@icgio/icg-exchanges-wrapper 1.9.90 → 1.9.92

package/middleware/account.js

@@ -25,7 +25,7 @@ module.exports = class Account {
       for (let cur in initial_balances[exchange].total) {
         if (initial_balances[exchange].total[cur] > 0) {
           _.set(this.initial_exchange_assets_balances, [exchange, cur], initial_balances[exchange].total[cur])
-          _.set(this.initial_assets_balances, cur, _.get(this.initial_assets_balances, cur, 0) + initial_balances[exchange].total[cur])
+          _.set(this.initial_assets_balances, cur, _.get(this.initial_assets_balances, [cur], 0) + initial_balances[exchange].total[cur])
         }
       }
     }
@@ -37,12 +37,14 @@ module.exports = class Account {
     this.raw_assets_benchmarks = {}
     for (let exchange in raw_benchmarks) {
       for (let cur in raw_benchmarks[exchange]) {
-        _.set(this.raw_exchange_assets_benchmarks, [exchange, cur], raw_benchmarks[exchange])
-        _.set(this.raw_assets_benchmarks, cur, _.get(this.raw_assets_benchmarks, cur, 0) + raw_benchmarks[exchange])
+        _.set(this.raw_exchange_assets_benchmarks, [exchange, cur], raw_benchmarks[exchange][cur])
+        _.set(this.raw_assets_benchmarks, cur, _.get(this.raw_assets_benchmarks, [cur], 0) + raw_benchmarks[exchange][cur])
       }
     }
     this.exchange_assets_benchmarks = _.cloneDeep(this.raw_exchange_assets_benchmarks)
     this.assets_benchmarks = _.cloneDeep(this.raw_assets_benchmarks)
+
+    console.log('exchange_assets_benchmarks', this.exchange_assets_benchmarks)
   }
   get_depth(rates, cmc_rates, percentages) {
     let depth = {}
@@ -81,7 +83,9 @@ module.exports = class Account {
     } else {
       console.error('get_exchange_position type incorrect:', type)
     }
+
     console.log(type, exchange_assets_balances, balances)
+
     let exchange_position = {}
     for (let exchange in exchange_assets_balances) {
       for (let cur in exchange_assets_balances[exchange]) {

package/middleware/orders.js

@@ -1,7 +1,6 @@
 const _ = require('lodash')
 
 const { v4: uuid } = require('uuid')
-const Influx = require('influx')
 
