feat: Customise the last buy price removing threshold

.gitignore

@@ -25,3 +25,5 @@ data
 log
 
 .env
+.vs
+.vscode

app/cronjob/trailingTrade/step/remove-last-buy-price.js

@@ -6,6 +6,7 @@ const {
   getAPILimit,
   isActionDisabled
 } = require('../../trailingTradeHelper/common');
+const { getConfiguration } = require('../../trailingTradeHelper/configuration');
 
 /**
  * Retrieve last buy order from cache
@@ -14,6 +15,7 @@ const {
  * @param {*} symbol
  * @returns
  */
+
 const getLastBuyOrder = async (logger, symbol) => {
   const cachedLastBuyOrder =
     JSON.parse(await cache.get(`${symbol}-last-buy-order`)) || {};
@@ -169,15 +171,20 @@ const execute = async (logger, rawData) => {
     return data;
   }
 
-  if (baseAssetQuantity * currentPrice < parseFloat(minNotional)) {
+  //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 =
+		 processMessage =
       'Balance is less than the notional value. Delete last buy price.';
 
     logger.error({ baseAssetQuantity }, processMessage);

app/cronjob/trailingTradeHelper/configuration.js

@@ -202,6 +202,74 @@ const getMaxPurchaseAmount = async (
 
   return newBuyMaxPurchaseAmount;
 };
+
+const getLastBuyPriceRemoveThreshold = async (
+  logger,
+  symbol,
+  globalConfiguration,
+  symbolConfiguration
+) => {
+  const symbolBuyLastBuyPriceRemoveThreshold = _.get(
+    symbolConfiguration,
+    'buy.lastBuyPriceRemoveThreshold',
+    -1
+  );
+
+    if (symbolBuyLastBuyPriceRemoveThreshold !== -1) {
+    logger.info(
+        { symbolBuyLastBuyPriceRemoveThreshold },
+      'Last buy threshold is found from symbol configuration.'
+    );
+        return symbolBuyLastBuyPriceRemoveThreshold;
+  }
+
+  logger.info(
+      { symbolBuyLastBuyPriceRemoveThreshold },
+    'Last Buy Threshold is set as 10. 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.'
+        );
+    }
+
+  return newBuyLastBuyPriceRemoveThreshold;
+};
 /**
  * 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.lastBuyPriceRemoveThreshold',
+        await getLastBuyPriceRemoveThreshold(
+        logger,
+        symbol,
+        globalConfigValue,
+        symbolConfigValue
+      )
+    );
+
+      // For symbol configuration, remove maxPurchaseAmounts
+      _.unset(mergedConfigValue, 'buy.maxPurchaseAmounts');
+      _.unset(mergedConfigValue, 'buy.lastBuyPriceRemoveThresholds');
   }
 
   // Merge global and symbol configuration

config/default.json

@@ -50,6 +50,8 @@
       },
       "buy": {
         "enabled": true,
+        "lastBuyPriceRemoveThreshold": -1,
+        "lastBuyPriceRemoveThresholds": {},
         "maxPurchaseAmount": -1,
         "maxPurchaseAmounts": {},
         "triggerPercentage": 1.0,

public/index.html

@@ -118,6 +118,10 @@
       type="text/babel"
       src="./js/SettingIconMaxPurchaseAmount.js"
     ></script>
+    <script
+      type="text/babel"
+      src="./js/SettingIconLastBuyPriceRemoveThreshold.js"
+    ></script>
     <script type="text/babel" src="./js/SettingIcon.js"></script>
     <script type="text/babel" src="./js/AccountWrapperAsset.js"></script>
     <script type="text/babel" src="./js/AccountWrapper.js"></script>

public/js/SettingIcon.js

@@ -26,9 +26,12 @@ class SettingIcon extends React.Component {
     this.handleMaxPurchaeAmountChange = this.handleMaxPurchaeAmountChange.bind(
       this
     );
+    this.handleLastBuyPriceRemoveThresholdChange = this.handleLastBuyPriceRemoveThresholdChange.bind(
+      this
+    );
   }
 
