From 6df52775a4d6c7c70f9c7b0a609f2d006f611b2b Mon Sep 17 00:00:00 2001 From: James Hush Date: Sun, 7 Jan 2018 03:45:06 -0500 Subject: [PATCH 001/236] Update package-lock.json (#1071) --- package-lock.json | 404 +++++++++++++++------------------------------- 1 file changed, 130 insertions(+), 274 deletions(-) diff --git a/package-lock.json b/package-lock.json index 2421cefaa4..d1cbee267b 100644 --- a/package-lock.json +++ b/package-lock.json @@ -2363,9 +2363,9 @@ } }, "eslint": { - "version": "4.14.0", - "resolved": "https://registry.npmjs.org/eslint/-/eslint-4.14.0.tgz", - "integrity": "sha512-Ul6CSGRjKscEyg0X/EeNs7o2XdnbTEOD1OM8cTjmx85RPcBJQrEhZLevhuJZNAE/vS2iVl5Uhgiqf3h5uLMCJQ==", + "version": "4.15.0", + "resolved": "https://registry.npmjs.org/eslint/-/eslint-4.15.0.tgz", + "integrity": "sha512-zEO/Z1ZUxIQ+MhDVKkVTUYpIPDTEJLXGMrkID+5v1NeQHtCz6FZikWuFRgxE1Q/RV2V4zVl1u3xmpPADHhMZ6A==", "dev": true, "requires": { "ajv": "5.5.2", @@ -2995,14 +2995,12 @@ "dependencies": { "abbrev": { "version": "1.1.0", - "resolved": "https://registry.npmjs.org/abbrev/-/abbrev-1.1.0.tgz", - "integrity": "sha1-0FVMIlZjbi9W58LlrRg/hZQo2B8=", + "bundled": true, "optional": true }, "ajv": { "version": "4.11.8", - "resolved": "https://registry.npmjs.org/ajv/-/ajv-4.11.8.tgz", - "integrity": "sha1-gv+wKynmYq5TvcIK8VlHcGc5xTY=", + "bundled": true, "optional": true, "requires": { "co": "4.6.0", @@ -3011,19 +3009,16 @@ }, "ansi-regex": { "version": "2.1.1", - "resolved": "https://registry.npmjs.org/ansi-regex/-/ansi-regex-2.1.1.tgz", - "integrity": "sha1-w7M6te42DYbg5ijwRorn7yfWVN8=" + "bundled": true }, "aproba": { "version": "1.1.1", - "resolved": "https://registry.npmjs.org/aproba/-/aproba-1.1.1.tgz", - "integrity": "sha1-ldNgDwdxCqDpKYxyatXs8urLq6s=", + "bundled": true, "optional": true }, "are-we-there-yet": { "version": "1.1.4", - "resolved": "https://registry.npmjs.org/are-we-there-yet/-/are-we-there-yet-1.1.4.tgz", - "integrity": "sha1-u13KOCu5TwXhUZQ3PRb9O6HKEQ0=", + "bundled": true, "optional": true, "requires": { "delegates": "1.0.0", @@ -3032,43 +3027,36 @@ }, "asn1": { "version": "0.2.3", - "resolved": "https://registry.npmjs.org/asn1/-/asn1-0.2.3.tgz", - "integrity": "sha1-2sh4dxPJlmhJ/IGAd36+nB3fO4Y=", + "bundled": true, "optional": true }, "assert-plus": { "version": "0.2.0", - "resolved": "https://registry.npmjs.org/assert-plus/-/assert-plus-0.2.0.tgz", - "integrity": "sha1-104bh+ev/A24qttwIfP+SBAasjQ=", + "bundled": true, "optional": true }, "asynckit": { "version": "0.4.0", - "resolved": "https://registry.npmjs.org/asynckit/-/asynckit-0.4.0.tgz", - "integrity": "sha1-x57Zf380y48robyXkLzDZkdLS3k=", + "bundled": true, "optional": true }, "aws-sign2": { "version": "0.6.0", - "resolved": "https://registry.npmjs.org/aws-sign2/-/aws-sign2-0.6.0.tgz", - "integrity": "sha1-FDQt0428yU0OW4fXY81jYSwOeU8=", + "bundled": true, "optional": true }, "aws4": { "version": "1.6.0", - "resolved": "https://registry.npmjs.org/aws4/-/aws4-1.6.0.tgz", - "integrity": "sha1-g+9cqGCysy5KDe7e6MdxudtXRx4=", + "bundled": true, "optional": true }, "balanced-match": { "version": "0.4.2", - "resolved": "https://registry.npmjs.org/balanced-match/-/balanced-match-0.4.2.tgz", - "integrity": "sha1-yz8+PHMtwPAe5wtAPzAuYddwmDg=" + "bundled": true }, "bcrypt-pbkdf": { "version": "1.0.1", - "resolved": "https://registry.npmjs.org/bcrypt-pbkdf/-/bcrypt-pbkdf-1.0.1.tgz", - "integrity": "sha1-Y7xdy2EzG5K8Bf1SiVPDNGKgb40=", + "bundled": true, "optional": true, "requires": { "tweetnacl": "0.14.5" @@ -3076,24 +3064,21 @@ }, "block-stream": { "version": "0.0.9", - "resolved": "https://registry.npmjs.org/block-stream/-/block-stream-0.0.9.tgz", - "integrity": "sha1-E+v+d4oDIFz+A3UUgeu0szAMEmo=", + "bundled": true, "requires": { "inherits": "2.0.3" } }, "boom": { "version": "2.10.1", - "resolved": "https://registry.npmjs.org/boom/-/boom-2.10.1.tgz", - "integrity": "sha1-OciRjO/1eZ+D+UkqhI9iWt0Mdm8=", + "bundled": true, "requires": { "hoek": "2.16.3" } }, "brace-expansion": { "version": "1.1.7", - "resolved": "https://registry.npmjs.org/brace-expansion/-/brace-expansion-1.1.7.tgz", - "integrity": "sha1-Pv/DxQ4ABTH7cg6v+A8K6O8jz1k=", + "bundled": true, "requires": { "balanced-match": "0.4.2", "concat-map": "0.0.1" @@ -3101,61 +3086,51 @@ }, "buffer-shims": { "version": "1.0.0", - "resolved": "https://registry.npmjs.org/buffer-shims/-/buffer-shims-1.0.0.tgz", - "integrity": "sha1-mXjOMXOIxkmth5MCjDR37wRKi1E=" + "bundled": true }, "caseless": { "version": "0.12.0", - "resolved": "https://registry.npmjs.org/caseless/-/caseless-0.12.0.tgz", - "integrity": "sha1-G2gcIf+EAzyCZUMJBolCDRhxUdw=", + "bundled": true, "optional": true }, "co": { "version": "4.6.0", - "resolved": "https://registry.npmjs.org/co/-/co-4.6.0.tgz", - "integrity": "sha1-bqa989hTrlTMuOR7+gvz+QMfsYQ=", + "bundled": true, "optional": true }, "code-point-at": { "version": "1.1.0", - "resolved": "https://registry.npmjs.org/code-point-at/-/code-point-at-1.1.0.tgz", - "integrity": "sha1-DQcLTQQ6W+ozovGkDi7bPZpMz3c=" + "bundled": true }, "combined-stream": { "version": "1.0.5", - "resolved": "https://registry.npmjs.org/combined-stream/-/combined-stream-1.0.5.tgz", - "integrity": "sha1-k4NwpXtKUd6ix3wV1cX9+JUWQAk=", + "bundled": true, "requires": { "delayed-stream": "1.0.0" } }, "concat-map": { "version": "0.0.1", - "resolved": "https://registry.npmjs.org/concat-map/-/concat-map-0.0.1.tgz", - "integrity": "sha1-2Klr13/Wjfd5OnMDajug1UBdR3s=" + "bundled": true }, "console-control-strings": { "version": "1.1.0", - "resolved": "https://registry.npmjs.org/console-control-strings/-/console-control-strings-1.1.0.tgz", - "integrity": "sha1-PXz0Rk22RG6mRL9LOVB/mFEAjo4=" + "bundled": true }, "core-util-is": { "version": "1.0.2", - "resolved": "https://registry.npmjs.org/core-util-is/-/core-util-is-1.0.2.tgz", - "integrity": "sha1-tf1UIgqivFq1eqtxQMlAdUUDwac=" + "bundled": true }, "cryptiles": { "version": "2.0.5", - "resolved": 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"https://registry.npmjs.org/deep-extend/-/deep-extend-0.4.2.tgz", - "integrity": "sha1-SLaZwn4zS/ifEIkr5DL25MfTSn8=", + "bundled": true, "optional": true }, "delayed-stream": { "version": "1.0.0", - "resolved": "https://registry.npmjs.org/delayed-stream/-/delayed-stream-1.0.0.tgz", - "integrity": "sha1-3zrhmayt+31ECqrgsp4icrJOxhk=" + "bundled": true }, "delegates": { "version": "1.0.0", - "resolved": "https://registry.npmjs.org/delegates/-/delegates-1.0.0.tgz", - "integrity": "sha1-hMbhWbgZBP3KWaDvRM2HDTElD5o=", + "bundled": true, "optional": true }, "detect-libc": { "version": "1.0.2", - "resolved": "https://registry.npmjs.org/detect-libc/-/detect-libc-1.0.2.tgz", - "integrity": "sha1-ca1dIEvxempsqPRQxhRUBm70YeE=", + "bundled": true, "optional": true }, "ecc-jsbn": { "version": "0.1.1", - "resolved": "https://registry.npmjs.org/ecc-jsbn/-/ecc-jsbn-0.1.1.tgz", - "integrity": "sha1-D8c6ntXw1Tw4GTOYUj735UN3dQU=", + "bundled": true, "optional": true, "requires": { "jsbn": "0.1.1" @@ -3212,25 +3180,21 @@ }, "extend": { "version": "3.0.1", - "resolved": "https://registry.npmjs.org/extend/-/extend-3.0.1.tgz", - "integrity": "sha1-p1Xqe8Gt/MWjHOfnYtuq3F5jZEQ=", + "bundled": true, "optional": true }, "extsprintf": { "version": "1.0.2", - "resolved": "https://registry.npmjs.org/extsprintf/-/extsprintf-1.0.2.tgz", - "integrity": "sha1-4QgOBljjALBilJkMxw4VAiNf1VA=" + "bundled": true }, "forever-agent": { "version": "0.6.1", - "resolved": "https://registry.npmjs.org/forever-agent/-/forever-agent-0.6.1.tgz", - "integrity": "sha1-+8cfDEGt6zf5bFd60e1C2P2sypE=", + "bundled": true, "optional": true }, "form-data": { "version": "2.1.4", - "resolved": "https://registry.npmjs.org/form-data/-/form-data-2.1.4.tgz", - "integrity": "sha1-M8GDrPGTJ27KqYFDpp6Uv+4XUNE=", + "bundled": true, "optional": true, "requires": { "asynckit": "0.4.0", @@ -3240,13 +3204,11 @@ }, "fs.realpath": { "version": "1.0.0", - "resolved": "https://registry.npmjs.org/fs.realpath/-/fs.realpath-1.0.0.tgz", - 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"sha1-Xv+OPmhNVprkyysSgmBOi6YhSfo=", + "bundled": true, "optional": true, "requires": { "assert-plus": "1.0.0" @@ -3292,16 +3251,14 @@ "dependencies": { "assert-plus": { "version": "1.0.0", - "resolved": "https://registry.npmjs.org/assert-plus/-/assert-plus-1.0.0.tgz", - "integrity": "sha1-8S4PPF13sLHN2RRpQuTpbB5N1SU=", + "bundled": true, "optional": true } } }, "glob": { "version": "7.1.2", - "resolved": "https://registry.npmjs.org/glob/-/glob-7.1.2.tgz", - "integrity": "sha512-MJTUg1kjuLeQCJ+ccE4Vpa6kKVXkPYJ2mOCQyUuKLcLQsdrMCpBPUi8qVE6+YuaJkozeA9NusTAw3hLr8Xe5EQ==", + "bundled": true, "requires": { "fs.realpath": "1.0.0", "inflight": "1.0.6", @@ -3313,19 +3270,16 @@ }, "graceful-fs": { "version": "4.1.11", - "resolved": "https://registry.npmjs.org/graceful-fs/-/graceful-fs-4.1.11.tgz", - "integrity": "sha1-Dovf5NHduIVNZOBOp8AOKgJuVlg=" + "bundled": true }, "har-schema": { "version": "1.0.5", - "resolved": "https://registry.npmjs.org/har-schema/-/har-schema-1.0.5.tgz", - "integrity": 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"requires": { "jsbn": "0.1.1" @@ -3421,20 +3363,17 @@ }, "jsbn": { "version": "0.1.1", - "resolved": "https://registry.npmjs.org/jsbn/-/jsbn-0.1.1.tgz", - "integrity": "sha1-peZUwuWi3rXyAdls77yoDA7y9RM=", + "bundled": true, "optional": true }, "json-schema": { "version": "0.2.3", - "resolved": "https://registry.npmjs.org/json-schema/-/json-schema-0.2.3.tgz", - "integrity": "sha1-tIDIkuWaLwWVTOcnvT8qTogvnhM=", + "bundled": true, "optional": true }, "json-stable-stringify": { "version": "1.0.1", - "resolved": "https://registry.npmjs.org/json-stable-stringify/-/json-stable-stringify-1.0.1.tgz", - "integrity": "sha1-mnWdOcXy/1A/1TAGRu1EX4jE+a8=", + "bundled": true, "optional": true, "requires": { "jsonify": "0.0.0" @@ -3442,20 +3381,17 @@ }, "json-stringify-safe": { "version": "5.0.1", - "resolved": "https://registry.npmjs.org/json-stringify-safe/-/json-stringify-safe-5.0.1.tgz", - "integrity": "sha1-Epai1Y/UXxmg9s4B1lcB4sc1tus=", + "bundled": true, "optional": true }, "jsonify": { 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"version": "1.4.1", - "resolved": "https://registry.npmjs.org/punycode/-/punycode-1.4.1.tgz", - "integrity": "sha1-wNWmOycYgArY4esPpSachN1BhF4=", + "bundled": true, "optional": true }, "qs": { "version": "6.4.0", - "resolved": "https://registry.npmjs.org/qs/-/qs-6.4.0.tgz", - "integrity": "sha1-E+JtKK1rD/qpExLNO/cI7TUecjM=", + "bundled": true, "optional": true }, "rc": { "version": "1.2.1", - "resolved": "https://registry.npmjs.org/rc/-/rc-1.2.1.tgz", - "integrity": "sha1-LgPo5C7kULjLPc5lvhv4l04d/ZU=", + "bundled": true, "optional": true, "requires": { "deep-extend": "0.4.2", @@ -3642,16 +3555,14 @@ "dependencies": { "minimist": { "version": "1.2.0", - "resolved": "https://registry.npmjs.org/minimist/-/minimist-1.2.0.tgz", - "integrity": "sha1-o1AIsg9BOD7sH7kU9M1d95omQoQ=", + "bundled": true, "optional": true } } }, "readable-stream": { "version": "2.2.9", - "resolved": "https://registry.npmjs.org/readable-stream/-/readable-stream-2.2.9.tgz", - "integrity": 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"set-blocking": { "version": "2.0.0", - "resolved": "https://registry.npmjs.org/set-blocking/-/set-blocking-2.0.0.tgz", - "integrity": "sha1-BF+XgtARrppoA93TgrJDkrPYkPc=", + "bundled": true, "optional": true }, "signal-exit": { "version": "3.0.2", - "resolved": "https://registry.npmjs.org/signal-exit/-/signal-exit-3.0.2.tgz", - "integrity": "sha1-tf3AjxKH6hF4Yo5BXiUTK3NkbG0=", + "bundled": true, "optional": true }, "sntp": { "version": "1.0.9", - "resolved": "https://registry.npmjs.org/sntp/-/sntp-1.0.9.tgz", - "integrity": "sha1-ZUEYTMkK7qbG57NeJlkIJEPGYZg=", + "bundled": true, "requires": { "hoek": "2.16.3" } }, "sshpk": { "version": "1.13.0", - "resolved": "https://registry.npmjs.org/sshpk/-/sshpk-1.13.0.tgz", - "integrity": "sha1-/yo+T9BEl1Vf7Zezmg/YL6+zozw=", + "bundled": true, "optional": true, "requires": { "asn1": "0.2.3", @@ -3750,16 +3653,14 @@ "dependencies": { "assert-plus": { "version": "1.0.0", - "resolved": "https://registry.npmjs.org/assert-plus/-/assert-plus-1.0.0.tgz", - "integrity": "sha1-8S4PPF13sLHN2RRpQuTpbB5N1SU=", + "bundled": true, "optional": true } } }, "string-width": { "version": "1.0.2", - "resolved": "https://registry.npmjs.org/string-width/-/string-width-1.0.2.tgz", - "integrity": "sha1-EYvfW4zcUaKn5w0hHgfisLmxB9M=", + "bundled": true, "requires": { "code-point-at": "1.1.0", "is-fullwidth-code-point": "1.0.0", @@ -3768,36 +3669,31 @@ }, "string_decoder": { "version": "1.0.1", - "resolved": "https://registry.npmjs.org/string_decoder/-/string_decoder-1.0.1.tgz", - "integrity": "sha1-YuIA8DmVWmgQ2N8KM//A8BNmLZg=", + "bundled": true, "requires": { "safe-buffer": "5.0.1" } }, "stringstream": { "version": "0.0.5", - "resolved": "https://registry.npmjs.org/stringstream/-/stringstream-0.0.5.tgz", - "integrity": "sha1-TkhM1N5aC7vuGORjB3EKioFiGHg=", + "bundled": true, "optional": true }, "strip-ansi": { "version": "3.0.1", - "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-3.0.1.tgz", - "integrity": "sha1-ajhfuIU9lS1f8F0Oiq+UJ43GPc8=", + "bundled": true, "requires": { "ansi-regex": "2.1.1" } }, "strip-json-comments": { "version": "2.0.1", - "resolved": "https://registry.npmjs.org/strip-json-comments/-/strip-json-comments-2.0.1.tgz", - "integrity": "sha1-PFMZQukIwml8DsNEhYwobHygpgo=", + "bundled": true, "optional": true }, "tar": { "version": "2.2.1", - "resolved": "https://registry.npmjs.org/tar/-/tar-2.2.1.tgz", - "integrity": "sha1-jk0qJWwOIYXGsYrWlK7JaLg8sdE=", + "bundled": true, "requires": { "block-stream": "0.0.9", "fstream": "1.0.11", @@ -3806,8 +3702,7 @@ }, "tar-pack": { "version": "3.4.0", - "resolved": "https://registry.npmjs.org/tar-pack/-/tar-pack-3.4.0.tgz", - "integrity": "sha1-I74tf2cagzk3bL2wuP4/3r8xeYQ=", + "bundled": true, "optional": true, "requires": { "debug": "2.6.8", @@ -3822,8 +3717,7 @@ }, "tough-cookie": { "version": "2.3.2", - "resolved": "https://registry.npmjs.org/tough-cookie/-/tough-cookie-2.3.2.tgz", - "integrity": "sha1-8IH3bkyFcg5sN6X6ztc3FQ2EByo=", + "bundled": true, "optional": true, "requires": { "punycode": "1.4.1" @@ -3831,8 +3725,7 @@ }, "tunnel-agent": { "version": "0.6.0", - "resolved": "https://registry.npmjs.org/tunnel-agent/-/tunnel-agent-0.6.0.tgz", - "integrity": "sha1-J6XeoGs2sEoKmWZ3SykIaPD8QP0=", + "bundled": true, "optional": true, "requires": { "safe-buffer": "5.0.1" @@ -3840,31 +3733,26 @@ }, "tweetnacl": { "version": "0.14.5", - "resolved": "https://registry.npmjs.org/tweetnacl/-/tweetnacl-0.14.5.tgz", - "integrity": "sha1-WuaBd/GS1EViadEIr6k/+HQ/T2Q=", + "bundled": true, "optional": true }, "uid-number": { "version": "0.0.6", - "resolved": "https://registry.npmjs.org/uid-number/-/uid-number-0.0.6.tgz", - "integrity": "sha1-DqEOgDXo61uOREnwbaHHMGY7qoE=", + "bundled": true, "optional": true }, "util-deprecate": { "version": "1.0.2", - "resolved": "https://registry.npmjs.org/util-deprecate/-/util-deprecate-1.0.2.tgz", - "integrity": "sha1-RQ1Nyfpw3nMnYvvS1KKJgUGaDM8=" + "bundled": true }, "uuid": { "version": "3.0.1", - "resolved": "https://registry.npmjs.org/uuid/-/uuid-3.0.1.tgz", - "integrity": "sha1-ZUS7ot/ajBzxfmKaOjBeK7H+5sE=", + "bundled": true, "optional": true }, "verror": { "version": "1.3.6", - "resolved": "https://registry.npmjs.org/verror/-/verror-1.3.6.tgz", - "integrity": "sha1-z/XfEpRtKX0rqu+qJoniW+AcAFw=", + "bundled": true, "optional": true, "requires": { "extsprintf": "1.0.2" @@ -3872,8 +3760,7 @@ }, "wide-align": { "version": "1.1.2", - "resolved": "https://registry.npmjs.org/wide-align/-/wide-align-1.1.2.tgz", - "integrity": "sha512-ijDLlyQ7s6x1JgCLur53osjm/UXUYD9+0PbYKrBsYisYXzCxN+HC3mYDNy/dWdmf3AwqwU3CXwDCvsNgGK1S0w==", + "bundled": true, "optional": true, "requires": { "string-width": "1.0.2" @@ -3881,8 +3768,7 @@ }, "wrappy": { "version": "1.0.2", - "resolved": "https://registry.npmjs.org/wrappy/-/wrappy-1.0.2.tgz", - "integrity": "sha1-tSQ9jz7BqjXxNkYFvA0QNuMKtp8=" + "bundled": true } } }, @@ -4020,6 +3906,11 @@ "resolved": "https://registry.npmjs.org/ultron/-/ultron-1.1.1.tgz", "integrity": "sha512-UIEXBNeYmKptWH6z8ZnqTeS8fV74zG0/eRU9VGkpzz+LIJNs8W/zM/L+7ctCkRrgbNnnR0xxw4bKOr0cW0N0Og==" }, + "uuid": { + "version": "3.1.0", + "resolved": "https://registry.npmjs.org/uuid/-/uuid-3.1.0.tgz", + "integrity": "sha512-DIWtzUkw04M4k3bf1IcpS2tngXEL26YUD2M0tMDUpnUrz2hgzUBlD55a4FjdLGPvfHxS6uluGWvaVEqgBcVa+g==" + }, "ws": { "version": "3.0.0", "resolved": "https://registry.npmjs.org/ws/-/ws-3.0.0.tgz", @@ -5876,7 +5767,7 @@ "integrity": "sha1-CXtgK1NCKlIsGvuHkDGDNpQaAR0=" }, "numbro": { - "version": "github:highvelocityspace/numbro#65a801c05c40496e5701458c0d4e780060e9a742" + "version": "github:highvelocityspace/numbro#797eae5605bf217a016a112343e8dd9746b72e15" }, "oauth-sign": { "version": "0.8.2", @@ -6162,16 +6053,16 @@ "integrity": "sha1-5aSs0sEB/fPZpNB/DbxNtJ3SgXY=" }, "pinkie": { - "version": "2.0.5", - "resolved": "https://registry.npmjs.org/pinkie/-/pinkie-2.0.5.tgz", - "integrity": "sha512-9fAxS/+I3fBLBLJpZkuUTa1nY78BDWiP4Z8NFebaBCt3NuInv31J4YrljAaktsJ5QodyQ1qyr5EdBzTITF1cxw==" + "version": "2.0.4", + "resolved": "https://registry.npmjs.org/pinkie/-/pinkie-2.0.4.tgz", + "integrity": "sha1-clVrgM+g1IqXToDnckjoDtT3+HA=" }, "pinkie-promise": { "version": "2.0.1", "resolved": "https://registry.npmjs.org/pinkie-promise/-/pinkie-promise-2.0.1.tgz", "integrity": "sha1-ITXW36ejWMBprJsXh3YogihFD/o=", "requires": { - "pinkie": "2.0.5" + "pinkie": "2.0.4" } }, "pkg-dir": { @@ -7393,16 +7284,6 @@ "requires": { "path-exists": "2.1.0", "pinkie-promise": "2.0.1" - }, - "dependencies": { - "pinkie-promise": { - "version": "2.0.1", - "resolved": "https://registry.npmjs.org/pinkie-promise/-/pinkie-promise-2.0.1.tgz", - "integrity": "sha1-ITXW36ejWMBprJsXh3YogihFD/o=", - "requires": { - "pinkie": "2.0.5" - } - } } }, "path-exists": { @@ -7411,16 +7292,6 @@ "integrity": "sha1-D+tsZPD8UY2adU3V77YscCJ2H0s=", "requires": { "pinkie-promise": "2.0.1" - }, - "dependencies": { - "pinkie-promise": { - "version": "2.0.1", - "resolved": "https://registry.npmjs.org/pinkie-promise/-/pinkie-promise-2.0.1.tgz", - "integrity": "sha1-ITXW36ejWMBprJsXh3YogihFD/o=", - "requires": { - "pinkie": "2.0.5" - } - } } } } @@ -7461,7 +7332,7 @@ }, "reconnect-core": { "version": "https://github.com/dodo/reconnect-core/tarball/merged", - "integrity": "sha512-wZK/v5ZaNaSUs2Wnwh2YSX/Jqv6bQHKNEwojdzV11tByKziR9ikOssf5tvUhx+8/oCBz6AakOFAjZuqPoiRHJQ==", + "integrity": "sha1-udryrcRbGabMX9LwSPjZQGzs5Jg=", "requires": { "backoff": "2.3.0" } @@ -7634,16 +7505,6 @@ "commander": "2.12.2", "is-my-json-valid": "2.17.1", "pinkie-promise": "2.0.1" - }, - "dependencies": { - "pinkie-promise": { - "version": "2.0.1", - "resolved": "https://registry.npmjs.org/pinkie-promise/-/pinkie-promise-2.0.1.tgz", - "integrity": "sha1-ITXW36ejWMBprJsXh3YogihFD/o=", - "requires": { - "pinkie": "2.0.5" - } - } } } } @@ -8791,11 +8652,6 @@ "resolved": "https://registry.npmjs.org/utils-merge/-/utils-merge-1.0.1.tgz", "integrity": "sha1-n5VxD1CiZ5R7LMwSR0HBAoQn5xM=" }, - "uuid": { - "version": "3.1.0", - "resolved": "https://registry.npmjs.org/uuid/-/uuid-3.1.0.tgz", - "integrity": "sha512-DIWtzUkw04M4k3bf1IcpS2tngXEL26YUD2M0tMDUpnUrz2hgzUBlD55a4FjdLGPvfHxS6uluGWvaVEqgBcVa+g==" - }, "validate-npm-package-license": { "version": "3.0.1", "resolved": "https://registry.npmjs.org/validate-npm-package-license/-/validate-npm-package-license-3.0.1.tgz", @@ -9065,8 +8921,8 @@ }, "wexnz": { "version": "0.1.3", - "resolved": "https://registry.npmjs.org/wexnz/-/wexnz-0.1.3.tgz", - "integrity": "sha512-/aOABXmapFoTvv7hLKtQlW2ueWXE43JvrrMK5G3tD62fRA/S7ZX4Tu+Lv5O/VhcRz9FisFrO9PD49bOA0mFang==" + "resolved": "https://registry.npmjs.org/wexnz/-/wexnz-0.1.2.tgz", + "integrity": "sha512-7hUID+5H56RidHNHGmOPzCAfxZCcaz/joI48F2KoeIByQtWAEVwhesujbqOcGANCs57rWTgcKTtKah7qH0Mi0w==" }, "whet.extend": { "version": "0.9.9", From 6df9dbf69e114a11644f47b0979de860a8ef4c45 Mon Sep 17 00:00:00 2001 From: Chase Date: Sun, 7 Jan 2018 10:32:40 +0100 Subject: [PATCH 002/236] Travis: use package-lock (#1073) --- .travis.yml | 2 - package-lock.json | 4450 ++++++++------------------------------------- 2 files changed, 737 insertions(+), 3715 deletions(-) diff --git a/.travis.yml b/.travis.yml index 5c2b1d5ba4..e6c1e88b9e 100644 --- a/.travis.yml +++ b/.travis.yml @@ -3,6 +3,4 @@ node_js: - "8" - "9" before_install: - - rm -rf package-lock.json - - npm install https://github.com/floatdrop/pinkie-promise.git - npm install -g node-gyp diff --git a/package-lock.json b/package-lock.json index d1cbee267b..1f7048c4c4 100644 --- a/package-lock.json +++ b/package-lock.json @@ -2,26 +2,11 @@ "name": "zenbot4", "version": "4.1.0", "lockfileVersion": 1, - "requires": true, "dependencies": { "@slack/client": { "version": "3.15.0", "resolved": "https://registry.npmjs.org/@slack/client/-/client-3.15.0.tgz", "integrity": "sha512-MIgf5s9PrcxFaPlkJ2cFOhrfh9/KOmUKK5GG/Eka1IJK7+oBCscJFnQ6FfYnZICwIQxWkkuiXmeWYWNevZhCLg==", - "requires": { - "async": "1.5.2", - "bluebird": "3.5.1", - "eventemitter3": "1.2.0", - "https-proxy-agent": "1.0.0", - "inherits": "2.0.3", - "lodash": "4.17.4", - "pkginfo": "0.4.1", - "request": "2.76.0", - "retry": "0.9.0", - "url-join": "0.0.1", - "winston": "2.4.0", - "ws": "1.1.5" - }, "dependencies": { "async": { "version": "1.5.2", @@ -31,11 +16,7 @@ "ws": { "version": "1.1.5", "resolved": "https://registry.npmjs.org/ws/-/ws-1.1.5.tgz", - "integrity": "sha512-o3KqipXNUdS7wpQzBHSe180lBGO60SoK0yVo3CYJgb2MkobuWuBX6dhkYP5ORCLd55y+SaflMOV5fqAB53ux4w==", - "requires": { - "options": "0.0.6", - "ultron": "1.0.2" - } + "integrity": "sha512-o3KqipXNUdS7wpQzBHSe180lBGO60SoK0yVo3CYJgb2MkobuWuBX6dhkYP5ORCLd55y+SaflMOV5fqAB53ux4w==" } } }, @@ -47,30 +28,12 @@ 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"safe-buffer": "5.1.1", - "ultron": "1.1.1" - }, "dependencies": { "ultron": { "version": "1.1.1", @@ -9028,10 +6087,7 @@ "xml2js": { "version": "0.1.13", "resolved": "https://registry.npmjs.org/xml2js/-/xml2js-0.1.13.tgz", - "integrity": "sha1-Q4/zsdhaUa1ln/wuvoNAPhDJhyI=", - "requires": { - "sax": "1.2.4" - } + "integrity": "sha1-Q4/zsdhaUa1ln/wuvoNAPhDJhyI=" }, "xmlhttprequest": { "version": "1.8.0", @@ -9063,20 +6119,6 @@ "resolved": "https://registry.npmjs.org/yargs/-/yargs-10.0.3.tgz", "integrity": "sha512-DqBpQ8NAUX4GyPP/ijDGHsJya4tYqLQrjPr95HNsr1YwL3+daCfvBwg7+gIC6IdJhR2kATh3hb61vjzMWEtjdw==", "dev": true, - "requires": { - "cliui": "3.2.0", - "decamelize": "1.2.0", - "find-up": "2.1.0", - "get-caller-file": "1.0.2", - "os-locale": "2.1.0", - "require-directory": "2.1.1", - "require-main-filename": "1.0.1", - "set-blocking": "2.0.0", - "string-width": "2.1.1", - "which-module": "2.0.0", - "y18n": "3.2.1", - "yargs-parser": "8.1.0" - }, "dependencies": { "ansi-regex": { "version": "3.0.0", @@ -9100,31 +6142,19 @@ "version": "2.1.0", "resolved": "https://registry.npmjs.org/os-locale/-/os-locale-2.1.0.tgz", "integrity": "sha512-3sslG3zJbEYcaC4YVAvDorjGxc7tv6KVATnLPZONiljsUncvihe9BQoVCEs0RZ1kmf4Hk9OBqlZfJZWI4GanKA==", - "dev": true, - "requires": { - "execa": "0.7.0", - "lcid": "1.0.0", - "mem": "1.1.0" - } + "dev": true }, "string-width": { "version": "2.1.1", "resolved": "https://registry.npmjs.org/string-width/-/string-width-2.1.1.tgz", "integrity": "sha512-nOqH59deCq9SRHlxq1Aw85Jnt4w6KvLKqWVik6oA9ZklXLNIOlqg4F2yrT1MVaTjAqvVwdfeZ7w7aCvJD7ugkw==", - "dev": true, - "requires": { - "is-fullwidth-code-point": "2.0.0", - "strip-ansi": "4.0.0" - } + "dev": true }, "strip-ansi": { "version": "4.0.0", "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-4.0.0.tgz", "integrity": "sha1-qEeQIusaw2iocTibY1JixQXuNo8=", - "dev": true, - "requires": { - "ansi-regex": "3.0.0" - } + "dev": true }, "which-module": { "version": "2.0.0", @@ -9136,10 +6166,7 @@ "version": "8.1.0", "resolved": "https://registry.npmjs.org/yargs-parser/-/yargs-parser-8.1.0.tgz", "integrity": "sha512-yP+6QqN8BmrgW2ggLtTbdrOyBNSI7zBa4IykmiV5R1wl1JWNxQvWhMfMdmzIYtKU7oP3OOInY/tl2ov3BDjnJQ==", - "dev": true, - "requires": { - "camelcase": "4.1.0" - } + "dev": true } } }, @@ -9147,9 +6174,6 @@ "version": "5.0.0", "resolved": "https://registry.npmjs.org/yargs-parser/-/yargs-parser-5.0.0.tgz", "integrity": "sha1-J17PDX/+Bcd+ZOfIbkzZS/DhIoo=", - "requires": { - "camelcase": "3.0.0" - }, "dependencies": { "camelcase": { "version": "3.0.0", From df19d75ed6895875be76f67149bba39fa1c69a3d Mon Sep 17 00:00:00 2001 From: Chase Date: Sun, 7 Jan 2018 10:33:04 +0100 Subject: [PATCH 003/236] bitstamp: exchange.js formatting (#1074) --- extensions/exchanges/bitstamp/exchange.js | 47 +++++++++++------------ 1 file changed, 23 insertions(+), 24 deletions(-) diff --git a/extensions/exchanges/bitstamp/exchange.js b/extensions/exchanges/bitstamp/exchange.js index 6c38601231..7b254cff0c 100644 --- a/extensions/exchanges/bitstamp/exchange.js +++ b/extensions/exchanges/bitstamp/exchange.js @@ -86,13 +86,13 @@ module.exports = function container (get, set, clear) { amount: amount, price: price, daily_order: true - }); + }) } Bitstamp.prototype.tradeMarket = function(direction, market, amount, callback) { this._post(market, direction + '/market', callback, { amount: amount, - }); + }) } var util = require('util') @@ -158,7 +158,7 @@ module.exports = function container (get, set, clear) { if (wstrades.length > 30) wstrades.splice(0,10) }) //----------------------------------------------------- - + function statusErr (err, body) { if (typeof body === 'undefined') { var ret = {} @@ -184,7 +184,7 @@ module.exports = function container (get, set, clear) { }, to * 1000) } - var lastBalance = {asset: 0, currency: 0} + var lastBalance = {asset: 0, currency: 0} var orders = {} var exchange = { @@ -231,16 +231,16 @@ module.exports = function container (get, set, clear) { // getBalance: function (opts, cb) { - var args = { - currency: opts.currency.toLowerCase(), - asset: opts.asset.toLowerCase(), - wait: 10 - } + var args = { + currency: opts.currency.toLowerCase(), + asset: opts.asset.toLowerCase(), + wait: 10 + } var client = authedClient() client.balance(null, function (err, body) { body = statusErr(err,body) if (body.status === 'error') { - return retry('getBalance', args) + return retry('getBalance', args) } var balance = { asset: '0', @@ -248,7 +248,7 @@ module.exports = function container (get, set, clear) { currency: '0', currency_hold: '0' } - + // Dirty hack to avoid engine.js bailing out when balance has 0 value // The added amount is small enough to not have any significant effect balance.currency = n(body[opts.currency.toLowerCase() + '_balance']) + 0.000001 @@ -256,12 +256,12 @@ module.exports = function container (get, set, clear) { balance.currency_hold = n(body[opts.currency.toLowerCase() + '_reserved']) + 0.000001 balance.asset_hold = n(body[opts.asset.toLowerCase() + '_reserved']) + 0.000001 - if (typeof balance.asset == undefined || typeof balance.currency == undefined) { + if (typeof balance.asset == undefined || typeof balance.currency == undefined) { console.log('Communication delay, fallback to previous balance') - balance = lastBalance - } else { - lastBalance = balance - } + balance = lastBalance + } else { + lastBalance = balance + } cb(null, balance) }) }, @@ -273,7 +273,7 @@ module.exports = function container (get, set, clear) { body = statusErr(err,body) if (body.status === 'error') { - return retry('cancelOrder', func_args, err) + return retry('cancelOrder', func_args, err) } cb() }) @@ -293,7 +293,7 @@ module.exports = function container (get, set, clear) { if (body.status === 'error') { var order = { status: 'rejected', reject_reason: 'balance' } return cb(null, order) - } else { + } else { // Statuses: // 'In Queue', 'Open', 'Finished' body.status = 'done' @@ -309,8 +309,8 @@ module.exports = function container (get, set, clear) { if (body.status === 'error') { var order = { status: 'rejected', reject_reason: 'balance' } return cb(null, order) - } else { - body.status = 'done' + } else { + body.status = 'done' } orders['~' + body.id] = body cb(null, body) @@ -327,7 +327,6 @@ module.exports = function container (get, set, clear) { }, getOrder: function (opts, cb) { - var func_args = [].slice.call(arguments) var client = authedClient() client.order_status(opts.order_id, function (err, body) { @@ -337,12 +336,12 @@ module.exports = function container (get, set, clear) { body.status = 'done' body.done_reason = 'canceled' } else if(body.status === 'Finished') - body.status = 'done'; - + body.status = 'done' + if(body.status === 'done'){ if(body.transactions && body.transactions[0].datetime) body.done_at = body.transactions[0].datetime; } - + cb(null, body) }) }, From 2da5bacab6d20536468adca6e32a99e8b9bf1afc Mon Sep 17 00:00:00 2001 From: Chase Date: Sun, 7 Jan 2018 17:18:51 +0100 Subject: [PATCH 004/236] Bollinger Band indicator + strategy (#1075) * Bollinger Band indicator + strategy * update README * fix tradingview for gdax --- README.md | 12 + conf-sample.js | 4 + extensions/strategies/bollinger/_codemap.js | 6 + extensions/strategies/bollinger/strategy.js | 64 + lib/_codemap.js | 3 +- lib/bollinger.js | 15 + package-lock.json | 4637 ++++++++++++++++--- package.json | 9 +- templates/dashboard.ejs | 2 +- webpack.config.js | 2 +- zenbot.js | 4 +- 11 files changed, 3983 insertions(+), 775 deletions(-) create mode 100644 extensions/strategies/bollinger/_codemap.js create mode 100644 extensions/strategies/bollinger/strategy.js create mode 100644 lib/bollinger.js diff --git a/README.md b/README.md index 0f1da42ab7..f04da8333e 100644 --- a/README.md +++ b/README.md @@ -282,6 +282,18 @@ and also: ``` zenbot list-strategies +bollinger + description: + Buy when (Signal ≤ Lower Bollinger Band) and sell when (Signal ≥ Upper Bollinger Band). + options: + --period= period length, same as --period_length (default: 1h) + --period_length= period length, same as --period (default: 1h) + --min_periods= min. number of history periods (default: 52) + --bollinger_size= period size (default: 20) + --bollinger_time= times of standard deviation between the upper band and the moving averages (default: 2) + --bollinger_upper_bound_pct= pct the current price should be near the bollinger upper bound before we sell (default: 0) + --bollinger_lower_bound_pct= pct the current price should be near the bollinger lower bound before we buy (default: 0) + cci_srsi description: Stochastic CCI Strategy diff --git a/conf-sample.js b/conf-sample.js index 5f400bf8ed..e8de677aa9 100644 --- a/conf-sample.js +++ b/conf-sample.js @@ -157,6 +157,10 @@ c.balance_snapshot_period = '15m' c.avg_slippage_pct = 0.045 // time to leave an order open, default to 1 day (this feature is not supported on all exchanges, currently: GDAX) c.cancel_after = 'day' +// bollinger period size +c.bollinger_size = 20 +// bollinger times of standard deviation between the upper band and the moving averages +c.bollinger_time = 2 // Notifiers: c.notifiers = {} diff --git a/extensions/strategies/bollinger/_codemap.js b/extensions/strategies/bollinger/_codemap.js new file mode 100644 index 0000000000..8762da8e67 --- /dev/null +++ b/extensions/strategies/bollinger/_codemap.js @@ -0,0 +1,6 @@ +module.exports = { + _ns: 'zenbot', + + 'strategies.bollinger': require('./strategy'), + 'strategies.list[]': '#strategies.bollinger' +} diff --git a/extensions/strategies/bollinger/strategy.js b/extensions/strategies/bollinger/strategy.js new file mode 100644 index 0000000000..193d4a3369 --- /dev/null +++ b/extensions/strategies/bollinger/strategy.js @@ -0,0 +1,64 @@ +var z = require('zero-fill') + , n = require('numbro') + +module.exports = function container (get, set, clear) { + return { + name: 'bollinger', + description: 'Buy when (Signal ≤ Lower Bollinger Band) and sell when (Signal ≥ Upper Bollinger Band).', + + getOptions: function () { + this.option('period', 'period length, same as --period_length', String, '1h') + this.option('period_length', 'period length, same as --period', String, '1h') + this.option('min_periods', 'min. number of history periods', Number, 52) + this.option('bollinger_size', 'period size', Number, 20) + this.option('bollinger_time', 'times of standard deviation between the upper band and the moving averages', Number, 2) + this.option('bollinger_upper_bound_pct', 'pct the current price should be near the bollinger upper bound before we sell', Number, 0) + this.option('bollinger_lower_bound_pct', 'pct the current price should be near the bollinger lower bound before we buy', Number, 0) + }, + + calculate: function (s) { + // calculate Bollinger Bands + get('lib.bollinger')(s, 'bollinger', s.options.bollinger_size) + }, + + onPeriod: function (s, cb) { + if (s.period.bollinger) { + if (s.period.bollinger.upper && s.period.bollinger.lower) { + let upperBound = s.period.bollinger.upper[s.period.bollinger.upper.length-1] + let lowerBound = s.period.bollinger.lower[s.period.bollinger.lower.length-1] + if (s.period.close > (upperBound / 100) * (100 - s.options.bollinger_upper_bound_pct)) { + s.signal = 'sell' + } else if (s.period.close < (lowerBound / 100) * (100 + s.options.bollinger_lower_bound_pct)) { + s.signal = 'buy' + } else { + s.signal = 'null' // hold + } + } + } + cb() + }, + + onReport: function (s) { + var cols = [] + if (s.period.bollinger) { + if (s.period.bollinger.upper && s.period.bollinger.lower) { + let upperBound = s.period.bollinger.upper[s.period.bollinger.upper.length-1] + let lowerBound = s.period.bollinger.lower[s.period.bollinger.lower.length-1] + var color = 'grey' + if (s.period.close > (upperBound / 100) * (100 - s.options.bollinger_upper_bound_pct)) { + color = 'green' + } else if (s.period.close < (lowerBound / 100) * (100 + s.options.bollinger_lower_bound_pct)) { + color = 'red' + } + cols.push(z(8, n(s.period.close).format('+00.0000'), ' ')[color]) + cols.push(z(8, n(lowerBound).format('00'), ' ').cyan) + cols.push(z(8, n(upperBound).format('00'), ' ').cyan) + } + } + else { + cols.push(' ') + } + return cols + } + } +} diff --git a/lib/_codemap.js b/lib/_codemap.js index 00561ccb12..a7dd8bc6ee 100644 --- a/lib/_codemap.js +++ b/lib/_codemap.js @@ -22,5 +22,6 @@ module.exports = { 'vwap': require('./vwap'), 'slow_stochastic': require('./slow_stochastic'), 'collection-service': require('./services/collection-service'), - 'cmf': require('./cmf') + 'cmf': require('./cmf'), + 'bollinger': require('./bollinger') } diff --git a/lib/bollinger.js b/lib/bollinger.js new file mode 100644 index 0000000000..8c9f4043c5 --- /dev/null +++ b/lib/bollinger.js @@ -0,0 +1,15 @@ +// Linear Regression Curve +var bollingerbands = require('bollinger-bands') +module.exports = function container (get, set, clear) { + return function bollinger (s, key, length, source_key) { + if (!source_key) source_key = 'close' + if (s.lookback.length > length) { + let data = [] + for (var i=length-1; i>=0; i--) { + data.push(s.lookback[i][source_key]) + } + let result = bollingerbands(data, length, s.options.bollinger_time) + s.period[key] = result + } + } +} diff --git a/package-lock.json b/package-lock.json index 1f7048c4c4..d947d53385 100644 --- a/package-lock.json +++ b/package-lock.json @@ -2,11 +2,26 @@ "name": "zenbot4", "version": "4.1.0", "lockfileVersion": 1, + "requires": true, "dependencies": { "@slack/client": { "version": "3.15.0", "resolved": "https://registry.npmjs.org/@slack/client/-/client-3.15.0.tgz", "integrity": "sha512-MIgf5s9PrcxFaPlkJ2cFOhrfh9/KOmUKK5GG/Eka1IJK7+oBCscJFnQ6FfYnZICwIQxWkkuiXmeWYWNevZhCLg==", + "requires": { + "async": "1.5.2", + "bluebird": "3.5.1", + "eventemitter3": "1.2.0", + "https-proxy-agent": "1.0.0", + "inherits": "2.0.3", + "lodash": "4.17.4", + "pkginfo": "0.4.1", + "request": "2.76.0", + "retry": "0.9.0", + "url-join": "0.0.1", + "winston": "2.4.0", + "ws": "1.1.5" + }, "dependencies": { "async": { "version": "1.5.2", @@ -16,7 +31,11 @@ "ws": { "version": "1.1.5", "resolved": "https://registry.npmjs.org/ws/-/ws-1.1.5.tgz", - "integrity": "sha512-o3KqipXNUdS7wpQzBHSe180lBGO60SoK0yVo3CYJgb2MkobuWuBX6dhkYP5ORCLd55y+SaflMOV5fqAB53ux4w==" + "integrity": "sha512-o3KqipXNUdS7wpQzBHSe180lBGO60SoK0yVo3CYJgb2MkobuWuBX6dhkYP5ORCLd55y+SaflMOV5fqAB53ux4w==", + "requires": { + "options": "0.0.6", + "ultron": "1.0.2" + } } } }, @@ -28,12 +47,30 @@ "@xmpp/streamparser": { "version": "0.0.6", "resolved": "https://registry.npmjs.org/@xmpp/streamparser/-/streamparser-0.0.6.tgz", - "integrity": "sha1-EYAz6p23yGoctGED8mnr/3n28eo=" + "integrity": "sha1-EYAz6p23yGoctGED8mnr/3n28eo=", + "requires": { + "@xmpp/xml": "0.1.3", + "inherits": "2.0.3", + "ltx": "2.7.1" + } }, "@xmpp/xml": { "version": "0.1.3", "resolved": "https://registry.npmjs.org/@xmpp/xml/-/xml-0.1.3.tgz", - "integrity": "sha1-HxQ5nlPkGWiFWGmPbGLnHjmoam4=" + 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"https://registry.npmjs.org/yargs/-/yargs-8.0.2.tgz", - "integrity": "sha1-YpmpBVsc78lp/355wdkY3Osiw2A=" + "integrity": "sha1-YpmpBVsc78lp/355wdkY3Osiw2A=", + "requires": { + "camelcase": "4.1.0", + "cliui": "3.2.0", + "decamelize": "1.2.0", + "get-caller-file": "1.0.2", + "os-locale": "2.1.0", + "read-pkg-up": "2.0.0", + "require-directory": "2.1.1", + "require-main-filename": "1.0.1", + "set-blocking": "2.0.0", + "string-width": "2.1.1", + "which-module": "2.0.0", + "y18n": "3.2.1", + "yargs-parser": "7.0.0" + } }, "yargs-parser": { "version": "7.0.0", "resolved": "https://registry.npmjs.org/yargs-parser/-/yargs-parser-7.0.0.tgz", - "integrity": "sha1-jQrELxbqVd69MyyvTEA4s+P139k=" + "integrity": "sha1-jQrELxbqVd69MyyvTEA4s+P139k=", + "requires": { + "camelcase": "4.1.0" + } } } }, @@ -5981,6 +9011,10 @@ "version": "1.1.0", "resolved": "https://registry.npmjs.org/webpack-sources/-/webpack-sources-1.1.0.tgz", "integrity": "sha512-aqYp18kPphgoO5c/+NaUvEeACtZjMESmDChuD3NBciVpah3XpMEU9VAAtIaB1BsfJWWTSdv8Vv1m3T0aRk2dUw==", + "requires": { + "source-list-map": "2.0.0", + "source-map": "0.6.1" + }, "dependencies": { "source-map": { "version": "0.6.1", @@ -5992,12 +9026,22 @@ "websocket": { "version": "1.0.25", "resolved": "https://registry.npmjs.org/websocket/-/websocket-1.0.25.tgz", - "integrity": "sha512-M58njvi6ZxVb5k7kpnHh2BvNKuBWiwIYvsToErBzWhvBZYwlEiLcyLrG41T1jRcrY9ettqPYEqduLI7ul54CVQ==" + "integrity": "sha512-M58njvi6ZxVb5k7kpnHh2BvNKuBWiwIYvsToErBzWhvBZYwlEiLcyLrG41T1jRcrY9ettqPYEqduLI7ul54CVQ==", + "requires": { + "debug": "2.6.9", + "nan": "2.8.0", + "typedarray-to-buffer": "3.1.2", + "yaeti": "0.0.6" + } }, "websocket-driver": { "version": "0.7.0", "resolved": "https://registry.npmjs.org/websocket-driver/-/websocket-driver-0.7.0.tgz", - "integrity": "sha1-DK+dLXVdk67gSdS90NP+LMoqJOs=" + "integrity": "sha1-DK+dLXVdk67gSdS90NP+LMoqJOs=", + "requires": { + "http-parser-js": "0.4.9", + "websocket-extensions": "0.1.3" + } }, "websocket-extensions": { "version": "0.1.3", @@ -6017,7 +9061,10 @@ "which": { "version": "1.3.0", "resolved": "https://registry.npmjs.org/which/-/which-1.3.0.tgz", - "integrity": "sha512-xcJpopdamTuY5duC/KnTTNBraPK54YwpenP4lzxU8H91GudWpFv38u0CKjclE1Wi2EH2EDz5LRcHcKbCIzqGyg==" + "integrity": "sha512-xcJpopdamTuY5duC/KnTTNBraPK54YwpenP4lzxU8H91GudWpFv38u0CKjclE1Wi2EH2EDz5LRcHcKbCIzqGyg==", + "requires": { + "isexe": "2.0.0" + } }, "which-module": { "version": "1.0.0", @@ -6027,7 +9074,10 @@ "wide-align": { "version": "1.1.2", "resolved": "https://registry.npmjs.org/wide-align/-/wide-align-1.1.2.tgz", - "integrity": "sha512-ijDLlyQ7s6x1JgCLur53osjm/UXUYD9+0PbYKrBsYisYXzCxN+HC3mYDNy/dWdmf3AwqwU3CXwDCvsNgGK1S0w==" + "integrity": "sha512-ijDLlyQ7s6x1JgCLur53osjm/UXUYD9+0PbYKrBsYisYXzCxN+HC3mYDNy/dWdmf3AwqwU3CXwDCvsNgGK1S0w==", + "requires": { + "string-width": "1.0.2" + } }, "window-size": { "version": "0.1.0", @@ -6038,6 +9088,14 @@ "version": "2.4.0", "resolved": "https://registry.npmjs.org/winston/-/winston-2.4.0.tgz", "integrity": "sha1-gIBQuT1SZh7Z+2wms/DIJnCLCu4=", + "requires": { + "async": "1.0.0", + "colors": "1.0.3", + "cycle": "1.0.3", + "eyes": "0.1.8", + "isstream": "0.1.2", + "stack-trace": "0.0.10" + }, "dependencies": { "async": { "version": "1.0.0", @@ -6059,7 +9117,11 @@ "wrap-ansi": { "version": "2.1.0", "resolved": "https://registry.npmjs.org/wrap-ansi/-/wrap-ansi-2.1.0.tgz", - "integrity": "sha1-2Pw9KE3QV5T+hJc8rs3Rz4JP3YU=" + "integrity": "sha1-2Pw9KE3QV5T+hJc8rs3Rz4JP3YU=", + "requires": { + "string-width": "1.0.2", + "strip-ansi": "3.0.1" + } }, "wrappy": { "version": "1.0.2", @@ -6070,12 +9132,20 @@ "version": "0.2.1", "resolved": "https://registry.npmjs.org/write/-/write-0.2.1.tgz", "integrity": "sha1-X8A4KOJkzqP+kUVUdvejxWbLB1c=", - "dev": true + "dev": true, + "requires": { + "mkdirp": "0.5.1" + } }, "ws": { "version": "3.3.3", "resolved": "https://registry.npmjs.org/ws/-/ws-3.3.3.tgz", "integrity": "sha512-nnWLa/NwZSt4KQJu51MYlCcSQ5g7INpOrOMt4XV8j4dqTXdmlUmSHQ8/oLC069ckre0fRsgfvsKwbTdtKLCDkA==", + "requires": { + "async-limiter": "1.0.0", + "safe-buffer": "5.1.1", + "ultron": "1.1.1" + }, "dependencies": { "ultron": { "version": "1.1.1", @@ -6087,7 +9157,10 @@ "xml2js": { "version": "0.1.13", "resolved": "https://registry.npmjs.org/xml2js/-/xml2js-0.1.13.tgz", - "integrity": "sha1-Q4/zsdhaUa1ln/wuvoNAPhDJhyI=" + "integrity": "sha1-Q4/zsdhaUa1ln/wuvoNAPhDJhyI=", + "requires": { + "sax": "1.2.4" + } }, "xmlhttprequest": { "version": "1.8.0", @@ -6119,6 +9192,20 @@ "resolved": "https://registry.npmjs.org/yargs/-/yargs-10.0.3.tgz", "integrity": "sha512-DqBpQ8NAUX4GyPP/ijDGHsJya4tYqLQrjPr95HNsr1YwL3+daCfvBwg7+gIC6IdJhR2kATh3hb61vjzMWEtjdw==", "dev": true, + "requires": { + "cliui": "3.2.0", + "decamelize": "1.2.0", + "find-up": "2.1.0", + "get-caller-file": "1.0.2", + "os-locale": "2.1.0", + "require-directory": "2.1.1", + "require-main-filename": "1.0.1", + "set-blocking": "2.0.0", + "string-width": "2.1.1", + "which-module": "2.0.0", + "y18n": "3.2.1", + "yargs-parser": "8.1.0" + }, "dependencies": { "ansi-regex": { "version": "3.0.0", @@ -6142,19 +9229,31 @@ "version": "2.1.0", "resolved": "https://registry.npmjs.org/os-locale/-/os-locale-2.1.0.tgz", "integrity": "sha512-3sslG3zJbEYcaC4YVAvDorjGxc7tv6KVATnLPZONiljsUncvihe9BQoVCEs0RZ1kmf4Hk9OBqlZfJZWI4GanKA==", - "dev": true + "dev": true, + "requires": { + "execa": "0.7.0", + "lcid": "1.0.0", + "mem": "1.1.0" + } }, "string-width": { "version": "2.1.1", "resolved": "https://registry.npmjs.org/string-width/-/string-width-2.1.1.tgz", "integrity": "sha512-nOqH59deCq9SRHlxq1Aw85Jnt4w6KvLKqWVik6oA9ZklXLNIOlqg4F2yrT1MVaTjAqvVwdfeZ7w7aCvJD7ugkw==", - "dev": true + "dev": true, + "requires": { + "is-fullwidth-code-point": "2.0.0", + "strip-ansi": "4.0.0" + } }, "strip-ansi": { "version": "4.0.0", "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-4.0.0.tgz", "integrity": "sha1-qEeQIusaw2iocTibY1JixQXuNo8=", - "dev": true + "dev": true, + "requires": { + "ansi-regex": "3.0.0" + } }, "which-module": { "version": "2.0.0", @@ -6166,7 +9265,10 @@ "version": "8.1.0", "resolved": "https://registry.npmjs.org/yargs-parser/-/yargs-parser-8.1.0.tgz", "integrity": "sha512-yP+6QqN8BmrgW2ggLtTbdrOyBNSI7zBa4IykmiV5R1wl1JWNxQvWhMfMdmzIYtKU7oP3OOInY/tl2ov3BDjnJQ==", - "dev": true + "dev": true, + "requires": { + "camelcase": "4.1.0" + } } } }, @@ -6174,6 +9276,9 @@ "version": "5.0.0", "resolved": "https://registry.npmjs.org/yargs-parser/-/yargs-parser-5.0.0.tgz", "integrity": "sha1-J17PDX/+Bcd+ZOfIbkzZS/DhIoo=", + "requires": { + "camelcase": "3.0.0" + }, "dependencies": { "camelcase": { "version": "3.0.0", diff --git a/package.json b/package.json index 081f5472ee..6bed6a7f2f 100644 --- a/package.json +++ b/package.json @@ -21,24 +21,25 @@ "async": "^2.5.0", "babel-core": "^6.26.0", "babel-loader": "^7.1.2", - "babel-preset-es2015": "^6.24.1", + "babel-preset-env": "^1.6.1", "bitfinex-api-node": "^1.2.0", "bitstamp": "^1.0.4", "bl": "^1.2.1", + "bollinger-bands": "^3.0.1", "bootstrap": "^4.0.0-beta.2", "ccxt": "^1.10.171", "cexio-api-node": "^1.0.8", "cliff": "^0.1.10", - "css-loader": "^0.28.7", "codemap": "^1.3.1", "colors": "^1.1.2", "commander": "^2.9.0", "convnetjs": "0.3.0", "counterup": "^1.0.2", + "css-loader": "^0.28.7", "ejs": "^2.5.7", - "express": "^4.16.2", "exports-loader": "^0.6.4", "expose-loader": "^0.7.4", + "express": "^4.16.2", "file-loader": "^1.1.6", "forex.analytics": "mkmarek/forex.analytics#7bc278987700d4204e959af17de61495941d1a14", "gdax": "coinbase/gdax-node#v0.5.0", @@ -60,7 +61,6 @@ "node-prowl": "^0.1.7", "node-sass": "^4.7.2", "node-telegram-bot-api": "^0.29.0", - "node-uuid": "^1.4.8", "node.bittrex.api": "^0.2.5", "number-abbreviate": "^2.0.0", "numbro": "highvelocityspace/numbro", @@ -87,6 +87,7 @@ "timebucket": "^0.4.0", "trend": "0.3.0", "url-loader": "^0.6.2", + "uuid": "^3.1.0", "waypoints": "^4.0.1", "webpack": "^3.10.0", "wexnz": "^0.1.3", diff --git a/templates/dashboard.ejs b/templates/dashboard.ejs index 34301cd84f..858f471946 100644 --- a/templates/dashboard.ejs +++ b/templates/dashboard.ejs @@ -154,7 +154,7 @@ - 
{{output}}
+ 
{{output}}
- \ No newline at end of file + From 64b32c92a6fa092176f665f6e07d064272e7c1af Mon Sep 17 00:00:00 2001 From: Daniel Espendiller Date: Wed, 10 Jan 2018 23:12:19 +0100 Subject: [PATCH 012/236] update products.json file to newest trading pairs at binance for VIBE (#1097) --- extensions/exchanges/binance/products.json | 18 ++++++++++++++++++ 1 file changed, 18 insertions(+) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index 7c2fdbb4dd..4e569b91f3 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -1862,6 +1862,24 @@ "increment": "0.00000001", "label": "VIB/BTC" }, + { + "id": "VIBEBTC", + "asset": "VIBE", + "currency": "BTC", + "min_size": "1.00000000", + "max_size": "100000", + "increment": "0.00000001", + "label": "VIBE/BTC" + }, + { + "id": "VIBEETH", + "asset": "VIBE", + "currency": "ETH", + "min_size": "1.00000000", + "max_size": "100000", + "increment": "0.0000001", + "label": "VIBE/ETH" + }, { "id": "VIBETH", "asset": "VIB", From c89b29ac0fe3b24f70aabc51949ac38944c8b88d Mon Sep 17 00:00:00 2001 From: Shawn8901 Date: Wed, 10 Jan 2018 23:18:14 +0100 Subject: [PATCH 013/236] Rebuild Websocket Client instead a "re"-connect (#1098) --- extensions/exchanges/gdax/exchange.js | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/extensions/exchanges/gdax/exchange.js b/extensions/exchanges/gdax/exchange.js index 1dcab81925..a5f3f1890b 100644 --- a/extensions/exchanges/gdax/exchange.js +++ b/extensions/exchanges/gdax/exchange.js @@ -20,7 +20,7 @@ module.exports = function container (get, set, clear) { try { auth = authedClient() } catch(e){} - websocket_client[product_id] = new Gdax.OrderbookSync([product_id], c.gdax.apiURI, c.gdax.websocketURI, auth) + websocket_client[product_id] = new Gdax.OrderbookSync([product_id], c.gdax.apiURI, c.gdax.websocketURI, auth, { heartbeat: true }) // initialize a cache for the websocket connection websocket_cache[product_id] = { trades: [], @@ -43,9 +43,11 @@ module.exports = function container (get, set, clear) { }) websocket_client[product_id].on('close', () => { console.error('websocket connection to '+product_id+' closed, attempting reconnect') - websocket_client[product_id].connect() + websocket_client[product_id] = null + websocket_client[product_id] = websocketClient(product_id) }) } + return websocket_client[product_id] } function authedClient () { From 20f7077fd4d560c7d031bd6a9bd18a9416c39c42 Mon Sep 17 00:00:00 2001 From: Paolo Brocco Date: Wed, 10 Jan 2018 23:57:00 +0100 Subject: [PATCH 014/236] Respect buy_max_amt also in paper mode (#1099) buy_max_amt was working only on live, now it works also on paper mode --- lib/engine.js | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/lib/engine.js b/lib/engine.js index d4aedfa350..b9baf0dfd5 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -433,7 +433,7 @@ module.exports = function container (get, set, clear) { if (signal === 'buy') { price = n(quote.bid).subtract(n(quote.bid).multiply(so.markdown_buy_pct / 100)).format(s.product.increment, Math.floor) if (!size) { - if (so.mode === 'live') { + if (so.mode === 'live' || so.mode === 'paper') { var buy_pct = so.buy_pct if(so.buy_max_amt){ var buy_max_as_pct = n(so.buy_max_amt).divide(s.balance.currency).multiply(100) From 5cd1e28401b33aa1781a6d51ec455e0e3462b024 Mon Sep 17 00:00:00 2001 From: shr00mie Date: Wed, 10 Jan 2018 15:06:46 -0800 Subject: [PATCH 015/236] Update genetic_backtester.md (#1100) updated parameters to follow strategy layout in darwin with general/strategy format. added --start --end. made sure formatting was consistent for parameters. --- docs/scripts/genetic_backtester.md | 25 +++++++++++++++---------- 1 file changed, 15 insertions(+), 10 deletions(-) diff --git a/docs/scripts/genetic_backtester.md b/docs/scripts/genetic_backtester.md index 23fb72f08f..e61028a348 100644 --- a/docs/scripts/genetic_backtester.md +++ b/docs/scripts/genetic_backtester.md @@ -16,23 +16,28 @@ cd ../../ Launch the genetic backtester from the zenbot root by directly invoking darwin.js: ```bash - ./scripts/genetic_backtester/darwin.js --days=30 --asset_capital=0 --currency_capital=1000 --selector="gdax.BTC-USD" --population=150 --use_strategies="macd,trend_ema" +./scripts/genetic_backtester/darwin.js --selector="bitfinex.ETH-USD" --days="10" --currency_capital="1000" --use_strategies="all | macd,trend_ema,etc" --population="101" --population_data="simulations/generation_data_[simtimestamp]_gen_[x].json" ``` ## Parameters The following parameters are available when executing darwin.js: ``` -// Primary Parameters ---use_strategies="strategyname" # comma separated strategy list to test with. Leave blank to test all. ---population_data=./simulations/generation_data_1514280516_gen_582.json # (optional) continue backtesting from a specific generation ---population=150 # (optional) number of simulation per generation // General Parameters ---selector="gdax.BTC-USD" # selector to run simulations on ---days=30 # how many days to execute per simulation ---currency_capital=1000 # currency amount to start simulations with. Needs to be bigger than 0 (see issue #449). ---asset_capital=0 # (optional) asset amount to start simulations with. +--selector="gdax.BTC-USD" # Which selector (exchange.COIN-ALT) backfill trade data the backtest is to be run against. +--days="30" # How many days of backfill to run the backtest against. +(or) +--start="201712010001" # Specifies date/time in "YYYYMMDDhhmm" format at which to begin backtesting in liu of --days. Backtest will begin with start date through backtest execution time. +--end="201712312359" # Optional - Used in conjunction with --start in order to restrict backtesting to a specific period instead of from start -> now. +--currency_capital="1000" # Currency amount to start simulations with. Needs to be bigger than 0 (see issue #449). +(or) +--asset_capital="100" # Optional - Asset amount to start simulations with. + +// Specific Parameters +--use_strategies="all | strategy1,strategy2" # With this parameter, you can choose to test all, some (comma separated), or just one of the available strategies defined within darwin. +--population="150" # Optional - Number of simulation per generation +--population_data="./simulations/generation_data_[simtimestamp]_gen_[X].json" # Optional - Resume backtesting on a previously terminated backtesting session based on results from specified generation. ``` @@ -44,4 +49,4 @@ The top results are listed at the top of the file, in descending order. ## Further Customization -The default ranges can be further customized per strategy by editing the [darwin.js](blob/master/scripts/genetic_backtester/darwin.js) script. \ No newline at end of file +The default ranges can be further customized per strategy by editing the [darwin.js](blob/master/scripts/genetic_backtester/darwin.js) script. From d1e38ec6c896ea698cec358ebccaf8513e16290b Mon Sep 17 00:00:00 2001 From: Michael Sutton Date: Thu, 11 Jan 2018 12:00:47 -0500 Subject: [PATCH 016/236] Add bollinger strategy to genetic backtesting (#1103) * Add Bollinger strategy Updates the genetic backtested for the recently added bollinger strategy * Add bollinger strategy to genetic backtesting --- scripts/genetic_backtester/darwin.js | 21 ++++++++++++++++++++- 1 file changed, 20 insertions(+), 1 deletion(-) diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js index 37dc306fcd..3eda714e65 100755 --- a/scripts/genetic_backtester/darwin.js +++ b/scripts/genetic_backtester/darwin.js @@ -41,6 +41,7 @@ let iterationCount = 0; let runCommand = (taskStrategyName, phenotype, cb) => { let commonArgs = `--strategy=${taskStrategyName} --period_length=${phenotype.period_length} --min_periods=${phenotype.min_periods} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct} --order_type=${phenotype.order_type} --sell_stop_pct=${phenotype.sell_stop_pct} --buy_stop_pct=${phenotype.buy_stop_pct} --profit_stop_enable_pct=${phenotype.profit_stop_enable_pct} --profit_stop_pct=${phenotype.profit_stop_pct}`; let strategyArgs = { + bollinger: `--bollinger_size=${phenotype.bollinger_size} --bollinger_time=${phenotype.bollinger_time} --bollinger_upper_bound_pct=${phenotype.bollinger_upper_bound_pct} --bollinger_lower_bound_pct=${phenotype.bollinger_lower_bound_pct}`, crossover_vwap: `--emalen1=${phenotype.emalen1} --smalen1=${phenotype.smalen1} --smalen2=${phenotype.smalen2} --vwap_length=${phenotype.vwap_length} --vwap_max=${phenotype.vwap_max}`, trendline: `--lastpoints=${phenotype.lastpoints} --avgpoints=${phenotype.avgpoints} --lastpoints2=${phenotype.lastpoints2} --avgpoints2=${phenotype.avgpoints2} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct}`, cci_srsi: `--cci_periods=${phenotype.rsi_periods} --rsi_periods=${phenotype.srsi_periods} --srsi_periods=${phenotype.srsi_periods} --srsi_k=${phenotype.srsi_k} --srsi_d=${phenotype.srsi_d} --oversold_rsi=${phenotype.oversold_rsi} --overbought_rsi=${phenotype.overbought_rsi} --oversold_cci=${phenotype.oversold_cci} --overbought_cci=${phenotype.overbought_cci} --constant=${phenotype.constant}`, @@ -144,7 +145,7 @@ let processOutput = output => { delete r.use_strategies; delete r.verbose; r.selector = r.selector.normalized - + if (start) { r.start = moment(start).format("YYYYMMDDhhmm"); } @@ -240,6 +241,23 @@ let RangeNeuralActivation = () => { }; let strategies = { + bollinger: { + period_length: RangePeriod(1, 60, 'm'), + min_periods: Range(1, 20), + markdown_buy_pct: RangeFloat(-1, 5), + markup_sell_pct: RangeFloat(-1, 5), + order_type: RangeMakerTaker(), + sell_stop_pct: Range0(1, 50), + buy_stop_pct: Range0(1, 50), + profit_stop_enable_pct: Range0(1, 20), + profit_stop_pct: Range(1,20), + + // -- strategy + bollinger_size: Range(1, 40), + bollinger_time: RangeFloat(1,6), + bollinger_upper_bound_pct: RangeFloat(-1, 30), + bollinger_lower_bound_pct: RangeFloat(-1, 30) + }, crossover_vwap: { // -- common period_length: RangePeriod(1, 400, 'm'), @@ -562,6 +580,7 @@ console.log(`Creating population of ${populationSize} ...\n`); let pools = {}; let selectedStrategies = (strategyName === 'all') ? allStrategyNames() : strategyName.split(','); + let importedPoolData = (populationFileName) ? JSON.parse(fs.readFileSync(populationFileName, 'utf8')) : null; selectedStrategies.forEach(function(v) { From bb100aa6f0fcfcd888063afeffe5a2e4019c5e58 Mon Sep 17 00:00:00 2001 From: kernelsndrs Date: Thu, 11 Jan 2018 20:43:44 -0500 Subject: [PATCH 017/236] Add keep_lookback_periods flag and utilize previously added lookback_size parameter to check against. (#1107) Removes the last entry if check passes. --- commands/trade.js | 8 ++++++-- conf-sample.js | 2 ++ 2 files changed, 8 insertions(+), 2 deletions(-) diff --git a/commands/trade.js b/commands/trade.js index 53fee437f1..b7b91580c2 100644 --- a/commands/trade.js +++ b/commands/trade.js @@ -42,6 +42,7 @@ module.exports = function container (get, set, clear) { .option('--max_slippage_pct ', 'avoid selling at a slippage pct above this float', c.max_slippage_pct) .option('--rsi_periods ', 'number of periods to calculate RSI at', Number, c.rsi_periods) .option('--poll_trades ', 'poll new trades at this interval in ms', Number, c.poll_trades) + .option('--keep_lookback_periods ', 'Keep this many lookback periods max. ', Number, c.keep_lookback_periods) .option('--disable_stats', 'disable printing order stats') .option('--reset_profit', 'start new profit calculation from 0') .option('--debug', 'output detailed debug info') @@ -55,7 +56,7 @@ module.exports = function container (get, set, clear) { so[k] = cmd[k] } }) - + so.keep_lookback_periods = cmd.keep_lookback_periods so.debug = cmd.debug so.stats = !cmd.disable_stats so.mode = so.paper ? 