[BOT] Pool system eingeführt

src/js/tradingbot/TradingBot.js

@@ -45,6 +45,11 @@ export default class TradingBot {
      */
     #transactions = [];
 
+    /**
+     * @type {Map<string, number>}
+     */
+    #activeTransactionPerPoolCounter = new Map();
+
     /**
      * @type {Transaction[]}
      */
@@ -119,8 +124,8 @@ export default class TradingBot {
         this.#api.subscribeBalanceChanges();
         this.#api.requestBalances();
         this.#api.requestAccountInformation();
-        this.#loadTransactions();
         this.#loadWorker();
+        this.#loadTransactions();
         this.#worker.forEach(worker => {
             this.#registerTradingPair(worker.getTradingPair());
             worker.init(this.#logger, this.#config.getDataDirectory(), this);
@@ -323,6 +328,7 @@ export default class TradingBot {
                 }
                 this.#transactionHistory.push(transaction);
                 this.#transactions.splice(index, 1);
+                this.#updateTransactionsPerPoolCounter(this.#worker.get(transaction.initiator).getPool(), -1);
             }
 
             transaction.phase = nextTransactionPhase;
@@ -377,7 +383,11 @@ export default class TradingBot {
      * @param {number} price 
      */
     requestBuy(worker, quantity, price) {
-        if(this.#config.getUsdTradeLimit() / this.#config.getPerTradeLimit() <= this.#transactions.length){
+        console.log("Open transactions in pool '" + worker.getPool() + "': " + this.#activeTransactionPerPoolCounter.get(worker.getPool()));
+        if (
+            this.#activeTransactionPerPoolCounter.get(worker.getPool()) != null
+            && this.#config.getUsdTradeLimit() / this.#config.getPerTradeLimit() <= this.#activeTransactionPerPoolCounter.get(worker.getPool())
+        ) {
             return;
         }
 
@@ -385,6 +395,7 @@ export default class TradingBot {
         transaction.buySettings = new TransactionSettings(price, this.#config.getPerTradeLimit() / price);
         transaction.lockedForUpdate = true;
         this.#transactions.push(transaction);
+        this.#updateTransactionsPerPoolCounter(worker.getPool(), 1);
         this.#saveTransactions();
 
         this.#api.requestBuy(transaction);
@@ -425,11 +436,26 @@ export default class TradingBot {
         }
     }
 
+    /**
+     * @param {string} pool 
+     * @param {number} changeValue 
+     */
+    #updateTransactionsPerPoolCounter(pool, changeValue) {
+        if (this.#activeTransactionPerPoolCounter.has(pool)) {
+            this.#activeTransactionPerPoolCounter.set(pool, Math.max(0, this.#activeTransactionPerPoolCounter.get(pool) + changeValue));
+        } else {
+            this.#activeTransactionPerPoolCounter.set(pool, Math.max(0, changeValue));
+        }
+    }
+
     #loadTransactions() {
         try {
             this.#transactions = SerializableHelper.load(this.#config.getDataDirectory(), 'transactions.sjson', Transaction);
             this.#transactions = this.#transactions.filter(t => t.phase != TransactionPhase.INITIAL);
-            this.#transactions.forEach(t => t.lockedForUpdate = false);
+            this.#transactions.forEach(t => {
+                t.lockedForUpdate = false;
+                this.#updateTransactionsPerPoolCounter(this.#worker.get(t.initiator).getPool(), 1);
+            });
         } catch (e) {
             this.#logger.warn("Bot was unable to load any transactions. Assuming no active transactions existing!", e);
         }

src/js/tradingbot/data/asset/AggregatedDataPoint.js

@@ -97,6 +97,16 @@ export default class AggregatedDataPoint {
      */
     ema5min = 0;
 
+    /**
+     * @type {number}
+     */
+    sma1h = 0;
+
+    /**
+     * @type {number}
+     */
+    ema1h = 0;
+
     /**
      * @type {number[]}
      */