-  getQuoteAssets(exchangeSymbols, selectedSymbols, maxPurchaseAmounts) {
+  getQuoteAssets(exchangeSymbols, selectedSymbols, maxPurchaseAmounts, lastBuyPriceRemoveThresholds) {
     const quoteAssets = [];
 
     selectedSymbols.forEach(symbol => {
@@ -43,9 +46,12 @@ class SettingIcon extends React.Component {
       if (maxPurchaseAmounts[quoteAsset] === undefined) {
         maxPurchaseAmounts[quoteAsset] = minNotional * 10;
       }
+      if (lastBuyPriceRemoveThresholds[quoteAsset] == undefined) {
+        lastBuyPriceRemoveThresholds[quoteAsset] = minNotional;
+      }
     });
 
-    return { quoteAssets, maxPurchaseAmounts };
+    return { quoteAssets, maxPurchaseAmounts, lastBuyPriceRemoveThresholds };
   }
 
   componentDidUpdate(nextProps) {
@@ -70,15 +76,20 @@ class SettingIcon extends React.Component {
       if (configuration.buy.maxPurchaseAmounts === undefined) {
         configuration.buy.maxPurchaseAmounts = {};
       }
+      if (configuration.buy.lastBuyPriceRemoveThresholds === undefined) {
+        configuration.buy.lastBuyPriceRemoveThresholds = {};
+      }
 
-      // Set max purchase amount
-      const { quoteAssets, maxPurchaseAmounts } = this.getQuoteAssets(
+        // Set max purchase amount
+        const { quoteAssets, maxPurchaseAmounts, lastBuyPriceRemoveThresholds } = this.getQuoteAssets(
         exchangeSymbols,
         selectedSymbols,
-        configuration.buy.maxPurchaseAmounts
+        configuration.buy.maxPurchaseAmounts,
+        configuration.buy.lastBuyPriceRemoveThresholds
       );
 
       configuration.buy.maxPurchaseAmounts = maxPurchaseAmounts;
+      configuration.buy.lastBuyPriceRemoveThresholds = lastBuyPriceRemoveThresholds;
 
       this.setState({
         availableSymbols,
@@ -145,6 +156,20 @@ class SettingIcon extends React.Component {
     });
   }
 
+  handleLastBuyPriceRemoveThresholdChange(newLastBuyPriceRemoveThresholds) {
+      console.log('handleLastBuyPriceRemoveThresholdChange => ', newLastBuyPriceRemoveThresholds);
+
+    const { configuration } = this.state;
+
+    this.setState({
+      configuration: _.set(
+        configuration,
+        'buy.lastBuyPriceRemoveThresholds',
+        newLastBuyPriceRemoveThresholds
+      )
+    });
+  }
+
   render() {
     const { configuration, availableSymbols, quoteAssets } = this.state;
     const { symbols: selectedSymbols } = configuration;
@@ -203,14 +228,17 @@ class SettingIcon extends React.Component {
 
                                 const {
                                   quoteAssets,
-                                  maxPurchaseAmounts
+                                  maxPurchaseAmounts,
+                                  lastBuyPriceRemoveThresholds
                                 } = this.getQuoteAssets(
                                   exchangeSymbols,
                                   selected,
-                                  configuration.buy.maxPurchaseAmounts
+                                  configuration.buy.maxPurchaseAmounts,
+                                  configuration.buy.lastBuyPriceRemoveThresholds,
                                 );
 
                                 configuration.buy.maxPurchaseAmounts = maxPurchaseAmounts;
+                                configuration.buy.lastBuyPriceRemoveThresholds = lastBuyPriceRemoveThresholds;
                                 this.setState({ configuration, quoteAssets });
                               }}
                               size='sm'
@@ -381,6 +409,9 @@ class SettingIcon extends React.Component {
                               </Form.Check.Label>
                             </Form.Check>
                           </Form.Group>
+
+
+
                           <SettingIconMaxPurchaseAmount
                             quoteAssets={quoteAssets}
                             maxPurchaseAmounts={
@@ -390,6 +421,17 @@ class SettingIcon extends React.Component {
                               this.handleMaxPurchaeAmountChange
                             }
                           />
+
+                          <SettingIconLastBuyPriceRemoveThreshold
+                            quoteAssets={quoteAssets}
+                            lastBuyPriceRemoveThresholds={
+                              configuration.buy.lastBuyPriceRemoveThresholds
+                            }
+                            handleLastBuyPriceRemoveThresholdChange={
+                              this.handleLastBuyPriceRemoveThresholdChange
+                            }
+                          />
+
                           <Form.Group
                             controlId='field-buy-trigger-percentage'
                             className='mb-2'>

