kraken-grid 1.4.5 → 1.4.7

package/README.md

@@ -1,63 +1,63 @@
-<!-- START doctoc generated TOC please keep comment here to allow auto update -->
-<!-- DON'T EDIT THIS SECTION, INSTEAD RE-RUN doctoc TO UPDATE -->
+<!-- START doctoc generated TOC please keep comment here to allow auto update -->
+<!-- DON'T EDIT THIS SECTION, INSTEAD RE-RUN doctoc TO UPDATE -->
 **Table of Contents**  *generated with [DocToc](https://github.com/thlorenz/doctoc)*
-
-- [Release Notes for version 1.4](#release-notes-for-version-14)
-- [kraken-grid BETA](#kraken-grid-beta)
-  - [Upgrading](#upgrading)
-  - [Installation](#installation)
-  - [Usage](#usage)
-    - [How the author (Dave) does it for himself and others:](#how-the-author-dave-does-it-for-himself-and-others)
-      - [Discussion of the `adjust` command.](#discussion-of-the-adjust-command)
-    - [Web UI](#web-ui)
-      - [Orders table](#orders-table)
-      - [Allocation table](#allocation-table)
-      - [Assets table](#assets-table)
-      - [Pie Charts](#pie-charts)
-    - [Changing your password](#changing-your-password)
-    - [Mistyped passwords](#mistyped-passwords)
-    - [Command Line Interface](#command-line-interface)
-    - [Trading](#trading)
-      - [addlev](#addlev)
-      - [delev](#delev)
-      - [buy](#buy)
-      - [sell](#sell)
-      - [kill](#kill)
-      - [limits](#limits)
-      - [less](#less)
-      - [more](#more)
-    - [Information Gathering](#information-gathering)
-      - [assets](#assets)
-      - [capGains](#capgains)
-      - [list [Search]](#list-search)
-      - [margin](#margin)
-      - [report](#report)
-      - [show](#show)
-      - [verbose](#verbose)
-      - [web](#web)
-    - [Bot Management](#bot-management)
-      - [adjust](#adjust)
-      - [allocate](#allocate)
-      - [allocation](#allocation)
-      - [asset](#asset)
-      - [auto](#auto)
-      - [manual](#manual)
-      - [balance](#balance)
-      - [notest](#notest)
-      - [quit](#quit)
-      - [risky](#risky)
-      - [refnum](#refnum)
-      - [reset](#reset)
-      - [safe](#safe)
-      - [set](#set)
-    - [Experimental features (Not Recommended and not well tested)](#experimental-features-not-recommended-and-not-well-tested)
-      - [ws - EXPERIMENTAL](#ws---experimental)
-  - [Internals](#internals)
-    - [Userref](#userref)
-    - [Partial Execution](#partial-execution)
-  - [HELP!](#help)
-
-<!-- END doctoc generated TOC please keep comment here to allow auto update -->
+
+- [Release Notes for version 1.4](#release-notes-for-version-14)
+- [kraken-grid BETA](#kraken-grid-beta)
+  - [Upgrading](#upgrading)
+  - [Installation](#installation)
+  - [Usage](#usage)
+    - [How the author (Dave) does it for himself and others:](#how-the-author-dave-does-it-for-himself-and-others)
+      - [Discussion of the `adjust` command.](#discussion-of-the-adjust-command)
+    - [Web UI](#web-ui)
+      - [Orders table](#orders-table)
+      - [Allocation table](#allocation-table)
+      - [Assets table](#assets-table)
+      - [Pie Charts](#pie-charts)
+    - [Changing your password](#changing-your-password)
+    - [Mistyped passwords](#mistyped-passwords)
+    - [Command Line Interface](#command-line-interface)
+    - [Trading](#trading)
+      - [addlev](#addlev)
+      - [delev](#delev)
+      - [buy](#buy)
+      - [sell](#sell)
+      - [kill](#kill)
+      - [limits](#limits)
+      - [less](#less)
+      - [more](#more)
+    - [Information Gathering](#information-gathering)
+      - [assets](#assets)
+      - [capGains](#capgains)
+      - [list [Search]](#list-search)
+      - [margin](#margin)
+      - [report](#report)
+      - [show](#show)
+      - [verbose](#verbose)
+      - [web](#web)
+    - [Bot Management](#bot-management)
+      - [adjust](#adjust)
+      - [allocate](#allocate)
+      - [allocation](#allocation)
+      - [asset](#asset)
+      - [auto](#auto)
+      - [manual](#manual)
+      - [balance](#balance)
+      - [notest](#notest)
+      - [quit](#quit)
+      - [risky](#risky)
+      - [refnum](#refnum)
+      - [reset](#reset)
+      - [safe](#safe)
+      - [set](#set)
+    - [Experimental features (Not Recommended and not well tested)](#experimental-features-not-recommended-and-not-well-tested)
+      - [ws - EXPERIMENTAL](#ws---experimental)
+  - [Internals](#internals)
+    - [Userref](#userref)
+    - [Partial Execution](#partial-execution)
+  - [HELP!](#help)
+
+<!-- END doctoc generated TOC please keep comment here to allow auto update -->
 
