From 6de39869b8b635e20519fa709cf6dc566bf9fe01 Mon Sep 17 00:00:00 2001 From: pedrohusky Date: Sat, 29 May 2021 18:26:11 -0300 Subject: [PATCH 01/14] Last buy now have been reworked to work like max purchase amount. --- .vs/slnx.sqlite | Bin 0 -> 118784 bytes .../step/remove-last-buy-price.js | 24 +++- .../trailingTradeHelper/configuration.js | 84 +++++++++++++- config/default.json | 2 + public/index.html | 4 + public/js/SettingIcon.js | 58 ++++++++-- public/js/SettingIconLastBuyThreshold.js | 109 ++++++++++++++++++ public/js/SymbolSettingIcon.js | 37 ++++++ 8 files changed, 305 insertions(+), 13 deletions(-) create mode 100644 .vs/slnx.sqlite create mode 100644 public/js/SettingIconLastBuyThreshold.js diff --git a/.vs/slnx.sqlite b/.vs/slnx.sqlite new file mode 100644 index 0000000000000000000000000000000000000000..2e0ae4c3cfc4d5ec9683e2795fda0d6c8a43903e GIT binary patch literal 118784 zcmeIb2Y6J+wKzVz_wL_&Kg=b`tl*j(hCHu^qp}dA~C=x9=|SoEN{m|NruR%xKR! 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zB%|yy(Um5{^omgvozZ1WE4eh;pO#eju+m7&lOf7)ORiRDE-gVxvX5RhYDi%6>@rXW z(^00WL~-)y6c!k7JW+*XR { const cachedLastBuyOrder = JSON.parse(await cache.get(`${symbol}-last-buy-order`)) || {}; @@ -169,15 +171,30 @@ const execute = async (logger, rawData) => { return data; } - if (baseAssetQuantity * currentPrice < parseFloat(minNotional)) { +/** + * Get symbol configuration + * + * @param {*} logger + * @param {*} rawData + */ + + //Get symbol config + const symbolConfiguration = await getConfiguration(logger, symbol); + + //Define variable + var lastBuyThreshold = symbolConfiguration.buy.lastBuyThreshold; + //Caculated coin value + var priceCalculated = baseAssetQuantity * currentPrice; + + if (priceCalculated < parseFloat(minNotional) && priceCalculated < lastBuyThreshold) { // Final check for open orders refreshedOpenOrders = await getAndCacheOpenOrdersForSymbol(logger, symbol); if (refreshedOpenOrders.length > 0) { logger.info('Do not remove last buy price. Found open orders.'); return data; } - - processMessage = + + processMessage = 'Balance is less than the notional value. Delete last buy price.'; logger.error({ baseAssetQuantity }, processMessage); @@ -192,6 +209,7 @@ const execute = async (logger, rawData) => { minNotional, openOrders }); + return data; } diff --git a/app/cronjob/trailingTradeHelper/configuration.js b/app/cronjob/trailingTradeHelper/configuration.js index 04c1d612..b97a3a40 100644 --- a/app/cronjob/trailingTradeHelper/configuration.js +++ b/app/cronjob/trailingTradeHelper/configuration.js @@ -202,6 +202,74 @@ const getMaxPurchaseAmount = async ( return newBuyMaxPurchaseAmount; }; + +const getLastBuyThreshold = async ( + logger, + symbol, + globalConfiguration, + symbolConfiguration +) => { + const symbolBuyLastBuyThreshold = _.get( + symbolConfiguration, + 'buy.lastBuyThreshold', + 10 + ); + + if (symbolBuyLastBuyThreshold !== 10) { + logger.info( + { symbolBuyLastBuyThreshold }, + 'Last buy threshold is found from symbol configuration.' + ); + return symbolBuyLastBuyThreshold; + } + + logger.info( + { symbolBuyLastBuyThreshold }, + 'Last Buy Threshold is set as 10. Need to calculate and override it' + ); + + let newBuyLastBuyThreshold = 10; + + // If old max purchase maount is -1, then should calculate maximum purchase amount based on the notional amount. + const cachedSymbolInfo = + JSON.parse( + await cache.hget('trailing-trade-symbols', `${symbol}-symbol-info`) + ) || {}; + + if (_.isEmpty(cachedSymbolInfo) === false) { + const { + quoteAsset, + filterMinNotional: { minNotional } + } = cachedSymbolInfo; + + newBuyLastBuyThreshold = _.get( + globalConfiguration, + `buy.maxPurchaseAmounts.${quoteAsset}`, + 10 + ); + + logger.info( + { quoteAsset, newBuyLastBuyThreshold }, + 'Retreived max purchase amount from global configuration' + ); + + if (newBuyLastBuyThreshold === 10) { + newBuyLastBuyThreshold = parseFloat(minNotional); + + logger.info( + { newBuyLastBuyThreshold, minNotional }, + 'Could not get max purchase amount from global configuration. Use minimum notional from symbol info' + ); + } + } else { + logger.info( + { cachedSymbolInfo }, + 'Could not find symbol info, wait to be cached.' + ); + } + + return newBuyLastBuyThreshold; +}; /** * Get global/symbol configuration * @@ -230,8 +298,20 @@ const getConfiguration = async (logger, symbol = null) => { ) ); - // For symbol configuration, remove maxPurchaseAmounts - _.unset(mergedConfigValue, 'buy.maxPurchaseAmounts'); + _.set( + mergedConfigValue, + 'buy.lastBuyThreshold', + await getLastBuyThreshold( + logger, + symbol, + globalConfigValue, + symbolConfigValue + ) + ); + + // For symbol configuration, remove maxPurchaseAmounts + _.unset(mergedConfigValue, 'buy.maxPurchaseAmounts'); + _.unset(mergedConfigValue, 'buy.lastBuyThresholds'); } // Merge global and symbol configuration diff --git a/config/default.json b/config/default.json index acdb83ca..34224fb2 100644 --- a/config/default.json +++ b/config/default.json @@ -50,6 +50,8 @@ }, "buy": { "enabled": true, + "lastBuyThreshold": 10, + "lastBuyThresholds": {}, "maxPurchaseAmount": -1, "maxPurchaseAmounts": {}, "triggerPercentage": 1.0, diff --git a/public/index.html b/public/index.html index 62e56689..7ce28397 100644 --- a/public/index.html +++ b/public/index.html @@ -118,6 +118,10 @@ type="text/babel" src="./js/SettingIconMaxPurchaseAmount.js" > + diff --git a/public/js/SettingIcon.js b/public/js/SettingIcon.js index 2b2ebe4d..78f0250a 100644 --- a/public/js/SettingIcon.js +++ b/public/js/SettingIcon.js @@ -26,9 +26,12 @@ class SettingIcon extends React.Component { this.handleMaxPurchaeAmountChange = this.handleMaxPurchaeAmountChange.bind( this ); + this.handleLastBuyThresholdChange = this.handleLastBuyThresholdChange.bind( + this + ); } - getQuoteAssets(exchangeSymbols, selectedSymbols, maxPurchaseAmounts) { + getQuoteAssets(exchangeSymbols, selectedSymbols, maxPurchaseAmounts, lastBuyThresholds) { const quoteAssets = []; selectedSymbols.forEach(symbol => { @@ -43,9 +46,12 @@ class SettingIcon extends React.Component { if (maxPurchaseAmounts[quoteAsset] === undefined) { maxPurchaseAmounts[quoteAsset] = minNotional * 10; } + if (lastBuyThresholds[quoteAsset] == undefined) { + lastBuyThresholds[quoteAsset] = minNotional; + } }); - return { quoteAssets, maxPurchaseAmounts }; + return { quoteAssets, maxPurchaseAmounts, lastBuyThresholds }; } componentDidUpdate(nextProps) { @@ -70,15 +76,20 @@ class SettingIcon extends React.Component { if (configuration.buy.maxPurchaseAmounts === undefined) { configuration.buy.maxPurchaseAmounts = {}; } + if (configuration.buy.lastBuyThresholds === undefined) { + configuration.buy.lastBuyThresholds = {}; + } - // Set max purchase amount - const { quoteAssets, maxPurchaseAmounts } = this.getQuoteAssets( + // Set max purchase amount + const { quoteAssets, maxPurchaseAmounts, lastBuyThresholds } = this.getQuoteAssets( exchangeSymbols, selectedSymbols, - configuration.buy.maxPurchaseAmounts + configuration.buy.maxPurchaseAmounts, + configuration.buy.lastBuyThresholds ); configuration.buy.maxPurchaseAmounts = maxPurchaseAmounts; + configuration.buy.lastBuyThresholds = lastBuyThresholds; this.setState({ availableSymbols, @@ -145,6 +156,20 @@ class SettingIcon extends React.Component { }); } + handleLastBuyThresholdChange(newlastBuyThresholds) { + console.log('handleLastBuyThresholdChange => ', newlastBuyThresholds); + + const { configuration } = this.state; + + this.setState({ + configuration: _.set( + configuration, + 'buy.lastBuyThresholds', + newlastBuyThresholds + ) + }); + } + render() { const { configuration, availableSymbols, quoteAssets } = this.state; const { symbols: selectedSymbols } = configuration; @@ -203,14 +228,17 @@ class SettingIcon extends React.Component { const { quoteAssets, - maxPurchaseAmounts + maxPurchaseAmounts, + lastBuyThresholds } = this.getQuoteAssets( exchangeSymbols, selected, - configuration.buy.maxPurchaseAmounts + configuration.buy.maxPurchaseAmounts, + configuration.buy.lastBuyThresholds, ); - + configuration.buy.maxPurchaseAmounts = maxPurchaseAmounts; + configuration.buy.lastBuyThresholds = lastBuyThresholds; this.setState({ configuration, quoteAssets }); }} size='sm' @@ -381,6 +409,9 @@ class SettingIcon extends React.Component { + + + + + + diff --git a/public/js/SettingIconLastBuyThreshold.js b/public/js/SettingIconLastBuyThreshold.js new file mode 100644 index 00000000..6fe28501 --- /dev/null +++ b/public/js/SettingIconLastBuyThreshold.js @@ -0,0 +1,109 @@ +/* eslint-disable no-unused-vars */ +/* eslint-disable react/jsx-no-undef */ +/* eslint-disable no-undef */ +class SettingIconLastBuyThreshold extends React.Component { + constructor(props) { + super(props); + + this.state = { + lastBuyThresholds: {} + }; + + this.handleInputChange = this.handleInputChange.bind(this); + } + + componentDidUpdate(nextProps) { + // Only update configuration, when the modal is closed and different. + if ( + _.isEmpty(nextProps.lastBuyThresholds) === false && + _.isEqual(nextProps.lastBuyThresholds, this.state.lastBuyThresholds) === + false + ) { + const { lastBuyThresholds } = nextProps; + console.log('lastBuyThreshold has changed', { lastBuyThresholds }); + this.setState({ + lastBuyThresholds + }); + } + } + + handleInputChange(event) { + const target = event.target; + const value = + target.type === 'checkbox' + ? target.checked + : target.type === 'number' + ? +target.value + : target.value; + const stateKey = target.getAttribute('data-state-key'); + + const { lastBuyThresholds } = this.state; + + console.log( + '_.set(lastBuyThresholds, stateKey, value) => ', + _.set(lastBuyThresholds, stateKey, value) + ); + + const newlastBuyThreshold = _.set(lastBuyThresholds, stateKey, value); + this.setState({ + lastBuyThresholds: newlastBuyThreshold + }); + + this.props.handleLastBuyThresholdChange(lastBuyThresholds); + } + + render() { + const { quoteAssets } = this.props; + const { lastBuyThresholds } = this.state; + + if (_.isEmpty(lastBuyThresholds)) { + return ''; + } + + return quoteAssets.map((quoteAsset, index) => { + return ( +
+ + + Last Buy Threshold for {quoteAsset}{' '} + + + Set the last buy threshold for symbols with quote asset " + {quoteAsset}". The last buy threshold will be applied to + the symbols which ends with "{quoteAsset}" if not + configured the symbol configuration. + + + }> + + + + + +
