@icgio/icg-exchanges-wrapper 1.9.85 → 1.9.87
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/middleware/account.js +122 -31
- package/middleware/orders.js +8 -8
- package/package.json +2 -2
package/middleware/account.js
CHANGED
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@@ -13,20 +13,36 @@ forex_rate.get_forex_rate('USDTHB', (res) => {
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13
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USDTHB = res
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})
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const CMC_RATES_EXPIRY_TIMEOUT = 4 * 60 * 60 * 1000
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const DISTRIBUTION_MIN_BENCHMARK = 0.0001
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module.exports = class Account {
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-
constructor(initial_balances) {
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-
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-
this.
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-
this.
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-
this.assets_benchmark = {}
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constructor(initial_balances, raw_benchmarks) {
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// balances
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this.initial_exchange_assets_balances = {}
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this.initial_assets_balances = {}
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for (let exchange in initial_balances) {
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for (let cur in initial_balances[exchange].total) {
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-
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-
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if (initial_balances[exchange].total[cur] > 0) {
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_.set(this.initial_exchange_assets_balances, [exchange, cur], initial_balances[exchange].total[cur])
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_.set(this.initial_assets_balances, cur, _.get(this.initial_assets_balances, cur, 0) + initial_balances[exchange].total[cur])
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}
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}
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}
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this.non_initial_exchange_assets_balances = _.cloneDeep(this.initial_exchange_assets_balances)
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this.non_initial_assets_balances = _.cloneDeep(this.initial_assets_balances)
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// benchmarks
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this.raw_exchange_assets_benchmarks = {}
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this.raw_assets_benchmarks = {}
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for (let exchange in raw_benchmarks) {
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for (let cur in raw_benchmarks[exchange]) {
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_.set(this.raw_exchange_assets_benchmarks, [exchange, cur], raw_benchmarks[exchange])
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_.set(this.raw_assets_benchmarks, cur, _.get(this.raw_assets_benchmarks, cur, 0) + raw_benchmarks[exchange])
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}
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}
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-
this.
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this.
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this.exchange_assets_benchmarks = _.cloneDeep(this.raw_exchange_assets_benchmarks)
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this.assets_benchmarks = _.cloneDeep(this.raw_assets_benchmarks)
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}
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get_depth(rates, cmc_rates, percentages) {
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let depth = {}
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@@ -47,30 +63,105 @@ module.exports = class Account {
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}
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return depth
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}
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-
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update_non_initial_from_balances(balances) {
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for (let exchange in balances) {
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for (let cur in balances[exchange].total) {
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_.set(this.
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_.set(this.non_initial_exchange_assets_balances, [exchange, cur], balances[exchange].total[cur])
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}
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}
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}
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// balances
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get_exchange_position__balances(balances, initial = true) {
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let exchange_assets_balances = initial ? this.initial_exchange_assets_balances : this.non_initial_exchange_assets_balances
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let exchange_position = {}
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for (let exchange in exchange_assets_balances) {
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for (let cur in exchange_assets_balances[exchange]) {
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if (!_.get(balances, [exchange, 'total'])) {
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console.error('get_exchange_position__balances error: ', exchange, balances[exchange])
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}
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if (_.get(balances, [exchange, 'total', cur]) > 0) {
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let diff = balances[exchange].total[cur] - exchange_assets_balances[exchange][cur]
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_.set(exchange_position, [exchange, cur, 'amount'], diff)
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_.set(exchange_position, [exchange, cur, 'percentage'], ((diff / exchange_assets_balances[exchange][cur]) * 100).toPrecision(3) + '%')
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}
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}
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}
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return exchange_position
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}
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get_position__balances(balances, initial = true) {
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let exchange_position = this.get_exchange_position__balances(balances, initial)
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let position = {}
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for (let exchange in exchange_position) {
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for (let cur in exchange_position[exchange]) {
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if (!position[cur]) {
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_.set(position, [cur, 'amount'], 0)
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_.set(position, [cur, 'percentage'], 0)
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}
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position[cur].amount += exchange_position[exchange][cur].amount
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position[cur].percentage = ((position[cur].amount / this.non_initial_assets_balances[cur]) * 100).toPrecision(3) + '%'
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}
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}
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return position
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}
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get_exchange_profit__balances(balances, cmc_rates, initial = true) {
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let exchange_position = this.get_exchange_position__balances(balances, initial)
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let exchange_profit = {}
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for (let exchange in exchange_position) {
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let profit = {
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USD: 0,
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}