src/js/tradingbot/data/asset/AssetDataAggregator.js

@@ -60,8 +60,10 @@ export default class AssetDataAggregator {
             tmpSlot.ema5min = AssetInstrumentCalculator.calculateEMA(this.#perMinuteDataPoints.slice(-1 * Math.min(5, this.#perMinuteDataPoints.length)));
             tmpSlot.sma15min = AssetInstrumentCalculator.calculateSMA(this.#perMinuteDataPoints.slice(-1 * Math.min(15, this.#perMinuteDataPoints.length)));
             tmpSlot.ema15min = AssetInstrumentCalculator.calculateEMA(this.#perMinuteDataPoints.slice(-1 * Math.min(15, this.#perMinuteDataPoints.length)));
+            tmpSlot.sma1h = AssetInstrumentCalculator.calculateSMA(this.#perMinuteDataPoints.slice(-1 * Math.min(60, this.#perMinuteDataPoints.length)));
+            tmpSlot.ema1h = AssetInstrumentCalculator.calculateEMA(this.#perMinuteDataPoints.slice(-1 * Math.min(60, this.#perMinuteDataPoints.length)));
         } else {
-            tmpSlot.sma5min = tmpSlot.ema5min = tmpSlot.sma15min = tmpSlot.ema15min = tmpSlot.avgPrice;
+            tmpSlot.sma5min = tmpSlot.ema5min = tmpSlot.sma15min = tmpSlot.ema15min = tmpSlot.sma1h = tmpSlot.ema1h = tmpSlot.avgPrice;
         }
         this.#lastOneMinUpdate = timestamp;
 

src/js/tradingbot/worker/AbstractWorker.js

@@ -19,6 +19,11 @@ export default class AbstractWorker extends Serializable {
      */
     #name = "";
 
+    /**
+     * @type {string} pool name. All workes in same pool shares same balance
+     */
+    #pool = "default";
+
     /**
      * @type {TradingPair} tradingpair
      */
@@ -80,6 +85,20 @@ export default class AbstractWorker extends Serializable {
         this.#name = name;
     }
 
+    /**
+     * @returns {string}
+     */
+    getPool() {
+        return this.#pool;
+    }
+
+    /**
+     * @param {string} pool 
+     */
+    setPool(pool) {
+        this.#pool = pool;
+    }
+
     /**
      * @returns {string}
      */
@@ -168,6 +187,7 @@ export default class AbstractWorker extends Serializable {
         const obj = JSON.parse(super.toJson());
         obj.id = this.#id;
         obj.name = this.#name;
+        obj.pool = this.#pool;
         obj.tradingPair = SerializableHelper.serialize(this.#tradingpair);
         obj.strategy = SerializableHelper.serialize(this.#strategy);
 
@@ -187,6 +207,9 @@ export default class AbstractWorker extends Serializable {
         worker.#name = obj.name;
         worker.#tradingpair = SerializableHelper.deserialize(obj.tradingPair);
         worker.#strategy = SerializableHelper.deserialize(obj.strategy);
+        if (obj.pool != null) {
+            worker.#pool = obj.pool;
+        }
 
         return worker;
     }

src/js/webview/RestClient.js

@@ -5,6 +5,7 @@ import WebViewDataProvider from "./WebViewDataProvider.js";
 import ConverterFactory from "./converter/ConverterFactory.js";
 import AggregatedDataPointConverter from "./converter/converters/AggregatedDataPointConverter.js";
 import TransactionConverter from "./converter/converters/TransactionConverter.js";
+import WorkerConverter from "./converter/converters/WorkerConverter.js";
 
 export default class RestClient {
 
@@ -78,31 +79,45 @@ export default class RestClient {
         });
 
         this.#service.get("/asset/:symbol/aggregated", (req, res, next) => {
-            res.json(this.#getAggregatedAssetData(req.params.symbol, req.query.startTime, req.query.duration));
+            res.json(this.#getAggregatedAssetData(req.params.symbol, req.query.startTime, req.query.duration, req.query.allowUnfilled));
         });
 
         this.#service.get("/asset/:symbol/balance", (req, res, next) => {
             res.json(this.#getBalances(req.params.symbol));
         });
 
+        this.#service.get("/worker", (req, res, next) => {
+            res.json(this.#getWorker());
+        });
+
         this.#service.get("/worker/:name/attribute/:attr", (req, res, next) => {
             res.json(this.#getWorkerAttribute(req.params.name, req.params.attr));
         });
-
-        /*this.#service.get("/transactions", (req, res, next) => {
-            res.json(this.#getAssetOrderBook(req.params.symbol));
-        });*/
     }
 
     #registerSetters(){
+        this.#service.get("/asset/:symbol/transaction/:transactionID/sell", (req, res, next) => {
+            // TODO sell transaction if status still same as before (query parameter: old status)
+            //res.json(this.#getTransactions(req.params.symbol, req.query.type));
+        });
 
+        this.#service.get("/asset/:symbol/transaction/:transactionID/cancel", (req, res, next) => {
+            // TODO cancle transaction if status still same as before (query parameter: old status)
+            //res.json(this.#getTransactions(req.params.symbol, req.query.type));
+        });
+
+        this.#service.get("/asset/:symbol/transaction/:transactionID/delete", (req, res, next) => {
+            // TODO sell transaction if status still same as before (query parameter: old status)
+            //res.json(this.#getTransactions(req.params.symbol, req.query.type));
+        });
     }
 