+ ); + }); + } +} diff --git a/public/js/SymbolSettingIcon.js b/public/js/SymbolSettingIcon.js index 7152afaa..53c909ec 100644 --- a/public/js/SymbolSettingIcon.js +++ b/public/js/SymbolSettingIcon.js @@ -283,6 +283,43 @@ class SymbolSettingIcon extends React.Component { + + + + Remove last buy when under{' '} + + + If the coin value drops below the defined amount, the bot will remove the last buy price. Define 0 to never remove last buy price. + + + }> + + + + + + From 474ee2451a836e22fe7b5c9f681dbe91672bbd9d Mon Sep 17 00:00:00 2001 From: pedrohusky Date: Sat, 29 May 2021 19:07:58 -0300 Subject: [PATCH 02/14] didn't see the need to calculate minimum amount there. --- .vs/VSWorkspaceState.json | 13 +++++++++++++ .vs/slnx.sqlite | Bin 118784 -> 118784 bytes .../step/remove-last-buy-price.js | 2 +- 3 files changed, 14 insertions(+), 1 deletion(-) create mode 100644 .vs/VSWorkspaceState.json diff --git a/.vs/VSWorkspaceState.json b/.vs/VSWorkspaceState.json new file mode 100644 index 00000000..a52dd036 --- /dev/null +++ b/.vs/VSWorkspaceState.json @@ -0,0 +1,13 @@ +{ + "ExpandedNodes": [ + "", + "\\app", + "\\app\\cronjob", + "\\app\\cronjob\\trailingTrade", + "\\app\\cronjob\\trailingTrade\\step", + "\\public", + "\\public\\js" + ], + "SelectedNode": "\\app\\cronjob\\trailingTrade\\step\\remove-last-buy-price.js", + "PreviewInSolutionExplorer": false +} \ No newline at end of file diff --git a/.vs/slnx.sqlite b/.vs/slnx.sqlite index 2e0ae4c3cfc4d5ec9683e2795fda0d6c8a43903e..726a2a1ab812150aba6265e82d30d0baa74d97a8 100644 GIT binary patch delta 323 zcmZozz}~QceS$P2$3z)tMvjdMOZWxYcs4Nbzu@1`znnLY*P3U;WSIX_@JzMTsSu`FX*qMP-@Esnxt(3JOY41x}@zIVmWrij}MsqGNTy zih@fLi%LohplaPRb5fCIolA>~Qu9iX73n9J0JZ0p=H&2l)he>GFgOdkq$ZW7ha?uI zrVr&dPCZjO^(C?v|p#lXP8#-G8!e~Z6^{|NsI{tW*2n*|j@ d_#Nb#of+}?g$*Q+#|GBs753X#*fT~<002!&YXblP delta 74 zcmV-Q0JZ;spa+1U2ap>929X>?0S2*Pqz?=P4PF2b=nuaSrwv}S5g<+tvtAvc5)lLn g0000452yeS+7HAJs1NV65x|%agQ!2Zs6PQ%kP>MYqyPW_ diff --git a/app/cronjob/trailingTrade/step/remove-last-buy-price.js b/app/cronjob/trailingTrade/step/remove-last-buy-price.js index eb65b9d3..31bc59c1 100644 --- a/app/cronjob/trailingTrade/step/remove-last-buy-price.js +++ b/app/cronjob/trailingTrade/step/remove-last-buy-price.js @@ -186,7 +186,7 @@ const execute = async (logger, rawData) => { //Caculated coin value var priceCalculated = baseAssetQuantity * currentPrice; - if (priceCalculated < parseFloat(minNotional) && priceCalculated < lastBuyThreshold) { + if (priceCalculated < lastBuyThreshold) { // Final check for open orders refreshedOpenOrders = await getAndCacheOpenOrdersForSymbol(logger, symbol); if (refreshedOpenOrders.length > 0) { From 7534773643cb7fb9f297148c7b0311736f1a66d1 Mon Sep 17 00:00:00 2001 From: pedrohusky Date: Sun, 30 May 2021 16:28:37 -0300 Subject: [PATCH 03/14] Done almost every comment. -Indenting -Renaming to lastBuyPriceRemoveThreshold -Fixing ${maxPurchaseAmount} where it shouldn't be -Setting -1 to lastBuyPriceRemoveThreshold default value. -Removing non-sense comments that I've made --- .gitignore | 2 + .vs/VSWorkspaceState.json | 13 ----- .vs/slnx.sqlite | Bin 118784 -> 0 bytes .../step/remove-last-buy-price.js | 25 +++------ .../trailingTradeHelper/configuration.js | 40 +++++++------- config/default.json | 4 +- public/index.html | 2 +- public/js/SettingIcon.js | 52 +++++++++--------- ...SettingIconLastBuyPriceRemoveThreshold.js} | 34 ++++++------ public/js/SymbolSettingIcon.js | 10 ++-- 10 files changed, 80 insertions(+), 102 deletions(-) delete mode 100644 .vs/VSWorkspaceState.json delete mode 100644 .vs/slnx.sqlite rename public/js/{SettingIconLastBuyThreshold.js => SettingIconLastBuyPriceRemoveThreshold.js} (68%) diff --git a/.gitignore b/.gitignore index 6f028a33..3ea2bb2d 100644 --- a/.gitignore +++ b/.gitignore @@ -25,3 +25,5 @@ data log .env +.vs +.vscode \ No newline at end of file diff --git a/.vs/VSWorkspaceState.json b/.vs/VSWorkspaceState.json deleted file mode 100644 index a52dd036..00000000 --- a/.vs/VSWorkspaceState.json +++ /dev/null @@ -1,13 +0,0 @@ -{ - "ExpandedNodes": [ - "", - "\\app", - "\\app\\cronjob", - "\\app\\cronjob\\trailingTrade", - "\\app\\cronjob\\trailingTrade\\step", - "\\public", - "\\public\\js" - ], - "SelectedNode": "\\app\\cronjob\\trailingTrade\\step\\remove-last-buy-price.js", - "PreviewInSolutionExplorer": false -} \ No newline at end of file diff --git a/.vs/slnx.sqlite 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getConfiguration(logger, symbol); - - //Define variable - var lastBuyThreshold = symbolConfiguration.buy.lastBuyThreshold; - //Caculated coin value - var priceCalculated = baseAssetQuantity * currentPrice; - - if (priceCalculated < lastBuyThreshold) { + //Get symbol config and define last buy remove price threshold, then get the calculated price. + const symbolConfiguration = rawData.symbolConfiguration; + const lastBuyPriceRemoveThreshold = symbolConfiguration.buy.lastBuyPriceRemoveThreshold; + const priceCalculated = baseAssetQuantity * currentPrice; + + if (priceCalculated < lastBuyPriceRemoveThreshold) { // Final check for open orders refreshedOpenOrders = await getAndCacheOpenOrdersForSymbol(logger, symbol); if (refreshedOpenOrders.length > 0) { logger.info('Do not remove last buy price. Found open orders.'); return data; } - + processMessage = 'Balance is less than the notional value. Delete last buy price.'; @@ -209,7 +199,6 @@ const execute = async (logger, rawData) => { minNotional, openOrders }); - return data; } diff --git a/app/cronjob/trailingTradeHelper/configuration.js b/app/cronjob/trailingTradeHelper/configuration.js index b97a3a40..70beb635 100644 --- a/app/cronjob/trailingTradeHelper/configuration.js +++ b/app/cronjob/trailingTradeHelper/configuration.js @@ -203,32 +203,32 @@ const getMaxPurchaseAmount = async ( return newBuyMaxPurchaseAmount; }; -const getLastBuyThreshold = async ( +const getLastBuyPriceRemoveThreshold = async ( logger, symbol, globalConfiguration, symbolConfiguration ) => { - const symbolBuyLastBuyThreshold = _.get( + const symbolBuyLastBuyPriceRemoveThreshold = _.get( symbolConfiguration, - 'buy.lastBuyThreshold', - 10 + 'buy.lastBuyPriceRemoveThreshold', + -1 ); - if (symbolBuyLastBuyThreshold !== 10) { + if (symbolBuyLastBuyPriceRemoveThreshold !== -1) { logger.info( - { symbolBuyLastBuyThreshold }, + { symbolBuyLastBuyPriceRemoveThreshold }, 'Last buy threshold is found from symbol configuration.' ); - return symbolBuyLastBuyThreshold; + return symbolBuyLastBuyPriceRemoveThreshold; } logger.info( - { symbolBuyLastBuyThreshold }, + { symbolBuyLastBuyPriceRemoveThreshold }, 'Last Buy Threshold is set as 10. Need to calculate and override it' ); - let newBuyLastBuyThreshold = 10; + let newBuyLastBuyPriceRemoveThreshold = -1; // If old max purchase maount is -1, then should calculate maximum purchase amount based on the notional amount. const cachedSymbolInfo = @@ -242,22 +242,22 @@ const getLastBuyThreshold = async ( filterMinNotional: { minNotional } } = cachedSymbolInfo; - newBuyLastBuyThreshold = _.get( + newBuyLastBuyPriceRemoveThreshold = _.get( globalConfiguration, - `buy.maxPurchaseAmounts.${quoteAsset}`, - 10 + `buy.lastBuyPriceRemoveThresholds.${quoteAsset}`, + -1 ); logger.info( - { quoteAsset, newBuyLastBuyThreshold }, + { quoteAsset, newBuyLastBuyPriceRemoveThreshold }, 'Retreived max purchase amount from global configuration' ); - if (newBuyLastBuyThreshold === 10) { - newBuyLastBuyThreshold = parseFloat(minNotional); + if (newBuyLastBuyPriceRemoveThreshold === -1) { + newBuyLastBuyPriceRemoveThreshold = parseFloat(minNotional); logger.info( - { newBuyLastBuyThreshold, minNotional }, + { newBuyLastBuyPriceRemoveThreshold, minNotional }, 'Could not get max purchase amount from global configuration. Use minimum notional from symbol info' ); } @@ -268,7 +268,7 @@ const getLastBuyThreshold = async ( ); } - return newBuyLastBuyThreshold; + return newBuyLastBuyPriceRemoveThreshold; }; /** * Get global/symbol configuration @@ -300,8 +300,8 @@ const getConfiguration = async (logger, symbol = null) => { _.set( mergedConfigValue, - 'buy.lastBuyThreshold', - await getLastBuyThreshold( + 'buy.lastBuyPriceRemoveThreshold', + await getLastBuyPriceRemoveThreshold( logger, symbol, globalConfigValue, @@ -311,7 +311,7 @@ const getConfiguration = async (logger, symbol = null) => { // For symbol configuration, remove maxPurchaseAmounts _.unset(mergedConfigValue, 'buy.maxPurchaseAmounts'); - _.unset(mergedConfigValue, 'buy.lastBuyThresholds'); + _.unset(mergedConfigValue, 'buy.lastBuyPriceRemoveThresholds'); } // Merge global and symbol configuration diff --git a/config/default.json b/config/default.json index 34224fb2..bfcec5da 100644 --- a/config/default.json +++ b/config/default.json @@ -50,8 +50,8 @@ }, "buy": { "enabled": true, - "lastBuyThreshold": 10, - "lastBuyThresholds": {}, + "lastBuyPriceRemoveThreshold": -1, + "lastBuyPriceRemoveThresholds": {}, "maxPurchaseAmount": -1, "maxPurchaseAmounts": {}, "triggerPercentage": 1.0, diff --git a/public/index.html b/public/index.html index 7ce28397..b28c2b7b 100644 --- a/public/index.html +++ b/public/index.html @@ -120,7 +120,7 @@ > diff --git a/public/js/SettingIcon.js b/public/js/SettingIcon.js index 78f0250a..fb8b1a19 100644 --- a/public/js/SettingIcon.js +++ b/public/js/SettingIcon.js @@ -26,12 +26,12 @@ class SettingIcon extends React.Component { this.handleMaxPurchaeAmountChange = this.handleMaxPurchaeAmountChange.bind( this ); - this.handleLastBuyThresholdChange = this.handleLastBuyThresholdChange.bind( + this.handleLastBuyPriceRemoveThresholdChange = this.handleLastBuyPriceRemoveThresholdChange.bind( this ); } - getQuoteAssets(exchangeSymbols, selectedSymbols, maxPurchaseAmounts, lastBuyThresholds) { + getQuoteAssets(exchangeSymbols, selectedSymbols, maxPurchaseAmounts, lastBuyPriceRemoveThresholds) { const quoteAssets = []; selectedSymbols.forEach(symbol => { @@ -46,12 +46,12 @@ class SettingIcon extends React.Component { if (maxPurchaseAmounts[quoteAsset] === undefined) { maxPurchaseAmounts[quoteAsset] = minNotional * 10; } - if (lastBuyThresholds[quoteAsset] == undefined) { - lastBuyThresholds[quoteAsset] = minNotional; + if (lastBuyPriceRemoveThresholds[quoteAsset] == undefined) { + lastBuyPriceRemoveThresholds[quoteAsset] = minNotional; } }); - return { quoteAssets, maxPurchaseAmounts, lastBuyThresholds }; + return { quoteAssets, maxPurchaseAmounts, lastBuyPriceRemoveThresholds }; } componentDidUpdate(nextProps) { @@ -76,20 +76,20 @@ class SettingIcon extends React.Component { if (configuration.buy.maxPurchaseAmounts === undefined) { configuration.buy.maxPurchaseAmounts = {}; } - if (configuration.buy.lastBuyThresholds === undefined) { - configuration.buy.lastBuyThresholds = {}; + if (configuration.buy.lastBuyPriceRemoveThresholds === undefined) { + configuration.buy.lastBuyPriceRemoveThresholds = {}; } // Set max purchase amount - const { quoteAssets, maxPurchaseAmounts, lastBuyThresholds } = this.getQuoteAssets( + const { quoteAssets, maxPurchaseAmounts, lastBuyPriceRemoveThresholds } = this.getQuoteAssets( exchangeSymbols, selectedSymbols, configuration.buy.maxPurchaseAmounts, - configuration.buy.lastBuyThresholds + configuration.buy.lastBuyPriceRemoveThresholds ); configuration.buy.maxPurchaseAmounts = maxPurchaseAmounts; - configuration.buy.lastBuyThresholds = lastBuyThresholds; + configuration.buy.lastBuyPriceRemoveThresholds = lastBuyPriceRemoveThresholds; this.setState({ availableSymbols, @@ -156,16 +156,16 @@ class SettingIcon extends React.Component { }); } - handleLastBuyThresholdChange(newlastBuyThresholds) { - console.log('handleLastBuyThresholdChange => ', newlastBuyThresholds); + handleLastBuyPriceRemoveThresholdChange(newLastBuyPriceRemoveThresholds) { + console.log('handleLastBuyPriceRemoveThresholdChange => ', newLastBuyPriceRemoveThresholds); const { configuration } = this.state; this.setState({ configuration: _.set( configuration, - 'buy.lastBuyThresholds', - newlastBuyThresholds + 'buy.lastBuyPriceRemoveThresholds', + newLastBuyPriceRemoveThresholds ) }); } @@ -229,16 +229,16 @@ class SettingIcon extends React.Component { const { quoteAssets, maxPurchaseAmounts, - lastBuyThresholds + lastBuyPriceRemoveThresholds } = this.getQuoteAssets( exchangeSymbols, selected, configuration.buy.maxPurchaseAmounts, - configuration.buy.lastBuyThresholds, + configuration.buy.lastBuyPriceRemoveThresholds, ); - + configuration.buy.maxPurchaseAmounts = maxPurchaseAmounts; - configuration.buy.lastBuyThresholds = lastBuyThresholds; + configuration.buy.lastBuyPriceRemoveThresholds = lastBuyPriceRemoveThresholds; this.setState({ configuration, quoteAssets }); }} size='sm' @@ -409,9 +409,9 @@ class SettingIcon extends React.Component { - - - + + + - diff --git a/public/js/SettingIconLastBuyThreshold.js b/public/js/SettingIconLastBuyPriceRemoveThreshold.js similarity index 68% rename from public/js/SettingIconLastBuyThreshold.js rename to public/js/SettingIconLastBuyPriceRemoveThreshold.js index 6fe28501..58073fe7 100644 --- a/public/js/SettingIconLastBuyThreshold.js +++ b/public/js/SettingIconLastBuyPriceRemoveThreshold.js @@ -1,12 +1,12 @@ /* eslint-disable no-unused-vars */ /* eslint-disable react/jsx-no-undef */ /* eslint-disable no-undef */ -class SettingIconLastBuyThreshold extends React.Component { +class SettingIconLastBuyPriceRemoveThreshold extends React.Component { constructor(props) { super(props); this.state = { - lastBuyThresholds: {} + lastBuyPriceRemoveThresholds: {} }; this.handleInputChange = this.handleInputChange.bind(this); @@ -15,14 +15,14 @@ class SettingIconLastBuyThreshold extends React.Component { componentDidUpdate(nextProps) { // Only update configuration, when the modal is closed and different. if ( - _.isEmpty(nextProps.lastBuyThresholds) === false && - _.isEqual(nextProps.lastBuyThresholds, this.state.lastBuyThresholds) === + _.isEmpty(nextProps.lastBuyPriceRemoveThresholds) === false && + _.isEqual(nextProps.lastBuyPriceRemoveThresholds, this.state.lastBuyPriceRemoveThresholds) === false ) { - const { lastBuyThresholds } = nextProps; - console.log('lastBuyThreshold has changed', { lastBuyThresholds }); + const { lastBuyPriceRemoveThresholds } = nextProps; + console.log('lastBuyPriceRemoveThreshold has changed', { lastBuyPriceRemoveThresholds }); this.setState({ - lastBuyThresholds + lastBuyPriceRemoveThresholds }); } } @@ -37,26 +37,26 @@ class SettingIconLastBuyThreshold extends React.Component { : target.value; const stateKey = target.getAttribute('data-state-key'); - const { lastBuyThresholds } = this.state; + const { lastBuyPriceRemoveThresholds } = this.state; console.log( - '_.set(lastBuyThresholds, stateKey, value) => ', - _.set(lastBuyThresholds, stateKey, value) + '_.set(lastBuyPriceRemoveThresholds, stateKey, value) => ', + _.set(lastBuyPriceRemoveThresholds, stateKey, value) ); - const newlastBuyThreshold = _.set(lastBuyThresholds, stateKey, value); + const newLastBuyPriceRemoveThreshold = _.set(lastBuyPriceRemoveThresholds, stateKey, value); this.setState({ - lastBuyThresholds: newlastBuyThreshold + lastBuyPriceRemoveThresholds: newLastBuyPriceRemoveThreshold }); - this.props.handleLastBuyThresholdChange(lastBuyThresholds); + this.props.handleLastBuyPriceRemoveThresholdChange(lastBuyPriceRemoveThresholds); } render() { const { quoteAssets } = this.props; - const { lastBuyThresholds } = this.state; + const { lastBuyPriceRemoveThresholds } = this.state; - if (_.isEmpty(lastBuyThresholds)) { + if (_.isEmpty(lastBuyPriceRemoveThresholds)) { return ''; } @@ -66,7 +66,7 @@ class SettingIconLastBuyThreshold extends React.Component { key={quoteAsset + '-' + index} className='coin-info-last-buy-threshold-wrapper'> Last Buy Threshold for {quoteAsset}{' '} @@ -98,7 +98,7 @@ class SettingIconLastBuyThreshold extends React.Component { min='1' step='0.0001' data-state-key={quoteAsset} - value={lastBuyThresholds[quoteAsset]} + value={lastBuyPriceRemoveThresholds[quoteAsset]} onChange={this.handleInputChange} /> diff --git a/public/js/SymbolSettingIcon.js b/public/js/SymbolSettingIcon.js index 53c909ec..d1d0006c 100644 --- a/public/js/SymbolSettingIcon.js +++ b/public/js/SymbolSettingIcon.js @@ -283,7 +283,7 @@ class SymbolSettingIcon extends React.Component { - + @@ -296,7 +296,7 @@ class SymbolSettingIcon extends React.Component { overlay={ - If the coin value drops below the defined amount, the bot will remove the last buy price. Define 0 to never remove last buy price. + If the coin value drops below the defined amount, the bot will remove the last buy price. Define 0 to never remove last buy price. }> @@ -314,12 +314,12 @@ class SymbolSettingIcon extends React.Component { required min='0.0001' step='0.0001' - data-state-key='buy.lastBuyThreshold' - value={symbolConfiguration.buy.lastBuyThreshold} + data-state-key='buy.lastBuyPriceRemoveThreshold' + value={symbolConfiguration.buy.lastBuyPriceRemoveThreshold} onChange={this.handleInputChange} /> - + From 4acd231b7d348a336e5ae92734750e739c4250fa Mon Sep 17 00:00:00 2001 From: pedrohusky Date: Tue, 1 Jun 2021 22:36:07 -0300 Subject: [PATCH 04/14] - Fixed comments, - description, - last buy remove threshold now appears in symbol settings (frontend arrow), -Using destructing assignment, -removed .vscode from gitignore, sorry --- .gitignore | 1 - .../trailingTrade/step/determine-action.js | 18 ++-- .../step/remove-last-buy-price.js | 26 +++--- .../trailingTradeHelper/configuration.js | 92 +++++++++---------- public/js/CoinWrapperSetting.js | 12 ++- public/js/SettingIcon.js | 12 +-- .../SettingIconLastBuyPriceRemoveThreshold.js | 41 +++++---- public/js/SymbolSettingIcon.js | 17 ++-- 8 files changed, 114 insertions(+), 105 deletions(-) diff --git a/.gitignore b/.gitignore index 3ea2bb2d..93a5990e 100644 --- a/.gitignore +++ b/.gitignore @@ -26,4 +26,3 @@ log .env .vs -.vscode \ No newline at end of file diff --git a/app/cronjob/trailingTrade/step/determine-action.js b/app/cronjob/trailingTrade/step/determine-action.js index 16bfffc3..a27c107d 100644 --- a/app/cronjob/trailingTrade/step/determine-action.js +++ b/app/cronjob/trailingTrade/step/determine-action.js @@ -176,9 +176,9 @@ const execute = async (logger, rawData) => { data, 'wait', `The current price reached the trigger price. ` + - `But you have enough ${baseAsset} to sell. ` + - `Set the last buy price to start selling. ` + - `Do not process buy.` + `But you have enough ${baseAsset} to sell. ` + + `Set the last buy price to start selling. ` + + `Do not process buy.` ); } @@ -193,8 +193,8 @@ const execute = async (logger, rawData) => { data, 'buy-temporary-disabled', 'The current price reached the trigger price. ' + - `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + - `Resume buy process after ${checkDisable.ttl}s.` + `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + + `Resume buy process after ${checkDisable.ttl}s.` ); } @@ -223,8 +223,8 @@ const execute = async (logger, rawData) => { data, 'sell-temporary-disabled', 'The current price is reached the sell trigger price. ' + - `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + - `Resume sell process after ${checkDisable.ttl}s.` + `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + + `Resume sell process after ${checkDisable.ttl}s.` ); } // Then sell @@ -247,8 +247,8 @@ const execute = async (logger, rawData) => { data, 'sell-temporary-disabled', 'The current price is reached the stop-loss price. ' + - `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + - `Resume sell process after ${checkDisable.ttl}s.` + `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + + `Resume sell process after ${checkDisable.ttl}s.` ); } // Then sell market order diff --git a/app/cronjob/trailingTrade/step/remove-last-buy-price.js b/app/cronjob/trailingTrade/step/remove-last-buy-price.js index f01ad755..86eb9eaa 100644 --- a/app/cronjob/trailingTrade/step/remove-last-buy-price.js +++ b/app/cronjob/trailingTrade/step/remove-last-buy-price.js @@ -6,8 +6,6 @@ const { getAPILimit, isActionDisabled } = require('../../trailingTradeHelper/common'); -const { getConfiguration } = require('../../trailingTradeHelper/configuration'); - /** * Retrieve last buy order from cache * @@ -47,12 +45,12 @@ const removeLastBuyPrice = async ( `${symbol} Action (${moment().format( 'HH:mm:ss.SSS' )}): Removed last buy price\n` + - `- Message: ${processMessage}\n\`\`\`${JSON.stringify( - extraMessages, - undefined, - 2 - )}\`\`\`\n` + - `- Current API Usage: ${getAPILimit(logger)}` + `- Message: ${processMessage}\n\`\`\`${JSON.stringify( + extraMessages, + undefined, + 2 + )}\`\`\`\n` + + `- Current API Usage: ${getAPILimit(logger)}` ); }; @@ -69,6 +67,9 @@ const execute = async (logger, rawData) => { isLocked, action, symbol, + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold } + }, symbolInfo: { filterLotSize: { stepSize, minQty }, filterMinNotional: { minNotional } @@ -171,12 +172,7 @@ const execute = async (logger, rawData) => { return data; } - //Get symbol config and define last buy remove price threshold, then get the calculated price. - const symbolConfiguration = rawData.symbolConfiguration; - const lastBuyPriceRemoveThreshold = symbolConfiguration.buy.lastBuyPriceRemoveThreshold; - const priceCalculated = baseAssetQuantity * currentPrice; - - if (priceCalculated < lastBuyPriceRemoveThreshold) { + if (baseAssetQuantity * currentPrice < lastBuyPriceRemoveThreshold) { // Final check for open orders refreshedOpenOrders = await getAndCacheOpenOrdersForSymbol(logger, symbol); if (refreshedOpenOrders.length > 0) { @@ -184,7 +180,7 @@ const execute = async (logger, rawData) => { return data; } - processMessage = + processMessage = 'Balance is less than the notional value. Delete last buy price.'; logger.error({ baseAssetQuantity }, processMessage); diff --git a/app/cronjob/trailingTradeHelper/configuration.js b/app/cronjob/trailingTradeHelper/configuration.js index 70beb635..3462c61b 100644 --- a/app/cronjob/trailingTradeHelper/configuration.js +++ b/app/cronjob/trailingTradeHelper/configuration.js @@ -182,7 +182,7 @@ const getMaxPurchaseAmount = async ( logger.info( { quoteAsset, newBuyMaxPurchaseAmount }, - 'Retreived max purchase amount from global configuration' + 'Retrieved max purchase amount from global configuration' ); if (newBuyMaxPurchaseAmount === -1) { @@ -215,58 +215,58 @@ const getLastBuyPriceRemoveThreshold = async ( -1 ); - if (symbolBuyLastBuyPriceRemoveThreshold !== -1) { + if (symbolBuyLastBuyPriceRemoveThreshold !== -1) { logger.info( - { symbolBuyLastBuyPriceRemoveThreshold }, + { symbolBuyLastBuyPriceRemoveThreshold }, 'Last buy threshold is found from symbol configuration.' ); - return symbolBuyLastBuyPriceRemoveThreshold; + return symbolBuyLastBuyPriceRemoveThreshold; } logger.info( - { symbolBuyLastBuyPriceRemoveThreshold }, - 'Last Buy Threshold is set as 10. Need to calculate and override it' + { symbolBuyLastBuyPriceRemoveThreshold }, + 'Last Buy Price Remove Threshold is set as -1. Need to calculate and override it' ); let newBuyLastBuyPriceRemoveThreshold = -1; - // If old max purchase maount is -1, then should calculate maximum purchase amount based on the notional amount. - const cachedSymbolInfo = - JSON.parse( - await cache.hget('trailing-trade-symbols', `${symbol}-symbol-info`) - ) || {}; - - if (_.isEmpty(cachedSymbolInfo) === false) { - const { - quoteAsset, - filterMinNotional: { minNotional } - } = cachedSymbolInfo; - - newBuyLastBuyPriceRemoveThreshold = _.get( - globalConfiguration, - `buy.lastBuyPriceRemoveThresholds.${quoteAsset}`, - -1 - ); - - logger.info( - { quoteAsset, newBuyLastBuyPriceRemoveThreshold }, - 'Retreived max purchase amount from global configuration' - ); - - if (newBuyLastBuyPriceRemoveThreshold === -1) { - newBuyLastBuyPriceRemoveThreshold = parseFloat(minNotional); - - logger.info( - { newBuyLastBuyPriceRemoveThreshold, minNotional }, - 'Could not get max purchase amount from global configuration. Use minimum notional from symbol info' - ); - } - } else { - logger.info( - { cachedSymbolInfo }, - 'Could not find symbol info, wait to be cached.' - ); + // If old last buy price remove threshold is -1, then should calculate maximum purchase amount based on the notional amount. + const cachedSymbolInfo = + JSON.parse( + await cache.hget('trailing-trade-symbols', `${symbol}-symbol-info`) + ) || {}; + + if (_.isEmpty(cachedSymbolInfo) === false) { + const { + quoteAsset, + filterMinNotional: { minNotional } + } = cachedSymbolInfo; + + newBuyLastBuyPriceRemoveThreshold = _.get( + globalConfiguration, + `buy.lastBuyPriceRemoveThresholds.${quoteAsset}`, + -1 + ); + + logger.info( + { quoteAsset, newBuyLastBuyPriceRemoveThreshold }, + 'Retrieved last buy price remove threshold from global configuration' + ); + + if (newBuyLastBuyPriceRemoveThreshold === -1) { + newBuyLastBuyPriceRemoveThreshold = parseFloat(minNotional); + + logger.info( + { newBuyLastBuyPriceRemoveThreshold, minNotional }, + 'Could not get last buy price remove threshold from global configuration. Use minimum notional from symbol info' + ); } + } else { + logger.info( + { cachedSymbolInfo }, + 'Could not find symbol info, wait to be cached.' + ); + } return newBuyLastBuyPriceRemoveThreshold; }; @@ -301,7 +301,7 @@ const getConfiguration = async (logger, symbol = null) => { _.set( mergedConfigValue, 'buy.lastBuyPriceRemoveThreshold', - await getLastBuyPriceRemoveThreshold( + await getLastBuyPriceRemoveThreshold( logger, symbol, globalConfigValue, @@ -309,9 +309,9 @@ const getConfiguration = async (logger, symbol = null) => { ) ); - // For symbol configuration, remove maxPurchaseAmounts - _.unset(mergedConfigValue, 'buy.maxPurchaseAmounts'); - _.unset(mergedConfigValue, 'buy.lastBuyPriceRemoveThresholds'); + // For symbol configuration, remove maxPurchaseAmounts + _.unset(mergedConfigValue, 'buy.maxPurchaseAmounts'); + _.unset(mergedConfigValue, 'buy.lastBuyPriceRemoveThresholds'); } // Merge global and symbol configuration diff --git a/public/js/CoinWrapperSetting.js b/public/js/CoinWrapperSetting.js index 47415d4a..6c9550c2 100644 --- a/public/js/CoinWrapperSetting.js +++ b/public/js/CoinWrapperSetting.js @@ -38,9 +38,8 @@ class CoinWrapperSetting extends React.Component { className='btn btn-sm btn-link p-0 ml-1' onClick={this.toggleCollapse}> + className={`fa ${collapsed ? 'fa-arrow-right' : 'fa-arrow-down' + }`}>