'paper' : 'live' @@ -421,7 +422,10 @@ module.exports = function container (get, set, clear) { } } } - lookback_size = s.lookback.length + if(lookback_size = s.lookback.length > so.keep_lookback_periods){ + s.lookback.splice(-1,1) + } + forwardScan() setInterval(forwardScan, so.poll_trades) readline.emitKeypressEvents(process.stdin) diff --git a/conf-sample.js b/conf-sample.js index e8de677aa9..a6bdbda326 100644 --- a/conf-sample.js +++ b/conf-sample.js @@ -141,6 +141,8 @@ c.post_only = true // default # days for backfill and sim commands c.days = 14 +// defaults to a high number of lookback periods +c.keep_lookback_periods = 50000 // ms to poll new trades at c.poll_trades = 30000 // amount of currency to start simulations with From 6f24a63dfe70fe70a26dc3ba4c12e2b7c7953226 Mon Sep 17 00:00:00 2001 From: Rick Tonoli Date: Sat, 13 Jan 2018 00:55:58 +1300 Subject: [PATCH 018/236] Fix to correct number of days shown in darwin CSV when running with start and end parameters only (#1110) If you the simulator with no --days parameter and only --start and/or --end, it seems to default the days parameter to 14, not the difference between start and end. This is not serious for the sim because it does it's calculations based on start and end but messes up the CSV output of the darwin backtester by always putting 14 days in the #Days column. This change should fix that. --- commands/sim.js | 2 ++ 1 file changed, 2 insertions(+) diff --git a/commands/sim.js b/commands/sim.js index c989eefc30..24ce6c620c 100644 --- a/commands/sim.js +++ b/commands/sim.js @@ -65,6 +65,8 @@ module.exports = function container (get, set, clear) { var d = tb('1d') so.start = d.subtract(so.days).toMilliseconds() } + so.days = moment(so.end).diff(moment(so.start), 'days') + so.stats = !!cmd.enable_stats so.show_options = !cmd.disable_options so.verbose = !!cmd.verbose From 7fde22f223f5d3fcc9543e5a11dfb3a4de773325 Mon Sep 17 00:00:00 2001 From: firepol <1702718+firepol@users.noreply.github.com> Date: Fri, 12 Jan 2018 17:11:40 +0100 Subject: [PATCH 019/236] Fix node-telegram-bot-api deprecated warning (#1113) * Respect buy_max_amt also in paper mode buy_max_amt was working only on live, now it works also on paper mode * Fix node-telegram-bot-api deprecated warning Get rid of that annoying message. Telegram tested and working fine. --- extensions/notifiers/telegram.js | 2 ++ 1 file changed, 2 insertions(+) diff --git a/extensions/notifiers/telegram.js b/extensions/notifiers/telegram.js index 7c20b22f40..764fd2d079 100644 --- a/extensions/notifiers/telegram.js +++ b/extensions/notifiers/telegram.js @@ -1,3 +1,5 @@ +process.env["NTBA_FIX_319"] = 1; + var TelegramBot = require('node-telegram-bot-api'); module.exports = function container (get, set, clear) { From b0b7c9205e5ca587aacbe80bb5c3d76108664a84 Mon Sep 17 00:00:00 2001 From: Travis Frisinger Date: Fri, 12 Jan 2018 18:16:28 +0200 Subject: [PATCH 020/236] Cherry picked master branch changes into unstable branch (#1112) --- lib/engine.js | 31 ++-- package-lock.json | 1 + test/lib/engine.test.js | 306 +++++++++++++++++++++++++++------------- 3 files changed, 225 insertions(+), 113 deletions(-) diff --git a/lib/engine.js b/lib/engine.js index b9baf0dfd5..2a295dc93c 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -18,6 +18,7 @@ module.exports = function container (get, set, clear) { s.product_id = so.selector.product_id s.asset = so.selector.asset s.currency = so.selector.currency + s.asset_capital = 0 if (typeof so.period_length == 'undefined') so.period_length = so.period @@ -192,18 +193,19 @@ module.exports = function container (get, set, clear) { s.exchange.getBalance({currency: s.currency, asset: s.asset}, function (err, balance) { if (err) return cb(err) s.balance = balance - if (!s.start_capital) { - s.exchange.getQuote({product_id: s.product_id}, function (err, quote) { - if (err) return cb(err) + s.exchange.getQuote({product_id: s.product_id}, function (err, quote) { + if (err) return cb(err) + + if (!s.start_capital) { s.start_price = n(quote.ask).value() s.start_capital = n(s.balance.currency).add(n(s.balance.asset).multiply(quote.ask)).value() pushMessage('Balance ' + s.exchange.name.toUpperCase(), 'sync balance ' + s.start_capital + ' ' + s.currency + '\n') - - cb() - }) - } - else cb() + } + + s.asset_capital = n(s.balance.asset).multiply(quote.ask).value() + cb() + }) }) } @@ -435,11 +437,14 @@ module.exports = function container (get, set, clear) { if (!size) { if (so.mode === 'live' || so.mode === 'paper') { var buy_pct = so.buy_pct - if(so.buy_max_amt){ - var buy_max_as_pct = n(so.buy_max_amt).divide(s.balance.currency).multiply(100) - if(buy_max_as_pct < buy_pct){ - buy_pct = buy_max_as_pct - } + if(so.buy_max_amt){ // account for held assets as buy_max + var adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value() + var buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() + buy_pct = buy_max_as_pct + }else{ // account for held assets as % + var held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value() + var to_buy_pct = n(so.buy_pct).subtract(held_pct).value() + buy_pct = to_buy_pct } if (so.order_type === 'maker') { size = n(s.balance.currency).multiply(buy_pct).divide(100).multiply(s.exchange.makerFee / 100).format('0.00000000') diff --git a/package-lock.json b/package-lock.json index 2655853faa..1c4fad6996 100644 --- a/package-lock.json +++ b/package-lock.json @@ -12206,3 +12206,4 @@ } } } + diff --git a/test/lib/engine.test.js b/test/lib/engine.test.js index 2b44bb56c6..4a3bd62bef 100644 --- a/test/lib/engine.test.js +++ b/test/lib/engine.test.js @@ -1,121 +1,227 @@ describe("Engine", function() { describe("executeSignal", function() { - describe("when maker", function(){ - it("with buy_max_amt less than buy_pct amount should use buy_max_amt", function(){ - // arrange - var signal_type = "buy" - var currency_amount = 1 - var buy_pct = 50 - var buy_max_amt = 0.25 - var order_type = "maker" - var buy_spy = jasmine.createSpy() - var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy) - // act - sut.executeSignal(signal_type) - // assert - var expected = "2.77500000" - var buyArgs = buy_spy.calls.mostRecent().args[0] - expect(buyArgs.size).toBe(expected) + describe("when maker in live mode", function(){ + describe("with buy_max set", function(){ + it("and no held assets should use raw buy_max_amt", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 1.0 + var buy_pct = 50 + var buy_max_amt = 0.25 + var order_type = "maker" + var held_asset = 0 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + var expected = "2.77500000" + var buyArgs = buy_spy.calls.mostRecent().args[0] + expect(buyArgs.size).toBe(expected) + }) + it("and held assets should use adjusted buy_max_amt", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 3.0 + var buy_pct = 50 + var buy_max_amt = 0.25 + var order_type = "maker" + var held_asset = 0.75 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + var expected = "1.85925000" + var buyArgs = buy_spy.calls.mostRecent().args[0] + expect(buyArgs.size).toBe(expected) + }) + it("and held assets so large adjusted buy_max_amt is below order minimum should not place order", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 1.0 + var buy_pct = 50 + var buy_max_amt = 0.25 + var order_type = "maker" + var held_asset = 2.0 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + expect(buy_spy).not.toHaveBeenCalled() + }) }) - - it("with buy_max_amt more than buy_pct amount should use buy_pct", function(){ - // arrange - var signal_type = "buy" - var currency_amount = 1 - var buy_pct = 50 - var buy_max_amt = 0.75 - var order_type = "maker" - var buy_spy = jasmine.createSpy() - var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy) - // act - sut.executeSignal(signal_type) - // assert - var expected = "5.55000000" - var buyArgs = buy_spy.calls.mostRecent().args[0] - expect(buyArgs.size).toBe(expected) - }) - - it("with buy_max_amt equals buy_pct amount should use buy_pct", function(){ - // arrange - var signal_type = "buy" - var currency_amount = 1 - var buy_pct = 50 - var buy_max_amt = 0.50 - var order_type = "maker" - var buy_spy = jasmine.createSpy() - var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy) - // act - sut.executeSignal(signal_type) - // assert - var expected = "5.55000000" - var buyArgs = buy_spy.calls.mostRecent().args[0] - expect(buyArgs.size).toBe(expected) + describe("with no buy_max set", function(){ + it("and no held assets should use raw buy_pct", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 1.0 + var buy_pct = 50 + var buy_max_amt = undefined + var order_type = "maker" + var held_asset = 0 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + var expected = "5.55000000" + var buyArgs = buy_spy.calls.mostRecent().args[0] + expect(buyArgs.size).toBe(expected) + }) + it("and held assets should use adjusted buy_pct", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 1.0 + var buy_pct = 50 + var buy_max_amt = undefined + var order_type = "maker" + var held_asset = 0.5 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + var expected = "4.93950000" + var buyArgs = buy_spy.calls.mostRecent().args[0] + expect(buyArgs.size).toBe(expected) + }) + it("and held assets so large adjusted buy_pct is below order minimum should not place order", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 1.0 + var buy_pct = 50 + var buy_max_amt = undefined + var order_type = "maker" + var held_asset = 5.25 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + expect(buy_spy).not.toHaveBeenCalled() + }) }) }) - describe("when taker", function(){ - it("with buy_max_amt less than buy_pct amount should use buy_max_amt", function(){ - // arrange - var signal_type = "buy" - var currency_amount = 1 - var buy_pct = 50 - var buy_max_amt = 0.25 - var order_type = "taker" - var buy_spy = jasmine.createSpy() - var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy) - // act - sut.executeSignal(signal_type) - // assert - var expected = "2.77222222" - var buyArgs = buy_spy.calls.mostRecent().args[0] - expect(buyArgs.size).toBe(expected) - }) - - it("with buy_max_amt more than buy_pct amount should use buy_pct", function(){ - // arrange - var signal_type = "buy" - var currency_amount = 1 - var buy_pct = 50 - var buy_max_amt = 0.75 - var order_type = "taker" - var buy_spy = jasmine.createSpy() - var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy) - // act - sut.executeSignal(signal_type) - // assert - var expected = "5.54444444" - var buyArgs = buy_spy.calls.mostRecent().args[0] - expect(buyArgs.size).toBe(expected) + describe("when taker in live mode", function(){ + describe("with buy_max_amt set",function(){ + it("and no held assets should use raw buy_max_amt", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 1 + var buy_pct = 50 + var buy_max_amt = 0.25 + var order_type = "taker" + var held_asset = 0 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + var expected = "2.77222222" + var buyArgs = buy_spy.calls.mostRecent().args[0] + expect(buyArgs.size).toBe(expected) + }) + + it("and held assets should use adjusted buy_max_amt", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 3.0 + var buy_pct = 50 + var buy_max_amt = 0.25 + var order_type = "taker" + var held_asset = 0.75 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + var expected = "1.85738888" + var buyArgs = buy_spy.calls.mostRecent().args[0] + expect(buyArgs.size).toBe(expected) + }) + + it("and held assets so large adjusted buy_max_amt is below order minimum should not place order", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 1.0 + var buy_pct = 50 + var buy_max_amt = 0.25 + var order_type = "taker" + var held_asset = 2.0 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + expect(buy_spy).not.toHaveBeenCalled() + }) }) - - it("with buy_max_amt equals buy_pct amount should use buy_pct", function(){ - // arrange - var signal_type = "buy" - var currency_amount = 1 - var buy_pct = 50 - var buy_max_amt = 0.50 - var order_type = "taker" - var buy_spy = jasmine.createSpy() - var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy) - // act - sut.executeSignal(signal_type) - // assert - var expected = "5.54444444" - var buyArgs = buy_spy.calls.mostRecent().args[0] - expect(buyArgs.size).toBe(expected) + describe("with no buy_max_amt set",function(){ + it("with no buy_max_amt set and no held assets should use raw buy_pct", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 1 + var buy_pct = 50 + var buy_max_amt = undefined + var order_type = "taker" + var held_asset = 0 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + var expected = "5.54444444" + var buyArgs = buy_spy.calls.mostRecent().args[0] + expect(buyArgs.size).toBe(expected) + }) + it("and held assets should use adjusted buy_pct", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 1.0 + var buy_pct = 50 + var buy_max_amt = undefined + var order_type = "taker" + var held_asset = 0.5 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + var expected = "4.93455555" + var buyArgs = buy_spy.calls.mostRecent().args[0] + expect(buyArgs.size).toBe(expected) + }) + it("and held assets so large adjusted buy_pct is below order minimum should not place order", function(){ + // arrange + var signal_type = "buy" + var currency_amount = 1.0 + var buy_pct = 50 + var buy_max_amt = undefined + var order_type = "taker" + var held_asset = 5.25 + var buy_spy = jasmine.createSpy() + var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy) + // act + sut.executeSignal(signal_type) + // assert + expect(buy_spy).not.toHaveBeenCalled() + }) }) }) }) }) -function createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy){ +function createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_asset, buy_spy){ var fake_asset = "test_asset" var fake_currency = "BTC" var fake_exchange = "test_exchange" var fake_project = "test_product" var fake_bid = 0.10 var fake_ask = 0.11 - var fake_balance = { currency: currency_amount, asset:0} + var fake_balance = { currency: currency_amount, asset:held_asset} var fakes = { get: function() { }, From c5712ceca1cde9a7e5e4671d08aff236f4b1a41b Mon Sep 17 00:00:00 2001 From: Trivalik Date: Fri, 12 Jan 2018 20:30:22 +0100 Subject: [PATCH 021/236] add logs in case conf parameter could not properly handled (#1114) --- boot.js | 2 ++ 1 file changed, 2 insertions(+) diff --git a/boot.js b/boot.js index c49adb2f89..63973a008f 100644 --- a/boot.js +++ b/boot.js @@ -66,6 +66,7 @@ module.exports = function (cb) { try { conf = require(_allArgs[0]) } catch (ee) { + console.log('Fall back to conf.js, ' + ee) conf = require('./conf') } } else { @@ -73,6 +74,7 @@ module.exports = function (cb) { } } catch (e) { + console.log('Fall back to sample-conf.js, ' + e) conf = {} } From 409ef61a141133715e4a9af74119b1ce117bb5d5 Mon Sep 17 00:00:00 2001 From: Trivalik Date: Fri, 12 Jan 2018 20:30:36 +0100 Subject: [PATCH 022/236] allow --conf in backfill (#1115) --- commands/backfill.js | 1 + 1 file changed, 1 insertion(+) diff --git a/commands/backfill.js b/commands/backfill.js index 1d2a2ab0ef..357ef15ba6 100644 --- a/commands/backfill.js +++ b/commands/backfill.js @@ -12,6 +12,7 @@ module.exports = function container (get, set, clear) { program .command('backfill [selector]') .description('download historical trades for analysis') + .option('--conf ', 'path to optional conf overrides file') .option('-d, --days ', 'number of days to acquire (default: ' + c.days + ')', Number, c.days) .action(function (selector, cmd) { selector = get('lib.objectify-selector')(selector || c.selector) From 04e976cf51a1e0e768a73d2d3c1838dfa2f2b1ae Mon Sep 17 00:00:00 2001 From: firepol <1702718+firepol@users.noreply.github.com> Date: Sat, 13 Jan 2018 12:03:18 +0100 Subject: [PATCH 023/236] Fix training start and simulation start/end (#1119) * Respect buy_max_amt also in paper mode buy_max_amt was working only on live, now it works also on paper mode * Fix node-telegram-bot-api deprecated warning Get rid of that annoying message. Telegram tested and working fine. * Fix training start and simulation start/end Previously the training was starting too early if --days_test was specified. According to the parameter description, --days_test is a parameter to specify when the simulation should stop (days after training). The simulator wants the start and end date in this format: YYYYMMDDhhmm, which was not the case, thus the simulator wasn't running properly. Now if the user specifies dates it works properly. Example: ./zenbot.sh train binance.ETH-BTC --start_training 2018-01-01 --end_training 2018-01-03 --days_test 3 In this example, the training stops on Jan 2nd (midnight). The simulation test runs after the period used in the training, thus begins on on Jan 3rd and stops 3 days later, on Jan 5th (midnight). * Ignore models in models/subdirectories --- .gitignore | 4 ++-- commands/train.js | 23 +++++++++++------------ 2 files changed, 13 insertions(+), 14 deletions(-) diff --git a/.gitignore b/.gitignore index 70591b9dd9..a18b7430d3 100644 --- a/.gitignore +++ b/.gitignore @@ -21,8 +21,8 @@ trade_result* *_test backtesting_* generation_data_* -models/*.json -models/*.html +models/**/*.json +models/**/*.html *.pyc *.swp temp.html diff --git a/commands/train.js b/commands/train.js index 3db11b15ed..0f21ef2044 100644 --- a/commands/train.js +++ b/commands/train.js @@ -113,11 +113,7 @@ module.exports = function container (get, set, clear) { } if (!so.start_training && so.days_training) { var d = tb('1d') - so.start_training = d.subtract(so.days_test).subtract(so.days_training).toMilliseconds() - } - if (so.days_test > 0) { - var d = tb('1d') - so.end_training = d.subtract(so.days_test).toMilliseconds() + so.start_training = d.subtract(so.days_training).toMilliseconds() } so.selector = get('lib.objectify-selector')(selector || c.selector) so.mode = 'train' @@ -232,8 +228,8 @@ module.exports = function container (get, set, clear) { '--strategy', 'forex_analytics', '--disable_options', '--modelfile', path.resolve(__dirname, '..', tempModelFile), - '--start', so.start_training, - '--end', so.end_training, + '--start', moment(so.start_training).format('YYYYMMDDHHmm'), + '--end', moment(so.end_training).format('YYYYMMDDHHmm'), '--period', so.period_length, '--filename', path.resolve(__dirname, '..', tempModelFile) + '-simTrainingResult.html' ] @@ -248,18 +244,21 @@ module.exports = function container (get, set, clear) { var trainingResult = parseSimulation(path.resolve(__dirname, '..', tempModelFile) + '-simTrainingResult.html') if (so.days_test > 0) { - console.log( - "\nRunning simulation on test data from " - + moment(so.end_training).format('YYYY-MM-DD HH:mm:ss ZZ') + " onwards.\n" + var endTest = moment(so.end_training).add(so.days_test, 'days') + + console.log("\nRunning simulation on test data from " + + moment(so.end_training).format('YYYY-MM-DD HH:mm:ss ZZ') + " to " + + moment(endTest).format('YYYY-MM-DD HH:mm:ss ZZ') + " (" + so.days_test + " days).\n" ) - + var testArgs = [ 'sim', so.selector.normalized, '--strategy', 'forex_analytics', '--disable_options', '--modelfile', path.resolve(__dirname, '..', tempModelFile), - '--start', so.end_training, + '--start', moment(so.end_training).format('YYYYMMDDHHmm'), + '--end', moment(endTest).format('YYYYMMDDHHmm'), '--period', so.period_length, '--filename', path.resolve(__dirname, '..', tempModelFile) + '-simTestResult.html', ] From f27f71b33cb196cf8d606af61c2bfd7aec35304e Mon Sep 17 00:00:00 2001 From: Daniel Espendiller Date: Sat, 13 Jan 2018 12:04:01 +0100 Subject: [PATCH 024/236] extend dashboard trades overview with trade slippage (#1121) * extend dashboard trades overview with trade slippage * Update dashboard.ejs --- templates/dashboard.ejs | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/templates/dashboard.ejs b/templates/dashboard.ejs index 858f471946..17cd5c5b19 100644 --- a/templates/dashboard.ejs +++ b/templates/dashboard.ejs @@ -185,6 +185,7 @@ TYPE AMOUNT PRICE + SLIPPAGE DATE EXECUTED DATE @@ -195,6 +196,7 @@ BUY <%= buy_order.size %> <%= asset.toUpperCase() %> <%= buy_order.price %> <%= currency.toUpperCase() %> + <%= new Date(buy_order.time).toLocaleString("en-US", { year: 'numeric', month: '2-digit', day: '2-digit', hour: '2-digit', minute: '2-digit' }) %> Waiting @@ -204,6 +206,7 @@ SELL <%= sell_order.size %> <%= asset.toUpperCase() %> <%= sell_order.price %> <%= currency.toUpperCase() %> + <%= new Date(sell_order.time).toLocaleString("en-US", { year: 'numeric', month: '2-digit', day: '2-digit', hour: '2-digit', minute: '2-digit' }) %> Waiting @@ -214,6 +217,7 @@ <%= trade.type.toUpperCase() %> <%= trade.size %> <%= asset.toUpperCase() %> <%= trade.price %> <%= currency.toUpperCase() %> + <%= new Intl.NumberFormat("en-US", {style: "percent", maximumSignificantDigits: 4}).format(trade.slippage) %> <%= new Date(trade.time).toLocaleString("en-US", { year: 'numeric', month: '2-digit', day: '2-digit', hour: '2-digit', minute: '2-digit' }) %> <%= new Date(trade.time + trade.execution_time).toLocaleString("en-US", { year: 'numeric', month: '2-digit', day: '2-digit', hour: '2-digit', minute: '2-digit' }) %> @@ -221,7 +225,7 @@ <% } %> <% if (!(typeof buy_order != "undefined" || typeof sell_order != "undefined") && !my_trades) { %> - There is no trades at the moment + There is no trades at the moment <% } %> From 0ebf4313bcc13d1f5194fe60ee6ba52dd8265bda Mon Sep 17 00:00:00 2001 From: Daniel Espendiller Date: Sun, 14 Jan 2018 20:23:11 +0100 Subject: [PATCH 025/236] Fix endless retry in cancelOrder Binance exchange action (#1122) fixes #1120 and is somehow related to #1096 --- extensions/exchanges/binance/exchange.js | 27 +++++++++++++++++++++--- 1 file changed, 24 insertions(+), 3 deletions(-) diff --git a/extensions/exchanges/binance/exchange.js b/extensions/exchanges/binance/exchange.js index d332f78104..855c588e02 100644 --- a/extensions/exchanges/binance/exchange.js +++ b/extensions/exchanges/binance/exchange.js @@ -25,8 +25,15 @@ module.exports = function container (get, set, clear) { return authed_client } + /** + * Convert BNB-BTC to BNB/BTC + * + * @param product_id BNB-BTC + * @returns {string} + */ function joinProduct(product_id) { - return product_id.split('-')[0] + '/' + product_id.split('-')[1] + let split = product_id.split('-'); + return split[0] + '/' + split[1] } function retry (method, args, err) { @@ -130,8 +137,22 @@ module.exports = function container (get, set, clear) { client.cancelOrder(opts.order_id, joinProduct(opts.product_id)).then(function (body) { if (body && (body.message === 'Order already done' || body.message === 'order not found')) return cb() cb(null) - },function(err){ - if (err) return retry('cancelOrder', func_args, err) + }, function(err){ + // match error against string: + // "binance {"code":-2011,"msg":"UNKNOWN_ORDER"}" + + if (err) { + // decide if this error is allowed for a retry + + if (err.message && err.message.match(new RegExp(/-2011|UNKNOWN_ORDER/))) { + console.error(('\ncancelOrder retry - unknown Order: ' + JSON.stringify(opts) + " - " + err).cyan) + } else { + // retry is allowed for this error + + return retry('cancelOrder', func_args, err) + } + } + cb() }) }, From 5105d9f2764c73669d7a841b0b323995ca054d84 Mon Sep 17 00:00:00 2001 From: Shawn8901 Date: Sun, 14 Jan 2018 20:24:20 +0100 Subject: [PATCH 026/236] Fixed wrong hold signals (#1125) --- extensions/strategies/bollinger/strategy.js | 2 +- extensions/strategies/dema/strategy.js | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/extensions/strategies/bollinger/strategy.js b/extensions/strategies/bollinger/strategy.js index 193d4a3369..e0a1442f58 100644 --- a/extensions/strategies/bollinger/strategy.js +++ b/extensions/strategies/bollinger/strategy.js @@ -31,7 +31,7 @@ module.exports = function container (get, set, clear) { } else if (s.period.close < (lowerBound / 100) * (100 + s.options.bollinger_lower_bound_pct)) { s.signal = 'buy' } else { - s.signal = 'null' // hold + s.signal = null // hold } } } diff --git a/extensions/strategies/dema/strategy.js b/extensions/strategies/dema/strategy.js index a5dbb4d278..9cfd47cc57 100644 --- a/extensions/strategies/dema/strategy.js +++ b/extensions/strategies/dema/strategy.js @@ -49,7 +49,7 @@ module.exports = function container (get, set, clear) { if (typeof s.period.dema_histogram === 'number' && typeof s.lookback[0].dema_histogram === 'number') { if (s.options.noise_level_pct != 0 && (s.period.ema_short / s.lookback[0].ema_short * 100 < s.options.noise_level_pct)) { - s.signal = 'null'; + s.signal = null; } else if ((s.period.dema_histogram - s.options.up_trend_threshold) > 0 && (s.lookback[0].dema_histogram - s.options.up_trend_threshold) <= 0) { s.signal = 'buy'; } else if ((s.period.dema_histogram + s.options.down_trend_threshold) < 0 && (s.lookback[0].dema_histogram + s.options.down_trend_threshold) >= 0) { From b933e144b38f6dcb8cd351880a995e5199efa3c2 Mon Sep 17 00:00:00 2001 From: Daniel Espendiller Date: Sun, 14 Jan 2018 20:25:49 +0100 Subject: [PATCH 027/236] update products.json file to newest trading pairs at binance for RLC (#1126) --- extensions/exchanges/binance/products.json | 31 ++++++++++++++++++++-- 1 file changed, 29 insertions(+), 2 deletions(-) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index 4e569b91f3..c6f0122c66 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -120,9 +120,9 @@ "id": "WTCBTC", "asset": "WTC", "currency": "BTC", - "min_size": "1.00000000", + "min_size": "0.01000000", "max_size": "100000", - "increment": "0.00000001", + "increment": "0.0000001", "label": "WTC/BTC" }, { @@ -1709,6 +1709,33 @@ "increment": "0.00000001", "label": "REQ/ETH" }, + { + "id": "RLCBNB", + "asset": "RLC", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "100000", + "increment": "0.00001", + "label": "RLC/BNB" + }, + { + "id": "RLCBTC", + "asset": "RLC", + "currency": "BTC", + "min_size": "0.01000000", + "max_size": "100000", + "increment": "0.0000001", + "label": "RLC/BTC" + }, + { + "id": "RLCETH", + "asset": "RLC", + "currency": "ETH", + "min_size": "0.01000000", + "max_size": "100000", + "increment": "0.000001", + "label": "RLC/ETH" + }, { "id": "SNTBTC", "asset": "SNT", From acaf18e8cebc2609fffc1fecc4def6038ed76c11 Mon Sep 17 00:00:00 2001 From: defkev Date: Sun, 14 Jan 2018 20:27:24 +0100 Subject: [PATCH 028/236] Web UI fix CoinMarketCap static css 404 (#1129) Just tried the web UI for the first time and noticed that all icons were missing. Looks like they moved some files on their end. --- templates/dashboard_assets/css/style.css | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/templates/dashboard_assets/css/style.css b/templates/dashboard_assets/css/style.css index 5d310154dd..8174f077b9 100644 --- a/templates/dashboard_assets/css/style.css +++ b/templates/dashboard_assets/css/style.css @@ -1,5 +1,5 @@ @import url(https://fonts.googleapis.com/css?family=Rubik:300,400,500,700,900); -@import url(https://coinmarketcap.com/static/sprites/all_views_market-cap-by-circulating-supply_0.css?3177814135); +@import url(https://coinmarketcap.com/static/public/sprites/all_views_market-cap-by-circulating-supply_0.css); @import "spinners.css"; .preloader { From 877d3ddd5dc931495682d2438cc66426f923d333 Mon Sep 17 00:00:00 2001 From: Daniel Espendiller Date: Sun, 14 Jan 2018 20:43:51 +0100 Subject: [PATCH 029/236] use ccxt for loading binance exchanges pairs; instead of a direct api call (#1134) --- extensions/exchanges/binance/products.json | 2757 +++++++++-------- .../exchanges/binance/update-products.sh | 31 +- 2 files changed, 1418 insertions(+), 1370 deletions(-) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index c6f0122c66..94de69013b 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -1,120 +1,129 @@ [ { - "id": "NULSBNB", - "asset": "NULS", - "currency": "BNB", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "NULS/BNB" + "id": "ETHBTC", + "asset": "ETH", + "currency": "BTC", + "min_size": "0.00100000", + "max_size": "100000.00000000", + "increment": "0.00100000", + "label": "ETH/BTC" }, { - "id": "VENBNB", - "asset": "VEN", - "currency": "BNB", + "id": "LTCBTC", + "asset": "LTC", + "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.0001", - "label": "VEN/BNB" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "LTC/BTC" }, { "id": "BNBBTC", "asset": "BNB", "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.0000001", + "max_size": "100000.00000000", + "increment": "0.01000000", "label": "BNB/BTC" }, { - "id": "NULSBTC", - "asset": "NULS", + "id": "NEOBTC", + "asset": "NEO", "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "NULS/BTC" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "NEO/BTC" }, { - "id": "CTRBTC", - "asset": "CTR", - "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "CTR/BTC" + "id": "123456", + "asset": "123", + "currency": "456", + "min_size": "0.00100000", + "max_size": "100000.00000000", + "increment": "0.00100000", + "label": "123/456" }, { - "id": "NEOBTC", - "asset": "NEO", - "currency": "BTC", + "id": "QTUMETH", + "asset": "QTUM", + "currency": "ETH", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "NEO/BTC" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "QTUM/ETH" }, { - "id": "NULSETH", - "asset": "NULS", + "id": "EOSETH", + "asset": "EOS", "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "NULS/ETH" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "EOS/ETH" }, { - "id": "LINKBTC", - "asset": "LINK", - "currency": "BTC", + "id": "SNTETH", + "asset": "SNT", + "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "LINK/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "SNT/ETH" }, { - "id": "SALTBTC", - "asset": "SALT", - "currency": "BTC", + "id": "BNTETH", + "asset": "BNT", + "currency": "ETH", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "SALT/BTC" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "BNT/ETH" }, { - "id": "IOTABTC", - "asset": "IOTA", + "id": "BCCBTC", + "asset": "BCH", "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "IOTA/BTC" + "min_size": "0.00100000", + "max_size": "100000.00000000", + "increment": "0.00100000", + "label": "BCH/BTC" }, { - "id": "ETCBTC", - "asset": "ETC", + "id": "GASBTC", + "asset": "GAS", "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "ETC/BTC" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "GAS/BTC" }, { - "id": "ASTETH", - "asset": "AST", + "id": "BNBETH", + "asset": "BNB", "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "AST/ETH" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "BNB/ETH" }, { - "id": "KNCBTC", - "asset": "KNC", - "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "KNC/BTC" + "id": "BTCUSDT", + "asset": "BTC", + "currency": "USDT", + "min_size": "0.00000100", + "max_size": "10000000.00000000", + "increment": "0.00000100", + "label": "BTC/USDT" + }, + { + "id": "ETHUSDT", + "asset": "ETH", + "currency": "USDT", + "min_size": "0.00001000", + "max_size": "10000000.00000000", + "increment": "0.00001000", + "label": "ETH/USDT" }, { "id": "WTCBTC", @@ -126,156 +135,183 @@ "label": "WTC/BTC" }, { - "id": "SNGLSBTC", - "asset": "SNGLS", + "id": "HSRBTC", + "asset": "HSR", "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "SNGLS/BTC" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "HSR/BTC" }, { - "id": "EOSETH", - "asset": "EOS", + "id": "OAXETH", + "asset": "OAX", "currency": "ETH", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "EOS/ETH" + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "OAX/ETH" }, { - "id": "SNTETH", - "asset": "SNT", + "id": "DNTETH", + "asset": "DNT", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "SNT/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "DNT/ETH" }, { "id": "MCOETH", "asset": "MCO", "currency": "ETH", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", + "max_size": "100000.00000000", + "increment": "0.01000000", "label": "MCO/ETH" }, { - "id": "BTCUSDT", - "asset": "BTC", - "currency": "USDT", - "min_size": "0.00000100", - "max_size": "100000", - "increment": "0.01", - "label": "BTC/USDT" - }, - { - "id": "OAXETH", - "asset": "OAX", + "id": "ICNETH", + "asset": "ICN", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "OAX/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "ICN/ETH" }, { - "id": "OMGETH", - "asset": "OMG", - "currency": "ETH", + "id": "MCOBTC", + "asset": "MCO", + "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "OMG/ETH" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "MCO/BTC" }, { - "id": "GASBTC", - "asset": "GAS", + "id": "WTCBTC", + "asset": "WTC", "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "GAS/BTC" - }, - { - "id": "BQXETH", - "asset": "BQX", - "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "BQX/ETH" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "WTC/BTC" }, { "id": "WTCETH", "asset": "WTC", "currency": "ETH", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", + "max_size": "100000.00000000", + "increment": "0.01000000", "label": "WTC/ETH" }, { - "id": "QTUMETH", - "asset": "QTUM", - "currency": "ETH", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "QTUM/ETH" + "id": "LRCBTC", + "asset": "LRC", + "currency": "BTC", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "LRC/BTC" }, { - "id": "BNTETH", - "asset": "BNT", + "id": "LRCETH", + "asset": "LRC", "currency": "ETH", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "BNT/ETH" + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "LRC/ETH" }, { - "id": "DNTETH", - "asset": "DNT", - "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "DNT/ETH" + "id": "QTUMBTC", + "asset": "QTUM", + "currency": "BTC", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "QTUM/BTC" }, { - "id": "ICNETH", - "asset": "ICN", - "currency": "ETH", + "id": "YOYOBTC", + "asset": "YOYO", + "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "ICN/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "YOYO/BTC" }, { - "id": "SNMBTC", - "asset": "SNM", + "id": "OMGBTC", + "asset": "OMG", "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "SNM/BTC" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "OMG/BTC" }, { - "id": "SNMETH", - "asset": "SNM", + "id": "OMGETH", + "asset": "OMG", "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "SNM/ETH" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "OMG/ETH" }, { - "id": "SNGLSETH", - "asset": "SNGLS", + "id": "ZRXBTC", + "asset": "ZRX", + "currency": "BTC", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "ZRX/BTC" + }, + { + "id": "ZRXETH", + "asset": "ZRX", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "ZRX/ETH" + }, + { + "id": "STRATBTC", + "asset": "STRAT", + "currency": "BTC", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "STRAT/BTC" + }, + { + "id": "STRATETH", + "asset": "STRAT", + "currency": "ETH", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "STRAT/ETH" + }, + { + "id": "SNGLSBTC", + "asset": "SNGLS", + "currency": "BTC", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "SNGLS/BTC" + }, + { + "id": "SNGLSETH", + "asset": "SNGLS", + "currency": "ETH", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", "label": "SNGLS/ETH" }, { @@ -283,1322 +319,1286 @@ "asset": "BQX", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", + "max_size": "100000.00000000", + "increment": "1.00000000", "label": "BQX/BTC" }, { - "id": "NEOETH", - "asset": "NEO", + "id": "BQXETH", + "asset": "BQX", "currency": "ETH", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "NEO/ETH" + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "BQX/ETH" }, { - "id": "KNCETH", + "id": "KNCBTC", "asset": "KNC", - "currency": "ETH", + "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "KNC/ETH" - }, - { - "id": "STRATETH", - "asset": "STRAT", - "currency": "ETH", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "STRAT/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "KNC/BTC" }, { - "id": "ZRXETH", - "asset": "ZRX", + "id": "KNCETH", + "asset": "KNC", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "ZRX/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "KNC/ETH" }, { - "id": "QTUMBTC", - "asset": "QTUM", + "id": "FUNBTC", + "asset": "FUN", "currency": "BTC", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "QTUM/BTC" + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "FUN/BTC" }, { "id": "FUNETH", "asset": "FUN", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", + "max_size": "100000.00000000", + "increment": "1.00000000", "label": "FUN/ETH" }, { - "id": "LTCBTC", - "asset": "LTC", + "id": "SNMBTC", + "asset": "SNM", "currency": "BTC", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "LTC/BTC" + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "SNM/BTC" }, { - "id": "LINKETH", - "asset": "LINK", + "id": "SNMETH", + "asset": "SNM", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "LINK/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "SNM/ETH" }, { - "id": "ETHBTC", - "asset": "ETH", + "id": "NEOETH", + "asset": "NEO", + "currency": "ETH", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "NEO/ETH" + }, + { + "id": "IOTABTC", + "asset": "IOTA", "currency": "BTC", - "min_size": "0.00100000", - "max_size": "100000", - "increment": "0.000001", - "label": "ETH/BTC" + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "IOTA/BTC" }, { - "id": "XVGETH", - "asset": "XVG", + "id": "IOTAETH", + "asset": "IOTA", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "XVG/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "IOTA/ETH" }, { - "id": "STRATBTC", - "asset": "STRAT", + "id": "LINKBTC", + "asset": "LINK", "currency": "BTC", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "STRAT/BTC" + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "LINK/BTC" }, { - "id": "ZRXBTC", - "asset": "ZRX", + "id": "LINKETH", + "asset": "LINK", + "currency": "ETH", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "LINK/ETH" + }, + { + "id": "XVGBTC", + "asset": "XVG", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "ZRX/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "XVG/BTC" }, { - "id": "IOTAETH", - "asset": "IOTA", + "id": "XVGETH", + "asset": "XVG", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "IOTA/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "XVG/ETH" }, { - "id": "BCCBTC", - "asset": "BCC", + "id": "CTRBTC", + "asset": "CTR", "currency": "BTC", - "min_size": "0.00100000", - "max_size": "100000", - "increment": "0.000001", - "label": "BCC/BTC" + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "CTR/BTC" }, { "id": "CTRETH", "asset": "CTR", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.0000001", + "max_size": "100000.00000000", + "increment": "1.00000000", "label": "CTR/ETH" }, { - "id": "OMGBTC", - "asset": "OMG", - "currency": "BTC", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "OMG/BTC" - }, - { - "id": "MCOBTC", - "asset": "MCO", + "id": "SALTBTC", + "asset": "SALT", "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "MCO/BTC" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "SALT/BTC" }, { "id": "SALTETH", "asset": "SALT", "currency": "ETH", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", + "max_size": "100000.00000000", + "increment": "0.01000000", "label": "SALT/ETH" }, { - "id": "ADABTC", - "asset": "ADA", + "id": "MDABTC", + "asset": "MDA", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "ADA/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "MDA/BTC" }, { - "id": "ADAETH", - "asset": "ADA", + "id": "MDAETH", + "asset": "MDA", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "ADA/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "MDA/ETH" }, { - "id": "ADXBNB", - "asset": "ADX", - "currency": "BNB", + "id": "MTLBTC", + "asset": "MTL", + "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "ADX/BNB" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "MTL/BTC" }, { - "id": "ADXBTC", - 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"id": "POWRBNB", - "asset": "POWR", + "id": "ADXBNB", + "asset": "ADX", "currency": "BNB", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "POWR/BNB" + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "ADX/BNB" }, { - "id": "POWRBTC", - "asset": "POWR", + "id": "ADABTC", + "asset": "ADA", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "POWR/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "ADA/BTC" }, { - "id": "POWRETH", - "asset": "POWR", + "id": "ADAETH", + "asset": "ADA", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "POWR/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "ADA/ETH" }, { "id": "PPTBTC", "asset": "PPT", "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.0000001", + "max_size": "100000.00000000", + "increment": "0.01000000", "label": "PPT/BTC" }, { @@ -1606,110 +1606,118 @@ "asset": "PPT", "currency": "ETH", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", + "max_size": "100000.00000000", + "increment": "0.01000000", "label": "PPT/ETH" }, { - "id": "QSPBNB", - "asset": "QSP", + "id": "CMTBTC", + "asset": "CMT", + "currency": "BTC", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "CMT/BTC" + }, + { + "id": "CMTETH", + "asset": "CMT", + "currency": "ETH", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "CMT/ETH" + }, + { + "id": "CMTBNB", + "asset": "CMT", "currency": "BNB", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "QSP/BNB" + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "CMT/BNB" }, { - "id": "QSPBTC", - "asset": "QSP", + "id": "XLMBTC", + "asset": "XLM", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "QSP/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "XLM/BTC" }, { - "id": "QSPETH", - "asset": "QSP", + "id": "XLMETH", + "asset": "XLM", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "QSP/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "XLM/ETH" }, { - "id": "RCNBNB", - "asset": "RCN", + "id": "XLMBNB", + "asset": "XLM", "currency": "BNB", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "RCN/BNB" + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "XLM/BNB" }, { - "id": "RCNBTC", - "asset": "RCN", + "id": "CNDBTC", + "asset": "CND", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "RCN/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "CND/BTC" }, { - "id": "RCNETH", - "asset": "RCN", + "id": "CNDETH", + "asset": "CND", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "RCN/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "CND/ETH" }, { - "id": "RDNBNB", - "asset": "RDN", + "id": "CNDBNB", + "asset": "CND", "currency": "BNB", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "RDN/BNB" + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "CND/BNB" }, { - "id": "RDNBTC", - "asset": "RDN", + "id": "LENDBTC", + "asset": "LEND", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "RDN/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "LEND/BTC" }, { - "id": "RDNETH", - "asset": "RDN", + "id": "LENDETH", + "asset": "LEND", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "RDN/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "LEND/ETH" }, { - "id": "REQBTC", - "asset": "REQ", + "id": "WABIBTC", + "asset": "WABI", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "REQ/BTC" - }, - { - "id": "REQETH", - "asset": "REQ", - "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "REQ/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "WABI/BTC" }, - { "id": "RLCBNB", "asset": "RLC", "currency": "BNB", @@ -1741,53 +1749,62 @@ "asset": "SNT", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", + "max_size": "100000.00000000", + "increment": "1.00000000", "label": "SNT/BTC" }, { - "id": "STORJBTC", - "asset": "STORJ", - "currency": "BTC", + "id": "WABIETH", + "asset": "WABI", + "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "STORJ/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "WABI/ETH" }, { - "id": "STORJETH", - "asset": "STORJ", + "id": "WABIBNB", + "asset": "WABI", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "WABI/BNB" + }, + { + "id": "LTCETH", + "asset": "LTC", "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "STORJ/ETH" + "min_size": "0.00100000", + "max_size": "100000.00000000", + "increment": "0.00100000", + "label": "LTC/ETH" }, { - "id": "SUBBTC", - "asset": "SUB", - "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "SUB/BTC" + "id": "LTCUSDT", + "asset": "LTC", + "currency": "USDT", + "min_size": "0.00001000", + "max_size": "10000000.00000000", + "increment": "0.00001000", + "label": "LTC/USDT" }, { - "id": "SUBETH", - "asset": "SUB", - "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "SUB/ETH" + "id": "LTCBNB", + "asset": "LTC", + "currency": "BNB", + "min_size": "0.00001000", + "max_size": "100000.00000000", + "increment": "0.00001000", + "label": "LTC/BNB" }, { "id": "TNBBTC", "asset": "TNB", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", + "max_size": "100000.00000000", + "increment": "1.00000000", "label": "TNB/BTC" }, { @@ -1795,188 +1812,251 @@ "asset": "TNB", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", + "max_size": "100000.00000000", + "increment": "1.00000000", "label": "TNB/ETH" }, { - "id": "TNTBTC", - "asset": "TNT", + "id": "WAVESBTC", + "asset": "WAVES", + "currency": "BTC", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "WAVES/BTC" + }, + { + "id": "WAVESETH", + "asset": "WAVES", + "currency": "ETH", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "WAVES/ETH" + }, + { + "id": "WAVESBNB", + "asset": "WAVES", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "WAVES/BNB" + }, + { + "id": "GTOBTC", + "asset": "GTO", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "TNT/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "GTO/BTC" }, { - "id": "TNTETH", - "asset": "TNT", + "id": "GTOETH", + "asset": "GTO", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "TNT/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "GTO/ETH" }, { - "id": "TRIGBNB", - "asset": "TRIG", + "id": "GTOBNB", + "asset": "GTO", "currency": "BNB", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "TRIG/BNB" + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "GTO/BNB" }, { - "id": "TRIGBTC", - "asset": "TRIG", + "id": "ICXBTC", + "asset": "ICX", "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "TRIG/BTC" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "ICX/BTC" }, { - "id": "TRIGETH", - "asset": "TRIG", + "id": "ICXETH", + "asset": "ICX", "currency": "ETH", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "TRIG/ETH" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "ICX/ETH" }, { - "id": "TRXBTC", - "asset": "TRX", + "id": "ICXBNB", + "asset": "ICX", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "ICX/BNB" + }, + { + "id": "OSTBTC", + "asset": "OST", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "TRX/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "OST/BTC" }, { - "id": "TRXETH", - "asset": "TRX", + "id": "OSTETH", + "asset": "OST", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "TRX/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "OST/ETH" }, { - "id": "VENBTC", - "asset": "VEN", + "id": "OSTBNB", + "asset": "OST", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "OST/BNB" + }, + { + "id": "ELFBTC", + "asset": "ELF", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "VEN/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "ELF/BTC" }, { - "id": "VENETH", - "asset": "VEN", + "id": "ELFETH", + "asset": "ELF", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "VEN/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "ELF/ETH" }, { - "id": "VIBBTC", - "asset": "VIB", + "id": "AIONBTC", + "asset": "AION", "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "VIB/BTC" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "AION/BTC" + }, + { + "id": "AIONETH", + "asset": "AION", + "currency": "ETH", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "AION/ETH" + }, + { + "id": "AIONBNB", + "asset": "AION", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "AION/BNB" }, { - "id": "VIBEBTC", - "asset": "VIBE", + "id": "NEBLBTC", + "asset": "NEBL", "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "VIBE/BTC" - }, - { - "id": "VIBEETH", - "asset": "VIBE", - "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "VIBE/ETH" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "NEBL/BTC" }, { - "id": "VIBETH", - "asset": "VIB", + "id": "NEBLETH", + "asset": "NEBL", "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "VIB/ETH" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "NEBL/ETH" }, { - "id": "WABIBNB", - "asset": "WABI", + "id": "NEBLBNB", + "asset": "NEBL", "currency": "BNB", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "WABI/BNB" + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "NEBL/BNB" }, { - "id": "WABIBTC", - "asset": "WABI", + "id": "BRDBTC", + "asset": "BRD", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "WABI/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "BRD/BTC" }, { - "id": "WABIETH", - "asset": "WABI", + "id": "BRDETH", + "asset": "BRD", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "WABI/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "BRD/ETH" }, { - "id": "WAVESBNB", - "asset": "WAVES", + "id": "BRDBNB", + "asset": "BRD", "currency": "BNB", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.0001", - "label": "WAVES/BNB" + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "BRD/BNB" }, { - "id": "WAVESBTC", - "asset": "WAVES", + "id": "MCOBNB", + "asset": "MCO", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "MCO/BNB" + }, + { + "id": "EDOBTC", + "asset": "EDO", "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "WAVES/BTC" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "EDO/BTC" }, { - "id": "WAVESETH", - "asset": "WAVES", + "id": "EDOETH", + "asset": "EDO", "currency": "ETH", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "WAVES/ETH" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "EDO/ETH" }, { "id": "WINGSBTC", "asset": "WINGS", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", + "max_size": "100000.00000000", + "increment": "1.00000000", "label": "WINGS/BTC" }, { @@ -1984,179 +2064,152 @@ "asset": "WINGS", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.0000001", + "max_size": "100000.00000000", + "increment": "1.00000000", "label": "WINGS/ETH" }, { - "id": "WTCBNB", - "asset": "WTC", - "currency": "BNB", + "id": "NAVBTC", + "asset": "NAV", + "currency": "BTC", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.0001", - "label": "WTC/BNB" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "NAV/BTC" }, { - "id": "XLMBNB", - "asset": "XLM", - "currency": "BNB", + "id": "NAVETH", + "asset": "NAV", + "currency": "ETH", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "XLM/BNB" - }, - { - "id": "XLMBTC", - "asset": "XLM", - "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "XLM/BTC" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "NAV/ETH" }, { - "id": "XLMETH", - "asset": "XLM", - "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "XLM/ETH" + "id": "NAVBNB", + "asset": "NAV", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "NAV/BNB" }, { - "id": "XMRBTC", - "asset": "XMR", + "id": "LUNBTC", + "asset": "LUN", "currency": "BTC", - "min_size": "0.00100000", - "max_size": "100000", - "increment": "0.000001", - "label": "XMR/BTC" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "LUN/BTC" }, { - "id": "XMRETH", - "asset": "XMR", + "id": "LUNETH", + "asset": "LUN", "currency": "ETH", - "min_size": "0.00100000", - "max_size": "100000", - "increment": "0.00001", - "label": "XMR/ETH" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "LUN/ETH" }, { - "id": "XRPBTC", - "asset": "XRP", + "id": "TRIGBTC", + "asset": "TRIG", "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "XRP/BTC" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "TRIG/BTC" }, { - "id": "XRPETH", - "asset": "XRP", + "id": "TRIGETH", + "asset": "TRIG", "currency": "ETH", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "XRP/ETH" - }, - { - "id": "XVGBTC", - "asset": "XVG", - "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "XVG/BTC" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "TRIG/ETH" }, { - "id": "XZCBNB", - "asset": "XZC", + "id": "TRIGBNB", + "asset": "TRIG", "currency": "BNB", - "min_size": "0.00100000", - "max_size": "100000", - "increment": "0.001", - "label": "XZC/BNB" + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "TRIG/BNB" }, { - "id": "XZCBTC", - "asset": "XZC", + "id": "APPCBTC", + "asset": "APPC", "currency": "BTC", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "XZC/BTC" + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "APPC/BTC" }, { - "id": "XZCETH", - "asset": "XZC", + "id": "APPCETH", + "asset": "APPC", "currency": "ETH", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "XZC/ETH" + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "APPC/ETH" }, { - "id": "YOYOBNB", - "asset": "YOYO", + "id": "APPCBNB", + "asset": "APPC", "currency": "BNB", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "YOYO/BNB" + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "APPC/BNB" }, { - "id": "YOYOBTC", - "asset": "YOYO", + "id": "VIBEBTC", + "asset": "VIBE", "currency": "BTC", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "YOYO/BTC" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "VIBE/BTC" }, { - "id": "YOYOETH", - "asset": "YOYO", + "id": "VIBEETH", + "asset": "VIBE", "currency": "ETH", "min_size": "1.00000000", - "max_size": "100000", - "increment": "0.00000001", - "label": "YOYO/ETH" + "max_size": "100000.00000000", + "increment": "1.00000000", + "label": "VIBE/ETH" }, { - "id": "ZECBTC", - "asset": "ZEC", + "id": "RLCBTC", + "asset": "RLC", "currency": "BTC", - "min_size": "0.00100000", - "max_size": "100000", - "increment": "0.000001", - "label": "ZEC/BTC" + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "RLC/BTC" }, { - "id": "ZECETH", - "asset": "ZEC", + "id": "RLCETH", + "asset": "RLC", "currency": "ETH", - "min_size": "0.00100000", - "max_size": "100000", - "increment": "0.00001", - "label": "ZEC/ETH" - }, - { - "id": "BNBUSDT", - "asset": "BNB", - "currency": "USDT", "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.0001", - "label": "BNB/USDT" + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "RLC/ETH" }, { - "id": "ETHUSDT", - "asset": "ETH", - "currency": "USDT", - "min_size": "0.00001000", - "max_size": "100000", - "increment": "0.01", - "label": "ETH/USDT" + "id": "RLCBNB", + "asset": "RLC", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "RLC/BNB" } -] +] \ No newline at end of file diff --git a/extensions/exchanges/binance/update-products.sh b/extensions/exchanges/binance/update-products.sh index b53f42c2cf..b6dcd82803 100644 --- a/extensions/exchanges/binance/update-products.sh +++ b/extensions/exchanges/binance/update-products.sh @@ -1,26 +1,21 @@ #!/usr/bin/env node -var request = require('micro-request') -request('https://www.binance.com/exchange/public/product', {headers: {'User-Agent': 'zenbot/4'}}, function (err, resp, body) { - if (err) throw err - if (resp.statusCode !== 200) { - var err = new Error('non-200 status: ' + resp.statusCode) - err.code = 'HTTP_STATUS' - err.body = body - console.error(err) - process.exit(1) - } +let ccxt = require('ccxt') + +new ccxt.binance().fetch_markets().then(function(markets) { var products = [] - body.data.forEach(function (product) { + + markets.forEach(function (market) { products.push({ - id: product.symbol, - asset: product.baseAsset, - currency: product.quoteAsset, - min_size: product.minTrade, - max_size: '100000', - increment: product.tickSize, - label: product.baseAsset + '/' + product.quoteAsset + id: market.id, + asset: market.base, + currency: market.quote, + min_size: market.info.filters[1].minQty, + max_size: market.info.filters[0].maxPrice, + increment: market.info.filters[1].stepSize, + label: market.base + '/' + market.quote }) }) + var target = require('path').resolve(__dirname, 'products.json') require('fs').writeFileSync(target, JSON.stringify(products, null, 2)) console.log('wrote', target) From 8889d2c92be3ef55eb1ec7fbc12ceeefebf14337 Mon Sep 17 00:00:00 2001 From: Daniel Espendiller Date: Sun, 14 Jan 2018 20:56:19 +0100 Subject: [PATCH 030/236] binance order placement must not retry a MIN_NOTIONAL issue (#1130) follow up of #1123; fix in #1096 was not working. tested against real life issue --- extensions/exchanges/binance/exchange.js | 20 ++++++++++++++++++++ 1 file changed, 20 insertions(+) diff --git a/extensions/exchanges/binance/exchange.js b/extensions/exchanges/binance/exchange.js index 855c588e02..204dd8a8d9 100644 --- a/extensions/exchanges/binance/exchange.js +++ b/extensions/exchanges/binance/exchange.js @@ -197,6 +197,16 @@ module.exports = function container (get, set, clear) { cb(null, order) }).catch(function (error) { console.error('An error occurred', error) + + // decide if this error is allowed for a retry: + // {"code":-1013,"msg":"Filter failure: MIN_NOTIONAL"} + if (error.message.match(new RegExp(/-1013|MIN_NOTIONAL/))) { + return cb(null, { + status: 'rejected', + reject_reason: 'balance' + }) + } + return retry('buy', func_args) }) }, @@ -241,6 +251,16 @@ module.exports = function container (get, set, clear) { cb(null, order) }).catch(function (error) { console.error('An error occurred', error) + + // decide if this error is allowed for a retry: + // {"code":-1013,"msg":"Filter failure: MIN_NOTIONAL"} + if (error.message.match(new RegExp(/-1013|MIN_NOTIONAL/))) { + return cb(null, { + status: 'rejected', + reject_reason: 'balance' + }) + } + return retry('sell', func_args) }) }, From a8ef2ef9a843abef151ec55a41a4307f39ffcec1 Mon Sep 17 00:00:00 2001 From: kernelsndrs Date: Sun, 14 Jan 2018 15:10:56 -0500 Subject: [PATCH 031/236] add opt-in flag to use currency specific increment. (#1106) * add opt-in flag to use currency specific increment. if flag is set, utilize in order adjustment calculation. * Update Readme for currency increment flag --- README.md | 1 + commands/trade.js | 2 ++ lib/engine.js | 4 ++-- 3 files changed, 5 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index efddab963f..7afbaaa20b 100644 --- a/README.md +++ b/README.md @@ -271,6 +271,7 @@ zenbot trade --help --max_slippage_pct avoid selling at a slippage pct above this float --rsi_periods number of periods to calculate RSI at --poll_trades poll new trades at this interval in ms + --currency_increment Currency increment, if different than the asset increment; e.g. 0.000001 --disable_stats disable printing order stats --reset_profit start new profit calculation from 0 --debug output detailed debug info diff --git a/commands/trade.js b/commands/trade.js index b7b91580c2..818e5a7d96 100644 --- a/commands/trade.js +++ b/commands/trade.js @@ -42,6 +42,7 @@ module.exports = function container (get, set, clear) { .option('--max_slippage_pct ', 'avoid selling at a slippage pct above this float', c.max_slippage_pct) .option('--rsi_periods ', 'number of periods to calculate RSI at', Number, c.rsi_periods) .option('--poll_trades ', 'poll new trades at this interval in ms', Number, c.poll_trades) + .option('--currency_increment ', 'Currency increment, if different than the asset increment', String, null) .option('--keep_lookback_periods ', 'Keep this many lookback periods max. ', Number, c.keep_lookback_periods) .option('--disable_stats', 'disable printing order stats') .option('--reset_profit', 'start new profit calculation from 0') @@ -56,6 +57,7 @@ module.exports = function container (get, set, clear) { so[k] = cmd[k] } }) + so.currency_increment = cmd.currency_increment so.keep_lookback_periods = cmd.keep_lookback_periods so.debug = cmd.debug so.stats = !cmd.disable_stats diff --git a/lib/engine.js b/lib/engine.js index 2a295dc93c..4bfafa8894 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -331,7 +331,7 @@ module.exports = function container (get, set, clear) { } var marked_price if (type === 'buy') { - marked_price = n(quote.bid).subtract(n(quote.bid).multiply(so.markdown_buy_pct / 100)).format(s.product.increment, Math.floor) + marked_price = n(quote.bid).subtract(n(quote.bid).multiply(so.markdown_buy_pct / 100)).format((so.currency_increment !== null) ? so.currency_increment : s.product.increment, Math.floor) if (n(order.price).value() < marked_price) { msg(marked_price + ' vs our ' + order.price) cancelOrder(true) @@ -342,7 +342,7 @@ module.exports = function container (get, set, clear) { } } else { - marked_price = n(quote.ask).add(n(quote.ask).multiply(so.markup_sell_pct / 100)).format(s.product.increment, Math.ceil) + marked_price = n(quote.ask).add(n(quote.ask).multiply(so.markup_sell_pct / 100)).format((so.currency_increment !