post a message to Slack
+        this.notifications.postSlackMessage(`Scanning...`);
+
+        // Get all USDT pairs from the exchange through TAAPI
+        this.taapiClient.getNpmClient().getExchangeSymbols("crypto", this.config.exchange.id, "USDT").then( async symbols => {
+
+            // Loop through each symbol
+            for(let s in symbols) {
+
+                // Get the symbol
+                let symbol = symbols[s];
+
+                // Reset bulk queires
+                this.taapiClient.resetBulkConstructs();
+
+                // Add RSI calculation
+                this.taapiClient.addCalculation("rsi", symbol, "1h", "rsi_1h");
+
+                // Add MACD calculation
+                this.taapiClient.addCalculation("macd", symbol, "1h", "macd_1h");
+
+                // Fetch all calculations
+                await this.taapiClient.executeBulk().then( async ta => {
+
+                    // If debug mode is enabled, log the scan item
+                    if(this.config.server.debugMode) {
+                        console.log(`Examining ${s}:${symbol}...`);
+                    }
+
+                    // If the RSI is less than 30 and the MACD is greater than the MACD Signal
+                    // then create the trade
+                    if(ta.rsi_1h.value < 30 && ta.macd_1h.valueMACD > ta.macd_1h.valueMACDSignal) {
+                        await this.database.createTrade(this.config.exchange.id, symbol, "1h");
+
+                        // Post a message to Slack
+                        this.notifications.postSlackMessage(`Found trade: ${symbol} on ${this.config.exchange.id} on 1h.`);
+                    }
+                });
+
+                // Wait for the configured delay between each asset (rate-limits by TAAPI)
+                await this.utilities.sleep(this.config.bot.scanner.assetDelay);                
+            };
+
+            // Post a message to Slack
+            this.notifications.postSlackMessage(`Scanning complete.`);
+        });
+    }
+}
+
+module.exports = Scanner;
diff --git a/strategies/phobos/State.js b/strategies/phobos/State.js
@@ -1,10 +1,14 @@
 
+// Require the base framework state class
 const BotState = require("taapi-strategies/dist/fsm/BotState.js").default;
 
+// Create a new state class
 class State extends BotState
 {
+    // Constructor
     constructor(trade, config, database, order) {
 
+        // Call parent constructor
         super(trade, config, database, order);
 
         // Get current price

diff --git a/strategies/phobos/State_long.js b/strategies/phobos/State_long.js
@@ -1,19 +1,31 @@
+// Require your strategy's base state class
 const State = require("./State.js");
 
+// Create a new class that extends the base state class
 class State_long extends State
 {
+    // Create a constructor that accepts the trade, config, database, and order objects
     constructor(trade, config, database, order) {
+
+        // Call the base state class constructor
         super(trade, config, database, order);
     }
 
+    /**
+     * Tick function is called every time the FSM Timer ticks. In our
+     * example every 1 second past every 5 minutes, plus the trade delay.
+     */
     async tick() {
 
+        // If debug mode is enabled, log the tick
         if(this.config.server.debugMode) {
             console.log(`Tick - ${this.trade.state}:${this.trade.symbol}:${this.trade.interval}`);
         }
 
+        // Fetch all indicators added both in this class and in State.js
         await this.executeBulk().then( ta => {
 
+            // If the 9 EMA is greater than the 20 EMA
             if(ta.ema_9 < ta.ema_20) {
 
                 // Exit position
@@ -38,4 +50,5 @@ class State_long extends State
     }
 }
 
+// Export the class
 module.exports = State_long;
diff --git a/strategies/phobos/State_short.js b/strategies/phobos/State_short.js
@@ -1,20 +1,27 @@
-
+// Require your strategy's base state class
 const State = require("./State.js");
 
+// Create a new class that extends the base state class
 class State_short extends State
 {
+    // Create a constructor that accepts the trade, config, database, and order objects
     constructor(trade, config, database, order) {
+
+        // Call the base state class constructor
         super(trade, config, database, order);
     }
 
     async tick() {
 
+        // If debug mode is enabled, log the tick
         if(this.config.server.debugMode) {
             console.log(`Tick - ${this.trade.state}:${this.trade.symbol}:${this.trade.interval}`);
         }
 
+        // Fetch all indicators added both in this class and in State.js
         this.executeBulk().then( ta => {
 
+            // If the 9 EMA is greater than the 20 EMA
             if(ta.ema_9 > ta.ema_20) {
 
                 // Exit position
@@ -35,8 +42,8 @@ class State_short extends State
                 });                
             }
         });
-
     }
 }
 
+// Export the class
 module.exports = State_short;
diff --git a/strategies/phobos/State_start.js b/strategies/phobos/State_start.js
@@ -1,20 +1,31 @@
+// Require your strategy's base state class
 const State = require("./State.js");
 
+// Create a new class that extends the base state class
 class State_start extends State
 {
+    // Create a constructor that accepts the trade, config, database, and order objects
     constructor(trade, config, database, order) {
 
+        // Call the base state class constructor
         super(trade, config, database, order);
     }
 
+    /**
+     * Tick function is called every time the FSM Timer ticks. In our 
+     * example every 1 second past every 5 minutes, plus the trade delay.
+     */
     async tick() {
 
+        // If debug mode is enabled, log the tick
         if(this.config.server.debugMode) {
             console.log(`Tick - ${this.trade.state}:${this.trade.symbol}:${this.trade.interval}`);
         }
 
+        // Fetch all indicators added both in this class and in State.js
         this.executeBulk().then( ta => {
 
+            // If the 9 EMA is greater than the 20 EMA
             if(ta.ema_9 > ta.ema_20) {
 
                 // Enter long position
@@ -26,7 +37,10 @@ class State_start extends State
                     }
                 });
 
-            } else if(ta.ema_9 < ta.ema_20) {
+            } 
+
+            // If the 9 EMA is less than the 20 EMA
+            else if(ta.ema_9 < ta.ema_20) {
 
                 // Enter short position
                 this.enterPosition("SHORT", ta.price).then( enterPositionResult => {
@@ -42,4 +56,5 @@ class State_start extends State
     }
 }
 
+// Export the class
 module.exports = State_start;
diff --git a/strategies/phobos/strategy.yml b/strategies/phobos/strategy.yml
@@ -2,11 +2,14 @@ bot:
     id: "phobos"
     fsm:
         isEnabled: true
-        tradeDelay: 1000
+        tradeDelay: 1000 # How big a delay between trades in milliseconds
         tick:
-            schedule: "15 */5 * * * *"
+            schedule: "1 */5 * * * *"
     scanner:
-        isEnabled: false
+        isEnabled: true
+        assetDelay: 500 # How big a delay between assets in milliseconds
+        tick:
+            schedule: "15 0 * * * *"
 
 trading:
     liveEnabled: false