+
+ Last Buy Price Remove Threshold: + + {symbolConfiguration.buy.lastBuyPriceRemoveThreshold} {quoteAsset} + +
+
Max purchase amount: diff --git a/public/js/SettingIcon.js b/public/js/SettingIcon.js index fb8b1a19..f41c0478 100644 --- a/public/js/SettingIcon.js +++ b/public/js/SettingIcon.js @@ -46,7 +46,7 @@ class SettingIcon extends React.Component { if (maxPurchaseAmounts[quoteAsset] === undefined) { maxPurchaseAmounts[quoteAsset] = minNotional * 10; } - if (lastBuyPriceRemoveThresholds[quoteAsset] == undefined) { + if (lastBuyPriceRemoveThresholds[quoteAsset] === undefined) { lastBuyPriceRemoveThresholds[quoteAsset] = minNotional; } }); @@ -80,8 +80,8 @@ class SettingIcon extends React.Component { configuration.buy.lastBuyPriceRemoveThresholds = {}; } - // Set max purchase amount - const { quoteAssets, maxPurchaseAmounts, lastBuyPriceRemoveThresholds } = this.getQuoteAssets( + // Set max purchase amount + const { quoteAssets, maxPurchaseAmounts, lastBuyPriceRemoveThresholds } = this.getQuoteAssets( exchangeSymbols, selectedSymbols, configuration.buy.maxPurchaseAmounts, @@ -131,8 +131,8 @@ class SettingIcon extends React.Component { target.type === 'checkbox' ? target.checked : target.type === 'number' - ? +target.value - : target.value; + ? +target.value + : target.value; const stateKey = target.getAttribute('data-state-key'); const { configuration } = this.state; @@ -157,7 +157,7 @@ class SettingIcon extends React.Component { } handleLastBuyPriceRemoveThresholdChange(newLastBuyPriceRemoveThresholds) { - console.log('handleLastBuyPriceRemoveThresholdChange => ', newLastBuyPriceRemoveThresholds); + console.log('handleLastBuyPriceRemoveThresholdChange => ', newLastBuyPriceRemoveThresholds); const { configuration } = this.state; diff --git a/public/js/SettingIconLastBuyPriceRemoveThreshold.js b/public/js/SettingIconLastBuyPriceRemoveThreshold.js index 58073fe7..ee6bf6da 100644 --- a/public/js/SettingIconLastBuyPriceRemoveThreshold.js +++ b/public/js/SettingIconLastBuyPriceRemoveThreshold.js @@ -15,12 +15,12 @@ class SettingIconLastBuyPriceRemoveThreshold extends React.Component { componentDidUpdate(nextProps) { // Only update configuration, when the modal is closed and different. if ( - _.isEmpty(nextProps.lastBuyPriceRemoveThresholds) === false && - _.isEqual(nextProps.lastBuyPriceRemoveThresholds, this.state.lastBuyPriceRemoveThresholds) === - false + _.isEmpty(nextProps.lastBuyPriceRemoveThresholds) === false && + _.isEqual(nextProps.lastBuyPriceRemoveThresholds, this.state.lastBuyPriceRemoveThresholds) === + false ) { - const { lastBuyPriceRemoveThresholds } = nextProps; - console.log('lastBuyPriceRemoveThreshold has changed', { lastBuyPriceRemoveThresholds }); + const { lastBuyPriceRemoveThresholds } = nextProps; + console.log('lastBuyPriceRemoveThreshold has changed', { lastBuyPriceRemoveThresholds }); this.setState({ lastBuyPriceRemoveThresholds }); @@ -33,23 +33,23 @@ class SettingIconLastBuyPriceRemoveThreshold extends React.Component { target.type === 'checkbox' ? target.checked : target.type === 'number' - ? +target.value - : target.value; + ? +target.value + : target.value; const stateKey = target.getAttribute('data-state-key'); - const { lastBuyPriceRemoveThresholds } = this.state; + const { lastBuyPriceRemoveThresholds } = this.state; console.log( '_.set(lastBuyPriceRemoveThresholds, stateKey, value) => ', - _.set(lastBuyPriceRemoveThresholds, stateKey, value) + _.set(lastBuyPriceRemoveThresholds, stateKey, value) ); - const newLastBuyPriceRemoveThreshold = _.set(lastBuyPriceRemoveThresholds, stateKey, value); + const newLastBuyPriceRemoveThresholds = _.set(lastBuyPriceRemoveThresholds, stateKey, value); this.setState({ - lastBuyPriceRemoveThresholds: newLastBuyPriceRemoveThreshold + lastBuyPriceRemoveThresholds: newLastBuyPriceRemoveThresholds }); - this.props.handleLastBuyPriceRemoveThresholdChange(lastBuyPriceRemoveThresholds); + this.props.handleLastBuyPriceRemoveThresholdChange(lastBuyPriceRemoveThresholds); } render() { @@ -64,24 +64,29 @@ class SettingIconLastBuyPriceRemoveThreshold extends React.Component { return (
+ className='coin-info-last-buy-remove-threshold-wrapper'> - Last Buy Threshold for {quoteAsset}{' '} + Last Buy Price Remove Threshold for {quoteAsset}{' '} + id={'last-buy-remove-threshold-overlay-right' + quoteAsset}> Set the last buy threshold for symbols with quote asset " {quoteAsset}". The last buy threshold will be applied to the symbols which ends with "{quoteAsset}" if not configured the symbol configuration. + + When price of coin drops below the threshold the bot will + remove the last buy price. If the bot didn't sell the coin, + you can manually add the last buy price. But if the price is + still below the threshold, it will remove it again! }> @@ -95,7 +100,7 @@ class SettingIconLastBuyPriceRemoveThreshold extends React.Component { type='number' placeholder={'Enter last buy threshold for ' + quoteAsset} required - min='1' + min='0.0001' step='0.0001' data-state-key={quoteAsset} value={lastBuyPriceRemoveThresholds[quoteAsset]} diff --git a/public/js/SymbolSettingIcon.js b/public/js/SymbolSettingIcon.js index d1d0006c..fb821e95 100644 --- a/public/js/SymbolSettingIcon.js +++ b/public/js/SymbolSettingIcon.js @@ -77,8 +77,8 @@ class SymbolSettingIcon extends React.Component { target.type === 'checkbox' ? target.checked : target.type === 'number' - ? +target.value - : target.value; + ? +target.value + : target.value; const stateKey = target.getAttribute('data-state-key'); const { symbolConfiguration } = this.state; @@ -284,19 +284,22 @@ class SymbolSettingIcon extends React.Component { - Remove last buy when under{' '} + - If the coin value drops below the defined amount, the bot will remove the last buy price. Define 0 to never remove last buy price. + When price of coin drops below the threshold the bot will + remove the last buy price. If the bot didn't sell the coin, + you can manually add the last buy price. But if the price is + still below the threshold, it will remove it again! }> From 88fabcc1534561be9dd3cef0200ad8c08eae16ad Mon Sep 17 00:00:00 2001 From: pedrohusky Date: Tue, 8 Jun 2021 13:57:51 -0300 Subject: [PATCH 05/14] Can sell now calculates last buy remove threshold; Now last buy remove threshold appears in symbol 'configuration arrow' in frontend; Sorry for the wait. --- app/cronjob/trailingTrade/step/determine-action.js | 6 +++++- public/js/CoinWrapperSetting.js | 2 +- 2 files changed, 6 insertions(+), 2 deletions(-) diff --git a/app/cronjob/trailingTrade/step/determine-action.js b/app/cronjob/trailingTrade/step/determine-action.js index a27c107d..b40bf402 100644 --- a/app/cronjob/trailingTrade/step/determine-action.js +++ b/app/cronjob/trailingTrade/step/determine-action.js @@ -65,13 +65,17 @@ const canSell = data => { symbolInfo: { filterMinNotional: { minNotional } }, + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold } + }, baseAssetBalance: { total: baseAssetTotalBalance }, sell: { currentPrice: sellCurrentPrice, lastBuyPrice } } = data; return ( lastBuyPrice > 0 && - baseAssetTotalBalance * sellCurrentPrice > parseFloat(minNotional) + baseAssetTotalBalance * sellCurrentPrice > parseFloat(minNotional) && + baseAssetTotalBalance * sellCurrentPrice > lastBuyPriceRemoveThreshold ); }; diff --git a/public/js/CoinWrapperSetting.js b/public/js/CoinWrapperSetting.js index 6c9550c2..c4a54ddb 100644 --- a/public/js/CoinWrapperSetting.js +++ b/public/js/CoinWrapperSetting.js @@ -74,7 +74,7 @@ class CoinWrapperSetting extends React.Component {
- Last Buy Price Remove Threshold: + Last Buy Price Threshold: {symbolConfiguration.buy.lastBuyPriceRemoveThreshold} {quoteAsset} From c5e657ea05fb6bae34fa3a53a96bff6f11f2839e Mon Sep 17 00:00:00 2001 From: pedrohusky Date: Tue, 8 Jun 2021 14:35:45 -0300 Subject: [PATCH 06/14] fix --- app/cronjob/trailingTradeHelper/configuration.js | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/app/cronjob/trailingTradeHelper/configuration.js b/app/cronjob/trailingTradeHelper/configuration.js index 3462c61b..1545367b 100644 --- a/app/cronjob/trailingTradeHelper/configuration.js +++ b/app/cronjob/trailingTradeHelper/configuration.js @@ -230,7 +230,7 @@ const getLastBuyPriceRemoveThreshold = async ( let newBuyLastBuyPriceRemoveThreshold = -1; - // If old last buy price remove threshold is -1, then should calculate maximum purchase amount based on the notional amount. + // If old last buy price remove threshold is -1, then should calculate last buy price remove threshold based on the notional amount. const cachedSymbolInfo = JSON.parse( await cache.hget('trailing-trade-symbols', `${symbol}-symbol-info`) From bec5b638ae8dddcc173e3544a1ec098748407613 Mon Sep 17 00:00:00 2001 From: pedrohusky Date: Tue, 8 Jun 2021 14:42:09 -0300 Subject: [PATCH 07/14] fixed comment --- app/cronjob/trailingTradeHelper/configuration.js | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/app/cronjob/trailingTradeHelper/configuration.js b/app/cronjob/trailingTradeHelper/configuration.js index 405c0c69..77eb7040 100644 --- a/app/cronjob/trailingTradeHelper/configuration.js +++ b/app/cronjob/trailingTradeHelper/configuration.js @@ -154,7 +154,7 @@ const getMaxPurchaseAmount = async ( let newBuyMaxPurchaseAmount = -1; - // If old max purchase maount is -1, then should calculate maximum purchase amount based on the notional amount. + // If old max purchase amount is -1, then should calculate last buy remove threshold based on the notional amount. const cachedSymbolInfo = JSON.parse( await cache.hget('trailing-trade-symbols', `${symbol}-symbol-info`) From bcd6082ef70f10796db5274533b72b0aeeeff20e Mon Sep 17 00:00:00 2001 From: pedrohusky Date: Wed, 9 Jun 2021 14:08:11 -0300 Subject: [PATCH 08/14] FIX save global settings not applying to last buy threshold. --- app/frontend/websocket/handlers/setting-update.js | 1 + 1 file changed, 1 insertion(+) diff --git a/app/frontend/websocket/handlers/setting-update.js b/app/frontend/websocket/handlers/setting-update.js index 1bf7727a..151455b4 100644 --- a/app/frontend/websocket/handlers/setting-update.js +++ b/app/frontend/websocket/handlers/setting-update.js @@ -29,6 +29,7 @@ const handleSettingUpdate = async (logger, ws, payload) => { // Set max purchase amount to be -1, which mean max purchase amount // will be automatically calculate based on the notional amount. mergedConfiguration.buy.maxPurchaseAmount = -1; + mergedConfiguration.buy.lastBuyPriceRemoveThreshold = -1; logger.info({ mergedConfiguration }, 'New merged configuration'); From 80805b2dc1aca65614608f45e28af71766e506b8 Mon Sep 17 00:00:00 2001 From: Chris Lee Date: Mon, 5 Jul 2021 21:43:15 +1000 Subject: [PATCH 09/14] Fixed lint --- .../trailingTrade/step/determine-action.js | 18 +++---- .../step/remove-last-buy-price.js | 12 ++--- package-lock.json | 12 ++--- public/js/CoinWrapperSetting.js | 8 +-- public/js/SettingIcon.js | 52 +++++++++++-------- .../SettingIconLastBuyPriceRemoveThreshold.js | 40 +++++++++----- public/js/SymbolSettingIcon.js | 19 ++++--- 7 files changed, 94 insertions(+), 67 deletions(-) diff --git a/app/cronjob/trailingTrade/step/determine-action.js b/app/cronjob/trailingTrade/step/determine-action.js index ee11ea97..cd6738f0 100644 --- a/app/cronjob/trailingTrade/step/determine-action.js +++ b/app/cronjob/trailingTrade/step/determine-action.js @@ -206,9 +206,9 @@ const execute = async (logger, rawData) => { data, 'wait', `The current price reached the trigger price. ` + - `But you have enough ${baseAsset} to sell. ` + - `Set the last buy price to start selling. ` + - `Do not process buy.` + `But you have enough ${baseAsset} to sell. ` + + `Set the last buy price to start selling. ` + + `Do not process buy.