== null) ? so.currency_increment : s.product.increment, Math.ceil) if (n(order.price).value() > marked_price) { msg(marked_price + ' vs our ' + order.price) cancelOrder(true) From 2160629ce8ac578972da773025a1f6466395dfab Mon Sep 17 00:00:00 2001 From: Chase Date: Sun, 14 Jan 2018 21:51:13 +0100 Subject: [PATCH 032/236] Docker: resolve build issues (#1136) * Docker: resolve build issues * Update Dockerfile --- Dockerfile | 8 ++------ package-lock.json | 3 +-- package.json | 6 +++--- post_install.js | 3 +-- 4 files changed, 7 insertions(+), 13 deletions(-) diff --git a/Dockerfile b/Dockerfile index 8d4c09ba10..dd23218fee 100644 --- a/Dockerfile +++ b/Dockerfile @@ -3,14 +3,10 @@ FROM node:8 RUN mkdir -p /app WORKDIR /app -COPY package.json /app/ -COPY webpack.config.js /app/ -COPY webpack-src /app/webpack-src -COPY templates /app/templates +COPY . /app RUN npm install -g node-gyp -RUN npm install --unsafe-perm +RUN npm install --unsafe -COPY . /app RUN ln -s /app/zenbot.sh /usr/local/bin/zenbot ENV NODE_ENV production diff --git a/package-lock.json b/package-lock.json index 1c4fad6996..3179cad238 100644 --- a/package-lock.json +++ b/package-lock.json @@ -8609,7 +8609,7 @@ "integrity": "sha1-CXtgK1NCKlIsGvuHkDGDNpQaAR0=" }, "numbro": { - "version": "github:highvelocityspace/numbro#797eae5605bf217a016a112343e8dd9746b72e15" + "version": "github:highvelocityspace/numbro#65a801c05c40496e5701458c0d4e780060e9a742" }, "oauth-sign": { "version": "0.8.2", @@ -12206,4 +12206,3 @@ } } } - diff --git a/package.json b/package.json index aa0baee72c..a45777548c 100644 --- a/package.json +++ b/package.json @@ -2,11 +2,11 @@ "name": "zenbot4", "version": "4.1.0", "description": "Cryptocurrency trading bot", - "bugs": "https://github.com/carlos8f/zenbot/issues", + "bugs": "https://github.com/deviavir/zenbot/issues", "license": "MIT", "repository": { "type": "git", - "url": "https://github.com/carlos8f/zenbot.git" + "url": "https://github.com/deviavir/zenbot.git" }, "main": "./index.js", "bin": { @@ -104,6 +104,6 @@ "yargs": "^10.0.3" }, "engines": { - "node": "^8.0.0 || ^9.0.0" + "node": "^8.3.0 || ^9.0.0" } } diff --git a/post_install.js b/post_install.js index aeb6012ac9..a8b0cb84ed 100644 --- a/post_install.js +++ b/post_install.js @@ -5,5 +5,4 @@ shell.rm('-rf', 'node_modules/forex.analytics/.git') console.log('bundling WebApp components') shell.exec('webpack -p') console.log('installing genetic_backtester components') -shell.cd('scripts/genetic_backtester/') -shell.exec('npm i') +shell.exec('(cd scripts/genetic_backtester/ && npm i)') From 3ae51fe1d7a91d80a67f0501c0474959f1c6f883 Mon Sep 17 00:00:00 2001 From: Junyuan Zheng Date: Mon, 15 Jan 2018 00:48:04 -0800 Subject: [PATCH 033/236] Update Binance JSON file (#1138) Fix Issue #1137 --- extensions/exchanges/binance/products.json | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index 94de69013b..8b906392d3 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -1718,6 +1718,7 @@ "increment": "1.00000000", "label": "WABI/BTC" }, + { "id": "RLCBNB", "asset": "RLC", "currency": "BNB", @@ -2212,4 +2213,4 @@ "increment": "0.01000000", "label": "RLC/BNB" } -] \ No newline at end of file +] From b1ae26ee76fe19247cd75e267afb372dd5a96a76 Mon Sep 17 00:00:00 2001 From: defkev Date: Mon, 15 Jan 2018 10:15:01 +0100 Subject: [PATCH 034/236] Allow the REST API/Web UI to run on a specific IP (#1128) * Allow the REST API/Web UI to run on a specific IP Instead of listening on all available interfaces e.g. use: c.output.api.ip = '127.0.0.1' in conf.js to bind to localhost (for use with a reverse proxy) * Add default for API IP instead of declaring it as undefined --- conf-sample.js | 1 + extensions/output/api.js | 15 ++++++++++----- 2 files changed, 11 insertions(+), 5 deletions(-) diff --git a/conf-sample.js b/conf-sample.js index a6bdbda326..3cdf55f150 100644 --- a/conf-sample.js +++ b/conf-sample.js @@ -241,4 +241,5 @@ c.output = {} // REST API c.output.api = {} c.output.api.on = true +c.output.api.ip = '0.0.0.0' // IPv4 or IPv6 address to listen on, uses all available interfaces if omitted c.output.api.port = 0 // 0 = random port diff --git a/extensions/output/api.js b/extensions/output/api.js index b38b11a068..b9edaf1199 100644 --- a/extensions/output/api.js +++ b/extensions/output/api.js @@ -10,10 +10,10 @@ module.exports = function container (get) { let run = function(reporter, tradeObject) { if (!reporter.port || reporter.port === 0) { random_port({from: 20000}, function(port) { - startServer(port, tradeObject) + startServer(port, reporter.ip, tradeObject) }) } else { - startServer(reporter.port, tradeObject) + startServer(reporter.port, reporter.ip, tradeObject) } } @@ -22,7 +22,7 @@ module.exports = function container (get) { return otherKeys; }; - let startServer = function(port, tradeObject) { + let startServer = function(port, ip, tradeObject) { tradeObject.port = port app.set('views', path.join(__dirname+'/../../templates')); @@ -46,8 +46,13 @@ module.exports = function container (get) { res.sendFile(path.join(__dirname+'../../../stats/index.html')); }); - app.listen(port) - tradeObject.url = require('ip').address() + ':' + port + '/' + if (ip) { + app.listen(port, ip) + tradeObject.url = ip + ':' + port + '/' + } else { + app.listen(port) + tradeObject.url = require('ip').address() + ':' + port + '/' + } console.log('Web GUI running on http://' + tradeObject.url) } From 51e413b0777250841a02e2bcea059df7b5746b83 Mon Sep 17 00:00:00 2001 From: Chase Date: Mon, 15 Jan 2018 10:31:38 +0100 Subject: [PATCH 035/236] Travis: set up cron (#1139) --- .travis.yml | 9 +- .../exchanges/binance/update-products.sh | 0 .../exchanges/bitfinex/update-products.sh | 0 .../exchanges/bittrex/update-products.sh | 0 .../exchanges/gemini/update-products.sh | 0 package-lock.json | 790 ++++++++++++++++++ scripts/cron.sh | 30 + 7 files changed, 827 insertions(+), 2 deletions(-) mode change 100644 => 100755 extensions/exchanges/binance/update-products.sh mode change 100644 => 100755 extensions/exchanges/bitfinex/update-products.sh mode change 100644 => 100755 extensions/exchanges/bittrex/update-products.sh mode change 100644 => 100755 extensions/exchanges/gemini/update-products.sh create mode 100755 scripts/cron.sh diff --git a/.travis.yml b/.travis.yml index e6c1e88b9e..aa922c7918 100644 --- a/.travis.yml +++ b/.travis.yml @@ -1,6 +1,11 @@ language: node_js node_js: - - "8" - - "9" + - '8' + - '9' before_install: - npm install -g node-gyp +after_success: + - if [ "$TRAVIS_EVENT_TYPE" = "cron" ]; then ./scripts/cron.sh; fi +env: + global: + secure: 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 diff --git a/extensions/exchanges/binance/update-products.sh b/extensions/exchanges/binance/update-products.sh old mode 100644 new mode 100755 diff --git a/extensions/exchanges/bitfinex/update-products.sh b/extensions/exchanges/bitfinex/update-products.sh old mode 100644 new mode 100755 diff --git a/extensions/exchanges/bittrex/update-products.sh b/extensions/exchanges/bittrex/update-products.sh old mode 100644 new mode 100755 diff --git a/extensions/exchanges/gemini/update-products.sh b/extensions/exchanges/gemini/update-products.sh old mode 100644 new mode 100755 diff --git a/package-lock.json b/package-lock.json index 3179cad238..e4743a0d5d 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1561,6 +1561,7 @@ "requires": { "anymatch": "1.3.2", "async-each": "1.0.1", + "fsevents": "1.1.3", "glob-parent": "2.0.0", "inherits": "2.0.3", "is-binary-path": "1.0.1", @@ -3096,6 +3097,795 @@ "resolved": "https://registry.npmjs.org/fs.realpath/-/fs.realpath-1.0.0.tgz", "integrity": "sha1-FQStJSMVjKpA20onh8sBQRmU6k8=" }, + "fsevents": { + "version": "1.1.3", + "resolved": "https://registry.npmjs.org/fsevents/-/fsevents-1.1.3.tgz", + "integrity": "sha512-WIr7iDkdmdbxu/Gh6eKEZJL6KPE74/5MEsf2whTOFNxbIoIixogroLdKYqB6FDav4Wavh/lZdzzd3b2KxIXC5Q==", + "optional": true, + "requires": { + "nan": "2.8.0", + "node-pre-gyp": "0.6.39" + }, + "dependencies": { + "abbrev": { + "version": "1.1.0", + "bundled": true, + "optional": true + }, + "ajv": { + "version": "4.11.8", + "bundled": true, + "optional": true, + "requires": { + "co": "4.6.0", + "json-stable-stringify": "1.0.1" + } + }, + "ansi-regex": { + "version": "2.1.1", + "bundled": true + }, + "aproba": { + "version": "1.1.1", + "bundled": true, + "optional": true + }, + "are-we-there-yet": { + "version": "1.1.4", + "bundled": true, + "optional": true, + "requires": { + "delegates": "1.0.0", + "readable-stream": "2.2.9" + } + }, + "asn1": { + "version": "0.2.3", + "bundled": true, + "optional": true + }, + "assert-plus": { + "version": "0.2.0", + "bundled": true, + "optional": true + }, + "asynckit": { + "version": "0.4.0", + "bundled": true, + "optional": true + }, + "aws-sign2": { + "version": "0.6.0", + "bundled": true, + "optional": true + }, + "aws4": { + "version": "1.6.0", + "bundled": true, + "optional": true + }, + "balanced-match": { + "version": "0.4.2", + "bundled": true + }, + "bcrypt-pbkdf": { + "version": "1.0.1", + "bundled": true, + "optional": true, + "requires": { + "tweetnacl": "0.14.5" + } + }, + "block-stream": { + "version": "0.0.9", + "bundled": true, + "requires": { + "inherits": "2.0.3" + } + }, + "boom": { + "version": "2.10.1", + "bundled": true, + "requires": { + "hoek": "2.16.3" + } + }, + "brace-expansion": { + "version": "1.1.7", + "bundled": true, + "requires": { + "balanced-match": "0.4.2", + "concat-map": "0.0.1" + } + }, + "buffer-shims": { + "version": "1.0.0", + "bundled": true + }, + "caseless": { + "version": "0.12.0", + "bundled": true, + "optional": true + }, + "co": { + "version": "4.6.0", + "bundled": true, + "optional": true + }, + 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"util-deprecate": { + "version": "1.0.2", + "bundled": true + }, + "uuid": { + "version": "3.0.1", + "bundled": true, + "optional": true + }, + "verror": { + "version": "1.3.6", + "bundled": true, + "optional": true, + "requires": { + "extsprintf": "1.0.2" + } + }, + "wide-align": { + "version": "1.1.2", + "bundled": true, + "optional": true, + "requires": { + "string-width": "1.0.2" + } + }, + "wrappy": { + "version": "1.0.2", + "bundled": true + } + } + }, "fstream": { "version": "1.0.11", "resolved": "https://registry.npmjs.org/fstream/-/fstream-1.0.11.tgz", diff --git a/scripts/cron.sh b/scripts/cron.sh new file mode 100755 index 0000000000..56fc4564c7 --- /dev/null +++ b/scripts/cron.sh @@ -0,0 +1,30 @@ +#!/bin/sh + +setup_git() { + git config --global user.email "travis@travis-ci.org" + git config --global user.name "Travis CI" +} + +run_cron() { + git checkout unstable + git reset --hard origin/unstable + npm install -g node-gyp + npm install + for f in extensions/exchanges/*/update-products.sh; + do + echo "processing ${f}" + ./${f} + done + + git add . + git commit --message "Exchanges: update-products $TRAVIS_BUILD_NUMBER" +} + +upload_files() { + git remote add upstream https://${GH_TOKEN}@github.com/DeviaVir/zenbot.git > /dev/null 2>&1 + git push --quiet --set-upstream upstream unstable +} + +setup_git +run_cron +upload_files From 290bf41fca5126e64cf94be2ea3713a3dcbb45a1 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Mon, 15 Jan 2018 10:37:01 +0100 Subject: [PATCH 036/236] Travis: unnecessary --- scripts/cron.sh | 4 ---- 1 file changed, 4 deletions(-) diff --git a/scripts/cron.sh b/scripts/cron.sh index 56fc4564c7..23a79996b8 100755 --- a/scripts/cron.sh +++ b/scripts/cron.sh @@ -6,10 +6,6 @@ setup_git() { } run_cron() { - git checkout unstable - git reset --hard origin/unstable - npm install -g node-gyp - npm install for f in extensions/exchanges/*/update-products.sh; do echo "processing ${f}" From a3e50556ab829c9c2e5e99da35a8dce99b1192b9 Mon Sep 17 00:00:00 2001 From: Chase Sillevis Date: Mon, 15 Jan 2018 10:55:22 +0100 Subject: [PATCH 037/236] Travis: run only on node 9 --- .travis.yml | 2 +- scripts/cron.sh | 20 +++++++++++++++----- 2 files changed, 16 insertions(+), 6 deletions(-) diff --git a/.travis.yml b/.travis.yml index aa922c7918..fa2e0f9821 100644 --- a/.travis.yml +++ b/.travis.yml @@ -5,7 +5,7 @@ node_js: before_install: - npm install -g node-gyp after_success: - - if [ "$TRAVIS_EVENT_TYPE" = "cron" ]; then ./scripts/cron.sh; fi + - if [ "$TRAVIS_EVENT_TYPE" = "cron" ]; then /bin/sh scripts/cron.sh; fi env: global: secure: 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 diff --git a/scripts/cron.sh b/scripts/cron.sh index 23a79996b8..7a23fe6308 100755 --- a/scripts/cron.sh +++ b/scripts/cron.sh @@ -1,8 +1,19 @@ #!/bin/sh +verify_environment() { + if [[ $(node -v | grep -q "v9" ; echo $?) -gt 0 ]]; + then + echo "not node 9" + exit 0 + fi +} + setup_git() { git config --global user.email "travis@travis-ci.org" git config --global user.name "Travis CI" + git remote add upstream https://${GH_TOKEN}@github.com/DeviaVir/zenbot.git + git checkout unstable + git pull upstream unstable } run_cron() { @@ -11,16 +22,15 @@ run_cron() { echo "processing ${f}" ./${f} done - - git add . - git commit --message "Exchanges: update-products $TRAVIS_BUILD_NUMBER" } upload_files() { - git remote add upstream https://${GH_TOKEN}@github.com/DeviaVir/zenbot.git > /dev/null 2>&1 - git push --quiet --set-upstream upstream unstable + git add . + git commit --message "Exchanges: update-products $TRAVIS_BUILD_NUMBER" + git push upstream unstable } +verify_environment setup_git run_cron upload_files From 6fa48f219990f0b178835295fbea0c30171f90c0 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Mon, 15 Jan 2018 10:32:05 +0000 Subject: [PATCH 038/236] Exchanges: update-products 177 --- extensions/exchanges/binance/products.json | 65 +- extensions/exchanges/bitfinex/products.json | 442 ++++++++---- extensions/exchanges/bittrex/products.json | 723 +++++++++----------- extensions/exchanges/wexnz/products.json | 74 +- 4 files changed, 715 insertions(+), 589 deletions(-) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index 8b906392d3..ffb4be9561 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -125,15 +125,6 @@ "increment": "0.00001000", "label": "ETH/USDT" }, - { - "id": "WTCBTC", - "asset": "WTC", - "currency": "BTC", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "WTC/BTC" - }, { "id": "HSRBTC", "asset": "HSR", @@ -1718,42 +1709,6 @@ "increment": "1.00000000", "label": "WABI/BTC" }, - { - "id": "RLCBNB", - "asset": "RLC", - "currency": "BNB", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.00001", - "label": "RLC/BNB" - }, - { - "id": "RLCBTC", - "asset": "RLC", - "currency": "BTC", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.0000001", - "label": "RLC/BTC" - }, - { - "id": "RLCETH", - "asset": "RLC", - "currency": "ETH", - "min_size": "0.01000000", - "max_size": "100000", - "increment": "0.000001", - "label": "RLC/ETH" - }, - { - "id": "SNTBTC", - "asset": "SNT", - "currency": "BTC", - "min_size": "1.00000000", - "max_size": "100000.00000000", - "increment": "1.00000000", - "label": "SNT/BTC" - }, { "id": "WABIETH", "asset": "WABI", @@ -2212,5 +2167,23 @@ "max_size": "10000.00000000", "increment": "0.01000000", "label": "RLC/BNB" + }, + { + "id": "INSBTC", + "asset": "INS", + "currency": "BTC", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "INS/BTC" + }, + { + "id": "INSETH", + "asset": "INS", + "currency": "ETH", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "INS/ETH" } -] +] \ No newline at end of file diff --git a/extensions/exchanges/bitfinex/products.json b/extensions/exchanges/bitfinex/products.json index 86e9d5c175..0049100c1c 100644 --- a/extensions/exchanges/bitfinex/products.json +++ b/extensions/exchanges/bitfinex/products.json @@ -10,23 +10,23 @@ { "asset": "LTC", "currency": "USD", - "min_size": "0.2", + "min_size": "0.08", "max_size": "5000.0", - "increment": "0.0001", + "increment": "0.001", "label": "LTC/USD" }, { "asset": "LTC", "currency": "BTC", - "min_size": "0.2", + "min_size": "0.08", "max_size": "5000.0", - "increment": "0.0000001", + "increment": "0.000001", "label": "LTC/BTC" }, { "asset": "ETH", "currency": "USD", - "min_size": "0.04", + "min_size": "0.02", "max_size": "5000.0", "increment": "0.001", "label": "ETH/USD" @@ -34,7 +34,7 @@ { "asset": "ETH", "currency": "BTC", - "min_size": "0.04", + "min_size": "0.02", "max_size": "5000.0", "increment": "0.000001", "label": "ETH/BTC" @@ -42,7 +42,7 @@ { "asset": "ETC", "currency": "BTC", - "min_size": "1.0", + "min_size": "0.6", "max_size": "100000.0", "increment": "0.0000001", "label": "ETC/BTC" @@ -50,7 +50,7 @@ { "asset": "ETC", "currency": "USD", - "min_size": "1.0", + "min_size": "0.6", "max_size": "100000.0", "increment": "0.0001", "label": "ETC/USD" @@ -58,7 +58,7 @@ { "asset": "RRT", "currency": "USD", - "min_size": "98.0", + "min_size": "72.0", "max_size": "100000.0", "increment": "0.000001", "label": "RRT/USD" @@ -66,7 +66,7 @@ { "asset": "RRT", "currency": "BTC", - "min_size": "98.0", + "min_size": "72.0", "max_size": "100000.0", "increment": "0.000000001", "label": "RRT/BTC" @@ -90,23 +90,23 @@ { "asset": "XMR", "currency": "USD", - "min_size": "0.2", + "min_size": "0.06", "max_size": "5000.0", - "increment": "0.0001", + "increment": "0.001", "label": "XMR/USD" }, { "asset": "XMR", "currency": "BTC", - "min_size": "0.2", + "min_size": "0.06", "max_size": "5000.0", - "increment": "0.0000001", + "increment": "0.000001", "label": "XMR/BTC" }, { "asset": "DSH", "currency": "USD", - "min_size": "0.04", + "min_size": "0.02", "max_size": "5000.0", "increment": "0.001", "label": "DSH/USD" @@ -114,43 +114,11 @@ { "asset": "DSH", "currency": "BTC", - "min_size": "0.04", + "min_size": "0.02", "max_size": "5000.0", "increment": "0.000001", "label": "DSH/BTC" }, - { - "asset": "BCC", - "currency": "BTC", - "min_size": "0.002", - "max_size": "2000.0", - "increment": "0.000001", - "label": "BCC/BTC" - }, - { - "asset": "BCU", - "currency": "BTC", - "min_size": "0.08", - "max_size": "2000.0", - "increment": "0.000001", - "label": "BCU/BTC" - }, - { - "asset": "BCC", - "currency": "USD", - "min_size": "0.002", - "max_size": "2000.0", - "increment": "0.001", - "label": "BCC/USD" - }, - { - "asset": "BCU", - "currency": "USD", - "min_size": "0.08", - "max_size": "2000.0", - "increment": "0.001", - "label": "BCU/USD" - }, { "asset": "BTC", "currency": "EUR", @@ -162,23 +130,23 @@ { "asset": "XRP", "currency": "USD", - "min_size": "52.0", + "min_size": "10.0", "max_size": "200000.0", - "increment": "0.000001", + "increment": "0.00001", "label": "XRP/USD" }, { "asset": "XRP", "currency": "BTC", - "min_size": "52.0", + "min_size": "10.0", "max_size": "200000.0", - "increment": "0.000000001", + "increment": "0.00000001", "label": "XRP/BTC" }, { "asset": "IOT", "currency": "USD", - "min_size": "28.0", + "min_size": "6.0", "max_size": "100000.0", "increment": "0.00001", "label": "IOT/USD" @@ -186,7 +154,7 @@ { "asset": "IOT", "currency": "BTC", - "min_size": "28.0", + "min_size": "6.0", "max_size": "100000.0", "increment": "0.00000001", "label": "IOT/BTC" @@ -194,7 +162,7 @@ { "asset": "IOT", "currency": "ETH", - "min_size": "28.0", + "min_size": "6.0", "max_size": "100000.0", "increment": "0.00000001", "label": "IOT/ETH" @@ -202,7 +170,7 @@ { "asset": "EOS", "currency": "USD", - "min_size": "12.0", + "min_size": "2.0", "max_size": "50000.0", "increment": "0.00001", "label": "EOS/USD" @@ -210,7 +178,7 @@ { "asset": "EOS", "currency": "BTC", - "min_size": "12.0", + "min_size": "2.0", "max_size": "50000.0", "increment": "0.00000001", "label": "EOS/BTC" @@ -218,7 +186,7 @@ { "asset": "EOS", "currency": "ETH", - "min_size": "12.0", + "min_size": "2.0", "max_size": "50000.0", "increment": "0.00000001", "label": "EOS/ETH" @@ -226,7 +194,7 @@ { "asset": "SAN", "currency": "USD", - "min_size": "20.0", + "min_size": "4.0", "max_size": "200000.0", "increment": "0.00001", "label": "SAN/USD" @@ -234,7 +202,7 @@ { "asset": "SAN", "currency": "BTC", - "min_size": "20.0", + "min_size": "4.0", "max_size": "200000.0", "increment": "0.00000001", "label": "SAN/BTC" @@ -242,7 +210,7 @@ { "asset": "SAN", "currency": "ETH", - "min_size": "20.0", + "min_size": "4.0", "max_size": "200000.0", "increment": "0.00000001", "label": "SAN/ETH" @@ -250,31 +218,31 @@ { "asset": "OMG", "currency": "USD", - "min_size": "2.0", + "min_size": "1.0", "max_size": "100000.0", - "increment": "0.00001", + "increment": "0.0001", "label": "OMG/USD" }, { "asset": "OMG", "currency": "BTC", - "min_size": "2.0", + "min_size": "1.0", "max_size": "100000.0", - "increment": "0.00000001", + "increment": "0.0000001", "label": "OMG/BTC" }, { "asset": "OMG", "currency": "ETH", - "min_size": "2.0", + "min_size": "1.0", "max_size": "100000.0", - "increment": "0.00000001", + "increment": "0.0000001", "label": "OMG/ETH" }, { "asset": "BCH", "currency": "USD", - "min_size": "0.02", + "min_size": "0.006", "max_size": "2000.0", "increment": "0.001", "label": "BCH/USD" @@ -282,7 +250,7 @@ { "asset": "BCH", "currency": "BTC", - "min_size": "0.02", + "min_size": "0.006", "max_size": "2000.0", "increment": "0.000001", "label": "BCH/BTC" @@ -290,7 +258,7 @@ { "asset": "BCH", "currency": "ETH", - "min_size": "0.02", + "min_size": "0.006", "max_size": "2000.0", "increment": "0.000001", "label": "BCH/ETH" @@ -298,7 +266,7 @@ { "asset": "NEO", "currency": "USD", - "min_size": "0.4", + "min_size": "0.2", "max_size": "10000.0", "increment": "0.0001", "label": "NEO/USD" @@ -306,7 +274,7 @@ { "asset": "NEO", "currency": "BTC", - "min_size": "0.4", + "min_size": "0.2", "max_size": "10000.0", "increment": "0.0000001", "label": "NEO/BTC" @@ -314,7 +282,7 @@ { "asset": "NEO", "currency": "ETH", - "min_size": "0.4", + "min_size": "0.2", "max_size": "10000.0", "increment": "0.0000001", "label": "NEO/ETH" @@ -346,87 +314,55 @@ { "asset": "QTM", "currency": "USD", - "min_size": "2.0", + "min_size": "0.4", "max_size": "2000.0", - "increment": "0.00001", + "increment": "0.0001", "label": "QTM/USD" }, { "asset": "QTM", "currency": "BTC", - "min_size": "2.0", + "min_size": "0.4", "max_size": "2000.0", - "increment": "0.00000001", + "increment": "0.0000001", "label": "QTM/BTC" }, { "asset": "QTM", "currency": "ETH", - "min_size": "2.0", - "max_size": "2000.0", - "increment": "0.00000001", - "label": "QTM/ETH" - }, - { - "asset": "BT1", - "currency": "USD", - "min_size": "0.002", - "max_size": "2000.0", - "increment": "0.001", - "label": "BT1/USD" - }, - { - "asset": "BT2", - "currency": "USD", - "min_size": "0.2", - "max_size": "2000.0", - "increment": "0.0001", - "label": "BT2/USD" - }, - { - "asset": "BT1", - "currency": "BTC", - "min_size": "0.002", - "max_size": "2000.0", - "increment": "0.000001", - "label": "BT1/BTC" - }, - { - "asset": "BT2", - "currency": "BTC", - "min_size": "0.2", + "min_size": "0.4", "max_size": "2000.0", "increment": "0.0000001", - "label": "BT2/BTC" + "label": "QTM/ETH" }, { "asset": "AVT", "currency": "USD", - "min_size": "6.0", - "max_size": "2000.0", + "min_size": "4.0", + "max_size": "50000.0", "increment": "0.00001", "label": "AVT/USD" }, { "asset": "AVT", "currency": "BTC", - "min_size": "6.0", - "max_size": "2000.0", + "min_size": "4.0", + "max_size": "50000.0", "increment": "0.00000001", "label": "AVT/BTC" }, { "asset": "AVT", "currency": "ETH", - "min_size": "6.0", - "max_size": "2000.0", + "min_size": "4.0", + "max_size": "50000.0", "increment": "0.00000001", "label": "AVT/ETH" }, { "asset": "EDO", "currency": "USD", - "min_size": "6.0", + "min_size": "4.0", "max_size": "50000.0", "increment": "0.00001", "label": "EDO/USD" @@ -434,7 +370,7 @@ { "asset": "EDO", "currency": "BTC", - "min_size": "6.0", + "min_size": "4.0", "max_size": "50000.0", "increment": "0.00000001", "label": "EDO/BTC" @@ -442,7 +378,7 @@ { "asset": "EDO", "currency": "ETH", - "min_size": "6.0", + "min_size": "4.0", "max_size": "50000.0", "increment": "0.00000001", "label": "EDO/ETH" @@ -466,25 +402,273 @@ { "asset": "DAT", "currency": "USD", - "min_size": "158.0", - "max_size": "100000.0", - "increment": "0.0000001", + "min_size": "74.0", + "max_size": "250000.0", + "increment": "0.000001", "label": "DAT/USD" }, { "asset": "DAT", "currency": "BTC", - "min_size": "158.0", - "max_size": "100000.0", - "increment": "0.0000000001", + "min_size": "74.0", + "max_size": "250000.0", + "increment": "0.000000001", "label": "DAT/BTC" }, { "asset": "DAT", "currency": "ETH", - "min_size": "158.0", - "max_size": "100000.0", - "increment": "0.0000000001", + "min_size": "74.0", + "max_size": "250000.0", + "increment": "0.000000001", "label": "DAT/ETH" + }, + { + "asset": "QSH", + "currency": "USD", + "min_size": "10.0", + "max_size": "50000.0", + "increment": "0.00001", + "label": "QSH/USD" + }, + { + "asset": "QSH", + "currency": "BTC", + "min_size": "10.0", + "max_size": "50000.0", + "increment": "0.00000001", + "label": "QSH/BTC" + }, + { + "asset": "QSH", + "currency": "ETH", + "min_size": "10.0", + "max_size": "50000.0", + "increment": "0.00000001", + "label": "QSH/ETH" + }, + { + "asset": "YYW", + "currency": "USD", + "min_size": "48.0", + "max_size": "50000.0", + "increment": "0.000001", + "label": "YYW/USD" + }, + { + "asset": "YYW", + "currency": "BTC", + "min_size": "48.0", + "max_size": "50000.0", + "increment": "0.000000001", + "label": "YYW/BTC" + }, + { + "asset": "YYW", + "currency": "ETH", + "min_size": "48.0", + "max_size": "50000.0", + "increment": "0.000000001", + "label": "YYW/ETH" + }, + { + "asset": "GNT", + "currency": "USD", + "min_size": "14.0", + "max_size": "200000.0", + "increment": "0.00001", + "label": "GNT/USD" + }, + { + "asset": "GNT", + "currency": "BTC", + "min_size": "14.0", + "max_size": "200000.0", + "increment": "0.00000001", + "label": "GNT/BTC" + }, + { + "asset": "GNT", + "currency": "ETH", + "min_size": "14.0", + "max_size": "200000.0", + "increment": "0.00000001", + "label": "GNT/ETH" + }, + { + "asset": "SNT", + "currency": "USD", + "min_size": "38.0", + "max_size": "200000.0", + "increment": "0.000001", + "label": "SNT/USD" + }, + { + "asset": "SNT", + "currency": "BTC", + "min_size": "38.0", + "max_size": "200000.0", + "increment": "0.000000001", + "label": "SNT/BTC" + }, + { + "asset": "SNT", + "currency": "ETH", + "min_size": "38.0", + "max_size": "200000.0", + "increment": "0.000000001", + "label": "SNT/ETH" + }, + { + "asset": "IOT", + "currency": "EUR", + "min_size": "4.0", + "max_size": "100000.0", + "increment": "0.00000001", + "label": "IOT/EUR" + }, + { + "asset": "BAT", + "currency": "USD", + "min_size": "16.0", + "max_size": "200000.0", + "increment": "0.00001", + "label": "BAT/USD" + }, + { + "asset": "BAT", + "currency": "BTC", + "min_size": "16.0", + "max_size": "200000.0", + "increment": "0.00000001", + "label": "BAT/BTC" + }, + { + "asset": "BAT", + "currency": "ETH", + "min_size": "16.0", + "max_size": "200000.0", + "increment": "0.00000001", + "label": "BAT/ETH" + }, + { + "asset": "MNA", + "currency": "USD", + "min_size": "80.0", + "max_size": "200000.0", + "increment": "0.000001", + "label": "MNA/USD" + }, + { + "asset": "MNA", + "currency": "BTC", + "min_size": "80.0", + "max_size": "200000.0", + "increment": "0.000000001", + "label": "MNA/BTC" + }, + { + "asset": "MNA", + "currency": "ETH", + "min_size": "80.0", + "max_size": "200000.0", + "increment": "0.000000001", + "label": "MNA/ETH" + }, + { + "asset": "FUN", + "currency": "USD", + "min_size": "76.0", + "max_size": "200000.0", + "increment": "0.000001", + "label": "FUN/USD" + }, + { + "asset": "FUN", + "currency": "BTC", + "min_size": "76.0", + "max_size": "200000.0", + "increment": "0.000000001", + "label": "FUN/BTC" + }, + { + "asset": "FUN", + "currency": "ETH", + "min_size": "76.0", + "max_size": "200000.0", + "increment": "0.000000001", + "label": "FUN/ETH" + }, + { + "asset": "ZRX", + "currency": "USD", + "min_size": "6.0", + "max_size": "200000.0", + "increment": "0.00001", + "label": "ZRX/USD" + }, + { + "asset": "ZRX", + "currency": "BTC", + "min_size": "6.0", + "max_size": "200000.0", + "increment": "0.00000001", + "label": "ZRX/BTC" + }, + { + "asset": "ZRX", + "currency": "ETH", + "min_size": "6.0", + "max_size": "200000.0", + "increment": "0.00000001", + "label": "ZRX/ETH" + }, + { + "asset": "TNB", + "currency": "USD", + "min_size": "70.0", + "max_size": "200000.0", + "increment": "0.000001", + "label": "TNB/USD" + }, + { + "asset": "TNB", + "currency": "BTC", + "min_size": "70.0", + "max_size": "200000.0", + "increment": "0.000000001", + "label": "TNB/BTC" + }, + { + "asset": "TNB", + "currency": "ETH", + "min_size": "70.0", + "max_size": "200000.0", + "increment": "0.000000001", + "label": "TNB/ETH" + }, + { + "asset": "SPK", + "currency": "USD", + "min_size": "26.0", + "max_size": "200000.0", + "increment": "0.00001", + "label": "SPK/USD" + }, + { + "asset": "SPK", + "currency": "BTC", + "min_size": "26.0", + "max_size": "200000.0", + "increment": "0.00000001", + "label": "SPK/BTC" + }, + { + "asset": "SPK", + "currency": "ETH", + "min_size": "26.0", + "max_size": "200000.0", + "increment": "0.00000001", + "label": "SPK/ETH" } ] \ No newline at end of file diff --git a/extensions/exchanges/bittrex/products.json b/extensions/exchanges/bittrex/products.json index 19e5e25f1b..9649a12141 100644 --- a/extensions/exchanges/bittrex/products.json +++ b/extensions/exchanges/bittrex/products.json @@ -2,7 +2,7 @@ { "asset": "LTC", "currency": "BTC", - "min_size": "0.02784181", + "min_size": "0.01469482", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -11,7 +11,7 @@ { "asset": "DOGE", "currency": "BTC", - "min_size": "1388.88888889", + "min_size": "274.72527473", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -20,7 +20,7 @@ { "asset": "VTC", "currency": "BTC", - "min_size": "0.44782001", + "min_size": "0.58028875", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -29,7 +29,7 @@ { "asset": "PPC", "currency": "BTC", - "min_size": "1.20325360", + "min_size": "0.45880820", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -38,7 +38,7 @@ { "asset": "FTC", "currency": "BTC", - "min_size": "15.29051988", + "min_size": "7.16537690", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -47,7 +47,7 @@ { "asset": "RDD", "currency": "BTC", - "min_size": "1923.07692308", + "min_size": "176.05633803", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -56,7 +56,7 @@ { "asset": "NXT", "currency": "BTC", - "min_size": "24.08477842", + "min_size": "7.68285187", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -65,7 +65,7 @@ { "asset": "DASH", "currency": "BTC", - "min_size": "0.00433285", + "min_size": "0.00336022", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -74,7 +74,7 @@ { "asset": "POT", "currency": "BTC", - "min_size": "15.11487304", + "min_size": "10.37775010", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -83,7 +83,7 @@ { "asset": "BLK", "currency": "BTC", - "min_size": "7.80518264", + "min_size": "3.48723671", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -92,7 +92,7 @@ { "asset": "EMC2", "currency": "BTC", - "min_size": "16.44736842", + "min_size": "4.41696113", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -101,7 +101,7 @@ { "asset": "XMY", "currency": "BTC", - "min_size": "625.00000000", + "min_size": "92.93680297", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -110,7 +110,7 @@ { "asset": "AUR", "currency": "BTC", - "min_size": "3.04506699", + "min_size": "1.80375180", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -119,7 +119,7 @@ { "asset": "EFL", "currency": "BTC", - "min_size": "13.29080276", + "min_size": "7.28650539", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -128,7 +128,7 @@ { "asset": "GLD", "currency": "BTC", - "min_size": "12.02501203", + "min_size": "8.10372771", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -137,7 +137,7 @@ { "asset": "SLR", "currency": "BTC", - "min_size": "3.89954765", + "min_size": "1.74886324", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -146,7 +146,7 @@ { "asset": "PTC", "currency": "BTC", - "min_size": "57.73672055", + "min_size": "22.97794118", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -155,7 +155,7 @@ { "asset": "GRS", "currency": "BTC", - "min_size": "3.28947368", + "min_size": "2.49227395", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -164,7 +164,7 @@ { "asset": "NLG", "currency": "BTC", - "min_size": "23.14814815", + "min_size": "7.97957229", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -173,7 +173,7 @@ { "asset": "RBY", "currency": "BTC", - "min_size": "2.64690312", + "min_size": "1.87125749", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -182,7 +182,7 @@ { "asset": "XWC", "currency": "BTC", - "min_size": "34.43526171", + "min_size": "16.90331305", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -191,7 +191,7 @@ { "asset": "MONA", "currency": "BTC", - "min_size": "0.62084037", + "min_size": "0.46213284", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -200,7 +200,7 @@ { "asset": "THC", "currency": "BTC", - "min_size": "112.61261261", + "min_size": "6.15611918", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -209,7 +209,7 @@ { "asset": "ENRG", "currency": "BTC", - "min_size": "18.32844575", + "min_size": "8.88099467", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -218,7 +218,7 @@ { "asset": "ERC", "currency": "BTC", - "min_size": "3.77187689", + "min_size": "3.30994307", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -227,7 +227,7 @@ { "asset": "VRC", "currency": "BTC", - "min_size": "3.93391031", + "min_size": "1.47964015", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -236,7 +236,7 @@ { "asset": "CURE", "currency": "BTC", - "min_size": "6.67378537", + "min_size": "3.06823760", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -245,7 +245,7 @@ { "asset": "XMR", "currency": "BTC", - "min_size": "0.01470588", + "min_size": "0.00932733", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -254,7 +254,7 @@ { "asset": "CLOAK", "currency": "BTC", - "min_size": "0.31171292", + "min_size": "0.16682125", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -263,7 +263,7 @@ { "asset": "START", "currency": "BTC", - "min_size": "43.32755633", + "min_size": "9.94431185", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -272,7 +272,7 @@ { "asset": "KORE", "currency": "BTC", - "min_size": "0.58139535", + "min_size": "0.40676863", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -281,7 +281,7 @@ { "asset": "XDN", "currency": "BTC", - "min_size": "892.85714286", + "min_size": "53.19148936", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -290,7 +290,7 @@ { "asset": "TRUST", "currency": "BTC", - "min_size": "17.86990708", + "min_size": "9.45537065", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -299,7 +299,7 @@ { "asset": "NAV", "currency": "BTC", - "min_size": "2.23553608", + "min_size": "0.78448600", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -308,7 +308,7 @@ { "asset": "XST", "currency": "BTC", - "min_size": "7.45156483", + "min_size": "3.06748466", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -317,7 +317,7 @@ { "asset": "BTCD", "currency": "BTC", - "min_size": "0.01634094", + "min_size": "0.01139371", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -326,7 +326,7 @@ { "asset": "VIA", "currency": "BTC", - "min_size": "1.34509846", + "min_size": "0.52410901", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -335,7 +335,7 @@ { "asset": "PINK", "currency": "BTC", - "min_size": "87.41258741", + "min_size": "42.95532646", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -344,7 +344,7 @@ { "asset": "IOC", "currency": "BTC", - "min_size": "0.75755280", + "min_size": "0.69440587", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -353,7 +353,7 @@ { "asset": "CANN", "currency": "BTC", - "min_size": "71.02272727", + "min_size": "14.88095238", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -362,7 +362,7 @@ { "asset": "SYS", "currency": "BTC", - "min_size": "9.18779860", + "min_size": "4.31406385", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -371,7 +371,7 @@ { "asset": "NEOS", "currency": "BTC", - "min_size": "0.73529412", + "min_size": "0.25349828", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -380,7 +380,7 @@ { "asset": "DGB", "currency": "BTC", - "min_size": "215.51724138", + "min_size": "34.01360544", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -389,7 +389,7 @@ { "asset": "BURST", "currency": "BTC", - "min_size": "324.67532468", + "min_size": "45.95588235", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -398,7 +398,7 @@ { "asset": "EXCL", "currency": "BTC", - "min_size": "1.67280027", + "min_size": "1.27936134", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -407,7 +407,7 @@ { "asset": "SWIFT", "currency": "BTC", - "min_size": "1.88097209", + "min_size": "1.80440274", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -416,7 +416,7 @@ { "asset": "DOPE", "currency": "BTC", - "min_size": "91.57509158", + "min_size": "21.72024327", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -425,7 +425,7 @@ { "asset": "BLOCK", "currency": "BTC", - "min_size": "0.08708799", + "min_size": "0.07435586", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -434,7 +434,7 @@ { "asset": "ABY", "currency": "BTC", - "min_size": "342.46575342", + "min_size": "83.05647841", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -443,7 +443,7 @@ { "asset": "BYC", "currency": "BTC", - "min_size": "3.16455696", + "min_size": "1.29085558", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -452,7 +452,7 @@ { "asset": "XMG", "currency": "BTC", - "min_size": "7.57575758", + "min_size": "2.85583733", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -461,7 +461,7 @@ { "asset": "BLITZ", "currency": "BTC", - "min_size": "2.17089267", + "min_size": "0.69748626", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -470,25 +470,16 @@ { "asset": "BAY", "currency": "BTC", - "min_size": "42.73504274", + "min_size": "17.48251748", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BAY" }, - { - "asset": "BTS", - "currency": "BTC", - "min_size": "28.21670429", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "BTC/BTS" - }, { "asset": "FAIR", "currency": "BTC", - "min_size": "1.94749552", + "min_size": "3.36292709", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -497,7 +488,7 @@ { "asset": "SPR", "currency": "BTC", - "min_size": "7.19424460", + "min_size": "1.20720460", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -506,7 +497,7 @@ { "asset": "VTR", "currency": "BTC", - "min_size": "9.89707047", + "min_size": "3.57909807", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -515,7 +506,7 @@ { "asset": "XRP", "currency": "BTC", - "min_size": "8.53533629", + "min_size": "1.72723504", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -524,7 +515,7 @@ { "asset": "GAME", "currency": "BTC", - "min_size": "1.00522718", + "min_size": "0.56628990", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -533,7 +524,7 @@ { "asset": "COVAL", "currency": "BTC", - "min_size": "423.72881356", + "min_size": "108.22510823", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -542,7 +533,7 @@ { "asset": "NXS", "currency": "BTC", - "min_size": "1.84501845", + "min_size": "0.37650602", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -551,7 +542,7 @@ { "asset": "XCP", "currency": "BTC", - "min_size": "0.12327051", + "min_size": "0.04226221", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -560,7 +551,7 @@ { "asset": "BITB", "currency": "BTC", - "min_size": "625.00000000", + "min_size": "155.27950311", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -569,7 +560,7 @@ { "asset": "GEO", "currency": "BTC", - "min_size": "1.86608942", + "min_size": "0.43667360", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -578,7 +569,7 @@ { "asset": "FLDC", "currency": "BTC", - "min_size": "203.25203252", + "min_size": "54.46623094", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -587,7 +578,7 @@ { "asset": "GRC", "currency": "BTC", - "min_size": "48.26254826", + "min_size": "21.16850127", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -596,7 +587,7 @@ { "asset": "FLO", "currency": "BTC", - "min_size": "27.77777778", + "min_size": "12.15953307", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -605,7 +596,7 @@ { "asset": "NBT", "currency": "BTC", - "min_size": "1.94280385", + "min_size": "3.50336323", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -614,7 +605,7 @@ { "asset": "MUE", "currency": "BTC", - "min_size": "18.69857891", + "min_size": "8.55285665", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -623,7 +614,7 @@ { "asset": "XEM", "currency": "BTC", - "min_size": "9.87361769", + "min_size": "2.61178437", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -632,7 +623,7 @@ { "asset": "CLAM", "currency": "BTC", - "min_size": "0.35637919", + "min_size": "0.29645792", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -641,7 +632,7 @@ { "asset": "DMD", "currency": "BTC", - "min_size": "0.19092568", + "min_size": "0.12173210", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -650,7 +641,7 @@ { "asset": "GAM", "currency": "BTC", - "min_size": "0.28409091", + "min_size": "0.13333262", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -659,7 +650,7 @@ { "asset": "SPHR", "currency": "BTC", - "min_size": "0.67558438", + "min_size": "0.52221503", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -668,7 +659,7 @@ { "asset": "OK", "currency": "BTC", - "min_size": "4.48028674", + "min_size": "6.17436404", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -677,7 +668,7 @@ { "asset": "SNRG", "currency": "BTC", - "min_size": "1.32023659", + "min_size": "0.65445026", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -686,7 +677,7 @@ { "asset": "PKB", "currency": "BTC", - "min_size": "3.26583932", + "min_size": "1.54645552", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -695,7 +686,7 @@ { "asset": "CPC", "currency": "BTC", - "min_size": "5.74184658", + "min_size": "2.25225225", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -704,7 +695,7 @@ { "asset": "AEON", "currency": "BTC", - "min_size": "0.86180151", + "min_size": "0.52083333", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -713,7 +704,7 @@ { "asset": "ETH", "currency": "BTC", - "min_size": "0.00519751", + "min_size": "0.00283350", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -722,7 +713,7 @@ { "asset": "GCR", "currency": "BTC", - "min_size": "39.80891720", + "min_size": "10.93613298", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -731,7 +722,7 @@ { "asset": "TX", "currency": "BTC", - "min_size": "1.11831805", + "min_size": "1.07986696", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -740,7 +731,7 @@ { "asset": "BCY", "currency": "BTC", - "min_size": "6.53936699", + "min_size": "3.13479624", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -749,7 +740,7 @@ { "asset": "EXP", "currency": "BTC", - "min_size": "1.08455165", + "min_size": "0.45302165", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -758,7 +749,7 @@ { "asset": "INFX", "currency": "BTC", - "min_size": "2.94394724", + "min_size": "1.37144111", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -767,7 +758,7 @@ { "asset": "OMNI", "currency": "BTC", - "min_size": "0.08380853", + "min_size": "0.03816794", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -776,7 +767,7 @@ { "asset": "AMP", "currency": "BTC", - "min_size": "12.57545272", + "min_size": "3.72633776", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -785,7 +776,7 @@ { "asset": "AGRS", "currency": "BTC", - "min_size": "5.31801744", + "min_size": "1.14296164", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -794,7 +785,7 @@ { "asset": "XLM", "currency": "BTC", - "min_size": "52.85412262", + "min_size": "5.30785563", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -803,7 +794,7 @@ { "asset": "BTC", "currency": "USDT", - "min_size": "0.00039117", + "min_size": "0.00021583", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -812,7 +803,7 @@ { "asset": "CLUB", "currency": "BTC", - "min_size": "0.86011147", + "min_size": "1.25684983", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -821,7 +812,7 @@ { "asset": "VOX", "currency": "BTC", - "min_size": "45.53734062", + "min_size": "6.09607413", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -830,7 +821,7 @@ { "asset": "EMC", "currency": "BTC", - "min_size": "2.65392781", + "min_size": "0.51545329", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -839,7 +830,7 @@ { "asset": "FCT", "currency": "BTC", - "min_size": "0.10205540", + "min_size": "0.05686328", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -848,7 +839,7 @@ { "asset": "MAID", "currency": "BTC", - "min_size": "4.87709715", + "min_size": "3.47705146", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -857,7 +848,7 @@ { "asset": "EGC", "currency": "BTC", - "min_size": "8.06711843", + "min_size": "5.00100020", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -866,7 +857,7 @@ { "asset": "SLS", "currency": "BTC", - "min_size": "0.14381371", + "min_size": "0.04112404", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -875,7 +866,7 @@ { "asset": "RADS", "currency": "BTC", - "min_size": "0.49971017", + "min_size": "0.21779470", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -884,25 +875,16 @@ { "asset": "DCR", "currency": "BTC", - "min_size": "0.05364795", + "min_size": "0.03206851", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DCR" }, - { - "asset": "SAFEX", - "currency": "BTC", - "min_size": "225.22522523", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "BTC/SAFEX" - }, { "asset": "BSD", "currency": "BTC", - "min_size": "2.31010904", + "min_size": "1.94431482", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -911,7 +893,7 @@ { "asset": "XVG", "currency": "BTC", - "min_size": "312.50000000", + "min_size": "21.09704641", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -920,7 +902,7 @@ { "asset": "PIVX", "currency": "BTC", - "min_size": "0.62344140", + "min_size": "0.27289597", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -929,7 +911,7 @@ { "asset": "XVC", "currency": "BTC", - "min_size": "2.31074961", + "min_size": "2.20109174", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -938,7 +920,7 @@ { "asset": "MEME", "currency": "BTC", - "min_size": "8.58221765", + "min_size": "3.63530609", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -947,7 +929,7 @@ { "asset": "STEEM", "currency": "BTC", - "min_size": "2.09485504", + "min_size": "0.63316787", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -956,7 +938,7 @@ { "asset": "2GIVE", "currency": "BTC", - "min_size": "320.51282051", + "min_size": "134.40860215", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -965,7 +947,7 @@ { "asset": "LSK", "currency": "BTC", - "min_size": "0.19185020", + "min_size": "0.11525517", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -974,7 +956,7 @@ { "asset": "PDC", "currency": "BTC", - "min_size": "16.31853786", + "min_size": "12.98701299", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -983,34 +965,16 @@ { "asset": "BRK", "currency": "BTC", - "min_size": "11.57943492", + "min_size": "2.86828821", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BRK" }, - { - "asset": "DGD", - "currency": "BTC", - "min_size": "0.02768286", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "BTC/DGD" - }, - { - "asset": "DGD", - "currency": "ETH", - "min_size": "0.02688357", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "ETH/DGD" - }, { "asset": "WAVES", "currency": "BTC", - "min_size": "0.35602392", + "min_size": "0.30248034", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1019,7 +983,7 @@ { "asset": "RISE", "currency": "BTC", - "min_size": "7.46268657", + "min_size": "3.42465753", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1028,7 +992,7 @@ { "asset": "LBC", "currency": "BTC", - "min_size": "9.90099010", + "min_size": "2.80112045", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1037,7 +1001,7 @@ { "asset": "SBD", "currency": "BTC", - "min_size": "1.94024059", + "min_size": "0.54285280", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1046,7 +1010,7 @@ { "asset": "BRX", "currency": "BTC", - "min_size": "3.58371560", + "min_size": "1.44625709", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1055,7 +1019,7 @@ { "asset": "ETC", "currency": "BTC", - "min_size": "0.10843211", + "min_size": "0.10245902", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1064,7 +1028,7 @@ { "asset": "ETC", "currency": "ETH", - "min_size": "0.10482574", + "min_size": "0.18035579", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1073,7 +1037,7 @@ { "asset": "STRAT", "currency": "BTC", - "min_size": "0.54993401", + "min_size": "0.18254038", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1082,7 +1046,7 @@ { "asset": "UNB", "currency": "BTC", - "min_size": "6.45327827", + "min_size": "1.61718093", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1091,25 +1055,16 @@ { "asset": "SYNX", "currency": "BTC", - "min_size": "8.24266403", + "min_size": "3.47366958", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SYNX" }, - { - "asset": "TRIG", - "currency": "BTC", - "min_size": "3.47947112", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "BTC/TRIG" - }, { "asset": "EBST", "currency": "BTC", - "min_size": "18.61504095", + "min_size": "2.07210941", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1118,7 +1073,7 @@ { "asset": "VRM", "currency": "BTC", - "min_size": "0.79615299", + "min_size": "0.26178010", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1127,34 +1082,16 @@ { "asset": "SEQ", "currency": "BTC", - "min_size": "13.69863014", + "min_size": "5.07099391", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SEQ" }, - { - "asset": "XAUR", - "currency": "BTC", - "min_size": "11.50483203", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "BTC/XAUR" - }, - { - "asset": "SNGLS", - "currency": "BTC", - "min_size": "14.38434983", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "BTC/SNGLS" - }, { "asset": "REP", "currency": "BTC", - "min_size": "0.09447617", + "min_size": "0.03144670", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1163,7 +1100,7 @@ { "asset": "SHIFT", "currency": "BTC", - "min_size": "1.56240235", + "min_size": "0.38023970", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1172,7 +1109,7 @@ { "asset": "ARDR", "currency": "BTC", - "min_size": "7.93650794", + "min_size": "2.12983472", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1181,7 +1118,7 @@ { "asset": "XZC", "currency": "BTC", - "min_size": "0.08148790", + "min_size": "0.03666802", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1190,7 +1127,7 @@ { "asset": "NEO", "currency": "BTC", - "min_size": "0.04612546", + "min_size": "0.02840909", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1199,7 +1136,7 @@ { "asset": "ZEC", "currency": "BTC", - "min_size": "0.00646468", + "min_size": "0.00491071", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1208,7 +1145,7 @@ { "asset": "ZCL", "currency": "BTC", - "min_size": "1.09524227", + "min_size": "0.02069991", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1217,7 +1154,7 @@ { "asset": "IOP", "currency": "BTC", - "min_size": "0.78129883", + "min_size": "0.43283298", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1226,7 +1163,7 @@ { "asset": "GOLOS", "currency": "BTC", - "min_size": "16.81237391", + "min_size": "9.01550667", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1235,7 +1172,7 @@ { "asset": "UBQ", "currency": "BTC", - "min_size": "1.46224484", + "min_size": "0.65390249", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1244,7 +1181,7 @@ { "asset": "KMD", "currency": "BTC", - "min_size": "0.82904991", + "min_size": "0.42365701", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1253,7 +1190,7 @@ { "asset": "GBG", "currency": "BTC", - "min_size": "20.00000000", + "min_size": "10.15847217", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1262,7 +1199,7 @@ { "asset": "SIB", "currency": "BTC", - "min_size": "1.54483100", + "min_size": "0.89802076", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1271,7 +1208,7 @@ { "asset": "ION", "currency": "BTC", - "min_size": "1.63334640", + "min_size": "1.08738202", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1280,7 +1217,7 @@ { "asset": "LMC", "currency": "BTC", - "min_size": "41.80602007", + "min_size": "15.96424010", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1289,7 +1226,7 @@ { "asset": "QWARK", "currency": "BTC", - "min_size": "14.09244645", + "min_size": "7.03234880", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1298,7 +1235,7 @@ { "asset": "CRW", "currency": "BTC", - "min_size": "1.48060409", + "min_size": "0.86209869", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1307,25 +1244,16 @@ { "asset": "SWT", "currency": "BTC", - "min_size": "0.93168859", + "min_size": "0.78125000", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SWT" }, - { - "asset": "TIME", - "currency": "BTC", - "min_size": "0.07726781", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "BTC/TIME" - }, { "asset": "MLN", "currency": "BTC", - "min_size": "0.03044251", + "min_size": "0.01539331", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1334,7 +1262,7 @@ { "asset": "ARK", "currency": "BTC", - "min_size": "0.58411215", + "min_size": "0.39142007", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1343,7 +1271,7 @@ { "asset": "DYN", "currency": "BTC", - "min_size": "0.56292360", + "min_size": "0.62043977", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1352,7 +1280,7 @@ { "asset": "TKS", "currency": "BTC", - "min_size": "1.14615808", + "min_size": "0.37796323", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1361,7 +1289,7 @@ { "asset": "MUSIC", "currency": "BTC", - "min_size": "156.25000000", + "min_size": "47.52851711", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1370,7 +1298,7 @@ { "asset": "DTB", "currency": "BTC", - "min_size": "5.28429508", + "min_size": "1.84515462", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1379,7 +1307,7 @@ { "asset": "INCNT", "currency": "BTC", - "min_size": "11.89909567", + "min_size": "4.13223140", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1388,7 +1316,7 @@ { "asset": "GBYTE", "currency": "BTC", - "min_size": "0.00833333", + "min_size": "0.00341996", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1397,7 +1325,7 @@ { "asset": "GNT", "currency": "BTC", - "min_size": "9.08760451", + "min_size": "3.83847689", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1406,7 +1334,7 @@ { "asset": "NXC", "currency": "BTC", - "min_size": "11.84834123", + "min_size": "5.86992252", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1415,7 +1343,7 @@ { "asset": "EDG", "currency": "BTC", - "min_size": "2.88250894", + "min_size": "1.37779002", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1424,7 +1352,7 @@ { "asset": "LGD", "currency": "BTC", - "min_size": "2.26490306", + "min_size": "1.52718387", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1433,7 +1361,7 @@ { "asset": "TRST", "currency": "BTC", - "min_size": "7.35294118", + "min_size": "3.20430659", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1442,7 +1370,7 @@ { "asset": "GNT", "currency": "ETH", - "min_size": "8.64707815", + "min_size": "6.80327646", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1451,7 +1379,7 @@ { "asset": "REP", "currency": "ETH", - "min_size": "0.09090889", + "min_size": "0.05576824", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1460,7 +1388,7 @@ { "asset": "ETH", "currency": "USDT", - "min_size": "0.00811030", + "min_size": "0.00245499", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1469,7 +1397,7 @@ { "asset": "WINGS", "currency": "ETH", - "min_size": "3.65652104", + "min_size": "3.75959637", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1478,7 +1406,7 @@ { "asset": "WINGS", "currency": "BTC", - "min_size": "3.90320062", + "min_size": "2.21199788", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1487,7 +1415,7 @@ { "asset": "RLC", "currency": "BTC", - "min_size": "3.42278204", + "min_size": "0.83333333", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1496,7 +1424,7 @@ { "asset": "GNO", "currency": "BTC", - "min_size": "0.02777716", + "min_size": "0.01006845", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1505,7 +1433,7 @@ { "asset": "GUP", "currency": "BTC", - "min_size": "8.62663906", + "min_size": "2.96630280", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1514,7 +1442,7 @@ { "asset": "LUN", "currency": "BTC", - "min_size": "0.41646538", + "min_size": "0.06663539", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1523,7 +1451,7 @@ { "asset": "GUP", "currency": "ETH", - "min_size": "9.28936368", + "min_size": "4.78807960", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1532,7 +1460,7 @@ { "asset": "RLC", "currency": "ETH", - "min_size": "3.31125828", + "min_size": "1.43763262", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1541,25 +1469,16 @@ { "asset": "LUN", "currency": "ETH", - "min_size": "0.40262414", + "min_size": "0.11588049", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/LUN" }, - { - "asset": "SNGLS", - "currency": "ETH", - "min_size": "14.08331690", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "ETH/SNGLS" - }, { "asset": "GNO", "currency": "ETH", - "min_size": "0.02674668", + "min_size": "0.01766784", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1568,34 +1487,16 @@ { "asset": "APX", "currency": "BTC", - "min_size": "0.26913554", + "min_size": "0.18380596", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/APX" }, - { - "asset": "TKN", - "currency": "BTC", - "min_size": "1.52123646", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "BTC/TKN" - }, - { - "asset": "TKN", - "currency": "ETH", - "min_size": "1.47492625", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "ETH/TKN" - }, { "asset": "HMQ", "currency": "BTC", - "min_size": "20.78137988", + "min_size": "8.10110175", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1604,7 +1505,7 @@ { "asset": "HMQ", "currency": "ETH", - "min_size": "19.22411473", + "min_size": "14.11392762", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1613,7 +1514,7 @@ { "asset": "ANT", "currency": "BTC", - "min_size": "1.26582278", + "min_size": "0.53998013", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1622,7 +1523,7 @@ { "asset": "TRST", "currency": "ETH", - "min_size": "7.04225352", + "min_size": "5.24939894", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1631,7 +1532,7 @@ { "asset": "ANT", "currency": "ETH", - "min_size": "1.22211142", + "min_size": "0.97131135", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1640,7 +1541,7 @@ { "asset": "SC", "currency": "BTC", - "min_size": "462.96296296", + "min_size": "51.33470226", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1649,7 +1550,7 @@ { "asset": "BAT", "currency": "ETH", - "min_size": "11.36337811", + "min_size": "8.10569831", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1658,7 +1559,7 @@ { "asset": "BAT", "currency": "BTC", - "min_size": "11.63331782", + "min_size": "4.70101542", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1667,7 +1568,7 @@ { "asset": "ZEN", "currency": "BTC", - "min_size": "0.08802817", + "min_size": "0.06560767", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1676,7 +1577,7 @@ { "asset": "1ST", "currency": "BTC", - "min_size": "5.70255474", + "min_size": "2.23693629", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1685,7 +1586,7 @@ { "asset": "QRL", "currency": "BTC", - "min_size": "2.88716942", + "min_size": "1.13775998", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1694,7 +1595,7 @@ { "asset": "1ST", "currency": "ETH", - "min_size": "5.45042295", + "min_size": "4.13701804", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1703,7 +1604,7 @@ { "asset": "QRL", "currency": "ETH", - "min_size": "2.79507619", + "min_size": "1.91776619", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1712,7 +1613,7 @@ { "asset": "CRB", "currency": "BTC", - "min_size": "6.16979269", + "min_size": "2.27686703", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1721,7 +1622,7 @@ { "asset": "CRB", "currency": "ETH", - "min_size": "5.97671472", + "min_size": "3.59719994", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1730,7 +1631,7 @@ { "asset": "LGD", "currency": "ETH", - "min_size": "2.17391304", + "min_size": "2.87257268", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1739,7 +1640,7 @@ { "asset": "PTOY", "currency": "BTC", - "min_size": "12.15362178", + "min_size": "6.02119461", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1748,7 +1649,7 @@ { "asset": "PTOY", "currency": "ETH", - "min_size": "11.69645364", + "min_size": "10.47339757", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1757,7 +1658,7 @@ { "asset": "MYST", "currency": "BTC", - "min_size": "3.46981263", + "min_size": "1.08131488", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1766,7 +1667,7 @@ { "asset": "MYST", "currency": "ETH", - "min_size": "3.30906684", + "min_size": "1.86567164", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1775,7 +1676,7 @@ { "asset": "CFI", "currency": "BTC", - "min_size": "20.92050209", + "min_size": "12.89989680", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1784,7 +1685,7 @@ { "asset": "CFI", "currency": "ETH", - "min_size": "19.90128960", + "min_size": "23.03192224", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1793,7 +1694,7 @@ { "asset": "BNT", "currency": "BTC", - "min_size": "0.88208313", + "min_size": "0.39172673", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1802,7 +1703,7 @@ { "asset": "BNT", "currency": "ETH", - "min_size": "0.83347225", + "min_size": "0.68480674", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1811,7 +1712,7 @@ { "asset": "NMR", "currency": "BTC", - "min_size": "0.16847042", + "min_size": "0.08155782", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1820,25 +1721,16 @@ { "asset": "NMR", "currency": "ETH", - "min_size": "0.16100861", + "min_size": "0.14283674", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/NMR" }, - { - "asset": "TIME", - "currency": "ETH", - "min_size": "0.07499390", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "ETH/TIME" - }, { "asset": "LTC", "currency": "ETH", - "min_size": "0.02669794", + "min_size": "0.02577319", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1847,7 +1739,7 @@ { "asset": "XRP", "currency": "ETH", - "min_size": "8.12928820", + "min_size": "3.03951368", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1856,7 +1748,7 @@ { "asset": "SNT", "currency": "BTC", - "min_size": "64.76683938", + "min_size": "8.22097994", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1865,7 +1757,7 @@ { "asset": "SNT", "currency": "ETH", - "min_size": "62.39081607", + "min_size": "14.49275362", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1874,7 +1766,7 @@ { "asset": "DCT", "currency": "BTC", - "min_size": "3.84852217", + "min_size": "1.44358471", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1883,7 +1775,7 @@ { "asset": "XEL", "currency": "BTC", - "min_size": "7.51653638", + "min_size": "3.67647059", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1892,7 +1784,7 @@ { "asset": "MCO", "currency": "BTC", - "min_size": "0.34103620", + "min_size": "0.21694798", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1901,7 +1793,7 @@ { "asset": "MCO", "currency": "ETH", - "min_size": "0.33333311", + "min_size": "0.37572995", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1910,7 +1802,7 @@ { "asset": "ADT", "currency": "BTC", - "min_size": "102.88065844", + "min_size": "23.21262767", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1919,7 +1811,7 @@ { "asset": "ADT", "currency": "ETH", - "min_size": "99.74067425", + "min_size": "40.36815760", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1928,7 +1820,7 @@ { "asset": "FUN", "currency": "BTC", - "min_size": "120.77294686", + "min_size": "24.53385672", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1937,7 +1829,7 @@ { "asset": "FUN", "currency": "ETH", - "min_size": "116.22501162", + "min_size": "43.47826087", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1946,7 +1838,7 @@ { "asset": "PAY", "currency": "BTC", - "min_size": "1.14395534", + "min_size": "0.95858896", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1955,34 +1847,16 @@ { "asset": "PAY", "currency": "ETH", - "min_size": "1.10861795", + "min_size": "1.69252850", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/PAY" }, - { - "asset": "MTL", - "currency": "BTC", - "min_size": "0.44288549", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "BTC/MTL" - }, - { - "asset": "MTL", - "currency": "ETH", - "min_size": "0.42738513", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "ETH/MTL" - }, { "asset": "STORJ", "currency": "BTC", - "min_size": "2.97796307", + "min_size": "1.59134309", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -1991,7 +1865,7 @@ { "asset": "STORJ", "currency": "ETH", - "min_size": "2.83649319", + "min_size": "2.83027946", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2000,7 +1874,7 @@ { "asset": "ADX", "currency": "BTC", - "min_size": "1.81080690", + "min_size": "1.19041950", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2009,7 +1883,7 @@ { "asset": "ADX", "currency": "ETH", - "min_size": "1.75438596", + "min_size": "2.08408882", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2018,7 +1892,7 @@ { "asset": "DASH", "currency": "ETH", - "min_size": "0.00416723", + "min_size": "0.00582592", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2027,7 +1901,7 @@ { "asset": "SC", "currency": "ETH", - "min_size": "442.47787611", + "min_size": "90.18759019", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2036,7 +1910,7 @@ { "asset": "ZEC", "currency": "ETH", - "min_size": "0.00617284", + "min_size": "0.00876737", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2045,7 +1919,7 @@ { "asset": "ZEC", "currency": "USDT", - "min_size": "0.01004282", + "min_size": "0.00426071", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2054,7 +1928,7 @@ { "asset": "LTC", "currency": "USDT", - "min_size": "0.04358565", + "min_size": "0.01260504", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2063,7 +1937,7 @@ { "asset": "ETC", "currency": "USDT", - "min_size": "0.16853933", + "min_size": "0.08859256", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2072,7 +1946,7 @@ { "asset": "XRP", "currency": "USDT", - "min_size": "13.35149255", + "min_size": "1.48148155", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2081,7 +1955,7 @@ { "asset": "OMG", "currency": "BTC", - "min_size": "0.23364486", + "min_size": "0.15413355", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2090,7 +1964,7 @@ { "asset": "OMG", "currency": "ETH", - "min_size": "0.22823984", + "min_size": "0.26941049", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2099,7 +1973,7 @@ { "asset": "CVC", "currency": "BTC", - "min_size": "6.59630607", + "min_size": "3.56938892", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2108,7 +1982,7 @@ { "asset": "CVC", "currency": "ETH", - "min_size": "6.41009205", + "min_size": "6.21890547", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2117,7 +1991,7 @@ { "asset": "PART", "currency": "BTC", - "min_size": "0.22349365", + "min_size": "0.13020833", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2126,7 +2000,7 @@ { "asset": "QTUM", "currency": "BTC", - "min_size": "0.14037925", + "min_size": "0.06973656", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2135,7 +2009,7 @@ { "asset": "QTUM", "currency": "ETH", - "min_size": "0.13531800", + "min_size": "0.12509535", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2144,7 +2018,7 @@ { "asset": "XMR", "currency": "ETH", - "min_size": "0.01415023", + "min_size": "0.01638270", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2153,7 +2027,7 @@ { "asset": "XEM", "currency": "ETH", - "min_size": "9.53270672", + "min_size": "4.50284129", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2162,7 +2036,7 @@ { "asset": "XLM", "currency": "ETH", - "min_size": "50.13033888", + "min_size": "9.34579439", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2171,7 +2045,7 @@ { "asset": "NEO", "currency": "ETH", - "min_size": "0.04385968", + "min_size": "0.04986485", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2180,7 +2054,7 @@ { "asset": "XMR", "currency": "USDT", - "min_size": "0.02290076", + "min_size": "0.00797128", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2189,7 +2063,7 @@ { "asset": "DASH", "currency": "USDT", - "min_size": "0.00677201", + "min_size": "0.00289665", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2198,7 +2072,7 @@ { "asset": "BCC", "currency": "ETH", - "min_size": "0.00158378", + "min_size": "0.00239808", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2207,7 +2081,7 @@ { "asset": "BCC", "currency": "USDT", - "min_size": "0.00254734", + "min_size": "0.00118336", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2216,7 +2090,7 @@ { "asset": "BCC", "currency": "BTC", - "min_size": "0.00161862", + "min_size": "0.00137514", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2225,7 +2099,7 @@ { "asset": "DNT", "currency": "BTC", - "min_size": "46.72897196", + "min_size": "13.57957632", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2234,7 +2108,7 @@ { "asset": "DNT", "currency": "ETH", - "min_size": "43.90586582", + "min_size": "24.29661305", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2243,7 +2117,7 @@ { "asset": "NEO", "currency": "USDT", - "min_size": "0.07125891", + "min_size": "0.02469008", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2252,7 +2126,7 @@ { "asset": "WAVES", "currency": "ETH", - "min_size": "0.34251619", + "min_size": "0.53575351", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2261,7 +2135,7 @@ { "asset": "STRAT", "currency": "ETH", - "min_size": "0.53191489", + "min_size": "0.32154341", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2270,7 +2144,7 @@ { "asset": "DGB", "currency": "ETH", - "min_size": "209.90764064", + "min_size": "59.54507562", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2279,25 +2153,16 @@ { "asset": "FCT", "currency": "ETH", - "min_size": "0.09803922", + "min_size": "0.10168726", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/FCT" }, - { - "asset": "BTS", - "currency": "ETH", - "min_size": "32.95544424", - "min_total": "0.0005", - "max_size": "1000000", - "increment": "0.00000001", - "label": "ETH/BTS" - }, { "asset": "OMG", "currency": "USDT", - "min_size": "0.36585366", + "min_size": "0.13303769", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2306,7 +2171,7 @@ { "asset": "ADA", "currency": "BTC", - "min_size": "74.40476190", + "min_size": "4.67027835", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2315,7 +2180,7 @@ { "asset": "MANA", "currency": "BTC", - "min_size": "144.50867052", + "min_size": "18.45018450", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2324,7 +2189,7 @@ { "asset": "MANA", "currency": "ETH", - "min_size": "139.27576602", + "min_size": "32.24974200", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2333,7 +2198,7 @@ { "asset": "SALT", "currency": "BTC", - "min_size": "0.49701789", + "min_size": "0.27155023", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2342,7 +2207,7 @@ { "asset": "SALT", "currency": "ETH", - "min_size": "0.47976035", + "min_size": "0.48713335", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2351,7 +2216,7 @@ { "asset": "TIX", "currency": "BTC", - "min_size": "11.71508903", + "min_size": "2.47524752", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2360,7 +2225,7 @@ { "asset": "TIX", "currency": "ETH", - "min_size": "11.35873146", + "min_size": "4.43655723", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2369,7 +2234,7 @@ { "asset": "RCN", "currency": "BTC", - "min_size": "19.70055162", + "min_size": "8.43454791", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2378,7 +2243,7 @@ { "asset": "RCN", "currency": "ETH", - "min_size": "18.85369532", + "min_size": "14.77759716", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2387,7 +2252,7 @@ { "asset": "VIB", "currency": "BTC", - "min_size": "15.74307305", + "min_size": "6.18505690", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2396,7 +2261,7 @@ { "asset": "VIB", "currency": "ETH", - "min_size": "15.16622179", + "min_size": "11.48052902", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2405,7 +2270,7 @@ { "asset": "MER", "currency": "BTC", - "min_size": "13.91207568", + "min_size": "4.97314502", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2414,7 +2279,7 @@ { "asset": "POWR", "currency": "BTC", - "min_size": "5.95805529", + "min_size": "2.24215247", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2423,7 +2288,7 @@ { "asset": "POWR", "currency": "ETH", - "min_size": "5.64385046", + "min_size": "3.94604961", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2432,7 +2297,7 @@ { "asset": "BTG", "currency": "BTC", - "min_size": "0.00000001", + "min_size": "0.01571140", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2441,7 +2306,7 @@ { "asset": "BTG", "currency": "ETH", - "min_size": "0.00000001", + "min_size": "0.02800775", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", @@ -2450,10 +2315,82 @@ { "asset": "BTG", "currency": "USDT", - "min_size": "0.00000001", + "min_size": "0.01355320", "min_total": "0.0005", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/BTG" + }, + { + "asset": "ADA", + "currency": "ETH", + "min_size": "8.26446281", + "min_total": "0.0005", + "max_size": "1000000", + "increment": "0.00000001", + "label": "ETH/ADA" + }, + { + "asset": "ENG", + "currency": "BTC", + "min_size": "0.51665702", + "min_total": "0.0005", + "max_size": "1000000", + "increment": "0.00000001", + "label": "BTC/ENG" + }, + { + "asset": "ENG", + "currency": "ETH", + "min_size": "0.90408066", + "min_total": "0.0005", + "max_size": "1000000", + "increment": "0.00000001", + "label": "ETH/ENG" + }, + { + "asset": "ADA", + "currency": "USDT", + "min_size": "4.00000565", + "min_total": "0.0005", + "max_size": "1000000", + "increment": "0.00000001", + "label": "USDT/ADA" + }, + { + "asset": "XVG", + "currency": "USDT", + "min_size": "18.30313022", + "min_total": "0.0005", + "max_size": "1000000", + "increment": "0.00000001", + "label": "USDT/XVG" + }, + { + "asset": "NXT", + "currency": "USDT", + "min_size": "6.68571442", + "min_total": "0.0005", + "max_size": "1000000", + "increment": "0.00000001", + "label": "USDT/NXT" + }, + { + "asset": "UKG", + "currency": "BTC", + "min_size": "2.56068831", + "min_total": "0.0005", + "max_size": "1000000", + "increment": "0.00000001", + "label": "BTC/UKG" + }, + { + "asset": "UKG", + "currency": "ETH", + "min_size": "4.24138575", + "min_total": "0.0005", + "max_size": "1000000", + "increment": "0.00000001", + "label": "ETH/UKG" } ] \ No newline at end of file diff --git a/extensions/exchanges/wexnz/products.json b/extensions/exchanges/wexnz/products.json index d41b5a7a13..df33c5e9f1 100644 --- a/extensions/exchanges/wexnz/products.json +++ b/extensions/exchanges/wexnz/products.json @@ -3,7 +3,7 @@ "asset": "BTC", "currency": "USD", "min_size": "0.001", - "max_size": "50000", + "max_size": "500000", "increment": "0.0001", "label": "BTC/USD" }, @@ -11,7 +11,7 @@ "asset": "BTC", "currency": "RUR", "min_size": "0.001", - "max_size": "3000000", + "max_size": "30000000", "increment": "0.0001", "label": "BTC/RUR" }, @@ -19,7 +19,7 @@ "asset": "BTC", "currency": "EUR", "min_size": "0.001", - "max_size": "50000", + "max_size": "500000", "increment": "0.0001", "label": "BTC/EUR" }, @@ -34,8 +34,8 @@ { "asset": "LTC", "currency": "USD", - "min_size": "0.1", - "max_size": "1000", + "min_size": "0.01", + "max_size": "10000", "increment": "0.0001", "label": "LTC/USD" }, @@ -43,7 +43,7 @@ "asset": "LTC", "currency": "RUR", "min_size": "0.01", - "max_size": "100000", + "max_size": "1000000", "increment": "0.0001", "label": "LTC/RUR" }, @@ -51,7 +51,7 @@ "asset": "LTC", "currency": "EUR", "min_size": "0.01", - "max_size": "1000", + "max_size": "10000", "increment": "0.0001", "label": "LTC/EUR" }, @@ -67,7 +67,7 @@ "asset": "NMC", "currency": "USD", "min_size": "0.1", - "max_size": "100", + "max_size": "1000", "increment": "0.0001", "label": "NMC/USD" }, @@ -123,7 +123,7 @@ "asset": "PPC", "currency": "USD", "min_size": "0.1", - "max_size": "100", + "max_size": "1000", "increment": "0.0001", "label": "PPC/USD" }, @@ -139,7 +139,7 @@ "asset": "DSH", "currency": "USD", "min_size": "0.01", - "max_size": "5000", + "max_size": "50000", "increment": "0.0001", "label": "DSH/USD" }, @@ -147,7 +147,7 @@ "asset": "DSH", "currency": "RUR", "min_size": "0.01", - "max_size": "300000", + "max_size": "3000000", "increment": "0.0001", "label": "DSH/RUR" }, @@ -155,7 +155,7 @@ "asset": "DSH", "currency": "EUR", "min_size": "0.01", - "max_size": "5000", + "max_size": "50000", "increment": "0.0001", "label": "DSH/EUR" }, @@ -163,7 +163,7 @@ "asset": "DSH", "currency": "LTC", "min_size": "0.01", - "max_size": "600", + "max_size": "1000", "increment": "0.0001", "label": "DSH/LTC" }, @@ -171,10 +171,18 @@ "asset": "DSH", "currency": "ETH", "min_size": "0.01", - "max_size": "600", + "max_size": "1000", "increment": "0.0001", "label": "DSH/ETH" }, + { + "asset": "DSH", + "currency": "ZEC", + "min_size": "0.01", + "max_size": "1000", + "increment": "0.0001", + "label": "DSH/ZEC" + }, { "asset": "ETH", "currency": "BTC", @@ -187,7 +195,7 @@ "asset": "ETH", "currency": "USD", "min_size": "0.01", - "max_size": "5000", + "max_size": "50000", "increment": "0.0001", "label": "ETH/USD" }, @@ -195,7 +203,7 @@ "asset": "ETH", "currency": "EUR", "min_size": "0.01", - "max_size": "5000", + "max_size": "50000", "increment": "0.0001", "label": "ETH/EUR" }, @@ -211,15 +219,23 @@ "asset": "ETH", "currency": "RUR", "min_size": "0.01", - "max_size": "300000", + "max_size": "3000000", "increment": "0.0001", "label": "ETH/RUR" }, + { + "asset": "ETH", + "currency": "ZEC", + "min_size": "0.01", + "max_size": "1000", + "increment": "0.0001", + "label": "ETH/ZEC" + }, { "asset": "BCH", "currency": "USD", "min_size": "0.001", - "max_size": "10000", + "max_size": "100000", "increment": "0.0001", "label": "BCH/USD" }, @@ -235,7 +251,7 @@ "asset": "BCH", "currency": "RUR", "min_size": "0.01", - "max_size": "600000", + "max_size": "6000000", "increment": "0.0001", "label": "BCH/RUR" }, @@ -243,7 +259,7 @@ "asset": "BCH", "currency": "EUR", "min_size": "0.01", - "max_size": "10000", + "max_size": "100000", "increment": "0.0001", "label": "BCH/EUR" }, @@ -271,6 +287,14 @@ "increment": "0.0001", "label": "BCH/DSH" }, + { + "asset": "BCH", + "currency": "ZEC", + "min_size": "0.01", + "max_size": "1000", + "increment": "0.0001", + "label": "BCH/ZEC" + }, { "asset": "ZEC", "currency": "BTC", @@ -283,10 +307,18 @@ "asset": "ZEC", "currency": "USD", "min_size": "0.01", - "max_size": "3000", + "max_size": "30000", "increment": "0.0001", "label": "ZEC/USD" }, + { + "asset": "ZEC", + "currency": "LTC", + "min_size": "0.01", + "max_size": "1000", + "increment": "0.0001", + "label": "ZEC/LTC" + }, { "asset": "USDET", "currency": "USD", From bcf8d4a458abb247e38238c7afa54871269d69f2 Mon Sep 17 00:00:00 2001 From: firepol <1702718+firepol@users.noreply.github.com> Date: Mon, 15 Jan 2018 14:22:29 +0100 Subject: [PATCH 039/236] Fix output location for the HTML dump (#1132) Trade results were saved in the simulations/ folder. To avoid confusion, paper results are prefixed with "paper" (& still saved in simulations/). --- .gitignore | 1 + commands/trade.js | 6 +++--- 2 files changed, 4 insertions(+), 3 deletions(-) diff --git a/.gitignore b/.gitignore index a18b7430d3..3bdb77862f 100644 --- a/.gitignore +++ b/.gitignore @@ -18,6 +18,7 @@ conf_* !conf-sample.js sim_result* trade_result* +paper_result* *_test backtesting_* generation_data_* diff --git a/commands/trade.js b/commands/trade.js index 818e5a7d96..305d9c2d87 100644 --- a/commands/trade.js +++ b/commands/trade.js @@ -219,16 +219,16 @@ module.exports = function container (get, set, clear) { .replace(/\{\{symbol\}\}/g, so.selector.normalized + ' - zenbot ' + require('../package.json').version) if (so.filename !== 'none') { var out_target - + var out_target_prefix = so.paper ? 'simulations/paper_result_' : 'stats/trade_result_' if(dump){ var dt = new Date().toISOString(); //ymd var today = dt.slice(2, 4) + dt.slice(5, 7) + dt.slice(8, 10); - out_target = so.filename || 'simulations/trade_result_' + so.selector.normalized +'_' + today + '_UTC.html' + out_target = so.filename || out_target_prefix + so.selector.normalized +'_' + today + '_UTC.html' fs.writeFileSync(out_target, out) }else - out_target = so.filename || 'simulations/trade_result_' + so.selector.normalized +'_' + new Date().toISOString().replace(/T/, '_').replace(/\..+/, '').replace(/-/g, '').replace(/:/g, '').replace(/20/, '') + '_UTC.html' + out_target = so.filename || out_target_prefix + so.selector.normalized +'_' + new Date().toISOString().replace(/T/, '_').replace(/\..+/, '').replace(/-/g, '').replace(/:/g, '').replace(/20/, '') + '_UTC.html' fs.writeFileSync(out_target, out) console.log('\nwrote'.grey, out_target) From a656e95683153dd9e0254ddb69dea641c8869cd6 Mon Sep 17 00:00:00 2001 From: firepol <1702718+firepol@users.noreply.github.com> Date: Tue, 16 Jan 2018 09:55:40 +0100 Subject: [PATCH 040/236] Update bitstamp products (add BCH & fix min_sizes) (#1147) Add bitcoin cash & fix the minimums (5 USD/EUR or 0.001 BTC) See https://www.bitstamp.net/api/v2/trading-pairs-info/ --- extensions/exchanges/bitstamp/products.json | 47 ++++++++++++++++----- 1 file changed, 37 insertions(+), 10 deletions(-) diff --git a/extensions/exchanges/bitstamp/products.json b/extensions/exchanges/bitstamp/products.json index ec83ed9fcf..6c3c5c8ac7 100644 --- a/extensions/exchanges/bitstamp/products.json +++ b/extensions/exchanges/bitstamp/products.json @@ -3,7 +3,7 @@ "id": "BTCUSD", "asset": "BTC", "currency": "USD", - "min_size": "0.01", + "min_size": "5", "max_size": "10000", "increment": "0.01", "label": "BTC/USD" @@ -12,7 +12,7 @@ "id": "BTCEUR", "asset": "BTC", "currency": "EUR", - "min_size": "0.01", + "min_size": "5", "max_size": "10000", "increment": "0.01", "label": "BTC/EUR" @@ -21,7 +21,7 @@ "id": "EURUSD", "asset": "EUR", "currency": "USD", - "min_size": "0.01", + "min_size": "5", "max_size": "10000", "increment": "0.01", "label": "EUR/USD" @@ -30,7 +30,7 @@ "id": "LTCUSD", "asset": "LTC", "currency": "USD", - "min_size": "0.01", + "min_size": "5", "max_size": "1000000", "increment": "0.01", "label": "LTC/USD" @@ -39,7 +39,7 @@ "id": "LTCEUR", "asset": "LTC", "currency": "EUR", - "min_size": "0.01", + "min_size": "5", "max_size": "1000000", "increment": "0.01", "label": "LTC/EUR" @@ -48,7 +48,7 @@ "id": "LTCBTC", "asset": "LTC", "currency": "BTC", - "min_size": "0.01", + "min_size": "0.001", "max_size": "1000000", "increment": "0.00001", "label": "LTC/BTC" @@ -75,7 +75,7 @@ "id": "XRPBTC", "asset": "XRP", "currency": "BTC", - "min_size": "0.01", + "min_size": "0.001", "max_size": "1000000", "increment": "0.00001", "label": "XRP/BTC" @@ -84,7 +84,7 @@ "id": "ETHUSD", "asset": "ETH", "currency": "USD", - "min_size": "0.01", + "min_size": "5", "max_size": "1000000", "increment": "0.01", "label": "ETH/USD" @@ -93,7 +93,7 @@ "id": "ETHEUR", "asset": "ETH", "currency": "EUR", - "min_size": "0.01", + "min_size": "5", "max_size": "1000000", "increment": "0.01", "label": "ETH/EUR" @@ -102,9 +102,36 @@ "id": "ETHBTC", "asset": "ETH", "currency": "BTC", - "min_size": "0.01", + "min_size": "0.001", "max_size": "1000000", "increment": "0.00001", "label": "ETH/BTC" + }, + { + "id": "BCHUSD", + "asset": "BCH", + "currency": "USD", + "min_size": "5", + "max_size": "10000", + "increment": "0.01", + "label": "BCH/USD" + }, + { + "id": "BCHEUR", + "asset": "BCH", + "currency": "EUR", + "min_size": "5", + "max_size": "10000", + "increment": "0.01", + "label": "BCH/EUR" + }, + { + "id": "BCHBTC", + "asset": "BCH", + "currency": "EUR", + "min_size": "0.001", + "max_size": "1000000", + "increment": "0.00001", + "label": "BCH/BTC" } ] From c173642e545f0a31e4b54fe1eb3549d6a2220ac1 Mon Sep 17 00:00:00 2001 From: defkev Date: Tue, 16 Jan 2018 19:03:06 +0100 Subject: [PATCH 041/236] Improve truthy & falsey handling of options which could be set to 0 (#1143) --- lib/engine.js | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/lib/engine.js b/lib/engine.js index 4bfafa8894..d69b406045 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -460,9 +460,9 @@ module.exports = function container (get, set, clear) { if (s.product.max_size && Number(size) > Number(s.product.max_size)) { size = s.product.max_size } - if (s.buy_order && so.max_slippage_pct) { + if (s.buy_order && so.max_slippage_pct != null) { var slippage = n(price).subtract(s.buy_order.orig_price).divide(s.buy_order.orig_price).multiply(100).value() - if (so.max_slippage_pct && slippage > so.max_slippage_pct) { + if (so.max_slippage_pct != null && slippage > so.max_slippage_pct) { var err = new Error('\nslippage protection') err.desc = 'refusing to buy at ' + fc(price) + ', slippage of ' + pct(slippage / 100) return cb(err) @@ -495,13 +495,13 @@ module.exports = function container (get, set, clear) { size = s.product.max_size } var sell_loss = s.last_buy_price ? (Number(price) - s.last_buy_price) / s.last_buy_price * -100 : null - if (so.max_sell_loss_pct && sell_loss > so.max_sell_loss_pct) { + if (so.max_sell_loss_pct != null && sell_loss > so.max_sell_loss_pct) { var err = new Error('\nloss protection') err.desc = 'refusing to sell at ' + fc(price) + ', sell loss of ' + pct(sell_loss / 100) return cb(err) } else { - if (s.sell_order && so.max_slippage_pct) { + if (s.sell_order && so.max_slippage_pct != null) { var slippage = n(s.sell_order.orig_price).subtract(price).divide(price).multiply(100).value() if (slippage > so.max_slippage_pct) { var err = new Error('\nslippage protection') From 65d8e64ecf4f821ab171694c7cb1661a235f56be Mon Sep 17 00:00:00 2001 From: Jay Nagpaul Date: Wed, 17 Jan 2018 05:05:45 -0500 Subject: [PATCH 042/236] Add blog post to Ubuntu 16.04 Step-By-Step (#1153) --- README.md | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 7afbaaa20b..e395c0b295 100644 --- a/README.md +++ b/README.md @@ -86,7 +86,9 @@ npm link ``` ### Ubuntu 16.04 Step-By-Step -https://youtu.be/BEhU55W9pBI +[Video](https://youtu.be/BEhU55W9pBI) +[Blog Post](https://jaynagpaul.com/algorithmic-crypto-trading?utm_source=zenbot) + ``` sudo apt-get update sudo apt-get upgrade -y From 80b6f7d951b931307fdbcbc1affd1652cd39c082 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Wed, 17 Jan 2018 10:38:31 +0000 Subject: [PATCH 043/236] Exchanges: update-products 194 --- extensions/exchanges/gdax/products.json | 74 ++++++++++++------------- 1 file changed, 37 insertions(+), 37 deletions(-) diff --git a/extensions/exchanges/gdax/products.json b/extensions/exchanges/gdax/products.json index 36ded5fea8..0f943e7218 100644 --- a/extensions/exchanges/gdax/products.json +++ b/extensions/exchanges/gdax/products.json @@ -2,81 +2,81 @@ { "asset": "BCH", "currency": "USD", - "min_size": "0.0001", - "max_size": "250", + "min_size": "0.01", + "max_size": "350", "increment": "0.01", "label": "BCH/USD" }, { - "asset": "LTC", + "asset": "BTC", "currency": "EUR", - "min_size": "0.01", - "max_size": "1000000", + "min_size": "0.001", + "max_size": "50", "increment": "0.01", - "label": "LTC/EUR" + "label": "BTC/EUR" }, { - "asset": "LTC", + "asset": "BTC", + "currency": "GBP", + "min_size": "0.001", + "max_size": "20", + "increment": "0.01", + "label": "BTC/GBP" + }, + { + "asset": "BTC", "currency": "USD", - "min_size": "0.01", - "max_size": "1000000", + "min_size": "0.001", + "max_size": "70", "increment": "0.01", - "label": "LTC/USD" + "label": "BTC/USD" }, { - "asset": "LTC", + "asset": "ETH", "currency": "BTC", "min_size": "0.01", - "max_size": "1000000", + "max_size": "600", "increment": "0.00001", - "label": "LTC/BTC" + "label": "ETH/BTC" }, { "asset": "ETH", "currency": "EUR", - "min_size": "0.001", - "max_size": "5000", + "min_size": "0.01", + "max_size": "400", "increment": "0.01", "label": "ETH/EUR" }, { "asset": "ETH", "currency": "USD", - "min_size": "0.001", - "max_size": "5000", + "min_size": "0.01", + "max_size": "700", "increment": "0.01", "label": "ETH/USD" }, { - "asset": "ETH", + "asset": "LTC", "currency": "BTC", - "min_size": "0.001", - "max_size": "5000", + "min_size": "0.1", + "max_size": "2000", "increment": "0.00001", - "label": "ETH/BTC" - }, - { - "asset": "BTC", - "currency": "GBP", - "min_size": "0.0001", - "max_size": "250", - "increment": "0.01", - "label": "BTC/GBP" + "label": "LTC/BTC" }, { - "asset": "BTC", + "asset": "LTC", "currency": "EUR", - "min_size": "0.0001", - "max_size": "250", + "min_size": "0.1", + "max_size": "1000", "increment": "0.01", - "label": "BTC/EUR" + "label": "LTC/EUR" }, { - "asset": "BTC", + "asset": "LTC", "currency": "USD", - "min_size": "0.0001", - "max_size": "250", + "min_size": "0.1", + "max_size": "4000", "increment": "0.01", - "label": "BTC/USD" + "label": "LTC/USD" } ] \ No newline at end of file From 4e9838197d6f322009ecca3e363a97d7dcd462e3 Mon Sep 17 00:00:00 2001 From: "greenkeeper[bot]" Date: Wed, 17 Jan 2018 11:47:17 +0100 Subject: [PATCH 044/236] =?UTF-8?q?Update=20dependencies=20to=20enable=20G?= =?UTF-8?q?reenkeeper=20=F0=9F=8C=B4=20(#1157)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * chore(package): update dependencies * docs(readme): add Greenkeeper badge * Update README.md * Include package-lock updater --- .travis.yml | 3 +++ README.md | 2 +- package.json | 18 +++++++++--------- 3 files changed, 13 insertions(+), 10 deletions(-) diff --git a/.travis.yml b/.travis.yml index fa2e0f9821..bcf8a1d40a 100644 --- a/.travis.yml +++ b/.travis.yml @@ -4,6 +4,9 @@ node_js: - '9' before_install: - npm install -g node-gyp + - if [ "$TRAVIS_NODE_VERSION" = "9" ]; then npm install -g greenkeeper-lockfile@1; fi +before_script: if [ "$TRAVIS_NODE_VERSION" = "9" ]; then greenkeeper-lockfile-update; fi +after_script: if [ "$TRAVIS_NODE_VERSION" = "9" ]; then greenkeeper-lockfile-upload; fi after_success: - if [ "$TRAVIS_EVENT_TYPE" = "cron" ]; then /bin/sh scripts/cron.sh; fi env: diff --git a/README.md b/README.md index e395c0b295..cd6103672b 100644 --- a/README.md +++ b/README.md @@ -3,7 +3,7 @@ > “To follow the path, look to the master, follow the master, walk with the master, see through the master, become the master.” > – Zen Proverb -# Zenbot [![Build/Test Status](https://travis-ci.org/DeviaVir/zenbot.svg?branch=master)](https://travis-ci.org/DeviaVir/zenbot) +# Zenbot [![Build/Test Status](https://travis-ci.org/DeviaVir/zenbot.svg?branch=master)](https://travis-ci.org/DeviaVir/zenbot) [![Greenkeeper badge](https://badges.greenkeeper.io/DeviaVir/zenbot.svg)](https://greenkeeper.io/) ## Current Status diff --git a/package.json b/package.json index a45777548c..479cd7e149 100644 --- a/package.json +++ b/package.json @@ -51,25 +51,25 @@ "ip": "~1.1.5", "jasmine": "^2.8.0", "jquery": "^3.2.1", - "kraken-api": "^0.1.7", + "kraken-api": "^1.0.0", "mathjs": "^3.17.0", "micro-request": "^666.0.10", - "mime": "^1.4.0", + "mime": "^2.2.0", "minimist": "^1.2.0", "moment": "^2.18.1", - "mongodb": "^2.2.31", + "mongodb": "^3.0.1", "node-prowl": "^0.1.7", "node-sass": "^4.7.2", - "node-telegram-bot-api": "^0.29.0", - "node.bittrex.api": "^0.2.5", + "node-telegram-bot-api": "^0.30.0", + "node.bittrex.api": "^1.0.0", "number-abbreviate": "^2.0.0", "numbro": "highvelocityspace/numbro", "path": "^0.12.7", - "poloniex.js": "0.0.7", + "poloniex.js": "0.0.8", "popper.js": "^1.12.9", "postcss-loader": "^2.0.9", "progress": "^2.0.0", - "pushbullet": "2.0.0", + "pushbullet": "2.1.0", "pusher-js": "^4.1.0", "quadrigacx": "0.0.7", "random-port": "^0.1.0", @@ -91,7 +91,7 @@ "waypoints": "^4.0.1", "webpack": "^3.10.0", "wexnz": "^0.1.3", - "ws": "^3.2.0", + "ws": "^4.0.0", "zero-fill": "^2.2.3" }, "devDependencies": { @@ -100,7 +100,7 @@ "json2csv": "^3.11.5", "round-precision": "^1.0.0", "run-parallel-limit": "^1.0.3", - "shelljs": "^0.7.8", + "shelljs": "^0.8.0", "yargs": "^10.0.3" }, "engines": { From 59aa620af4c61115dba4370ccdc30e635cf6dcf4 Mon Sep 17 00:00:00 2001 From: kernelsndrs Date: Wed, 17 Jan 2018 12:36:46 -0500 Subject: [PATCH 045/236] change mongodb creation (#1162) --- boot.js | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/boot.js b/boot.js index 63973a008f..05b25f752c 100644 --- a/boot.js +++ b/boot.js @@ -39,7 +39,7 @@ module.exports = function (cb) { } var u = 'mongodb://' + authStr + c.mongo.host + ':' + c.mongo.port + '/' + c.mongo.db + '?' + (c.mongo.replicaSet ? '&replicaSet=' + c.mongo.replicaSet : '' ) + (authMechanism ? '&authMechanism=' + authMechanism : '' ) - require('mongodb').MongoClient.connect(u, function (err, db) { + require('mongodb').MongoClient.connect(u, function (err, client) { if (err) { zenbot.set('zenbot:db.mongo', null) console.error('WARNING: MongoDB Connection Error: ', err) @@ -47,6 +47,7 @@ module.exports = function (cb) { console.error('Attempted authentication string: ' + u); return withMongo() } + var db = client.db(c.mongo.db) zenbot.set('zenbot:db.mongo', db) withMongo() }) @@ -80,4 +81,4 @@ module.exports = function (cb) { return conf } -} \ No newline at end of file +} From 61f0e98b26d9595cd1c4178b6e502a650c7fd021 Mon Sep 17 00:00:00 2001 From: Shawn8901 Date: Wed, 17 Jan 2018 22:20:02 +0100 Subject: [PATCH 046/236] Added Momentum Indicator and Strategy (#1163) * Added Momentum Indicator and Strategy * Fixed indent --- extensions/strategies/momentum/_codemap.js | 6 +++ extensions/strategies/momentum/strategy.js | 52 ++++++++++++++++++++++ lib/_codemap.js | 3 +- lib/momentum.js | 9 ++++ 4 files changed, 69 insertions(+), 1 deletion(-) create mode 100644 extensions/strategies/momentum/_codemap.js create mode 100644 extensions/strategies/momentum/strategy.js create mode 100644 lib/momentum.js diff --git a/extensions/strategies/momentum/_codemap.js b/extensions/strategies/momentum/_codemap.js new file mode 100644 index 0000000000..9e98533783 --- /dev/null +++ b/extensions/strategies/momentum/_codemap.js @@ -0,0 +1,6 @@ +module.exports = { + _ns: 'zenbot', + + 'strategies.momentum': require('./strategy'), + 'strategies.list[]': '#strategies.momentum' +} diff --git a/extensions/strategies/momentum/strategy.js b/extensions/strategies/momentum/strategy.js new file mode 100644 index 0000000000..2a27777b68 --- /dev/null +++ b/extensions/strategies/momentum/strategy.js @@ -0,0 +1,52 @@ +let z = require('zero-fill') + , n = require('numbro') + +module.exports = function container(get, set, clear) { + return { + name: 'Momentum', + description: 'MOM = Close(Period) - Close(Length)', + + getOptions: function () { + this.option('momentum_size', 'number of periods to look back for momentum', Number, 5) + }, + + calculate: function (s) { + if (s.in_preroll) { return } + get('lib.momentum')(s, 'mom0', s.options.momentum_size) + get('lib.momentum')(s, 'mom1', s.options.momentum_size) + }, + + onPeriod: function (s, cb) { + if (s.in_preroll) { + cb() + return + } + + if (s.period.mom0 > 0 && s.period.mom1 > 0) { + s.signal = 'buy' + } + if (s.period.mom0 < 0 && s.period.mom1 < 0) { + s.signal = 'sell' + } + cb() + }, + + onReport: function (s) { + var cols = [] + + if (s.period.mom0 != null) { + var color = s.period.mom0 < 0 ? 'red' : s.period.mom0 > 0 ? 'green' : 'grey' + cols.push(z(5, n(s.period.mom0).format('000'), ' ')[color]) + } else { + cols.push(' '.repeat(5)) + } + if (s.period.mom1 != null) { + var color = s.period.mom1 < 0 ? 'red' : s.period.mom1 > 0 ? 'green' : 'grey' + cols.push(z(5, n(s.period.mom1).format('000'), ' ')[color]) + } else { + cols.push(' '.repeat(5)) + } + return cols + } + } +} diff --git a/lib/_codemap.js b/lib/_codemap.js index a7dd8bc6ee..5a12baf75f 100644 --- a/lib/_codemap.js +++ b/lib/_codemap.js @@ -23,5 +23,6 @@ module.exports = { 'slow_stochastic': require('./slow_stochastic'), 'collection-service': require('./services/collection-service'), 'cmf': require('./cmf'), - 'bollinger': require('./bollinger') + 'bollinger': require('./bollinger'), + 'momentum': require('./momentum') } diff --git a/lib/momentum.js b/lib/momentum.js new file mode 100644 index 0000000000..9f96daf002 --- /dev/null +++ b/lib/momentum.js @@ -0,0 +1,9 @@ +module.exports = function container(get, set, clear) { + return function momentum(s, key, length) { + if (s.period == null || s.lookback == null || s.lookback.length < length) { + s.period[key] = 0 + } else { + s.period[key] = s.period.close - s.lookback[length - 1].close + } + } +} From 0da2793a651c3e71bd46ce90693ebfa748383934 Mon Sep 17 00:00:00 2001 From: Chase Date: Wed, 17 Jan 2018 22:55:13 +0100 Subject: [PATCH 047/236] Strategies: introducing a few more strats (#1166) * Bollinger Band Trend * WTO indicator/strat. Updated engine.js --- conf-sample.js | 4 - .../strategies/trend_bollinger/_codemap.js | 6 + .../strategies/trend_bollinger/strategy.js | 89 +++++++++ extensions/strategies/wavetrend/_codemap.js | 6 + extensions/strategies/wavetrend/strategy.js | 172 ++++++++++++++++++ lib/_codemap.js | 1 + lib/engine.js | 134 +++++++------- lib/wto.js | 40 ++++ 8 files changed, 381 insertions(+), 71 deletions(-) create mode 100644 extensions/strategies/trend_bollinger/_codemap.js create mode 100644 extensions/strategies/trend_bollinger/strategy.js create mode 100644 extensions/strategies/wavetrend/_codemap.js create mode 100644 extensions/strategies/wavetrend/strategy.js create mode 100644 lib/wto.js diff --git a/conf-sample.js b/conf-sample.js index 3cdf55f150..638a5a30eb 100644 --- a/conf-sample.js +++ b/conf-sample.js @@ -159,10 +159,6 @@ c.balance_snapshot_period = '15m' c.avg_slippage_pct = 0.045 // time to leave an order open, default to 1 day (this feature is not supported on all exchanges, currently: GDAX) c.cancel_after = 'day' -// bollinger period size -c.bollinger_size = 20 -// bollinger times of standard deviation between the upper band and the moving averages -c.bollinger_time = 2 // Notifiers: c.notifiers = {} diff --git a/extensions/strategies/trend_bollinger/_codemap.js b/extensions/strategies/trend_bollinger/_codemap.js new file mode 100644 index 0000000000..2ce7184998 --- /dev/null +++ b/extensions/strategies/trend_bollinger/_codemap.js @@ -0,0 +1,6 @@ +module.exports = { + _ns: 'zenbot', + + 'strategies.trend_bollinger': require('./strategy'), + 'strategies.list[]': '#strategies.trend_bollinger' +} diff --git a/extensions/strategies/trend_bollinger/strategy.js b/extensions/strategies/trend_bollinger/strategy.js new file mode 100644 index 0000000000..02ddb92605 --- /dev/null +++ b/extensions/strategies/trend_bollinger/strategy.js @@ -0,0 +1,89 @@ +var z = require('zero-fill') + , n = require('numbro') + +module.exports = function container (get, set, clear) { + return { + name: 'trend_bollinger', + description: 'Buy when (Signal ≤ Lower Bollinger Band && trend up) and sell when (Signal ≥ Upper Bollinger Band && trend down).', + + getOptions: function () { + this.option('period', 'period length, same as --period_length', String, '1h') + this.option('period_length', 'period length, same as --period', String, '1h') + this.option('min_periods', 'min. number of history periods', Number, 52) + this.option('bollinger_size', 'period size', Number, 20) + this.option('bollinger_time', 'times of standard deviation between the upper band and the moving averages', Number, 2) + this.option('bollinger_upper_bound_pct', 'pct the current price should be near the bollinger upper bound before we sell', Number, 0) + this.option('bollinger_lower_bound_pct', 'pct the current price should be near the bollinger lower bound before we buy', Number, 0) + }, + + calculate: function (s) { + // calculate Bollinger Bands + get('lib.bollinger')(s, 'bollinger', s.options.bollinger_size) + }, + + onPeriod: function (s, cb) { + if (!s.in_preroll && typeof s.period.oversold_rsi === 'number') { + if (s.oversold) { + s.oversold = false + s.trend = 'oversold' + s.signal = 'buy' + s.cancel_down = true + return cb() + } + } + + if (s.period.bollinger) { + if (s.period.bollinger.upper && s.period.bollinger.lower) { + s.signal = null // hold + let upperBound = s.period.bollinger.upper[s.period.bollinger.upper.length-1] + let lowerBound = s.period.bollinger.lower[s.period.bollinger.lower.length-1] + if (s.period.close > (upperBound / 100) * (100 - s.options.bollinger_upper_bound_pct)) { + s.last_hit_bollinger = 'upper' + } else if (s.period.close < (lowerBound / 100) * (100 + s.options.bollinger_lower_bound_pct)) { + s.last_hit_bollinger = 'lower' + } else { + if (s.last_hit_bollinger === 'upper' && s.period.close < s.last_hit_close) { + s.trend = 'down' + } else if (s.last_hit_bollinger === 'lower' && s.period.close > s.last_hit_close) { + s.trend = 'up' + } + s.last_hit_bollinger = 'middle' + } + s.last_hit_close = s.period.close + + if (s.trend === 'down') { + s.signal = 'sell' + s.trend = null + } else if (s.trend === 'up') { + s.signal = 'buy' + s.trend = null + } + } + } + cb() + }, + + onReport: function (s) { + var cols = [] + if (s.period.bollinger) { + if (s.period.bollinger.upper && s.period.bollinger.lower) { + let upperBound = s.period.bollinger.upper[s.period.bollinger.upper.length-1] + let lowerBound = s.period.bollinger.lower[s.period.bollinger.lower.length-1] + var color = 'grey' + if (s.period.close > (upperBound / 100) * (100 - s.options.bollinger_upper_bound_pct)) { + color = 'green' + } else if (s.period.close < (lowerBound / 100) * (100 + s.options.bollinger_lower_bound_pct)) { + color = 'red' + } + cols.push(z(8, n(s.period.close).format('+00.0000'), ' ')[color]) + cols.push(z(8, n(lowerBound).format('00'), ' ').cyan) + cols.push(z(8, n(upperBound).format('00'), ' ').cyan) + } + } + else { + cols.push(' ') + } + return cols + } + } +} diff --git a/extensions/strategies/wavetrend/_codemap.js b/extensions/strategies/wavetrend/_codemap.js new file mode 100644 index 0000000000..955eec71db --- /dev/null +++ b/extensions/strategies/wavetrend/_codemap.js @@ -0,0 +1,6 @@ +module.exports = { + _ns: 'zenbot', + + 'strategies.wavetrend': require('./strategy'), + 'strategies.list[]': '#strategies.wavetrend' +} diff --git a/extensions/strategies/wavetrend/strategy.js b/extensions/strategies/wavetrend/strategy.js new file mode 100644 index 0000000000..1daff3daa5 --- /dev/null +++ b/extensions/strategies/wavetrend/strategy.js @@ -0,0 +1,172 @@ +var z = require('zero-fill') + , n = require('numbro') + +module.exports = function container (get, set, clear) { + return { + name: 'wavetrend', + description: 'Buy when (Signal < Oversold) and sell when (Signal > Overbought).', + + getOptions: function () { + this.option('period', 'period length, same as --period_length', String, '1h') + this.option('period_length', 'period length, same as --period', String, '1h') + this.option('min_periods', 'min. number of history periods', Number, 21) + this.option('wavetrend_channel_length', 'wavetrend channel length', Number, 10) + this.option('wavetrend_average_length', 'wavetrend average length', Number, 21) + this.option('wavetrend_overbought_1', 'wavetrend overbought limit 1', Number, 60) + this.option('wavetrend_overbought_2', 'wavetrend overbought limit 2', Number, 53) + this.option('wavetrend_oversold_1', 'wavetrend oversold limit 1', Number, -60) + this.option('wavetrend_oversold_2', 'wavetrend oversold limit 2', Number, -53) + this.option('wavetrend_trends', 'act on trends instead of limits', Boolean, false) + }, + + calculate: function (s) { + // calculate Wavetrend and EMA + get('lib.wto')(s, 'wto', s.options.wavetrend_channel_length) + get('lib.ema')(s, 'ema', s.options.wavetrend_channel_length) + }, + + onPeriod: function (s, cb) { + if (s.period.wto) { + s.signal = null // hold + let prev_wto = s.lookback[0].wto + let wto = s.period.wto + let prev_hcl3 = s.lookback[0].hcl3 + let hcl3 = s.period.hcl3 + let prev_ema = s.lookback[0].ema + let ema = s.period.ema + + if (!s.sell_signal_close) + s.sell_signal_close = 0 + if (!s.buy_signal_close) + s.buy_signal_close = 0 + if (!s.sell_pct_orig) + s.sell_pct_orig = s.sell_pct + if (!s.buy_pct_orig) + s.buy_pct_orig = s.sell_pct + + s.options.wavetrend_trends = (s.options.wavetrend_trends === 'true' || s.options.wavetrend_trends === true) + + if (s.options.wavetrend_trends === true) { + if (wto > prev_wto) { + if (s.trend === 'down' && s.buy_signal_close < s.period.close) { + //console.log('\n') + //console.log(s.period.hcl3, s.period.wto, s.lookback[0].wto, s.buy_signal_close) + //console.log('trend reversal, we should sell') + s.signal = 'sell' + s.sell_signal_close = s.period.close + } + s.trend = 'up' + } + if (wto < prev_wto) { + if (s.trend === 'up' && s.sell_signal_close > s.period.close) { + //console.log('\n') + //console.log(s.period.hcl3, s.period.wto, s.lookback[0].wto, s.sell_signal_close) + //console.log('trend reversal, we should buy') + s.signal = 'buy' + s.buy_signal_close = s.period.close + } + s.trend = 'down' + } + } + if (s.options.wavetrend_trends === false) { + if ((wto < s.options.wavetrend_overbought_2) && (prev_wto < s.options.wavetrend_overbought_2)) { + s.sell_pct = 99 + //console.log('\n') + //console.log(prev_wto, wto, prev_hcl3, hcl3, prev_ema, ema) + //console.log('trend reversal, we should sell') + if (prev_wto > wto && prev_hcl3 > hcl3 && prev_ema > ema) { + if (s.trend === 'down' && s.buy_signal_close < s.period.close) { + s.signal = 'sell' + s.sell_signal_close = s.period.close + } + s.trend = 'up' + } + } + else if ((wto > s.options.wavetrend_oversold_2) && (prev_wto > s.options.wavetrend_oversold_2)) { + s.buy_pct = 99 + //console.log('\n') + //console.log(prev_wto, wto, prev_hcl3, hcl3, prev_ema, ema) + //console.log('trend reversal, we should buy') + if (prev_wto < wto && prev_hcl3 < hcl3 && prev_ema < ema) { + if (s.trend === 'up' && s.sell_signal_close > s.period.close) { + s.signal = 'buy' + s.buy_signal_close = s.period.close + } + s.trend = 'down' + } + } + else if ((wto < s.options.wavetrend_overbought_1) && (prev_wto < s.options.wavetrend_overbought_1)) { + s.sell_pct = 5 + //console.log('\n') + //console.log(prev_wto, wto, prev_hcl3, hcl3, prev_ema, ema) + //console.log('trend reversal, we should sell') + if (prev_wto > wto && prev_hcl3 > hcl3 && prev_ema > ema) { + if (s.trend === 'down' && s.buy_signal_close < s.period.close) { + s.signal = 'sell' + s.sell_signal_close = s.period.close + } + s.trend = 'up' + } + } + else if ((wto > s.options.wavetrend_oversold_1) && (prev_wto > s.options.wavetrend_oversold_1)) { + s.buy_pct = 5 + //console.log('\n') + //console.log(prev_wto, wto, prev_hcl3, hcl3, prev_ema, ema) + //console.log('trend reversal, we should buy') + if (prev_wto < wto && prev_hcl3 < hcl3 && prev_ema < ema) { + if (s.trend === 'up' && s.sell_signal_close > s.period.close) { + s.signal = 'buy' + s.buy_signal_close = s.period.close + } + s.trend = 'down' + } + } + else { + s.sell_pct = 1 + s.buy_pct = 1 + if (wto > prev_wto) { + if (s.trend === 'down' && s.buy_signal_close < s.period.close) { + //console.log('\n') + //console.log(s.period.hcl3, s.period.wto, s.lookback[0].wto, s.buy_signal_close) + //console.log('trend reversal, we should sell') + s.signal = 'sell' + s.sell_signal_close = s.period.close + } + s.trend = 'up' + } + if (wto < prev_wto) { + if (s.trend === 'up' && s.sell_signal_close > s.period.close) { + //console.log('\n') + //console.log(s.period.hcl3, s.period.wto, s.lookback[0].wto, s.sell_signal_close) + //console.log('trend reversal, we should buy') + s.signal = 'buy' + s.buy_signal_close = s.period.close + } + s.trend = 'down' + } + } + } + } + cb() + }, + + onReport: function (s) { + var cols = [] + if (s.period.wto) { + var color = 'grey' + if (s.period.hcl3 > s.lookback[0].hcl3) { + color = 'green' + } else if (s.period.hcl3 < s.lookback[0].hcl3) { + color = 'red' + } + cols.push(z(8, n(s.period.hcl3).format('+00.0000'), ' ')[color]) + cols.push(z(8, n(s.period.wto).format('00'), ' ').cyan) + cols.push(z(8, n(s.lookback[0].wto).format('00'), ' ').cyan) + } + else { + cols.push(' ') + } + return cols + } + } +} diff --git a/lib/_codemap.js b/lib/_codemap.js index 5a12baf75f..a8966cadea 100644 --- a/lib/_codemap.js +++ b/lib/_codemap.js @@ -24,5 +24,6 @@ module.exports = { 'collection-service': require('./services/collection-service'), 'cmf': require('./cmf'), 'bollinger': require('./bollinger'), + 'wto': require('./wto'), 'momentum': require('./momentum') } diff --git a/lib/engine.js b/lib/engine.js index d69b406045..450bc4eefb 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -1,4 +1,4 @@ -var tb = require('timebucket') +let tb = require('timebucket') , moment = require('moment') , z = require('zero-fill') , n = require('numbro') @@ -7,25 +7,25 @@ var tb = require('timebucket') , abbreviate = require('number-abbreviate') , readline = require('readline') -var nice_errors = new RegExp(/(slippage protection|loss protection)/) +let nice_errors = new RegExp(/(slippage protection|loss protection)/) module.exports = function container (get, set, clear) { - var c = get('conf') - var notify = get('lib.notify') + let c = get('conf') + let notify = get('lib.notify') return function (s) { - var so = s.options + let so = s.options s.exchange = get('exchanges.' + so.selector.exchange_id) s.product_id = so.selector.product_id s.asset = so.selector.asset s.currency = so.selector.currency s.asset_capital = 0 - + if (typeof so.period_length == 'undefined') so.period_length = so.period else so.period = so.period_length - - var products = s.exchange.getProducts() + + let products = s.exchange.getProducts() products.forEach(function (product) { if (product.asset === s.asset && product.currency === s.currency) { s.product = product @@ -47,7 +47,7 @@ module.exports = function container (get, set, clear) { function memDump () { if (!so.debug) return - var s_copy = JSON.parse(JSON.stringify(s)) + let s_copy = JSON.parse(JSON.stringify(s)) delete s_copy.options.mongo delete s_copy.lookback get('exchanges.list').forEach(function (x) { @@ -64,8 +64,8 @@ module.exports = function container (get, set, clear) { } } - var asset_col_width = 0 - var currency_col_width = 0 + let asset_col_width = 0 + let currency_col_width = 0 s.lookback = [] s.day_count = 1 s.my_trades = [] @@ -97,10 +97,10 @@ module.exports = function container (get, set, clear) { return !s.currency.match(/^BTC|ETH|XMR|USDT$/) } - var max_fc_width = 0 + let max_fc_width = 0 function fc (amt, omit_currency, color_trick, do_pad) { - var str - var fstr + let str + let fstr amt > 999 ? fstr = '0.00' : amt > 99 ? fstr = '0.000' : amt > 9 ? fstr = '0.0000' : @@ -127,7 +127,7 @@ module.exports = function container (get, set, clear) { } function initBuffer (trade) { - var d = tb(trade.time).resize(so.period_length) + let d = tb(trade.time).resize(so.period_length) s.period = { period_id: d.toString(), size: so.period_length, @@ -152,9 +152,9 @@ module.exports = function container (get, set, clear) { } function executeStop (do_sell_stop) { - var stop_signal + let stop_signal if (s.my_trades.length) { - var last_trade = s.my_trades[s.my_trades.length - 1] + let last_trade = s.my_trades[s.my_trades.length - 1] s.last_trade_worth = last_trade.type === 'buy' ? (s.period.close - last_trade.price) / last_trade.price : (last_trade.price - s.period.close) / last_trade.price if (!s.acted_on_stop) { if (last_trade.type === 'buy') { @@ -195,14 +195,14 @@ module.exports = function container (get, set, clear) { s.balance = balance s.exchange.getQuote({product_id: s.product_id}, function (err, quote) { if (err) return cb(err) - + if (!s.start_capital) { s.start_price = n(quote.ask).value() s.start_capital = n(s.balance.currency).add(n(s.balance.asset).multiply(quote.ask)).value() pushMessage('Balance ' + s.exchange.name.toUpperCase(), 'sync balance ' + s.start_capital + ' ' + s.currency + '\n') } - + s.asset_capital = n(s.balance.asset).multiply(quote.ask).value() cb() }) @@ -221,7 +221,7 @@ module.exports = function container (get, set, clear) { cancel_after: so.cancel_after || 'day' } } - var order = s[type + '_order'] + let order = s[type + '_order'] order.price = opts.price order.size = opts.size if (so.mode !== 'live') { @@ -233,7 +233,7 @@ module.exports = function container (get, set, clear) { order.product_id = s.product_id order.post_only = c.post_only msg('placing ' + type + ' order...') - var order_copy = JSON.parse(JSON.stringify(order)) + let order_copy = JSON.parse(JSON.stringify(order)) s.exchange[type](order_copy, function (err, api_order) { if (err) return cb(err) s.api_order = api_order @@ -253,7 +253,7 @@ module.exports = function container (get, set, clear) { msg('invalid price for ' + type + ', aborting') return cb(null, false) } - var err = new Error('\norder rejected') + err = new Error('\norder rejected') err.order = api_order return cb(err) } @@ -268,7 +268,7 @@ module.exports = function container (get, set, clear) { //console.log('\ncreated ' + order.status + ' ' + type + ' order: ' + fa(order.size) + ' at ' + fc(order.price) + ' (total ' + fc(n(order.price).multiply(order.size)) + ')\n') function cancelOrder (do_reorder) { msg('cancelling order') - s.exchange.cancelOrder({order_id: order.order_id, product_id: s.product_id}, function (err) { + s.exchange.cancelOrder({order_id: order.order_id, product_id: s.product_id}, function () { function checkHold () { s.exchange.getOrder({order_id: order.order_id, product_id: s.product_id}, function (err, api_order) { if (api_order) { @@ -278,7 +278,7 @@ module.exports = function container (get, set, clear) { } } syncBalance(function () { - var on_hold + let on_hold if (type === 'buy') on_hold = n(s.balance.currency).subtract(s.balance.currency_hold || 0).value() < n(order.price).multiply(order.remaining_size).value() else on_hold = n(s.balance.asset).subtract(s.balance.asset_hold || 0).value() < n(order.remaining_size).value() if (on_hold) { @@ -315,7 +315,7 @@ module.exports = function container (get, set, clear) { cb(null, order) }) } - if (order.status === 'rejected' && (order.reject_reason === 'post only' || api_order.reject_reason === 'post only')) { + if (order.status === 'rejected' && (order.reject_reason === 'post only' || api_order.reject_reason === 'post only')) { msg('post-only ' + type + ' failed, re-ordering') return cb(null, null) } @@ -329,7 +329,7 @@ module.exports = function container (get, set, clear) { err.desc = 'could not execute ' + type + ': error fetching quote' return cb(err) } - var marked_price + let marked_price if (type === 'buy') { marked_price = n(quote.bid).subtract(n(quote.bid).multiply(so.markdown_buy_pct / 100)).format((so.currency_increment !== null) ? so.currency_increment : s.product.increment, Math.floor) if (n(order.price).value() < marked_price) { @@ -391,7 +391,7 @@ module.exports = function container (get, set, clear) { // 8. if not filled after timer, repeat process // 9. if filled, record order stats function executeSignal (signal, _cb, size, is_reorder, is_taker) { - var size, price + let price delete s[(signal === 'buy' ? 'sell' : 'buy') + '_order'] s.last_signal = signal if (!is_reorder && s[signal + '_order']) { @@ -401,7 +401,7 @@ module.exports = function container (get, set, clear) { return } s.acted_on_trend = true - var cb = function (err, order) { + let cb = function (err, order) { if (!order) { if (signal === 'buy') delete s.buy_order else delete s.sell_order @@ -436,14 +436,14 @@ module.exports = function container (get, set, clear) { price = n(quote.bid).subtract(n(quote.bid).multiply(so.markdown_buy_pct / 100)).format(s.product.increment, Math.floor) if (!size) { if (so.mode === 'live' || so.mode === 'paper') { - var buy_pct = so.buy_pct + let buy_pct = so.buy_pct if(so.buy_max_amt){ // account for held assets as buy_max - var adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value() - var buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() + let adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value() + let buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() buy_pct = buy_max_as_pct }else{ // account for held assets as % - var held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value() - var to_buy_pct = n(so.buy_pct).subtract(held_pct).value() + let held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value() + let to_buy_pct = n(so.buy_pct).subtract(held_pct).value() buy_pct = to_buy_pct } if (so.order_type === 'maker') { @@ -461,9 +461,9 @@ module.exports = function container (get, set, clear) { size = s.product.max_size } if (s.buy_order && so.max_slippage_pct != null) { - var slippage = n(price).subtract(s.buy_order.orig_price).divide(s.buy_order.orig_price).multiply(100).value() + let slippage = n(price).subtract(s.buy_order.orig_price).divide(s.buy_order.orig_price).multiply(100).value() if (so.max_slippage_pct != null && slippage > so.max_slippage_pct) { - var err = new Error('\nslippage protection') + let err = new Error('\nslippage protection') err.desc = 'refusing to buy at ' + fc(price) + ', slippage of ' + pct(slippage / 100) return cb(err) } @@ -494,17 +494,17 @@ module.exports = function container (get, set, clear) { if (s.product.max_size && Number(size) > Number(s.product.max_size)) { size = s.product.max_size } - var sell_loss = s.last_buy_price ? (Number(price) - s.last_buy_price) / s.last_buy_price * -100 : null + let sell_loss = s.last_buy_price ? (Number(price) - s.last_buy_price) / s.last_buy_price * -100 : null if (so.max_sell_loss_pct != null && sell_loss > so.max_sell_loss_pct) { - var err = new Error('\nloss protection') + let err = new Error('\nloss protection') err.desc = 'refusing to sell at ' + fc(price) + ', sell loss of ' + pct(sell_loss / 100) return cb(err) } else { if (s.sell_order && so.max_slippage_pct != null) { - var slippage = n(s.sell_order.orig_price).subtract(price).divide(price).multiply(100).value() + let slippage = n(s.sell_order.orig_price).subtract(price).divide(price).multiply(100).value() if (slippage > so.max_slippage_pct) { - var err = new Error('\nslippage protection') + let err = new Error('\nslippage protection') err.desc = 'refusing to sell at ' + fc(price) + ', slippage of ' + pct(slippage / 100) return cb(err) } @@ -553,7 +553,7 @@ module.exports = function container (get, set, clear) { } // order timed out and needs adjusting msg(signal + ' order timed out, adjusting price') - var remaining_size = s[signal + '_order'] ? s[signal + '_order'].remaining_size : size + let remaining_size = s[signal + '_order'] ? s[signal + '_order'].remaining_size : size if (remaining_size !== size) { msg('remaining size: ' + remaining_size) } @@ -565,7 +565,7 @@ module.exports = function container (get, set, clear) { } function executeOrder (trade) { - var price, fee = 0 + let price, fee = 0 if (!so.order_type) { so.order_type = 'maker' } @@ -575,16 +575,16 @@ module.exports = function container (get, set, clear) { price = s.buy_order.price if (so.mode !== 'live') { s.balance.asset = n(s.balance.asset).add(s.buy_order.size).format('0.00000000') - var total = n(price).multiply(s.buy_order.size) + let total = n(price).multiply(s.buy_order.size) s.balance.currency = n(s.balance.currency).subtract(total).format('0.00000000') if (so.order_type === 'maker') { + price = n(s.buy_order.price).add(n(s.buy_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') if (s.exchange.makerFee) { fee = n(s.buy_order.size).multiply(s.exchange.makerFee / 100).value() s.balance.asset = n(s.balance.asset).subtract(fee).format('0.00000000') } } if (so.order_type === 'taker') { - price = n(s.buy_order.price).add(n(s.buy_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') if (s.exchange.takerFee) { fee = n(s.buy_order.size).multiply(s.exchange.takerFee / 100).value() s.balance.asset = n(s.balance.asset).subtract(fee).format('0.00000000') @@ -592,7 +592,7 @@ module.exports = function container (get, set, clear) { } } s.action = 'bought' - var my_trade = { + let my_trade = { order_id: trade.order_id, time: trade.time, execution_time: trade.time - s.buy_order.orig_time, @@ -606,7 +606,7 @@ module.exports = function container (get, set, clear) { } s.my_trades.push(my_trade) if (so.stats) { - order_complete = '\nbuy order completed at ' + moment(trade.time).format('YYYY-MM-DD HH:mm:ss') + ':\n\n' + fa(my_trade.size) + ' at ' + fc(my_trade.price) + '\ntotal ' + fc(my_trade.size * my_trade.price) + '\n' + n(my_trade.slippage).format('0.0000%') + ' slippage (orig. price ' + fc(s.buy_order.orig_price) + ')\nexecution: ' + moment.duration(my_trade.execution_time).humanize() + '\n' + let order_complete = '\nbuy order completed at ' + moment(trade.time).format('YYYY-MM-DD HH:mm:ss') + ':\n\n' + fa(my_trade.size) + ' at ' + fc(my_trade.price) + '\ntotal ' + fc(my_trade.size * my_trade.price) + '\n' + n(my_trade.slippage).format('0.0000%') + ' slippage (orig. price ' + fc(s.buy_order.orig_price) + ')\nexecution: ' + moment.duration(my_trade.execution_time).humanize() + '\n' console.log((order_complete).cyan) pushMessage('Buy ' + s.exchange.name.toUpperCase(), order_complete) } @@ -626,16 +626,16 @@ module.exports = function container (get, set, clear) { price = s.sell_order.price if (so.mode !== 'live') { s.balance.asset = n(s.balance.asset).subtract(s.sell_order.size).value() - var total = n(price).multiply(s.sell_order.size) + let total = n(price).multiply(s.sell_order.size) s.balance.currency = n(s.balance.currency).add(total).value() if (so.order_type === 'maker') { + price = n(s.sell_order.price).subtract(n(s.sell_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') if (s.exchange.makerFee) { fee = n(s.sell_order.size).multiply(s.exchange.makerFee / 100).multiply(price).value() s.balance.currency = n(s.balance.currency).subtract(fee).format('0.00000000') } } if (so.order_type === 'taker') { - price = n(s.sell_order.price).subtract(n(s.sell_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') if (s.exchange.takerFee) { fee = n(s.sell_order.size).multiply(s.exchange.takerFee / 100).multiply(price).value() s.balance.currency = n(s.balance.currency).subtract(fee).format('0.00000000') @@ -643,7 +643,7 @@ module.exports = function container (get, set, clear) { } } s.action = 'sold' - var my_trade = { + let my_trade = { order_id: trade.order_id, time: trade.time, execution_time: trade.time - s.sell_order.orig_time, @@ -656,7 +656,7 @@ module.exports = function container (get, set, clear) { } s.my_trades.push(my_trade) if (so.stats) { - order_complete = '\nsell order completed at ' + moment(trade.time).format('YYYY-MM-DD HH:mm:ss') + ':\n\n' + fa(my_trade.size) + ' at ' + fc(my_trade.price) + '\ntotal ' + fc(my_trade.size * my_trade.price) + '\n' + n(my_trade.slippage).format('0.0000%') + ' slippage (orig. price ' + fc(s.sell_order.orig_price) + ')\nexecution: ' + moment.duration(my_trade.execution_time).humanize() + '\n' + let order_complete = '\nsell order completed at ' + moment(trade.time).format('YYYY-MM-DD HH:mm:ss') + ':\n\n' + fa(my_trade.size) + ' at ' + fc(my_trade.price) + '\ntotal ' + fc(my_trade.size * my_trade.price) + '\n' + n(my_trade.slippage).format('0.0000%') + ' slippage (orig. price ' + fc(s.sell_order.orig_price) + ')\nexecution: ' + moment.duration(my_trade.execution_time).humanize() + '\n' console.log((order_complete).cyan) pushMessage('Sell ' + s.exchange.name.toUpperCase(), order_complete) } @@ -707,22 +707,22 @@ module.exports = function container (get, set, clear) { process.stdout.write(moment(is_progress ? s.period.close_time : tb(s.period.time).resize(so.period_length).add(1).toMilliseconds()).format('YYYY-MM-DD HH:mm:ss')[is_progress && !blink_off ? 