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for (let cur in exchange_position[exchange]) {
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let position = exchange_position[exchange][cur].amount
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115
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if (_.includes(constants.stablecoins, cur)) {
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profit.USD += position
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} else if (_.includes(['KRW'], cur)) {
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profit.USD += position / USDKRW
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} else if (_.includes(['THB'], cur)) {
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profit.USD += position / USDTHB
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} else if (_.includes(['CNYT'], cur)) {
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profit.USD += position / USDCNY
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} else {
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if (!cmc_rates[cur]) {
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console.log('get_exchange_profit__balances rates_cmc %s does not exist', cur)
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} else if (cmc_rates[cur].update_time < new Date().getTime() - CMC_RATES_EXPIRY_TIMEOUT) {
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// some currencies like USDT are updating slow
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console.log('get_exchange_profit__balances rates_cmc %s expired', cur)
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}
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profit.USD += position * _.get(cmc_rates, [cur, 'USD'], 0)
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}
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}
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_.set(exchange_profit, [exchange], profit)
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}
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return exchange_profit
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}
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get_profit__balances(balances, cmc_rates, initial = true) {
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let exchange_profit = this.get_exchange_profit__balances(balances, cmc_rates, initial)
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let profit = {
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USD: 0,
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}
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for (let exchange in exchange_profit) {
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profit.USD += exchange_profit[exchange].USD
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}
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return profit
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}
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-
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-
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147
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// benchmarks
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get_exchange_position__benchmarks(benchmarks) {
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let exchange_assets_benchmarks = this.exchange_assets_benchmarks
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let exchange_position = {}
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for (let exchange in
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for (let cur in
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if (!_.get(
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if (_.get(
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let diff =
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for (let exchange in exchange_assets_benchmarks) {
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for (let cur in exchange_assets_benchmarks[exchange]) {
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if (!_.get(benchmarks, [exchange])) console.error('get_exchange_position__benchmarks error: ', exchange, benchmarks[exchange])
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if (_.get(benchmarks, [exchange, cur])) {
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let diff = benchmarks[exchange][cur] - exchange_assets_benchmarks[exchange][cur]
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_.set(exchange_position, [exchange, cur, 'amount'], diff)
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_.set(exchange_position, [exchange, cur, 'percentage'], ((diff /
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_.set(exchange_position, [exchange, cur, 'percentage'], ((diff / exchange_assets_benchmarks[exchange][cur]) * 100).toPrecision(3) + '%')
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}
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}
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}
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return exchange_position
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}
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let exchange_position = this.
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get_position__benchmarks(benchmarks) {
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let exchange_position = this.get_exchange_position__benchmarks(benchmarks)
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let position = {}
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for (let exchange in exchange_position) {
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for (let cur in exchange_position[exchange]) {
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@@ -79,13 +170,13 @@ module.exports = class Account {
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_.set(position, [cur, 'percentage'], 0)
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}
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position[cur].amount += exchange_position[exchange][cur].amount
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position[cur].percentage = ((position[cur].amount / this.
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position[cur].percentage = ((position[cur].amount / this.assets_benchmarks[cur]) * 100).toPrecision(3) + '%'
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}
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}
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return position
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}
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let exchange_position = this.
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get_exchange_profit__benchmarks(benchmarks, cmc_rates) {
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let exchange_position = this.get_exchange_position__benchmarks(benchmarks)
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let exchange_profit = {}
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for (let exchange in exchange_position) {
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let profit = {
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@@ -103,10 +194,10 @@ module.exports = class Account {
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profit.USD += position / USDCNY
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} else {
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if (!cmc_rates[cur]) {
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console.log('
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} else if (cmc_rates[cur].update_time < new Date().getTime() -
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console.log('get_exchange_profit__benchmarks rates_cmc %s does not exist', cur)
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} else if (cmc_rates[cur].update_time < new Date().getTime() - CMC_RATES_EXPIRY_TIMEOUT) {
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// some currencies like USDT are updating slow
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console.log('
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console.log('get_exchange_profit__benchmarks rates_cmc %s expired', cur)
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}
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profit.USD += position * _.get(cmc_rates, [cur, 'USD'], 0)
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}
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@@ -115,8 +206,8 @@ module.exports = class Account {
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}
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return exchange_profit
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}
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let exchange_profit = this.