` ); } @@ -223,8 +223,8 @@ const execute = async (logger, rawData) => { data, 'buy-temporary-disabled', 'The current price reached the trigger price. ' + - `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + - `Resume buy process after ${checkDisable.ttl}s.` + `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + + `Resume buy process after ${checkDisable.ttl}s.` ); } @@ -262,8 +262,8 @@ const execute = async (logger, rawData) => { data, 'sell-temporary-disabled', 'The current price is reached the sell trigger price. ' + - `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + - `Resume sell process after ${checkDisable.ttl}s.` + `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + + `Resume sell process after ${checkDisable.ttl}s.` ); } // Then sell @@ -286,8 +286,8 @@ const execute = async (logger, rawData) => { data, 'sell-temporary-disabled', 'The current price is reached the stop-loss price. ' + - `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + - `Resume sell process after ${checkDisable.ttl}s.` + `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` + + `Resume sell process after ${checkDisable.ttl}s.` ); } // Then sell market order diff --git a/app/cronjob/trailingTrade/step/remove-last-buy-price.js b/app/cronjob/trailingTrade/step/remove-last-buy-price.js index 86eb9eaa..c08acb56 100644 --- a/app/cronjob/trailingTrade/step/remove-last-buy-price.js +++ b/app/cronjob/trailingTrade/step/remove-last-buy-price.js @@ -45,12 +45,12 @@ const removeLastBuyPrice = async ( `${symbol} Action (${moment().format( 'HH:mm:ss.SSS' )}): Removed last buy price\n` + - `- Message: ${processMessage}\n\`\`\`${JSON.stringify( - extraMessages, - undefined, - 2 - )}\`\`\`\n` + - `- Current API Usage: ${getAPILimit(logger)}` + `- Message: ${processMessage}\n\`\`\`${JSON.stringify( + extraMessages, + undefined, + 2 + )}\`\`\`\n` + + `- Current API Usage: ${getAPILimit(logger)}` ); }; diff --git a/package-lock.json b/package-lock.json index fce55cf9..49ff575b 100644 --- a/package-lock.json +++ b/package-lock.json @@ -6570,9 +6570,9 @@ } }, "glob-parent": { - "version": "5.1.1", - "resolved": "https://registry.npmjs.org/glob-parent/-/glob-parent-5.1.1.tgz", - "integrity": "sha512-FnI+VGOpnlGHWZxthPGR+QhR78fuiK0sNLkHQv+bL9fQi57lNNdquIbna/WrfROrolq8GK5Ek6BiMwqL/voRYQ==", + "version": "5.1.2", + "resolved": "https://registry.npmjs.org/glob-parent/-/glob-parent-5.1.2.tgz", + "integrity": "sha512-AOIgSQCepiJYwP3ARnGx+5VnTu2HBYdzbGP45eLw1vr3zB3vZLeyed1sC9hnbcOc9/SrMyM5RPQrkGz4aS9Zow==", "dev": true, "requires": { "is-glob": "^4.0.1" @@ -13866,9 +13866,9 @@ "dev": true }, "normalize-url": { - "version": "4.5.0", - "resolved": "https://registry.npmjs.org/normalize-url/-/normalize-url-4.5.0.tgz", - "integrity": "sha512-2s47yzUxdexf1OhyRi4Em83iQk0aPvwTddtFz4hnSSw9dCEsLEGf6SwIO8ss/19S9iBb5sJaOuTvTGDeZI00BQ==", + "version": "4.5.1", + "resolved": "https://registry.npmjs.org/normalize-url/-/normalize-url-4.5.1.tgz", + "integrity": "sha512-9UZCFRHQdNrfTpGg8+1INIg93B6zE0aXMVFkw1WFwvO4SlZywU6aLg5Of0Ap/PgcbSw4LNxvMWXMeugwMCX0AA==", "dev": true }, "npm-run-path": { diff --git a/public/js/CoinWrapperSetting.js b/public/js/CoinWrapperSetting.js index c4a54ddb..b52ee094 100644 --- a/public/js/CoinWrapperSetting.js +++ b/public/js/CoinWrapperSetting.js @@ -38,8 +38,9 @@ class CoinWrapperSetting extends React.Component { className='btn btn-sm btn-link p-0 ml-1' onClick={this.toggleCollapse}> + className={`fa ${ + collapsed ? 'fa-arrow-right' : 'fa-arrow-down' + }`}>
Last Buy Price Threshold: - {symbolConfiguration.buy.lastBuyPriceRemoveThreshold} {quoteAsset} + {symbolConfiguration.buy.lastBuyPriceRemoveThreshold}{' '} + {quoteAsset}
diff --git a/public/js/SettingIcon.js b/public/js/SettingIcon.js index 19474d0c..2104e49f 100644 --- a/public/js/SettingIcon.js +++ b/public/js/SettingIcon.js @@ -23,15 +23,18 @@ class SettingIcon extends React.Component { this.handleFormSubmit = this.handleFormSubmit.bind(this); this.handleInputChange = this.handleInputChange.bind(this); - this.handleMaxPurchaeAmountChange = this.handleMaxPurchaeAmountChange.bind( - this - ); - this.handleLastBuyPriceRemoveThresholdChange = this.handleLastBuyPriceRemoveThresholdChange.bind( - this - ); + this.handleMaxPurchaeAmountChange = + this.handleMaxPurchaeAmountChange.bind(this); + this.handleLastBuyPriceRemoveThresholdChange = + this.handleLastBuyPriceRemoveThresholdChange.bind(this); } - getQuoteAssets(exchangeSymbols, selectedSymbols, maxPurchaseAmounts, lastBuyPriceRemoveThresholds) { + getQuoteAssets( + exchangeSymbols, + selectedSymbols, + maxPurchaseAmounts, + lastBuyPriceRemoveThresholds + ) { const quoteAssets = []; selectedSymbols.forEach(symbol => { @@ -81,15 +84,17 @@ class SettingIcon extends React.Component { } // Set max purchase amount - const { quoteAssets, maxPurchaseAmounts, lastBuyPriceRemoveThresholds } = this.getQuoteAssets( - exchangeSymbols, - selectedSymbols, - configuration.buy.maxPurchaseAmounts, - configuration.buy.lastBuyPriceRemoveThresholds - ); + const { quoteAssets, maxPurchaseAmounts, lastBuyPriceRemoveThresholds } = + this.getQuoteAssets( + exchangeSymbols, + selectedSymbols, + configuration.buy.maxPurchaseAmounts, + configuration.buy.lastBuyPriceRemoveThresholds + ); configuration.buy.maxPurchaseAmounts = maxPurchaseAmounts; - configuration.buy.lastBuyPriceRemoveThresholds = lastBuyPriceRemoveThresholds; + configuration.buy.lastBuyPriceRemoveThresholds = + lastBuyPriceRemoveThresholds; this.setState({ availableSymbols, @@ -126,8 +131,8 @@ class SettingIcon extends React.Component { target.type === 'checkbox' ? target.checked : target.type === 'number' - ? +target.value - : target.value; + ? +target.value + : target.value; const stateKey = target.getAttribute('data-state-key'); const { configuration } = this.state; @@ -150,7 +155,10 @@ class SettingIcon extends React.Component { } handleLastBuyPriceRemoveThresholdChange(newLastBuyPriceRemoveThresholds) { - console.log('handleLastBuyPriceRemoveThresholdChange => ', newLastBuyPriceRemoveThresholds); + console.log( + 'handleLastBuyPriceRemoveThresholdChange => ', + newLastBuyPriceRemoveThresholds + ); const { configuration } = this.state; @@ -227,11 +235,13 @@ class SettingIcon extends React.Component { exchangeSymbols, selected, configuration.buy.maxPurchaseAmounts, - configuration.buy.lastBuyPriceRemoveThresholds, + configuration.buy.lastBuyPriceRemoveThresholds ); - configuration.buy.maxPurchaseAmounts = maxPurchaseAmounts; - configuration.buy.lastBuyPriceRemoveThresholds = lastBuyPriceRemoveThresholds; + configuration.buy.maxPurchaseAmounts = + maxPurchaseAmounts; + configuration.buy.lastBuyPriceRemoveThresholds = + lastBuyPriceRemoveThresholds; this.setState({ configuration, quoteAssets }); }} size='sm' @@ -403,8 +413,6 @@ class SettingIcon extends React.Component { - - Last Buy Price Remove Threshold for {quoteAsset}{' '} @@ -81,12 +94,11 @@ class SettingIconLastBuyPriceRemoveThreshold extends React.Component { Set the last buy threshold for symbols with quote asset " {quoteAsset}". The last buy threshold will be applied to the symbols which ends with "{quoteAsset}" if not - configured the symbol configuration. - - When price of coin drops below the threshold the bot will - remove the last buy price. If the bot didn't sell the coin, - you can manually add the last buy price. But if the price is - still below the threshold, it will remove it again! + configured the symbol configuration. When price of coin + drops below the threshold the bot will remove the last buy + price. If the bot didn't sell the coin, you can manually + add the last buy price. But if the price is still below + the threshold, it will remove it again! }> diff --git a/public/js/SymbolSettingIcon.js b/public/js/SymbolSettingIcon.js index 3c340b27..0f2c384d 100644 --- a/public/js/SymbolSettingIcon.js +++ b/public/js/SymbolSettingIcon.js @@ -72,8 +72,8 @@ class SymbolSettingIcon extends React.Component { target.type === 'checkbox' ? target.checked : target.type === 'number' - ? +target.value - : target.value; + ? +target.value + : target.value; const stateKey = target.getAttribute('data-state-key'); const { symbolConfiguration } = this.state; @@ -292,10 +292,12 @@ class SymbolSettingIcon extends React.Component { overlay={ - When price of coin drops below the threshold the bot will - remove the last buy price. If the bot didn't sell the coin, - you can manually add the last buy price. But if the price is - still below the threshold, it will remove it again! + When price of coin drops below the + threshold the bot will remove the last buy + price. If the bot didn't sell the coin, + you can manually add the last buy price. + But if the price is still below the + threshold, it will remove it again! }> @@ -314,7 +316,10 @@ class SymbolSettingIcon extends React.Component { min='0.0001' step='0.0001' data-state-key='buy.lastBuyPriceRemoveThreshold' - value={symbolConfiguration.buy.lastBuyPriceRemoveThreshold} + value={ + symbolConfiguration.buy + .lastBuyPriceRemoveThreshold + } onChange={this.handleInputChange} /> From 0fba006c1adbdc574c10b8966da4c213ae941278 Mon Sep 17 00:00:00 2001 From: Chris Lee Date: Mon, 5 Jul 2021 22:15:27 +1000 Subject: [PATCH 10/14] Updated Setting UI --- public/js/CoinWrapperSetting.js | 12 +- public/js/SettingIcon.js | 741 ++++++++++-------- .../SettingIconLastBuyPriceRemoveThreshold.js | 17 +- public/js/SymbolSettingIcon.js | 64 +- 4 files changed, 453 insertions(+), 381 deletions(-) diff --git a/public/js/CoinWrapperSetting.js b/public/js/CoinWrapperSetting.js index b52ee094..08659586 100644 --- a/public/js/CoinWrapperSetting.js +++ b/public/js/CoinWrapperSetting.js @@ -75,17 +75,19 @@ class CoinWrapperSetting extends React.Component {
- Last Buy Price Threshold: + Max purchase amount: - {symbolConfiguration.buy.lastBuyPriceRemoveThreshold}{' '} - {quoteAsset} + {symbolConfiguration.buy.maxPurchaseAmount} {quoteAsset}
- Max purchase amount: + + Remove last buy price under: + - {symbolConfiguration.buy.maxPurchaseAmount} {quoteAsset} + {symbolConfiguration.buy.lastBuyPriceRemoveThreshold}{' '} + {quoteAsset}
diff --git a/public/js/SettingIcon.js b/public/js/SettingIcon.js index 2104e49f..d3231447 100644 --- a/public/js/SettingIcon.js +++ b/public/js/SettingIcon.js @@ -367,14 +367,13 @@ class SettingIcon extends React.Component { variant='link' eventKey='0' className='p-0 fs-7 text-uppercase'> - Buy & Sell Configurations + Buy Configurations
-
-

Buy

+
@@ -412,7 +411,8 @@ class SettingIcon extends React.Component { - +
+
- +
+
- +
+
+
+
+
@@ -476,6 +481,8 @@ class SettingIcon extends React.Component { onChange={this.handleInputChange} /> +
+
@@ -515,7 +522,8 @@ class SettingIcon extends React.Component { onChange={this.handleInputChange} /> - +
+
@@ -556,8 +564,236 @@ class SettingIcon extends React.Component { />
-
-

Sell

+
+ + + + + + Buy Restriction with ATH (All Time High) + + + + +
+
+ + + + + ATH Buy Restriction Enabled{' '} + + + If enabled, the bot will + retrieve ATH (All Time High) + price of the coin based on the + interval/candle configuration. + If the buy trigger price is + higher than ATH buy restriction + price, which is calculated by + ATH Restriction price + percentage, the bot will not + place a buy order. The bot will + place an order when the trigger + price is lower than ATH buy + restriction price. + + + }> + + + + + +
+
+
+
+ + + Interval + + + Set candle interval for + calculating the ATH (All The High) + price. + + + }> + + + + + + + + + + + + + + + +
+
+ + + Limit + + + Set the number of candles to + retrieve for calculating the ATH + (All The High) price. + + + }> + + + + + +
+
+
+
+ + + Restriction price percentage{' '} + + + Set the percentage to calculate + restriction price. i.e. if set{' '} + 0.9 and the ATH(All + Time High) price $110 + , restriction price will be{' '} + $99 for stop limit + order. + + + }> + + + + + +
+
+ + + + + + + + + + + + + + Sell Configurations + + + + +
+
@@ -595,6 +831,8 @@ class SettingIcon extends React.Component { +
+
@@ -635,6 +873,8 @@ class SettingIcon extends React.Component { onChange={this.handleInputChange} /> +
+