'bgBlue' : 'grey']) process.stdout.write(' ' + fc(s.period.close, true, true, true) + ' ' + s.product_id.grey) if (s.lookback[0]) { - var diff = (s.period.close - s.lookback[0].close) / s.lookback[0].close + let diff = (s.period.close - s.lookback[0].close) / s.lookback[0].close process.stdout.write(z(8, pct(diff), ' ')[diff >= 0 ? 'green' : 'red']) } else { process.stdout.write(z(9, '', ' ')) } - var volume_display = s.period.volume > 99999 ? abbreviate(s.period.volume, 2) : n(s.period.volume).format('0') + let volume_display = s.period.volume > 99999 ? abbreviate(s.period.volume, 2) : n(s.period.volume).format('0') volume_display = z(8, volume_display, ' ') if (volume_display.indexOf('.') === -1) volume_display = ' ' + volume_display process.stdout.write(volume_display[is_progress && blink_off ? 'cyan' : 'grey']) get('lib.rsi')(s, 'rsi', so.rsi_periods) if (typeof s.period.rsi === 'number') { - var half = 5 - var bar = '' - var stars = 0 - var rsi = s.period.rsi.toString() + let half = 5 + let bar = '' + let stars = 0 + let rsi = s.period.rsi.toString() if (s.period.rsi >= 50) { stars = Math.min(Math.round(((s.period.rsi - 50) / 50) * half) + 1, half) bar += ' '.repeat(half - (rsi < 100 ? 3 : 4)) @@ -744,7 +744,7 @@ module.exports = function container (get, set, clear) { process.stdout.write(' '.repeat(11)) } if (s.strategy.onReport) { - var cols = s.strategy.onReport.call(s.ctx, s) + let cols = s.strategy.onReport.call(s.ctx, s) cols.forEach(function (col) { process.stdout.write(col) }) @@ -767,20 +767,20 @@ module.exports = function container (get, set, clear) { else { process.stdout.write(z(9, '', ' ')) } - var orig_capital = s.orig_capital || s.start_capital - var orig_price = s.orig_price || s.start_price + let orig_capital = s.orig_capital || s.start_capital + let orig_price = s.orig_price || s.start_price if (orig_capital) { - var asset_col = n(s.balance.asset).format(s.asset === 'BTC' ? '0.00000' : '0.00000000') + ' ' + s.asset + let asset_col = n(s.balance.asset).format(s.asset === 'BTC' ? '0.00000' : '0.00000000') + ' ' + s.asset asset_col_width = Math.max(asset_col.length + 1, asset_col_width) process.stdout.write(z(asset_col_width, asset_col, ' ').white) - var currency_col = n(s.balance.currency).format(isFiat() ? '0.00' : '0.00000000') + ' ' + s.currency + let currency_col = n(s.balance.currency).format(isFiat() ? '0.00' : '0.00000000') + ' ' + s.currency currency_col_width = Math.max(currency_col.length + 1, currency_col_width) process.stdout.write(z(currency_col_width, currency_col, ' ').yellow) - var consolidated = n(s.balance.currency).add(n(s.period.close).multiply(s.balance.asset)).value() - var profit = (consolidated - orig_capital) / orig_capital + let consolidated = n(s.balance.currency).add(n(s.period.close).multiply(s.balance.asset)).value() + let profit = (consolidated - orig_capital) / orig_capital process.stdout.write(z(8, pct(profit), ' ')[profit >= 0 ? 'green' : 'red']) - var buy_hold = s.period.close * (orig_capital / orig_price) - var over_buy_hold_pct = (consolidated - buy_hold) / buy_hold + let buy_hold = s.period.close * (orig_capital / orig_price) + let over_buy_hold_pct = (consolidated - buy_hold) / buy_hold process.stdout.write(z(8, pct(over_buy_hold_pct), ' ')[over_buy_hold_pct >= 0 ? 'green' : 'red']) } if (!is_progress) { @@ -811,13 +811,13 @@ module.exports = function container (get, set, clear) { if (a.time > b.time) return 1 return 0 }) - var tasks = trades.map(function (trade) { + let tasks = trades.map(function (trade) { return function (done) { if (s.period && trade.time < s.period.time) { return done() } - var period_id = tb(trade.time).resize(so.period_length).toString() - var day = tb(trade.time).resize('1d') + let period_id = tb(trade.time).resize(so.period_length).toString() + let day = tb(trade.time).resize('1d') if (s.last_day && s.last_day.toString() && day.toString() !== s.last_day.toString()) { s.day_count++ } diff --git a/lib/wto.js b/lib/wto.js new file mode 100644 index 0000000000..58afafc25a --- /dev/null +++ b/lib/wto.js @@ -0,0 +1,40 @@ +module.exports = function container (get, set, clear) { + return function wto (s, key, length, source_key) { + if (!source_key) source_key = 'close' + + let ema = function(x, y, p) { + let alpha = (2 / (y + 1) ) + let ema = (x - p) * alpha + p + return ema + } + + if (!s.period['wto_d']) s.period['wto_d'] = 0 + if (!s.period['wto_esa']) s.period['wto_esa'] = 0 + if (!s.period[key]) s.period[key] = 0 + + if (s.lookback.length >= length) { + let ap = (s.period['close'] + s.period['high'] + s.period['low']) / 3 + s.period['hcl3'] = ap + + var prev_esa = s.lookback[0]['wto_esa'] + if (typeof prev_esa !== 'undefined' && ! isNaN(prev_esa)) { + let esa = ema(ap, length, prev_esa) + s.period['wto_esa'] = esa + + var prev_d = s.lookback[0]['wto_d'] + if (typeof prev_d !== 'undefined' && ! isNaN(prev_d)) { + let d = ema(Math.abs(ap - esa), length, prev_d) + s.period['wto_d'] = d + + let ci = (ap - esa) / (0.015 * d) + + var prev_tci = s.lookback[0][key] + if (typeof prev_tci !== 'undefined' && ! isNaN(prev_tci)) { + let tci = ema(ci, s.options.wavetrend_average_length, prev_tci) + s.period[key] = tci + } + } + } + } + } +} From 927f519e6ab2205e20b6efaf09e3862d05f0ef6a Mon Sep 17 00:00:00 2001 From: Chase Date: Thu, 18 Jan 2018 01:25:21 +0100 Subject: [PATCH 048/236] Momentum: fix strat name (#1167) --- commands/sim.js | 8 +- extensions/strategies/momentum/strategy.js | 8 +- lib/momentum.js | 12 +- package-lock.json | 2388 +++++++++++++------- 4 files changed, 1637 insertions(+), 779 deletions(-) diff --git a/commands/sim.js b/commands/sim.js index 24ce6c620c..2f96ed0fab 100644 --- a/commands/sim.js +++ b/commands/sim.js @@ -50,13 +50,13 @@ module.exports = function container (get, set, clear) { }) if (so.start) { - so.start = moment(so.start, "YYYYMMDDhhmm").valueOf() + so.start = moment(so.start, 'YYYYMMDDhhmm').valueOf() if (so.days && !so.end) { so.end = tb(so.start).resize('1d').add(so.days).toMilliseconds() } } if (so.end) { - so.end = moment(so.end, "YYYYMMDDhhmm").valueOf() + so.end = moment(so.end, 'YYYYMMDDhhmm').valueOf() if (so.days && !so.start) { so.start = tb(so.end).resize('1d').subtract(so.days).toMilliseconds() } @@ -66,7 +66,7 @@ module.exports = function container (get, set, clear) { so.start = d.subtract(so.days).toMilliseconds() } so.days = moment(so.end).diff(moment(so.start), 'days') - + so.stats = !!cmd.enable_stats so.show_options = !cmd.disable_options so.verbose = !!cmd.verbose @@ -219,7 +219,7 @@ module.exports = function container (get, set, clear) { } engine.update(trades, function (err) { if (err) throw err - if (reversing) { + if (reversing) { cursor = trades[trades.length - 1].orig_time } else { diff --git a/extensions/strategies/momentum/strategy.js b/extensions/strategies/momentum/strategy.js index 2a27777b68..c9f3427a6a 100644 --- a/extensions/strategies/momentum/strategy.js +++ b/extensions/strategies/momentum/strategy.js @@ -3,7 +3,7 @@ let z = require('zero-fill') module.exports = function container(get, set, clear) { return { - name: 'Momentum', + name: 'momentum', description: 'MOM = Close(Period) - Close(Length)', getOptions: function () { @@ -32,16 +32,16 @@ module.exports = function container(get, set, clear) { }, onReport: function (s) { - var cols = [] + let cols = [], color if (s.period.mom0 != null) { - var color = s.period.mom0 < 0 ? 'red' : s.period.mom0 > 0 ? 'green' : 'grey' + color = s.period.mom0 < 0 ? 'red' : s.period.mom0 > 0 ? 'green' : 'grey' cols.push(z(5, n(s.period.mom0).format('000'), ' ')[color]) } else { cols.push(' '.repeat(5)) } if (s.period.mom1 != null) { - var color = s.period.mom1 < 0 ? 'red' : s.period.mom1 > 0 ? 'green' : 'grey' + color = s.period.mom1 < 0 ? 'red' : s.period.mom1 > 0 ? 'green' : 'grey' cols.push(z(5, n(s.period.mom1).format('000'), ' ')[color]) } else { cols.push(' '.repeat(5)) diff --git a/lib/momentum.js b/lib/momentum.js index 9f96daf002..0555b6744e 100644 --- a/lib/momentum.js +++ b/lib/momentum.js @@ -1,9 +1,9 @@ module.exports = function container(get, set, clear) { - return function momentum(s, key, length) { - if (s.period == null || s.lookback == null || s.lookback.length < length) { - s.period[key] = 0 - } else { - s.period[key] = s.period.close - s.lookback[length - 1].close - } + return function momentum(s, key, length) { + if (s.period == null || s.lookback == null || s.lookback.length < length) { + s.period[key] = 0 + } else { + s.period[key] = s.period.close - s.lookback[length - 1].close } + } } diff --git a/package-lock.json b/package-lock.json index e4743a0d5d..6b568e6980 100644 --- a/package-lock.json +++ b/package-lock.json @@ -68,15 +68,6 @@ "ltx": "2.7.1" } }, - "JSONStream": { - "version": "1.3.2", - "resolved": "https://registry.npmjs.org/JSONStream/-/JSONStream-1.3.2.tgz", - "integrity": "sha1-wQI3G27Dp887hHygDCC7D85Mbeo=", - "requires": { - "jsonparse": "1.3.1", - "through": "2.3.8" - } - }, "abbrev": { "version": "1.1.1", "resolved": "https://registry.npmjs.org/abbrev/-/abbrev-1.1.1.tgz", @@ -1049,6 +1040,23 @@ "request": "2.76.0", "request-promise": "4.2.2", "ws": "3.3.3" + }, + "dependencies": { + "ultron": { + "version": "1.1.1", + "resolved": "https://registry.npmjs.org/ultron/-/ultron-1.1.1.tgz", + "integrity": "sha512-UIEXBNeYmKptWH6z8ZnqTeS8fV74zG0/eRU9VGkpzz+LIJNs8W/zM/L+7ctCkRrgbNnnR0xxw4bKOr0cW0N0Og==" + }, + "ws": { + "version": "3.3.3", + "resolved": "https://registry.npmjs.org/ws/-/ws-3.3.3.tgz", + "integrity": "sha512-nnWLa/NwZSt4KQJu51MYlCcSQ5g7INpOrOMt4XV8j4dqTXdmlUmSHQ8/oLC069ckre0fRsgfvsKwbTdtKLCDkA==", + "requires": { + "async-limiter": "1.0.0", + "safe-buffer": "5.1.1", + "ultron": "1.1.1" + } + } } }, "bitstamp": { @@ -1249,11 +1257,6 @@ "isarray": "1.0.0" } }, - "buffer-shims": { - "version": "1.0.0", - "resolved": "https://registry.npmjs.org/buffer-shims/-/buffer-shims-1.0.0.tgz", - "integrity": "sha1-mXjOMXOIxkmth5MCjDR37wRKi1E=" - }, "buffer-xor": { "version": "1.0.3", "resolved": "https://registry.npmjs.org/buffer-xor/-/buffer-xor-1.0.3.tgz", @@ -1529,10 +1532,25 @@ "safe-buffer": "5.1.1" } }, + "ultron": { + "version": "1.1.1", + "resolved": "https://registry.npmjs.org/ultron/-/ultron-1.1.1.tgz", + "integrity": "sha512-UIEXBNeYmKptWH6z8ZnqTeS8fV74zG0/eRU9VGkpzz+LIJNs8W/zM/L+7ctCkRrgbNnnR0xxw4bKOr0cW0N0Og==" + }, "underscore": { "version": "1.8.3", "resolved": "https://registry.npmjs.org/underscore/-/underscore-1.8.3.tgz", "integrity": "sha1-Tz+1OxBuYJf8+ctBCfKl6b36UCI=" + }, + "ws": { + "version": "3.3.3", + "resolved": "https://registry.npmjs.org/ws/-/ws-3.3.3.tgz", + "integrity": "sha512-nnWLa/NwZSt4KQJu51MYlCcSQ5g7INpOrOMt4XV8j4dqTXdmlUmSHQ8/oLC069ckre0fRsgfvsKwbTdtKLCDkA==", + "requires": { + "async-limiter": "1.0.0", + "safe-buffer": "5.1.1", + "ultron": "1.1.1" + } } } }, @@ -1699,6 +1717,14 @@ "shallow-clone": "0.1.2" } }, + "cloudscraper": { + "version": "1.4.1", + "resolved": "https://registry.npmjs.org/cloudscraper/-/cloudscraper-1.4.1.tgz", + "integrity": "sha1-8rRDHzFyhtgZsTVyZso0Y7ES68o=", + "requires": { + "request": "2.76.0" + } + }, "co": { "version": "4.6.0", "resolved": "https://registry.npmjs.org/co/-/co-4.6.0.tgz", @@ -2151,6 +2177,14 @@ "resolved": "https://registry.npmjs.org/decimal.js/-/decimal.js-9.0.1.tgz", "integrity": "sha512-2h0iKbJwnImBk4TGk7CG1xadoA0g3LDPlQhQzbZ221zvG0p2YVUedbKIPsOZXKZGx6YmZMJKYOalpCMxSdDqTQ==" }, + "decompress-response": { + "version": "3.3.0", + "resolved": "https://registry.npmjs.org/decompress-response/-/decompress-response-3.3.0.tgz", + "integrity": "sha1-gKTdMjdIOEv6JICDYirt7Jgq3/M=", + "requires": { + "mimic-response": "1.0.0" + } + }, "deep-is": { "version": "0.1.3", "resolved": "https://registry.npmjs.org/deep-is/-/deep-is-0.1.3.tgz", @@ -2260,10 +2294,10 @@ "resolved": "https://registry.npmjs.org/domain-browser/-/domain-browser-1.1.7.tgz", "integrity": "sha1-hnqksJP6oF8d4IwG9NeyH9+GmLw=" }, - 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}, "es6-set": { "version": "0.1.5", "resolved": "https://registry.npmjs.org/es6-set/-/es6-set-0.1.5.tgz", @@ -2688,20 +2717,6 @@ "es5-ext": "0.10.37" } }, - "event-stream": { - "version": "3.3.4", - "resolved": "https://registry.npmjs.org/event-stream/-/event-stream-3.3.4.tgz", - "integrity": "sha1-SrTJoPWlTbkzi0w02Gv86PSzVXE=", - "requires": { - "duplexer": "0.1.1", - "from": "0.1.7", - "map-stream": "0.1.0", - "pause-stream": "0.0.11", - "split": "0.3.3", - "stream-combiner": "0.0.4", - "through": "2.3.8" - } - }, "eventemitter3": { "version": "1.2.0", "resolved": "https://registry.npmjs.org/eventemitter3/-/eventemitter3-1.2.0.tgz", @@ -3087,11 +3102,6 @@ "resolved": "https://registry.npmjs.org/fresh/-/fresh-0.5.2.tgz", "integrity": "sha1-PYyt2Q2XZWn6g1qx+OSyOhBWBac=" }, - "from": { - "version": "0.1.7", - "resolved": "https://registry.npmjs.org/from/-/from-0.1.7.tgz", - "integrity": "sha1-g8YK/Fi5xWmXAH7Rp2izqzA6RP4=" - }, "fs.realpath": { "version": "1.0.0", "resolved": "https://registry.npmjs.org/fs.realpath/-/fs.realpath-1.0.0.tgz", @@ -3109,12 +3119,14 @@ "dependencies": { "abbrev": { "version": "1.1.0", - 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"bundled": true + "resolved": "https://registry.npmjs.org/typedarray/-/typedarray-0.0.6.tgz", + "integrity": "sha1-hnrHTjhkGHsdPUfZlqeOxciDB3c=" } } }, "duplexify": { "version": "3.5.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/duplexify/-/duplexify-3.5.0.tgz", + "integrity": "sha1-GqdzAC4VeEV+nZ1KULDMquvL1gQ=", "requires": { "end-of-stream": "1.0.0", "inherits": "2.0.3", @@ -6935,14 +7415,16 @@ "dependencies": { "end-of-stream": { "version": "1.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/end-of-stream/-/end-of-stream-1.0.0.tgz", + "integrity": "sha1-1FlucCc0qT5A6a+GQxnqvZn/Lw4=", "requires": { "once": "1.3.3" }, "dependencies": { "once": { "version": "1.3.3", - "bundled": true, + "resolved": "https://registry.npmjs.org/once/-/once-1.3.3.tgz", + "integrity": "sha1-suJhVXzkwxTsgwTz+oJmPkKXyiA=", "requires": { "wrappy": "1.0.2" } @@ -6951,20 +7433,23 @@ }, "stream-shift": { "version": "1.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/stream-shift/-/stream-shift-1.0.0.tgz", + "integrity": "sha1-1cdSgl5TZ+eG944Y5EXqIjoVWVI=" } } }, "end-of-stream": { "version": "1.4.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/end-of-stream/-/end-of-stream-1.4.0.tgz", + "integrity": "sha1-epDYM+/abPpurA9JSduw+tOmMgY=", "requires": { "once": "1.4.0" } }, "flush-write-stream": { "version": "1.0.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/flush-write-stream/-/flush-write-stream-1.0.2.tgz", + "integrity": "sha1-yBuQ2HRnZvGmCaRoCZRsRd2K5Bc=", "requires": { "inherits": "2.0.3", "readable-stream": "2.3.2" @@ -6972,7 +7457,8 @@ }, "from2": { "version": "2.3.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/from2/-/from2-2.3.0.tgz", + "integrity": "sha1-i/tVAr3kpNNs/e6gB/zKIdfjgq8=", "requires": { "inherits": "2.0.3", "readable-stream": "2.3.2" @@ -6980,7 +7466,8 @@ }, "parallel-transform": { "version": "1.1.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/parallel-transform/-/parallel-transform-1.1.0.tgz", + "integrity": "sha1-1BDwZbBdojCB/NEPKIVMKb2jOwY=", "requires": { "cyclist": "0.2.2", "inherits": "2.0.3", @@ -6989,13 +7476,15 @@ "dependencies": { "cyclist": { "version": "0.2.2", - "bundled": true + "resolved": "https://registry.npmjs.org/cyclist/-/cyclist-0.2.2.tgz", + "integrity": "sha1-GzN5LhHpFKL9bW7WRHRkRE5fpkA=" } } }, "pump": { "version": "1.0.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/pump/-/pump-1.0.2.tgz", + "integrity": "sha1-Oz7mUS+U8OV1U4wXmV+fFpkKXVE=", "requires": { "end-of-stream": "1.4.0", "once": "1.4.0" @@ -7003,7 +7492,8 @@ }, "pumpify": { "version": "1.3.5", - "bundled": true, + "resolved": "https://registry.npmjs.org/pumpify/-/pumpify-1.3.5.tgz", + "integrity": "sha1-G2ccYZlAq8rqwK0OOjwWS+dgmTs=", "requires": { "duplexify": "3.5.0", "inherits": "2.0.3", @@ -7012,7 +7502,8 @@ }, "stream-each": { "version": "1.2.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/stream-each/-/stream-each-1.2.0.tgz", + "integrity": "sha1-HpXUdXP1gNgU3A/4zQ9m8c5TyZE=", "requires": { "end-of-stream": "1.4.0", "stream-shift": "1.0.0" @@ -7020,13 +7511,15 @@ "dependencies": { "stream-shift": { "version": "1.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/stream-shift/-/stream-shift-1.0.0.tgz", + "integrity": "sha1-1cdSgl5TZ+eG944Y5EXqIjoVWVI=" } } }, "through2": { "version": "2.0.3", - "bundled": true, + "resolved": "https://registry.npmjs.org/through2/-/through2-2.0.3.tgz", + "integrity": "sha1-AARWmzfHx0ujnEPzzteNGtlBQL4=", "requires": { "readable-stream": "2.3.2", "xtend": "4.0.1" @@ -7034,7 +7527,8 @@ "dependencies": { "xtend": { "version": "4.0.1", - "bundled": true + "resolved": "https://registry.npmjs.org/xtend/-/xtend-4.0.1.tgz", + "integrity": "sha1-pcbVMr5lbiPbgg77lDofBJmNY68=" } } } @@ -7042,20 +7536,23 @@ }, "mkdirp": { "version": "0.5.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/mkdirp/-/mkdirp-0.5.1.tgz", + "integrity": "sha1-MAV0OOrGz3+MR2fzhkjWaX11yQM=", "requires": { "minimist": "0.0.8" }, "dependencies": { "minimist": { "version": "0.0.8", - "bundled": true + "resolved": "https://registry.npmjs.org/minimist/-/minimist-0.0.8.tgz", + "integrity": "sha1-hX/Kv8M5fSYluCKCYuhqp6ARsF0=" } } }, "move-concurrently": { "version": "1.0.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/move-concurrently/-/move-concurrently-1.0.1.tgz", + "integrity": "sha1-viwAX9oy4LKa8fBdfEszIUxwH5I=", "requires": { "aproba": "1.1.2", "copy-concurrently": "1.0.3", @@ -7067,7 +7564,8 @@ "dependencies": { "copy-concurrently": { "version": "1.0.3", - "bundled": true, + "resolved": "https://registry.npmjs.org/copy-concurrently/-/copy-concurrently-1.0.3.tgz", + "integrity": "sha1-Rft4ZiSaHKiJqlcI5svSc+dbslA=", "requires": { "aproba": "1.1.2", "fs-write-stream-atomic": "1.0.10", @@ -7079,7 +7577,8 @@ }, "run-queue": { "version": "1.0.3", - "bundled": true, + "resolved": "https://registry.npmjs.org/run-queue/-/run-queue-1.0.3.tgz", + "integrity": "sha1-6Eg5bwV9Ij8kOGkkYY4laUFh7Ec=", "requires": { "aproba": "1.1.2" } @@ -7088,7 +7587,8 @@ }, "node-gyp": { "version": "3.6.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/node-gyp/-/node-gyp-3.6.2.tgz", + "integrity": "sha1-m/vlRWIoYoSDjnUOrAUpWFP6HGA=", "requires": { "fstream": "1.0.11", "glob": "7.1.2", @@ -7107,14 +7607,16 @@ "dependencies": { "minimatch": { "version": "3.0.4", - "bundled": true, + "resolved": "https://registry.npmjs.org/minimatch/-/minimatch-3.0.4.tgz", + "integrity": "sha512-yJHVQEhyqPLUTgt9B83PXu6W3rx4MvvHvSUvToogpwoGDOUQ+yDrR0HRot+yOCdCO7u4hX3pWft6kWBBcqh0UA==", "requires": { "brace-expansion": "1.1.8" }, "dependencies": { "brace-expansion": { "version": "1.1.8", - "bundled": true, + "resolved": "https://registry.npmjs.org/brace-expansion/-/brace-expansion-1.1.8.tgz", + "integrity": "sha1-wHshHHyVLsH479Uad+8NHTmQopI=", "requires": { "balanced-match": "1.0.0", "concat-map": "0.0.1" @@ -7122,11 +7624,13 @@ "dependencies": { "balanced-match": { "version": "1.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/balanced-match/-/balanced-match-1.0.0.tgz", + "integrity": "sha1-ibTRmasr7kneFk6gK4nORi1xt2c=" }, "concat-map": { "version": "0.0.1", - "bundled": true + "resolved": "https://registry.npmjs.org/concat-map/-/concat-map-0.0.1.tgz", + "integrity": "sha1-2Klr13/Wjfd5OnMDajug1UBdR3s=" } } } @@ -7134,7 +7638,8 @@ }, "nopt": { "version": "3.0.6", - "bundled": true, + "resolved": "https://registry.npmjs.org/nopt/-/nopt-3.0.6.tgz", + "integrity": "sha1-xkZdvwirzU2zWTF/eaxopkayj/k=", "requires": { "abbrev": "1.1.0" } @@ -7143,7 +7648,8 @@ }, "nopt": { "version": "4.0.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/nopt/-/nopt-4.0.1.tgz", + "integrity": "sha1-0NRoWv1UFRk8jHUFYC0NF81kR00=", "requires": { "abbrev": "1.1.0", "osenv": "0.1.4" @@ -7151,7 +7657,8 @@ }, "normalize-package-data": { "version": "2.4.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/normalize-package-data/-/normalize-package-data-2.4.0.tgz", + "integrity": "sha512-9jjUFbTPfEy3R/ad/2oNbKtW9Hgovl5O1FvFWKkKblNXoN/Oou6+9+KKohPK13Yc3/TyunyWhJp6gvRNR/PPAw==", "requires": { "hosted-git-info": "2.5.0", "is-builtin-module": "1.0.0", @@ -7161,14 +7668,16 @@ "dependencies": { "is-builtin-module": { "version": "1.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/is-builtin-module/-/is-builtin-module-1.0.0.tgz", + "integrity": "sha1-VAVy0096wxGfj3bDDLwbHgN6/74=", "requires": { "builtin-modules": "1.1.1" }, "dependencies": { "builtin-modules": { "version": "1.1.1", - "bundled": true + "resolved": "https://registry.npmjs.org/builtin-modules/-/builtin-modules-1.1.1.tgz", + "integrity": "sha1-Jw8HbFpywC9bZaR9+Uxf46J4iS8=" } } } @@ -7176,18 +7685,21 @@ }, "npm-cache-filename": { "version": "1.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/npm-cache-filename/-/npm-cache-filename-1.0.2.tgz", + "integrity": "sha1-3tMGxbC/yHCp6fr4I7xfKD4FrhE=" }, "npm-install-checks": { "version": "3.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/npm-install-checks/-/npm-install-checks-3.0.0.tgz", + "integrity": "sha1-1K7N/VGlPjcjt7L5Oy7ijjB7wNc=", "requires": { "semver": "5.3.0" } }, "npm-package-arg": { "version": "5.1.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/npm-package-arg/-/npm-package-arg-5.1.2.tgz", + "integrity": "sha512-wJBsrf0qpypPT7A0LART18hCdyhpCMxeTtcb0X4IZO2jsP6Om7EHN1d9KSKiqD+KVH030RVNpWS9thk+pb7wzA==", "requires": { "hosted-git-info": "2.5.0", "osenv": "0.1.4", @@ -7197,7 +7709,8 @@ }, "npm-registry-client": { "version": "8.4.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/npm-registry-client/-/npm-registry-client-8.4.0.tgz", + "integrity": "sha512-PVNfqq0lyRdFnE//nDmn3CC9uqTsr8Bya9KPLIevlXMfkP0m4RpCVyFFk0W1Gfx436kKwyhLA6J+lV+rgR81gQ==", "requires": { "concat-stream": "1.6.0", "graceful-fs": "4.1.11", @@ -7214,7 +7727,8 @@ "dependencies": { "concat-stream": { "version": "1.6.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/concat-stream/-/concat-stream-1.6.0.tgz", + "integrity": "sha1-CqxmL9Ur54lk1VMvaUeE5wEQrPc=", "requires": { "inherits": "2.0.3", "readable-stream": "2.3.2", @@ -7223,7 +7737,8 @@ "dependencies": { "typedarray": { "version": "0.0.6", - "bundled": true + "resolved": "https://registry.npmjs.org/typedarray/-/typedarray-0.0.6.tgz", + "integrity": "sha1-hnrHTjhkGHsdPUfZlqeOxciDB3c=" } } } @@ -7231,11 +7746,13 @@ }, "npm-user-validate": { "version": "1.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/npm-user-validate/-/npm-user-validate-1.0.0.tgz", + "integrity": "sha1-jOyg9c6gTU6TUZ73LQVXp1Ei6VE=" }, "npmlog": { "version": "4.1.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/npmlog/-/npmlog-4.1.2.tgz", + "integrity": "sha512-2uUqazuKlTaSI/dC8AzicUck7+IrEaOnN/e0jd3Xtt1KcGpwx30v50mL7oPyr/h9bL3E4aZccVwpwP+5W9Vjkg==", "requires": { "are-we-there-yet": "1.1.4", "console-control-strings": "1.1.0", @@ -7245,7 +7762,8 @@ "dependencies": { "are-we-there-yet": { "version": "1.1.4", - "bundled": true, + "resolved": "https://registry.npmjs.org/are-we-there-yet/-/are-we-there-yet-1.1.4.tgz", + "integrity": "sha1-u13KOCu5TwXhUZQ3PRb9O6HKEQ0=", "requires": { "delegates": "1.0.0", "readable-stream": "2.3.2" @@ -7253,17 +7771,20 @@ "dependencies": { "delegates": { "version": "1.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/delegates/-/delegates-1.0.0.tgz", + "integrity": "sha1-hMbhWbgZBP3KWaDvRM2HDTElD5o=" } } }, "console-control-strings": { "version": "1.1.0", - "bundled": true + "resolved": "https://registry.npmjs.org/console-control-strings/-/console-control-strings-1.1.0.tgz", + "integrity": "sha1-PXz0Rk22RG6mRL9LOVB/mFEAjo4=" }, "gauge": { "version": "2.7.4", - "bundled": true, + "resolved": "https://registry.npmjs.org/gauge/-/gauge-2.7.4.tgz", + "integrity": "sha1-LANAXHU4w51+s3sxcCLjJfsBi/c=", "requires": { "aproba": "1.1.2", "console-control-strings": "1.1.0", @@ -7277,15 +7798,18 @@ "dependencies": { "object-assign": { "version": "4.1.1", - "bundled": true + "resolved": "https://registry.npmjs.org/object-assign/-/object-assign-4.1.1.tgz", + "integrity": "sha1-IQmtx5ZYh8/AXLvUQsrIv7s2CGM=" }, "signal-exit": { "version": "3.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/signal-exit/-/signal-exit-3.0.2.tgz", + "integrity": "sha1-tf3AjxKH6hF4Yo5BXiUTK3NkbG0=" }, "string-width": { "version": "1.0.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/string-width/-/string-width-1.0.2.tgz", + "integrity": "sha1-EYvfW4zcUaKn5w0hHgfisLmxB9M=", "requires": { "code-point-at": "1.1.0", "is-fullwidth-code-point": "1.0.0", @@ -7294,18 +7818,21 @@ "dependencies": { "code-point-at": { "version": "1.1.0", - "bundled": true + "resolved": "https://registry.npmjs.org/code-point-at/-/code-point-at-1.1.0.tgz", + "integrity": "sha1-DQcLTQQ6W+ozovGkDi7bPZpMz3c=" }, "is-fullwidth-code-point": { "version": "1.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/is-fullwidth-code-point/-/is-fullwidth-code-point-1.0.0.tgz", + "integrity": "sha1-754xOG8DGn8NZDr4L95QxFfvAMs=", "requires": { "number-is-nan": "1.0.1" }, "dependencies": { "number-is-nan": { "version": "1.0.1", - "bundled": true + "resolved": "https://registry.npmjs.org/number-is-nan/-/number-is-nan-1.0.1.tgz", + "integrity": "sha1-CXtgK1NCKlIsGvuHkDGDNpQaAR0=" } } } @@ -7313,20 +7840,23 @@ }, "strip-ansi": { "version": "3.0.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-3.0.1.tgz", + "integrity": "sha1-ajhfuIU9lS1f8F0Oiq+UJ43GPc8=", "requires": { "ansi-regex": "2.1.1" }, "dependencies": { "ansi-regex": { "version": "2.1.1", - "bundled": true + "resolved": "https://registry.npmjs.org/ansi-regex/-/ansi-regex-2.1.1.tgz", + "integrity": "sha1-w7M6te42DYbg5ijwRorn7yfWVN8=" } } }, "wide-align": { "version": "1.1.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/wide-align/-/wide-align-1.1.2.tgz", + "integrity": "sha512-ijDLlyQ7s6x1JgCLur53osjm/UXUYD9+0PbYKrBsYisYXzCxN+HC3mYDNy/dWdmf3AwqwU3CXwDCvsNgGK1S0w==", "requires": { "string-width": "1.0.2" } @@ -7335,24 +7865,28 @@ }, "set-blocking": { "version": "2.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/set-blocking/-/set-blocking-2.0.0.tgz", + "integrity": "sha1-BF+XgtARrppoA93TgrJDkrPYkPc=" } } }, "once": { "version": "1.4.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/once/-/once-1.4.0.tgz", + "integrity": "sha1-WDsap3WWHUsROsF9nFC6753Xa9E=", "requires": { "wrappy": "1.0.2" } }, "opener": { "version": "1.4.3", - "bundled": true + "resolved": "https://registry.npmjs.org/opener/-/opener-1.4.3.tgz", + "integrity": "sha1-XG2ixdflgx6P+jlklQ+NZnSskLg=" }, "osenv": { "version": "0.1.4", - "bundled": true, + "resolved": "https://registry.npmjs.org/osenv/-/osenv-0.1.4.tgz", + "integrity": "sha1-Qv5tWVPfBsgGS+bxdsPQWqqjRkQ=", "requires": { "os-homedir": "1.0.2", "os-tmpdir": "1.0.2" @@ -7360,17 +7894,20 @@ "dependencies": { "os-homedir": { "version": "1.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/os-homedir/-/os-homedir-1.0.2.tgz", + "integrity": "sha1-/7xJiDNuDoM94MFox+8VISGqf7M=" }, "os-tmpdir": { "version": "1.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/os-tmpdir/-/os-tmpdir-1.0.2.tgz", + "integrity": "sha1-u+Z0BseaqFxc/sdm/lc0VV36EnQ=" } } }, "pacote": { "version": "2.7.38", - "bundled": true, + "resolved": "https://registry.npmjs.org/pacote/-/pacote-2.7.38.tgz", + "integrity": "sha512-XxHUyHQB7QCVBxoXeVu0yKxT+2PvJucsc0+1E+6f95lMUxEAYERgSAc71ckYXrYr35Ew3xFU/LrhdIK21GQFFA==", "requires": { "bluebird": "3.5.0", "cacache": "9.2.9", @@ -7397,7 +7934,8 @@ "dependencies": { "make-fetch-happen": { "version": "2.4.13", - "bundled": true, + "resolved": "https://registry.npmjs.org/make-fetch-happen/-/make-fetch-happen-2.4.13.tgz", + "integrity": "sha512-73CsTlMRSLdGr7VvOE8iYl/ejOSIxyfRYg7jZhepGGEqIlgdq6FLe2DEAI5bo813Jdg5fS/Ku62SRQ/UpT6NJA==", "requires": { "agentkeepalive": "3.3.0", "cacache": "9.2.9", @@ -7414,21 +7952,24 @@ "dependencies": { "agentkeepalive": { "version": "3.3.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/agentkeepalive/-/agentkeepalive-3.3.0.tgz", + "integrity": "sha512-9yhcpXti2ZQE7bxuCsjjWNIZoQOd9sZ1ZBovHG0YeCRohFv73SLvcm73PC9T3olM4GyozaQb+4MGdQpcD8m7NQ==", "requires": { "humanize-ms": "1.2.1" }, "dependencies": { "humanize-ms": { "version": "1.2.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/humanize-ms/-/humanize-ms-1.2.1.tgz", + "integrity": "sha1-xG4xWaKT9riW2ikxbYtv6Lt5u+0=", "requires": { "ms": "2.0.0" }, "dependencies": { "ms": { "version": "2.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/ms/-/ms-2.0.0.tgz", + "integrity": "sha1-VgiurfwAvmwpAd9fmGF4jeDVl8g=" } } } @@ -7436,11 +7977,13 @@ }, "http-cache-semantics": { "version": "3.7.3", - "bundled": true + "resolved": "https://registry.npmjs.org/http-cache-semantics/-/http-cache-semantics-3.7.3.tgz", + "integrity": "sha1-LzXFMuzSnx5UE7mvgztySjxvf3I=" }, "http-proxy-agent": { "version": "2.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/http-proxy-agent/-/http-proxy-agent-2.0.0.tgz", + "integrity": "sha1-RkgqLwUjpNYIJVFwn0acs+SoX/Q=", "requires": { "agent-base": "4.1.0", "debug": "2.6.8" @@ -7448,21 +7991,24 @@ "dependencies": { "agent-base": { "version": "4.1.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/agent-base/-/agent-base-4.1.0.tgz", + "integrity": "sha1-IOF0Ac1Js8B2v1akvGxbQ2/6jVU=", "requires": { "es6-promisify": "5.0.0" }, "dependencies": { "es6-promisify": { "version": "5.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/es6-promisify/-/es6-promisify-5.0.0.tgz", + "integrity": "sha1-UQnWLz5W6pZ8S2NQWu8IKRyKUgM=", "requires": { "es6-promise": "4.1.1" }, "dependencies": { "es6-promise": { "version": "4.1.1", - "bundled": true + "resolved": "https://registry.npmjs.org/es6-promise/-/es6-promise-4.1.1.tgz", + "integrity": "sha512-OaU1hHjgJf+b0NzsxCg7NdIYERD6Hy/PEmFLTjw+b65scuisG3Kt4QoTvJ66BBkPZ581gr0kpoVzKnxniM8nng==" } } } @@ -7470,14 +8016,16 @@ }, "debug": { "version": "2.6.8", - "bundled": true, + "resolved": "https://registry.npmjs.org/debug/-/debug-2.6.8.tgz", + "integrity": "sha1-5zFTHKLt4n0YgiJCfaF4IdaP9Pw=", "requires": { "ms": "2.0.0" }, "dependencies": { "ms": { "version": "2.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/ms/-/ms-2.0.0.tgz", + "integrity": "sha1-VgiurfwAvmwpAd9fmGF4jeDVl8g=" } } } @@ -7485,7 +8033,8 @@ }, "https-proxy-agent": { "version": "2.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/https-proxy-agent/-/https-proxy-agent-2.0.0.tgz", + "integrity": "sha1-/6pLb69YasNAwYoUBDHna31/KUQ=", "requires": { "agent-base": "4.1.0", "debug": "2.6.8" @@ -7493,21 +8042,24 @@ "dependencies": { "agent-base": { "version": "4.1.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/agent-base/-/agent-base-4.1.0.tgz", + "integrity": "sha1-IOF0Ac1Js8B2v1akvGxbQ2/6jVU=", "requires": { "es6-promisify": "5.0.0" }, "dependencies": { "es6-promisify": { "version": "5.0.0", - 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"bundled": true + "resolved": "https://registry.npmjs.org/balanced-match/-/balanced-match-1.0.0.tgz", + "integrity": "sha1-ibTRmasr7kneFk6gK4nORi1xt2c=" }, "concat-map": { "version": "0.0.1", - "bundled": true + "resolved": "https://registry.npmjs.org/concat-map/-/concat-map-0.0.1.tgz", + "integrity": "sha1-2Klr13/Wjfd5OnMDajug1UBdR3s=" } } } @@ -7646,7 +8216,8 @@ }, "npm-pick-manifest": { "version": "1.0.4", - "bundled": true, + "resolved": "https://registry.npmjs.org/npm-pick-manifest/-/npm-pick-manifest-1.0.4.tgz", + "integrity": "sha512-MKxNdeyOZysPRTTbHtW0M5Fw38Jo/3ARsoGw5qjCfS+XGjvNB/Gb4qtAZUFmKPM2mVum+eX559eHvKywU856BQ==", "requires": { "npm-package-arg": "5.1.2", "semver": "5.3.0" @@ -7654,7 +8225,8 @@ }, "promise-retry": { "version": "1.1.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/promise-retry/-/promise-retry-1.1.1.tgz", + "integrity": "sha1-ZznpaOMFHaIM5kl/srUPaRHfPW0=", "requires": { "err-code": "1.1.2", "retry": "0.10.1" @@ -7662,26 +8234,30 @@ "dependencies": { "err-code": { "version": "1.1.2", - "bundled": true + "resolved": "https://registry.npmjs.org/err-code/-/err-code-1.1.2.tgz", + "integrity": "sha1-BuARbTAo9q70gGhJ6w6mp0iuaWA=" } } }, "protoduck": { "version": "4.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/protoduck/-/protoduck-4.0.0.tgz", + "integrity": "sha1-/kh02MeRM2bP2erRJFOiLNNlf44=", "requires": { "genfun": "4.0.1" }, "dependencies": { "genfun": { "version": "4.0.1", - "bundled": true + "resolved": "https://registry.npmjs.org/genfun/-/genfun-4.0.1.tgz", + "integrity": "sha1-7RAEHy5KfxsKOEZtF6XD4n3x38E=" } } }, "tar-fs": { "version": "1.15.3", - "bundled": true, + "resolved": "https://registry.npmjs.org/tar-fs/-/tar-fs-1.15.3.tgz", + "integrity": "sha1-7M+TXpQUk9gVECjmNuUc5MPKfyA=", "requires": { "chownr": "1.0.1", "mkdirp": "0.5.1", @@ -7691,7 +8267,8 @@ "dependencies": { "pump": { "version": "1.0.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/pump/-/pump-1.0.2.tgz", + "integrity": "sha1-Oz7mUS+U8OV1U4wXmV+fFpkKXVE=", "requires": { "end-of-stream": "1.4.0", "once": "1.4.0" @@ -7699,7 +8276,8 @@ "dependencies": { "end-of-stream": { "version": "1.4.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/end-of-stream/-/end-of-stream-1.4.0.tgz", + "integrity": "sha1-epDYM+/abPpurA9JSduw+tOmMgY=", "requires": { "once": "1.4.0" } @@ -7710,7 +8288,8 @@ }, "tar-stream": { "version": "1.5.4", - "bundled": true, + "resolved": "https://registry.npmjs.org/tar-stream/-/tar-stream-1.5.4.tgz", + "integrity": "sha1-NlSc8E7RrumyowwBQyUiONr5QBY=", "requires": { "bl": "1.2.1", "end-of-stream": "1.4.0", @@ -7720,21 +8299,24 @@ "dependencies": { "bl": { "version": "1.2.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/bl/-/bl-1.2.1.tgz", + "integrity": "sha1-ysMo977kVzDUBLaSID/LWQ4XLV4=", "requires": { "readable-stream": "2.3.2" } }, "end-of-stream": { "version": "1.4.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/end-of-stream/-/end-of-stream-1.4.0.tgz", + "integrity": "sha1-epDYM+/abPpurA9JSduw+tOmMgY=", "requires": { "once": "1.4.0" } }, "xtend": { "version": "4.0.1", - "bundled": true + "resolved": "https://registry.npmjs.org/xtend/-/xtend-4.0.1.tgz", + "integrity": "sha1-pcbVMr5lbiPbgg77lDofBJmNY68=" } } } @@ -7742,35 +8324,41 @@ }, "path-is-inside": { "version": "1.0.2", - 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"bundled": true, + "resolved": "https://registry.npmjs.org/read-installed/-/read-installed-4.0.3.tgz", + "integrity": "sha1-/5uLZ/GH0eTCm5/rMfayI6zRkGc=", "requires": { "debuglog": "1.0.1", "graceful-fs": "4.1.11", @@ -7783,13 +8371,15 @@ "dependencies": { "util-extend": { "version": "1.0.3", - "bundled": true + "resolved": "https://registry.npmjs.org/util-extend/-/util-extend-1.0.3.tgz", + "integrity": "sha1-p8IW0mdUUWljeztu3GypEZ4v+T8=" } } }, "read-package-json": { "version": "2.0.9", - "bundled": true, + "resolved": "https://registry.npmjs.org/read-package-json/-/read-package-json-2.0.9.tgz", + "integrity": "sha512-vuV8p921IgyelL4UOKv3FsRuRZSaRn30HanLAOKargsr8TbBEq+I3MgloSRXYuKhNdYP1wlEGilMWAIayA2RFg==", "requires": { "glob": "7.1.2", "graceful-fs": "4.1.11", @@ -7799,14 +8389,16 @@ "dependencies": { "json-parse-helpfulerror": { "version": "1.0.3", - "bundled": true, + "resolved": "https://registry.npmjs.org/json-parse-helpfulerror/-/json-parse-helpfulerror-1.0.3.tgz", + "integrity": "sha1-E/FM4C7tTpgSl7ZOueO5MuLdE9w=", "requires": { "jju": "1.3.0" }, "dependencies": { "jju": { "version": "1.3.0", - "bundled": true + "resolved": "https://registry.npmjs.org/jju/-/jju-1.3.0.tgz", + "integrity": "sha1-2t2e8BkkvHKLA/L3l5vb1i96Kqo=" } } } @@ -7814,7 +8406,8 @@ }, "read-package-tree": { "version": "5.1.6", - "bundled": true, + "resolved": "https://registry.npmjs.org/read-package-tree/-/read-package-tree-5.1.6.tgz", + "integrity": "sha512-FCX1aT3GWyY658wzDICef4p+n0dB+ENRct8E/Qyvppj6xVpOYerBHfUu7OP5Rt1/393Tdglguf5ju5DEX4wZNg==", "requires": { "debuglog": "1.0.1", "dezalgo": "1.0.3", @@ -7825,7 +8418,8 @@ }, "readable-stream": { "version": "2.3.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/readable-stream/-/readable-stream-2.3.2.tgz", + "integrity": "sha1-WgTfBeT1f+Pw3Gj90R3FyXx+b00=", "requires": { "core-util-is": "1.0.2", "inherits": "2.0.3", @@ -7838,32 +8432,38 @@ "dependencies": { "core-util-is": { "version": "1.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/core-util-is/-/core-util-is-1.0.2.tgz", + "integrity": "sha1-tf1UIgqivFq1eqtxQMlAdUUDwac=" }, "isarray": { "version": "1.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/isarray/-/isarray-1.0.0.tgz", + "integrity": "sha1-u5NdSFgsuhaMBoNJV6VKPgcSTxE=" }, "process-nextick-args": { "version": "1.0.7", - "bundled": true + "resolved": "https://registry.npmjs.org/process-nextick-args/-/process-nextick-args-1.0.7.tgz", + "integrity": "sha1-FQ4gt1ZZCtP5EJPyWk8q2L/zC6M=" }, "string_decoder": { "version": "1.0.3", - "bundled": true, + "resolved": "https://registry.npmjs.org/string_decoder/-/string_decoder-1.0.3.tgz", + "integrity": "sha512-4AH6Z5fzNNBcH+6XDMfA/BTt87skxqJlO0lAh3Dker5zThcAxG6mKz+iGu308UKoPPQ8Dcqx/4JhujzltRa+hQ==", "requires": { "safe-buffer": "5.1.1" } }, "util-deprecate": { "version": "1.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/util-deprecate/-/util-deprecate-1.0.2.tgz", + "integrity": "sha1-RQ1Nyfpw3nMnYvvS1KKJgUGaDM8=" } } }, "readdir-scoped-modules": { "version": "1.0.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/readdir-scoped-modules/-/readdir-scoped-modules-1.0.2.tgz", + "integrity": "sha1-n6+jfShr5dksuuve4DDcm19AZ0c=", "requires": { "debuglog": "1.0.1", "dezalgo": "1.0.3", @@ -7873,7 +8473,8 @@ }, "request": { "version": "2.81.0", - 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"bundled": true, + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-4.0.0.tgz", + "integrity": "sha1-qEeQIusaw2iocTibY1JixQXuNo8=", "requires": { "ansi-regex": "3.0.0" }, "dependencies": { "ansi-regex": { "version": "3.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/ansi-regex/-/ansi-regex-3.0.0.tgz", + "integrity": "sha1-7QMXwyIGT3lGbAKWa922Bas32Zg=" } } }, "tar": { "version": "2.2.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/tar/-/tar-2.2.1.tgz", + "integrity": "sha1-jk0qJWwOIYXGsYrWlK7JaLg8sdE=", "requires": { "block-stream": "0.0.9", "fstream": "1.0.11", @@ -8322,7 +8990,8 @@ "dependencies": { "block-stream": { "version": "0.0.9", - "bundled": true, + "resolved": "https://registry.npmjs.org/block-stream/-/block-stream-0.0.9.tgz", + "integrity": "sha1-E+v+d4oDIFz+A3UUgeu0szAMEmo=", "requires": { "inherits": "2.0.3" } @@ -8331,26 +9000,31 @@ }, "text-table": { "version": "0.2.0", - "bundled": true + "resolved": "https://registry.npmjs.org/text-table/-/text-table-0.2.0.tgz", + "integrity": "sha1-f17oI66AUgfACvLfSoTsP8+lcLQ=" }, "uid-number": { "version": "0.0.6", - 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"bundled": true, + "resolved": "https://registry.npmjs.org/url-parse-lax/-/url-parse-lax-1.0.0.tgz", + "integrity": "sha1-evjzA2Rem9eaJy56FKxovAYJ2nM=", "requires": { "prepend-http": "1.0.4" } }, "validate-npm-package-license": { "version": "3.0.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/validate-npm-package-license/-/validate-npm-package-license-3.0.1.tgz", + "integrity": "sha1-KAS6vnEq0zeUWaz74kdGqywwP7w=", "requires": { "spdx-correct": "1.0.2", "spdx-expression-parse": "1.0.4" @@ -9233,43 +10042,50 @@ }, "validate-npm-package-name": { "version": "3.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/validate-npm-package-name/-/validate-npm-package-name-3.0.0.tgz", + "integrity": "sha1-X6kS2B630MdK/BQN5zF/DKffQ34=", "requires": { "builtins": "1.0.3" } }, "which": { "version": "1.3.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/which/-/which-1.3.0.tgz", + "integrity": "sha512-xcJpopdamTuY5duC/KnTTNBraPK54YwpenP4lzxU8H91GudWpFv38u0CKjclE1Wi2EH2EDz5LRcHcKbCIzqGyg==", "requires": { "isexe": "2.0.0" } }, "which-module": { "version": "2.0.0", - 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"bundled": true, + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-3.0.1.tgz", + "integrity": "sha1-ajhfuIU9lS1f8F0Oiq+UJ43GPc8=", "requires": { "ansi-regex": "2.1.1" } @@ -9287,7 +10104,8 @@ }, "wrap-ansi": { "version": "2.1.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/wrap-ansi/-/wrap-ansi-2.1.0.tgz", + "integrity": "sha1-2Pw9KE3QV5T+hJc8rs3Rz4JP3YU=", "requires": { "string-width": "1.0.2", "strip-ansi": "3.0.1" @@ -9295,18 +10113,21 @@ "dependencies": { "ansi-regex": { "version": "2.1.1", - "bundled": true + "resolved": "https://registry.npmjs.org/ansi-regex/-/ansi-regex-2.1.1.tgz", + "integrity": "sha1-w7M6te42DYbg5ijwRorn7yfWVN8=" }, "is-fullwidth-code-point": { "version": "1.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/is-fullwidth-code-point/-/is-fullwidth-code-point-1.0.0.tgz", + "integrity": "sha1-754xOG8DGn8NZDr4L95QxFfvAMs=", "requires": { "number-is-nan": "1.0.1" } }, "string-width": { "version": "1.0.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/string-width/-/string-width-1.0.2.tgz", + "integrity": "sha1-EYvfW4zcUaKn5w0hHgfisLmxB9M=", "requires": { "code-point-at": "1.1.0", "is-fullwidth-code-point": "1.0.0", @@ -9315,7 +10136,8 @@ }, "strip-ansi": { "version": "3.0.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-3.0.1.tgz", + "integrity": "sha1-ajhfuIU9lS1f8F0Oiq+UJ43GPc8=", "requires": { "ansi-regex": "2.1.1" } @@ -9324,11 +10146,13 @@ }, "wrappy": { "version": "1.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/wrappy/-/wrappy-1.0.2.tgz", + "integrity": "sha1-tSQ9jz7BqjXxNkYFvA0QNuMKtp8=" }, "write-file-atomic": { "version": "2.3.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/write-file-atomic/-/write-file-atomic-2.3.0.tgz", + "integrity": "sha512-xuPeK4OdjWqtfi59ylvVL0Yn35SF3zgcAcv7rBPFHVaEapaDr4GdGgm3j7ckTwH9wHL7fGmgfAnb0+THrHb8tA==", "requires": { "graceful-fs": "4.1.11", "imurmurhash": "0.1.4", @@ -9337,19 +10161,23 @@ }, "xdg-basedir": { "version": "3.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/xdg-basedir/-/xdg-basedir-3.0.0.tgz", + "integrity": "sha1-SWsswQnsqNus/i3HK2A8F8WHCtQ=" }, "y18n": { "version": "3.2.1", - "bundled": true + "resolved": "https://registry.npmjs.org/y18n/-/y18n-3.2.1.tgz", + "integrity": "sha1-bRX7qITAhnnA136I53WegR4H+kE=" }, "yallist": { "version": "2.1.2", - "bundled": true + "resolved": "https://registry.npmjs.org/yallist/-/yallist-2.1.2.tgz", + "integrity": "sha1-HBH5IY8HYImkfdUS+TxmmaaoHVI=" }, "yargs": { "version": "8.0.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/yargs/-/yargs-8.0.2.tgz", + "integrity": "sha1-YpmpBVsc78lp/355wdkY3Osiw2A=", "requires": { "camelcase": "4.1.0", "cliui": "3.2.0", @@ -9368,7 +10196,8 @@ }, "yargs-parser": { "version": "7.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/yargs-parser/-/yargs-parser-7.0.0.tgz", + "integrity": "sha1-jQrELxbqVd69MyyvTEA4s+P139k=", "requires": { "camelcase": "4.1.0" } @@ -9524,6 +10353,11 @@ "os-tmpdir": "1.0.2" } }, + "p-cancelable": { + "version": "0.3.0", + "resolved": "https://registry.npmjs.org/p-cancelable/-/p-cancelable-0.3.0.tgz", + "integrity": "sha512-RVbZPLso8+jFeq1MfNvgXtCRED2raz/dKpacfTNxsx6pLEpEomM7gah6VeHSYV3+vo0OAi4MkArtQcWWXuQoyw==" + }, "p-finally": { "version": "1.0.0", "resolved": "https://registry.npmjs.org/p-finally/-/p-finally-1.0.0.tgz", @@ -9545,6 +10379,14 @@ "p-limit": "1.2.0" } }, + "p-timeout": { + "version": "1.2.1", + "resolved": "https://registry.npmjs.org/p-timeout/-/p-timeout-1.2.1.tgz", + "integrity": "sha1-XrOzU7f86Z8QGhA4iAuwVOu+o4Y=", + "requires": { + "p-finally": "1.0.0" + } + }, "p-try": { "version": "1.0.0", "resolved": "https://registry.npmjs.org/p-try/-/p-try-1.0.0.tgz", @@ -9658,14 +10500,6 @@ } } }, - "pause-stream": { - "version": "0.0.11", - "resolved": "https://registry.npmjs.org/pause-stream/-/pause-stream-0.0.11.tgz", - "integrity": "sha1-/lo0sMvOErWqaitAPuLnO2AvFEU=", - "requires": { - "through": "2.3.8" - } - }, "pbkdf2": { "version": "3.0.14", "resolved": "https://registry.npmjs.org/pbkdf2/-/pbkdf2-3.0.14.tgz", @@ -9721,9 +10555,9 @@ "dev": true }, "poloniex.js": { - "version": "0.0.7", - "resolved": "https://registry.npmjs.org/poloniex.js/-/poloniex.js-0.0.7.tgz", - "integrity": "sha1-B0crcBZtztjjaI0eqI7+3ZBrKeU=", + "version": "0.0.8", + "resolved": "https://registry.npmjs.org/poloniex.js/-/poloniex.js-0.0.8.tgz", + "integrity": "sha512-Rrv2dTaW4PeAaVBNvSiqCx8eSAMhgH66Ffd3kACEIX1Wj3EeoagR3dSpAU9IzmXfAZxXu0/3Fb4jXi8F/c8rDA==", "requires": { "nonce": "1.0.4", "request": "2.33.0" @@ -10612,11 +11446,11 @@ } }, "pump": { - "version": "1.0.3", - "resolved": "https://registry.npmjs.org/pump/-/pump-1.0.3.tgz", - "integrity": "sha512-8k0JupWme55+9tCVE+FS5ULT3K6AbgqrGa58lTT49RpyfwwcGedHqaC5LlQNdEAumn/wFsu6aPwkuPMioy8kqw==", + "version": "2.0.0", + "resolved": "https://registry.npmjs.org/pump/-/pump-2.0.0.tgz", + "integrity": "sha512-6MYypjOvtiXhBSTOD0Zs5eNjCGfnqi5mPsCsW+dgKTxrZzQMZQNpBo3XRkLx7id753f3EeyHLBqzqqUymIolgw==", "requires": { - "end-of-stream": "1.4.0", + "end-of-stream": "1.4.1", "once": "1.4.0" } }, @@ -10626,12 +11460,13 @@ "integrity": "sha1-wNWmOycYgArY4esPpSachN1BhF4=" }, "pushbullet": { - "version": "2.0.0", - "resolved": "https://registry.npmjs.org/pushbullet/-/pushbullet-2.0.0.tgz", - "integrity": "sha1-QvQjTm3RT/jyytFokDgbRloqIS8=", + "version": "2.1.0", + "resolved": "https://registry.npmjs.org/pushbullet/-/pushbullet-2.1.0.tgz", + "integrity": "sha512-kRuNGNIVVgZCNCL+27C7PDT/AYOluykgIr2azwDHY4Ne7EM1za/bM2tPOecNQPRCDr0Ix/1+F75HyijSV3aEQA==", "requires": { "clone": "2.1.1", "mime": "1.6.0", + "node-forge": "0.7.1", "request": "2.83.0", "websocket": "1.0.25" }, @@ -10727,6 +11562,11 @@ "sshpk": "1.13.1" } }, + "mime": { + "version": "1.6.0", + "resolved": "https://registry.npmjs.org/mime/-/mime-1.6.0.tgz", + "integrity": "sha512-x0Vn8spI+wuJ1O6S7gnbaQg8Pxh4NNHb7KSINmEWKiPE4RKOplvijn+NkmYmmRgP68mc70j2EbeTFRsrswaQeg==" + }, "qs": { "version": "6.5.1", "resolved": "https://registry.npmjs.org/qs/-/qs-6.5.1.tgz", @@ -11591,9 +12431,9 @@ "integrity": "sha1-2kL0l0DAtC2yypcoVxyxkMmO/qM=" }, "shelljs": { - "version": "0.7.8", - "resolved": "https://registry.npmjs.org/shelljs/-/shelljs-0.7.8.tgz", - "integrity": "sha1-3svPh0sNHl+3LhSxZKloMEjprLM=", + "version": "0.8.0", + "resolved": "https://registry.npmjs.org/shelljs/-/shelljs-0.8.0.tgz", + "integrity": "sha512-wb72o5SM27oFRq2mMeNSl70DVkkvwf3ZSgk9rvieRVz7xFMIQp02HYw0oxlZgeAWS+wzGB+jcJWQTF7hH9WIPg==", "dev": true, "requires": { "glob": "7.1.2", @@ -11611,6 +12451,14 @@ "resolved": "https://registry.npmjs.org/signal-exit/-/signal-exit-3.0.2.tgz", "integrity": "sha1-tf3AjxKH6hF4Yo5BXiUTK3NkbG0=" }, + "signalr-client": { + "version": "0.0.17", + "resolved": "https://registry.npmjs.org/signalr-client/-/signalr-client-0.0.17.tgz", + "integrity": "sha1-pSF383ziSOzIcibdEDxB/3DIKbE=", + "requires": { + "websocket": "1.0.25" + } + }, "simple-xmpp": { "version": "1.3.0", "resolved": "https://registry.npmjs.org/simple-xmpp/-/simple-xmpp-1.3.0.tgz", @@ -11723,14 +12571,6 @@ "resolved": "https://registry.npmjs.org/spdx-license-ids/-/spdx-license-ids-1.2.2.tgz", "integrity": "sha1-yd96NCRZSt5r0RkA1ZZpbcBrrFc=" }, - "split": { - "version": "0.3.3", - "resolved": "https://registry.npmjs.org/split/-/split-0.3.3.tgz", - "integrity": "sha1-zQ7qXmOiEd//frDwkcQTPi0N0o8=", - "requires": { - "through": "2.3.8" - } - }, "sprintf-js": { "version": "1.0.3", "resolved": "https://registry.npmjs.org/sprintf-js/-/sprintf-js-1.0.3.tgz", @@ -11798,14 +12638,6 @@ "readable-stream": "2.3.3" } }, - "stream-combiner": { - "version": "0.0.4", - "resolved": "https://registry.npmjs.org/stream-combiner/-/stream-combiner-0.0.4.tgz", - "integrity": "sha1-TV5DPBhSYd3mI8o/RMWGvPXErRQ=", - "requires": { - "duplexer": "0.1.1" - } - }, "stream-http": { "version": "2.7.2", "resolved": "https://registry.npmjs.org/stream-http/-/stream-http-2.7.2.tgz", @@ -11997,7 +12829,7 @@ "nan": "2.8.0", "node-gyp": "3.6.2", "npx": "9.7.1", - "source-map-support": "0.5.0", + "source-map-support": "0.5.1", "ts-node": "3.3.0", "tslint": "5.8.0", "typescript": "2.6.2" @@ -12009,9 +12841,9 @@ "integrity": "sha512-UjgapumWlbMhkBgzT7Ykc5YXUT46F0iKu8SGXq0bcwP5dz/h0Plj6enJqjz1Zbq2l5WaqYnrVbwWOWMyF3F47g==" }, "source-map-support": { - "version": "0.5.0", - "resolved": "https://registry.npmjs.org/source-map-support/-/source-map-support-0.5.0.tgz", - "integrity": "sha512-vUoN3I7fHQe0R/SJLKRdKYuEdRGogsviXFkHHo17AWaTGv17VLnxw+CFXvqy+y4ORZ3doWLQcxRYfwKrsd/H7Q==", + "version": "0.5.1", + "resolved": "https://registry.npmjs.org/source-map-support/-/source-map-support-0.5.1.tgz", + "integrity": "sha512-EZNecLNrsdRk9fcdOcjjy+Z/id7cr68sdmsYtR1gA45oQ81Ccea0UvM7DdSRblO0Ie5zWX31bvJTC7Y3QZVujg==", "requires": { "source-map": "0.6.1" } @@ -12042,7 +12874,8 @@ "through": { "version": "2.3.8", "resolved": "https://registry.npmjs.org/through/-/through-2.3.8.tgz", - "integrity": "sha1-DdTJ/6q8NXlgsbckEV1+Doai4fU=" + "integrity": "sha1-DdTJ/6q8NXlgsbckEV1+Doai4fU=", + "dev": true }, "timebucket": { "version": "0.4.0", @@ -12052,6 +12885,11 @@ "moment": "2.20.1" } }, + "timed-out": { + "version": "4.0.1", + "resolved": "https://registry.npmjs.org/timed-out/-/timed-out-4.0.1.tgz", + "integrity": "sha1-8y6srFoXW+ol1/q1Zas+2HQe9W8=" + }, "timers-browserify": { "version": "2.0.4", "resolved": "https://registry.npmjs.org/timers-browserify/-/timers-browserify-2.0.4.tgz", @@ -12438,8 +13276,28 @@ "loader-utils": "1.1.0", "mime": "1.6.0", "schema-utils": "0.3.0" + }, + "dependencies": { + "mime": { + "version": "1.6.0", + "resolved": "https://registry.npmjs.org/mime/-/mime-1.6.0.tgz", + "integrity": "sha512-x0Vn8spI+wuJ1O6S7gnbaQg8Pxh4NNHb7KSINmEWKiPE4RKOplvijn+NkmYmmRgP68mc70j2EbeTFRsrswaQeg==" + } } }, + "url-parse-lax": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/url-parse-lax/-/url-parse-lax-1.0.0.tgz", + "integrity": "sha1-evjzA2Rem9eaJy56FKxovAYJ2nM=", + "requires": { + "prepend-http": "1.0.4" + } + }, + "url-to-options": { + "version": "1.0.1", + "resolved": "https://registry.npmjs.org/url-to-options/-/url-to-options-1.0.1.tgz", + "integrity": "sha1-FQWgOiiaSMvXpDTvuu7FBV9WM6k=" + }, "util": { "version": "0.10.3", "resolved": "https://registry.npmjs.org/util/-/util-0.10.3.tgz", @@ -12835,9 +13693,9 @@ } }, "ws": { - "version": "3.3.3", - "resolved": "https://registry.npmjs.org/ws/-/ws-3.3.3.tgz", - "integrity": "sha512-nnWLa/NwZSt4KQJu51MYlCcSQ5g7INpOrOMt4XV8j4dqTXdmlUmSHQ8/oLC069ckre0fRsgfvsKwbTdtKLCDkA==", + "version": "4.0.0", + "resolved": "https://registry.npmjs.org/ws/-/ws-4.0.0.tgz", + "integrity": "sha512-QYslsH44bH8O7/W2815u5DpnCpXWpEK44FmaHffNwgJI4JMaSZONgPBTOfrxJ29mXKbXak+LsJ2uAkDTYq2ptQ==", "requires": { "async-limiter": "1.0.0", "safe-buffer": "5.1.1", From c6e6796b4f09923b26fd46d042814bc9b4974e39 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Thu, 18 Jan 2018 10:33:29 +0000 Subject: [PATCH 049/236] Exchanges: update-products 212 --- extensions/exchanges/bitfinex/products.json | 22 ++++++++++----------- extensions/exchanges/gdax/products.json | 8 ++++++++ 2 files changed, 19 insertions(+), 11 deletions(-) diff --git a/extensions/exchanges/bitfinex/products.json b/extensions/exchanges/bitfinex/products.json index 0049100c1c..c780a3dc5b 100644 --- a/extensions/exchanges/bitfinex/products.json +++ b/extensions/exchanges/bitfinex/products.json @@ -58,7 +58,7 @@ { "asset": "RRT", "currency": "USD", - "min_size": "72.0", + "min_size": "80.0", "max_size": "100000.0", "increment": "0.000001", "label": "RRT/USD" @@ -66,7 +66,7 @@ { "asset": "RRT", "currency": "BTC", - "min_size": "72.0", + "min_size": "80.0", "max_size": "100000.0", "increment": "0.000000001", "label": "RRT/BTC" @@ -474,7 +474,7 @@ { "asset": "GNT", "currency": "USD", - "min_size": "14.0", + "min_size": "16.0", "max_size": "200000.0", "increment": "0.00001", "label": "GNT/USD" @@ -482,7 +482,7 @@ { "asset": "GNT", "currency": "BTC", - "min_size": "14.0", + "min_size": "16.0", "max_size": "200000.0", "increment": "0.00000001", "label": "GNT/BTC" @@ -490,7 +490,7 @@ { "asset": "GNT", "currency": "ETH", - "min_size": "14.0", + "min_size": "16.0", "max_size": "200000.0", "increment": "0.00000001", "label": "GNT/ETH" @@ -578,7 +578,7 @@ { "asset": "FUN", "currency": "USD", - "min_size": "76.0", + "min_size": "108.0", "max_size": "200000.0", "increment": "0.000001", "label": "FUN/USD" @@ -586,7 +586,7 @@ { "asset": "FUN", "currency": "BTC", - "min_size": "76.0", + "min_size": "108.0", "max_size": "200000.0", "increment": "0.000000001", "label": "FUN/BTC" @@ -594,7 +594,7 @@ { "asset": "FUN", "currency": "ETH", - "min_size": "76.0", + "min_size": "108.0", "max_size": "200000.0", "increment": "0.000000001", "label": "FUN/ETH" @@ -626,7 +626,7 @@ { "asset": "TNB", "currency": "USD", - "min_size": "70.0", + "min_size": "104.0", "max_size": "200000.0", "increment": "0.000001", "label": "TNB/USD" @@ -634,7 +634,7 @@ { "asset": "TNB", "currency": "BTC", - "min_size": "70.0", + "min_size": "104.0", "max_size": "200000.0", "increment": "0.000000001", "label": "TNB/BTC" @@ -642,7 +642,7 @@ { "asset": "TNB", "currency": "ETH", - "min_size": "70.0", + "min_size": "104.0", "max_size": "200000.0", "increment": "0.000000001", "label": "TNB/ETH" diff --git a/extensions/exchanges/gdax/products.json b/extensions/exchanges/gdax/products.json index 0f943e7218..a44c2e61f7 100644 --- a/extensions/exchanges/gdax/products.json +++ b/extensions/exchanges/gdax/products.json @@ -1,4 +1,12 @@ [ + { + "asset": "BCH", + "currency": "BTC", + "min_size": "0.01", + "max_size": "200", + "increment": "0.00001", + "label": "BCH/BTC" + }, { "asset": "BCH", "currency": "USD", From 57c54a19838ed0a1b4575e73c64b88933d720776 Mon Sep 17 00:00:00 2001 From: aquamanjl <35556329+aquamanjl@users.noreply.github.com> Date: Thu, 18 Jan 2018 06:04:31 -0500 Subject: [PATCH 050/236] Fix for RSI returning NaN values (#1168) * Fixed RSI indicator returning NaN value. Added test cases * Added test cases for RSI indicator --- lib/rsi.js | 11 +++-- test/lib/rsi.test.js | 110 +++++++++++++++++++++++++++++++++++++++++++ 2 files changed, 118 insertions(+), 3 deletions(-) create mode 100644 test/lib/rsi.test.js diff --git a/lib/rsi.js b/lib/rsi.js index 22fb28549d..5e2ca519ef 100644 --- a/lib/rsi.js +++ b/lib/rsi.js @@ -27,8 +27,13 @@ module.exports = function container (get, set, clear) { var current_loss = s.lookback[0].close - s.period.close s.period[key + '_avg_loss'] = ((avg_loss * (length - 1)) + (current_loss > 0 ? current_loss : 0)) / length } - var rs = s.period[key + '_avg_gain'] / s.period[key + '_avg_loss'] - s.period[key] = Math.round(100 - (100 / (1 + rs))) + + if(s.period[key + '_avg_loss'] == 0) { + s.period[key] = 100 + } else { + var rs = s.period[key + '_avg_gain'] / s.period[key + '_avg_loss'] + s.period[key] = Math.round(100 - (100 / (1 + rs))) + } } } -} \ No newline at end of file +} diff --git a/test/lib/rsi.test.js b/test/lib/rsi.test.js new file mode 100644 index 0000000000..e7f79d9351 --- /dev/null +++ b/test/lib/rsi.test.js @@ -0,0 +1,110 @@ +var RSI = require('../../lib/rsi'); + +describe('RSI (Relative Strength Index)', function () { + + it('should calculate RSI with default period', function () { + (RSI())(normalData, 'rsi', 14) + + expect(normalData.period.rsi).toEqual(32) + }) + + it('should set RSI to 100 when there is no losses for the entire period', function() { + (RSI())(noLossData, 'rsi', 14) + + expect(noLossData.period.rsi).toEqual(100) + }) + + it('should set RSI to 0 when there is no gains for the entire period', function() { + (RSI())(noGainData, 'rsi', 14) + + expect(noGainData.period.rsi).toEqual(0) + }) + + it('should set RSI to 0 when there is no price change for the entire period', function() { + (RSI())(noPriceChangeData, 'rsi', 14) + + expect(noPriceChangeData.period.rsi).toEqual(100) + }) +}) + + +var normalData = { + lookback: [ + {close: 46.28}, + {close: 46.00}, + {close: 46.03}, + {close: 46.41}, + {close: 46.22}, + {close: 45.64}, + {close: 46.21}, + {close: 46.25}, + {close: 45.71}, + {close: 46.45}, + {close: 45.78}, + {close: 45.35}, + {close: 44.03}, + {close: 44.18}, + {close: 44.22}, + {close: 44.57}, + {close: 43.42}, + {close: 42.66}, + {close: 43.13} + ], + period: {} +}; + +var noLossData = { + lookback: [ + {close: 46.08}, + {close: 46.18}, + {close: 46.28}, + {close: 46.38}, + {close: 46.48}, + {close: 46.58}, + {close: 46.68}, + {close: 46.78}, + {close: 46.88}, + {close: 46.98}, + {close: 47.08}, + {close: 47.18}, + {close: 47.28}, + {close: 47.38}, + {close: 47.48}, + {close: 47.58}, + {close: 47.68}, + {close: 47.78}, + {close: 47.88} + ], + period: {} +}; + +var noGainData = { + lookback: noLossData.lookback.slice(0).reverse(), + period: {} +}; + +var noPriceChangeData = { + lookback: [ + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8}, + {close: 46.8} + ], + period: {} +}; + From f6bc7bfd4c04a5cb95dbc614f3a729af650ebaa2 Mon Sep 17 00:00:00 2001 From: defkev Date: Thu, 18 Jan 2018 23:17:31 +0100 Subject: [PATCH 051/236] Web UI: Replace tradingview.com widget with trade chart using our own data (#1171) Uses plotly.js (bundled) and the REST API to plot price, volume, OCHL (using lookback) as well as buy/sell signals. --- extensions/output/api.js | 2 +- lib/engine.js | 2 + package.json | 2 + templates/dashboard.ejs | 147 +++++++++++++++++++++++++++++++++------ webpack-src/js/plotly.js | 8 +++ webpack.config.js | 12 ++++ 6 files changed, 152 insertions(+), 21 deletions(-) create mode 100644 webpack-src/js/plotly.js diff --git a/extensions/output/api.js b/extensions/output/api.js index b9edaf1199..97fbe33d80 100644 --- a/extensions/output/api.js +++ b/extensions/output/api.js @@ -34,7 +34,7 @@ module.exports = function container (get) { app.get('/', function (req, res) { let datas = objectWithoutKey(tradeObject, 'options'); - datas = objectWithoutKey(tradeObject, 'lookback'); + datas = objectWithoutKey(tradeObject); res.render('dashboard', datas); }); diff --git a/lib/engine.js b/lib/engine.js index 450bc4eefb..3c4a7f0c4e 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -69,6 +69,7 @@ module.exports = function container (get, set, clear) { s.lookback = [] s.day_count = 1 s.my_trades = [] + s.trades = [] s.vol_since_last_blink = 0 if (so.strategy) { s.strategy = get('strategies.' + so.strategy) @@ -149,6 +150,7 @@ module.exports = function container (get, set, clear) { s.period.close_time = trade.time s.strategy.calculate(s) s.vol_since_last_blink += trade.size + s.trades.push(trade) } function executeStop (do_sell_stop) { diff --git a/package.json b/package.json index 479cd7e149..6601ae3591 100644 --- a/package.json +++ b/package.json @@ -65,6 +65,7 @@ "number-abbreviate": "^2.0.0", "numbro": "highvelocityspace/numbro", "path": "^0.12.7", + "plotly.js": "^1.32.0", "poloniex.js": "0.0.8", "popper.js": "^1.12.9", "postcss-loader": "^2.0.9", @@ -85,6 +86,7 @@ "style-loader": "^0.19.1", "talib": "drorgl/node-talib#b30dd674e5b11822ea93bb253001169f1bc99e15", "timebucket": "^0.4.0", + "transform-loader": "^0.2.4", "trend": "0.3.0", "url-loader": "^0.6.2", "uuid": "^3.1.0", diff --git a/templates/dashboard.ejs b/templates/dashboard.ejs index 17cd5c5b19..bfcc8ad446 100644 --- a/templates/dashboard.ejs +++ b/templates/dashboard.ejs @@ -147,27 +147,134 @@
-