 # Release Notes for version 1.4
 This project has been converted to Typescript. There are also a few changes on the way to supporting the Gemini Exchange (using gemini-grid instead of kraken-grid). If you use both, lucky you! Kraken asked me to close my account after I got arrested for trading Bitcoin. See https://litmocracy.blogspot.com/2024/06/daves-narrative.html, the beginning of a book about it for more information. I have not tested using both Gemini and Kraken with the same instance. If you want to help, consider [writing some unit tests](https://github.com/dscotese/kraken-grid/issues)!
@@ -72,13 +72,18 @@ This version stores your API key and secret using your password.  This informati
 
 ## Installation
 1. Get your API key and secret from Kraken. Otherwise, you will have to go through this process again if you want to run kraken on a machine that doesn't have these keys yet, or if you forget your password.
-   - 1.1 Click the box in the upper right corner on kraken.com after you log in that has your name in it.
-   - 1.2 Click the "Security" item in the dropdown box.
-   - 1.3 Click "API" in the list of options under Security.
-   - 1.4 Choose the "Add Key" link.
-   - 1.5 We recommend that you give your key a better description.
-   - 1.6 Check the "Query Funds" box under "Funds" and all the boxes under "Orders & Trades".
-   - 1.7 We recommend that you record this set of codes (a key and a private key, called "Secret" in kraken-grid).
+   - 1.1 Sign in to your Kraken account and click on the profile icon in the upper right corner.
+   - 1.2 Select "Settings" from the dropdown menu.
+   - 1.3 Click the "API" tab.
+   - 1.4 Click "Create API key".
+   - 1.5 We recommend that you give your key a better description (this is now called "Key Description").
+   - 1.6 Check the "Query Funds" box under "Funds Permissions" and all the boxes under "Orders & Trades Permissions":
+      - Query Open Orders & Trades
+      - Query Closed Orders & Trades
+      - Modify Orders
+      - Cancel/Close Orders
+   - 1.7 Click "Generate key".
+   - 1.8 IMPORTANT: Copy and save both the API Key and Private Key immediately in a secure location (like a password manager). The Private Key will not be shown again after you leave this page
 2. Install [NodeJS](https://nodejs.org/)
 3. Run `npm -g install kraken-grid` from a command line ("Command Prompt", "Terminal Window", or "Shell").
 
@@ -323,3 +328,4 @@ Because grid orders have conditional closes (at a price I'll call C, for close,
 This code is messy.  It works for me and I didn't want to keep waiting until I cleaned it up to publish it.  One of the major motivations I have for publishing it is that as more people use a strategy like "grid trader" to balance their savings, the prices of the cryptos with which they do it will become more stable.
 
 All calls to @nothingisdead's [Kraken-API](https://github.com/nothingisdead/npm-kraken-api) (which I have copied and renamed to kraka-djs to add CancelAll) are made through a function I called `kapi` so that any other exchange could be used by updating that funtion to translate Kraken's APIs to those of other exchanges.
+

package/TFCtest/lastFile.txt

@@ -0,0 +1 @@
+TFCtest/2026-02-20T13-12-20.json

package/allocation.ts

@@ -481,6 +481,10 @@ export const AllocCon = async (
         let str = `\nticker\ttarget\t(adjusted)\t(Range)\t(apct,ppct)\t${compare
             ? `${compare.name}\tdiff\t`
             : '\t\t'}Total: ${total}`;
+        
+        // Remove any degenerate asset entries:
+        assets = assets.filter(x => 
+            (typeof x.ticker == "string" && x.ticker.length > 0));
             
         await Promise.all(assets.map(async (a) => {
             await get(a.ticker);  // Forces an update

package/balancer.ts

@@ -98,14 +98,15 @@ const Balancer = (config: BalancerConfig): BalancerInstance => {
         // processes the open orders.
         // -------------------------------------------------------
         // We are replacing the grid for p.pair, so let's cancel
-        // all its orders.
-        const toCancel = bot.portfolio.O.filter(o => [p.pair, po.altname].includes(o[1].descr.pair))
-            .map(ae => ae[0]);
-        console.log(`${bot.FLAGS.safe ? 'NOT ' : ''}Cancelling`, toCancel);
+        // all its orders if there are any.
+        if(bot.portfolio.O) { 
+            const toCancel = bot.portfolio.O.filter(o => [p.pair, po.altname].includes(o[1].descr.pair))
+                .map(ae => ae[0]);
+            console.log(`${bot.FLAGS.safe ? 'NOT ' : ''}Cancelling`, toCancel);
         