@@ -674,6 +914,8 @@ class SettingIcon extends React.Component { onChange={this.handleInputChange} /> +
+
@@ -713,334 +955,163 @@ class SettingIcon extends React.Component { onChange={this.handleInputChange} /> -

Sell - Stop-Loss

- - - - - Stop-Loss Enabled{' '} - - - If enabled, the bot will sell the coin - when it reaches the configured amount of - the loss from the last buy price. You - can enable this feature to prevent the - loss more than expected. - - - }> - - - - - - - - Max loss percentage{' '} - - - Set maximum loss percentage for stop-loss. - i.e. if set 0.80, it means - you won't lose than -20% of - the last buy price. When you purchased the - coin at $100, the last price - will be set as $100. And then - when the current price reaches{' '} - $80, the bot will place the{' '} - market order to sell all - available balance. - - - }> - - - - - - - - Temporary disable for buying (minutes){' '} - - - Set for how long to disable buying in - minutes after placing a stop-loss order. - i.e. if set 360, the bot will - temporarily disable buying for 6 hours. - - - }> - - - - - -
-
- - - - - - - - - - ATH (All Time High) Buy Restriction - - - - -
-
- - - - - ATH Buy Restriction Enabled{' '} - - - If enabled, the bot will retrieve ATH - (All Time High) price of the coin based - on the interval/candle configuration. If - the buy trigger price is higher than ATH - buy restriction price, which is - calculated by ATH Restriction price - percentage, the bot will not place a buy - order. The bot will place an order when - the trigger price is lower than ATH buy - restriction price. - - - }> - - - - - -
-
-
-
- - - Interval - - - Set candle interval for calculating the - ATH (All The High) price. - - - }> - - - - - - - - - - - - - - - -
-
- - - Limit - - - Set the number of candles to retrieve for - calculating the ATH (All The High) price. - - - }> - - - - - -
-
-
-
- - - Restriction price percentage{' '} - - - Set the percentage to calculate - restriction price. i.e. if set{' '} - 0.9 and the ATH(All Time - High) price $110, restriction - price will be $99 for stop - limit order. - - - }> - - - - -
+ + + + + Sell Stop-Loss + + + + +
+
+ + + + + Stop-Loss Enabled{' '} + + + If enabled, the bot will sell + the coin when it reaches the + configured amount of the loss + from the last buy price. You can + enable this feature to prevent + the loss more than expected. + + + }> + + + + + + + + Max loss percentage{' '} + + + Set maximum loss percentage for + stop-loss. i.e. if set{' '} + 0.80, it means you + won't lose than -20%{' '} + of the last buy price. When you + purchased the coin at{' '} + $100, the last price + will be set as $100. + And then when the current price + reaches $80, the bot + will place the{' '} + market order to + sell all available balance. + + + }> + + + + + + + + Temporary disable for buying (minutes){' '} + + + Set for how long to disable buying + in minutes after placing a + stop-loss order. i.e. if set{' '} + 360, the bot will + temporarily disable buying for 6 + hours. + + + }> + + + + + +
+
+ + + + diff --git a/public/js/SettingIconLastBuyPriceRemoveThreshold.js b/public/js/SettingIconLastBuyPriceRemoveThreshold.js index 3c348f58..c2a1c823 100644 --- a/public/js/SettingIconLastBuyPriceRemoveThreshold.js +++ b/public/js/SettingIconLastBuyPriceRemoveThreshold.js @@ -82,7 +82,8 @@ class SettingIconLastBuyPriceRemoveThreshold extends React.Component { } className='mb-2'> - Last Buy Price Remove Threshold for {quoteAsset}{' '} + Remove last buy price for {quoteAsset} when the estimated value is + lower than{' '} - Set the last buy threshold for symbols with quote asset " - {quoteAsset}". The last buy threshold will be applied to - the symbols which ends with "{quoteAsset}" if not - configured the symbol configuration. When price of coin - drops below the threshold the bot will remove the last buy - price. If the bot didn't sell the coin, you can manually - add the last buy price. But if the price is still below - the threshold, it will remove it again! + Set the last buy price removal threshold for symbols with + quote asset "{quoteAsset}". When the estimated value drops + below the threshold, the bot will remove the last buy + price. The threshold will be applied to the symbols which + end with "{quoteAsset}" if not configured in the symbol + configuration. }> diff --git a/public/js/SymbolSettingIcon.js b/public/js/SymbolSettingIcon.js index 0f2c384d..bb0c2560 100644 --- a/public/js/SymbolSettingIcon.js +++ b/public/js/SymbolSettingIcon.js @@ -281,23 +281,24 @@ class SymbolSettingIcon extends React.Component { - Remove last buy when under{' '} + Maximum purchase amount{' '} + - When price of coin drops below the - threshold the bot will remove the last buy - price. If the bot didn't sell the coin, - you can manually add the last buy price. - But if the price is still below the - threshold, it will remove it again! + Set maximum purchase amount. i.e. if + account has 200 USDT and set as{' '} + 100, then when reach buy + price, it will only buy 100{' '} + worth of the coin. Note that the bot will + remove the last buy price if the coin is + less worth than $10. }> @@ -311,38 +312,33 @@ class SymbolSettingIcon extends React.Component { - Maximum purchase amount{' '} + Remove last buy price when the estimated value is + lower than{' '} + - Set maximum purchase amount. i.e. if - account has 200 USDT and set as{' '} - 100, then when reach buy - price, it will only buy 100{' '} - worth of the coin. Note that the bot will - remove the last buy price if the coin is - less worth than $10. + Set the last buy price removal threshold. + When the estimated value drops below the + threshold, the bot will remove the last + buy price. }> @@ -356,15 +352,19 @@ class SymbolSettingIcon extends React.Component { + From cb98a86c2e5bd5af76bf25e5ed92c309ec46b9b0 Mon Sep 17 00:00:00 2001 From: Chris Lee Date: Mon, 5 Jul 2021 22:37:27 +1000 Subject: [PATCH 11/14] Updated Setting UI --- public/js/SettingIcon.js | 330 ++++++++------- public/js/SymbolSettingIcon.js | 747 ++++++++++++++++++--------------- 2 files changed, 578 insertions(+), 499 deletions(-) diff --git a/public/js/SettingIcon.js b/public/js/SettingIcon.js index d3231447..debd2bfb 100644 --- a/public/js/SettingIcon.js +++ b/public/js/SettingIcon.js @@ -629,9 +629,7 @@ class SettingIcon extends React.Component {
-
-
-
+
@@ -679,7 +677,7 @@ class SettingIcon extends React.Component {
-
+
@@ -721,9 +719,7 @@ class SettingIcon extends React.Component { />
-
-
-
+
@@ -956,162 +952,172 @@ class SettingIcon extends React.Component { />
+
+ + + + + Sell Stop-Loss + + + + +
+
+ + + + + Stop-Loss Enabled{' '} + + + If enabled, the bot will + sell the coin when it + reaches the configured + amount of the loss from the + last buy price. You can + enable this feature to + prevent the loss more than + expected. + + + }> + + + + + +
+
+ + + Max loss percentage{' '} + + + Set maximum loss percentage + for stop-loss. i.e. if set{' '} + 0.80, it means + you won't lose than{' '} + -20% of the last + buy price. When you purchased + the coin at $100, + the last price will be set as{' '} + $100. And then + when the current price reaches{' '} + $80, the bot will + place the{' '} + market order{' '} + to sell all available balance. + + + }> + + + + + +
+
+ + + Temporary disable for buying (minutes){' '} + + + Set for how long to disable + buying in minutes after + placing a stop-loss order. + i.e. if set 360, + the bot will temporarily + disable buying for 6 hours. + + + }> + + + + + +
+
+ + + + +
- - - - - Sell Stop-Loss - - - - -
-
- - - - - Stop-Loss Enabled{' '} - - - If enabled, the bot will sell - the coin when it reaches the - configured amount of the loss - from the last buy price. You can - enable this feature to prevent - the loss more than expected. - - - }> - - - - - - - - Max loss percentage{' '} - - - Set maximum loss percentage for - stop-loss. i.e. if set{' '} - 0.80, it means you - won't lose than -20%{' '} - of the last buy price. When you - purchased the coin at{' '} - $100, the last price - will be set as $100. - And then when the current price - reaches $80, the bot - will place the{' '} - market order to - sell all available balance. - - - }> - - - - - - - - Temporary disable for buying (minutes){' '} - - - Set for how long to disable buying - in minutes after placing a - stop-loss order. i.e. if set{' '} - 360, the bot will - temporarily disable buying for 6 - hours. - - - }> - - - - - -
-
- - - - diff --git a/public/js/SymbolSettingIcon.js b/public/js/SymbolSettingIcon.js index bb0c2560..966d2645 100644 --- a/public/js/SymbolSettingIcon.js +++ b/public/js/SymbolSettingIcon.js @@ -234,13 +234,13 @@ class SymbolSettingIcon extends React.Component { variant='link' eventKey='0' className='p-0 fs-7 text-uppercase'> - Buy & Sell Configurations + Buy Configurations
-
+

Buy

- +
+
@@ -321,7 +322,8 @@ class SymbolSettingIcon extends React.Component { onChange={this.handleInputChange} /> - +
+
@@ -364,7 +366,11 @@ class SymbolSettingIcon extends React.Component { onChange={this.handleInputChange} /> - +
+
+
+
+
@@ -408,6 +414,8 @@ class SymbolSettingIcon extends React.Component { onChange={this.handleInputChange} /> +
+
@@ -447,7 +455,8 @@ class SymbolSettingIcon extends React.Component { onChange={this.handleInputChange} /> - +
+
@@ -488,8 +497,233 @@ class SymbolSettingIcon extends React.Component { />
-
-

Sell

+
+ + + + + + Buy Restriction with ATH (All Time High) + + + + +
+
+ + + + + ATH Buy Restriction Enabled{' '} + + + If enabled, the bot will + retrieve ATH (All Time High) + price of the coin based on the + interval/candle configuration. + If the buy trigger price is + higher than ATH buy restriction + price, which is calculated by + ATH Restriction price + percentage, the bot will not + place a buy order. The bot will + place an order when the trigger + price is lower than ATH buy + restriction price. + + + }> + + + + + +
+ +
+ + + Interval + + + Set candle interval for + calculating the ATH (All The High) + price. + + + }> + + + + + + + + + + + + + + + +
+
+ + + Limit + + + Set the number of candles to + retrieve for calculating the ATH + (All The High) price. + + + }> + + + + + +
+
+ + + Restriction price percentage{' '} + + + Set the percentage to calculate + restriction price. i.e. if set{' '} + 0.9 and the ATH(All + Time High) price $110 + , restriction price will be{' '} + $99 for stop limit + order. + + + }> + + + + + +
+
+ + + + + + + + + + + + + + Sell Configurations + + + + +
+
@@ -527,6 +761,8 @@ class SymbolSettingIcon extends React.Component { +
+
@@ -567,6 +803,8 @@ class SymbolSettingIcon extends React.Component { onChange={this.handleInputChange} /> +
+
@@ -606,6 +844,8 @@ class SymbolSettingIcon extends React.Component { onChange={this.handleInputChange} /> +
+
@@ -645,338 +885,171 @@ class SymbolSettingIcon extends React.Component { onChange={this.handleInputChange} /> -

Sell - Stop-Loss

- - - - - Stop-Loss Enabled{' '} - - - If enabled, the bot will sell the coin - when it reaches the configured amount of - the loss from the last buy price. You - can enable this feature to prevent the - loss more than expected. - - - }> - - - - - - - - Max loss percentage{' '} - - - Set maximum loss percentage for stop-loss. - i.e. if set 0.80, it means - you won't lose than -20% of - the last buy price. When you purchased the - coin at $100, the last price - will be set as $100. And then - when the current price reaches{' '} - $80, the bot will place the{' '} - market order to sell all - available balance. - - - }> - - - - - - - - Temporary disable for buying (minutes){' '} - - - Set for how long to disable buying in - minutes after placing a stop-loss order. - i.e. if set 360, the bot will - temporarily disable buying for 6 hours. - - - }> - - - - -
-
- - - - - - - - - - ATH (All Time High) Buy Restriction - - - - -
-
- - - - - ATH Buy Restriction Enabled{' '} - - - If enabled, the bot will retrieve ATH - (All Time High) price of the coin based - on the interval/candle configuration. If - the buy trigger price is higher than ATH - buy restriction price, which is - calculated by ATH Restriction price - percentage, the bot will not place a buy - order. The bot will place an order when - the trigger price is lower than ATH buy - restriction price. - - - }> - - - - - -