<%= exchange.name.toUpperCase() %> <%= asset.toUpperCase() %>/<%= currency.toUpperCase() %> Live chart

-
- - - +

<%= exchange.name.toUpperCase() %> <%= asset.toUpperCase() %>/<%= currency.toUpperCase() %> Trade chart

+
- + +
diff --git a/webpack-src/js/plotly.js b/webpack-src/js/plotly.js new file mode 100644 index 0000000000..0167845919 --- /dev/null +++ b/webpack-src/js/plotly.js @@ -0,0 +1,8 @@ +var Plotly = require('plotly.js/lib/core'); + +Plotly.register([ + require('plotly.js/lib/bar'), + require('plotly.js/lib/ohlc') +]); + +module.exports = Plotly; \ No newline at end of file diff --git a/webpack.config.js b/webpack.config.js index 3d9350ba36..35d3000a13 100644 --- a/webpack.config.js +++ b/webpack.config.js @@ -7,6 +7,7 @@ const webpack = require('webpack'); module.exports = { entry: { app: './webpack-src/js/app.js', + plotly: './webpack-src/js/plotly.js' }, plugins: [ new webpack.ProvidePlugin({ @@ -60,6 +61,17 @@ module.exports = { options: '$' }] }, + { + test: /\.js$/, + use: 'transform-loader?plotly.js/tasks/util/compress_attributes.js', + }, + { + test: require.resolve('./webpack-src/js/plotly.js'), + use: [{ + loader: 'expose-loader', + options: 'Plotly' + }] + } ], }, } From 542d588a973ec4021a0e751050c2744743114cbf Mon Sep 17 00:00:00 2001 From: Travis CI Date: Fri, 19 Jan 2018 10:34:51 +0000 Subject: [PATCH 052/236] Exchanges: update-products 217 --- extensions/exchanges/bitfinex/products.json | 6 +- package-lock.json | 4006 ++++++++++++++++++- 2 files changed, 3934 insertions(+), 78 deletions(-) diff --git a/extensions/exchanges/bitfinex/products.json b/extensions/exchanges/bitfinex/products.json index c780a3dc5b..faceb5a60c 100644 --- a/extensions/exchanges/bitfinex/products.json +++ b/extensions/exchanges/bitfinex/products.json @@ -530,7 +530,7 @@ { "asset": "BAT", "currency": "USD", - "min_size": "16.0", + "min_size": "18.0", "max_size": "200000.0", "increment": "0.00001", "label": "BAT/USD" @@ -538,7 +538,7 @@ { "asset": "BAT", "currency": "BTC", - "min_size": "16.0", + "min_size": "18.0", "max_size": "200000.0", "increment": "0.00000001", "label": "BAT/BTC" @@ -546,7 +546,7 @@ { "asset": "BAT", "currency": "ETH", - "min_size": "16.0", + "min_size": "18.0", "max_size": "200000.0", "increment": "0.00000001", "label": "BAT/ETH" diff --git a/package-lock.json b/package-lock.json index 6b568e6980..bcffcfc3b5 100644 --- a/package-lock.json +++ b/package-lock.json @@ -4,6 +4,38 @@ "lockfileVersion": 1, "requires": true, "dependencies": { + "3d-view": { + "version": "2.0.0", + "resolved": "https://registry.npmjs.org/3d-view/-/3d-view-2.0.0.tgz", + "integrity": "sha1-gxrpQtdQjFCAHj4G+v4ejFdOF74=", + "requires": { + "matrix-camera-controller": "2.1.3", + "orbit-camera-controller": "4.0.0", + "turntable-camera-controller": "3.0.1" + } + }, + "3d-view-controls": { + "version": "2.2.0", + "resolved": "https://registry.npmjs.org/3d-view-controls/-/3d-view-controls-2.2.0.tgz", + "integrity": "sha1-RK7JxEjCe+NLPdUR/5ICq2FQ3KU=", + "requires": { + "3d-view": "2.0.0", + "mouse-change": "1.4.0", + "mouse-event-offset": "3.0.2", + "mouse-wheel": "1.2.0", + "right-now": "1.0.0" + } + }, + "@plotly/d3-sankey": { + "version": "0.5.0", + "resolved": "https://registry.npmjs.org/@plotly/d3-sankey/-/d3-sankey-0.5.0.tgz", + "integrity": "sha1-si+up0LlglEzXuXZ+6JIdyYHgA8=", + "requires": { + "d3-array": "1.2.1", + "d3-collection": "1.0.4", + "d3-interpolate": "1.1.6" + } + }, "@slack/client": { "version": "3.15.0", "resolved": "https://registry.npmjs.org/@slack/client/-/client-3.15.0.tgz", @@ -68,11 +100,31 @@ "ltx": "2.7.1" } }, + "JSV": { + "version": "4.0.2", + "resolved": "https://registry.npmjs.org/JSV/-/JSV-4.0.2.tgz", + "integrity": "sha1-0Hf2glVx+CEy+d/67Vh7QCn+/1c=" + }, + "a-big-triangle": { + "version": "1.0.3", + "resolved": "https://registry.npmjs.org/a-big-triangle/-/a-big-triangle-1.0.3.tgz", + "integrity": "sha1-7v0wsCqPUl6LH3K7a7GwwWdRx5Q=", + "requires": { + "gl-buffer": "2.1.2", + "gl-vao": "1.3.0", + "weak-map": "1.0.5" + } + }, "abbrev": { "version": "1.1.1", "resolved": "https://registry.npmjs.org/abbrev/-/abbrev-1.1.1.tgz", "integrity": "sha512-nne9/IiQ/hzIhY6pdDnbBtz7DjPTKrY00P/zvPSm5pOFkl6xuGrGnXn/VtTNNfNtAfZ9/1RtehkszU9qcTii0Q==" }, + "abs-svg-path": { + "version": "0.1.1", + "resolved": "https://registry.npmjs.org/abs-svg-path/-/abs-svg-path-0.1.1.tgz", + "integrity": "sha1-32Acjo0roQ1KdtYl4japo5wnI78=" + }, "accepts": { "version": "1.3.4", "resolved": "https://registry.npmjs.org/accepts/-/accepts-1.3.4.tgz", @@ -106,7 +158,6 @@ "version": "3.0.1", "resolved": "https://registry.npmjs.org/acorn-jsx/-/acorn-jsx-3.0.1.tgz", "integrity": "sha1-r9+UiPsezvyDSPb7IvRk4ypYs2s=", - "dev": true, "requires": { "acorn": "3.3.0" }, @@ -114,11 +165,26 @@ "acorn": { "version": "3.3.0", "resolved": "https://registry.npmjs.org/acorn/-/acorn-3.3.0.tgz", - "integrity": "sha1-ReN/s56No/JbruP/U2niu18iAXo=", - "dev": true + "integrity": "sha1-ReN/s56No/JbruP/U2niu18iAXo=" } } }, + "acorn5-object-spread": { + "version": "4.0.0", + "resolved": "https://registry.npmjs.org/acorn5-object-spread/-/acorn5-object-spread-4.0.0.tgz", + "integrity": "sha1-1XWAge7ZcSGrC+R+Mcqu8qo5lpc=", + "requires": { + "acorn": "5.3.0" + } + }, + "add-line-numbers": { + "version": "1.0.1", + "resolved": "https://registry.npmjs.org/add-line-numbers/-/add-line-numbers-1.0.1.tgz", + "integrity": "sha1-SNu96kfb0jTer+rGyTzqb3C0t+M=", + "requires": { + "pad-left": "1.0.2" + } + }, "adjust-sourcemap-loader": { "version": "1.1.0", "resolved": "https://registry.npmjs.org/adjust-sourcemap-loader/-/adjust-sourcemap-loader-1.1.0.tgz", @@ -161,6 +227,14 @@ } } }, + "affine-hull": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/affine-hull/-/affine-hull-1.0.0.tgz", + "integrity": "sha1-dj/x040GPOt+Jy8X7k17vK+QXF0=", + "requires": { + "robust-orientation": "1.1.3" + } + }, "agent-base": { "version": "2.1.1", "resolved": "https://registry.npmjs.org/agent-base/-/agent-base-2.1.1.tgz", @@ -203,6 +277,29 @@ "repeat-string": "1.6.1" } }, + "almost-equal": { + "version": "1.1.0", + "resolved": "https://registry.npmjs.org/almost-equal/-/almost-equal-1.1.0.tgz", + "integrity": "sha1-+FHGMROHV5lCdqou++jfowZszN0=" + }, + "alpha-complex": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/alpha-complex/-/alpha-complex-1.0.0.tgz", + "integrity": "sha1-kIZYcNawVCrnPAwTHU75iWabctI=", + "requires": { + "circumradius": "1.0.0", + "delaunay-triangulate": "1.1.6" + } + }, + "alpha-shape": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/alpha-shape/-/alpha-shape-1.0.0.tgz", + "integrity": "sha1-yDEJkj7P2mZ9IWP+Tyb+JHJvZKk=", + "requires": { + "alpha-complex": "1.0.0", + "simplicial-complex-boundary": "1.0.1" + } + }, "alphanum-sort": { "version": "1.0.2", "resolved": "https://registry.npmjs.org/alphanum-sort/-/alphanum-sort-1.0.2.tgz", @@ -273,6 +370,11 @@ "resolved": "https://registry.npmjs.org/arr-flatten/-/arr-flatten-1.1.0.tgz", "integrity": "sha512-L3hKV5R/p5o81R7O02IGnwpDmkp6E982XhtbuwSe3O4qOtMMMtodicASA1Cny2U+aCXcNpml+m4dPsvsJ3jatg==" }, + "array-bounds": { + "version": "1.0.1", + "resolved": "https://registry.npmjs.org/array-bounds/-/array-bounds-1.0.1.tgz", + "integrity": "sha512-8wdW3ZGk6UjMPJx/glyEt0sLzzwAE1bhToPsO1W2pbpR2gULyxe3BjSiuJFheP50T/GgODVPz2fuMUmIywt8cQ==" + }, "array-find-index": { "version": "1.0.2", "resolved": "https://registry.npmjs.org/array-find-index/-/array-find-index-1.0.2.tgz", @@ -283,6 +385,29 @@ "resolved": "https://registry.npmjs.org/array-flatten/-/array-flatten-1.1.1.tgz", "integrity": "sha1-ml9pkFGx5wczKPKgCJaLZOopVdI=" }, + "array-normalize": { + "version": "1.1.3", + "resolved": "https://registry.npmjs.org/array-normalize/-/array-normalize-1.1.3.tgz", + "integrity": "sha1-c/uDf0gW7BkVHTxejYU6RZDOAb0=", + "requires": { + "array-bounds": "1.0.1" + } + }, + "array-pack-2d": { + "version": "0.1.1", + "resolved": "https://registry.npmjs.org/array-pack-2d/-/array-pack-2d-0.1.1.tgz", + "integrity": "sha1-vb3PL3+xm/uOBvvwHYvIxmS0aT0=", + "requires": { + "dtype": "1.0.0" + }, + "dependencies": { + "dtype": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/dtype/-/dtype-1.0.0.tgz", + "integrity": "sha1-rjT/ooJnNxUgNYLWG73QqtPLo+c=" + } + } + }, "array-union": { "version": "1.0.2", "resolved": "https://registry.npmjs.org/array-union/-/array-union-1.0.2.tgz", @@ -378,6 +503,11 @@ "resolved": "https://registry.npmjs.org/atob/-/atob-1.1.3.tgz", "integrity": "sha1-lfE2KbEsOlGl0hWr3OKqnzL4B3M=" }, + "atob-lite": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/atob-lite/-/atob-lite-1.0.0.tgz", + "integrity": "sha1-uI3KYAaSK5YglPdVaCa6sxxKKWs=" + }, "autoprefixer": { "version": "6.7.7", "resolved": "https://registry.npmjs.org/autoprefixer/-/autoprefixer-6.7.7.tgz", @@ -1001,6 +1131,14 @@ "resolved": "https://registry.npmjs.org/balanced-match/-/balanced-match-1.0.0.tgz", "integrity": "sha1-ibTRmasr7kneFk6gK4nORi1xt2c=" }, + "barycentric": { + "version": "1.0.1", + "resolved": "https://registry.npmjs.org/barycentric/-/barycentric-1.0.1.tgz", + "integrity": "sha1-8VYruJGyb0/sRjqC7to2V4AOxog=", + "requires": { + "robust-linear-solve": "1.0.0" + } + }, "base64-js": { "version": "1.2.1", "resolved": "https://registry.npmjs.org/base64-js/-/base64-js-1.2.1.tgz", @@ -1015,6 +1153,16 @@ "tweetnacl": "0.14.5" } }, + "big-rat": { + "version": "1.0.4", + "resolved": "https://registry.npmjs.org/big-rat/-/big-rat-1.0.4.tgz", + "integrity": "sha1-do0JO7V5MN0Y7Vdcf8on3FORreo=", + "requires": { + "bit-twiddle": "1.0.2", + "bn.js": "4.11.8", + "double-bits": "1.1.1" + } + }, "big.js": { "version": "3.2.0", "resolved": "https://registry.npmjs.org/big.js/-/big.js-3.2.0.tgz", @@ -1025,11 +1173,21 @@ "resolved": "https://registry.npmjs.org/binary-extensions/-/binary-extensions-1.11.0.tgz", "integrity": "sha1-RqoXUftqL5PuXmibsQh9SxTGwgU=" }, + "binary-search-bounds": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/binary-search-bounds/-/binary-search-bounds-1.0.0.tgz", + "integrity": "sha1-MjyjF+PypA9CRMclX1OEpbIHu2k=" + }, 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"vendors": { "version": "1.0.1", "resolved": "https://registry.npmjs.org/vendors/-/vendors-1.0.1.tgz", @@ -13372,6 +17164,11 @@ } } }, + "vlq": { + "version": "0.2.3", + "resolved": "https://registry.npmjs.org/vlq/-/vlq-0.2.3.tgz", + "integrity": "sha512-DRibZL6DsNhIgYQ+wNdWDL2SL3bKPlVrRiBqV5yuMm++op8W4kGFtaQfCs4KEJn0wBZcHVHJ3eoywX8983k1ow==" + }, "vm-browserify": { "version": "0.0.4", "resolved": "https://registry.npmjs.org/vm-browserify/-/vm-browserify-0.0.4.tgz", @@ -13380,6 +17177,16 @@ "indexof": "0.0.1" } }, + "vt-pbf": { + "version": "2.1.4", + "resolved": "https://registry.npmjs.org/vt-pbf/-/vt-pbf-2.1.4.tgz", + "integrity": "sha1-td98P5cGFW4LmIGpncsFY1dAtSI=", + "requires": { + "pbf": "1.3.7", + "point-geometry": "0.0.0", + "vector-tile": "1.3.0" + } + }, "watchpack": { "version": "1.4.0", "resolved": "https://registry.npmjs.org/watchpack/-/watchpack-1.4.0.tgz", @@ -13395,6 +17202,24 @@ "resolved": "https://registry.npmjs.org/waypoints/-/waypoints-4.0.1.tgz", "integrity": "sha1-CZeaBXOBCylifLpDZqKEoGLsacg=" }, + "weak-map": { + "version": "1.0.5", + "resolved": "https://registry.npmjs.org/weak-map/-/weak-map-1.0.5.tgz", + "integrity": "sha1-eWkVhNmGB/UHC9O3CkDmuyLkAes=" + }, + "weakmap-shim": { + "version": "1.1.1", + "resolved": "https://registry.npmjs.org/weakmap-shim/-/weakmap-shim-1.1.1.tgz", + "integrity": "sha1-1lr9eEEJshZuAP9XHDMVDsKkC0k=" + }, + "webgl-context": { + "version": "2.2.0", + "resolved": "https://registry.npmjs.org/webgl-context/-/webgl-context-2.2.0.tgz", + "integrity": "sha1-jzfXJXz23xzQpJ5qextyG5TMhqA=", + "requires": { + "get-canvas-context": "1.0.2" + } + }, "webpack": { "version": "3.10.0", "resolved": "https://registry.npmjs.org/webpack/-/webpack-3.10.0.tgz", @@ -13603,11 +17428,21 @@ "resolved": "https://registry.npmjs.org/websocket-extensions/-/websocket-extensions-0.1.3.tgz", "integrity": "sha512-nqHUnMXmBzT0w570r2JpJxfiSD1IzoI+HGVdd3aZ0yNi3ngvQ4jv1dtHt5VGxfI2yj5yqImPhOK4vmIh2xMbGg==" }, + "webworkify": { + "version": 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"sha1-vLIBw04OrzNfzOWuLPh0V5qZxIc=" + }, "wide-align": { "version": "1.1.2", "resolved": "https://registry.npmjs.org/wide-align/-/wide-align-1.1.2.tgz", @@ -13669,6 +17509,14 @@ "resolved": "https://registry.npmjs.org/wordwrap/-/wordwrap-0.0.2.tgz", "integrity": "sha1-t5Zpu0LstAn4PVg8rVLKF+qhZD8=" }, + "world-calendars": { + "version": "1.0.3", + "resolved": "https://registry.npmjs.org/world-calendars/-/world-calendars-1.0.3.tgz", + "integrity": "sha1-slxQMrokEo/8QdCfr0pewbnBQzU=", + "requires": { + "object-assign": "4.1.1" + } + }, "wrap-ansi": { "version": "2.1.0", "resolved": "https://registry.npmjs.org/wrap-ansi/-/wrap-ansi-2.1.0.tgz", @@ -13847,6 +17695,14 @@ "resolved": "https://registry.npmjs.org/yn/-/yn-2.0.0.tgz", "integrity": "sha1-5a2ryKz0CPY4X8dklWhMiOavaJo=" }, + "zero-crossings": { + "version": "1.0.1", + "resolved": "https://registry.npmjs.org/zero-crossings/-/zero-crossings-1.0.1.tgz", + "integrity": "sha1-xWK9MRNkPzRDokXRJAa4i2m5qf8=", + "requires": { + "cwise-compiler": "1.1.3" + } + }, "zero-fill": { "version": "2.2.3", "resolved": "https://registry.npmjs.org/zero-fill/-/zero-fill-2.2.3.tgz", From 56e4d3f1b7921b2bc28d205dd747dc5f8431fde8 Mon Sep 17 00:00:00 2001 From: Michael Sutton Date: Sun, 21 Jan 2018 05:43:21 -0500 Subject: [PATCH 053/236] Code Reformat genetic_backtester (#1188) Format code to standards set in .eslintrc --- scripts/genetic_backtester/darwin.js | 423 ++++++++++++------------ scripts/genetic_backtester/phenotype.js | 74 ++--- 2 files changed, 249 insertions(+), 248 deletions(-) diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js index 3eda714e65..8e71c32eaf 100755 --- a/scripts/genetic_backtester/darwin.js +++ b/scripts/genetic_backtester/darwin.js @@ -7,39 +7,39 @@ * Example: ./darwin.js --selector="bitfinex.ETH-USD" --days="10" --currency_capital="5000" --use_strategies="all | macd,trend_ema,etc" --population="101" --population_data="simulations/generation_data_NUMBERS_gen_X.json" */ -let shell = require('shelljs'); -let parallel = require('run-parallel-limit'); -let json2csv = require('json2csv'); -let roundp = require('round-precision'); -let fs = require('fs'); -let GeneticAlgorithmCtor = require('geneticalgorithm'); -let StripAnsi = require('strip-ansi'); -let moment = require('moment'); +let shell = require('shelljs') +let parallel = require('run-parallel-limit') +let json2csv = require('json2csv') +let roundp = require('round-precision') +let fs = require('fs') +let GeneticAlgorithmCtor = require('geneticalgorithm') +let StripAnsi = require('strip-ansi') +let moment = require('moment') -let Phenotypes = require('./phenotype.js'); +let Phenotypes = require('./phenotype.js') -let VERSION = 'Zenbot 4 Genetic Backtester v0.2'; +let VERSION = 'Zenbot 4 Genetic Backtester v0.2' -let PARALLEL_LIMIT = (process.env.PARALLEL_LIMIT && +process.env.PARALLEL_LIMIT) || require('os').cpus().length; +let PARALLEL_LIMIT = (process.env.PARALLEL_LIMIT && +process.env.PARALLEL_LIMIT) || require('os').cpus().length -let TREND_EMA_MIN = 20; -let TREND_EMA_MAX = 20; +let TREND_EMA_MIN = 20 +let TREND_EMA_MAX = 20 -let OVERSOLD_RSI_MIN = 20; -let OVERSOLD_RSI_MAX = 35; +let OVERSOLD_RSI_MIN = 20 +let OVERSOLD_RSI_MAX = 35 -let OVERSOLD_RSI_PERIODS_MIN = 15; -let OVERSOLD_RSI_PERIODS_MAX = 25; +let OVERSOLD_RSI_PERIODS_MIN = 15 +let OVERSOLD_RSI_PERIODS_MAX = 25 -let NEUTRAL_RATE_MIN = 10; -let NEUTRAL_RATE_MAX = 10; +let NEUTRAL_RATE_MIN = 10 +let NEUTRAL_RATE_MAX = 10 -let NEUTRAL_RATE_AUTO = false; +let NEUTRAL_RATE_AUTO = false -let iterationCount = 0; +let iterationCount = 0 let runCommand = (taskStrategyName, phenotype, cb) => { - let commonArgs = `--strategy=${taskStrategyName} --period_length=${phenotype.period_length} --min_periods=${phenotype.min_periods} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct} --order_type=${phenotype.order_type} --sell_stop_pct=${phenotype.sell_stop_pct} --buy_stop_pct=${phenotype.buy_stop_pct} --profit_stop_enable_pct=${phenotype.profit_stop_enable_pct} --profit_stop_pct=${phenotype.profit_stop_pct}`; + let commonArgs = `--strategy=${taskStrategyName} --period_length=${phenotype.period_length} --min_periods=${phenotype.min_periods} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct} --order_type=${phenotype.order_type} --sell_stop_pct=${phenotype.sell_stop_pct} --buy_stop_pct=${phenotype.buy_stop_pct} --profit_stop_enable_pct=${phenotype.profit_stop_enable_pct} --profit_stop_pct=${phenotype.profit_stop_pct}` let strategyArgs = { bollinger: `--bollinger_size=${phenotype.bollinger_size} --bollinger_time=${phenotype.bollinger_time} --bollinger_upper_bound_pct=${phenotype.bollinger_upper_bound_pct} --bollinger_lower_bound_pct=${phenotype.bollinger_lower_bound_pct}`, crossover_vwap: `--emalen1=${phenotype.emalen1} --smalen1=${phenotype.smalen1} --smalen2=${phenotype.smalen2} --vwap_length=${phenotype.vwap_length} --vwap_max=${phenotype.vwap_max}`, @@ -56,104 +56,104 @@ let runCommand = (taskStrategyName, phenotype, cb) => { ta_macd: `--ema_short_period=${phenotype.ema_short_period} --ema_long_period=${phenotype.ema_long_period} --signal_period=${phenotype.signal_period} --up_trend_threshold=${phenotype.up_trend_threshold} --down_trend_threshold=${phenotype.down_trend_threshold} --overbought_rsi_periods=${phenotype.overbought_rsi_periods} --overbought_rsi=${phenotype.overbought_rsi}`, ta_ema: `--trend_ema=${phenotype.trend_ema} --oversold_rsi=${phenotype.oversold_rsi} --oversold_rsi_periods=${phenotype.oversold_rsi_periods} --neutral_rate=auto`, dema: `--ema_short_period=${phenotype.ema_short_period} --ema_long_period=${phenotype.ema_long_period} --signal_period=${phenotype.signal_period} --up_trend_threshold=${phenotype.up_trend_threshold} --down_trend_threshold=${phenotype.down_trend_threshold} --overbought_rsi_periods=${phenotype.overbought_rsi_periods} --overbought_rsi=${phenotype.overbought_rsi}` - }; - let zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : './zenbot.sh'; - let command = `${zenbot_cmd} sim ${simArgs} ${commonArgs} ${strategyArgs[taskStrategyName]}`; - console.log(`[ ${iterationCount++}/${populationSize * selectedStrategies.length} ] ${command}`); + } + let zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : './zenbot.sh' + let command = `${zenbot_cmd} sim ${simArgs} ${commonArgs} ${strategyArgs[taskStrategyName]}` + console.log(`[ ${iterationCount++}/${populationSize * selectedStrategies.length} ] ${command}`) - phenotype['sim'] = {}; + phenotype['sim'] = {} shell.exec(command, { silent: true, async: true }, (code, stdout, stderr) => { if (code) { - console.error(command); - console.error(stderr); - return cb(null, null); + console.error(command) + console.error(stderr) + return cb(null, null) } - let result = null; + let result = null try { - result = processOutput(stdout); - phenotype['sim'] = result; - result['fitness'] = Phenotypes.fitness(phenotype); + result = processOutput(stdout) + phenotype['sim'] = result + result['fitness'] = Phenotypes.fitness(phenotype) } catch (err) { - console.log(`Bad output detected`, err.toString()); - console.log(stdout); + console.log('Bad output detected', err.toString()) + console.log(stdout) } - cb(null, result); - }); -}; + cb(null, result) + }) +} let runUpdate = (days, selector) => { - let zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : './zenbot.sh'; - let command = `${zenbot_cmd} backfill --days=${days} ${selector}`; - console.log(`Backfilling (might take some time) ...`); - console.log(command); + let zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : './zenbot.sh' + let command = `${zenbot_cmd} backfill --days=${days} ${selector}` + console.log('Backfilling (might take some time) ...') + console.log(command) shell.exec(command, { silent: true, async: false - }); -}; + }) +} let processOutput = output => { - let jsonRegexp = /(\{[\s\S]*?\})\send balance/g; - let endBalRegexp = /end balance: (\d+\.\d+) \(/g; - let buyHoldRegexp = /buy hold: (\d+\.\d+) \(/g; - let vsBuyHoldRegexp = /vs. buy hold: (-?\d+\.\d+)%/g; - let wlRegexp = /win\/loss: (\d+)\/(\d+)/g; - let errRegexp = /error rate: (.*)%/g; - - let strippedOutput = StripAnsi(output); - let output2 = strippedOutput.substr(strippedOutput.length - 3500); - - let rawParams = jsonRegexp.exec(output2)[1]; - let params = JSON.parse(rawParams); - let endBalance = endBalRegexp.exec(output2)[1]; - let buyHold = buyHoldRegexp.exec(output2)[1]; - let vsBuyHold = vsBuyHoldRegexp.exec(output2)[1]; - let wlMatch = wlRegexp.exec(output2); - let errMatch = errRegexp.exec(output2); - let wins = wlMatch !== null ? parseInt(wlMatch[1]) : 0; - let losses = wlMatch !== null ? parseInt(wlMatch[2]) : 0; - let errorRate = errMatch !== null ? parseInt(errMatch[1]) : 0; - let days = parseInt(params.days); - let start = parseInt(params.start); - let end = parseInt(params.end); + let jsonRegexp = /(\{[\s\S]*?\})\send balance/g + let endBalRegexp = /end balance: (\d+\.\d+) \(/g + let buyHoldRegexp = /buy hold: (\d+\.\d+) \(/g + let vsBuyHoldRegexp = /vs. buy hold: (-?\d+\.\d+)%/g + let wlRegexp = /win\/loss: (\d+)\/(\d+)/g + let errRegexp = /error rate: (.*)%/g + + let strippedOutput = StripAnsi(output) + let output2 = strippedOutput.substr(strippedOutput.length - 3500) + + let rawParams = jsonRegexp.exec(output2)[1] + let params = JSON.parse(rawParams) + let endBalance = endBalRegexp.exec(output2)[1] + let buyHold = buyHoldRegexp.exec(output2)[1] + let vsBuyHold = vsBuyHoldRegexp.exec(output2)[1] + let wlMatch = wlRegexp.exec(output2) + let errMatch = errRegexp.exec(output2) + let wins = wlMatch !== null ? parseInt(wlMatch[1]) : 0 + let losses = wlMatch !== null ? parseInt(wlMatch[2]) : 0 + let errorRate = errMatch !== null ? parseInt(errMatch[1]) : 0 + let days = parseInt(params.days) + let start = parseInt(params.start) + let end = parseInt(params.end) let roi = roundp( ((endBalance - params.currency_capital) / params.currency_capital) * 100, 3 - ); - - let r = JSON.parse(rawParams.replace(/[\r\n]/g, '')); - delete r.asset_capital; - delete r.buy_pct; - delete r.currency_capital; - delete r.days; - delete r.mode; - delete r.order_adjust_time; - delete r.population; - delete r.population_data; - delete r.sell_pct; - delete r.start; - delete r.end; - delete r.stats; - delete r.use_strategies; - delete r.verbose; + ) + + let r = JSON.parse(rawParams.replace(/[\r\n]/g, '')) + delete r.asset_capital + delete r.buy_pct + delete r.currency_capital + delete r.days + delete r.mode + delete r.order_adjust_time + delete r.population + delete r.population_data + delete r.sell_pct + delete r.start + delete r.end + delete r.stats + delete r.use_strategies + delete r.verbose r.selector = r.selector.normalized if (start) { - r.start = moment(start).format("YYYYMMDDhhmm"); + r.start = moment(start).format('YYYYMMDDhhmm') } if (end) { - r.end = moment(end).format("YYYYMMDDhhmm"); + r.end = moment(end).format('YYYYMMDDhhmm') } if (!start && !end && params.days) { - r.days = params.days; + r.days = params.days } return { @@ -175,26 +175,26 @@ let processOutput = output => { selector: params.selector, strategy: params.strategy, frequency: roundp((wins + losses) / days, 3) - }; -}; + } +} let Range = (min, max) => { var r = { type: 'int', min: min, max: max - }; - return r; -}; + } + return r +} let Range0 = (min, max) => { var r = { type: 'int0', min: min, max: max - }; - return r; -}; + } + return r +} let RangeFactor = (min, max, factor) => { var r = { @@ -202,9 +202,9 @@ let RangeFactor = (min, max, factor) => { min: min, max: max, factor: factor - }; - return r; -}; + } + return r +} let RangeFloat = (min, max) => { @@ -212,9 +212,9 @@ let RangeFloat = (min, max) => { type: 'float', min: min, max: max - }; - return r; -}; + } + return r +} let RangePeriod = (min, max, period_length) => { var r = { @@ -222,23 +222,23 @@ let RangePeriod = (min, max, period_length) => { min: min, max: max, period_length: period_length - }; - return r; -}; + } + return r +} let RangeMakerTaker = () => { var r = { type: 'makertaker' - }; - return r; -}; + } + return r +} let RangeNeuralActivation = () => { var r = { type: 'sigmoidtanhrelu' - }; - return r; -}; + } + return r +} let strategies = { bollinger: { @@ -252,7 +252,7 @@ let strategies = { profit_stop_enable_pct: Range0(1, 20), profit_stop_pct: Range(1,20), - // -- strategy + // -- strategy bollinger_size: Range(1, 40), bollinger_time: RangeFloat(1,6), bollinger_upper_bound_pct: RangeFloat(-1, 30), @@ -533,204 +533,205 @@ let strategies = { overbought_rsi_periods: Range(1, 50), overbought_rsi: Range(20, 100) } -}; +} let allStrategyNames = () => { - let r = []; + let r = [] for (var k in strategies) { - r.push(k); + r.push(k) } - return r; -}; + return r +} -console.log(`\n--==${VERSION}==--`); -console.log(new Date().toUTCString() + `\n`); +console.log(`\n--==${VERSION}==--`) +console.log(new Date().toUTCString() + '\n') -let argv = require('yargs').argv; -let simArgs = (argv.selector) ? argv.selector : 'bitfinex.ETH-USD'; +let argv = require('yargs').argv +let simArgs = (argv.selector) ? argv.selector : 'bitfinex.ETH-USD' if (argv.days) { - simArgs += ` --days=${argv.days}`; + simArgs += ` --days=${argv.days}` } else { if (argv.start) { - simArgs += ` --start=${argv.start}`; + simArgs += ` --start=${argv.start}` } if (argv.end) { - simArgs += ` --end=${argv.end}`; + simArgs += ` --end=${argv.end}` } } if (argv.currency_capital) { - simArgs += ` --currency_capital=${argv.currency_capital}`; + simArgs += ` --currency_capital=${argv.currency_capital}` } if (argv.asset_capital) { - simArgs += ` --asset_capital=${argv.asset_capital}`; + simArgs += ` --asset_capital=${argv.asset_capital}` } if (argv.symmetrical) { - simArgs += ` --symmetrical=true`; + simArgs += ' --symmetrical=true' } -simArgs += ` --filename none`; +simArgs += ' --filename none' -let strategyName = (argv.use_strategies) ? argv.use_strategies : 'all'; -let populationFileName = (argv.population_data) ? argv.population_data : null; -let populationSize = (argv.population) ? argv.population : 100; +let strategyName = (argv.use_strategies) ? argv.use_strategies : 'all' +let populationFileName = (argv.population_data) ? argv.population_data : null +let populationSize = (argv.population) ? argv.population : 100 -console.log(`Backtesting strategy ${strategyName} ...`); -console.log(`Creating population of ${populationSize} ...\n`); +console.log(`Backtesting strategy ${strategyName} ...`) +console.log(`Creating population of ${populationSize} ...\n`) -let pools = {}; -let selectedStrategies = (strategyName === 'all') ? allStrategyNames() : strategyName.split(','); +let pools = {} +let selectedStrategies = (strategyName === 'all') ? allStrategyNames() : strategyName.split(',') -let importedPoolData = (populationFileName) ? JSON.parse(fs.readFileSync(populationFileName, 'utf8')) : null; +let importedPoolData = (populationFileName) ? JSON.parse(fs.readFileSync(populationFileName, 'utf8')) : null selectedStrategies.forEach(function(v) { - let strategyPool = pools[v] = {}; + let strategyPool = pools[v] = {} - let evolve = true; - let population = (importedPoolData && importedPoolData[v]) ? importedPoolData[v] : []; + let evolve = true + let population = (importedPoolData && importedPoolData[v]) ? importedPoolData[v] : [] for (var i = population.length; i < populationSize; ++i) { - population.push(Phenotypes.create(strategies[v])); - evolve = false; + population.push(Phenotypes.create(strategies[v])) + evolve = false } strategyPool['config'] = { mutationFunction: function(phenotype) { - return Phenotypes.mutation(phenotype, strategies[v]); + return Phenotypes.mutation(phenotype, strategies[v]) }, crossoverFunction: function(phenotypeA, phenotypeB) { - return Phenotypes.crossover(phenotypeA, phenotypeB, strategies[v]); + return Phenotypes.crossover(phenotypeA, phenotypeB, strategies[v]) }, fitnessFunction: Phenotypes.fitness, doesABeatBFunction: Phenotypes.competition, population: population, populationSize: populationSize - }; + } - strategyPool['pool'] = GeneticAlgorithmCtor(strategyPool.config); + strategyPool['pool'] = GeneticAlgorithmCtor(strategyPool.config) if (evolve) { - strategyPool['pool'].evolve(); + strategyPool['pool'].evolve() } -}); +}) var isUsefulKey = key => { - if(key == "filename" || key == "show_options" || key == "sim") return false; - return true; + if(key == 'filename' || key == 'show_options' || key == 'sim') return false + return true } var generateCommandParams = input => { - input = input.params.replace("module.exports =",""); - input = JSON.parse(input); + input = input.params.replace('module.exports =','') + input = JSON.parse(input) - var result = ""; - var keys = Object.keys(input); - for(i = 0;i < keys.length;i++){ - var key = keys[i]; + var result = '' + var keys = Object.keys(input) + for(let i = 0;i < keys.length;i++){ + var key = keys[i] if(isUsefulKey(key)){ // selector should be at start before keys - if(key == "selector"){ - result = input[key].normalized + result; + if(key == 'selector'){ + result = input[key].normalized + result } - else result += " --"+key+"="+input[key]; + else result += ' --'+key+'='+input[key] } } - return result; + return result } var saveGenerationData = function(csvFileName, jsonFileName, dataCSV, dataJSON, callback){ fs.writeFile(csvFileName, dataCSV, err => { - if (err) throw err; - console.log("> Finished writing generation csv to " + csvFileName); - callback(1); - }); + if (err) throw err + console.log('> Finished writing generation csv to ' + csvFileName) + callback(1) + }) fs.writeFile(jsonFileName, dataJSON, err => { - if (err) throw err; - console.log("> Finished writing generation json to " + jsonFileName); - callback(2); - }); + if (err) throw err + console.log('> Finished writing generation json to ' + jsonFileName) + callback(2) + }) } -let generationCount = 0; +let generationCount = 0 let simulateGeneration = () => { - console.log(`\n\n=== Simulating generation ${++generationCount} ===\n`); + console.log(`\n\n=== Simulating generation ${++generationCount} ===\n`) - let days = argv.days; + let days = argv.days if (!days) { if (argv.start) { - var start = moment(argv.start, "YYYYMMDDhhmm"); - days = Math.max(1, moment().diff(start, 'days')); + var start = moment(argv.start, 'YYYYMMDDhhmm') + days = Math.max(1, moment().diff(start, 'days')) } else { - var end = moment(argv.end, "YYYYMMDDhhmm"); - days = moment().diff(end, 'days') + 1; + var end = moment(argv.end, 'YYYYMMDDhhmm') + days = moment().diff(end, 'days') + 1 } } - runUpdate(days, argv.selector); + runUpdate(days, argv.selector) - iterationCount = 1; + iterationCount = 1 let tasks = selectedStrategies.map(v => pools[v]['pool'].population().map(phenotype => { return cb => { - runCommand(v, phenotype, cb); - }; - })).reduce((a, b) => a.concat(b)); + runCommand(v, phenotype, cb) + } + })).reduce((a, b) => a.concat(b)) parallel(tasks, PARALLEL_LIMIT, (err, results) => { - console.log("\n\Generation complete, saving results..."); + console.log('\nGeneration complete, saving results...') results = results.filter(function(r) { - return !!r; - }); + return !!r + }) - results.sort((a, b) => (a.fitness < b.fitness) ? 1 : ((b.fitness < a.fitness) ? -1 : 0)); + results.sort((a, b) => (a.fitness < b.fitness) ? 1 : ((b.fitness < a.fitness) ? -1 : 0)) - let fieldsGeneral = ['selector.normalized', 'fitness', 'vsBuyHold', 'wlRatio', 'frequency', 'strategy', 'order_type', 'endBalance', 'buyHold', 'wins', 'losses', 'period_length', 'min_periods', 'days', 'params']; - let fieldNamesGeneral = ['Selector', 'Fitness', 'VS Buy Hold (%)', 'Win/Loss Ratio', '# Trades/Day', 'Strategy', 'Order Type', 'Ending Balance ($)', 'Buy Hold ($)', '# Wins', '# Losses', 'Period', 'Min Periods', '# Days', 'Full Parameters']; + let fieldsGeneral = ['selector.normalized', 'fitness', 'vsBuyHold', 'wlRatio', 'frequency', 'strategy', 'order_type', 'endBalance', 'buyHold', 'wins', 'losses', 'period_length', 'min_periods', 'days', 'params'] + let fieldNamesGeneral = ['Selector', 'Fitness', 'VS Buy Hold (%)', 'Win/Loss Ratio', '# Trades/Day', 'Strategy', 'Order Type', 'Ending Balance ($)', 'Buy Hold ($)', '# Wins', '# Losses', 'Period', 'Min Periods', '# Days', 'Full Parameters'] let dataCSV = json2csv({ data: results, fields: fieldsGeneral, fieldNames: fieldNamesGeneral - }); + }) - let fileDate = Math.round(+new Date() / 1000); - let csvFileName = `simulations/backtesting_${fileDate}.csv`; + let fileDate = Math.round(+new Date() / 1000) + let csvFileName = `simulations/backtesting_${fileDate}.csv` - let poolData = {}; + let poolData = {} selectedStrategies.forEach(function(v) { - poolData[v] = pools[v]['pool'].population(); - }); + poolData[v] = pools[v]['pool'].population() + }) - let jsonFileName = `simulations/generation_data_${fileDate}_gen_${generationCount}.json`; - let dataJSON = JSON.stringify(poolData, null, 2); - var filesSaved = 0; + let jsonFileName = `simulations/generation_data_${fileDate}_gen_${generationCount}.json` + let dataJSON = JSON.stringify(poolData, null, 2) + var filesSaved = 0 saveGenerationData(csvFileName, jsonFileName, dataCSV, dataJSON, (id)=>{ - filesSaved++; + filesSaved++ if(filesSaved == 2){ - console.log(`\n\nGeneration's Best Results`); + console.log('\n\nGeneration\'s Best Results') selectedStrategies.forEach((v)=> { - let best = pools[v]['pool'].best(); + let best = pools[v]['pool'].best() + if(best.sim){ - console.log(`\t(${v}) Sim Fitness ${best.sim.fitness}, VS Buy and Hold: ${best.sim.vsBuyHold} End Balance: ${best.sim.endBalance}, Wins/Losses ${best.sim.wins}/${best.sim.losses}.`); + console.log(`\t(${v}) Sim Fitness ${best.sim.fitness}, VS Buy and Hold: ${best.sim.vsBuyHold} End Balance: ${best.sim.endBalance}, Wins/Losses ${best.sim.wins}/${best.sim.losses}.`) } else { - console.log(`\t(${v}) Result Fitness ${results[0].fitness}, VS Buy and Hold: ${results[0].vsBuyHold}, End Balance: ${results[0].endBalance}, Wins/Losses ${results[0].wins}/${results[0].losses}.`); + console.log(`\t(${v}) Result Fitness ${results[0].fitness}, VS Buy and Hold: ${results[0].vsBuyHold}, End Balance: ${results[0].endBalance}, Wins/Losses ${results[0].wins}/${results[0].losses}.`) } // prepare command snippet from top result for this strat - let prefix = './zenbot.sh sim '; - let bestCommand = generateCommandParams(results[0]); + let prefix = './zenbot.sh sim ' + let bestCommand = generateCommandParams(results[0]) - bestCommand = prefix + bestCommand; - bestCommand = bestCommand + ' --asset_capital=' + argv.asset_capital + ' --currency_capital=' + argv.currency_capital; + bestCommand = prefix + bestCommand + bestCommand = bestCommand + ' --asset_capital=' + argv.asset_capital + ' --currency_capital=' + argv.currency_capital - console.log(bestCommand + '\n'); + console.log(bestCommand + '\n') - let nextGen = pools[v]['pool'].evolve(); - }); + let nextGen = pools[v]['pool'].evolve() + }) - simulateGeneration(); + simulateGeneration() } - }); + }) - }); -}; + }) +} -simulateGeneration(); +simulateGeneration() diff --git a/scripts/genetic_backtester/phenotype.js b/scripts/genetic_backtester/phenotype.js index 2a663aaa4a..d54c9d46c5 100644 --- a/scripts/genetic_backtester/phenotype.js +++ b/scripts/genetic_backtester/phenotype.js @@ -4,78 +4,78 @@ * 07/01/2017 */ -let PROPERTY_MUTATION_CHANCE = 0.30; -let PROPERTY_CROSSOVER_CHANCE = 0.50; +let PROPERTY_MUTATION_CHANCE = 0.30 +let PROPERTY_CROSSOVER_CHANCE = 0.50 module.exports = { create: function(strategy) { - var r = {}; + var r = {} for (var k in strategy) { - var v = strategy[k]; + var v = strategy[k] if (v.type === 'int') { - r[k] = Math.floor((Math.random() * (v.max - v.min + 1)) + v.min); + r[k] = Math.floor((Math.random() * (v.max - v.min + 1)) + v.min) } else if (v.type === 'int0') { - r[k] = 0; - if (Math.random() >= 0.5) { - r[k] = Math.floor((Math.random() * (v.max - v.min + 1)) + v.min); - } + r[k] = 0 + if (Math.random() >= 0.5) { + r[k] = Math.floor((Math.random() * (v.max - v.min + 1)) + v.min) + } } else if (v.type === 'intfactor') { // possible 0 value by providing min 0 - if (v.min == 0 && Math.random() <= 0.5) r[k] = 0; - else r[k] = Math.round((Math.random() * (v.max - v.min + 1)/v.factor)*v.factor); + if (v.min == 0 && Math.random() <= 0.5) r[k] = 0 + else r[k] = Math.round((Math.random() * (v.max - v.min + 1)/v.factor)*v.factor) } else if (v.type === 'float') { - r[k] = (Math.random() * (v.max - v.min)) + v.min; + r[k] = (Math.random() * (v.max - v.min)) + v.min } else if (v.type === 'makertaker') { - r[k] = (Math.random() > 0.5) ? 'maker' : 'taker'; + r[k] = (Math.random() > 0.5) ? 'maker' : 'taker' } else if (v.type === 'sigmoidtanhrelu') { - var items = ['sigmoid', 'tanh', 'relu']; - var index = Math.floor(Math.random() * items.length); - r[k] = items[index]; + var items = ['sigmoid', 'tanh', 'relu'] + var index = Math.floor(Math.random() * items.length) + r[k] = items[index] } else if (v.type === 'period_length') { - var s = Math.floor((Math.random() * (v.max - v.min + 1)) + v.min); - r[k] = s + v.period_length; + var s = Math.floor((Math.random() * (v.max - v.min + 1)) + v.min) + r[k] = s + v.period_length } } - return r; + return r }, mutation: function(oldPhenotype, strategy) { - var r = module.exports.create(strategy); + var r = module.exports.create(strategy) for (var k in oldPhenotype) { - if (k === 'sim') continue; + if (k === 'sim') continue - var v = oldPhenotype[k]; - r[k] = (Math.random() < PROPERTY_MUTATION_CHANCE) ? r[k] : oldPhenotype[k]; + var v = oldPhenotype[k] + r[k] = (Math.random() < PROPERTY_MUTATION_CHANCE) ? r[k] : v } - return r; + return r }, crossover: function(phenotypeA, phenotypeB, strategy) { - var p1 = {}; - var p2 = {}; + var p1 = {} + var p2 = {} for (var k in strategy) { - if (k === 'sim') continue; + if (k === 'sim') continue - p1[k] = Math.random() >= PROPERTY_CROSSOVER_CHANCE ? phenotypeA[k] : phenotypeB[k]; - p2[k] = Math.random() >= PROPERTY_CROSSOVER_CHANCE ? phenotypeA[k] : phenotypeB[k]; + p1[k] = Math.random() >= PROPERTY_CROSSOVER_CHANCE ? phenotypeA[k] : phenotypeB[k] + p2[k] = Math.random() >= PROPERTY_CROSSOVER_CHANCE ? phenotypeA[k] : phenotypeB[k] } - return [p1, p2]; + return [p1, p2] }, fitness: function(phenotype) { - if (typeof phenotype.sim === 'undefined') return 0; + if (typeof phenotype.sim === 'undefined') return 0 - var vsBuyHoldRate = (phenotype.sim.vsBuyHold / 50); + var vsBuyHoldRate = (phenotype.sim.vsBuyHold / 50) var wlRatio = phenotype.sim.wins - phenotype.sim.losses - var wlRatioRate = 1.0 / (1.0 + Math.pow(2.71828, wlRatio < 0 ? wlRatio:-(wlRatio))); - var rate = vsBuyHoldRate * (wlRatioRate); - return rate; + var wlRatioRate = 1.0 / (1.0 + Math.pow(2.71828, wlRatio < 0 ? wlRatio:-(wlRatio))) + var rate = vsBuyHoldRate * (wlRatioRate) + return rate }, competition: function(phenotypeA, phenotypeB) { // TODO: Refer to geneticalgorithm documentation on how to improve this with diverstiy - return module.exports.fitness(phenotypeA) >= module.exports.fitness(phenotypeB); + return module.exports.fitness(phenotypeA) >= module.exports.fitness(phenotypeB) } -}; +} From 3c9959dcfb4814a5a810a1f52ceef02ad723dc43 Mon Sep 17 00:00:00 2001 From: Glenn Sidney Date: Sun, 21 Jan 2018 06:07:22 -0500 Subject: [PATCH 054/236] Allow making some darwin values be sticky and not mutate by passing them on the command line (#1175) --- scripts/genetic_backtester/darwin.js | 69 +++++++++++----------------- 1 file changed, 26 insertions(+), 43 deletions(-) diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js index 8e71c32eaf..478c69d331 100755 --- a/scripts/genetic_backtester/darwin.js +++ b/scripts/genetic_backtester/darwin.js @@ -39,26 +39,21 @@ let NEUTRAL_RATE_AUTO = false let iterationCount = 0 let runCommand = (taskStrategyName, phenotype, cb) => { - let commonArgs = `--strategy=${taskStrategyName} --period_length=${phenotype.period_length} --min_periods=${phenotype.min_periods} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct} --order_type=${phenotype.order_type} --sell_stop_pct=${phenotype.sell_stop_pct} --buy_stop_pct=${phenotype.buy_stop_pct} --profit_stop_enable_pct=${phenotype.profit_stop_enable_pct} --profit_stop_pct=${phenotype.profit_stop_pct}` - let strategyArgs = { - bollinger: `--bollinger_size=${phenotype.bollinger_size} --bollinger_time=${phenotype.bollinger_time} --bollinger_upper_bound_pct=${phenotype.bollinger_upper_bound_pct} --bollinger_lower_bound_pct=${phenotype.bollinger_lower_bound_pct}`, - crossover_vwap: `--emalen1=${phenotype.emalen1} --smalen1=${phenotype.smalen1} --smalen2=${phenotype.smalen2} --vwap_length=${phenotype.vwap_length} --vwap_max=${phenotype.vwap_max}`, - trendline: `--lastpoints=${phenotype.lastpoints} --avgpoints=${phenotype.avgpoints} --lastpoints2=${phenotype.lastpoints2} --avgpoints2=${phenotype.avgpoints2} --markdown_buy_pct=${phenotype.markdown_buy_pct} --markup_sell_pct=${phenotype.markup_sell_pct}`, - cci_srsi: `--cci_periods=${phenotype.rsi_periods} --rsi_periods=${phenotype.srsi_periods} --srsi_periods=${phenotype.srsi_periods} --srsi_k=${phenotype.srsi_k} --srsi_d=${phenotype.srsi_d} --oversold_rsi=${phenotype.oversold_rsi} --overbought_rsi=${phenotype.overbought_rsi} --oversold_cci=${phenotype.oversold_cci} --overbought_cci=${phenotype.overbought_cci} --constant=${phenotype.constant}`, - srsi_macd: `--rsi_periods=${phenotype.rsi_periods} --srsi_periods=${phenotype.srsi_periods} --srsi_k=${phenotype.srsi_k} --srsi_d=${phenotype.srsi_d} --oversold_rsi=${phenotype.oversold_rsi} --overbought_rsi=${phenotype.overbought_rsi} --ema_short_period=${phenotype.ema_short_period} --ema_long_period=${phenotype.ema_long_period} --signal_period=${phenotype.signal_period} --up_trend_threshold=${phenotype.up_trend_threshold} --down_trend_threshold=${phenotype.down_trend_threshold}`, - macd: `--ema_short_period=${phenotype.ema_short_period} --ema_long_period=${phenotype.ema_long_period} --signal_period=${phenotype.signal_period} --up_trend_threshold=${phenotype.up_trend_threshold} --down_trend_threshold=${phenotype.down_trend_threshold} --overbought_rsi_periods=${phenotype.overbought_rsi_periods} --overbought_rsi=${phenotype.overbought_rsi}`, - neural: `--activation_1_type=${phenotype.activation_1_type} --neurons_1=${phenotype.neurons_1} --depth=${phenotype.depth} --momentum=${phenotype.momentum} --decay=${phenotype.decay} --min_predict=${phenotype.min_predict} --learns=${phenotype.learns}`, - rsi: `--rsi_periods=${phenotype.rsi_periods} --oversold_rsi=${phenotype.oversold_rsi} --overbought_rsi=${phenotype.overbought_rsi} --rsi_recover=${phenotype.rsi_recover} --rsi_drop=${phenotype.rsi_drop} --rsi_divisor=${phenotype.rsi_divisor}`, - sar: `--sar_af=${phenotype.sar_af} --sar_max_af=${phenotype.sar_max_af}`, - speed: `--baseline_periods=${phenotype.baseline_periods} --trigger_factor=${phenotype.trigger_factor}`, - trend_ema: `--trend_ema=${phenotype.trend_ema} --oversold_rsi=${phenotype.oversold_rsi} --oversold_rsi_periods=${phenotype.oversold_rsi_periods} --neutral_rate=auto`, - trust_distrust: `--sell_threshold=${phenotype.sell_threshold} --sell_threshold_max=${phenotype.sell_threshold_max} --sell_min=${phenotype.sell_min} --buy_threshold=${phenotype.buy_threshold} --buy_threshold_max=${phenotype.buy_threshold_max} --greed=${phenotype.greed}`, - ta_macd: `--ema_short_period=${phenotype.ema_short_period} --ema_long_period=${phenotype.ema_long_period} --signal_period=${phenotype.signal_period} --up_trend_threshold=${phenotype.up_trend_threshold} --down_trend_threshold=${phenotype.down_trend_threshold} --overbought_rsi_periods=${phenotype.overbought_rsi_periods} --overbought_rsi=${phenotype.overbought_rsi}`, - ta_ema: `--trend_ema=${phenotype.trend_ema} --oversold_rsi=${phenotype.oversold_rsi} --oversold_rsi_periods=${phenotype.oversold_rsi_periods} --neutral_rate=auto`, - dema: `--ema_short_period=${phenotype.ema_short_period} --ema_long_period=${phenotype.ema_long_period} --signal_period=${phenotype.signal_period} --up_trend_threshold=${phenotype.up_trend_threshold} --down_trend_threshold=${phenotype.down_trend_threshold} --overbought_rsi_periods=${phenotype.overbought_rsi_periods} --overbought_rsi=${phenotype.overbought_rsi}` - } + var cmdArgs = Object.assign({}, phenotype) + cmdArgs.strategy = taskStrategyName + Object.assign(cmdArgs, simArgs) + + var selector = cmdArgs.selector + delete cmdArgs.selector + delete cmdArgs.sim + let zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : './zenbot.sh' - let command = `${zenbot_cmd} sim ${simArgs} ${commonArgs} ${strategyArgs[taskStrategyName]}` + let command = `${zenbot_cmd} sim ${selector}` + + for (const [ key, value ] of Object.entries(cmdArgs)) { + command += ` --${key}=${value}` + } + console.log(`[ ${iterationCount++}/${populationSize * selectedStrategies.length} ] ${command}`) phenotype['sim'] = {} @@ -547,28 +542,16 @@ console.log(`\n--==${VERSION}==--`) console.log(new Date().toUTCString() + '\n') let argv = require('yargs').argv -let simArgs = (argv.selector) ? argv.selector : 'bitfinex.ETH-USD' -if (argv.days) { - simArgs += ` --days=${argv.days}` -} -else { - if (argv.start) { - simArgs += ` --start=${argv.start}` - } - if (argv.end) { - simArgs += ` --end=${argv.end}` - } -} -if (argv.currency_capital) { - simArgs += ` --currency_capital=${argv.currency_capital}` -} -if (argv.asset_capital) { - simArgs += ` --asset_capital=${argv.asset_capital}` -} -if (argv.symmetrical) { - simArgs += ' --symmetrical=true' -} -simArgs += ' --filename none' +let simArgs = Object.assign({}, argv) +if (!simArgs.selector) + simArgs.selector = 'bitfinex.ETH-USD' +if (!simArgs.filename) + simArgs.filename = 'none' +delete simArgs.use_strategies +delete simArgs.population_data +delete simArgs.population +delete simArgs['$0'] // This comes in to argv all by itself +delete simArgs['_'] // This comes in to argv all by itself let strategyName = (argv.use_strategies) ? argv.use_strategies : 'all' let populationFileName = (argv.population_data) ? argv.population_data : null @@ -626,8 +609,8 @@ var generateCommandParams = input => { var key = keys[i] if(isUsefulKey(key)){ // selector should be at start before keys - if(key == 'selector'){ - result = input[key].normalized + result + if(key == "selector"){ + result = input[key] + result } else result += ' --'+key+'='+input[key] From 4b7604f11b67de61a810deb73036002e677039fb Mon Sep 17 00:00:00 2001 From: Chase Sillevis Date: Sun, 21 Jan 2018 12:20:39 +0100 Subject: [PATCH 055/236] Mini fixes to bollinger and genetic_backtester --- extensions/strategies/bollinger/strategy.js | 1 - scripts/genetic_backtester/darwin.js | 5 ++--- 2 files changed, 2 insertions(+), 4 deletions(-) diff --git a/extensions/strategies/bollinger/strategy.js b/extensions/strategies/bollinger/strategy.js index e0a1442f58..65b18cf89e 100644 --- a/extensions/strategies/bollinger/strategy.js +++ b/extensions/strategies/bollinger/strategy.js @@ -9,7 +9,6 @@ module.exports = function container (get, set, clear) { getOptions: function () { this.option('period', 'period length, same as --period_length', String, '1h') this.option('period_length', 'period length, same as --period', String, '1h') - this.option('min_periods', 'min. number of history periods', Number, 52) this.option('bollinger_size', 'period size', Number, 20) this.option('bollinger_time', 'times of standard deviation between the upper band and the moving averages', Number, 2) this.option('bollinger_upper_bound_pct', 'pct the current price should be near the bollinger upper bound before we sell', Number, 0) diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js index 478c69d331..d2ccf8a58f 100755 --- a/scripts/genetic_backtester/darwin.js +++ b/scripts/genetic_backtester/darwin.js @@ -238,7 +238,6 @@ let RangeNeuralActivation = () => { let strategies = { bollinger: { period_length: RangePeriod(1, 60, 'm'), - min_periods: Range(1, 20), markdown_buy_pct: RangeFloat(-1, 5), markup_sell_pct: RangeFloat(-1, 5), order_type: RangeMakerTaker(), @@ -609,7 +608,7 @@ var generateCommandParams = input => { var key = keys[i] if(isUsefulKey(key)){ // selector should be at start before keys - if(key == "selector"){ + if(key == 'selector'){ result = input[key] + result } @@ -690,7 +689,7 @@ let simulateGeneration = () => { console.log('\n\nGeneration\'s Best Results') selectedStrategies.forEach((v)=> { let best = pools[v]['pool'].best() - + if(best.sim){ console.log(`\t(${v}) Sim Fitness ${best.sim.fitness}, VS Buy and Hold: ${best.sim.vsBuyHold} End Balance: ${best.sim.endBalance}, Wins/Losses ${best.sim.wins}/${best.sim.losses}.`) From 37cac62413dc8a4227a9902e4b69dfcbb7a48d2a Mon Sep 17 00:00:00 2001 From: aquamanjl <35556329+aquamanjl@users.noreply.github.com> Date: Mon, 22 Jan 2018 06:01:40 -0500 Subject: [PATCH 056/236] Fixed StochRSI calculations (#1196) * Fix SRSI calculation * Added test case for SRSI. Switched RSI and SRSI output to float and adjusted display accordingly * Oops, disabled all other tests by mistake * Fix test assertion --- .gitignore | 2 + extensions/strategies/srsi_macd/strategy.js | 3 +- lib/rsi.js | 4 +- lib/srsi.js | 85 +++++++++++++++------ test/lib/rsi.test.js | 2 +- test/lib/srsi.test.js | 37 +++++++++ 6 files changed, 107 insertions(+), 26 deletions(-) create mode 100644 test/lib/srsi.test.js diff --git a/.gitignore b/.gitignore index 3bdb77862f..5bad1c04e7 100644 --- a/.gitignore +++ b/.gitignore @@ -30,3 +30,5 @@ temp.html logs .sync dist/* +.idea +*.iml diff --git a/extensions/strategies/srsi_macd/strategy.js b/extensions/strategies/srsi_macd/strategy.js index c184fcba42..11a646e8fc 100644 --- a/extensions/strategies/srsi_macd/strategy.js +++ b/extensions/strategies/srsi_macd/strategy.js @@ -67,7 +67,8 @@ module.exports = function container (get, set, clear) { color = 'red' } cols.push(z(8, n(s.period.macd_histogram).format('+00.0000'), ' ')[color]) - cols.push(z(8, n(s.period.srsi_K).format('000'), ' ').cyan) + cols.push(z(8, n(s.period.srsi_K).format('00.00'), ' ').cyan) + cols.push(z(8, n(s.period.srsi_D).format('00.00'), ' ').yellow) } else { cols.push(' ') diff --git a/lib/rsi.js b/lib/rsi.js index 5e2ca519ef..87ad80ec3f 100644 --- a/lib/rsi.js +++ b/lib/rsi.js @@ -1,3 +1,5 @@ +var mathjs = require('mathjs') + module.exports = function container (get, set, clear) { return function rsi (s, key, length) { if (s.lookback.length >= length) { @@ -32,7 +34,7 @@ module.exports = function container (get, set, clear) { s.period[key] = 100 } else { var rs = s.period[key + '_avg_gain'] / s.period[key + '_avg_loss'] - s.period[key] = Math.round(100 - (100 / (1 + rs))) + s.period[key] = mathjs.round(100 - (100 / (1 + rs)), 2) } } } diff --git a/lib/srsi.js b/lib/srsi.js index ba230c76c4..6fcd05d902 100644 --- a/lib/srsi.js +++ b/lib/srsi.js @@ -1,25 +1,64 @@ -module.exports = function container (get, set, clear) { - return function srsi (s, key, rsi_length, k, d) { - get('lib.rsi')(s, 'rsi', rsi_length) - let RSI = [] - let sum = 0 - if (typeof s.period.rsi !== 'undefined') - s.lookback.slice(0, k).forEach(function (period) { - if (period.rsi) - RSI.push(period.rsi) - }) - - let highestRSI = Math.max(...RSI) - let lowestRSI = Math.min(...RSI) - let stochK = ((s.period.rsi - lowestRSI) / (highestRSI - lowestRSI)) * 100 - - s.lookback.slice(0, d).forEach(period => { - if (period.srsi_K) - sum += period.srsi_K +var mathjs = require('mathjs'); + +module.exports = function container(get, set, clear) { + return function srsi(s, key, rsi_periods, k_periods, d_periods) { + let samplesRequiredForStochRSI = rsi_periods + k_periods + 1; + + if (s.lookback.length >= samplesRequiredForStochRSI - 1) { + let RSI = []; + + if (typeof s.period.rsi !== 'undefined') { + RSI.push(s.period.rsi); + } else { + get('lib.rsi')(s, 'rsi', rsi_periods); + RSI.push(s.period.rsi); + } + + s.lookback.slice(0, samplesRequiredForStochRSI - 1).forEach(function (period) { + if (period.rsi) { + RSI.push(period.rsi); + } }) - let stochD = sum / d - s.period[key + '_K'] = stochK - s.period[key + '_D'] = stochD - //console.log(s.lookback[0]) + + RSI.reverse(); + + if(RSI.length >= samplesRequiredForStochRSI) { + let stochRSI = []; + for(let i = 0; i < (k_periods + d_periods - 1); i++) { + let rsiForPeriod = RSI.slice(i, rsi_periods + i); + let highestRSI = Math.max(...rsiForPeriod); + let lowestRSI = Math.min(...rsiForPeriod); + if(highestRSI == lowestRSI) { + stochRSI.push(0); + } else { + stochRSI.push(((RSI[(rsi_periods - 1) + i] - lowestRSI) / (highestRSI - lowestRSI)) * 100); + } + } + + stochRSI.reverse(); + + let percentK = []; + for(let i = 0; i < k_periods; i++) { + let kData = stochRSI.slice(i, k_periods + i); + if(kData.length == k_periods) { + percentK.push(mathjs.mean(kData)); + } + } + + let percentD = []; + for(let i = 0; i < d_periods; i++) { + let dData = percentK.slice(i, d_periods + i); + if(dData.length == d_periods) { + percentD.push(mathjs.mean(dData)); + } + } + + s.period[key + '_K'] = percentK[0] == 0 ? 0 : mathjs.round(percentK[0], 2); + s.period[key + '_D'] = percentD[0] == 0 ? 0 : mathjs.round(percentD[0], 2); + + //console.log('lib.srsi: For RSI', RSI[RSI.length - 1], '-', '%K is', s.period[key + '_K'], ', %D is', s.period[key + '_D'], ', period info', s.period); + } + } } -} \ No newline at end of file +} + diff --git a/test/lib/rsi.test.js b/test/lib/rsi.test.js index e7f79d9351..8dd63bac2a 100644 --- a/test/lib/rsi.test.js +++ b/test/lib/rsi.test.js @@ -5,7 +5,7 @@ describe('RSI (Relative Strength Index)', function () { it('should calculate RSI with default period', function () { (RSI())(normalData, 'rsi', 14) - expect(normalData.period.rsi).toEqual(32) + expect(normalData.period.rsi).toEqual(32.26) }) it('should set RSI to 100 when there is no losses for the entire period', function() { diff --git a/test/lib/srsi.test.js b/test/lib/srsi.test.js new file mode 100644 index 0000000000..34720133d4 --- /dev/null +++ b/test/lib/srsi.test.js @@ -0,0 +1,37 @@ +var RSI = require('../../lib/rsi'); +var SRSI = require('../../lib/srsi')(RSI); + +describe('SRSI (StochRSI Oscillator)', function () { + + it('should calculate SRSI with default period', function () { + SRSI(data, 'srsi', 14, 3, 3); + + expect(data.period.srsi_K).toEqual(19.38); + expect(data.period.srsi_D).toEqual(23.18); + }) +}); + +var data = { + lookback: [ + {rsi: 64.38}, + {rsi: 66.71}, + {rsi: 70.29}, + {rsi: 66.49}, + {rsi: 71.47}, + {rsi: 76.17}, + {rsi: 83.66}, + {rsi: 81.85}, + {rsi: 82.55}, + {rsi: 82.89}, + {rsi: 78.60}, + {rsi: 64.78}, + {rsi: 64.77}, + {rsi: 70.05}, + {rsi: 68.76}, + {rsi: 69.53}, + {rsi: 70.15} + ].reverse(), + period: { + rsi: 65.61 + } +}; From 4b10b6c7357e584a117516e91c85052b1edb727b Mon Sep 17 00:00:00 2001 From: firepol <1702718+firepol@users.noreply.github.com> Date: Mon, 22 Jan 2018 12:03:25 +0100 Subject: [PATCH 057/236] Fix cexio update-products.sh (#1194) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit This fixes the error `/usr/bin/env: ‘node\r’: No such file or directory` --- extensions/exchanges/cexio/update-products.sh | 43 ++++++++++--------- 1 file changed, 22 insertions(+), 21 deletions(-) diff --git a/extensions/exchanges/cexio/update-products.sh b/extensions/exchanges/cexio/update-products.sh index a737821960..b91b75fbd9 100755 --- a/extensions/exchanges/cexio/update-products.sh +++ b/extensions/exchanges/cexio/update-products.sh @@ -1,21 +1,22 @@ -#!/usr/bin/env node -const ccxt = require('ccxt') -const path = require('path') -var client = new ccxt.cex() -client.fetchMarkets().then(result => { - var products = [] - result.forEach(function (product) { - products.push({ - asset: product.info.symbol1, - currency: product.info.symbol2, - min_size: product.info.minLotSize.toString(), - max_size: product.info.maxLotSize != null ? product.info.maxLotSize.toString() : product.info.maxLotSize, - increment: product.info.symbol1 === 'BTC' ? '0.01' : (product.info.symbol2 === 'BTC' ? '0.00000001' : '0.0001'), - label: product.id - }) - }) - var target = path.resolve(__dirname, 'products.json') - require('fs').writeFileSync(target, JSON.stringify(products, null, 2)) - console.log('wrote', target) - process.exit() -}) +#!/usr/bin/env node + +const ccxt = require('ccxt') +const path = require('path') +var client = new ccxt.cex() +client.fetchMarkets().then(result => { + var products = [] + result.forEach(function (product) { + products.push({ + asset: product.info.symbol1, + currency: product.info.symbol2, + min_size: product.info.minLotSize.toString(), + max_size: product.info.maxLotSize != null ? product.info.maxLotSize.toString() : product.info.maxLotSize, + increment: product.info.symbol1 === 'BTC' ? '0.01' : (product.info.symbol2 === 'BTC' ? '0.00000001' : '0.0001'), + label: product.id + }) + }) + var target = path.resolve(__dirname, 'products.json') + require('fs').writeFileSync(target, JSON.stringify(products, null, 2)) + console.log('wrote', target) + process.exit() +}) From c497913b8f04c682682cf7208fe5e883cf37787f Mon Sep 17 00:00:00 2001 From: Michael Sutton Date: Mon, 22 Jan 2018 06:04:41 -0500 Subject: [PATCH 058/236] Add strategies to genetic_backtester (#1191) * Add trend_bollinger * Add wavetrend strategy * Add StdDev * Add Momentum Strategy --- scripts/genetic_backtester/darwin.js | 71 +++++++++++++++++++++++++ scripts/genetic_backtester/phenotype.js | 2 + 2 files changed, 73 insertions(+) diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js index d2ccf8a58f..2abaecdf01 100755 --- a/scripts/genetic_backtester/darwin.js +++ b/scripts/genetic_backtester/darwin.js @@ -234,6 +234,12 @@ let RangeNeuralActivation = () => { } return r } +let RangeBoolean = () => { + var r = { + type: 'truefalse' + } + return r +} let strategies = { bollinger: { @@ -252,6 +258,22 @@ let strategies = { bollinger_upper_bound_pct: RangeFloat(-1, 30), bollinger_lower_bound_pct: RangeFloat(-1, 30) }, + trend_bollinger: { + period_length: RangePeriod(1, 60, 'm'), + markdown_buy_pct: RangeFloat(-1, 5), + markup_sell_pct: RangeFloat(-1, 5), + order_type: RangeMakerTaker(), + sell_stop_pct: Range0(1, 50), + buy_stop_pct: Range0(1, 50), + profit_stop_enable_pct: Range0(1, 20), + profit_stop_pct: Range(1,20), + + // -- strategy + bollinger_size: Range(1, 40), + bollinger_time: RangeFloat(1,6), + bollinger_upper_bound_pct: RangeFloat(-1, 30), + bollinger_lower_bound_pct: RangeFloat(-1, 30) + }, crossover_vwap: { // -- common period_length: RangePeriod(1, 400, 'm'), @@ -526,6 +548,55 @@ let strategies = { down_trend_threshold: Range(0, 50), overbought_rsi_periods: Range(1, 50), overbought_rsi: Range(20, 100) + }, + wavetrend: { + // -- common + period_length: RangePeriod(1, 120, 'm'), + min_periods: Range(1, 200), + markup_pct: RangeFloat(0, 5), + order_type: RangeMakerTaker(), + sell_stop_pct: Range0(1, 50), + buy_stop_pct: Range0(1, 50), + profit_stop_enable_pct: Range0(1, 20), + profit_stop_pct: Range(1,20), + + // -- strategy + wavetrend_channel_length: Range(1,20), + wavetrend_average_length: Range(1,42), + wavetrend_overbought_1: Range(1, 100), + wavetrend_overbought_2: Range(1,100), + wavetrend_oversold_1: Range(-100,0), + wavetrend_oversold_2: Range(-100,0), + wavetrend_trends: RangeBoolean() + }, + stddev: { + // -- common + // reference in extensions is given in ms have not heard of an exchange that supports 500ms thru api so setting min at 1 second + period_length: RangePeriod(1, 7200, 's'), + min_periods: Range(1, 2500), + markup_pct: RangeFloat(0, 5), + order_type: RangeMakerTaker(), + sell_stop_pct: Range0(1, 50), + buy_stop_pct: Range0(1, 50), + profit_stop_enable_pct: Range0(1, 20), + profit_stop_pct: Range(1,20), + + // -- strategy + trendtrades_1: Range(2, 20), + trendtrades_2: Range(4, 100) + }, + momentum: { + period_length: RangePeriod(1, 120, 'm'), + min_periods: Range(1, 2500), + markup_pct: RangeFloat(0, 5), + order_type: RangeMakerTaker(), + sell_stop_pct: Range0(1, 50), + buy_stop_pct: Range0(1, 50), + profit_stop_enable_pct: Range0(1, 20), + profit_stop_pct: Range(1,20), + + // -- strategy + momentum_size: Range(1,20) } } diff --git a/scripts/genetic_backtester/phenotype.js b/scripts/genetic_backtester/phenotype.js index d54c9d46c5..2a7d022b54 100644 --- a/scripts/genetic_backtester/phenotype.js +++ b/scripts/genetic_backtester/phenotype.js @@ -34,6 +34,8 @@ module.exports = { } else if (v.type === 'period_length') { var s = Math.floor((Math.random() * (v.max - v.min + 1)) + v.min) r[k] = s + v.period_length + } else if (v.type === 'truefalse') { + r[k] = (Math.random() > 0.5) ? true : false } } return r From f821d76cede501957ba515f3a3a1c142c3d2fa1b Mon Sep 17 00:00:00 2001 From: Michael Sutton Date: Mon, 22 Jan 2018 11:48:56 -0500 Subject: [PATCH 059/236] Bollinger High/Low enhancement (#1198) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * Add trend_bollinger * Add wavetrend strategy * Add StdDev * Add Momentum Strategy * Fixed StochRSI calculations (#1196) * Fix SRSI calculation * Added test case for SRSI. Switched RSI and SRSI output to float and adjusted display accordingly * Oops, disabled all other tests by mistake * Fix test assertion * Fix cexio update-products.sh (#1194) This fixes the error `/usr/bin/env: ‘node\r’: No such file or directory` * Enhance display of High/Low bollinger values Report is now able to display values less than 1. space limited to 7 characters per column so smallest value is 0.00001 --- extensions/strategies/bollinger/strategy.js | 4 ++-- extensions/strategies/trend_bollinger/strategy.js | 4 ++-- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/extensions/strategies/bollinger/strategy.js b/extensions/strategies/bollinger/strategy.js index 65b18cf89e..d078ccebfa 100644 --- a/extensions/strategies/bollinger/strategy.js +++ b/extensions/strategies/bollinger/strategy.js @@ -50,8 +50,8 @@ module.exports = function container (get, set, clear) { color = 'red' } cols.push(z(8, n(s.period.close).format('+00.0000'), ' ')[color]) - cols.push(z(8, n(lowerBound).format('00'), ' ').cyan) - cols.push(z(8, n(upperBound).format('00'), ' ').cyan) + cols.push(z(8, n(lowerBound).format('0.000000').substring(0,7), ' ').cyan) + cols.push(z(8, n(upperBound).format('0.000000').substring(0,7), ' ').cyan) } } else { diff --git a/extensions/strategies/trend_bollinger/strategy.js b/extensions/strategies/trend_bollinger/strategy.js index 02ddb92605..a2784c930e 100644 --- a/extensions/strategies/trend_bollinger/strategy.js +++ b/extensions/strategies/trend_bollinger/strategy.js @@ -76,8 +76,8 @@ module.exports = function container (get, set, clear) { color = 'red' } cols.push(z(8, n(s.period.close).format('+00.0000'), ' ')[color]) - cols.push(z(8, n(lowerBound).format('00'), ' ').cyan) - cols.push(z(8, n(upperBound).format('00'), ' ').cyan) + cols.push(z(8, n(lowerBound).format('0.000000').substring(0,7), ' ').cyan) + cols.push(z(8, n(upperBound).format('0.000000').substring(0,7), ' ').cyan) } } else { From d600b3cd8ae53434646d479fdfef8a718e8bf756 Mon Sep 17 00:00:00 2001 From: Michael Harrison Date: Tue, 23 Jan 2018 03:22:27 -0600 Subject: [PATCH 060/236] Fix typo in README (#1202) --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index cd6103672b..1c0724a652 100644 --- a/README.md +++ b/README.md @@ -636,7 +636,7 @@ Trade when % change from last two 1m periods is higher than average. - Trade frequency is adjusted with a combination of `--period` and `--trend_ema`. For example, if you want more frequent trading, try `--period=5m` or `--trend_ema=15` or both. If you get too many ping-pong trades or losses from fees, try increasing `period` or `trend_ema` or increasing `neutral_rate`. - Sometimes it's tempting to tell the bot trade very often. Try to resist this urge, and go for quality over quantity, since each trade comes with a decent amount of slippage and whipsaw risk. -- `--oversold_rsi=` will try to buy when the price dives. This is one of the ways to get profit above buy/hold, but setting it too high might result in a loss of the price continues to fall. +- `--oversold_rsi=` will try to buy when the price dives. This is one of the ways to get profit above buy/hold, but setting it too high might result in a loss if the price continues to fall. - In a market with predictable price surges and corrections, `--profit_stop_enable_pct=10` will try to sell when the last buy hits 10% profit and then drops to 9% (the drop % is set with `--profit_stop_pct`). However in strong, long uptrends this option may end up causing a sell too early. - For Kraken and GDAX you may wish to use `--order_type="taker"`, this uses market orders instead of limit orders. You usually pay a higher fee, but you can be sure that your order is filled instantly. This means that the sim will more closely match your live trading. Please note that GDAX does not charge maker fees (limit orders), so you will need to choose between not paying fees and running the risk orders do not get filled on time, or paying somewhat high % of fees and making sure your orders are always filled on time. From 217bf163752be6631cc7adb6b449ada41bffa038 Mon Sep 17 00:00:00 2001 From: defkev Date: Tue, 23 Jan 2018 10:23:29 +0100 Subject: [PATCH 061/236] Update engine test to pass #1178 (#1204) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Can't fool Travis 🔨 --- test/lib/engine.test.js | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/test/lib/engine.test.js b/test/lib/engine.test.js index 4a3bd62bef..39404c5c46 100644 --- a/test/lib/engine.test.js +++ b/test/lib/engine.test.js @@ -239,7 +239,11 @@ function createEngine(currency_amount, buy_pct, buy_max_amt, order_type, held_as } var fake_return = { - "conf": {}, + "conf": { + output: { + api: {} + } + }, "exchanges.test_exchange" : { getProducts: function() { return [fake_product] }, getQuote: function(product, callback){ callback(null, { bid: fake_bid, ask: fake_ask}) }, From 65441a0aeb1fe2ebb3aa09ddba4d1fc82e6f0201 Mon Sep 17 00:00:00 2001 From: Michael Sutton Date: Tue, 23 Jan 2018 04:23:42 -0500 Subject: [PATCH 062/236] Adjustment to RSI display fix padding. No longer get skewed on RSIs of XX.X format forced to XX.XX (#1205) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * Add trend_bollinger * Add wavetrend strategy * Add StdDev * Add Momentum Strategy * Fixed StochRSI calculations (#1196) * Fix SRSI calculation * Added test case for SRSI. Switched RSI and SRSI output to float and adjusted display accordingly * Oops, disabled all other tests by mistake * Fix test assertion * Fix cexio update-products.sh (#1194) This fixes the error `/usr/bin/env: ‘node\r’: No such file or directory` * Adjust display for RSI being changed to float RSI formated correctly. --- lib/engine.js | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/lib/engine.js b/lib/engine.js index 3c4a7f0c4e..7f540de7ad 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -724,7 +724,7 @@ module.exports = function container (get, set, clear) { let half = 5 let bar = '' let stars = 0 - let rsi = s.period.rsi.toString() + let rsi = n(s.period.rsi).format('00.00') if (s.period.rsi >= 50) { stars = Math.min(Math.round(((s.period.rsi - 50) / 50) * half) + 1, half) bar += ' '.repeat(half - (rsi < 100 ? 3 : 4)) From 2fc198963021e629739fc1a9f91140a8d379cd0a Mon Sep 17 00:00:00 2001 From: Travis CI Date: Tue, 23 Jan 2018 10:37:08 +0000 Subject: [PATCH 063/236] Exchanges: update-products 262 --- extensions/exchanges/binance/products.json | 27 +++++ extensions/exchanges/cexio/products.json | 130 ++++++++++----------- 2 files changed, 92 insertions(+), 65 deletions(-) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index ffb4be9561..92e40b901a 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -2185,5 +2185,32 @@ "max_size": "100000.00000000", "increment": "0.01000000", "label": "INS/ETH" + }, + { + "id": "PIVXBTC", + "asset": "PIVX", + "currency": "BTC", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "PIVX/BTC" + }, + { + "id": "PIVXETH", + "asset": "PIVX", + "currency": "ETH", + "min_size": "0.01000000", + "max_size": "100000.00000000", + "increment": "0.01000000", + "label": "PIVX/ETH" + }, + { + "id": "PIVXBNB", + "asset": "PIVX", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.01000000", + "label": "PIVX/BNB" } ] \ No newline at end of file diff --git a/extensions/exchanges/cexio/products.json b/extensions/exchanges/cexio/products.json index 7cce98b938..8dbed29d94 100644 --- a/extensions/exchanges/cexio/products.json +++ b/extensions/exchanges/cexio/products.json @@ -4,15 +4,15 @@ "currency": "USD", "min_size": "0.01", "max_size": "30", - "increment": "0.00000001", + "increment": "0.01", "label": "BTC/USD" }, { "asset": "ETH", "currency": "USD", - "min_size": "0.01", + "min_size": "0.1", "max_size": "1000", - "increment": "0.001", + "increment": "0.0001", "label": "ETH/USD" }, { @@ -20,23 +20,39 @@ "currency": "USD", "min_size": "0.01", "max_size": "30", - "increment": "0.00000001", + "increment": "0.0001", "label": "BCH/USD" }, + { + "asset": "BTG", + "currency": "USD", + "min_size": "0.01", + "max_size": null, + "increment": "0.0001", + "label": "BTG/USD" + }, { "asset": "DASH", "currency": "USD", "min_size": "0.01", "max_size": null, - "increment": "0.00000001", + "increment": "0.0001", "label": "DASH/USD" }, + { + "asset": "XRP", + "currency": "USD", + "min_size": "10", + "max_size": null, + "increment": "0.0001", + "label": "XRP/USD" + }, { "asset": "ZEC", "currency": "USD", "min_size": "0.01", "max_size": null, - "increment": "0.00000001", + "increment": "0.0001", "label": "ZEC/USD" }, { @@ -44,7 +60,7 @@ "currency": "EUR", "min_size": "0.01", "max_size": "30", - "increment": "0.00000001", + "increment": "0.01", "label": "BTC/EUR" }, { @@ -52,7 +68,7 @@ "currency": "EUR", "min_size": "0.1", "max_size": null, - "increment": "0.00000001", + "increment": "0.0001", "label": "ETH/EUR" }, { @@ -60,23 +76,39 @@ "currency": "EUR", "min_size": "0.01", "max_size": null, - "increment": "0.00000001", + "increment": "0.0001", "label": "BCH/EUR" }, + { + "asset": "BTG", + "currency": "EUR", + "min_size": "0.01", + "max_size": null, + "increment": "0.0001", + "label": "BTG/EUR" + }, { "asset": "DASH", "currency": "EUR", "min_size": "0.01", "max_size": null, - "increment": "0.00000001", + "increment": "0.0001", "label": "DASH/EUR" }, + { + "asset": "XRP", + "currency": "EUR", + "min_size": "10", + "max_size": null, + "increment": "0.0001", + "label": "XRP/EUR" + }, { "asset": "ZEC", "currency": "EUR", "min_size": "0.01", "max_size": null, - "increment": "0.00000001", + "increment": "0.0001", "label": "ZEC/EUR" }, { @@ -84,7 +116,7 @@ "currency": "GBP", "min_size": "0.01", "max_size": null, - "increment": "0.00000001", + "increment": "0.01", "label": "BTC/GBP" }, { @@ -92,7 +124,7 @@ "currency": "GBP", "min_size": "0.1", "max_size": null, - "increment": "0.00000001", + "increment": "0.0001", "label": "ETH/GBP" }, { @@ -100,7 +132,7 @@ "currency": "GBP", "min_size": "0.01", "max_size": null, - "increment": "0.00000001", + "increment": "0.0001", "label": "BCH/GBP" }, { @@ -108,7 +140,7 @@ "currency": "GBP", "min_size": "0.01", "max_size": null, - "increment": "0.00000001", + "increment": "0.0001", "label": "DASH/GBP" }, { @@ -116,7 +148,7 @@ "currency": "GBP", "min_size": "0.01", "max_size": null, - "increment": "0.00000001", + "increment": "0.0001", "label": "ZEC/GBP" }, { @@ -124,7 +156,7 @@ "currency": "RUB", "min_size": "0.01", "max_size": null, - "increment": "0.00000001", + "increment": "0.01", "label": "BTC/RUB" }, { @@ -144,75 +176,43 @@ "label": "BCH/BTC" }, { - "asset": "DASH", + "asset": "BTG", "currency": "BTC", "min_size": "0.01", "max_size": null, "increment": "0.00000001", - "label": "DASH/BTC" + "label": "BTG/BTC" }, { - "asset": "ZEC", + "asset": "DASH", "currency": "BTC", "min_size": "0.01", "max_size": null, "increment": "0.00000001", - "label": "ZEC/BTC" - }, - { - "asset": "GHS", - "currency": "BTC", - "min_size": "1", - "max_size": null, - "increment": "0.00000001", - "label": "GHS/BTC" - }, - { - "asset": "XRP", - "currency": "USD", - "min_size": "0.00000001", - "max_size": null, - "increment": "0.00000001", - "label": "XRP/USD" - }, - { - "asset": "XRP", - "currency": "EUR", - "min_size": "0.00000001", - "max_size": null, - "increment": "0.00000001", - "label": "XRP/USD" + "label": "DASH/BTC" }, { "asset": "XRP", - "currency": "GBP", - "min_size": "0.00000001", - "max_size": null, - "increment": "0.00000001", - "label": "XRP/USD" - }, - { - "asset": "BTG", - "currency": "USD", - "min_size": "0.00000001", + "currency": "BTC", + "min_size": "40", "max_size": null, "increment": "0.00000001", - "label": "XRP/USD" + "label": "XRP/BTC" }, { - "asset": "BTG", - "currency": "EUR", - "min_size": "0.00000001", + "asset": "ZEC", + "currency": "BTC", + "min_size": "0.01", "max_size": null, "increment": "0.00000001", - "label": "XRP/USD" + "label": "ZEC/BTC" }, { - "asset": "BTG", - "currency": "GBP", - "min_size": "0.00000001", + "asset": "GHS", + "currency": "BTC", + "min_size": "100", "max_size": null, "increment": "0.00000001", - "label": "XRP/USD" + "label": "GHS/BTC" } -] +] \ No newline at end of file From 7fbbcd4ade0651f1436ea8cabd5a4d5746c7a0ab Mon Sep 17 00:00:00 2001 From: defkev Date: Tue, 23 Jan 2018 17:47:31 +0100 Subject: [PATCH 064/236] Multiple API & Web UI improvements (#1178) * Multiple Web UI improvements * Add momentjs (mainly for date/time humanization) * More precise bot uptime (seconds, minutes, hours, days instead of just days) * Display trading chart in server time (for consistence with "My Trades" dates) * Reduce default trading chart range to 30 minutes (from 60) * Sort "My Trades" by date (descending) * Change "Executed Date" to "Execution Time" * Reduce memory util if API is off Populate objects used exclusively by the API only if the API is actually enabled. * Web UI: Add Total to My Trades Total = Size * Price * API: Populate stats on every new period Instead of having to manually "print statistical output" in the console to get them updated. * Web UI: Update Stats & Fix Chart * Color profits (last balance and buy hold) green/red based on win/loss * Use singular and plural for trade(s) and day(s) * Fix chart 1 hour range selector button * Web UI: Widgets * Rename "Asset / Currency" widget to "Capital" and move it up to Market row * Remove leading space from "Last Balance" widget * Limit "vs buy hold" to 10 digits * Add "Error Rate" widget including Win/Loss * Web UI: Format open order dates like complete Looks like i forgot something... * Web UI: Fix Market/Capital row layout on mobile * API: Always calculate fees Fixes #1193 * Profit & Fees * API: Add profit calculation (buy/sell, sell/buy) to my_trades, profit won't be calculated unless there was a previous opposide order (buy profit on previos sell, sell profit on previous buy) * Web UI: Add Fee and Profit column (Closes #1192) * Normalize number formating for consistence and to remove clutter --- commands/trade.js | 31 +++++---- extensions/output/api.js | 2 + lib/engine.js | 36 +++++++++-- templates/dashboard.ejs | 135 ++++++++++++++++++++++++--------------- 4 files changed, 132 insertions(+), 72 deletions(-) diff --git a/commands/trade.js b/commands/trade.js index 305d9c2d87..371dd5dc0d 100644 --- a/commands/trade.js +++ b/commands/trade.js @@ -138,9 +138,7 @@ module.exports = function container (get, set, clear) { } /* Implementing statistical Exit */ - function printTrade (quit, dump) { - console.log() - var output_lines = [] + function printTrade (quit, dump, statsonly = false) { var tmp_balance = n(s.balance.currency).add(n(s.period.close).multiply(s.balance.asset)).format('0.00000000') if (quit) { if (s.my_trades.length) { @@ -156,12 +154,16 @@ module.exports = function container (get, set, clear) { s.lookback.unshift(s.period) } var profit = s.start_capital ? n(tmp_balance).subtract(s.start_capital).divide(s.start_capital) : n(0) - output_lines.push('last balance: ' + n(tmp_balance).format('0.00000000').yellow + ' (' + profit.format('0.00%') + ')') var buy_hold = s.start_price ? n(s.period.close).multiply(n(s.start_capital).divide(s.start_price)) : n(tmp_balance) var buy_hold_profit = s.start_capital ? n(buy_hold).subtract(s.start_capital).divide(s.start_capital) : n(0) - output_lines.push('buy hold: ' + buy_hold.format('0.00000000').yellow + ' (' + n(buy_hold_profit).format('0.00%') + ')') - output_lines.push('vs. buy hold: ' + n(tmp_balance).subtract(buy_hold).divide(buy_hold).format('0.00%').yellow) - output_lines.push(s.my_trades.length + ' trades over ' + s.day_count + ' days (avg ' + n(s.my_trades.length / s.day_count).format('0.00') + ' trades/day)') + if (!statsonly) { + console.log() + var output_lines = [] + output_lines.push('last balance: ' + n(tmp_balance).format('0.00000000').yellow + ' (' + profit.format('0.00%') + ')') + output_lines.push('buy hold: ' + buy_hold.format('0.00000000').yellow + ' (' + n(buy_hold_profit).format('0.00%') + ')') + output_lines.push('vs. buy hold: ' + n(tmp_balance).subtract(buy_hold).divide(buy_hold).format('0.00%').yellow) + output_lines.push(s.my_trades.length + ' trades over ' + s.day_count + ' days (avg ' + n(s.my_trades.length / s.day_count).format('0.00') + ' trades/day)') + } // Build stats for UI s.stats = { profit: profit.format('0.00%'), @@ -186,17 +188,21 @@ module.exports = function container (get, set, clear) { } }) if (s.my_trades.length && sells > 0) { - output_lines.push('win/loss: ' + (sells - losses) + '/' + losses) - output_lines.push('error rate: ' + (sells ? n(losses).divide(sells).format('0.00%') : '0.00%').yellow) + if (!statsonly) { + output_lines.push('win/loss: ' + (sells - losses) + '/' + losses) + output_lines.push('error rate: ' + (sells ? n(losses).divide(sells).format('0.00%') : '0.00%').yellow) + } //for API s.stats.win = (sells - losses) s.stats.losses = losses s.stats.error_rate = (sells ? n(losses).divide(sells).format('0.00%') : '0.00%') } - output_lines.forEach(function (line) { - console.log(line) - }) + if (!statsonly) { + output_lines.forEach(function (line) { + console.log(line) + }) + } if (quit || dump) { var html_output = output_lines.map(function (line) { return colors.stripColors(line) @@ -542,6 +548,7 @@ module.exports = function container (get, set, clear) { b.buy_hold = s.period.close * (session.orig_capital / session.orig_price) b.buy_hold_profit = (b.buy_hold - session.orig_capital) / session.orig_capital b.vs_buy_hold = (b.consolidated - b.buy_hold) / b.buy_hold + c.output.api.on && printTrade(false, false, true) if (so.mode === 'live') { balances.save(b, function (err) { if (err) { diff --git a/extensions/output/api.js b/extensions/output/api.js index 97fbe33d80..4624e19498 100644 --- a/extensions/output/api.js +++ b/extensions/output/api.js @@ -6,6 +6,7 @@ module.exports = function container (get) { let app = express() let random_port = require('random-port') let path = require('path') + let moment = require('moment'); let run = function(reporter, tradeObject) { if (!reporter.port || reporter.port === 0) { @@ -33,6 +34,7 @@ module.exports = function container (get) { app.use('/assets-zenbot', express.static(__dirname+'/../../assets')); app.get('/', function (req, res) { + app.locals.moment = moment; let datas = objectWithoutKey(tradeObject, 'options'); datas = objectWithoutKey(tradeObject); res.render('dashboard', datas); diff --git a/lib/engine.js b/lib/engine.js index 7f540de7ad..ee29902dd2 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -69,8 +69,12 @@ module.exports = function container (get, set, clear) { s.lookback = [] s.day_count = 1 s.my_trades = [] - s.trades = [] s.vol_since_last_blink = 0 + if (c.output.api.on) { + s.boot_time = (new Date).getTime() + s.tz_offset = new Date().getTimezoneOffset() + s.trades = [] + } if (so.strategy) { s.strategy = get('strategies.' + so.strategy) if (s.strategy.getOptions) { @@ -150,7 +154,7 @@ module.exports = function container (get, set, clear) { s.period.close_time = trade.time s.strategy.calculate(s) s.vol_since_last_blink += trade.size - s.trades.push(trade) + s.trades && s.trades.push(trade) } function executeStop (do_sell_stop) { @@ -575,6 +579,16 @@ module.exports = function container (get, set, clear) { if (s.buy_order) { if (so.mode === 'live' || trade.price <= Number(s.buy_order.price)) { price = s.buy_order.price + if (so.order_type === 'maker') { + if (s.exchange.makerFee) { + fee = n(s.buy_order.size).multiply(s.exchange.makerFee / 100).value() + } + } + if (so.order_type === 'taker') { + if (s.exchange.takerFee) { + fee = n(s.buy_order.size).multiply(s.exchange.takerFee / 100).value() + } + } if (so.mode !== 'live') { s.balance.asset = n(s.balance.asset).add(s.buy_order.size).format('0.00000000') let total = n(price).multiply(s.buy_order.size) @@ -582,13 +596,11 @@ module.exports = function container (get, set, clear) { if (so.order_type === 'maker') { price = n(s.buy_order.price).add(n(s.buy_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') if (s.exchange.makerFee) { - fee = n(s.buy_order.size).multiply(s.exchange.makerFee / 100).value() s.balance.asset = n(s.balance.asset).subtract(fee).format('0.00000000') } } if (so.order_type === 'taker') { if (s.exchange.takerFee) { - fee = n(s.buy_order.size).multiply(s.exchange.takerFee / 100).value() s.balance.asset = n(s.balance.asset).subtract(fee).format('0.00000000') } } @@ -604,6 +616,7 @@ module.exports = function container (get, set, clear) { fee: fee, price: price, order_type: so.order_type || 'taker', + profit: s.last_sell_price && (price - s.last_sell_price) / s.last_sell_price, cancel_after: so.cancel_after || 'day' } s.my_trades.push(my_trade) @@ -626,6 +639,16 @@ module.exports = function container (get, set, clear) { else if (s.sell_order) { if (so.mode === 'live' || trade.price >= s.sell_order.price) { price = s.sell_order.price + if (so.order_type === 'maker') { + if (s.exchange.makerFee) { + fee = n(s.sell_order.size).multiply(s.exchange.makerFee / 100).multiply(price).value() + } + } + if (so.order_type === 'taker') { + if (s.exchange.takerFee) { + fee = n(s.sell_order.size).multiply(s.exchange.takerFee / 100).multiply(price).value() + } + } if (so.mode !== 'live') { s.balance.asset = n(s.balance.asset).subtract(s.sell_order.size).value() let total = n(price).multiply(s.sell_order.size) @@ -633,13 +656,11 @@ module.exports = function container (get, set, clear) { if (so.order_type === 'maker') { price = n(s.sell_order.price).subtract(n(s.sell_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') if (s.exchange.makerFee) { - fee = n(s.sell_order.size).multiply(s.exchange.makerFee / 100).multiply(price).value() s.balance.currency = n(s.balance.currency).subtract(fee).format('0.00000000') } } if (so.order_type === 'taker') { if (s.exchange.takerFee) { - fee = n(s.sell_order.size).multiply(s.exchange.takerFee / 100).multiply(price).value() s.balance.currency = n(s.balance.currency).subtract(fee).format('0.00000000') } } @@ -654,7 +675,8 @@ module.exports = function container (get, set, clear) { size: s.sell_order.orig_size, fee: fee, price: price, - order_type: so.order_type + order_type: so.order_type, + profit: s.last_buy_price && (price - s.last_buy_price) / s.last_buy_price } s.my_trades.push(my_trade) if (so.stats) { diff --git a/templates/dashboard.ejs b/templates/dashboard.ejs index bfcc8ad446..f4b01bdf1e 100644 --- a/templates/dashboard.ejs +++ b/templates/dashboard.ejs @@ -55,7 +55,7 @@
    -
  1. Running since <%= day_count %> days
    2. +
  2. Running since <%= moment(boot_time).toNow(true) %>
@@ -66,48 +66,62 @@
-
+

Current Market

- -
- -
+
+
  • Price
    • -
  • <%= period.close %> <%= asset.toUpperCase() %>
    • +
  • <%= new Intl.NumberFormat("en-US", {useGrouping: false, minimumFractionDigits: 2, maximumFractionDigits: 7}).format(period.close) %> <%= asset.toUpperCase() %>
<% if (typeof quote != "undefined") { %> -
+
  • ASK
    • -
  • <%= quote.ask %> <%= asset.toUpperCase() %>
    • +
  • <%= new Intl.NumberFormat("en-US", {useGrouping: false, minimumFractionDigits: 2, maximumFractionDigits: 7}).format(quote.ask) %> <%= asset.toUpperCase() %>
- -
+
  • BID
    • -
  • <%= quote.bid %> <%= asset.toUpperCase() %>
    • +
  • <%= new Intl.NumberFormat("en-US", {useGrouping: false, minimumFractionDigits: 2, maximumFractionDigits: 7}).format(quote.bid) %> <%= asset.toUpperCase() %>
<% } %> - +
+
+
+
+
+

Captial

+
+
+
    +
  • Asset
    • +
  • <%= new Intl.NumberFormat("en-US", {useGrouping: false, minimumFractionDigits: 2, maximumFractionDigits: 8}).format(balance.asset) %> <%= asset.toUpperCase() %>
    • +
+
+
+
    +
  • Currency
    • +
  • <%= new Intl.NumberFormat("en-US", {useGrouping: false, minimumFractionDigits: 2, maximumFractionDigits: 8}).format(balance.currency) %> <%= currency.toUpperCase() %>
    • +
+
-
<% if (typeof stats != "undefined") { %>
-

Last balance ( <%= new Intl.NumberFormat("en-US", {style: "percent", minimumSignificantDigits:2}).format( (parseFloat(stats.profit)/100)-(parseFloat(stats.buy_hold_profit)/100) ) %> vs buy hold)

+

Last balance (<%= new Intl.NumberFormat("en-US", {style: "percent", minimumFractionDigits: 2, maximumFractionDigits: 2}).format((parseFloat(stats.profit)/100)-(parseFloat(stats.buy_hold_profit)/100) ) %> vs buy hold)

    -
  • <%= stats.tmp_balance %> <%= currency.toUpperCase() %>
    • -
  • <%= stats.profit %> of profit
    • +
  • <%= new Intl.NumberFormat("en-US", {useGrouping: false, minimumFractionDigits: 8, maximumFractionDigits: 8}).format(stats.tmp_balance) %> <%= currency.toUpperCase() %>
    • +
  • <%= stats.profit %> of profit
@@ -115,8 +129,8 @@

Buy hold

    -
  • <%= stats.buy_hold %> <%= currency.toUpperCase() %>
    • -
  • <%= stats.buy_hold_profit %> of profit
    • +
  • <%= new Intl.NumberFormat("en-US", {useGrouping: false, minimumFractionDigits: 8, maximumFractionDigits: 8}).format(stats.buy_hold) %> <%= currency.toUpperCase() %>
    • +
  • <%= stats.buy_hold_profit %> of profit
@@ -125,20 +139,22 @@

Trades per day

  • <%= stats.trade_per_day %>
    • -
  • <%= my_trades.length %> trades over <%= day_count %> days
    • +
  • <%= my_trades.length %> trade<% if (my_trades.length != 1) { %>s<% } %> over <%= day_count %> day<% if (day_count != 1) { %>s<% } %>
- <% } %> -
-
-

Asset / Currency

-
    -
  • <%= balance.asset %> <%= asset.toUpperCase() %>
    • -
  • <%= balance.currency %> <%= currency.toUpperCase() %>
    • -
+ <% if (typeof stats.error_rate != "undefined") { %> +
+
+

