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Merge branch 'develop' of github.com:askmike/gekko into develop
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@askmike
askmike committed Nov 2, 2017
2 parents a3d7cf0 + 9f9f4ec commit 99931ca
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Showing 4 changed files with 34 additions and 30 deletions.
2 changes: 1 addition & 1 deletion exchanges/gemini.js
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Original file line number Diff line number Diff line change
Expand Up @@ -126,7 +126,7 @@ Trader.prototype.submit_order = function(type, amount, price, callback) {
}

callback(err, data.order_id);
});
}.bind(this));
}

Trader.prototype.buy = function(amount, price, callback) {
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50 changes: 27 additions & 23 deletions exchanges/kraken.js
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Original file line number Diff line number Diff line change
Expand Up @@ -90,7 +90,14 @@ var Trader = function(config) {
);
}

Trader.prototype.retry = function(method, args) {
var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|API:Invalid nonce|between Cloudflare and the origin web server)/)

Trader.prototype.retry = function(method, args, error) {
if (!error || !error.message.match(recoverableErrors)) {
log.error('[kraken.js] ', this.name, 'returned an irrecoverable error');
return;
}

// 5 -> 10s to avoid more rejection
var wait = +moment.duration(10, 'seconds');
log.debug('[kraken.js] (retry) ', this.name, 'returned an error, retrying..');
Expand Down Expand Up @@ -119,10 +126,9 @@ Trader.prototype.getTrades = function(since, callback, descending) {
var process = function(err, trades) {
if (err || !trades || trades.length === 0) {
log.error('error getting trades', err);
return this.retry(this.getTrades, args);
return this.retry(this.getTrades, args, err);
}


var parsedTrades = [];
_.each(trades.result[this.pair], function(trade) {
// Even when you supply 'since' you can still get more trades than you asked for, it needs to be filtered
Expand Down Expand Up @@ -152,8 +158,6 @@ Trader.prototype.getTrades = function(since, callback, descending) {
}

this.kraken.api('Trades', reqData, _.bind(process, this));


};

Trader.prototype.getPortfolio = function(callback) {
Expand All @@ -162,14 +166,14 @@ Trader.prototype.getPortfolio = function(callback) {
log.debug('[kraken.js] entering "setBalance" callback after kraken-api call, err:', err, ' data:' , data);

if(_.isEmpty(data))
err = 'no data (getPortfolio)';
err = new Error('no data (getPortfolio)');

else if(!_.isEmpty(data.error))
err = data.error;
err = new Error(data.error);

if (err || !data.result) {
log.error('[kraken.js] ' , err);
return this.retry(this.getPortfolio, args);
return this.retry(this.getPortfolio, args, err);
}

// When using the prefix-less assets, you remove the prefix from the assset but leave
Expand All @@ -193,7 +197,7 @@ Trader.prototype.getPortfolio = function(callback) {
{ name: this.currency, amount: currencyAmount }
];

return callback(err, portfolio);
return callback(err.message, portfolio);
};

this.kraken.api('Balance', {}, _.bind(setBalance, this));
Expand All @@ -207,10 +211,10 @@ Trader.prototype.getTicker = function(callback) {
var setTicker = function(err, data) {

if(!err && _.isEmpty(data))
err = 'no data (getTicker)';
err = new Error('no data (getTicker)');

else if(!err && !_.isEmpty(data.error))
err = data.error;
err = new Error(data.error);

if (err)
return log.error('unable to get ticker', JSON.stringify(err));
Expand All @@ -220,7 +224,7 @@ Trader.prototype.getTicker = function(callback) {
ask: result.a[0],
bid: result.b[0]
};
callback(err, ticker);
callback(err.message, ticker);
};

this.kraken.api('Ticker', {pair: this.pair}, _.bind(setTicker, this));
Expand Down Expand Up @@ -257,13 +261,13 @@ Trader.prototype.addOrder = function(tradeType, amount, price, callback) {
// console.log('blap', err, data);

if(!err && _.isEmpty(data))
err = 'no data (addOrder)';
err = new Error('no data (addOrder)');
else if(!err && !_.isEmpty(data.error))
err = data.error;
err = new Error(data.error);

if(err) {
log.error('unable to ' + tradeType.toLowerCase(), err);
return this.retry(this.addOrder, args);
return this.retry(this.addOrder, args, err);
}

var txid = data.result.txid[0];
Expand All @@ -286,10 +290,10 @@ Trader.prototype.getOrder = function(order, callback) {

var get = function(err, data) {
if(!err && _.isEmpty(data) && _.isEmpty(data.result))
err = 'no data (getOrder)';
err = new Error('no data (getOrder)');

else if(!err && !_.isEmpty(data.error))
err = data.error;
err = new Error(data.error);

if(err)
return log.error('Unable to get order', order, JSON.stringify(err));
Expand All @@ -315,17 +319,17 @@ Trader.prototype.sell = function(amount, price, callback) {
Trader.prototype.checkOrder = function(order, callback) {
var check = function(err, data) {
if(_.isEmpty(data))
err = 'no data (checkOrder)';
err = new Error('no data (checkOrder)');

if(!_.isEmpty(data.error))
err = data.error;
err = new Error(data.error);

if(err)
return log.error('Unable to check order', order, JSON.stringify(err));

var result = data.result[order];
var stillThere = result.status === 'open' || result.status === 'pending';
callback(err, !stillThere);
callback(err.message, !stillThere);
};

this.kraken.api('QueryOrders', {txid: order}, _.bind(check, this));
Expand All @@ -335,13 +339,13 @@ Trader.prototype.cancelOrder = function(order, callback) {
var args = _.toArray(arguments);
var cancel = function(err, data) {
if(!err && _.isEmpty(data))
err = 'no data (cancelOrder)';
err = new Error('no data (cancelOrder)');
else if(!err && !_.isEmpty(data.error))
err = data.error;
err = new Error(data.error);

if(err) {
log.error('unable to cancel order', order, '(', err, JSON.stringify(err), ')');
return this.retry(this.cancelOrder, args);
return this.retry(this.cancelOrder, args, err);
}

callback();
Expand Down
2 changes: 1 addition & 1 deletion package.json
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Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,7 @@
"commander": "^2.9.0",
"gdax": "^0.4.2",
"gekko": "0.0.9",
"gemini-exchange-coffee-api": "2.0.5",
"gemini-exchange-coffee-api": "2.0.6",
"humanize-duration": "^3.10.0",
"koa": "^1.2.0",
"koa-bodyparser": "^2.2.0",
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10 changes: 5 additions & 5 deletions plugins/performanceAnalyzer/performanceAnalyzer.js
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Original file line number Diff line number Diff line change
Expand Up @@ -81,14 +81,14 @@ PerformanceAnalyzer.prototype.logRoundtripPart = function(trade) {
if(trade.action === 'buy') {
this.roundTrip.entry = {
date: trade.date,
price: this.price,
total: this.current.asset * this.price,
price: trade.price,
total: trade.portfolio.asset * trade.price,
}
} else if(trade.action === 'sell') {
this.roundTrip.exit = {
date: trade.date,
price: this.price,
total: this.current.currency
price: trade.price,
total: trade.portfolio.currency
}

this.handleRoundtrip();
Expand All @@ -100,7 +100,7 @@ PerformanceAnalyzer.prototype.round = function(amount) {
}

PerformanceAnalyzer.prototype.handleRoundtrip = function() {
const roundtrip = {
var roundtrip = {
entryAt: this.roundTrip.entry.date,
entryPrice: this.roundTrip.entry.price,
entryBalance: this.roundTrip.entry.total,
Expand Down

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