-
- -
-
- - - Interval - - - Set candle interval for calculating the - ATH (All The High) price. - - - }> - - - - - - - - - - - - - - - -
-
- - - Limit - - - Set the number of candles to retrieve for - calculating the ATH (All The High) price. - - - }> - - - - - -
-
-
- - - Restriction price percentage{' '} - - - Set the percentage to calculate - restriction price. i.e. if set{' '} - 0.9 and the ATH(All Time - High) price $110, restriction - price will be $99 for stop - limit order. - - - }> - - - - - + eventKey='0' + className='p-0 fs-7 text-uppercase'> + Sell Stop-Loss + + + + +
+
+ + + + + Stop-Loss Enabled{' '} + + + If enabled, the bot will + sell the coin when it + reaches the configured + amount of the loss from the + last buy price. You can + enable this feature to + prevent the loss more than + expected. + + + }> + + + + + +
+
+ + + Max loss percentage{' '} + + + Set maximum loss percentage + for stop-loss. i.e. if set{' '} + 0.80, it means + you won't lose than{' '} + -20% of the last + buy price. When you purchased + the coin at $100, + the last price will be set as{' '} + $100. And then + when the current price reaches{' '} + $80, the bot will + place the{' '} + market order{' '} + to sell all available balance. + + + }> + + + + + +
+
+ + + Temporary disable for buying (minutes){' '} + + + Set for how long to disable + buying in minutes after + placing a stop-loss order. + i.e. if set 360, + the bot will temporarily + disable buying for 6 hours. + + + }> + + + + + +
+
+ + + +
From 6316a870111cc3434dd6803b69955bf1a343ca26 Mon Sep 17 00:00:00 2001 From: Chris Lee Date: Mon, 5 Jul 2021 22:38:12 +1000 Subject: [PATCH 12/14] Fixed lint --- app/cronjob/trailingTradeHelper/configuration.js | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/app/cronjob/trailingTradeHelper/configuration.js b/app/cronjob/trailingTradeHelper/configuration.js index 77eb7040..4fddb8a7 100644 --- a/app/cronjob/trailingTradeHelper/configuration.js +++ b/app/cronjob/trailingTradeHelper/configuration.js @@ -222,7 +222,8 @@ const getLastBuyPriceRemoveThreshold = async ( let newBuyLastBuyPriceRemoveThreshold = -1; - // If old last buy price remove threshold is -1, then should calculate last buy price remove threshold based on the notional amount. + // If old last buy price remove threshold is -1, + // then should calculate last buy price remove threshold based on the notional amount. const cachedSymbolInfo = JSON.parse( await cache.hget('trailing-trade-symbols', `${symbol}-symbol-info`) From 7619a48a3bf1cd2e4f6e9c31307daa68569c12c2 Mon Sep 17 00:00:00 2001 From: Chris Lee Date: Tue, 6 Jul 2021 21:25:01 +1000 Subject: [PATCH 13/14] Added tests --- .../__tests__/remove-last-buy-price.test.js | 179 +++++++++++---- .../trailingTrade/step/determine-action.js | 6 +- .../step/remove-last-buy-price.js | 2 +- .../__tests__/configuration.test.js | 204 ++++++++++++++++-- .../__tests__/fixtures/latest-stats.json | 10 + .../handlers/__tests__/setting-update.test.js | 24 ++- config/default.json | 4 +- 7 files changed, 352 insertions(+), 77 deletions(-) diff --git a/app/cronjob/trailingTrade/step/__tests__/remove-last-buy-price.test.js b/app/cronjob/trailingTrade/step/__tests__/remove-last-buy-price.test.js index 11443013..7547431d 100644 --- a/app/cronjob/trailingTrade/step/__tests__/remove-last-buy-price.test.js +++ b/app/cronjob/trailingTrade/step/__tests__/remove-last-buy-price.test.js @@ -52,6 +52,9 @@ describe('remove-last-buy-price.js', () => { action: 'not-determined', isLocked: true, symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } + }, symbolInfo: { filterLotSize: { stepSize: '0.01000000', @@ -98,6 +101,9 @@ describe('remove-last-buy-price.js', () => { action: 'buy', isLocked: false, symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } + }, symbolInfo: { filterLotSize: { stepSize: '0.01000000', @@ -150,6 +156,9 @@ describe('remove-last-buy-price.js', () => { action: 'not-determined', isLocked: false, symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } + }, symbolInfo: { filterLotSize: { stepSize: '0.01000000', @@ -196,6 +205,9 @@ describe('remove-last-buy-price.js', () => { action: 'not-determined', isLocked: false, symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } + }, symbolInfo: { filterLotSize: { stepSize: '0.01000000', @@ -242,6 +254,9 @@ describe('remove-last-buy-price.js', () => { action: 'not-determined', isLocked: false, symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } + }, symbolInfo: { filterLotSize: { stepSize: '0.01000000', @@ -304,6 +319,9 @@ describe('remove-last-buy-price.js', () => { action: 'not-determined', isLocked: false, symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } + }, symbolInfo: { filterLotSize: { stepSize: '0.01000000', @@ -357,6 +375,9 @@ describe('remove-last-buy-price.js', () => { action: 'not-determined', isLocked: false, symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } + }, symbolInfo: { filterLotSize: { stepSize: '0.01000000', @@ -405,6 +426,9 @@ describe('remove-last-buy-price.js', () => { action: 'not-determined', isLocked: false, symbol: 'ALPHABTC', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 0.0001 } + }, symbolInfo: { filterLotSize: { stepSize: '1.00000000', @@ -467,6 +491,9 @@ describe('remove-last-buy-price.js', () => { action: 'not-determined', isLocked: false, symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } + }, symbolInfo: { filterLotSize: { stepSize: '0.01000000', @@ -537,6 +564,9 @@ describe('remove-last-buy-price.js', () => { action: 'not-determined', isLocked: false, symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } + }, symbolInfo: { filterLotSize: { stepSize: '0.01000000', @@ -570,62 +600,118 @@ describe('remove-last-buy-price.js', () => { }); describe('when cannot find open orders', () => { - beforeEach(async () => { - jest.mock('../../../trailingTradeHelper/common', () => ({ - getAndCacheOpenOrdersForSymbol: mockGetAndCacheOpenOrdersForSymbol, - isActionDisabled: mockIsActionDisabled, - getAPILimit: mockGetAPILimit - })); + describe('last buy price remove threshold is same as minimum notional', () => { + beforeEach(async () => { + jest.mock('../../../trailingTradeHelper/common', () => ({ + getAndCacheOpenOrdersForSymbol: + mockGetAndCacheOpenOrdersForSymbol, + isActionDisabled: mockIsActionDisabled, + getAPILimit: mockGetAPILimit + })); - const step = require('../remove-last-buy-price'); + const step = require('../remove-last-buy-price'); - rawData = { - action: 'not-determined', - isLocked: false, - symbol: 'BTCUPUSDT', - symbolInfo: { - filterLotSize: { - stepSize: '0.01000000', - minQty: '0.01000000' + rawData = { + action: 'not-determined', + isLocked: false, + symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } }, - filterMinNotional: { - minNotional: '10.00000000' + symbolInfo: { + filterLotSize: { + stepSize: '0.01000000', + minQty: '0.01000000' + }, + filterMinNotional: { + minNotional: '10.00000000' + } + }, + openOrders: [], + baseAssetBalance: { + free: 0, + locked: 0.04 + }, + sell: { + currentPrice: 200, + lastBuyPrice: 160 } - }, - openOrders: [], - baseAssetBalance: { - free: 0, - locked: 0.04 - }, - sell: { - currentPrice: 200, - lastBuyPrice: 160 - } - }; + }; - result = await step.execute(loggerMock, rawData); - }); + result = await step.execute(loggerMock, rawData); + }); - it('triggers mongo.deleteOne', () => { - expect(mongoMock.deleteOne).toHaveBeenCalledWith( - loggerMock, - 'trailing-trade-symbols', - { key: 'BTCUPUSDT-last-buy-price' } - ); + it('triggers mongo.deleteOne', () => { + expect(mongoMock.deleteOne).toHaveBeenCalledWith( + loggerMock, + 'trailing-trade-symbols', + { key: 'BTCUPUSDT-last-buy-price' } + ); + }); + + it('returns expected data', () => { + expect(result).toStrictEqual({ + ...rawData, + ...{ + sell: { + currentPrice: 200, + lastBuyPrice: 160, + processMessage: + 'Balance is less than the last buy price remove threshold. Delete last buy price.', + updatedAt: expect.any(Object) + } + } + }); + }); }); - it('returns expected data', () => { - expect(result).toStrictEqual({ - ...rawData, - ...{ + describe('last buy price remove threshold is less than minimum notional', () => { + beforeEach(async () => { + jest.mock('../../../trailingTradeHelper/common', () => ({ + getAndCacheOpenOrdersForSymbol: + mockGetAndCacheOpenOrdersForSymbol, + isActionDisabled: mockIsActionDisabled, + getAPILimit: mockGetAPILimit + })); + + const step = require('../remove-last-buy-price'); + + rawData = { + action: 'not-determined', + isLocked: false, + symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 5 } + }, + symbolInfo: { + filterLotSize: { + stepSize: '0.01000000', + minQty: '0.01000000' + }, + filterMinNotional: { + minNotional: '10.00000000' + } + }, + openOrders: [], + baseAssetBalance: { + free: 0, + locked: 0.04 + }, sell: { currentPrice: 200, - lastBuyPrice: 160, - processMessage: - 'Balance is less than the notional value. Delete last buy price.', - updatedAt: expect.any(Object) + lastBuyPrice: 160 } - } + }; + + result = await step.execute(loggerMock, rawData); + }); + + it('does not trigger mongo.deleteOne', () => { + expect(mongoMock.deleteOne).not.toHaveBeenCalled(); + }); + + it('returns expected data', () => { + expect(result).toStrictEqual(rawData); }); }); }); @@ -645,6 +731,9 @@ describe('remove-last-buy-price.js', () => { action: 'not-determined', isLocked: false, symbol: 'BTCUPUSDT', + symbolConfiguration: { + buy: { lastBuyPriceRemoveThreshold: 10 } + }, symbolInfo: { filterLotSize: { stepSize: '0.01000000', diff --git a/app/cronjob/trailingTrade/step/determine-action.js b/app/cronjob/trailingTrade/step/determine-action.js index cd6738f0..8647d1d0 100644 --- a/app/cronjob/trailingTrade/step/determine-action.js +++ b/app/cronjob/trailingTrade/step/determine-action.js @@ -90,17 +90,13 @@ const canSell = data => { symbolInfo: { filterMinNotional: { minNotional } }, - symbolConfiguration: { - buy: { lastBuyPriceRemoveThreshold } - }, baseAssetBalance: { total: baseAssetTotalBalance }, sell: { currentPrice: sellCurrentPrice, lastBuyPrice } } = data; return ( lastBuyPrice > 0 && - baseAssetTotalBalance * sellCurrentPrice > parseFloat(minNotional) && - baseAssetTotalBalance * sellCurrentPrice > lastBuyPriceRemoveThreshold + baseAssetTotalBalance * sellCurrentPrice > parseFloat(minNotional) ); }; diff --git a/app/cronjob/trailingTrade/step/remove-last-buy-price.js b/app/cronjob/trailingTrade/step/remove-last-buy-price.js index c08acb56..297cb922 100644 --- a/app/cronjob/trailingTrade/step/remove-last-buy-price.js +++ b/app/cronjob/trailingTrade/step/remove-last-buy-price.js @@ -181,7 +181,7 @@ const execute = async (logger, rawData) => { } processMessage = - 'Balance is less than the notional value. Delete last buy price.'; + 'Balance is less than the last buy price remove threshold. Delete last buy price.'; logger.error({ baseAssetQuantity }, processMessage); diff --git a/app/cronjob/trailingTradeHelper/__tests__/configuration.test.js b/app/cronjob/trailingTradeHelper/__tests__/configuration.test.js index ec97b1f9..4d19e854 100644 --- a/app/cronjob/trailingTradeHelper/__tests__/configuration.test.js +++ b/app/cronjob/trailingTradeHelper/__tests__/configuration.test.js @@ -346,6 +346,7 @@ describe('configuration.js', () => { cache.hget = jest.fn().mockResolvedValue( JSON.stringify({ + quoteAsset: 'USDT', filterMinNotional: { minNotional: '10.00000000' } @@ -368,9 +369,21 @@ describe('configuration.js', () => { maxPurchaseAmounts: { USDT: 100 }, + lastBuyPriceRemoveThreshold: -1, + lastBuyPriceRemoveThresholds: { + USDT: 10 + }, triggerPercentage: 1.0, stopPercentage: 1.02, - limitPercentage: 1.021 + limitPercentage: 1.021, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: true, @@ -387,6 +400,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 20, checkManualBuyOrderPeriod: 5, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 1 } }; @@ -418,9 +432,23 @@ describe('configuration.js', () => { BTC: 0.001, BUSD: 100 }, + lastBuyPriceRemoveThreshold: -1, + lastBuyPriceRemoveThresholds: { + USDT: 5, + BTC: 0.00005, + BUSD: 5 + }, triggerPercentage: 1.05, stopPercentage: 1.05, - limitPercentage: 1.051 + limitPercentage: 1.051, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: false, @@ -437,6 +465,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 10, checkManualBuyOrderPeriod: 10, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 3 } }; @@ -454,6 +483,7 @@ describe('configuration.js', () => { buy: { enabled: true, maxPurchaseAmount: 150, + lastBuyPriceRemoveThreshold: 4, triggerPercentage: 1.04, stopPercentage: 1.04, limitPercentage: 1.041 @@ -496,9 +526,23 @@ describe('configuration.js', () => { enabled: false, maxPurchaseAmount: -1, maxPurchaseAmounts: { USDT: 100, BTC: 0.001, BUSD: 100 }, + lastBuyPriceRemoveThreshold: -1, + lastBuyPriceRemoveThresholds: { + USDT: 5, + BTC: 0.00005, + BUSD: 5 + }, triggerPercentage: 1.05, stopPercentage: 1.05, - limitPercentage: 1.051 + limitPercentage: 1.051, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: false, @@ -515,6 +559,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 10, checkManualBuyOrderPeriod: 10, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 3 } }); @@ -566,9 +611,21 @@ describe('configuration.js', () => { maxPurchaseAmounts: { USDT: 100 }, + lastBuyPriceRemoveThreshold: -1, + lastBuyPriceRemoveThresholds: { + USDT: 10 + }, triggerPercentage: 1, stopPercentage: 1.02, - limitPercentage: 1.021 + limitPercentage: 1.021, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: true, @@ -585,6 +642,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 20, checkManualBuyOrderPeriod: 5, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 1 } } @@ -600,9 +658,18 @@ describe('configuration.js', () => { buy: { enabled: true, maxPurchaseAmount: 100, + lastBuyPriceRemoveThreshold: 10, triggerPercentage: 1, stopPercentage: 1.02, - limitPercentage: 1.021 + limitPercentage: 1.021, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: true, @@ -619,6 +686,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 20, checkManualBuyOrderPeriod: 5, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 1 } }); @@ -648,9 +716,23 @@ describe('configuration.js', () => { BTC: 0.001, BUSD: 100 }, + lastBuyPriceRemoveThreshold: -1, + lastBuyPriceRemoveThresholds: { + USDT: 5, + BTC: 0.0004, + BUSD: 3 + }, triggerPercentage: 1.05, stopPercentage: 1.05, - limitPercentage: 1.051 + limitPercentage: 1.051, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: false, @@ -667,6 +749,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 10, checkManualBuyOrderPeriod: 10, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 3 } }; @@ -694,9 +777,18 @@ describe('configuration.js', () => { buy: { enabled: false, maxPurchaseAmount: 100, + lastBuyPriceRemoveThreshold: 5, triggerPercentage: 1.05, stopPercentage: 1.05, - limitPercentage: 1.051 + limitPercentage: 1.051, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: false, @@ -713,6 +805,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 10, checkManualBuyOrderPeriod: 10, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 3 } }); @@ -720,7 +813,7 @@ describe('configuration.js', () => { }); describe('when found global/symbol configuration', () => { - describe('when symbol configuration buy max purchase amount is not -1', () => { + describe('when symbol configuration buy max purchase amount/last buy price remove threshold are not -1', () => { beforeEach(async () => { mongo.findOne = jest.fn((_logger, collection, filter) => { if ( @@ -743,9 +836,23 @@ describe('configuration.js', () => { BTC: 0.001, BUSD: 100 }, + lastBuyPriceRemoveThreshold: -1, + lastBuyPriceRemoveThresholds: { + USDT: 4, + BTC: 0.0008, + BUSD: 5 + }, triggerPercentage: 1.05, stopPercentage: 1.05, - limitPercentage: 1.051 + limitPercentage: 1.051, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: false, @@ -762,6 +869,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 10, checkManualBuyOrderPeriod: 10, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 3 } }; @@ -780,9 +888,18 @@ describe('configuration.js', () => { buy: { enabled: true, maxPurchaseAmount: 150, + lastBuyPriceRemoveThreshold: 8, triggerPercentage: 1.04, stopPercentage: 1.04, - limitPercentage: 1.041 + limitPercentage: 1.041, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: true, @@ -822,9 +939,18 @@ describe('configuration.js', () => { buy: { enabled: true, maxPurchaseAmount: 150, + lastBuyPriceRemoveThreshold: 8, triggerPercentage: 1.04, stopPercentage: 1.04, - limitPercentage: 1.041 + limitPercentage: 1.041, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: true, @@ -841,13 +967,14 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 10, checkManualBuyOrderPeriod: 10, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 3 } }); }); }); - describe('when global configuration buy max purchase amount is not -1', () => { + describe('when global configuration buy max purchase amount/last buy price moreve threshold are not -1', () => { beforeEach(async () => { cache.hget = jest.fn().mockResolvedValue( JSON.stringify({ @@ -878,9 +1005,23 @@ describe('configuration.js', () => { BTC: 0.001, BUSD: 100 }, + lastBuyPriceRemoveThreshold: 7, + lastBuyPriceRemoveThresholds: { + USDT: 5, + BTC: 0.0004, + BUSD: 4 + }, triggerPercentage: 1.05, stopPercentage: 1.05, - limitPercentage: 1.051 + limitPercentage: 1.051, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: false, @@ -897,6 +1038,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 10, checkManualBuyOrderPeriod: 10, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 3 } }; @@ -948,9 +1090,18 @@ describe('configuration.js', () => { buy: { enabled: true, maxPurchaseAmount: 50, + lastBuyPriceRemoveThreshold: 7, triggerPercentage: 1.04, stopPercentage: 1.04, - limitPercentage: 1.041 + limitPercentage: 1.041, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: true, @@ -967,6 +1118,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 10, checkManualBuyOrderPeriod: 10, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 3 } }); @@ -1023,9 +1175,18 @@ describe('configuration.js', () => { buy: { enabled: false, maxPurchaseAmount: 80, + lastBuyPriceRemoveThreshold: 10, triggerPercentage: 1, stopPercentage: 1.02, - limitPercentage: 1.021 + limitPercentage: 1.021, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: false, @@ -1045,6 +1206,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 20, checkManualBuyOrderPeriod: 5, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 1 } }); @@ -1094,9 +1256,18 @@ describe('configuration.js', () => { buy: { enabled: false, maxPurchaseAmount: -1, + lastBuyPriceRemoveThreshold: -1, triggerPercentage: 1, stopPercentage: 1.02, - limitPercentage: 1.021 + limitPercentage: 1.021, + athRestriction: { + enabled: true, + candles: { + interval: '1d', + limit: 30 + }, + restrictionPercentage: 0.9 + } }, sell: { enabled: false, @@ -1113,6 +1284,7 @@ describe('configuration.js', () => { system: { temporaryDisableActionAfterConfirmingOrder: 20, checkManualBuyOrderPeriod: 5, + placeManualOrderInterval: 5, refreshAccountInfoPeriod: 1 } }); diff --git a/app/frontend/websocket/handlers/__tests__/fixtures/latest-stats.json b/app/frontend/websocket/handlers/__tests__/fixtures/latest-stats.json index 255d741d..a10489c3 100644 --- a/app/frontend/websocket/handlers/__tests__/fixtures/latest-stats.json +++ b/app/frontend/websocket/handlers/__tests__/fixtures/latest-stats.json @@ -23,6 +23,8 @@ "enabled": true, "maxPurchaseAmount": -1, "maxPurchaseAmounts": {}, + "lastBuyPriceRemoveThreshold": -1, + "lastBuyPriceRemoveThresholds": {}, "triggerPercentage": 1, "stopPercentage": 1.02, "limitPercentage": 1.021, @@ -64,6 +66,8 @@ "enabled": true, "maxPurchaseAmount": -1, "maxPurchaseAmounts": {}, + "lastBuyPriceRemoveThreshold": -1, + "lastBuyPriceRemoveThresholds": {}, "triggerPercentage": 1, "stopPercentage": 1.02, "limitPercentage": 1.021, @@ -137,6 +141,8 @@ "enabled": true, "maxPurchaseAmount": -1, "maxPurchaseAmounts": {}, + "lastBuyPriceRemoveThreshold": -1, + "lastBuyPriceRemoveThresholds": {}, "triggerPercentage": 1, "stopPercentage": 1.02, "limitPercentage": 1.021, @@ -176,6 +182,7 @@ "buy": { "enabled": true, "maxPurchaseAmount": 100, + "lastBuyPriceRemoveThreshold": 10, "triggerPercentage": 1, "stopPercentage": 1.02, "limitPercentage": 1.021, @@ -347,6 +354,8 @@ "enabled": true, "maxPurchaseAmount": -1, "maxPurchaseAmounts": {}, + "lastBuyPriceRemoveThreshold": -1, + "lastBuyPriceRemoveThresholds": {}, "triggerPercentage": 1, "stopPercentage": 1.02, "limitPercentage": 1.021, @@ -386,6 +395,7 @@ "buy": { "enabled": true, "maxPurchaseAmount": 100, + "lastBuyPriceRemoveThreshold": 10, "triggerPercentage": 1, "stopPercentage": 1.02, "limitPercentage": 1.021, diff --git a/app/frontend/websocket/handlers/__tests__/setting-update.test.js b/app/frontend/websocket/handlers/__tests__/setting-update.test.js index dfd59a7b..f7eb298d 100644 --- a/app/frontend/websocket/handlers/__tests__/setting-update.test.js +++ b/app/frontend/websocket/handlers/__tests__/setting-update.test.js @@ -80,7 +80,8 @@ describe('setting-update.test.js', () => { }, buy: { enabled: true, - maxPurchaseAmount: 100 + maxPurchaseAmount: 100, + lastBuyPriceRemoveThreshold: 10 }, sell: { enabled: true, @@ -105,7 +106,8 @@ describe('setting-update.test.js', () => { }, buy: { enabled: true, - maxPurchaseAmount: 150 + maxPurchaseAmount: 150, + lastBuyPriceRemoveThreshold: 10 }, sell: { enabled: true, @@ -131,7 +133,8 @@ describe('setting-update.test.js', () => { }, buy: { enabled: true, - maxPurchaseAmount: -1 + maxPurchaseAmount: -1, + lastBuyPriceRemoveThreshold: -1 }, sell: { enabled: true, @@ -166,7 +169,8 @@ describe('setting-update.test.js', () => { candles: { interval: '1h', limit: '100' }, buy: { enabled: true, - maxPurchaseAmount: -1 + maxPurchaseAmount: -1, + lastBuyPriceRemoveThreshold: -1 }, sell: { enabled: true, @@ -197,7 +201,8 @@ describe('setting-update.test.js', () => { }, buy: { enabled: true, - maxPurchaseAmount: 100 + maxPurchaseAmount: 100, + lastBuyPriceRemoveThreshold: 10 }, sell: { enabled: true, @@ -222,7 +227,8 @@ describe('setting-update.test.js', () => { }, buy: { enabled: true, - maxPurchaseAmount: 150 + maxPurchaseAmount: 150, + lastBuyPriceRemoveThreshold: 10 }, sell: { enabled: true, @@ -248,7 +254,8 @@ describe('setting-update.test.js', () => { }, buy: { enabled: true, - maxPurchaseAmount: -1 + maxPurchaseAmount: -1, + lastBuyPriceRemoveThreshold: -1 }, sell: { enabled: true, @@ -290,7 +297,8 @@ describe('setting-update.test.js', () => { candles: { interval: '1h', limit: '100' }, buy: { enabled: true, - maxPurchaseAmount: -1 + maxPurchaseAmount: -1, + lastBuyPriceRemoveThreshold: -1 }, sell: { enabled: true, diff --git a/config/default.json b/config/default.json index c644d8f0..41b86567 100644 --- a/config/default.json +++ b/config/default.json @@ -50,10 +50,10 @@ }, "buy": { "enabled": true, - "lastBuyPriceRemoveThreshold": -1, - "lastBuyPriceRemoveThresholds": {}, "maxPurchaseAmount": -1, "maxPurchaseAmounts": {}, + "lastBuyPriceRemoveThreshold": -1, + "lastBuyPriceRemoveThresholds": {}, "triggerPercentage": 1.0, "stopPercentage": 1.02, "limitPercentage": 1.021, From 36619c159b2a4e366c6fd531c33c23254757ab7a Mon Sep 17 00:00:00 2001 From: Chris Lee Date: Tue, 6 Jul 2021 21:28:18 +1000 Subject: [PATCH 14/14] Updated CHANGELOG.md --- CHANGELOG.md | 1 + 1 file changed, 1 insertion(+) diff --git a/CHANGELOG.md b/CHANGELOG.md index 91e432af..c6773aef 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -5,6 +5,7 @@ All notable changes to this project will be documented in this file. ## Unreleased - Support ATH buy restriction by [@habibalkhabbaz](https://github.com/habibalkhabbaz) - [#82](https://github.com/chrisleekr/binance-trading-bot/issues/82) +- Support last buy price removing threshold by [@pedrohusky](https://github.com/pedrohusky) - [#190](https://github.com/chrisleekr/binance-trading-bot/issues/190) ## [0.0.71] - 2021-06-14