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Adding limit order support #1

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Adding limit order support #1

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18 changes: 12 additions & 6 deletions trader.coffee
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Original file line number Diff line number Diff line change
Expand Up @@ -20,23 +20,27 @@ class Trader
logger.info message
warn: (message)->
logger.info message
buy: (instrument,amount,cb)=>
buy: (instrument,amount,price,time,cb)=>
@trade
at: @data.at
asset: instrument.asset()
curr: instrument.curr()
platform: instrument.platform
type: 'buy'
amount: amount
price:price
time:time
,cb
sell: (instrument,amount,cb)=>
sell: (instrument,amount,price,time,cb)=>
@trade
at: @data.at
asset: instrument.asset()
curr: instrument.curr()
platform: instrument.platform
type: 'sell'
amount: amount
price:price
time:time
,cb
plot: (series)->
# do nothing
Expand Down Expand Up @@ -94,11 +98,13 @@ class Trader
platform = order.platform
switch order.type
when 'buy'
order.price = @ticker.buy
order.price ?= @ticker.buy
order.time ?= @config.check_order_interval
order.maxAmount = order.amount or @sandbox.portfolio.positions[order.curr].amount / order.price
break
when 'sell'
order.price = @ticker.sell
order.price ?= @ticker.sell
order.time ?= @config.check_order_interval
order.maxAmount = order.amount or @sandbox.portfolio.positions[order.asset].amount
break
platform.trade order, (err,orderId)=>
Expand Down Expand Up @@ -140,7 +146,7 @@ class Trader
if err?
logger.error err
if active
logger.info "Canceling order ##{orderId} as it was inactive for #{@config.check_order_interval} seconds."
logger.info "Canceling order ##{orderId} as it was inactive for #{order.time} seconds."
platform.cancelOrder orderId, (err)=>
if err?
logger.error err
Expand All @@ -151,7 +157,7 @@ class Trader
@trade order, cb
else
orderCb()
,@config.check_order_interval*1000
,order.time*1000
else
orderCb()

Expand Down