level up

Author: stav

src/kingapistream.ts

@@ -1,14 +1,14 @@
 import { STREAMING_TRADE_RECORD } from 'xapi-node'
 import SocketApiRobot from './kingapisocket'
-import { takeProfits } from './profits'
+import { checkProfits } from './profits'
 
 export default class StreamingApiRobot extends SocketApiRobot {
 
-  protected takeProfits: Function
+  protected checkProfits: Function
 
   constructor() {
     super()
-    this.takeProfits = takeProfits
+    this.checkProfits = checkProfits
     this.xapi.Stream.listen.getTrades(this.tradeEvent.bind(this))
   }
 
@@ -24,7 +24,7 @@ export default class StreamingApiRobot extends SocketApiRobot {
 
   private async tradeEvent (data: STREAMING_TRADE_RECORD): Promise<void> {
     this.printTrades([data])
-    this.takeProfits(data)
+    this.checkProfits(data)
     this.log(data)
   }
 

src/profits.ts

@@ -10,34 +10,57 @@ import KingBot from './kingbot'
 
 type UpdateOrderEvent = Partial<TRADE_TRANS_INFO>
 
-function getStopLoss(data: STREAMING_TRADE_RECORD, trades: TRADE_RECORD[]) {
+function _isBuyOrder(cmd: number): boolean {
+  return ['BUY', 'BUY_LIMIT', 'BUY_STOP'].includes(CMD_FIELD[cmd])
+}
+
+function getLevel(data: STREAMING_TRADE_RECORD): number {
+  const isBuyOrder = _isBuyOrder(data.cmd)
+  function stoplossWorseThanEntry(): boolean {
+    return isBuyOrder ? data.sl < data.open_price : data.sl > data.open_price
+  }
+  if (stoplossWorseThanEntry()) {
+    return data.open_price
+  }
+  const level = (data.open_price + data.close_price) / 2
+  console.log('LEVEL', level, '=', data.open_price, '+', data.close_price, '/', 2)
+  return level
+}
+
+function getStopLoss(data: STREAMING_TRADE_RECORD): number {
   const margin = data.open_price * 0.0003
-  const betterment = data.cmd === CMD_FIELD.BUY ? margin : margin * -1
-  const tps: number[] = trades.map(trade => trade.tp)
-  console.log('getStopLoss', tps)
-  return parseInt(`${data.open_price + betterment}`) // TODO: Don't use parseInt: Need to check trade.digits and truncate
+  const isBuyOrder = _isBuyOrder(data.cmd)
+  const betterment = isBuyOrder ? +margin : -margin
+  const level = getLevel(data)
+  const stopLoss = +(level + betterment).toFixed(data.digits)
+  console.log('STOP LOSS:', stopLoss, '=', level, '+', betterment)
+  return stopLoss
 }
 
-function getTransaction(data: STREAMING_TRADE_RECORD, trades: TRADE_RECORD[]) {
-  return {
+async function setFamilyStoploss( data: STREAMING_TRADE_RECORD,
+                                trades: TRADE_RECORD[],
+                      tradeTransaction: Function,
+                                 error: Function
+                                ): Promise<void> {
+  console.log('Updating stop loss for', trades.length, 'orders')
+  const transaction: UpdateOrderEvent = {
     type: TYPE_FIELD.MODIFY,
-    sl: getStopLoss(data, trades),
+    sl: getStopLoss(data),
+  }
+  for (const trade of trades) {
+    transaction.order = trade.order
+    console.log('transaction', transaction)
+    // The transaction will fail if the take-profit is "worse" than the entry price
+    await tradeTransaction(<TRADE_TRANS_INFO>transaction).catch(error)
   }
 }
 
-export async function takeProfits (this: KingBot, data: STREAMING_TRADE_RECORD): Promise<void> {
+export async function checkProfits (this: KingBot, data: STREAMING_TRADE_RECORD): Promise<void> {
   if (data.closed && data.comment === '[T/P]') {
     console.log('TAKE PROFIT', data)
-    const trades: TRADE_RECORD[] = await this.getFamilyTrades(data)
-    const transaction: UpdateOrderEvent = getTransaction(data, trades)
-    const tradeTransaction = this.xapi.Socket.send.tradeTransaction
-    trades.length && console.log('Updating stop loss for', trades.length, 'orders')
-
-    for (const trade of trades) {
-      transaction.order = trade.order
-      console.log('transaction', transaction)
-      // The transaction will fail if the take-profit is "worse" than the entry price
-      await tradeTransaction(<TRADE_TRANS_INFO>transaction).catch(this.console.error)
+    const trades: TRADE_RECORD[] = await this.getFamilyTrades(data) // TODO Make sure we don't include any pending orders
+    if (trades.length > 0) {
+      await setFamilyStoploss(data, trades, this.xapi.Socket.send.tradeTransaction, this.console.error)
     }
     await this.printAllTrades()
   }