public/js/SettingIconLastBuyPriceRemoveThreshold.js

@@ -0,0 +1,109 @@
+/* eslint-disable no-unused-vars */
+/* eslint-disable react/jsx-no-undef */
+/* eslint-disable no-undef */
+class SettingIconLastBuyPriceRemoveThreshold extends React.Component {
+  constructor(props) {
+    super(props);
+
+    this.state = {
+      lastBuyPriceRemoveThresholds: {}
+    };
+
+    this.handleInputChange = this.handleInputChange.bind(this);
+  }
+
+  componentDidUpdate(nextProps) {
+    // Only update configuration, when the modal is closed and different.
+    if (
+        _.isEmpty(nextProps.lastBuyPriceRemoveThresholds) === false &&
+        _.isEqual(nextProps.lastBuyPriceRemoveThresholds, this.state.lastBuyPriceRemoveThresholds) ===
+        false
+    ) {
+        const { lastBuyPriceRemoveThresholds } = nextProps;
+        console.log('lastBuyPriceRemoveThreshold has changed', { lastBuyPriceRemoveThresholds });
+      this.setState({
+        lastBuyPriceRemoveThresholds
+      });
+    }
+  }
+
+  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 { lastBuyPriceRemoveThresholds } = this.state;
+
+    console.log(
+      '_.set(lastBuyPriceRemoveThresholds, stateKey, value) => ',
+        _.set(lastBuyPriceRemoveThresholds, stateKey, value)
+    );
+
+      const newLastBuyPriceRemoveThreshold = _.set(lastBuyPriceRemoveThresholds, stateKey, value);
+    this.setState({
+        lastBuyPriceRemoveThresholds: newLastBuyPriceRemoveThreshold
+    });
+
+      this.props.handleLastBuyPriceRemoveThresholdChange(lastBuyPriceRemoveThresholds);
+  }
+
+  render() {
+    const { quoteAssets } = this.props;
+    const { lastBuyPriceRemoveThresholds } = this.state;
+
+    if (_.isEmpty(lastBuyPriceRemoveThresholds)) {
+      return '';
+    }
+
+    return quoteAssets.map((quoteAsset, index) => {
+      return (
+        <div
+          key={quoteAsset + '-' + index}
+          className='coin-info-last-buy-threshold-wrapper'>
+          <Form.Group
+            controlId={'field-min-last-buy-limit-percentage-' + quoteAsset}
+            className='mb-2'>
+            <Form.Label className='mb-0'>
+              Last Buy Threshold for {quoteAsset}{' '}
+              <OverlayTrigger
+                trigger='click'
+                key={'last-buy-threshold-overlay-' + quoteAsset}
+                placement='bottom'
+                overlay={
+                  <Popover
+                    id={'last-buy-threshold-overlay-right' + quoteAsset}>
+                    <Popover.Content>
+                      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.
+                    </Popover.Content>
+                  </Popover>
+                }>
+                <Button variant='link' className='p-0 m-0 ml-1 text-info'>
+                  <i className='fa fa-question-circle'></i>
+                </Button>
+              </OverlayTrigger>
+            </Form.Label>
+            <Form.Control
+              size='sm'
+              type='number'
+              placeholder={'Enter last buy threshold for ' + quoteAsset}
+              required
+              min='1'
+              step='0.0001'
+              data-state-key={quoteAsset}
+              value={lastBuyPriceRemoveThresholds[quoteAsset]}
+              onChange={this.handleInputChange}
+            />
+          </Form.Group>
+        </div>
+      );
+    });
+  }
+}