-        if (!bot.FLAGS.safe && toCancel)
-            await bot.kill(toCancel);
-            
+            if (!bot.FLAGS.safe && toCancel)
+                await bot.kill(toCancel);
+        }            
         const Ordered = await bot.order(p.type, p.pair, p.price, p.amt,
             bot.getLev(bot.portfolio, p.type, p.price, p.amt, po.base, false),
             0, p.type === 'buy' ? sP : bP); // uref, close

package/bot.ts

@@ -314,7 +314,8 @@ export default function Bot(config: any): BotInstance {
             portfolio.limits = p.limits ? p.limits : [0,-1];
             portfolio.lastUpdate = p.lastUpdate ? p.lastUpdate : null;
             portfolio.Allocation = await AllocCon(config, 
-                p.Alloc ? p.Alloc.assets : undefined);
+                p.Alloc ? p.Alloc.assets.filter(x => 
+                    (typeof x.ticker == "string" && x.ticker.length>0)) : undefined);
             Reports = ReportCon(config.bot);
             config.report = Reports;
         }
@@ -450,7 +451,7 @@ export default function Bot(config: any): BotInstance {
         if(gPrices.length === 0) {   // When we have no grid prices, collect orders.
             console.log("Reading grid from 20 closed orders...");
             const closed = await moreOrders(20);
-            const closedIDs = closed?.keysFwd() || [];
+            const closedIDs = closed?.keysFwd?.() ?? [];
             if(closed && closedIDs.length > 0) {
                 let counter = closedIDs.length-1;
                 lCOts = closed?.orders[closedIDs[counter]].closetm || 0;
@@ -463,7 +464,7 @@ export default function Bot(config: any): BotInstance {
                     const cd = new Date(oo.closetm * 1000);
                     let gp:GridPoint | undefined = gPrices.find((x:any) => x.userref===ur); // If we already saw this grid point.
 	                if( counter < 5 ) {
-                        console.log(o,ur,op,od.type,od.close,`${cd.getFullYear()}/${1+cd.getMonth()
+                        console.log(o,ur,op,od.type,oo.vol_exec,od.close,`${cd.getFullYear()}/${1+cd.getMonth()
                             }/${cd.getDate()}`,cd.getHours(),cd.getMinutes(),cd.getSeconds());
                     }
                     counter -= 1;
@@ -647,7 +648,7 @@ export default function Bot(config: any): BotInstance {
     //  Reference Number.
     async function kill(o,oa:KOrder[]=[]):Promise<APIResponse> {
         let killed;
-        if(o === 0) {
+        if(o === 0 || /^0$/.test(o)) {
             const killAll = prompt("Cancel ALL orders? [y/N]");
             if(/^y/i.test(killAll)) {
                 killed = await kapi('CancelAll');
@@ -837,8 +838,15 @@ console.log("[p,np,dp,t,hp,lp,b,ma,f,tot1,ov,a,a2,t2,t2s]:",
                 if(!c.hasClose) { // If any doesn't have a close, combine them and add one.
                     console.log(421,Object.values(c.ids));
                     const cleared = await kill(c.ids.length>1?c.ids:c.ids[0], portfolio.O);
-                    if( cleared.result.descr === 'Ignored') 
+                    if( cleared?.result?.descr === 'Ignored' || cleared?.result?.count === 0 ) 
                         throw new Error('No such order(s).');
+                    if( cleared.result.pending ) {
+                        // Use QueryOrders to wait until they are gone.
+                        await sleep(1000);
+                        let qoRes = await kapi(['QueryOrders',c.ids.join(',')]);
+                        if( qoRes.result.status != 'canceled' )
+                            throw new Error('Cancellation took too long.');
+                    }
                     await order(c.type,sym,price, toDec(c.total,4),
                        c.lev,c.userref,c.open);
                     if(FLAGS.verbose) console.log(425,
@@ -850,7 +858,7 @@ console.log("[p,np,dp,t,hp,lp,b,ma,f,tot1,ov,a,a2,t2,t2s]:",
                     const traded = c.type==='buy' ? 'sold' : 'bought';
                     gp[traded]+=c.total;
                 }
-                // Do we need to extend the grid?
+                // Do we need to [extend] the grid?
                 // If we don't have a buy and a sell, then yes.
                 // --------------------------------------------
                 bs = bSidesP.find(b => b.pair===c.sym); // Was sym+'USD' but #USD Refactor
@@ -873,6 +881,22 @@ console.log("[p,np,dp,t,hp,lp,b,ma,f,tot1,ov,a,a2,t2,t2s]:",
                             let gpsell = Number(gp.sell);
                             let gpbuy = Number(gp.buy);