-    #getAggregatedAssetData(asset, starttime, duration){
+    #getAggregatedAssetData(asset, starttime, duration, allowUnfilled){
         const st = starttime != null ? starttime : -1;
         const d = duration != null ? duration : 3600000;
+        const allowUnfinished= allowUnfilled != null ? allowUnfilled == "true" : false;
 
-        const data = this.#dataProvider.getAssetData(asset).getAggregatedData(d, st);
+        const data = this.#dataProvider.getAssetData(asset).getAggregatedData(d, st, allowUnfinished);
         const converter = new AggregatedDataPointConverter();
         const result = [];
 
@@ -164,6 +179,16 @@ export default class RestClient {
         return orderBooks;
     }
 
+    #getWorker(){
+        const workerConverter = new WorkerConverter();
+        let result = [];
+        this.#dataProvider.getWorkers().forEach(w => {
+            result.push(workerConverter.toRestObject(w));
+        });
+
+        return result;
+    }
+
     #getWorkerAttribute(name, attributeName){
         let result = null;
         this.#dataProvider.getWorkers().forEach(w => {

src/js/webview/converter/ConverterFactory.js

@@ -3,12 +3,14 @@ import OrderBookEntry from "../../apiwrapper/orderbook/OrderBookEntry.js";
 import Transaction from "../../apiwrapper/transaction/Transaction.js";
 import TransactionSettings from "../../apiwrapper/transaction/TransactionSettings.js";
 import AggregatedDataPoint from "../../tradingbot/data/asset/AggregatedDataPoint.js";
+import AbstractWorker from "../../tradingbot/worker/AbstractWorker.js";
 import AbstractConverter from "./AbstractConverter.js";
 import AggregatedDataPointConverter from "./converters/AggregatedDataPointConverter.js";
 import OrderBookConverter from "./converters/OrderBookConverter.js";
 import OrderBookEntryConverter from "./converters/OrderBookEntryConverter.js";
 import TransactionConverter from "./converters/TransactionConverter.js";
 import TransactionSettingsConverter from "./converters/TransactionSettingsConverter.js";
+import WorkerConverter from "./converters/WorkerConverter.js";
 
 export default class ConverterFactory {
     static OBJECT_TYPE_ORDER_BOOK = 'order_book';
@@ -16,6 +18,7 @@ export default class ConverterFactory {
     static OBJECT_TYPE_AGGREGATED_DATA_POINT = 'aggregated_data_point';
     static OBJECT_TYPE_TRANSACTION = 'transaction';
     static OBJECT_TYPE_TRANSACTION_SETTINGS = 'transaction_settings';
+    static OBJECT_TYPE_ABSTRACT_WORKER = 'abstract_worker';
 
     /**
      * @param {any} obj
@@ -40,6 +43,8 @@ export default class ConverterFactory {
             return new TransactionConverter();
         } else if (obj instanceof TransactionSettings) {
             return new TransactionSettingsConverter();
+        } else if (obj instanceof AbstractWorker) {
+            return new WorkerConverter();
         }
 
         throw new Error("No converter defined for: " + JSON.stringify(obj));
@@ -61,6 +66,8 @@ export default class ConverterFactory {
                 return new TransactionConverter();
             case this.OBJECT_TYPE_TRANSACTION_SETTINGS:
                 return new TransactionSettingsConverter();
+            case this.OBJECT_TYPE_ABSTRACT_WORKER:
+                return new WorkerConverter();
             default:
                 throw new Error("No converter defined for type: " + type);
         }

src/js/webview/converter/converters/WorkerConverter.js

@@ -0,0 +1,32 @@
+import AbstractWorker from "../../../tradingbot/worker/AbstractWorker.js";
+import AbstractConverter from "../AbstractConverter.js";
+import ConverterFactory from "../ConverterFactory.js";
+
+export default class WorkerConverter extends AbstractConverter {
+
+    constructor(){
+        super();
+    }
+
+    /**
+     * @param {AbstractWorker} obj
+     * @returns {object} 
+     */
+    toRestObject(obj) {
+        return {
+            _objectType: ConverterFactory.OBJECT_TYPE_ABSTRACT_WORKER,
+            id: obj.getId(),
+            name: obj.getName(),
+            symbol: obj.getTradingPair().getKey(),
+            strategy: obj.getStrategy().constructor.name
+        };
+    }
+
+    /**
+     * @param {object} obj
+     * @returns {AbstractWorker} 
+     */
+    fromRestObject(obj) {
+        return null;
+    }
+}