Error Rate

+
    +
  • <%= stats.error_rate %>
    • +
  • Win/Loss: <%= stats.win %>/<%= stats.losses %>
    • +
+
-
+ <% } %> + <% } %>
@@ -153,11 +169,11 @@ - - + + + - + + + +
From c67b596561253090409b99e27994141f852e5731 Mon Sep 17 00:00:00 2001 From: Daniel Espendiller Date: Mon, 19 Feb 2018 23:00:54 +0100 Subject: [PATCH 176/236] add new indicator for talib "WILLR - Williams' %R with rsi oversold", "ADOSC - Chaikin A/D Oscillator" with rsi oversold with support for all volume based indicator (#1357) --- lib/ta_volume.js | 62 ++++++++++++++++++++++++++++++++++++++++++++++++ lib/ta_willr.js | 56 +++++++++++++++++++++++++++++++++++++++++++ 2 files changed, 118 insertions(+) create mode 100644 lib/ta_volume.js create mode 100644 lib/ta_willr.js diff --git a/lib/ta_volume.js b/lib/ta_volume.js new file mode 100644 index 0000000000..4e17b21104 --- /dev/null +++ b/lib/ta_volume.js @@ -0,0 +1,62 @@ +// allows to use all talib Volume Indicator Functions: https://mrjbq7.github.io/ta-lib/func_groups/volume_indicators.html +// AD - Chaikin A/D Line +// ADOSC - Chaikin A/D Oscillator +// OBV - On Balance Volume + +var talib = require('talib') + +module.exports = function volume(s, min_periods, indicator, fastperiod, slowperiod) { + return new Promise(function(resolve, reject) { + // create object for talib. only close is used for now but rest might come in handy + if (!s.marketData) { + s.marketData = { open: [], close: [], high: [], low: [], volume: [] } + } + + if (s.lookback.length > s.marketData.close.length) { + for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { + s.marketData.high.push(s.lookback[i].high) + s.marketData.low.push(s.lookback[i].low) + s.marketData.close.push(s.lookback[i].close) + s.marketData.volume.push(s.lookback[i].volume) + } + } + + if (s.marketData.close.length < min_periods) { + resolve() + return + } + + let tmpHigh = s.marketData.high.slice() + tmpHigh.push(s.period.high) + + let tmpLow = s.marketData.low.slice() + tmpLow.push(s.period.low) + + let tmpClose = s.marketData.close.slice() + tmpClose.push(s.period.close) + + let tmpVolume = s.marketData.volume.slice() + tmpVolume.push(s.period.volume) + + talib.execute({ + name: indicator, + startIdx: 0, + endIdx: tmpHigh.length -1, + high: tmpHigh, + low: tmpLow, + close: tmpClose, + volume: tmpVolume, + inReal: tmpClose, + optInFastPeriod: fastperiod || 3, + optInSlowPeriod: slowperiod || 20 + }, function (err, result) { + if (err) { + reject(err, result) + return + } + + resolve(result.result.outReal[(result.nbElement - 1)]) + }) + }) +} + diff --git a/lib/ta_willr.js b/lib/ta_willr.js new file mode 100644 index 0000000000..e8a3bf6c51 --- /dev/null +++ b/lib/ta_willr.js @@ -0,0 +1,56 @@ +// tablib: WILLR - Williams' %R https://mrjbq7.github.io/ta-lib/func_groups/momentum_indicators.html + +var talib = require('talib') + +module.exports = function ppo(s, min_periods, timeperiod) { + return new Promise(function(resolve, reject) { + // create object for talib. only close is used for now but rest might come in handy + if (!s.marketData) { + s.marketData = { open: [], close: [], high: [], low: [], volume: [] } + } + + if (s.lookback.length > s.marketData.close.length) { + for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { + s.marketData.high.push(s.lookback[i].high) + s.marketData.low.push(s.lookback[i].low) + s.marketData.close.push(s.lookback[i].close) + s.marketData.volume.push(s.lookback[i].volume) + } + } + + if (s.marketData.close.length < min_periods) { + resolve() + return + } + + let tmpHigh = s.marketData.high.slice() + tmpHigh.push(s.period.high) + + let tmpLow = s.marketData.low.slice() + tmpLow.push(s.period.low) + + let tmpClose = s.marketData.close.slice() + tmpClose.push(s.period.close) + + let tmpVolume = s.marketData.volume.slice() + tmpVolume.push(s.period.volume) + + talib.execute({ + name: 'WILLR', + startIdx: 0, + endIdx: tmpHigh.length -1, + high: tmpHigh, + low: tmpLow, + close: tmpClose, + optInTimePeriod: timeperiod || 14, + }, function (err, result) { + if (err) { + console.log(err); + reject(err, result) + return + } + + resolve(result.result.outReal[(result.nbElement - 1)]) + }) + }) +} From 8bcd96900601f7e5ce17b2561e0aea5bc132e8ae Mon Sep 17 00:00:00 2001 From: Daniel Espendiller Date: Tue, 20 Feb 2018 19:11:44 +0100 Subject: [PATCH 177/236] move all tablib indicators to a promise and replace calculation usage in strategies as this function does not handle async behavior (#1383) --- extensions/strategies/ta_ema/strategy.js | 18 +++- extensions/strategies/ta_macd/strategy.js | 46 +++++----- lib/ta_ema.js | 94 ++++++++++--------- lib/ta_macd.js | 104 ++++++++++++---------- lib/ta_macd_ext.js | 3 +- lib/ta_ppo.js | 2 +- lib/ta_trix.js | 2 +- lib/ta_ultosc.js | 6 +- 8 files changed, 153 insertions(+), 122 deletions(-) diff --git a/extensions/strategies/ta_ema/strategy.js b/extensions/strategies/ta_ema/strategy.js index 92de028c2b..70c9d08148 100644 --- a/extensions/strategies/ta_ema/strategy.js +++ b/extensions/strategies/ta_ema/strategy.js @@ -19,7 +19,6 @@ module.exports = { }, calculate: function (s) { - ta_ema(s, 'trend_ema', s.options.trend_ema) if (s.options.oversold_rsi) { // sync RSI display with oversold RSI periods s.options.rsi_periods = s.options.oversold_rsi_periods @@ -29,9 +28,6 @@ module.exports = { if (s.options.mode !== 'sim' || s.options.verbose) console.log(('\noversold at ' + s.period.oversold_rsi + ' RSI, preparing to buy\n').cyan) } } - if (s.period.trend_ema && s.lookback[0] && s.lookback[0].trend_ema) { - s.period.trend_ema_rate = (s.period.trend_ema - s.lookback[0].trend_ema) / s.lookback[0].trend_ema * 100 - } if (s.options.neutral_rate === 'auto') { stddev(s, 'trend_ema_stddev', Math.floor(s.options.trend_ema / 2), 'trend_ema_rate') } @@ -50,6 +46,20 @@ module.exports = { return cb() } } + + // wait for promise to be resolved + // we add all maybe we need more indicators + Promise.all([ta_ema(s, s.options.trend_ema)]).then(result => { + if(result && result.outReal) { + s.period.trend_ema = result.outReal; + } + }); + + // calculate ema rate + if (s.period.trend_ema && s.lookback[0] && s.lookback[0].trend_ema) { + s.period.trend_ema_rate = (s.period.trend_ema - s.lookback[0].trend_ema) / s.lookback[0].trend_ema * 100 + } + if (typeof s.period.trend_ema_stddev === 'number') { if (s.period.trend_ema_rate > s.period.trend_ema_stddev) { if (s.trend !== 'up') { diff --git a/extensions/strategies/ta_macd/strategy.js b/extensions/strategies/ta_macd/strategy.js index 0262fe899b..9bc98520de 100644 --- a/extensions/strategies/ta_macd/strategy.js +++ b/extensions/strategies/ta_macd/strategy.js @@ -30,18 +30,6 @@ module.exports = { if (s.options.mode === 'sim' && s.options.verbose) console.log(('\noverbought at ' + s.period.overbought_rsi + ' RSI, preparing to sold\n').cyan) } } - - // compture MACD - /*get('lib.ema')(s, 'ema_short', s.options.ema_short_period) - get('lib.ema')(s, 'ema_long', s.options.ema_long_period) - if (s.period.ema_short && s.period.ema_long) { - s.period.macd = (s.period.ema_short - s.period.ema_long) - get('lib.ema')(s, 'signal', s.options.signal_period, 'macd') - if (s.period.signal) { - s.period.macd_histogram = s.period.macd - s.period.signal - } - }*/ - ta_macd(s,'macd','macd_histogram','macd_signal',s.options.ema_long_period,s.options.ema_short_period,s.options.signal_period) }, onPeriod: function (s, cb) { @@ -54,16 +42,32 @@ module.exports = { } } - if (typeof s.period.macd_histogram === 'number' && typeof s.lookback[0].macd_histogram === 'number') { - if ((s.period.macd_histogram - s.options.up_trend_threshold) > 0 && (s.lookback[0].macd_histogram - s.options.up_trend_threshold) <= 0) { - s.signal = 'buy' - } else if ((s.period.macd_histogram + s.options.down_trend_threshold) < 0 && (s.lookback[0].macd_histogram + s.options.down_trend_threshold) >= 0) { - s.signal = 'sell' - } else { - s.signal = null // hold + ta_macd(s, s.options.ema_long_period, s.options.ema_short_period, s.options.signal_period).then(function(signal) { + if(!signal) { + cb() + return } - } - cb() + + s.period['macd'] = signal.macd + s.period['macd_histogram'] = signal.macd_histogram + s.period['macd_signal'] = signal.macd_signal + + if (typeof s.period.macd_histogram === 'number' && typeof s.lookback[0].macd_histogram === 'number') { + if ((s.period.macd_histogram - s.options.up_trend_threshold) > 0 && (s.lookback[0].macd_histogram - s.options.up_trend_threshold) <= 0) { + s.signal = 'buy' + } else if ((s.period.macd_histogram + s.options.down_trend_threshold) < 0 && (s.lookback[0].macd_histogram + s.options.down_trend_threshold) >= 0) { + s.signal = 'sell' + } else { + s.signal = null // hold + } + } + + cb() + }).catch(function(error) { + console.log(error) + cb() + }) + }, onReport: function (s) { diff --git a/lib/ta_ema.js b/lib/ta_ema.js index 2e6a48afd9..f33970234d 100644 --- a/lib/ta_ema.js +++ b/lib/ta_ema.js @@ -1,49 +1,59 @@ var talib = require('talib') -module.exports = function ta_ema (s, key, length) { - //create object for talib. only close is used for now but rest might come in handy - if (!s.marketData) { - s.marketData = { open: [], close: [], high: [], low: [], volume: [] } - } - if (s.lookback.length > s.marketData.close.length) { - for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { - //console.log('add data') - s.marketData.close.push(s.lookback[i].close) +module.exports = function ta_ema (s, length) { + return new Promise(function(resolve, reject) { + // create object for talib. only close is used for now but rest might come in handy + if (!s.marketData) { + s.marketData = { open: [], close: [], high: [], low: [], volume: [] } } - //dont calculate until we have enough data - if (s.marketData.close.length >= length) { - //fillup marketData for talib. - //this might need improvment for performance. - //for (var i = 0; i < length; i++) { - // s.marketData.close.push(s.lookback[i].close); - //} - //fillup marketData for talib. - var tmpMarket = JSON.parse(JSON.stringify(s.marketData.close)) - //add current period - tmpMarket.push(s.period.close) - //doublecheck length. - if (tmpMarket.length >= length) { - talib.execute({ - name: 'EMA', - startIdx: 0, - endIdx: tmpMarket.length -1, - inReal: tmpMarket, - optInTimePeriod: length - }, function (err, result) { - if (err) { - console.log(err) - return - } - //Result format: (note: outReal can have multiple items in the array) - // { - // begIndex: 8, - // nbElement: 1, - // result: { outReal: [ 1820.8621111111108 ] } - // } - s.period[key] = result.result.outReal[(result.nbElement - 1)] - }) + if (s.lookback.length > s.marketData.close.length) { + for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { + s.marketData.close.push(s.lookback[i].close) + } + + //dont calculate until we have enough data + if (s.marketData.close.length >= length) { + //fillup marketData for talib. + //this might need improvment for performance. + //for (var i = 0; i < length; i++) { + // s.marketData.close.push(s.lookback[i].close); + //} + //fillup marketData for talib. + let tmpMarket = s.marketData.close.slice() + + //add current period + tmpMarket.push(s.period.close) + + //doublecheck length. + if (tmpMarket.length >= length) { + talib.execute({ + name: 'EMA', + startIdx: 0, + endIdx: tmpMarket.length -1, + inReal: tmpMarket, + optInTimePeriod: length + }, function (err, result) { + if (err) { + console.log(err) + reject(err, result) + return + } + + //Result format: (note: outReal can have multiple items in the array) + // { + // begIndex: 8, + // nbElement: 1, + // result: { outReal: [ 1820.8621111111108 ] } + // } + resolve({ + 'outReal': result.result.outReal[(result.nbElement - 1)], + }) + }) + } + } else { + resolve() } } - } + }) } diff --git a/lib/ta_macd.js b/lib/ta_macd.js index b1949c942b..274080884c 100644 --- a/lib/ta_macd.js +++ b/lib/ta_macd.js @@ -1,55 +1,61 @@ var talib = require('talib') -module.exports = function macd (s, macd_key,hist_key,sig_key, slow_period,fast_period,signal_period) { - //check parameters - // if (fast_period > slow_period) { - // console.log('incorrect parameters MACD. (fast_period < slow_period || signal_period > fast_period)') - // return; - // } - //create object for talib. only close is used for now but rest might come in handy - if (!s.marketData) { - s.marketData = { open: [], close: [], high: [], low: [], volume: [] } - } - if (s.lookback.length > s.marketData.close.length) { - for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { - //console.log('add data') - s.marketData.close.push(s.lookback[i].close) - } - } - var periods_necessary = slow_period + signal_period - 1 - //dont calculate until we have enough data - if (s.marketData.close.length >= periods_necessary) { - //fillup marketData for talib. - var tmpMarket = JSON.parse(JSON.stringify(s.marketData.close)) - //add current period - tmpMarket.push(s.period.close) +module.exports = function macd (s, slow_period, fast_period, signal_period) { + return new Promise(function(resolve, reject) { + // check parameters + // if (fast_period > slow_period) { + // console.log('incorrect parameters MACD. (fast_period < slow_period || signal_period > fast_period)') + // return; + // } - talib.execute({ - name: 'MACD', - startIdx: 0, - endIdx: tmpMarket.length -1, - inReal: tmpMarket, - optInFastPeriod: fast_period, - optInSlowPeriod: slow_period, - optInSignalPeriod: signal_period - }, function (err, result) { - if (err) { - console.log(err) - return + //create object for talib. only close is used for now but rest might come in handy + if (!s.marketData) { + s.marketData = { open: [], close: [], high: [], low: [], volume: [] } + } + if (s.lookback.length > s.marketData.close.length) { + for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { + s.marketData.close.push(s.lookback[i].close) } - //Result format: (note: outReal can have multiple items in the array) - // { - // begIndex: 8, - // nbElement: 1, - // result: { outReal: [ 1820.8621111111108 ] } - // } - // console.log(JSON.stringify(marketData)) - // console.log(JSON.stringify(result.result)) - s.period[macd_key] = result.result.outMACD[(result.nbElement - 1)] - s.period[hist_key] = result.result.outMACDHist[(result.nbElement - 1)] - s.period[sig_key] = result.result.outMACDSignal[(result.nbElement - 1)] - }) + } - } -} + let periods_necessary = slow_period + signal_period - 1 + //dont calculate until we have enough data + if (s.marketData.close.length >= periods_necessary) { + // fillup marketData for talib. + let tmpMarket = s.marketData.close.slice() + + // add current period + tmpMarket.push(s.period.close) + + talib.execute({ + name: 'MACD', + startIdx: 0, + endIdx: tmpMarket.length - 1, + inReal: tmpMarket, + optInFastPeriod: fast_period, + optInSlowPeriod: slow_period, + optInSignalPeriod: signal_period + }, function (err, result) { + if (err) { + reject(err) + console.log(err) + return + } + //Result format: (note: outReal can have multiple items in the array) + // { + // begIndex: 8, + // nbElement: 1, + // result: { outReal: [ 1820.8621111111108 ] } + // } + resolve({ + 'macd': result.result.outMACD[(result.nbElement - 1)], + 'macd_histogram': result.result.outMACDHist[(result.nbElement - 1)], + 'macd_signal': result.result.outMACDSignal[(result.nbElement - 1)], + }) + }) + } else { + resolve() + } + }) +} diff --git a/lib/ta_macd_ext.js b/lib/ta_macd_ext.js index 9b9721afa1..cc1a3c30d7 100644 --- a/lib/ta_macd_ext.js +++ b/lib/ta_macd_ext.js @@ -18,7 +18,8 @@ module.exports = function ta_macd_ext (s, slow_period, fast_period, signal_perio if (s.marketData.close.length >= periods_necessary) { //fillup marketData for talib. - var tmpMarket = JSON.parse(JSON.stringify(s.marketData.close)) + var tmpMarket = s.marketData.close.slice() + //add current period tmpMarket.push(s.period.close) diff --git a/lib/ta_ppo.js b/lib/ta_ppo.js index 5ae6610858..0d1804cb93 100644 --- a/lib/ta_ppo.js +++ b/lib/ta_ppo.js @@ -21,7 +21,7 @@ module.exports = function ppo(s, slow_period, fast_period, signal_period, ma_typ return } - let tmpMarket = JSON.parse(JSON.stringify(s.marketData.close)) + let tmpMarket = s.marketData.close.slice() // add current period tmpMarket.push(s.period.close) diff --git a/lib/ta_trix.js b/lib/ta_trix.js index edf45eb1f1..e79ab5315d 100644 --- a/lib/ta_trix.js +++ b/lib/ta_trix.js @@ -18,7 +18,7 @@ module.exports = function trix(s, timeperiod) { return } - let tmpMarket = JSON.parse(JSON.stringify(s.marketData.close)) + let tmpMarket = s.marketData.close.slice() // add current period tmpMarket.push(s.period.close) diff --git a/lib/ta_ultosc.js b/lib/ta_ultosc.js index d85f7c32bb..afbf1b8ac3 100644 --- a/lib/ta_ultosc.js +++ b/lib/ta_ultosc.js @@ -20,13 +20,13 @@ module.exports = function ultosc(s, min_periods, timeperiod1, timeperiod2, timep return } - let tmpHigh = JSON.parse(JSON.stringify(s.marketData.high)) + let tmpHigh = s.marketData.high.slice() tmpHigh.push(s.period.high) - let tmpLow = JSON.parse(JSON.stringify(s.marketData.low)) + let tmpLow = s.marketData.low.slice() tmpLow.push(s.period.low) - let tmpClose = JSON.parse(JSON.stringify(s.marketData.close)) + let tmpClose = s.marketData.close.slice() tmpClose.push(s.period.close) talib.execute({ From ef775b9b0b51e75892edfbff3b6451549b64abc6 Mon Sep 17 00:00:00 2001 From: "greenkeeper[bot]" Date: Wed, 21 Feb 2018 10:54:18 +0100 Subject: [PATCH 178/236] fix(package): update imports-loader to version 0.8.0 (#1388) --- package.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/package.json b/package.json index 71a9bea76d..63a6d56793 100644 --- a/package.json +++ b/package.json @@ -58,7 +58,7 @@ "har-validator": "^5.0.3", "husky": "^0.14.3", "idgen": "^2.0.2", - "imports-loader": "^0.7.1", + "imports-loader": "^0.8.0", "ip": "~1.1.5", "jasmine": "^2.8.0", "jquery": "^3.2.1", From 2ad29b14379dc61a10bd223aafaf820ad2c344cc Mon Sep 17 00:00:00 2001 From: defkev Date: Wed, 21 Feb 2018 10:55:15 +0100 Subject: [PATCH 179/236] CEXIO: Fix buy maker size calculation (#1385) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * CEXIO: Fix buy maker size calculation Closes already closed #923 CEXIO (at least) always expects the taker fee will submitting a buy order which causes a ìnsufficient funds` error if buy_pct (+ makerFee) is greater than or equal to 100% - takerFee To workaround this "limitation" we will use the taker fee for the buy order size calculation. Note that this has no impact on the actual fee paid if the order gets filled, its just to get the order accepted. This is an exchange specific workaround, so if you suspect that other exchanges have the same "problem" try adding `makerBuy100Workaround: true` to the exchange object in exchange.js * CEXIO: Consider adjust_buy_max in workaround * Preserve maker as default --- extensions/exchanges/cexio/exchange.js | 1 + lib/engine.js | 8 ++++++-- 2 files changed, 7 insertions(+), 2 deletions(-) diff --git a/extensions/exchanges/cexio/exchange.js b/extensions/exchanges/cexio/exchange.js index 12ea975bb8..62af7aa1ed 100644 --- a/extensions/exchanges/cexio/exchange.js +++ b/extensions/exchanges/cexio/exchange.js @@ -66,6 +66,7 @@ module.exports = function cexio (conf) { makerFee: 0.16, takerFee: 0.25, dynamicFees: true, + makerBuy100Workaround: true, getProducts: function () { return require('./products.json') diff --git a/lib/engine.js b/lib/engine.js index 7e3eb4f9bf..5c35a47a8b 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -471,7 +471,11 @@ module.exports = function (s, conf) { let to_buy_pct = n(so.buy_pct).subtract(held_pct).value() buy_pct = to_buy_pct } - fee = so.order_type === 'maker' ? s.exchange.makerFee : s.exchange.takerFee + if (so.order_type === 'maker' && (buy_pct + s.exchange.takerFee < 100 || !s.exchange.makerBuy100Workaround)) { + fee = s.exchange.makerFee + } else { + fee = s.exchange.takerFee + } trade_balance = n(s.balance.currency).divide(100).multiply(buy_pct) tradeable_balance = n(s.balance.currency).divide(100 + fee).multiply(buy_pct) expected_fee = n(trade_balance).subtract(tradeable_balance).format('0.00000000', Math.ceil) // round up as the exchange will too @@ -480,7 +484,7 @@ module.exports = function (s, conf) { } else { size = n(trade_balance).subtract(expected_fee).divide(price).format('0.00000000') } - msg('preparing buy order over ' + fa(size) + ' which equals to ' + buy_pct + '% of our ' + fc(tradeable_balance) + ' tradeable balance with a expected fee of ' + fc(expected_fee)) + msg('preparing buy order over ' + fa(size) + ' of ' + fc(tradeable_balance) + ' (' + buy_pct + '%) tradeable balance with a expected fee of ' + fc(expected_fee) + ' (' + fee + '%)') } else { size = n(s.balance.currency).multiply(so.buy_pct).divide(100).divide(price).format('0.00000000') } From c723edf1795f013eb1dd194061ea77ae4f87d1d6 Mon Sep 17 00:00:00 2001 From: Michael Sutton Date: Wed, 21 Feb 2018 04:56:20 -0500 Subject: [PATCH 180/236] Darwin Update: Add new strategies (#1391) Move trend_ema consts, to better matches definition of other strategies. Add new strategies ta_macd_ext ta_ppo ta_trix ta_ultosc default range values will need to be adjusted in later pulls. Currently they are set as a wide range, it will eventually find working values, but with adjustment it will find them quicker. --- scripts/genetic_backtester/darwin.js | 113 +++++++++++++++++++++--- scripts/genetic_backtester/phenotype.js | 14 ++- 2 files changed, 113 insertions(+), 14 deletions(-) diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js index b023af5d99..bff3ab0cba 100755 --- a/scripts/genetic_backtester/darwin.js +++ b/scripts/genetic_backtester/darwin.js @@ -31,14 +31,11 @@ let VERSION = 'Zenbot 4 Genetic Backtester v0.2.2' let PARALLEL_LIMIT = (process.env.PARALLEL_LIMIT && +process.env.PARALLEL_LIMIT) || require('os').cpus().length -let TREND_EMA_MIN = 20 -let TREND_EMA_MAX = 20 -let OVERSOLD_RSI_MIN = 20 -let OVERSOLD_RSI_MAX = 35 -let OVERSOLD_RSI_PERIODS_MIN = 15 -let OVERSOLD_RSI_PERIODS_MAX = 25 + + + let iterationCount = 0 @@ -582,12 +579,26 @@ function RangeNeuralActivation () { } return r } + +function RangeMaType () { + var r = { + type: 'maType' + } + return r +} + function RangeBoolean () { var r = { type: 'truefalse' } return r } +function RangeSignalType () { + var r ={ + type: 'uscSignalType' + } + return r +} const strategies = { bollinger: { @@ -835,9 +846,9 @@ const strategies = { profit_stop_pct: Range(1,20), // -- strategy - trend_ema: Range(TREND_EMA_MIN, TREND_EMA_MAX), - oversold_rsi_periods: Range(OVERSOLD_RSI_PERIODS_MIN, OVERSOLD_RSI_PERIODS_MAX), - oversold_rsi: Range(OVERSOLD_RSI_MIN, OVERSOLD_RSI_MAX) + trend_ema: Range(1, 40), + oversold_rsi_periods: Range(5, 50), + oversold_rsi: Range(20, 100) }, ta_macd: { // -- common @@ -861,6 +872,84 @@ const strategies = { overbought_rsi_periods: Range(1, 50), overbought_rsi: Range(20, 100) }, + ta_macd_ext:{ + period_length: RangePeriod(1, 120, 'm'), + min_periods: Range(1, 104), + markdown_buy_pct: RangeFloat(-1, 5), + markup_sell_pct: RangeFloat(-1, 5), + order_type: RangeMakerTaker(), + sell_stop_pct: Range0(1, 50), + buy_stop_pct: Range0(1, 50), + profit_stop_enable_pct: Range0(1, 20), + profit_stop_pct: Range(1,20), + + // have to be minimum 2 because talib will throw an "TA_BAD_PARAM" error + ema_short_period: Range(2, 20), + ema_long_period: Range(20, 100), + signal_period: Range(1, 20), + fast_ma_type: RangeMaType(), + slow_ma_type: RangeMaType(), + signal_ma_type: RangeMaType(), + default_ma_type: RangeMaType(), + // this.option('default_ma_type', 'set default ma_type for fast, slow and signal. You are able to overwrite single types separately (fast_ma_type, slow_ma_type, signal_ma_type)', String, 'SMA') + up_trend_threshold: Range(0, 50), + down_trend_threshold: Range(0, 50), + overbought_rsi_periods: Range(1, 50), + overbought_rsi: Range(20, 100) + }, + ta_ppo: { + period_length: RangePeriod(1, 120, 'm'), + min_periods: Range(1, 104), + markdown_buy_pct: RangeFloat(-1, 5), + markup_sell_pct: RangeFloat(-1, 5), + order_type: RangeMakerTaker(), + sell_stop_pct: Range0(1, 50), + buy_stop_pct: Range0(1, 50), + profit_stop_enable_pct: Range0(1, 20), + profit_stop_pct: Range(1,20), + + // have to be minimum 2 because talib will throw an "TA_BAD_PARAM" error + ema_short_period: Range(2, 20), + ema_long_period: Range(20, 100), + signal_period: Range(1, 20), + ma_type: RangeMaType(), + overbought_rsi_periods: Range(1, 50), + overbought_rsi: Range(20, 100) + }, + ta_trix: { + period_length: RangePeriod(1, 120, 'm'), + min_periods: Range(1, 104), + markdown_buy_pct: RangeFloat(-1, 5), + markup_sell_pct: RangeFloat(-1, 5), + order_type: RangeMakerTaker(), + sell_stop_pct: Range0(1, 50), + buy_stop_pct: Range0(1, 50), + profit_stop_enable_pct: Range0(1, 20), + profit_stop_pct: Range(1,20), + + timeperiod: Range(1,60), + overbought_rsi_periods: Range(1, 50), + overbought_rsi: Range(20, 100) + }, + ta_ultosc: + { + period_length: RangePeriod(1, 120, 'm'), + min_periods: Range(1, 104), + markdown_buy_pct: RangeFloat(-1, 5), + markup_sell_pct: RangeFloat(-1, 5), + order_type: RangeMakerTaker(), + sell_stop_pct: Range0(1, 50), + buy_stop_pct: Range0(1, 50), + profit_stop_enable_pct: Range0(1, 20), + profit_stop_pct: Range(1,20), + + signal:RangeSignalType(), + timeperiod1:Range(1,50), + timeperiod2:Range(1,50), + timeperiod3:Range(1,50), + overbought_rsi_periods: Range(1, 50), + overbought_rsi: Range(20, 100) + }, trend_bollinger: { // -- common period_length: RangePeriod(1, 120, 'm'), @@ -891,9 +980,9 @@ const strategies = { profit_stop_pct: Range(1,20), // -- strategy - trend_ema: Range(TREND_EMA_MIN, TREND_EMA_MAX), - oversold_rsi_periods: Range(OVERSOLD_RSI_PERIODS_MIN, OVERSOLD_RSI_PERIODS_MAX), - oversold_rsi: Range(OVERSOLD_RSI_MIN, OVERSOLD_RSI_MAX) + trend_ema: Range(1, 40), + oversold_rsi_periods: Range(5, 50), + oversold_rsi: Range(20, 100) }, trendline: { // -- common diff --git a/scripts/genetic_backtester/phenotype.js b/scripts/genetic_backtester/phenotype.js index 77037701bb..be9dffc559 100644 --- a/scripts/genetic_backtester/phenotype.js +++ b/scripts/genetic_backtester/phenotype.js @@ -28,8 +28,8 @@ module.exports = { } else if (v.type === 'makertaker') { r[k] = (Math.random() > 0.5) ? 'maker' : 'taker' } else if (v.type === 'sigmoidtanhrelu') { - var items = ['sigmoid', 'tanh', 'relu'] - var index = Math.floor(Math.random() * items.length) + let items = ['sigmoid', 'tanh', 'relu'] + let index = Math.floor(Math.random() * items.length) r[k] = items[index] } else if (v.type === 'period_length') { var s = Math.floor((Math.random() * (v.max - v.min + 1)) + v.min) @@ -37,6 +37,16 @@ module.exports = { } else if (v.type === 'truefalse') { r[k] = (Math.random() > 0.5) ? true : false } + else if (v.type === 'maType') { + let items = ['SMA', 'EMA', 'WMA', 'DEMA', 'TEMA', 'TRIMA', 'KAMA', 'MAMA', 'T3'] + let index = Math.floor(Math.random() * items.length) + r[k] = items[index] + } else if (v.type === 'uscSignalType') { + let items = ['simple', 'low', 'trend'] + let index = Math.floor(Math.random() * items.length) + r[k] = items[index] + } + } return r }, From 71861dff6b39bb54d484296dab9af229197b0479 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Wed, 21 Feb 2018 10:49:47 +0000 Subject: [PATCH 181/236] Exchanges: update-products 616 --- package-lock.json | 15 +++++++++++---- 1 file changed, 11 insertions(+), 4 deletions(-) diff --git a/package-lock.json b/package-lock.json index df6deba890..9366f1fcce 100644 --- a/package-lock.json +++ b/package-lock.json @@ -4719,12 +4719,19 @@ "dev": true }, "imports-loader": { - "version": "0.7.1", - "resolved": "https://registry.npmjs.org/imports-loader/-/imports-loader-0.7.1.tgz", - "integrity": "sha1-8gS180cCoywdt9SNidXoZ6BEElM=", + "version": "0.8.0", + "resolved": "https://registry.npmjs.org/imports-loader/-/imports-loader-0.8.0.tgz", + "integrity": "sha512-kXWL7Scp8KQ4552ZcdVTeaQCZSLW+e6nJfp3cwUMB673T7Hr98Xjx5JK+ql7ADlJUvj1JS5O01RLbKoutN5QDQ==", "requires": { "loader-utils": "1.1.0", - "source-map": "0.5.7" + "source-map": "0.6.1" + }, + "dependencies": { + "source-map": { + "version": "0.6.1", + "resolved": "https://registry.npmjs.org/source-map/-/source-map-0.6.1.tgz", + "integrity": "sha512-UjgapumWlbMhkBgzT7Ykc5YXUT46F0iKu8SGXq0bcwP5dz/h0Plj6enJqjz1Zbq2l5WaqYnrVbwWOWMyF3F47g==" + } } }, "imurmurhash": { From 4df0370dbb3ee6ef3212b7076fb03606f25f3bae Mon Sep 17 00:00:00 2001 From: "greenkeeper[bot]" Date: Wed, 21 Feb 2018 12:57:51 +0100 Subject: [PATCH 182/236] fix(package): update lint-staged to version 7.0.0 (#1394) --- package.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/package.json b/package.json index 63a6d56793..08ea011f42 100644 --- a/package.json +++ b/package.json @@ -63,7 +63,7 @@ "jasmine": "^2.8.0", "jquery": "^3.2.1", "kraken-api": "^1.0.0", - "lint-staged": "^6.1.0", + "lint-staged": "^7.0.0", "lodash": "^4.17.4", "mathjs": "^3.17.0", "micro-request": "^666.0.10", From 7212bb6adab6ce6a9c9fc36c9d1dc03eda3ca970 Mon Sep 17 00:00:00 2001 From: Glenn Sidney Date: Wed, 21 Feb 2018 11:47:47 -0500 Subject: [PATCH 183/236] Implement sim exchange to make sim perform more like live (#1378) --- README.md | 8 +- commands/sim.js | 23 +- commands/trade.js | 34 +- extensions/exchanges/sim/exchange.js | 218 +++++++++ lib/engine.js | 641 ++++++++++++++------------- 5 files changed, 587 insertions(+), 337 deletions(-) create mode 100644 extensions/exchanges/sim/exchange.js diff --git a/README.md b/README.md index 27bce1197b..347f3737c9 100644 --- a/README.md +++ b/README.md @@ -276,6 +276,8 @@ zenbot trade --help --poll_trades poll new trades at this interval in ms --currency_increment Currency increment, if different than the asset increment; e.g. 0.000001 --use_prev_trades load and use previous trades for stop-order triggers and loss protection + --exact_buy_orders instead of only adjusting maker buy when the price goes up, adjust it if price has changed at all + --exact_sell_orders instead of only adjusting maker sell when the price goes down, adjust it if price has changed at all --disable_stats disable printing order stats --reset_profit start new profit calculation from 0 --debug output detailed debug info @@ -506,7 +508,7 @@ ta_macd_ext --down_trend_threshold= threshold to trigger a sold signal (default: 0) --overbought_rsi_periods= number of periods for overbought RSI (default: 25) --overbought_rsi= sold when RSI exceeds this value (default: 70) - + ta_trix description: TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA with rsi oversold @@ -552,7 +554,7 @@ ta_ultosc --timeperiod3= talib ULTOSC timeperiod3 (default: 28) --overbought_rsi_periods= number of periods for overbought RSI (default: 25) --overbought_rsi= sold when RSI exceeds this value (default: 90) - + trendline description: Calculate a trendline and trade when trend is positive vs negative. @@ -580,7 +582,7 @@ trust_distrust --buy_threshold= buy when the bottom increased at least above this percentage (default: 2) --buy_threshold_max= wait for multiple buy signals before buying (kill whipsaw, 0 to disable) (default: 0) --greed= sell if we reach this much profit (0 to be greedy and either win or lose) (default: 0) - + wavetrend description: Buy when (Signal < Oversold) and sell when (Signal > Overbought). diff --git a/commands/sim.js b/commands/sim.js index 21464d374b..76a099d908 100644 --- a/commands/sim.js +++ b/commands/sim.js @@ -30,6 +30,7 @@ module.exports = function (program, conf) { .option('--markdown_buy_pct ', '% to mark down buy price', Number, conf.markdown_buy_pct) .option('--markup_sell_pct ', '% to mark up sell price', Number, conf.markup_sell_pct) .option('--order_adjust_time ', 'adjust bid/ask on this interval to keep orders competitive', Number, conf.order_adjust_time) + .option('--order_poll_time ', 'poll order status on this interval', Number, conf.order_poll_time) .option('--sell_stop_pct ', 'sell if price drops below this % of bought price', Number, conf.sell_stop_pct) .option('--buy_stop_pct ', 'buy if price surges above this % of sold price', Number, conf.buy_stop_pct) .option('--profit_stop_enable_pct ', 'enable trailing sell stop when reaching this % profit', Number, conf.profit_stop_enable_pct) @@ -39,6 +40,8 @@ module.exports = function (program, conf) { .option('--max_slippage_pct ', 'avoid selling at a slippage pct above this float', conf.max_slippage_pct) .option('--symmetrical', 'reverse time at the end of the graph, normalizing buy/hold to 0', conf.symmetrical) .option('--rsi_periods ', 'number of periods to calculate RSI at', Number, conf.rsi_periods) + .option('--exact_buy_orders', 'instead of only adjusting maker buy when the price goes up, adjust it if price has changed at all') + .option('--exact_sell_orders', 'instead of only adjusting maker sell when the price goes down, adjust it if price has changed at all') .option('--disable_options', 'disable printing of options') .option('--enable_stats', 'enable printing order stats') .option('--backtester_generation ','creates a json file in simulations with the generation number', Number, -1) @@ -48,11 +51,11 @@ module.exports = function (program, conf) { var s = { options: minimist(process.argv) } var so = s.options delete so._ - if (cmd.conf) { - var overrides = require(path.resolve(process.cwd(), cmd.conf)) - Object.keys(overrides).forEach(function (k) { - so[k] = overrides[k] - }) + if (cmd.conf) { + var overrides = require(path.resolve(process.cwd(), cmd.conf)) + Object.keys(overrides).forEach(function (k) { + so[k] = overrides[k] + }) } Object.keys(conf).forEach(function (k) { if (!_.isUndefined(cmd[k])) { @@ -80,9 +83,9 @@ module.exports = function (program, conf) { var d = tb('1d') so.start = d.subtract(so.days).toMilliseconds() } - + so.days = moment(so.end).diff(moment(so.start), 'days') - + so.stats = !!cmd.enable_stats so.show_options = !cmd.disable_options so.verbose = !!cmd.verbose @@ -110,10 +113,10 @@ module.exports = function (program, conf) { option_keys.forEach(function (k) { options[k] = so[k] }) - + let options_output = options options_output.simresults = {} - + if (s.my_trades.length) { s.my_trades.push({ price: s.period.close, @@ -276,7 +279,7 @@ module.exports = function (program, conf) { setImmediate(getNext) }) } - + getNext() }) } diff --git a/commands/trade.js b/commands/trade.js index 1e55edabfa..553e168db2 100644 --- a/commands/trade.js +++ b/commands/trade.js @@ -47,6 +47,8 @@ module.exports = function (program, conf) { .option('--poll_trades ', 'poll new trades at this interval in ms', Number, conf.poll_trades) .option('--currency_increment ', 'Currency increment, if different than the asset increment', String, null) .option('--keep_lookback_periods ', 'Keep this many lookback periods max. ', Number, conf.keep_lookback_periods) + .option('--exact_buy_orders', 'instead of only adjusting maker buy when the price goes up, adjust it if price has changed at all') + .option('--exact_sell_orders', 'instead of only adjusting maker sell when the price goes down, adjust it if price has changed at all') .option('--use_prev_trades', 'load and use previous trades for stop-order triggers and loss protection') .option('--disable_stats', 'disable printing order stats') .option('--reset_profit', 'start new profit calculation from 0') @@ -77,13 +79,13 @@ module.exports = function (program, conf) { so.debug = cmd.debug so.stats = !cmd.disable_stats so.mode = so.paper ? 'paper' : 'live' - + so.selector = objectifySelector(selector || conf.selector) s.exchange = require(`../extensions/exchanges/${so.selector.exchange_id}/exchange`)(conf) if (!s.exchange) { console.error('cannot trade ' + so.selector.normalized + ': exchange not implemented') process.exit(1) - + } var engine = engineFactory(s, conf) var collectionServiceInstance = collectionService(conf) @@ -111,7 +113,7 @@ module.exports = function (program, conf) { console.log(' ' + key + ' - ' + value) }) } - + function listOptions () { console.log() console.log(s.exchange.name.toUpperCase() + ' exchange active trading options:'.grey) @@ -146,7 +148,7 @@ module.exports = function (program, conf) { z(20, so.profit_stop_pct + '%', ' ') ].join('') + '\n') process.stdout.write('') - } + } /* Implementing statistical Exit */ function printTrade (quit, dump, statsonly = false) { @@ -239,14 +241,14 @@ module.exports = function (program, conf) { var out_target_prefix = so.paper ? 'simulations/paper_result_' : 'stats/trade_result_' if(dump){ var dt = new Date().toISOString() - + //ymd var today = dt.slice(2, 4) + dt.slice(5, 7) + dt.slice(8, 10) out_target = so.filename || out_target_prefix + so.selector.normalized +'_' + today + '_UTC.html' fs.writeFileSync(out_target, out) }else out_target = so.filename || out_target_prefix + so.selector.normalized +'_' + new Date().toISOString().replace(/T/, '_').replace(/\..+/, '').replace(/-/g, '').replace(/:/g, '').replace(/20/, '') + '_UTC.html' - + fs.writeFileSync(out_target, out) console.log('\nwrote'.grey, out_target) } @@ -254,7 +256,7 @@ module.exports = function (program, conf) { } } /* The end of printTrade */ - + /* Implementing statistical status dump every 10 secs */ var shouldSaveStats = false function toggleStats(){ @@ -264,7 +266,7 @@ module.exports = function (program, conf) { else console.log('Auto stats dump disabled') } - + function saveStatsLoop(){ saveStats() setTimeout(function () { @@ -272,13 +274,13 @@ module.exports = function (program, conf) { }, 10000) } saveStatsLoop() - + function saveStats () { if(!shouldSaveStats) return - + var output_lines = [] var tmp_balance = n(s.balance.currency).add(n(s.period.close).multiply(s.balance.asset)).format('0.00000000') - + var profit = s.start_capital ? n(tmp_balance).subtract(s.start_capital).divide(s.start_capital) : n(0) output_lines.push('last balance: ' + n(tmp_balance).format('0.00000000').yellow + ' (' + profit.format('0.00%') + ')') var buy_hold = s.start_price ? n(s.period.close).multiply(n(s.start_capital).divide(s.start_price)) : n(tmp_balance) @@ -318,7 +320,7 @@ module.exports = function (program, conf) { s.stats.losses = losses s.stats.error_rate = (sells ? n(losses).divide(sells).format('0.00%') : '0.00%') } - + var html_output = output_lines.map(function (line) { return colors.stripColors(line) }).join('\n') @@ -341,7 +343,7 @@ module.exports = function (program, conf) { if (so.filename !== 'none') { var out_target var dt = new Date().toISOString() - + //ymd var today = dt.slice(2, 4) + dt.slice(5, 7) + dt.slice(8, 10) out_target = so.filename || 'simulations/trade_result_' + so.selector.normalized +'_' + today + '_UTC.html' @@ -377,7 +379,7 @@ module.exports = function (program, conf) { var my_trades_size = 0 var my_trades = collectionServiceInstance.getMyTrades() var periods = collectionServiceInstance.getPeriods() - + console.log('fetching pre-roll data:') var zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : 'zenbot.sh' // Use 'win32' for 64 bit windows too var command_args = ['backfill', so.selector.normalized, '--days', days || 1] @@ -398,12 +400,12 @@ module.exports = function (program, conf) { }, sort: {time: 1}, limit: 1000 - } + } if (db_cursor) { opts.query.time = {$gt: db_cursor} } else { - trade_cursor = s.exchange.getCursor(query_start) + trade_cursor = s.exchange.getCursor(query_start) opts.query.time = {$gte: query_start} } trades.find(opts.query).limit(opts.limit).sort(opts.sort).toArray(function (err, trades) { diff --git a/extensions/exchanges/sim/exchange.js b/extensions/exchanges/sim/exchange.js new file mode 100644 index 0000000000..a29f579d5b --- /dev/null +++ b/extensions/exchanges/sim/exchange.js @@ -0,0 +1,218 @@ +let path = require('path') + , n = require('numbro') + , _ = require('underscore') + + +module.exports = function sim (conf, s) { + + let so = s.options + let exchange_id = so.selector.exchange_id + let real_exchange = require(path.resolve(__dirname, `../${exchange_id}/exchange`))(conf) + + var now + var balance = { asset: so.asset_capital, currency: so.currency_capital } + + var last_order_id = 1001 + var orders = {} + var openOrders = {} + + var exchange = { + name: 'sim', + historyScan: real_exchange.historyScan, + historyScanUsesTime: real_exchange.historyScanUsesTime, + makerFee: real_exchange.makerFee, + takerFee: real_exchange.takerFee, + dynamicFees: real_exchange.dynamicFees, + + getProducts: real_exchange.getProducts, + + getTrades: function (opts, cb) { + return cb(null, []) + }, + + getBalance: function (opts, cb) { + return cb(null, balance) + }, + + getQuote: function (opts, cb) { + return cb(null, { + bid: s.period.close, + ask: s.period.close + }) + }, + + cancelOrder: function (opts, cb) { + var order_id = '~' + opts.order_id + var order = orders[order_id] + + if (order.status === 'open') { + order.status = 'cancelled' + delete openOrders[order_id] + } + + cb(null) + }, + + buy: function (opts, cb) { + var result = { + id: last_order_id++ + } + + var order = { + id: result.id, + status: 'open', + price: opts.price, + size: opts.size, + orig_size: opts.size, + post_only: !!opts.post_only, + filled_size: '0', + ordertype: opts.order_type, + tradetype: 'buy', + orig_time: now, + time: now, + created_at: now + + } + orders['~' + result.id] = order + openOrders['~' + result.id] = order + cb(null, order) + }, + + sell: function (opts, cb) { + var result = { + id: last_order_id++ + } + + var order = { + id: result.id, + status: 'open', + price: opts.price, + size: opts.size, + orig_size: opts.size, + post_only: !!opts.post_only, + filled_size: '0', + ordertype: opts.order_type, + tradetype: 'sell', + orig_time: now, + time: now, + created_at: now + } + orders['~' + result.id] = order + openOrders['~' + result.id] = order + cb(null, order) + }, + + getOrder: function (opts, cb) { + var order = orders['~' + opts.order_id] + cb(null, order) + }, + + getCursor: function (trade) { + return (trade.time || trade) + }, + + getTime: function() { + return now + }, + + processTrade: function(trade) { + now = trade.time + + _.each(openOrders, function(order, order_id) { + if (order.tradetype === 'buy') { + if (trade.time - order.time < so.order_adjust_time) { + // Not time yet + } + else if (trade.price <= Number(order.price)) { + processBuy(order) + order.done_at = trade.time + delete openOrders[order_id] + } + } + else if (order.tradetype === 'sell') { + if (trade.time - order.time < so.order_adjust_time) { + // Not time yet + } + else if (trade.price >= order.price) { + processSell(order) + order.done_at = trade.time + delete openOrders[order_id] + } + } + }) + } + } + + function processBuy (buy_order) { + let fee + let price = buy_order.price + if (so.order_type === 'maker') { + if (exchange.makerFee) { + fee = n(buy_order.size).multiply(exchange.makerFee / 100).value() + } + } + if (so.order_type === 'taker') { + if (s.exchange.takerFee) { + fee = n(buy_order.size).multiply(exchange.takerFee / 100).value() + } + } + + balance.asset = n(balance.asset).add(buy_order.size).format('0.00000000') + if (so.order_type === 'maker') { + price = n(buy_order.price).add(n(buy_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') + if (exchange.makerFee) { + balance.asset = n(balance.asset).subtract(fee).format('0.00000000') + } + } + if (so.order_type === 'taker') { + if (exchange.takerFee) { + balance.asset = n(balance.asset).subtract(fee).format('0.00000000') + } + } + let total = n(price).multiply(buy_order.size) + balance.currency = n(balance.currency).subtract(total).format('0.00000000') + + + buy_order.status = 'done' + buy_order.filled_size = buy_order.size + buy_order.remaining_size = 0 + } + + function processSell (sell_order) { + let fee + let price = sell_order.price + + if (so.order_type === 'maker') { + if (exchange.makerFee) { + fee = n(sell_order.size).multiply(exchange.makerFee / 100).multiply(price).value() + } + } + if (so.order_type === 'taker') { + if (exchange.takerFee) { + fee = n(sell_order.size).multiply(exchange.takerFee / 100).multiply(price).value() + } + } + + balance.asset = n(balance.asset).subtract(sell_order.size).value() + if (so.order_type === 'maker') { + price = n(sell_order.price).subtract(n(sell_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') + if (exchange.makerFee) { + fee = n(sell_order.size).multiply(exchange.makerFee / 100).multiply(price).value() + balance.currency = n(balance.currency).subtract(fee).format('0.00000000') + } + } + if (so.order_type === 'taker') { + if (exchange.takerFee) { + balance.currency = n(balance.currency).subtract(fee).format('0.00000000') + } + } + let total = n(price).multiply(sell_order.size) + balance.currency = n(balance.currency).add(total).value() + + sell_order.status = 'done' + sell_order.filled_size = sell_order.size + sell_order.remaining_size = 0 + } + + return exchange +} diff --git a/lib/engine.js b/lib/engine.js index 5c35a47a8b..f9e558105b 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -21,7 +21,12 @@ module.exports = function (s, conf) { let so = s.options if(_.isUndefined(s.exchange)){ - s.exchange = require(path.resolve(__dirname, `../extensions/exchanges/${so.selector.exchange_id}/exchange`))(conf) + if (so.mode == 'sim') { + s.exchange = require(path.resolve(__dirname, '../extensions/exchanges/sim/exchange'))(conf, s) + } + else { + s.exchange = require(path.resolve(__dirname, `../extensions/exchanges/${so.selector.exchange_id}/exchange`))(conf) + } } s.product_id = so.selector.product_id s.asset = so.selector.asset @@ -43,7 +48,7 @@ module.exports = function (s, conf) { console.error('error: could not find product "' + s.product_id + '"') process.exit(1) } - if ((so.mode === 'live' || so.mode === 'paper') && s.exchange.dynamicFees) { + if (s.exchange.dynamicFees) { s.exchange.setFees({asset: s.asset, currency: s.currency}) } if (so.mode === 'sim' || so.mode === 'paper') { @@ -87,11 +92,21 @@ module.exports = function (s, conf) { if (s.strategy.getOptions) { s.strategy.getOptions.call(s.ctx, s) } + if (s.strategy.orderExecuted) { + eventBus.on('orderExecuted', function(type) { + s.strategy.orderExecuted(s, type, executeSignal) + }) + } } function msg (str) { if (so.debug) { - console.error('\n' + moment().format('YYYY-MM-DD HH:mm:ss') + ' - ' + str) + if (lastTickCheckOrder) { + console.error('\n' + moment(lastTickCheckOrder).format('YYYY-MM-DD HH:mm:ss') + ' - ' + str) + } + else { + console.error('\n' + moment().format('YYYY-MM-DD HH:mm:ss') + ' - ' + str) + } } } @@ -156,6 +171,19 @@ module.exports = function (s, conf) { } } + function nextBuyForQuote(s, quote) { + if (s.next_buy_price) + return n(s.next_buy_price).format(s.product.increment, Math.floor) + else + return n(quote.bid).subtract(n(quote.bid).multiply(s.options.markdown_buy_pct / 100)).format(s.product.increment, Math.floor) + } + function nextSellForQuote(s, quote) { + if (s.next_sell_price) + return n(s.next_sell_price).format(s.product.increment, Math.ceil) + else + return n(quote.ask).add(n(quote.ask).multiply(s.options.markup_sell_pct / 100)).format(s.product.increment, Math.ceil) + } + function updatePeriod(trade) { s.period.high = Math.max(trade.price, s.period.high) s.period.low = Math.min(trade.price, s.period.low) @@ -211,10 +239,6 @@ module.exports = function (s, conf) { } function syncBalance (cb) { - if (so.mode !== 'live') { - return cb() - } - s.exchange.getBalance({currency: s.currency, asset: s.asset}, function (err, balance) { if (err) return cb(err) s.balance = balance @@ -249,160 +273,54 @@ module.exports = function (s, conf) { let order = s[type + '_order'] order.price = opts.price order.size = opts.size - if (so.mode !== 'live') { - if (!order.orig_time) order.orig_time = s.period.latest_trade_time - order.time = s.period.latest_trade_time - return cb(null, order) - } - else { - order.product_id = s.product_id - order.post_only = conf.post_only - msg('placing ' + type + ' order...') - let order_copy = JSON.parse(JSON.stringify(order)) - s.exchange[type](order_copy, function (err, api_order) { - if (err) return cb(err) - s.api_order = api_order - if (api_order.status === 'rejected') { - if (api_order.reject_reason === 'post only') { - // trigger immediate price adjustment and re-order - msg('post-only ' + type + ' failed, re-ordering') - return cb(null, null) - } - else if (api_order.reject_reason === 'balance') { - // treat as a no-op. - msg('not enough balance for ' + type + ', aborting') - return cb(null, false) - } - else if (api_order.reject_reason === 'price') { - // treat as a no-op. - msg('invalid price for ' + type + ', aborting') - return cb(null, false) - } - err = new Error('\norder rejected') - err.order = api_order - return cb(err) - } - msg(type + ' order placed at ' + fc(order.price)) - order.order_id = api_order.id - if (!order.time) { - order.orig_time = new Date(api_order.created_at).getTime() + + order.product_id = s.product_id + order.post_only = conf.post_only + msg('placing ' + type + ' order...') + let order_copy = JSON.parse(JSON.stringify(order)) + s.exchange[type](order_copy, function (err, api_order) { + if (err) return cb(err) + s.api_order = api_order + if (api_order.status === 'rejected') { + if (api_order.reject_reason === 'post only') { + // trigger immediate price adjustment and re-order + msg('post-only ' + type + ' failed, re-ordering') + return cb(null, null) } - order.time = new Date(api_order.created_at).getTime() - order.local_time = new Date().getTime() - order.status = api_order.status - //console.log('\ncreated ' + order.status + ' ' + type + ' order: ' + fa(order.size) + ' at ' + fc(order.price) + ' (total ' + fc(n(order.price).multiply(order.size)) + ')\n') - function cancelOrder (do_reorder) { - msg('cancelling order') - s.exchange.cancelOrder({order_id: order.order_id, product_id: s.product_id}, function () { - function checkHold () { - s.exchange.getOrder({order_id: order.order_id, product_id: s.product_id}, function (err, api_order) { - if (api_order) { - s.api_order = api_order - if (api_order.filled_size) { - order.remaining_size = n(order.size).subtract(api_order.filled_size).format('0.00000000') - } - } - syncBalance(function () { - let on_hold - if (type === 'buy') on_hold = n(s.balance.currency).subtract(s.balance.currency_hold || 0).value() < n(order.price).multiply(order.remaining_size).value() - else on_hold = n(s.balance.asset).subtract(s.balance.asset_hold || 0).value() < n(order.remaining_size).value() - if (on_hold) { - // wait a bit for settlement - msg('funds on hold after cancel, waiting 5s') - setTimeout(checkHold, conf.wait_for_settlement) - } - else { - cb(null, do_reorder ? null : false) - } - }) - }) - } - checkHold() - }) + else if (api_order.reject_reason === 'balance') { + // treat as a no-op. + msg('not enough balance for ' + type + ', aborting') + return cb(null, false) } - function checkOrder () { - if (!s[type + '_order']) { - // signal switched, stop checking order - msg('signal switched during ' + type + ', aborting') - return cancelOrder(false) - } - s.exchange.getOrder({order_id: order.order_id, product_id: s.product_id}, function (err, api_order) { - if (err) return cb(err) - s.api_order = api_order - order.status = api_order.status - if (api_order.reject_reason) order.reject_reason = api_order.reject_reason - msg('order status: ' + order.status) - if (api_order.status === 'done') { - order.time = new Date(api_order.done_at).getTime() - order.price = api_order.price || order.price // Use actual price if possible. In market order the actual price (api_order.price) could be very different from trade price - executeOrder(order) - return syncBalance(function () { - cb(null, order) - }) - } - if (order.status === 'rejected' && (order.reject_reason === 'post only' || api_order.reject_reason === 'post only')) { - msg('post-only ' + type + ' failed, re-ordering') - return cb(null, null) - } - if (order.status === 'rejected' && order.reject_reason === 'balance') { - msg('not enough balance for ' + type + ', aborting') - return cb(null, null) - } - if (new Date().getTime() - order.local_time >= so.order_adjust_time) { - getQuote(function (err, quote) { - if (err) { - err.desc = 'could not execute ' + type + ': error fetching quote' - return cb(err) - } - let marked_price - if (type === 'buy') { - marked_price = n(quote.bid).subtract(n(quote.bid).multiply(so.markdown_buy_pct / 100)).format((so.currency_increment !== null) ? so.currency_increment : s.product.increment, Math.floor) - if (n(order.price).value() < marked_price) { - msg(marked_price + ' vs our ' + order.price) - cancelOrder(true) - } - else { - order.local_time = new Date().getTime() - setTimeout(checkOrder, so.order_poll_time) - } - } - else { - marked_price = n(quote.ask).add(n(quote.ask).multiply(so.markup_sell_pct / 100)).format((so.currency_increment !== null) ? so.currency_increment : s.product.increment, Math.ceil) - if (n(order.price).value() > marked_price) { - msg(marked_price + ' vs our ' + order.price) - cancelOrder(true) - } - else { - order.local_time = new Date().getTime() - setTimeout(checkOrder, so.order_poll_time) - } - } - }) - } - else { - setTimeout(checkOrder, so.order_poll_time) - } - }) + else if (api_order.reject_reason === 'price') { + // treat as a no-op. + msg('invalid price for ' + type + ', aborting') + return cb(null, false) } - setTimeout(checkOrder, so.order_poll_time) - }) - } + err = new Error('\norder rejected') + err.order = api_order + return cb(err) + } + msg(type + ' order placed at ' + fc(order.price)) + order.order_id = api_order.id + if (!order.time) { + order.orig_time = new Date(api_order.created_at).getTime() + } + order.time = new Date(api_order.created_at).getTime() + order.local_time = now() + order.status = api_order.status + //console.log('\ncreated ' + order.status + ' ' + type + ' order: ' + fa(order.size) + ' at ' + fc(order.price) + ' (total ' + fc(n(order.price).multiply(order.size)) + ')\n') + + queueEvent(function() { checkOrder(order, type, cb) }, so.order_poll_time) + }) } function getQuote (cb) { - if (so.mode === 'sim' || so.mode === 'train') { - return cb(null, { - bid: s.period.close, - ask: s.period.close - }) - } - else { - s.exchange.getQuote({product_id: s.product_id}, function (err, quote) { - if (err) return cb(err) - s.quote = quote - cb(null, quote) - }) - } + s.exchange.getQuote({product_id: s.product_id}, function (err, quote) { + if (err) return cb(err) + s.quote = quote + cb(null, quote) + }) } // if s.signal @@ -416,6 +334,7 @@ module.exports = function (s, conf) { // 8. if not filled after timer, repeat process // 9. if filled, record order stats function executeSignal (signal, _cb, size, is_reorder, is_taker) { + let price delete s[(signal === 'buy' ? 'sell' : 'buy') + '_order'] s.last_signal = signal @@ -458,36 +377,32 @@ module.exports = function (s, conf) { return cb(err) } if (signal === 'buy') { - price = n(quote.bid).subtract(n(quote.bid).multiply(so.markdown_buy_pct / 100)).format(s.product.increment, Math.floor) + price = nextBuyForQuote(s, quote) if (!size) { - if (so.mode === 'live' || so.mode === 'paper') { - let buy_pct = so.buy_pct - if(so.buy_max_amt){ // account for held assets as buy_max - let adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value() - let buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() - buy_pct = buy_max_as_pct - }else{ // account for held assets as % - let held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value() - let to_buy_pct = n(so.buy_pct).subtract(held_pct).value() - buy_pct = to_buy_pct - } - if (so.order_type === 'maker' && (buy_pct + s.exchange.takerFee < 100 || !s.exchange.makerBuy100Workaround)) { - fee = s.exchange.makerFee - } else { - fee = s.exchange.takerFee - } - trade_balance = n(s.balance.currency).divide(100).multiply(buy_pct) - tradeable_balance = n(s.balance.currency).divide(100 + fee).multiply(buy_pct) - expected_fee = n(trade_balance).subtract(tradeable_balance).format('0.00000000', Math.ceil) // round up as the exchange will too - if (buy_pct + fee < 100) { - size = n(tradeable_balance).divide(price).format('0.00000000') - } else { - size = n(trade_balance).subtract(expected_fee).divide(price).format('0.00000000') - } - msg('preparing buy order over ' + fa(size) + ' of ' + fc(tradeable_balance) + ' (' + buy_pct + '%) tradeable balance with a expected fee of ' + fc(expected_fee) + ' (' + fee + '%)') + let buy_pct = so.buy_pct + if(so.buy_max_amt){ // account for held assets as buy_max + let adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value() + let buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() + buy_pct = buy_max_as_pct + }else{ // account for held assets as % + let held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value() + let to_buy_pct = n(so.buy_pct).subtract(held_pct).value() + buy_pct = to_buy_pct + } + if (so.order_type === 'maker' && (buy_pct + s.exchange.takerFee < 100 || !s.exchange.makerBuy100Workaround)) { + fee = s.exchange.makerFee } else { - size = n(s.balance.currency).multiply(so.buy_pct).divide(100).divide(price).format('0.00000000') + fee = s.exchange.takerFee } + trade_balance = n(s.balance.currency).divide(100).multiply(buy_pct) + tradeable_balance = n(s.balance.currency).divide(100 + fee).multiply(buy_pct) + expected_fee = n(trade_balance).subtract(tradeable_balance).format('0.00000000', Math.ceil) // round up as the exchange will too + if (buy_pct + fee < 100) { + size = n(tradeable_balance).divide(price).format('0.00000000') + } else { + size = n(trade_balance).subtract(expected_fee).divide(price).format('0.00000000') + } + msg('preparing buy order over ' + fa(size) + ' of ' + fc(tradeable_balance) + ' (' + buy_pct + '%) tradeable balance with a expected fee of ' + fc(expected_fee) + ' (' + fee + '%)') } if ((s.product.min_size && Number(size) >= Number(s.product.min_size)) || ('min_total' in s.product && s.product.min_total && n(size).multiply(price).value() >= Number(s.product.min_total))) { if (s.product.max_size && Number(size) > Number(s.product.max_size)) { @@ -533,7 +448,7 @@ module.exports = function (s, conf) { } } else if (signal === 'sell') { - price = n(quote.ask).add(n(quote.ask).multiply(so.markup_sell_pct / 100)).format(s.product.increment, Math.ceil) + price = nextSellForQuote(s, quote) if (!size) { size = n(s.balance.asset).multiply(so.sell_pct / 100).format('0.00000000') } @@ -617,142 +532,111 @@ module.exports = function (s, conf) { } } - function executeOrder (trade) { + function executeOrder (trade, type) { let price, fee = 0 if (!so.order_type) { so.order_type = 'maker' } + // If order is cancelled, but on the exchange it completed, we need to recover it here + if (type === 'buy') + s.buy_order = trade + else if (type === 'sell') + s.sell_order = trade + + if (s.buy_order) { - if (so.mode === 'live' || trade.price <= Number(s.buy_order.price)) { - price = s.buy_order.price - if (so.order_type === 'maker') { - if (s.exchange.makerFee) { - fee = n(s.buy_order.size).multiply(s.exchange.makerFee / 100).value() - } - } - if (so.order_type === 'taker') { - if (s.exchange.takerFee) { - fee = n(s.buy_order.size).multiply(s.exchange.takerFee / 100).value() - } - } - if (so.mode !== 'live') { - s.balance.asset = n(s.balance.asset).add(s.buy_order.size).format('0.00000000') - if (so.order_type === 'maker') { - price = n(s.buy_order.price).add(n(s.buy_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') - if (s.exchange.makerFee) { - s.balance.asset = n(s.balance.asset).subtract(fee).format('0.00000000') - } - } - if (so.order_type === 'taker') { - if (s.exchange.takerFee) { - s.balance.asset = n(s.balance.asset).subtract(fee).format('0.00000000') - } - } - let total = n(price).multiply(s.buy_order.size) - s.balance.currency = n(s.balance.currency).subtract(total).format('0.00000000') - } - s.action = 'bought' - let my_trade = { - order_id: trade.order_id, - time: trade.time, - execution_time: trade.time - s.buy_order.orig_time, - slippage: n(price).subtract(s.buy_order.orig_price).divide(s.buy_order.orig_price).value(), - type: 'buy', - size: s.buy_order.orig_size, - fee: fee, - price: price, - order_type: so.order_type || 'taker', - profit: s.last_sell_price && (s.last_sell_price - price) / s.last_sell_price, - cancel_after: so.cancel_after || 'day' - } - s.my_trades.push(my_trade) - if (so.stats) { - let order_complete = '\nbuy order completed at ' + moment(trade.time).format('YYYY-MM-DD HH:mm:ss') + ':\n\n' + fa(my_trade.size) + ' at ' + fc(my_trade.price) + '\ntotal ' + fc(my_trade.size * my_trade.price) + '\n' + n(my_trade.slippage).format('0.0000%') + ' slippage (orig. price ' + fc(s.buy_order.orig_price) + ')\nexecution: ' + moment.duration(my_trade.execution_time).humanize() + '\n' - console.log((order_complete).cyan) - pushMessage('Buy ' + s.exchange.name.toUpperCase(), order_complete) + price = s.buy_order.price + if (so.order_type === 'maker') { + if (s.exchange.makerFee) { + fee = n(s.buy_order.size).multiply(s.exchange.makerFee / 100).value() } - s.last_buy_price = my_trade.price - delete s.buy_order - delete s.buy_stop - delete s.sell_stop - if (so.sell_stop_pct) { - s.sell_stop = n(price).subtract(n(price).multiply(so.sell_stop_pct / 100)).value() + } + if (so.order_type === 'taker') { + if (s.exchange.takerFee) { + fee = n(s.buy_order.size).multiply(s.exchange.takerFee / 100).value() } - delete s.profit_stop - delete s.profit_stop_high } + s.action = 'bought' + let my_trade = { + order_id: trade.order_id, + time: trade.time, + execution_time: trade.time - s.buy_order.orig_time, + slippage: n(price).subtract(s.buy_order.orig_price).divide(s.buy_order.orig_price).value(), + type: 'buy', + size: s.buy_order.orig_size, + fee: fee, + price: price, + order_type: so.order_type || 'taker', + profit: s.last_sell_price && (s.last_sell_price - price) / s.last_sell_price, + cancel_after: so.cancel_after || 'day' + } + s.my_trades.push(my_trade) + if (so.stats) { + let order_complete = '\nbuy order completed at ' + moment(trade.time).format('YYYY-MM-DD HH:mm:ss') + ':\n\n' + fa(my_trade.size) + ' at ' + fc(my_trade.price) + '\ntotal ' + fc(my_trade.size * my_trade.price) + '\n' + n(my_trade.slippage).format('0.0000%') + ' slippage (orig. price ' + fc(s.buy_order.orig_price) + ')\nexecution: ' + moment.duration(my_trade.execution_time).humanize() + '\n' + console.log((order_complete).cyan) + pushMessage('Buy ' + s.exchange.name.toUpperCase(), order_complete) + } + s.last_buy_price = my_trade.price + delete s.buy_order + delete s.buy_stop + delete s.sell_stop + if (so.sell_stop_pct) { + s.sell_stop = n(price).subtract(n(price).multiply(so.sell_stop_pct / 100)).value() + } + delete s.profit_stop + delete s.profit_stop_high + eventBus.emit('orderExecuted', 'buy') } else if (s.sell_order) { - if (so.mode === 'live' || trade.price >= s.sell_order.price) { - price = s.sell_order.price - if (so.order_type === 'maker') { - if (s.exchange.makerFee) { - fee = n(s.sell_order.size).multiply(s.exchange.makerFee / 100).multiply(price).value() - } - } - if (so.order_type === 'taker') { - if (s.exchange.takerFee) { - fee = n(s.sell_order.size).multiply(s.exchange.takerFee / 100).multiply(price).value() - } - } - if (so.mode !== 'live') { - s.balance.asset = n(s.balance.asset).subtract(s.sell_order.size).value() - if (so.order_type === 'maker') { - price = n(s.sell_order.price).subtract(n(s.sell_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') - if (s.exchange.makerFee) { - fee = n(s.sell_order.size).multiply(s.exchange.makerFee / 100).multiply(price).value() - s.balance.currency = n(s.balance.currency).subtract(fee).format('0.00000000') - } - } - if (so.order_type === 'taker') { - if (s.exchange.takerFee) { - s.balance.currency = n(s.balance.currency).subtract(fee).format('0.00000000') - } - } - let total = n(price).multiply(s.sell_order.size) - s.balance.currency = n(s.balance.currency).add(total).value() + price = s.sell_order.price + if (so.order_type === 'maker') { + if (s.exchange.makerFee) { + fee = n(s.sell_order.size).multiply(s.exchange.makerFee / 100).multiply(price).value() } - s.action = 'sold' - let my_trade = { - order_id: trade.order_id, - time: trade.time, - execution_time: trade.time - s.sell_order.orig_time, - slippage: n(s.sell_order.orig_price).subtract(price).divide(price).value(), - type: 'sell', - size: s.sell_order.orig_size, - fee: fee, - price: price, - order_type: so.order_type, - profit: s.last_buy_price && (price - s.last_buy_price) / s.last_buy_price - } - s.my_trades.push(my_trade) - if (so.stats) { - let order_complete = '\nsell order completed at ' + moment(trade.time).format('YYYY-MM-DD HH:mm:ss') + ':\n\n' + fa(my_trade.size) + ' at ' + fc(my_trade.price) + '\ntotal ' + fc(my_trade.size * my_trade.price) + '\n' + n(my_trade.slippage).format('0.0000%') + ' slippage (orig. price ' + fc(s.sell_order.orig_price) + ')\nexecution: ' + moment.duration(my_trade.execution_time).humanize() + '\n' - console.log((order_complete).cyan) - pushMessage('Sell ' + s.exchange.name.toUpperCase(), order_complete) - } - s.last_sell_price = my_trade.price - delete s.sell_order - delete s.buy_stop - if (so.buy_stop_pct) { - s.buy_stop = n(price).add(n(price).multiply(so.buy_stop_pct / 100)).value() + } + if (so.order_type === 'taker') { + if (s.exchange.takerFee) { + fee = n(s.sell_order.size).multiply(s.exchange.takerFee / 100).multiply(price).value() } - delete s.sell_stop - delete s.profit_stop - delete s.profit_stop_high } + s.action = 'sold' + let my_trade = { + order_id: trade.order_id, + time: trade.time, + execution_time: trade.time - s.sell_order.orig_time, + slippage: n(s.sell_order.orig_price).subtract(price).divide(price).value(), + type: 'sell', + size: s.sell_order.orig_size, + fee: fee, + price: price, + order_type: so.order_type, + profit: s.last_buy_price && (price - s.last_buy_price) / s.last_buy_price + } + s.my_trades.push(my_trade) + if (so.stats) { + let order_complete = '\nsell order completed at ' + moment(trade.time).format('YYYY-MM-DD HH:mm:ss') + ':\n\n' + fa(my_trade.size) + ' at ' + fc(my_trade.price) + '\ntotal ' + fc(my_trade.size * my_trade.price) + '\n' + n(my_trade.slippage).format('0.0000%') + ' slippage (orig. price ' + fc(s.sell_order.orig_price) + ')\nexecution: ' + moment.duration(my_trade.execution_time).humanize() + '\n' + console.log((order_complete).cyan) + pushMessage('Sell ' + s.exchange.name.toUpperCase(), order_complete) + } + s.last_sell_price = my_trade.price + delete s.sell_order + delete s.buy_stop + if (so.buy_stop_pct) { + s.buy_stop = n(price).add(n(price).multiply(so.buy_stop_pct / 100)).value() + } + delete s.sell_stop + delete s.profit_stop + delete s.profit_stop_high + eventBus.emit('orderExecuted', 'sell') } } - function adjustBid (trade) { - if (so.mode === 'live') return - if (s.buy_order && trade.time - s.buy_order.time >= so.order_adjust_time) { - executeSignal('buy', null, null, true) - } - else if (s.sell_order && trade.time - s.sell_order.time >= so.order_adjust_time) { - executeSignal('sell', null, null, true) - } + function now () { + if (so.mode === 'live') + return new Date().getTime() + else + return s.exchange.getTime() } function writeReport (is_progress, blink_off) { @@ -864,6 +748,9 @@ module.exports = function (s, conf) { function withOnPeriod (trade, period_id, cb) { updatePeriod(trade) if (!s.in_preroll) { + if (so.mode === 'sim') + s.exchange.processTrade(trade) + if (so.mode !== 'live' && !s.start_capital) { s.start_capital = 0 s.start_price = trade.price @@ -876,19 +763,157 @@ module.exports = function (s, conf) { } if (!so.manual) { executeStop() + tickCheckOrder(trade.time) if (s.signal) { executeSignal(s.signal) s.signal = null } } - if (so.mode !== 'live') { - adjustBid(trade) - executeOrder(trade) - } } s.last_period_id = period_id cb() - } + } + + // Instead of using setTimeout, this gives a consistent way between sim and live + // to manage calling functions that need to happen in the future + var eventQueue = [] + function queueEvent(func, duration) { + eventQueue.push({func: func, time: lastTickCheckOrder + duration}) + } + var lastTickCheckOrder = null + function tickCheckOrder(time) { + if (!lastTickCheckOrder) { + lastTickCheckOrder = time + return + } + + for (let i = 0, len = eventQueue.length; i < len; i++) { + let func_data = eventQueue[i] + let func = func_data.func + let func_time = func_data.time + + if (time > func_time) { + + func.call() + + eventQueue.splice(i, 1) + i-- + len-- + } + } + lastTickCheckOrder = time + } + + function cancelOrder (order, type, do_reorder, cb) { + s.exchange.cancelOrder({order_id: order.order_id, product_id: s.product_id}, function () { + function checkHold (do_reorder, cb) { + s.exchange.getOrder({order_id: order.order_id, product_id: s.product_id}, function (err, api_order) { + if (api_order) { + if (api_order.status === 'done') { + order.time = new Date(api_order.done_at).getTime() + order.price = api_order.price || order.price // Use actual price if possible. In market order the actual price (api_order.price) could be very different from trade price + msg('cancel failed, order done, executing') + executeOrder(order, type) + return syncBalance(function () { + cb(null, order) + }) + } + + s.api_order = api_order + if (api_order.filled_size) { + order.remaining_size = n(order.size).subtract(api_order.filled_size).format('0.00000000') + } + } + syncBalance(function () { + let on_hold + if (type === 'buy') on_hold = n(s.balance.currency).subtract(s.balance.currency_hold || 0).value() < n(order.price).multiply(order.remaining_size).value() + else on_hold = n(s.balance.asset).subtract(s.balance.asset_hold || 0).value() < n(order.remaining_size).value() + + if (on_hold && s.balance.currency_hold > 0) { + // wait a bit for settlement + msg('funds on hold after cancel, waiting 5s') + queueEvent(function() { checkHold(do_reorder, cb) }, conf.wait_for_settlement) + } + else { + cb(null, do_reorder ? null : false) + } + }) + }) + } + checkHold(do_reorder, cb) + }) + } + function checkOrder (order, type, cb) { + if (!s[type + '_order']) { + // signal switched, stop checking order + msg('signal switched during ' + type + ', aborting') + return cancelOrder(order, type, false, cb) + } + s.exchange.getOrder({order_id: order.order_id, product_id: s.product_id}, function (err, api_order) { + if (err) return cb(err) + s.api_order = api_order + order.status = api_order.status + if (api_order.reject_reason) order.reject_reason = api_order.reject_reason + if (api_order.status === 'done') { + order.time = new Date(api_order.done_at).getTime() + order.price = api_order.price || order.price // Use actual price if possible. In market order the actual price (api_order.price) could be very different from trade price + executeOrder(order, type) + return syncBalance(function () { + cb(null, order) + }) + } + if (order.status === 'rejected' && (order.reject_reason === 'post only' || api_order.reject_reason === 'post only')) { + msg('post-only ' + type + ' failed, re-ordering') + return cb(null, null) + } + if (order.status === 'rejected' && order.reject_reason === 'balance') { + msg('not enough balance for ' + type + ', aborting') + return cb(null, null) + } + if (now() - order.local_time >= so.order_adjust_time) { + getQuote(function (err, quote) { + if (err) { + err.desc = 'could not execute ' + type + ': error fetching quote' + return cb(err) + } + let marked_price + if (type === 'buy') { + marked_price = nextBuyForQuote(s, quote) + if (so.exact_buy_orders && n(order.price).value() != marked_price) { + msg(marked_price + ' vs! our ' + order.price) + cancelOrder(order, type, true, cb) + } + else if (n(order.price).value() < marked_price) { + msg(marked_price + ' vs our ' + order.price) + cancelOrder(order, type, true, cb) + } + else { + order.local_time = lastTickCheckOrder + queueEvent(function() { checkOrder(order, type, cb) }, so.order_poll_time) + } + } + else { + marked_price = nextSellForQuote(s, quote) + if (so.exact_sell_orders && n(order.price).value() != marked_price) { + msg(marked_price + ' vs! our ' + order.price) + cancelOrder(order, type, true, cb) + } + else if (n(order.price).value() > marked_price) { + msg(marked_price + ' vs our ' + order.price) + cancelOrder(order, type, true, cb) + } + else { + order.local_time = lastTickCheckOrder + queueEvent(function() { checkOrder(order, type, cb) }, so.order_poll_time) + } + } + }) + } + else { + queueEvent(function() { checkOrder(order, type, cb) }, so.order_poll_time) + } + }) + } var q = async.queue(function({trade, is_preroll}, callback){ onTrade(trade, is_preroll, callback) @@ -933,7 +958,7 @@ module.exports = function (s, conf) { withOnPeriod(trade, period_id, cb) } } - + function onTrades(trades, is_preroll, cb) { if (_.isFunction(is_preroll)) { cb = is_preroll From b22bee8f0e90cf3f1ea0bcb6b28852b81175df46 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Thu, 22 Feb 2018 10:48:53 +0000 Subject: [PATCH 184/236] Exchanges: update-products 625 --- package-lock.json | 2338 ++++++++++++++++++++++++++++++++++++++++++--- 1 file changed, 2229 insertions(+), 109 deletions(-) diff --git a/package-lock.json b/package-lock.json index 9366f1fcce..6e702fb709 100644 --- a/package-lock.json +++ b/package-lock.json @@ -4,6 +4,57 @@ "lockfileVersion": 1, "requires": true, "dependencies": { + "@babel/code-frame": { + "version": "7.0.0-beta.40", + "resolved": "https://registry.npmjs.org/@babel/code-frame/-/code-frame-7.0.0-beta.40.tgz", + "integrity": "sha512-eVXQSbu/RimU6OKcK2/gDJVTFcxXJI4sHbIqw2mhwMZeQ2as/8AhS9DGkEDoHMBBNJZ5B0US63lF56x+KDcxiA==", + "requires": { + "@babel/highlight": "7.0.0-beta.40" + } + }, + "@babel/highlight": { + "version": "7.0.0-beta.40", + "resolved": "https://registry.npmjs.org/@babel/highlight/-/highlight-7.0.0-beta.40.tgz", + "integrity": "sha512-mOhhTrzieV6VO7odgzFGFapiwRK0ei8RZRhfzHhb6cpX3QM8XXuCLXWjN8qBB7JReDdUR80V3LFfFrGUYevhNg==", + "requires": { + "chalk": "2.3.1", + "esutils": "2.0.2", + "js-tokens": "3.0.2" + }, + "dependencies": { + "ansi-styles": { + "version": "3.2.0", + "resolved": "https://registry.npmjs.org/ansi-styles/-/ansi-styles-3.2.0.tgz", + "integrity": "sha512-NnSOmMEYtVR2JVMIGTzynRkkaxtiq1xnFBcdQD/DnNCYPoEPsVJhM98BDyaoNOQIi7p4okdi3E27eN7GQbsUug==", + "requires": { + "color-convert": "1.9.1" + } + }, + "chalk": { + "version": "2.3.1", + "resolved": "https://registry.npmjs.org/chalk/-/chalk-2.3.1.tgz", + "integrity": "sha512-QUU4ofkDoMIVO7hcx1iPTISs88wsO8jA92RQIm4JAwZvFGGAV2hSAA1NX7oVj2Ej2Q6NDTcRDjPTFrMCRZoJ6g==", + "requires": { + "ansi-styles": "3.2.0", + "escape-string-regexp": "1.0.5", + "supports-color": "5.2.0" + } + }, + "has-flag": { + "version": "3.0.0", + "resolved": "https://registry.npmjs.org/has-flag/-/has-flag-3.0.0.tgz", + "integrity": "sha1-tdRU3CGZriJWmfNGfloH87lVuv0=" + }, + "supports-color": { + "version": "5.2.0", + "resolved": "https://registry.npmjs.org/supports-color/-/supports-color-5.2.0.tgz", + "integrity": "sha512-F39vS48la4YvTZUPVeTqsjsFNrvcMwrV3RLZINsmHo+7djCvuUzSIeXOnZ5hmjef4bajL1dNccN+tg5XAliO5Q==", + "requires": { + "has-flag": "3.0.0" + } + } + } + }, "@slack/client": { "version": "3.15.0", "resolved": "https://registry.npmjs.org/@slack/client/-/client-3.15.0.tgz", @@ -63,6 +114,11 @@ "ltx": "2.7.1" } }, + "abab": { + "version": "1.0.4", + "resolved": "https://registry.npmjs.org/abab/-/abab-1.0.4.tgz", + "integrity": "sha1-X6rZwsB/YN12dw9xzwJbYqY8/U4=" + }, "abbrev": { "version": "1.1.1", "resolved": "https://registry.npmjs.org/abbrev/-/abbrev-1.1.1.tgz", @@ -97,6 +153,14 @@ } } }, + "acorn-globals": { + "version": "4.1.0", + "resolved": "https://registry.npmjs.org/acorn-globals/-/acorn-globals-4.1.0.tgz", + "integrity": "sha512-KjZwU26uG3u6eZcfGbTULzFcsoz6pegNKtHPksZPOUsiKo5bUmiBPa38FuHZ/Eun+XYh/JCCkS9AS3Lu4McQOQ==", + "requires": { + "acorn": "5.3.0" + } + }, "acorn-jsx": { "version": "3.0.1", "resolved": "https://registry.npmjs.org/acorn-jsx/-/acorn-jsx-3.0.1.tgz", @@ -278,6 +342,16 @@ "resolved": "https://registry.npmjs.org/arr-flatten/-/arr-flatten-1.1.0.tgz", "integrity": "sha512-L3hKV5R/p5o81R7O02IGnwpDmkp6E982XhtbuwSe3O4qOtMMMtodicASA1Cny2U+aCXcNpml+m4dPsvsJ3jatg==" }, + "arr-union": { + "version": "3.1.0", + "resolved": "https://registry.npmjs.org/arr-union/-/arr-union-3.1.0.tgz", + "integrity": "sha1-45sJrqne+Gao8gbiiK9jkZuuOcQ=" + }, + "array-equal": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/array-equal/-/array-equal-1.0.0.tgz", + "integrity": "sha1-jCpe8kcv2ep0KwTHenUJO6J1fJM=" + }, "array-find-index": { "version": "1.0.2", "resolved": 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"version": "3.0.0", + "resolved": "https://registry.npmjs.org/xml-name-validator/-/xml-name-validator-3.0.0.tgz", + "integrity": "sha512-A5CUptxDsvxKJEU3yO6DuWBSJz/qizqzJKOMIfUJHETbBw/sFaDxgd6fxm1ewUaM0jZ444Fc5vC5ROYurg/4Pw==" + }, "xml2js": { "version": "0.1.13", "resolved": "https://registry.npmjs.org/xml2js/-/xml2js-0.1.13.tgz", From 24ebe03a41846f4974cfd8c773e3d1ebe6241f90 Mon Sep 17 00:00:00 2001 From: Michael Sutton Date: Thu, 22 Feb 2018 10:55:45 -0500 Subject: [PATCH 185/236] Darwin additions (#1404) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Add parameter noStatSave - if true no statistics will be saved for the generation. useful when using —generateLaunch as it can run for day and fill the drive with a lot of files. added some error checking in the process of implementing —noStatSave — specifically if a sim fails due to an incompatible parameter combination (usually TA lib crashes) a bad result is returned that has a VERY bad fitness calculation. Saving of generation data now has a more granular format. instead of a directory named backtest_YYYMMDDHHmm it now uses the format backtes_..YYYMMDDHHmmss This pervents the condition of overlap when starting multiple darwins on the same machine within one minute causing them to use the same simulation directory resulting in errors. --- scripts/genetic_backtester/darwin.js | 72 ++++++++++++++++++++++++---- 1 file changed, 64 insertions(+), 8 deletions(-) diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js index bff3ab0cba..aadf6fc1e7 100755 --- a/scripts/genetic_backtester/darwin.js +++ b/scripts/genetic_backtester/darwin.js @@ -5,6 +5,22 @@ * 07/01/2017 * * Example: ./darwin.js --selector="bitfinex.ETH-USD" --days="10" --currency_capital="5000" --use_strategies="all | macd,trend_ema,etc" --population="101" --population_data="simulations/generation_data_NUMBERS" + * Params: + * --use_strategies=,, Min one strategy, can include more than one + * --population_data= filename used for continueing backtesting from previous run + * --generateLaunch=| will generate .sh and .bat file using the best generation discovered + * --population= populate per strategy + * --maxCores= maximum processes to execute at a time default is # of cpu cores in system + * --selector= + * --asset_capital= amount coin to start sim with + * --currency_capital= amount of capital/base currency to start sim with + * --days= amount of days to use when backfilling + * --noStatSave=| true:no statistics are saved to the simulation folder + * --silent=| true:can improve performance + * + * any parameters for sim and or strategy can be passed in and will override the genetic test generated parameter + * i.e. if --period_length=1m is passed all test will be performed using --period_length=1m instead of trying to find that parameter + * */ let shell = require('shelljs') @@ -45,6 +61,9 @@ let simArgs let populationSize = 0 let generationCount = 1 let generationProcessing = false +let population_data = '' +let noStatSave = false + let darwinMonitor = { periodDurations: [], @@ -331,7 +350,8 @@ let readSimDataFile = (iteration) => { let writeSimDataFile = (iteration, data) => { let jsonFileName = `simulations/${population_data}/gen_${generationCount}/sim_${iteration}.json` - writeFileAndFolder(jsonFileName, data) + if (!noStatSave) + writeFileAndFolder(jsonFileName, data) } let runCommand = (taskStrategyName, phenotype, command, cb) => { @@ -349,9 +369,11 @@ let runCommand = (taskStrategyName, phenotype, command, cb) => { proc.on('exit', () => { let result = null let stdout = endData.toString() - try { + try { result = processOutput(stdout,taskStrategyName,phenotype) - + if (!result) { + throw 'Error during execution' + } command.endTime = moment() command.result = result @@ -450,7 +472,32 @@ function processOutput (output,taskStrategyName, pheno) { end = parseInt(simulationResults.end || null) } else { - console.log(`Couldn't find simulationResults for ${pheno.backtester_generation}`) + console.log(`Couldn't find simulationResults for ${pheno.backtester_generation}` ) + // this should retun a general bad result but not throw an error + // our job here is to use the result. not diagnose an error at this point so a failing sim should just be ignored. + // idea here is to make the fitness of this calculation as bad as possible so darwin won't use the combonation of parameters again. + // todo: make the result its own object, and in this function just set the values don't define the result here. + return { + params: 'module.exports = {}', + endBalance: 0, + buyHold: 0, + vsBuyHold: 0, + wins: 0, + losses: -1, + errorRate: 100, + days: 0, + period_length: 0, + min_periods: 0, + markdown_buy_pct: 0, + markup_sell_pct: 0, + order_type: 'maker', + wlRatio: 'Infinity', + roi: -1000, + selector: params.selector, + strategy: params.strategy, + frequency: 0 + } + } let roi @@ -1059,6 +1106,7 @@ function isUsefulKey (key) { } function generateCommandParams (input) { + input = input.params.replace('module.exports =','') input = JSON.parse(input) @@ -1097,7 +1145,7 @@ function saveGenerationData (csvFileName, jsonFileName, dataCSV, dataJSON) { } } -let population_data = argv.population_data || `backtest_${moment().format('YYYYMMDDHHmm')}` + // Find the first incomplete generation of this session, where incomplete means no "results" files while (fs.existsSync(`simulations/${population_data}/gen_${generationCount}`)) { generationCount++ } @@ -1156,7 +1204,7 @@ function saveLaunchFiles(saveLauchFile, configuration ){ fs.chmodSync(lFinenamewin32, '777') } } - +let cycleCount = -1 function simulateGeneration (generateLaunchFile) { // Find the first incomplete generation of this session, where incomplete means no "results" files @@ -1164,6 +1212,11 @@ function simulateGeneration (generateLaunchFile) { generationCount-- if (generationCount > 0 && !fs.existsSync(`simulations/${population_data}/gen_${generationCount}/results.csv`)) { generationCount-- } + if (noStatSave) { + cycleCount++ + generationCount = cycleCount + } + generationProcessing = true console.log(`\n\n=== Simulating generation ${++generationCount} ===\n`) darwinMonitor.reset() @@ -1249,7 +1302,8 @@ function simulateGeneration (generateLaunchFile) { let jsonFileName = `simulations/${population_data}/gen_${generationCount}/results.json` let dataJSON = JSON.stringify(poolData, null, 2) - saveGenerationData(csvFileName, jsonFileName, dataCSV, dataJSON ) + if (!noStatSave) + saveGenerationData(csvFileName, jsonFileName, dataCSV, dataJSON ) //Display best of the generation @@ -1329,6 +1383,7 @@ if (simArgs.help || !