                             sp = Math.round(10**decimals*gpsell*gpsell/gpbuy)/10**decimals;
+                            // eslint-disable-next-line no-await-in-loop
+                            let newVol = -1 * await howMuch(sym, sp);
+                            if(newVol < 0) {
+                                // If vol is < 0, use a higher price instead of:
+                            /*    throw new Error(`At ${sp}, you'd have to 'sell' ${
+                                    newVol}, which means we're way out of balance.`);
+                                return;
+                             */
+                                sp = Math.round(10**decimals*gpsell**3/gpbuy**2)/10**decimals;
+                                // eslint-disable-next-line no-await-in-loop
+                                newVol = -1 * await howMuch(sym, sp);
+                                if(newVol < 0) {
+                                    throw new Error(`Even at ${sp}, you'd have to 'sell' ${
+                                        newVol}, which means we're way out of balance.`);
+                                }
+                            }
                             // eslint-disable-next-line no-param-reassign
                             c.userref = makeUserRef('sell', c.sym, sp);
                             // We may already have this grid price but the order
@@ -890,13 +914,6 @@ console.log("[p,np,dp,t,hp,lp,b,ma,f,tot1,ov,a,a2,t2,t2s]:",
                                     } to close at ${gp.sell}`);
                             }
                             // eslint-disable-next-line no-await-in-loop
-                            const newVol = -1 * await howMuch(sym, sp);
-                            if(newVol < 0) {
-                                console.log("At",sp,"you'd have to 'sell'",
-                                    `${newVol}, which means we're way out of balance.`);
-                                return;
-                            }
-                            // eslint-disable-next-line no-await-in-loop
                             await order('sell',c.sym,sp,newVol,
                                 getLev(portfolio,'sell',sp,newVol,c.sym,false),c.userref,
                                 gpsell);
@@ -907,7 +924,7 @@ console.log("[p,np,dp,t,hp,lp,b,ma,f,tot1,ov,a,a2,t2,t2s]:",
                             gp = gp as GridPoint;
                             let gpsell = Number(gp.sell);
                             let gpbuy = Number(gp.buy);
-                            bp = Math.round(decimals*gpbuy*gpbuy/gpsell)/decimals;
+                            bp = Math.round(10**decimals*gpbuy*gpbuy/gpsell)/10**decimals;
                             // eslint-disable-next-line no-param-reassign
                             c.userref = makeUserRef('buy', c.sym, bp);
                             // We may already have this grid price but the order
@@ -926,11 +943,20 @@ console.log("[p,np,dp,t,hp,lp,b,ma,f,tot1,ov,a,a2,t2,t2s]:",
                                 if(ngp.buy === ngp.sell) throw new Error("Bad Grid Point");
                             }
                             // eslint-disable-next-line no-await-in-loop
-                            const newVol = await howMuch(sym, bp);
+                            let newVol = await howMuch(sym, bp);
                             if(newVol < 0) {
-                                console.log("At",bp,"you'd have to 'buy'",
-                                `${newVol}, which means we're way out of balance.`);
-                                return;
+                                // If vol is < 0, use a higher price instead of:
+                            /*    throw new Error(`At ${bp}, you'd have to 'buy' ${
+                                newVol}, which means we're way out of balance.`);
+                               return; 
+                            */
+                                bp = Math.round(10**decimals*gpbuy**3/gpsell**2)/10**decimals;
+                                // eslint-disable-next-line no-await-in-loop
+                                newVol = await howMuch(sym, bp);
+                                if(newVol < 0) {
+                                    throw new Error(`Even at ${bp}, you'd have to 'buy' ${
+                                        newVol}, which means we're way out of balance.`);
+                                }
                             }
                             // eslint-disable-next-line no-await-in-loop
                             await order('buy',c.sym,bp,newVol,