 const icg_exchanges = require('@icgio/icg-exchanges')
 const utils = require('@icgio/icg-utils').utils
@@ -51,27 +50,26 @@ module.exports = class Orders {
     this.settings = settings || {}
     this.ws_enabled = settings.ws_enabled || false
     this.interval_dict = settings.interval_dict || {}
-    this.influx_url_check_volume = settings.influx_url_check_volume
-    this.check_init_order_opened = settings.check_init_order_opened || true
-    this.check_init_order_opened_timeout = settings.check_init_order_opened_timeout || 5 * 1000
+    this.check_init_order_opened = true
+    this.check_init_order_opened_timeout = 5 * 1000
     this.cancel_previous_orders = settings.cancel_previous_orders || false
     this.cancel_range_orders = settings.cancel_range_orders || false
-    this.delete_finished_orders_timeout = settings.delete_finished_orders_timeout || 30 * 1000 // CANCELED or F-FILLED
+    this.delete_finished_orders_timeout = 30 * 1000 // CANCELED or F-FILLED
     this.interval_dict = settings.interval_dict || {}
     this.major_exchanges = settings.major_exchanges || []
     this.no_cancel_previous_exchanges = settings.no_cancel_previous_exchanges || []
     this.no_cancel_range_exchanges = settings.no_cancel_range_exchanges || []
     this.no_trades_function_exchanges = settings.no_trades_function_exchanges || []
-    this.no_trades_function_f_filled_timeout = settings.no_trades_function_f_filled_timeout || 30 * 1000
+    this.no_trades_function_f_filled_timeout = 30 * 1000
     this.bad_trades_no_arb_function_exchanges = settings.bad_trades_no_arb_function_exchanges || []
-    this.buy_sell_limits_threshold = settings.buy_sell_limits_threshold || 0.95
-    this.p_filled_threshold = settings.p_filled_threshold || 0
-    this.f_filled_threshold = settings.f_filled_threshold || 0.99
+    this.buy_sell_limits_threshold = 0.95
+    this.p_filled_threshold = 0
+    this.f_filled_threshold = 0.99
     this.previous_orders_canceled = false
     this.previous_orders_canceled_exchange_pair = {}
     this.account_init = false
     this.cmc_curs = settings.cmc_curs || []
-    this.balance_benchmarks = settings.maker_2_balance_benchmark || {}
+    this.balance_benchmarks = settings.balance_benchmarks || {}
     for (let exchange in exchange_pairs) {
       let api_key_temp = cd[exchange]['api_keys'] || cd[exchange]['api_key'],
         secret_key_temp = cd[exchange]['secret_keys'] || cd[exchange]['secret_key'],
@@ -104,7 +102,7 @@ module.exports = class Orders {
         this.interval_dict[exchange].market_history = this.interval_dict[exchange].market_history || 2 * 1000
       }
     }
-    ;(this.balances = {}), (this.open_orders = {}), (this.trades = {}), (this.rates = {}), (this.market_history = {}), (this.volumes = {}), (this.cmc_rates = {})
+    ;(this.balances = {}), (this.open_orders = {}), (this.trades = {}), (this.rates = {}), (this.market_history = {}), (this.cmc_rates = {})
     ;(this.rates_combined_all = {}), (this.rates_combined_all_with_buy_sell_limits = {}), (this.rates_combined_major = {}), (this.rates_combined_good_with_buy_sell_limits = {})
     this.buy_sell_limits = {}
     this.order_info = {}
@@ -118,7 +116,6 @@ module.exports = class Orders {
       trades_check: true,
       rates_check: true,
       market_history_check: true,
-      volumes_check: false,
       cmc_rates_check: true,
     }
     this.info_log = (...args) => {
@@ -146,9 +143,6 @@ module.exports = class Orders {
     if (this.enabled.market_history_check) {
       this.check_market_history()
     }
-    if (this.enabled.volumes_check) {
-      this.check_volumes()
-    }
     if (this.enabled.cmc_rates_check) {
       this.check_cmc_rates(this.cmc_curs, 'curs')
     }
@@ -253,18 +247,6 @@ module.exports = class Orders {
       clearTimeout(no_callback_timeout)
     })
   }
-  limit_trade_all(pair, method, price, total) {
-    if (!this.volumes[pair]) {
-      this.error_log('%s volumes do not exist')
-      return
-    }
-    let id = uuid()
-    let sum = _.sum(_.values(this.volumes[pair]))
-    for (let exchange of this.pair_exchanges[pair]) {
-      let amount = (this.volumes[pair][exchange] / sum) * total
-      this.limit_trade(exchange, pair, method, price, amount, id)
-    }
-  }
   market_trade(exchange, pair, method, amount, id = uuid()) {
     if (!this.rates[exchange][pair]) {
       this.info_log('%s %s rates do not exist', exchange, pair)
@@ -274,18 +256,6 @@ module.exports = class Orders {
     let { price } = utils.vol_position(input_array, amount)
     this.limit_trade(exchange, pair, method, price, amount, id)
   }
-  market_trade_all(pair, method, total) {
-    if (!this.rates_combined_all[pair]) {
-      this.error_log('%s rates combined do not exist', pair)
-      return
-    }
-    let type = method === 'buy' ? 'asks' : 'bids' // reverse because it is market order
-    let { price_exchange, vol_exchange } = utils.vol_position_combined(this.rates_combined_all[pair][type], total)
-    let id = uuid()
-    for (let exchange of this.pair_exchanges[pair]) {
-      if (price_exchange[exchange] && vol_exchange[exchange]) this.limit_trade(exchange, pair, method, price_exchange[exchange], vol_exchange[exchange], id)
-    }
-  }
   cancel_order(exchange, pair, order) {
     let original_status = order.status
     this.update_order_info(
@@ -1143,27 +1113,6 @@ module.exports = class Orders {
     }
     get_market_history(this.Exchanges, this.exchange_pairs, this.interval_dict)
   }
-  check_volumes() {
-    const influx_client = new Influx.InfluxDB(this.influx_url_check_volume)
-    let check_volumes_base = () => {
-      for (let pair in this.pair_exchanges) {
-        for (let exchange of this.pair_exchanges[pair]) {
-          let query_string = `SELECT sum("vol") FROM "${pair}" WHERE ("exchange" = '${_.upperFirst(exchange)}') AND time > now() - 12h`
-          influx_client.query(query_string).then((res) => {
-            res.map((e) => {
-              if (e.time && e.sum) {
-                _.set(this.volumes, [pair, exchange], e.sum)
-              }
-            })
-          })
-        }
-      }
-    }
-    check_volumes_base()
-    setInterval(() => {
-      check_volumes_base()
-    }, 15 * 60 * 1000)
-  }
   check_cmc_rates(data, type) {
     let check_cmc_rates_base = (data) => {
       get_coinmarketcap_rates(

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.9.90",
+  "version": "1.9.92",
   "description": "",
   "main": "index.js",
   "scripts": {