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get_profit__benchmarks(benchmarks, cmc_rates) {
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let exchange_profit = this.get_exchange_profit__benchmarks(benchmarks, cmc_rates)
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let profit = {
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USD: 0,
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}
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@@ -143,7 +234,7 @@ module.exports = class Account {
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} else {
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percentage = (balances[exchange].total[cur] * _.get(cmc_rates, [cur, 'USD'], 0)) / total_in_USD
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}
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if (percentage >
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if (percentage > DISTRIBUTION_MIN_BENCHMARK) {
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_.set(exchange_distribution, [exchange, cur], (percentage * 100).toPrecision(3) + '%')
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}
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}
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@@ -170,7 +261,7 @@ module.exports = class Account {
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} else {
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percentage = (balances[exchange].total[cur] * _.get(cmc_rates, [cur, 'USD'], 0)) / total_in_USD
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}
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if (percentage >
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if (percentage > DISTRIBUTION_MIN_BENCHMARK) {
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_.set(total_distribution, [cur, exchange], (percentage * 100).toPrecision(3) + '%')
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}
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}
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package/middleware/orders.js
CHANGED
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@@ -69,9 +69,9 @@ module.exports = class Orders {
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this.f_filled_threshold = settings.f_filled_threshold || 0.99
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this.previous_orders_canceled = false
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this.previous_orders_canceled_exchange_pair = {}
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this.init_account_from_first_balances = settings.init_account_from_first_balances || true
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this.account_init = false
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this.cmc_curs = settings.cmc_curs || []
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this.balance_benchmarks = settings.maker_2_balance_benchmark || {}
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for (let exchange in exchange_pairs) {
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let api_key_temp = cd[exchange]['api_keys'] || cd[exchange]['api_key'],
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secret_key_temp = cd[exchange]['secret_keys'] || cd[exchange]['secret_key'],
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@@ -159,11 +159,11 @@ module.exports = class Orders {
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}
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this.ws_market_first_time = {}
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}
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init_account(
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this.account = new Account(
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init_account(balances, benchmarks) {
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this.account = new Account(balances, benchmarks)
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}
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-
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this.account.
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update_non_initial_from_balances(balances) {
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this.account.update_non_initial_from_balances(balances)
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}
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limit_trade(exchange, pair, method, price, amount, id = uuid(), order_type = '', limiter_on = true) {
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169
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price = round_price(_.upperFirst(exchange), pair, price)
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@@ -638,7 +638,7 @@ module.exports = class Orders {
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638
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}
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if (!this.account_init && _.keys(this.balances).length === _.keys(this.exchange_pairs).length) {
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640
640
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this.account_init = true
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641
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this.init_account(this.balances)
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641
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this.init_account(this.balances, this.balance_benchmarks)
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642
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}
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643
643
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} else if (_.get(this.balances, [exchange, 'update_time']) < new Date().getTime() - this.interval_dict[exchange].balances) {
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644
644
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this.info_log('%s balances expired: %j', exchange, res)
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@@ -685,7 +685,7 @@ module.exports = class Orders {
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685
685
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this.buy_sell_limits = _.omit(this.buy_sell_limits, [exchange])
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}
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687
687
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}
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688
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-
function
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688
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function get_position__balancess(Exchanges, interval_dict) {
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689
689
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for (let exchange in Exchanges) {
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690
690
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if (Exchanges[exchange].position_all_ws) {
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691
691
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if (Exchanges[exchange].ws_status().trading === 'n-opened') Exchanges[exchange].ws_account()
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@@ -720,7 +720,7 @@ module.exports = class Orders {
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720
720
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}
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721
721
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}
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722
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}
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723
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-
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723
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+
get_position__balancess(this.Exchanges, this.interval_dict)
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724
724
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}
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725
725
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check_open_orders() {
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726
726
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const open_orders_timeframe = 12 * 60 * 60 * 1000
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package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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1
1
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{
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2
2
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"name": "@icgio/icg-exchanges-wrapper",
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3
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-
"version": "1.9.
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"version": "1.9.87",
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4
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"description": "",
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5
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"main": "index.js",
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6
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"scripts": {
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@@ -18,7 +18,7 @@
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18
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"homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
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19
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"dependencies": {
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20
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"@icgio/icg-exchanges": "^1.27.70",
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21
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-
"@icgio/icg-exchanges-data": "^1.6.
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21
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+
"@icgio/icg-exchanges-data": "^1.6.38",
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22
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"@icgio/icg-utils": "^1.7.13",
|
|
23
23
|
"influx": "^5.7.0",
|
|
24
24
|
"lodash": "^4.17.20",
|