(simArgs.use_strategies)) console.log('--asset_capital= amount coin to start sim with ') console.log('--currency_capital= amount of capital/base currency to start sim with'), console.log('--days= amount of days to use when backfilling') + console.log('--noStatSave=|') process.exit(0) } @@ -1347,11 +1402,12 @@ if (simArgs.maxCores) } let generateLaunchFile = (simArgs.generateLaunch) ? true : false +noStatSave = (simArgs.noStatSave) ? true : false let strategyName = (argv.use_strategies) ? argv.use_strategies : 'all' -// let populationFileName = (argv.population_data) ? argv.population_data : null populationSize = (argv.population) ? argv.population : 100 +population_data = argv.population_data || `backtest.${simArgs.selector.toLowerCase()}.${moment().format('YYYYMMDDHHmmss')}` console.log(`Backtesting strategy ${strategyName} ...\n`) From bbacc1fc98dd85efa8917f2f0550e7f110394091 Mon Sep 17 00:00:00 2001 From: defkev Date: Thu, 22 Feb 2018 21:52:43 +0100 Subject: [PATCH 186/236] Resize order on reorder (#1406) Instead of reordering using the same size (which doesn't make sense) calculate the (remaining) size (in percent) of the order and use it as `buy|sell_pct` This should fix a fair ammount of "insufficient funds" errors people have been reporting. --- lib/engine.js | 29 +++++++++++++++++++++++------ 1 file changed, 23 insertions(+), 6 deletions(-) diff --git a/lib/engine.js b/lib/engine.js index f9e558105b..71d0c62d60 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -334,8 +334,7 @@ module.exports = function (s, conf) { // 8. if not filled after timer, repeat process // 9. if filled, record order stats function executeSignal (signal, _cb, size, is_reorder, is_taker) { - - let price + let price, buy_pct, sell_pct delete s[(signal === 'buy' ? 'sell' : 'buy') + '_order'] s.last_signal = signal if (!is_reorder && s[signal + '_order']) { @@ -376,17 +375,30 @@ module.exports = function (s, conf) { err.desc = 'could not execute ' + signal + ': error fetching quote' return cb(err) } + if (is_reorder && s[signal + '_order']) { + if (signal === 'buy') { + reorder_pct = n(size).multiply(s.buy_order.price).divide(s.balance.currency).multiply(100).add(fee) + } else { + reorder_pct = n(size).divide(s.balance.asset).multiply(100) + } + msg('price changed, resizing order, ' + reorder_pct + '% remain') + size = null + } if (signal === 'buy') { price = nextBuyForQuote(s, quote) if (!size) { - let buy_pct = so.buy_pct + if (is_reorder) { + buy_pct = reorder_pct + } else { + buy_pct = so.buy_pct + } if(so.buy_max_amt){ // account for held assets as buy_max let adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value() let buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() buy_pct = buy_max_as_pct }else{ // account for held assets as % let held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value() - let to_buy_pct = n(so.buy_pct).subtract(held_pct).value() + let to_buy_pct = n(buy_pct).subtract(held_pct).value() buy_pct = to_buy_pct } if (so.order_type === 'maker' && (buy_pct + s.exchange.takerFee < 100 || !s.exchange.makerBuy100Workaround)) { @@ -402,12 +414,12 @@ module.exports = function (s, conf) { } else { size = n(trade_balance).subtract(expected_fee).divide(price).format('0.00000000') } - msg('preparing buy order over ' + fa(size) + ' of ' + fc(tradeable_balance) + ' (' + buy_pct + '%) tradeable balance with a expected fee of ' + fc(expected_fee) + ' (' + fee + '%)') } if ((s.product.min_size && Number(size) >= Number(s.product.min_size)) || ('min_total' in s.product && s.product.min_total && n(size).multiply(price).value() >= Number(s.product.min_total))) { if (s.product.max_size && Number(size) > Number(s.product.max_size)) { size = s.product.max_size } + msg('preparing buy order over ' + fa(size) + ' of ' + fc(tradeable_balance) + ' (' + buy_pct + '%) tradeable balance with a expected fee of ' + fc(expected_fee) + ' (' + fee + '%)') if (!s.last_sell_price && s.my_prev_trades.length) { var prev_sells = s.my_prev_trades.filter(trade => trade.type === 'sell') if (prev_sells.length) { @@ -450,7 +462,12 @@ module.exports = function (s, conf) { else if (signal === 'sell') { price = nextSellForQuote(s, quote) if (!size) { - size = n(s.balance.asset).multiply(so.sell_pct / 100).format('0.00000000') + if (is_reorder) { + sell_pct = reorder_pct + } else { + sell_pct = so.sell_pct + } + size = n(s.balance.asset).multiply(sell_pct / 100).format('0.00000000') } if ((s.product.min_size && Number(size) >= Number(s.product.min_size)) || (s.product.min_total && n(size).multiply(price).value() >= Number(s.product.min_total))) { if (s.product.max_size && Number(size) > Number(s.product.max_size)) { From 57707fac74ca85e711810b1e35998b1d1633dc20 Mon Sep 17 00:00:00 2001 From: Glenn Sidney Date: Thu, 22 Feb 2018 15:53:56 -0500 Subject: [PATCH 187/236] Hopeful fix for paper mode (#1405) --- extensions/exchanges/sim/exchange.js | 20 +++++++++++++++----- lib/engine.js | 9 ++++++--- 2 files changed, 21 insertions(+), 8 deletions(-) diff --git a/extensions/exchanges/sim/exchange.js b/extensions/exchanges/sim/exchange.js index a29f579d5b..0a2eb2ce18 100644 --- a/extensions/exchanges/sim/exchange.js +++ b/extensions/exchanges/sim/exchange.js @@ -27,7 +27,12 @@ module.exports = function sim (conf, s) { getProducts: real_exchange.getProducts, getTrades: function (opts, cb) { - return cb(null, []) + if (so.mode === 'paper') { + return real_exchange.getTrades(opts, cb) + } + else { + return cb(null, []) + } }, getBalance: function (opts, cb) { @@ -35,10 +40,15 @@ module.exports = function sim (conf, s) { }, getQuote: function (opts, cb) { - return cb(null, { - bid: s.period.close, - ask: s.period.close - }) + if (so.mode === 'paper') { + return real_exchange.getQuote(opts, cb) + } + else { + return cb(null, { + bid: s.period.close, + ask: s.period.close + }) + } }, cancelOrder: function (opts, cb) { diff --git a/lib/engine.js b/lib/engine.js index 71d0c62d60..b153880ae8 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -21,13 +21,16 @@ module.exports = function (s, conf) { let so = s.options if(_.isUndefined(s.exchange)){ - if (so.mode == 'sim') { + if (so.mode !== 'live') { s.exchange = require(path.resolve(__dirname, '../extensions/exchanges/sim/exchange'))(conf, s) } else { s.exchange = require(path.resolve(__dirname, `../extensions/exchanges/${so.selector.exchange_id}/exchange`))(conf) } } + else if (so.mode === 'paper') { + s.exchange = require(path.resolve(__dirname, '../extensions/exchanges/sim/exchange'))(conf, s) + } s.product_id = so.selector.product_id s.asset = so.selector.asset s.currency = so.selector.currency @@ -650,7 +653,7 @@ module.exports = function (s, conf) { } function now () { - if (so.mode === 'live') + if (so.mode !== 'live') return new Date().getTime() else return s.exchange.getTime() @@ -765,7 +768,7 @@ module.exports = function (s, conf) { function withOnPeriod (trade, period_id, cb) { updatePeriod(trade) if (!s.in_preroll) { - if (so.mode === 'sim') + if (so.mode !== 'live') s.exchange.processTrade(trade) if (so.mode !== 'live' && !s.start_capital) { From 70776d6131ba805bfa3aec8e1364c8dc96123c3a Mon Sep 17 00:00:00 2001 From: Travis CI Date: Fri, 23 Feb 2018 10:49:13 +0000 Subject: [PATCH 188/236] Exchanges: update-products 635 --- extensions/exchanges/bitfinex/products.json | 54 ++++++++++----------- extensions/exchanges/bittrex/products.json | 16 ++++++ 2 files changed, 43 insertions(+), 27 deletions(-) diff --git a/extensions/exchanges/bitfinex/products.json b/extensions/exchanges/bitfinex/products.json index 96b915a90a..e10f0a04e0 100644 --- a/extensions/exchanges/bitfinex/products.json +++ b/extensions/exchanges/bitfinex/products.json @@ -450,7 +450,7 @@ { "asset": "YYW", "currency": "USD", - "min_size": "78.0", + "min_size": "84.0", "max_size": "50000.0", "increment": "0.000001", "label": "YYW/USD" @@ -458,7 +458,7 @@ { "asset": "YYW", "currency": "BTC", - "min_size": "78.0", + "min_size": "84.0", "max_size": "50000.0", "increment": "0.000000001", "label": "YYW/BTC" @@ -466,7 +466,7 @@ { "asset": "YYW", "currency": "ETH", - "min_size": "78.0", + "min_size": "84.0", "max_size": "50000.0", "increment": "0.000000001", "label": "YYW/ETH" @@ -498,7 +498,7 @@ { "asset": "SNT", "currency": "USD", - "min_size": "56.0", + "min_size": "60.0", "max_size": "200000.0", "increment": "0.000001", "label": "SNT/USD" @@ -506,7 +506,7 @@ { "asset": "SNT", "currency": "BTC", - "min_size": "56.0", + "min_size": "60.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SNT/BTC" @@ -514,7 +514,7 @@ { "asset": "SNT", "currency": "ETH", - "min_size": "56.0", + "min_size": "60.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SNT/ETH" @@ -578,7 +578,7 @@ { "asset": "FUN", "currency": "USD", - "min_size": "194.0", + "min_size": "208.0", "max_size": "200000.0", "increment": "0.0000001", "label": "FUN/USD" @@ -586,7 +586,7 @@ { "asset": "FUN", "currency": "BTC", - "min_size": "194.0", + "min_size": "208.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "FUN/BTC" @@ -594,7 +594,7 @@ { "asset": "FUN", "currency": "ETH", - "min_size": "194.0", + "min_size": "208.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "FUN/ETH" @@ -602,7 +602,7 @@ { "asset": "ZRX", "currency": "USD", - "min_size": "10.0", + "min_size": "12.0", "max_size": "200000.0", "increment": "0.00001", "label": "ZRX/USD" @@ -610,7 +610,7 @@ { "asset": "ZRX", "currency": "BTC", - "min_size": "10.0", + "min_size": "12.0", "max_size": "200000.0", "increment": "0.00000001", "label": "ZRX/BTC" @@ -618,7 +618,7 @@ { "asset": "ZRX", "currency": "ETH", - "min_size": "10.0", + "min_size": "12.0", "max_size": "200000.0", "increment": "0.00000001", "label": "ZRX/ETH" @@ -626,7 +626,7 @@ { "asset": "TNB", "currency": "USD", - "min_size": "158.0", + "min_size": "176.0", "max_size": "200000.0", "increment": "0.0000001", "label": "TNB/USD" @@ -634,7 +634,7 @@ { "asset": "TNB", "currency": "BTC", - "min_size": "158.0", + "min_size": "176.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "TNB/BTC" @@ -642,7 +642,7 @@ { "asset": "TNB", "currency": "ETH", - "min_size": "158.0", + "min_size": "176.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "TNB/ETH" @@ -650,7 +650,7 @@ { "asset": "SPK", "currency": "USD", - "min_size": "56.0", + "min_size": "68.0", "max_size": "200000.0", "increment": "0.000001", "label": "SPK/USD" @@ -658,7 +658,7 @@ { "asset": "SPK", "currency": "BTC", - "min_size": "56.0", + "min_size": "68.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SPK/BTC" @@ -666,7 +666,7 @@ { "asset": "SPK", "currency": "ETH", - "min_size": "56.0", + "min_size": "68.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SPK/ETH" @@ -698,7 +698,7 @@ { "asset": "RCN", "currency": "USD", - "min_size": "62.0", + "min_size": "68.0", "max_size": "200000.0", "increment": "0.000001", "label": "RCN/USD" @@ -706,7 +706,7 @@ { "asset": "RCN", "currency": "BTC", - "min_size": "62.0", + "min_size": "68.0", "max_size": "200000.0", "increment": "0.000000001", "label": "RCN/BTC" @@ -714,7 +714,7 @@ { "asset": "RCN", "currency": "ETH", - "min_size": "62.0", + "min_size": "68.0", "max_size": "200000.0", "increment": "0.000000001", "label": "RCN/ETH" @@ -722,7 +722,7 @@ { "asset": "RLC", "currency": "USD", - "min_size": "8.0", + "min_size": "10.0", "max_size": "25000.0", "increment": "0.00001", "label": "RLC/USD" @@ -730,7 +730,7 @@ { "asset": "RLC", "currency": "BTC", - "min_size": "8.0", + "min_size": "10.0", "max_size": "25000.0", "increment": "0.00000001", "label": "RLC/BTC" @@ -738,7 +738,7 @@ { "asset": "RLC", "currency": "ETH", - "min_size": "8.0", + "min_size": "10.0", "max_size": "25000.0", "increment": "0.00000001", "label": "RLC/ETH" @@ -770,7 +770,7 @@ { "asset": "SNG", "currency": "USD", - "min_size": "76.0", + "min_size": "94.0", "max_size": "200000.0", "increment": "0.000001", "label": "SNG/USD" @@ -778,7 +778,7 @@ { "asset": "SNG", "currency": "BTC", - "min_size": "76.0", + "min_size": "94.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SNG/BTC" @@ -786,7 +786,7 @@ { "asset": "SNG", "currency": "ETH", - "min_size": "76.0", + "min_size": "94.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SNG/ETH" diff --git a/extensions/exchanges/bittrex/products.json b/extensions/exchanges/bittrex/products.json index d832993495..c3dd6e979d 100644 --- a/extensions/exchanges/bittrex/products.json +++ b/extensions/exchanges/bittrex/products.json @@ -2142,5 +2142,21 @@ "max_size": "1000000", "increment": "0.00000001", "label": "ETH/VEE" + }, + { + "asset": "BCPT", + "currency": "BTC", + "min_size": "0.00000001", + "max_size": "1000000", + "increment": "0.00000001", + "label": "BTC/BCPT" + }, + { + "asset": "BCPT", + "currency": "ETH", + "min_size": "0.00000001", + "max_size": "1000000", + "increment": "0.00000001", + "label": "ETH/BCPT" } ] \ No newline at end of file From ccfaecdfd7a37758e52b377f52643ec1e59ba846 Mon Sep 17 00:00:00 2001 From: Glenn Sidney Date: Fri, 23 Feb 2018 12:01:18 -0500 Subject: [PATCH 189/236] Bad typo broke live (#1411) --- lib/engine.js | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/lib/engine.js b/lib/engine.js index b153880ae8..4685c503f7 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -653,7 +653,7 @@ module.exports = function (s, conf) { } function now () { - if (so.mode !== 'live') + if (so.mode === 'live') return new Date().getTime() else return s.exchange.getTime() From 71d9a524474de00fbf5a9a4bed632add4e104b01 Mon Sep 17 00:00:00 2001 From: Glenn Sidney Date: Fri, 23 Feb 2018 12:17:52 -0500 Subject: [PATCH 190/236] Fixes #1380 - binance formatting for assets (#1398) * Fixes #1380 - binance formatting for assets * Remove comment and Math.floor changes --- extensions/exchanges/binance/products.json | 835 ++++++++++++------ .../exchanges/binance/update-products.sh | 19 +- lib/engine.js | 8 +- 3 files changed, 578 insertions(+), 284 deletions(-) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index 88b77df731..126eb1418d 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -5,7 +5,8 @@ "currency": "BTC", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.000001", + "asset_increment": "0.001", "label": "ETH/BTC" }, { @@ -14,7 +15,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "LTC/BTC" }, { @@ -23,7 +25,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "BNB/BTC" }, { @@ -32,16 +35,28 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "NEO/BTC" }, + { + "id": "123456", + "asset": "123", + "currency": "456", + "min_size": "0.00100000", + "max_size": "100000.00000000", + "increment": "0.000001", + "asset_increment": "0.001", + "label": "123/456" + }, { "id": "QTUMETH", "asset": "QTUM", "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "QTUM/ETH" }, { @@ -50,7 +65,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "EOS/ETH" }, { @@ -59,7 +75,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "SNT/ETH" }, { @@ -68,7 +85,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "BNT/ETH" }, { @@ -77,7 +95,8 @@ "currency": "BTC", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.000001", + "asset_increment": "0.001", "label": "BCH/BTC" }, { @@ -86,7 +105,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "GAS/BTC" }, { @@ -95,7 +115,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "BNB/ETH" }, { @@ -104,7 +125,8 @@ "currency": "USDT", "min_size": "0.00000100", "max_size": "10000000.00000000", - "increment": "0.00000100", + "increment": "0.01", + "asset_increment": "0.000001", "label": "BTC/USDT" }, { @@ -113,7 +135,8 @@ "currency": "USDT", "min_size": "0.00001000", "max_size": "10000000.00000000", - "increment": "0.00001000", + "increment": "0.01", + "asset_increment": "0.00001", "label": "ETH/USDT" }, { @@ -122,7 +145,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "HSR/BTC" }, { @@ -131,7 +155,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "OAX/ETH" }, { @@ -140,7 +165,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "DNT/ETH" }, { @@ -149,7 +175,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "MCO/ETH" }, { @@ -158,7 +185,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "ICN/ETH" }, { @@ -167,7 +195,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "MCO/BTC" }, { @@ -176,7 +205,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "WTC/BTC" }, { @@ -185,7 +215,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "WTC/ETH" }, { @@ -194,7 +225,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "LRC/BTC" }, { @@ -203,7 +235,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "LRC/ETH" }, { @@ -212,17 +245,19 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "QTUM/BTC" }, { "id": "YOYOBTC", - "asset": "YOYOW", + "asset": "YOYO", "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", - "label": "YOYOW/BTC" + "increment": "0.00000001", + "asset_increment": "1.", + "label": "YOYO/BTC" }, { "id": "OMGBTC", @@ -230,7 +265,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "OMG/BTC" }, { @@ -239,7 +275,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "OMG/ETH" }, { @@ -248,7 +285,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ZRX/BTC" }, { @@ -257,7 +295,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ZRX/ETH" }, { @@ -266,7 +305,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "STRAT/BTC" }, { @@ -275,7 +315,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "STRAT/ETH" }, { @@ -284,7 +325,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "SNGLS/BTC" }, { @@ -293,7 +335,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "SNGLS/ETH" }, { @@ -302,7 +345,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BQX/BTC" }, { @@ -311,7 +355,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "BQX/ETH" }, { @@ -320,7 +365,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "KNC/BTC" }, { @@ -329,7 +375,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "KNC/ETH" }, { @@ -338,7 +385,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "FUN/BTC" }, { @@ -347,7 +395,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "FUN/ETH" }, { @@ -356,7 +405,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "SNM/BTC" }, { @@ -365,7 +415,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "SNM/ETH" }, { @@ -374,7 +425,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "NEO/ETH" }, { @@ -383,7 +435,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "IOTA/BTC" }, { @@ -392,7 +445,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "IOTA/ETH" }, { @@ -401,7 +455,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "LINK/BTC" }, { @@ -410,7 +465,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "LINK/ETH" }, { @@ -419,7 +475,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "XVG/BTC" }, { @@ -428,7 +485,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "XVG/ETH" }, { @@ -437,7 +495,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "CTR/BTC" }, { @@ -446,7 +505,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "CTR/ETH" }, { @@ -455,7 +515,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "SALT/BTC" }, { @@ -464,7 +525,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "SALT/ETH" }, { @@ -473,7 +535,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "MDA/BTC" }, { @@ -482,7 +545,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "MDA/ETH" }, { @@ -491,7 +555,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "MTL/BTC" }, { @@ -500,7 +565,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "MTL/ETH" }, { @@ -509,7 +575,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "SUB/BTC" }, { @@ -518,7 +585,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "SUB/ETH" }, { @@ -527,7 +595,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "EOS/BTC" }, { @@ -536,7 +605,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "SNT/BTC" }, { @@ -545,7 +615,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "ETC/ETH" }, { @@ -554,7 +625,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "ETC/BTC" }, { @@ -563,7 +635,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "MTH/BTC" }, { @@ -572,7 +645,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "MTH/ETH" }, { @@ -581,7 +655,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ENG/BTC" }, { @@ -590,7 +665,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "ENG/ETH" }, { @@ -599,7 +675,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "DNT/BTC" }, { @@ -608,7 +685,8 @@ "currency": "BTC", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.000001", + "asset_increment": "0.001", "label": "ZEC/BTC" }, { @@ -617,7 +695,8 @@ "currency": "ETH", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.00001", + "asset_increment": "0.001", "label": "ZEC/ETH" }, { @@ -626,7 +705,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BNT/BTC" }, { @@ -635,7 +715,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "AST/BTC" }, { @@ -644,7 +725,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "AST/ETH" }, { @@ -653,7 +735,8 @@ "currency": "BTC", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.000001", + "asset_increment": "0.001", "label": "DASH/BTC" }, { @@ -662,7 +745,8 @@ "currency": "ETH", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.00001", + "asset_increment": "0.001", "label": "DASH/ETH" }, { @@ -671,7 +755,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "OAX/BTC" }, { @@ -680,7 +765,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ICN/BTC" }, { @@ -689,7 +775,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "BTG/BTC" }, { @@ -698,7 +785,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "BTG/ETH" }, { @@ -707,7 +795,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "EVX/BTC" }, { @@ -716,7 +805,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "EVX/ETH" }, { @@ -725,7 +815,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "REQ/BTC" }, { @@ -734,7 +825,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "REQ/ETH" }, { @@ -743,7 +835,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "VIB/BTC" }, { @@ -752,7 +845,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "VIB/ETH" }, { @@ -761,7 +855,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "HSR/ETH" }, { @@ -770,7 +865,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "TRX/BTC" }, { @@ -779,7 +875,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "TRX/ETH" }, { @@ -788,7 +885,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "POWR/BTC" }, { @@ -797,7 +895,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "POWR/ETH" }, { @@ -806,7 +905,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "ARK/BTC" }, { @@ -815,17 +915,19 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "ARK/ETH" }, { "id": "YOYOETH", - "asset": "YOYOW", + "asset": "YOYO", "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", - "label": "YOYOW/ETH" + "increment": "0.00000001", + "asset_increment": "1.", + "label": "YOYO/ETH" }, { "id": "XRPBTC", @@ -833,7 +935,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "XRP/BTC" }, { @@ -842,7 +945,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "XRP/ETH" }, { @@ -851,7 +955,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "MOD/BTC" }, { @@ -860,7 +965,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "MOD/ETH" }, { @@ -869,7 +975,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ENJ/BTC" }, { @@ -878,7 +985,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ENJ/ETH" }, { @@ -887,7 +995,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "STORJ/BTC" }, { @@ -896,7 +1005,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "STORJ/ETH" }, { @@ -905,7 +1015,8 @@ "currency": "USDT", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0001", + "asset_increment": "0.01", "label": "BNB/USDT" }, { @@ -914,17 +1025,19 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0001", + "asset_increment": "0.01", "label": "VEN/BNB" }, { "id": "YOYOBNB", - "asset": "YOYOW", + "asset": "YOYO", "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", - "label": "YOYOW/BNB" + "increment": "0.00001", + "asset_increment": "0.01", + "label": "YOYO/BNB" }, { "id": "POWRBNB", @@ -932,7 +1045,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "POWR/BNB" }, { @@ -941,7 +1055,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "VEN/BTC" }, { @@ -950,7 +1065,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "VEN/ETH" }, { @@ -959,7 +1075,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "KMD/BTC" }, { @@ -968,7 +1085,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "KMD/ETH" }, { @@ -977,7 +1095,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "NULS/BNB" }, { @@ -986,7 +1105,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "RCN/BTC" }, { @@ -995,7 +1115,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "RCN/ETH" }, { @@ -1004,7 +1125,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "RCN/BNB" }, { @@ -1013,7 +1135,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "NULS/BTC" }, { @@ -1022,7 +1145,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "NULS/ETH" }, { @@ -1031,7 +1155,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "RDN/BTC" }, { @@ -1040,7 +1165,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "RDN/ETH" }, { @@ -1049,7 +1175,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "RDN/BNB" }, { @@ -1058,7 +1185,8 @@ "currency": "BTC", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.000001", + "asset_increment": "0.001", "label": "XMR/BTC" }, { @@ -1067,7 +1195,8 @@ "currency": "ETH", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.00001", + "asset_increment": "0.001", "label": "XMR/ETH" }, { @@ -1076,7 +1205,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "DLT/BNB" }, { @@ -1085,7 +1215,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0001", + "asset_increment": "0.01", "label": "WTC/BNB" }, { @@ -1094,7 +1225,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "DLT/BTC" }, { @@ -1103,7 +1235,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "DLT/ETH" }, { @@ -1112,7 +1245,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "AMB/BTC" }, { @@ -1121,7 +1255,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "AMB/ETH" }, { @@ -1130,7 +1265,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "AMB/BNB" }, { @@ -1139,7 +1275,8 @@ "currency": "ETH", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.00001", + "asset_increment": "0.001", "label": "BCH/ETH" }, { @@ -1148,7 +1285,8 @@ "currency": "USDT", "min_size": "0.00001000", "max_size": "10000000.00000000", - "increment": "0.00001000", + "increment": "0.01", + "asset_increment": "0.00001", "label": "BCH/USDT" }, { @@ -1157,7 +1295,8 @@ "currency": "BNB", "min_size": "0.00001000", "max_size": "100000.00000000", - "increment": "0.00001000", + "increment": "0.01", + "asset_increment": "0.00001", "label": "BCH/BNB" }, { @@ -1166,7 +1305,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BAT/BTC" }, { @@ -1175,7 +1315,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BAT/ETH" }, { @@ -1184,7 +1325,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "BAT/BNB" }, { @@ -1193,7 +1335,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BCPT/BTC" }, { @@ -1202,7 +1345,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BCPT/ETH" }, { @@ -1211,7 +1355,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "BCPT/BNB" }, { @@ -1220,7 +1365,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ARN/BTC" }, { @@ -1229,7 +1375,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ARN/ETH" }, { @@ -1238,7 +1385,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "GVT/BTC" }, { @@ -1247,7 +1395,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "GVT/ETH" }, { @@ -1256,7 +1405,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "CDT/BTC" }, { @@ -1265,7 +1415,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "CDT/ETH" }, { @@ -1274,7 +1425,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "GXS/BTC" }, { @@ -1283,7 +1435,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "GXS/ETH" }, { @@ -1292,7 +1445,8 @@ "currency": "USDT", "min_size": "0.00100000", "max_size": "10000000.00000000", - "increment": "0.00100000", + "increment": "0.001", + "asset_increment": "0.001", "label": "NEO/USDT" }, { @@ -1301,7 +1455,8 @@ "currency": "BNB", "min_size": "0.00100000", "max_size": "10000000.00000000", - "increment": "0.00100000", + "increment": "0.001", + "asset_increment": "0.001", "label": "NEO/BNB" }, { @@ -1310,7 +1465,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "POE/BTC" }, { @@ -1319,7 +1475,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "POE/ETH" }, { @@ -1328,7 +1485,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "QSP/BTC" }, { @@ -1337,7 +1495,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "QSP/ETH" }, { @@ -1346,7 +1505,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "QSP/BNB" }, { @@ -1355,7 +1515,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BTS/BTC" }, { @@ -1364,7 +1525,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BTS/ETH" }, { @@ -1373,7 +1535,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "BTS/BNB" }, { @@ -1382,7 +1545,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "XZC/BTC" }, { @@ -1391,7 +1555,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "XZC/ETH" }, { @@ -1400,7 +1565,8 @@ "currency": "BNB", "min_size": "0.00100000", "max_size": "10000000.00000000", - "increment": "0.00100000", + "increment": "0.001", + "asset_increment": "0.001", "label": "XZC/BNB" }, { @@ -1409,7 +1575,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "LSK/BTC" }, { @@ -1418,7 +1585,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "LSK/ETH" }, { @@ -1427,7 +1595,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0001", + "asset_increment": "0.01", "label": "LSK/BNB" }, { @@ -1436,7 +1605,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "TNT/BTC" }, { @@ -1445,7 +1615,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "TNT/ETH" }, { @@ -1454,7 +1625,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "FUEL/BTC" }, { @@ -1463,7 +1635,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "FUEL/ETH" }, { @@ -1472,7 +1645,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "MANA/BTC" }, { @@ -1481,7 +1655,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "MANA/ETH" }, { @@ -1490,7 +1665,8 @@ "currency": "BTC", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.000001", + "asset_increment": "0.001", "label": "BCD/BTC" }, { @@ -1499,7 +1675,8 @@ "currency": "ETH", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.00001", + "asset_increment": "0.001", "label": "BCD/ETH" }, { @@ -1508,7 +1685,8 @@ "currency": "BTC", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.000001", + "asset_increment": "0.001", "label": "DGD/BTC" }, { @@ -1517,7 +1695,8 @@ "currency": "ETH", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.00001", + "asset_increment": "0.001", "label": "DGD/ETH" }, { @@ -1526,7 +1705,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "IOTA/BNB" }, { @@ -1535,7 +1715,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ADX/BTC" }, { @@ -1544,7 +1725,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "ADX/ETH" }, { @@ -1553,7 +1735,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "ADX/BNB" }, { @@ -1562,7 +1745,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ADA/BTC" }, { @@ -1571,7 +1755,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ADA/ETH" }, { @@ -1580,7 +1765,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "PPT/BTC" }, { @@ -1589,7 +1775,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "PPT/ETH" }, { @@ -1598,7 +1785,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "CMT/BTC" }, { @@ -1607,7 +1795,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "CMT/ETH" }, { @@ -1616,7 +1805,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "CMT/BNB" }, { @@ -1625,7 +1815,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "XLM/BTC" }, { @@ -1634,7 +1825,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "XLM/ETH" }, { @@ -1643,7 +1835,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "XLM/BNB" }, { @@ -1652,7 +1845,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "CND/BTC" }, { @@ -1661,7 +1855,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "CND/ETH" }, { @@ -1670,7 +1865,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "CND/BNB" }, { @@ -1679,7 +1875,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "LEND/BTC" }, { @@ -1688,7 +1885,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "LEND/ETH" }, { @@ -1697,7 +1895,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "WABI/BTC" }, { @@ -1706,7 +1905,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "WABI/ETH" }, { @@ -1715,7 +1915,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "WABI/BNB" }, { @@ -1724,7 +1925,8 @@ "currency": "ETH", "min_size": "0.00100000", "max_size": "100000.00000000", - "increment": "0.00100000", + "increment": "0.00001", + "asset_increment": "0.001", "label": "LTC/ETH" }, { @@ -1733,7 +1935,8 @@ "currency": "USDT", "min_size": "0.00001000", "max_size": "10000000.00000000", - "increment": "0.00001000", + "increment": "0.01", + "asset_increment": "0.00001", "label": "LTC/USDT" }, { @@ -1742,7 +1945,8 @@ "currency": "BNB", "min_size": "0.00001000", "max_size": "100000.00000000", - "increment": "0.00001000", + "increment": "0.01", + "asset_increment": "0.00001", "label": "LTC/BNB" }, { @@ -1751,7 +1955,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "TNB/BTC" }, { @@ -1760,7 +1965,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "TNB/ETH" }, { @@ -1769,7 +1975,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "WAVES/BTC" }, { @@ -1778,7 +1985,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "WAVES/ETH" }, { @@ -1787,7 +1995,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0001", + "asset_increment": "0.01", "label": "WAVES/BNB" }, { @@ -1796,7 +2005,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "GTO/BTC" }, { @@ -1805,7 +2015,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "GTO/ETH" }, { @@ -1814,7 +2025,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "GTO/BNB" }, { @@ -1823,7 +2035,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "ICX/BTC" }, { @@ -1832,7 +2045,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "ICX/ETH" }, { @@ -1841,7 +2055,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "ICX/BNB" }, { @@ -1850,7 +2065,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "OST/BTC" }, { @@ -1859,7 +2075,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "OST/ETH" }, { @@ -1868,7 +2085,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "OST/BNB" }, { @@ -1877,7 +2095,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ELF/BTC" }, { @@ -1886,7 +2105,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "ELF/ETH" }, { @@ -1895,7 +2115,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "AION/BTC" }, { @@ -1904,7 +2125,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "AION/ETH" }, { @@ -1913,7 +2135,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "AION/BNB" }, { @@ -1922,7 +2145,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "NEBL/BTC" }, { @@ -1931,7 +2155,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "NEBL/ETH" }, { @@ -1940,7 +2165,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "NEBL/BNB" }, { @@ -1949,7 +2175,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BRD/BTC" }, { @@ -1958,7 +2185,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "BRD/ETH" }, { @@ -1967,7 +2195,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "BRD/BNB" }, { @@ -1976,7 +2205,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "MCO/BNB" }, { @@ -1985,7 +2215,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "EDO/BTC" }, { @@ -1994,7 +2225,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "EDO/ETH" }, { @@ -2003,7 +2235,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "WINGS/BTC" }, { @@ -2012,7 +2245,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "WINGS/ETH" }, { @@ -2021,7 +2255,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "NAV/BTC" }, { @@ -2030,7 +2265,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "NAV/ETH" }, { @@ -2039,7 +2275,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "NAV/BNB" }, { @@ -2048,7 +2285,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "LUN/BTC" }, { @@ -2057,7 +2295,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "LUN/ETH" }, { @@ -2066,7 +2305,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "TRIG/BTC" }, { @@ -2075,7 +2315,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "TRIG/ETH" }, { @@ -2084,7 +2325,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "TRIG/BNB" }, { @@ -2093,7 +2335,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "APPC/BTC" }, { @@ -2102,7 +2345,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "APPC/ETH" }, { @@ -2111,7 +2355,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "APPC/BNB" }, { @@ -2120,7 +2365,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "VIBE/BTC" }, { @@ -2129,7 +2375,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.0000001", + "asset_increment": "1.", "label": "VIBE/ETH" }, { @@ -2138,7 +2385,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "RLC/BTC" }, { @@ -2147,7 +2395,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "RLC/ETH" }, { @@ -2156,7 +2405,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "RLC/BNB" }, { @@ -2165,7 +2415,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "INS/BTC" }, { @@ -2174,7 +2425,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "INS/ETH" }, { @@ -2183,7 +2435,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "PIVX/BTC" }, { @@ -2192,7 +2445,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "PIVX/ETH" }, { @@ -2201,7 +2455,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "PIVX/BNB" }, { @@ -2210,7 +2465,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "IOST/BTC" }, { @@ -2219,7 +2475,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "IOST/ETH" }, { @@ -2228,7 +2485,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "CHAT/BTC" }, { @@ -2237,7 +2495,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "CHAT/ETH" }, { @@ -2246,7 +2505,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "STEEM/BTC" }, { @@ -2255,7 +2515,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "STEEM/ETH" }, { @@ -2264,35 +2525,39 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "STEEM/BNB" }, { "id": "NANOBTC", - "asset": "XRB", + "asset": "NANO", "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", - "label": "XRB/BTC" + "increment": "0.0000001", + "asset_increment": "0.01", + "label": "NANO/BTC" }, { "id": "NANOETH", - "asset": "XRB", + "asset": "NANO", "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", - "label": "XRB/ETH" + "increment": "0.000001", + "asset_increment": "0.01", + "label": "NANO/ETH" }, { "id": "NANOBNB", - "asset": "XRB", + "asset": "NANO", "currency": "BNB", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", - "label": "XRB/BNB" + "increment": "0.0001", + "asset_increment": "0.01", + "label": "NANO/BNB" }, { "id": "VIABTC", @@ -2300,7 +2565,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "VIA/BTC" }, { @@ -2309,7 +2575,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "VIA/ETH" }, { @@ -2318,7 +2585,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "VIA/BNB" }, { @@ -2327,7 +2595,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BLZ/BTC" }, { @@ -2336,7 +2605,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "BLZ/ETH" }, { @@ -2345,7 +2615,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "BLZ/BNB" }, { @@ -2354,7 +2625,8 @@ "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.0000001", + "asset_increment": "0.01", "label": "AE/BTC" }, { @@ -2363,7 +2635,8 @@ "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", - "increment": "0.01000000", + "increment": "0.000001", + "asset_increment": "0.01", "label": "AE/ETH" }, { @@ -2372,7 +2645,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "AE/BNB" }, { @@ -2381,7 +2655,8 @@ "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "RPX/BTC" }, { @@ -2390,7 +2665,8 @@ "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", - "increment": "1.00000000", + "increment": "0.00000001", + "asset_increment": "1.", "label": "RPX/ETH" }, { @@ -2399,7 +2675,8 @@ "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", - "increment": "0.01000000", + "increment": "0.00001", + "asset_increment": "0.01", "label": "RPX/BNB" } ] \ No newline at end of file diff --git a/extensions/exchanges/binance/update-products.sh b/extensions/exchanges/binance/update-products.sh index b6dcd82803..505bd63609 100755 --- a/extensions/exchanges/binance/update-products.sh +++ b/extensions/exchanges/binance/update-products.sh @@ -5,13 +5,30 @@ new ccxt.binance().fetch_markets().then(function(markets) { var products = [] markets.forEach(function (market) { + var currStepSize = market.info.filters[0].tickSize + for (i = currStepSize.length - 1; i > 0; i--) { + if (currStepSize[i] === '0') + currStepSize = currStepSize.slice(0, i) + else + break; + } + + var assetStepSize = market.info.filters[1].stepSize + for (i = assetStepSize.length - 1; i > 0; i--) { + if (assetStepSize[i] === '0') + assetStepSize = assetStepSize.slice(0, i) + else + break + } + products.push({ id: market.id, asset: market.base, currency: market.quote, min_size: market.info.filters[1].minQty, max_size: market.info.filters[0].maxPrice, - increment: market.info.filters[1].stepSize, + increment: currStepSize, + asset_increment: assetStepSize, label: market.base + '/' + market.quote }) }) diff --git a/lib/engine.js b/lib/engine.js index 4685c503f7..bf5dd0a1f5 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -413,9 +413,9 @@ module.exports = function (s, conf) { tradeable_balance = n(s.balance.currency).divide(100 + fee).multiply(buy_pct) expected_fee = n(trade_balance).subtract(tradeable_balance).format('0.00000000', Math.ceil) // round up as the exchange will too if (buy_pct + fee < 100) { - size = n(tradeable_balance).divide(price).format('0.00000000') + size = n(tradeable_balance).divide(price).format(s.product.asset_increment ? s.product.asset_increment : '0.00000000') } else { - size = n(trade_balance).subtract(expected_fee).divide(price).format('0.00000000') + size = n(trade_balance).subtract(expected_fee).divide(price).format(s.product.asset_increment ? s.product.asset_increment : '0.00000000') } } if ((s.product.min_size && Number(size) >= Number(s.product.min_size)) || ('min_total' in s.product && s.product.min_total && n(size).multiply(price).value() >= Number(s.product.min_total))) { @@ -470,7 +470,7 @@ module.exports = function (s, conf) { } else { sell_pct = so.sell_pct } - size = n(s.balance.asset).multiply(sell_pct / 100).format('0.00000000') + size = n(s.balance.asset).multiply(sell_pct / 100).format(s.product.asset_increment ? s.product.asset_increment : '0.00000000') } if ((s.product.min_size && Number(size) >= Number(s.product.min_size)) || (s.product.min_total && n(size).multiply(price).value() >= Number(s.product.min_total))) { if (s.product.max_size && Number(size) > Number(s.product.max_size)) { @@ -841,7 +841,7 @@ module.exports = function (s, conf) { s.api_order = api_order if (api_order.filled_size) { - order.remaining_size = n(order.size).subtract(api_order.filled_size).format('0.00000000') + order.remaining_size = n(order.size).subtract(api_order.filled_size).format(s.product.asset_increment ? s.product.asset_increment : '0.00000000') } } syncBalance(function () { From 003291a407e52e61e5ac597230dad873222c1a49 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Sat, 24 Feb 2018 10:51:12 +0000 Subject: [PATCH 191/236] Exchanges: update-products 641 --- extensions/exchanges/binance/products.json | 34 ++++++++-------------- 1 file changed, 12 insertions(+), 22 deletions(-) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index 126eb1418d..e53af8841d 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -39,16 +39,6 @@ "asset_increment": "0.01", "label": "NEO/BTC" }, - { - "id": "123456", - "asset": "123", - "currency": "456", - "min_size": "0.00100000", - "max_size": "100000.00000000", - "increment": "0.000001", - "asset_increment": "0.001", - "label": "123/456" - }, { "id": "QTUMETH", "asset": "QTUM", @@ -251,13 +241,13 @@ }, { "id": "YOYOBTC", - "asset": "YOYO", + "asset": "YOYOW", "currency": "BTC", "min_size": "1.00000000", "max_size": "100000.00000000", "increment": "0.00000001", "asset_increment": "1.", - "label": "YOYO/BTC" + "label": "YOYOW/BTC" }, { "id": "OMGBTC", @@ -921,13 +911,13 @@ }, { "id": "YOYOETH", - "asset": "YOYO", + "asset": "YOYOW", "currency": "ETH", "min_size": "1.00000000", "max_size": "100000.00000000", "increment": "0.00000001", "asset_increment": "1.", - "label": "YOYO/ETH" + "label": "YOYOW/ETH" }, { "id": "XRPBTC", @@ -1031,13 +1021,13 @@ }, { "id": "YOYOBNB", - "asset": "YOYO", + "asset": "YOYOW", "currency": "BNB", "min_size": "0.01000000", "max_size": "10000.00000000", "increment": "0.00001", "asset_increment": "0.01", - "label": "YOYO/BNB" + "label": "YOYOW/BNB" }, { "id": "POWRBNB", @@ -2531,33 +2521,33 @@ }, { "id": "NANOBTC", - "asset": "NANO", + "asset": "XRB", "currency": "BTC", "min_size": "0.01000000", "max_size": "100000.00000000", "increment": "0.0000001", "asset_increment": "0.01", - "label": "NANO/BTC" + "label": "XRB/BTC" }, { "id": "NANOETH", - "asset": "NANO", + "asset": "XRB", "currency": "ETH", "min_size": "0.01000000", "max_size": "100000.00000000", "increment": "0.000001", "asset_increment": "0.01", - "label": "NANO/ETH" + "label": "XRB/ETH" }, { "id": "NANOBNB", - "asset": "NANO", + "asset": "XRB", "currency": "BNB", "min_size": "0.01000000", "max_size": "100000.00000000", "increment": "0.0001", "asset_increment": "0.01", - "label": "NANO/BNB" + "label": "XRB/BNB" }, { "id": "VIABTC", From ab655e3783a05f8f44d88369c39739c046df7dc7 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Sun, 25 Feb 2018 10:51:37 +0000 Subject: [PATCH 192/236] Exchanges: update-products 649 --- extensions/exchanges/bitfinex/products.json | 24 ++++++++++----------- 1 file changed, 12 insertions(+), 12 deletions(-) diff --git a/extensions/exchanges/bitfinex/products.json b/extensions/exchanges/bitfinex/products.json index e10f0a04e0..d4ded63275 100644 --- a/extensions/exchanges/bitfinex/products.json +++ b/extensions/exchanges/bitfinex/products.json @@ -338,7 +338,7 @@ { "asset": "AVT", "currency": "USD", - "min_size": "4.0", + "min_size": "6.0", "max_size": "50000.0", "increment": "0.00001", "label": "AVT/USD" @@ -346,7 +346,7 @@ { "asset": "AVT", "currency": "BTC", - "min_size": "4.0", + "min_size": "6.0", "max_size": "50000.0", "increment": "0.00000001", "label": "AVT/BTC" @@ -354,7 +354,7 @@ { "asset": "AVT", "currency": "ETH", - "min_size": "4.0", + "min_size": "6.0", "max_size": "50000.0", "increment": "0.00000001", "label": "AVT/ETH" @@ -498,7 +498,7 @@ { "asset": "SNT", "currency": "USD", - "min_size": "60.0", + "min_size": "62.0", "max_size": "200000.0", "increment": "0.000001", "label": "SNT/USD" @@ -506,7 +506,7 @@ { "asset": "SNT", "currency": "BTC", - "min_size": "60.0", + "min_size": "62.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SNT/BTC" @@ -514,7 +514,7 @@ { "asset": "SNT", "currency": "ETH", - "min_size": "60.0", + "min_size": "62.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SNT/ETH" @@ -626,7 +626,7 @@ { "asset": "TNB", "currency": "USD", - "min_size": "176.0", + "min_size": "180.0", "max_size": "200000.0", "increment": "0.0000001", "label": "TNB/USD" @@ -634,7 +634,7 @@ { "asset": "TNB", "currency": "BTC", - "min_size": "176.0", + "min_size": "180.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "TNB/BTC" @@ -642,7 +642,7 @@ { "asset": "TNB", "currency": "ETH", - "min_size": "176.0", + "min_size": "180.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "TNB/ETH" @@ -698,7 +698,7 @@ { "asset": "RCN", "currency": "USD", - "min_size": "68.0", + "min_size": "72.0", "max_size": "200000.0", "increment": "0.000001", "label": "RCN/USD" @@ -706,7 +706,7 @@ { "asset": "RCN", "currency": "BTC", - "min_size": "68.0", + "min_size": "72.0", "max_size": "200000.0", "increment": "0.000000001", "label": "RCN/BTC" @@ -714,7 +714,7 @@ { "asset": "RCN", "currency": "ETH", - "min_size": "68.0", + "min_size": "72.0", "max_size": "200000.0", "increment": "0.000000001", "label": "RCN/ETH" From 29032a1414ce7e36e4efa71b3f5bad6d96931380 Mon Sep 17 00:00:00 2001 From: Chase Date: Mon, 26 Feb 2018 09:07:12 +0100 Subject: [PATCH 193/236] Replace stackoverflow (#1417) * add docker mount for forex_analytics models (#1369) * ISSUE_TEMPLATE: update * extend with @defkev suggestions --- ISSUE_TEMPLATE.md | 22 ++++++++++++++-------- docker-compose.yml | 1 + 2 files changed, 15 insertions(+), 8 deletions(-) diff --git a/ISSUE_TEMPLATE.md b/ISSUE_TEMPLATE.md index 967d7aeb1b..b0f11d0fd8 100644 --- a/ISSUE_TEMPLATE.md +++ b/ISSUE_TEMPLATE.md @@ -1,26 +1,32 @@ -Please go to Stack Overflow for help and support: +KINDLY READ AND ACT ON THE BELOW INFORMATION BEFORE FILING YOUR ISSUE! -https://stackoverflow.com/questions/tagged/zenbot +Please go to our Zenbot subreddit for questions, help and support: + +[https://www.reddit.com/r/zenbot/](https://www.reddit.com/r/zenbot/) If you open a GitHub issue, here is our policy: 1. It must be a bug or a feature request. 2. The form below must be filled out. -**Here's why we have that policy**: Zenbot developers respond to issues. We want to focus on work that benefits the whole community, e.g., fixing bugs and adding features. Support only helps individuals. GitHub also notifies hundreds of people when issues are filed. We want them to see you communicating an interesting problem, rather than being redirected to Stack Overflow. +**Here's why we have that policy**: Zenbot developers respond to issues. We want to focus on work that benefits the whole community, e.g., fixing bugs and adding features. Support only helps individuals and rarely leads to bugfixes or useful enhancements. GitHub also notifies hundreds of people when issues are filed. We want them to see you communicating an interesting problem, rather than being redirected to Reddit. +------------------------ +Remove everything above before creating your issue. ------------------------ ### System information - **Have I written custom code (as opposed to using zenbot vanilla)**: - **OS Platform and Distribution (e.g., Linux Ubuntu 16.04)**: -- **Zenbot version**: -- **NodeJS version**: -- **Python version**: -- **Exact command to reproduce**: +- **Zenbot version** (commit ref, or version): +- **Zenbot branch**: +- **NodeJS version**: +- **Python version (when using a python script)**: +- **Exact command to reproduce (include everything)**: +- **Did I make any changes to conf-sample.js?**: ### Describe the problem Describe the problem clearly here. Be sure to convey here why it's a bug in Zenbot or a feature request. -### Source code / logs +### Source code / Error logs Include any logs or source code that would be helpful to diagnose the problem. If including tracebacks, please include the full traceback. Large logs and files should be attached. Try to provide a reproducible test case that is the bare minimum necessary to generate the problem. diff --git a/docker-compose.yml b/docker-compose.yml index 36be578eb1..bc05dbd3aa 100644 --- a/docker-compose.yml +++ b/docker-compose.yml @@ -8,6 +8,7 @@ services: - ./conf.js:/app/conf.js - ./extensions:/app/extensions - ./simulations:/app/simulations + - ./models:/app/models links: - mongodb command: [ "trade", "--paper" ] From 6721abb35a10a4f03b3d9297890e408fe91e7127 Mon Sep 17 00:00:00 2001 From: charlieheart <32141102+charlieheart@users.noreply.github.com> Date: Mon, 26 Feb 2018 11:08:17 +0300 Subject: [PATCH 194/236] Update strategy.js (#1420) --- extensions/strategies/macd/strategy.js | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/extensions/strategies/macd/strategy.js b/extensions/strategies/macd/strategy.js index 1436f79b11..344f067878 100644 --- a/extensions/strategies/macd/strategy.js +++ b/extensions/strategies/macd/strategy.js @@ -31,7 +31,7 @@ module.exports = { } } - // compture MACD + // compute MACD ema(s, 'ema_short', s.options.ema_short_period) ema(s, 'ema_long', s.options.ema_long_period) if (s.period.ema_short && s.period.ema_long) { From dc35fff77692c0d1401d67574d20ea0e10764790 Mon Sep 17 00:00:00 2001 From: "greenkeeper[bot]" Date: Mon, 26 Feb 2018 09:55:25 +0100 Subject: [PATCH 195/236] =?UTF-8?q?Update=20webpack=20to=20the=20latest=20?= =?UTF-8?q?version=20=F0=9F=9A=80=20(#1421)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * fix(package): update webpack to version 4.0.0 * webpack4 compatibility --- package-lock.json | 6006 ++++++++++++++++++++++++++++----------------- package.json | 5 +- webpack.config.js | 6 +- 3 files changed, 3779 insertions(+), 2238 deletions(-) diff --git a/package-lock.json b/package-lock.json index 6e702fb709..798faa9795 100644 --- a/package-lock.json +++ b/package-lock.json @@ -56,16 +56,16 @@ } }, "@slack/client": { - "version": "3.15.0", - 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2d8ccf404753dd2d2d66ed28d73caa66e81ea19a Mon Sep 17 00:00:00 2001 From: "greenkeeper[bot]" Date: Mon, 26 Feb 2018 10:51:25 +0100 Subject: [PATCH 196/236] =?UTF-8?q?Update=20mathjs=20to=20the=20latest=20v?= =?UTF-8?q?ersion=20=F0=9F=9A=80=20(#1422)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * fix(package): update mathjs to version 4.0.0 * update package-lock.json --- package-lock.json | 25 ++++++++++++++++--------- package.json | 2 +- 2 files changed, 17 insertions(+), 10 deletions(-) diff --git a/package-lock.json b/package-lock.json index 798faa9795..4c36047475 100644 --- a/package-lock.json +++ b/package-lock.json @@ -3318,6 +3318,11 @@ "resolved": "https://registry.npmjs.org/escape-latex/-/escape-latex-1.0.0.tgz", "integrity": "sha512-oogO9Cg3n/4nspF34CTfXFymgI79skca66DebIIQgxVy6qRVqczl/ji2YGAqhFCzpD/oAt/fCWF4qlhMAfda+g==" }, + "escape-latex": { + "version": "1.0.0", + "resolved": "https://registry.npmjs.org/escape-latex/-/escape-latex-1.0.0.tgz", + "integrity": "sha512-oogO9Cg3n/4nspF34CTfXFymgI79skca66DebIIQgxVy6qRVqczl/ji2YGAqhFCzpD/oAt/fCWF4qlhMAfda+g==" + }, "escape-string-regexp": { "version": "1.0.5", "resolved": "https://registry.npmjs.org/escape-string-regexp/-/escape-string-regexp-1.0.5.tgz", @@ -7670,9 +7675,9 @@ "integrity": "sha1-3oGf282E3M2PrlnGrreWFbnSZqw=" }, "mathjs": { - "version": "3.20.2", - "resolved": "https://registry.npmjs.org/mathjs/-/mathjs-3.20.2.tgz", - "integrity": "sha512-3f6/+uf1cUtIz1rYFz775wekl/UEDSQ3mU6xdxW7qzpvvhc2v28i3UtLsGTRB+u8OqDWoSX6Dz8gehaGFs6tCA==", + "version": "4.0.0", + "resolved": "https://registry.npmjs.org/mathjs/-/mathjs-4.0.0.tgz", + "integrity": "sha512-8MiwG5kGDrN5VhvdoFZpezEmVeY+Zi1Sq1Piy79xnCXZ+Fac3/2fAAgwKmYTcj/Zx0thnTs7KTPhX+f8boow1g==", "requires": { "complex.js": "2.0.4", "decimal.js": "9.0.1", @@ -7681,7 +7686,14 @@ "javascript-natural-sort": "0.7.1", "seed-random": "2.2.0", "tiny-emitter": "2.0.2", - "typed-function": "0.10.7" + "typed-function": "1.0.1" + }, + "dependencies": { + "typed-function": { + "version": "1.0.1", + "resolved": "https://registry.npmjs.org/typed-function/-/typed-function-1.0.1.tgz", + "integrity": "sha512-Ie5d+HS39FU+sKj5nzcSV9pucMOtHsomaZPaxX9CWnxeqcdBkGl0cGKx1xd5v+b1czUd1iVa/RMZbsN8wnfGPg==" + } } }, "md5.js": { @@ -12448,11 +12460,6 @@ "mime-types": "2.1.18" } }, - "typed-function": { - "version": "0.10.7", - "resolved": "https://registry.npmjs.org/typed-function/-/typed-function-0.10.7.tgz", - "integrity": "sha512-3mlZ5AwRMbLvUKkc8a1TI4RUJUS2H27pmD5q0lHRObgsoWzhDAX01yg82kwSP1FUw922/4Y9ZliIEh0qJZcz+g==" - }, "typedarray": { "version": "0.0.6", "resolved": "https://registry.npmjs.org/typedarray/-/typedarray-0.0.6.tgz", diff --git a/package.json b/package.json index 067bd240e9..cd7d1749d2 100644 --- a/package.json +++ b/package.json @@ -65,7 +65,7 @@ "kraken-api": "^1.0.0", "lint-staged": "^7.0.0", "lodash": "^4.17.4", - "mathjs": "^3.17.0", + "mathjs": "^4.0.0", "micro-request": "^666.0.10", "mime": "^2.2.0", "minimist": "^1.2.0", From 3531ecda079edbaafcaf18a4685b9a64c1ba74f7 Mon Sep 17 00:00:00 2001 From: Chase Sillevis Date: Mon, 26 Feb 2018 11:33:25 +0100 Subject: [PATCH 197/236] update ccxt to latest --- package-lock.json | 365 ++++++++++++++++++++++++++++++---------------- package.json | 2 +- 2 files changed, 238 insertions(+), 129 deletions(-) diff --git a/package-lock.json b/package-lock.json index 4c36047475..7bbec6b60c 100644 --- a/package-lock.json +++ b/package-lock.json @@ -2663,7 +2663,7 @@ "resolved": "https://registry.npmjs.org/counterup/-/counterup-1.0.2.tgz", "integrity": "sha1-B9vh5dMYwXAtv/ir4l6aS4Jp3Hg=", "requires": { - "jquery": "3.3.1", + "jquery": "3.2.1", "waypoints": "4.0.1" } }, @@ -3318,11 +3318,6 @@ "resolved": "https://registry.npmjs.org/escape-latex/-/escape-latex-1.0.0.tgz", "integrity": "sha512-oogO9Cg3n/4nspF34CTfXFymgI79skca66DebIIQgxVy6qRVqczl/ji2YGAqhFCzpD/oAt/fCWF4qlhMAfda+g==" }, - "escape-latex": { - "version": "1.0.0", - "resolved": "https://registry.npmjs.org/escape-latex/-/escape-latex-1.0.0.tgz", - "integrity": "sha512-oogO9Cg3n/4nspF34CTfXFymgI79skca66DebIIQgxVy6qRVqczl/ji2YGAqhFCzpD/oAt/fCWF4qlhMAfda+g==" - }, "escape-string-regexp": { "version": "1.0.5", "resolved": "https://registry.npmjs.org/escape-string-regexp/-/escape-string-regexp-1.0.5.tgz", @@ -4044,12 +4039,14 @@ "dependencies": { "abbrev": { "version": "1.1.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/abbrev/-/abbrev-1.1.0.tgz", + "integrity": "sha1-0FVMIlZjbi9W58LlrRg/hZQo2B8=", "optional": true }, "ajv": { "version": "4.11.8", - "bundled": true, + "resolved": "https://registry.npmjs.org/ajv/-/ajv-4.11.8.tgz", + "integrity": "sha1-gv+wKynmYq5TvcIK8VlHcGc5xTY=", "optional": true, "requires": { "co": "4.6.0", @@ -4058,16 +4055,19 @@ }, "ansi-regex": { "version": "2.1.1", - "bundled": true + "resolved": "https://registry.npmjs.org/ansi-regex/-/ansi-regex-2.1.1.tgz", + "integrity": "sha1-w7M6te42DYbg5ijwRorn7yfWVN8=" }, "aproba": { "version": "1.1.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/aproba/-/aproba-1.1.1.tgz", + "integrity": "sha1-ldNgDwdxCqDpKYxyatXs8urLq6s=", "optional": true }, "are-we-there-yet": { "version": "1.1.4", - "bundled": true, + "resolved": "https://registry.npmjs.org/are-we-there-yet/-/are-we-there-yet-1.1.4.tgz", + "integrity": "sha1-u13KOCu5TwXhUZQ3PRb9O6HKEQ0=", "optional": true, "requires": { "delegates": "1.0.0", @@ -4076,36 +4076,43 @@ }, "asn1": { "version": "0.2.3", - "bundled": true, + "resolved": "https://registry.npmjs.org/asn1/-/asn1-0.2.3.tgz", + "integrity": "sha1-2sh4dxPJlmhJ/IGAd36+nB3fO4Y=", "optional": true }, "assert-plus": { "version": "0.2.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/assert-plus/-/assert-plus-0.2.0.tgz", + "integrity": "sha1-104bh+ev/A24qttwIfP+SBAasjQ=", "optional": true }, "asynckit": { "version": "0.4.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/asynckit/-/asynckit-0.4.0.tgz", + "integrity": "sha1-x57Zf380y48robyXkLzDZkdLS3k=", "optional": true }, "aws-sign2": { "version": "0.6.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/aws-sign2/-/aws-sign2-0.6.0.tgz", + "integrity": "sha1-FDQt0428yU0OW4fXY81jYSwOeU8=", "optional": true }, "aws4": { "version": "1.6.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/aws4/-/aws4-1.6.0.tgz", + "integrity": "sha1-g+9cqGCysy5KDe7e6MdxudtXRx4=", "optional": true }, "balanced-match": { "version": "0.4.2", - "bundled": true + "resolved": "https://registry.npmjs.org/balanced-match/-/balanced-match-0.4.2.tgz", + "integrity": "sha1-yz8+PHMtwPAe5wtAPzAuYddwmDg=" }, "bcrypt-pbkdf": { "version": "1.0.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/bcrypt-pbkdf/-/bcrypt-pbkdf-1.0.1.tgz", + "integrity": "sha1-Y7xdy2EzG5K8Bf1SiVPDNGKgb40=", "optional": true, "requires": { "tweetnacl": "0.14.5" @@ -4113,21 +4120,24 @@ }, "block-stream": { "version": "0.0.9", - "bundled": true, + "resolved": "https://registry.npmjs.org/block-stream/-/block-stream-0.0.9.tgz", + "integrity": "sha1-E+v+d4oDIFz+A3UUgeu0szAMEmo=", "requires": { "inherits": "2.0.3" } }, "boom": { "version": "2.10.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/boom/-/boom-2.10.1.tgz", + "integrity": "sha1-OciRjO/1eZ+D+UkqhI9iWt0Mdm8=", "requires": { "hoek": "2.16.3" } }, "brace-expansion": { "version": "1.1.7", - "bundled": true, + "resolved": "https://registry.npmjs.org/brace-expansion/-/brace-expansion-1.1.7.tgz", + "integrity": "sha1-Pv/DxQ4ABTH7cg6v+A8K6O8jz1k=", "requires": { "balanced-match": "0.4.2", "concat-map": "0.0.1" @@ -4135,51 +4145,61 @@ }, "buffer-shims": { "version": "1.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/buffer-shims/-/buffer-shims-1.0.0.tgz", + "integrity": "sha1-mXjOMXOIxkmth5MCjDR37wRKi1E=" }, "caseless": { "version": "0.12.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/caseless/-/caseless-0.12.0.tgz", + "integrity": "sha1-G2gcIf+EAzyCZUMJBolCDRhxUdw=", "optional": true }, "co": { "version": "4.6.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/co/-/co-4.6.0.tgz", + "integrity": "sha1-bqa989hTrlTMuOR7+gvz+QMfsYQ=", "optional": true }, "code-point-at": { "version": "1.1.0", - "bundled": true + "resolved": "https://registry.npmjs.org/code-point-at/-/code-point-at-1.1.0.tgz", + "integrity": "sha1-DQcLTQQ6W+ozovGkDi7bPZpMz3c=" }, "combined-stream": { "version": "1.0.5", - "bundled": true, + "resolved": "https://registry.npmjs.org/combined-stream/-/combined-stream-1.0.5.tgz", + "integrity": "sha1-k4NwpXtKUd6ix3wV1cX9+JUWQAk=", "requires": { "delayed-stream": "1.0.0" } }, "concat-map": { "version": "0.0.1", - "bundled": true + "resolved": "https://registry.npmjs.org/concat-map/-/concat-map-0.0.1.tgz", + "integrity": "sha1-2Klr13/Wjfd5OnMDajug1UBdR3s=" }, "console-control-strings": { "version": "1.1.0", - "bundled": true + "resolved": "https://registry.npmjs.org/console-control-strings/-/console-control-strings-1.1.0.tgz", + "integrity": "sha1-PXz0Rk22RG6mRL9LOVB/mFEAjo4=" }, "core-util-is": { "version": "1.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/core-util-is/-/core-util-is-1.0.2.tgz", + "integrity": "sha1-tf1UIgqivFq1eqtxQMlAdUUDwac=" }, "cryptiles": { "version": "2.0.5", - "bundled": true, + "resolved": "https://registry.npmjs.org/cryptiles/-/cryptiles-2.0.5.tgz", + "integrity": "sha1-O9/s3GCBR8HGcgL6KR59ylnqo7g=", "requires": { "boom": "2.10.1" } }, "dashdash": { "version": "1.14.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/dashdash/-/dashdash-1.14.1.tgz", + "integrity": "sha1-hTz6D3y+L+1d4gMmuN1YEDX24vA=", "optional": true, "requires": { "assert-plus": "1.0.0" @@ -4187,14 +4207,16 @@ "dependencies": { "assert-plus": { "version": "1.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/assert-plus/-/assert-plus-1.0.0.tgz", + "integrity": "sha1-8S4PPF13sLHN2RRpQuTpbB5N1SU=", "optional": true } } }, "debug": { "version": "2.6.8", - "bundled": true, + "resolved": "https://registry.npmjs.org/debug/-/debug-2.6.8.tgz", + "integrity": "sha1-5zFTHKLt4n0YgiJCfaF4IdaP9Pw=", "optional": true, "requires": { "ms": "2.0.0" @@ -4202,26 +4224,31 @@ }, "deep-extend": { "version": "0.4.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/deep-extend/-/deep-extend-0.4.2.tgz", + "integrity": "sha1-SLaZwn4zS/ifEIkr5DL25MfTSn8=", "optional": true }, "delayed-stream": { "version": "1.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/delayed-stream/-/delayed-stream-1.0.0.tgz", + "integrity": "sha1-3zrhmayt+31ECqrgsp4icrJOxhk=" }, "delegates": { "version": "1.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/delegates/-/delegates-1.0.0.tgz", + "integrity": "sha1-hMbhWbgZBP3KWaDvRM2HDTElD5o=", "optional": true }, "detect-libc": { "version": "1.0.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/detect-libc/-/detect-libc-1.0.2.tgz", + "integrity": "sha1-ca1dIEvxempsqPRQxhRUBm70YeE=", "optional": true }, "ecc-jsbn": { "version": "0.1.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/ecc-jsbn/-/ecc-jsbn-0.1.1.tgz", + "integrity": "sha1-D8c6ntXw1Tw4GTOYUj735UN3dQU=", "optional": true, "requires": { "jsbn": "0.1.1" @@ -4229,21 +4256,25 @@ }, "extend": { "version": "3.0.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/extend/-/extend-3.0.1.tgz", + "integrity": "sha1-p1Xqe8Gt/MWjHOfnYtuq3F5jZEQ=", "optional": true }, "extsprintf": { "version": "1.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/extsprintf/-/extsprintf-1.0.2.tgz", + "integrity": "sha1-4QgOBljjALBilJkMxw4VAiNf1VA=" }, "forever-agent": { "version": "0.6.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/forever-agent/-/forever-agent-0.6.1.tgz", + "integrity": "sha1-+8cfDEGt6zf5bFd60e1C2P2sypE=", "optional": true }, "form-data": { "version": "2.1.4", - "bundled": true, + "resolved": "https://registry.npmjs.org/form-data/-/form-data-2.1.4.tgz", + "integrity": "sha1-M8GDrPGTJ27KqYFDpp6Uv+4XUNE=", "optional": true, "requires": { "asynckit": "0.4.0", @@ -4253,11 +4284,13 @@ }, "fs.realpath": { "version": "1.0.0", - "bundled": true + "resolved": "https://registry.npmjs.org/fs.realpath/-/fs.realpath-1.0.0.tgz", + "integrity": "sha1-FQStJSMVjKpA20onh8sBQRmU6k8=" }, "fstream": { "version": "1.0.11", - "bundled": true, + "resolved": "https://registry.npmjs.org/fstream/-/fstream-1.0.11.tgz", + "integrity": "sha1-XB+x8RdHcRTwYyoOtLcbPLD9MXE=", "requires": { "graceful-fs": "4.1.11", "inherits": "2.0.3", @@ -4267,7 +4300,8 @@ }, "fstream-ignore": { "version": "1.0.5", - "bundled": true, + "resolved": "https://registry.npmjs.org/fstream-ignore/-/fstream-ignore-1.0.5.tgz", + "integrity": "sha1-nDHa40dnAY/h0kmyTa2mfQktoQU=", "optional": true, "requires": { "fstream": "1.0.11", @@ -4277,7 +4311,8 @@ }, "gauge": { "version": 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"safe-buffer": { "version": "5.0.1", - "bundled": true + "resolved": "https://registry.npmjs.org/safe-buffer/-/safe-buffer-5.0.1.tgz", + "integrity": "sha1-0mPKVGls2KMGtcplUekt5XkY++c=" }, "semver": { "version": "5.3.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/semver/-/semver-5.3.0.tgz", + "integrity": "sha1-myzl094C0XxgEq0yaqa00M9U+U8=", "optional": true }, "set-blocking": { "version": "2.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/set-blocking/-/set-blocking-2.0.0.tgz", + "integrity": "sha1-BF+XgtARrppoA93TgrJDkrPYkPc=", "optional": true }, "signal-exit": { "version": "3.0.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/signal-exit/-/signal-exit-3.0.2.tgz", + "integrity": "sha1-tf3AjxKH6hF4Yo5BXiUTK3NkbG0=", "optional": true }, "sntp": { "version": "1.0.9", - "bundled": true, + "resolved": "https://registry.npmjs.org/sntp/-/sntp-1.0.9.tgz", + "integrity": "sha1-ZUEYTMkK7qbG57NeJlkIJEPGYZg=", "requires": { "hoek": "2.16.3" } }, "sshpk": { "version": "1.13.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/sshpk/-/sshpk-1.13.0.tgz", + "integrity": "sha1-/yo+T9BEl1Vf7Zezmg/YL6+zozw=", "optional": true, "requires": { "asn1": "0.2.3", @@ -4702,14 +4794,16 @@ "dependencies": { "assert-plus": { "version": "1.0.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/assert-plus/-/assert-plus-1.0.0.tgz", + "integrity": "sha1-8S4PPF13sLHN2RRpQuTpbB5N1SU=", "optional": true } } }, "string-width": { "version": "1.0.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/string-width/-/string-width-1.0.2.tgz", + "integrity": "sha1-EYvfW4zcUaKn5w0hHgfisLmxB9M=", "requires": { "code-point-at": "1.1.0", "is-fullwidth-code-point": "1.0.0", @@ -4718,31 +4812,36 @@ }, "string_decoder": { "version": "1.0.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/string_decoder/-/string_decoder-1.0.1.tgz", + "integrity": "sha1-YuIA8DmVWmgQ2N8KM//A8BNmLZg=", "requires": { "safe-buffer": 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"https://registry.npmjs.org/tar-pack/-/tar-pack-3.4.0.tgz", + "integrity": "sha1-I74tf2cagzk3bL2wuP4/3r8xeYQ=", "optional": true, "requires": { "debug": "2.6.8", @@ -4766,7 +4866,8 @@ }, "tough-cookie": { "version": "2.3.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/tough-cookie/-/tough-cookie-2.3.2.tgz", + "integrity": "sha1-8IH3bkyFcg5sN6X6ztc3FQ2EByo=", "optional": true, "requires": { "punycode": "1.4.1" @@ -4774,7 +4875,8 @@ }, "tunnel-agent": { "version": "0.6.0", - "bundled": true, + "resolved": "https://registry.npmjs.org/tunnel-agent/-/tunnel-agent-0.6.0.tgz", + "integrity": "sha1-J6XeoGs2sEoKmWZ3SykIaPD8QP0=", "optional": true, "requires": { "safe-buffer": "5.0.1" @@ -4782,26 +4884,31 @@ }, "tweetnacl": { "version": "0.14.5", - "bundled": true, + "resolved": "https://registry.npmjs.org/tweetnacl/-/tweetnacl-0.14.5.tgz", + "integrity": "sha1-WuaBd/GS1EViadEIr6k/+HQ/T2Q=", "optional": true }, "uid-number": { "version": "0.0.6", - "bundled": true, + "resolved": "https://registry.npmjs.org/uid-number/-/uid-number-0.0.6.tgz", + "integrity": "sha1-DqEOgDXo61uOREnwbaHHMGY7qoE=", "optional": true }, "util-deprecate": { "version": "1.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/util-deprecate/-/util-deprecate-1.0.2.tgz", + "integrity": "sha1-RQ1Nyfpw3nMnYvvS1KKJgUGaDM8=" }, "uuid": { "version": "3.0.1", - "bundled": true, + "resolved": "https://registry.npmjs.org/uuid/-/uuid-3.0.1.tgz", + "integrity": "sha1-ZUS7ot/ajBzxfmKaOjBeK7H+5sE=", "optional": true }, "verror": { "version": "1.3.6", - "bundled": true, + "resolved": "https://registry.npmjs.org/verror/-/verror-1.3.6.tgz", + "integrity": "sha1-z/XfEpRtKX0rqu+qJoniW+AcAFw=", "optional": true, "requires": { "extsprintf": "1.0.2" @@ -4809,7 +4916,8 @@ }, "wide-align": { "version": "1.1.2", - "bundled": true, + "resolved": "https://registry.npmjs.org/wide-align/-/wide-align-1.1.2.tgz", + "integrity": "sha512-ijDLlyQ7s6x1JgCLur53osjm/UXUYD9+0PbYKrBsYisYXzCxN+HC3mYDNy/dWdmf3AwqwU3CXwDCvsNgGK1S0w==", "optional": true, "requires": { "string-width": "1.0.2" @@ -4817,7 +4925,8 @@ }, "wrappy": { "version": "1.0.2", - "bundled": true + "resolved": "https://registry.npmjs.org/wrappy/-/wrappy-1.0.2.tgz", + "integrity": "sha1-tSQ9jz7BqjXxNkYFvA0QNuMKtp8=" } } }, @@ -6680,14 +6789,14 @@ } }, "jquery": { - "version": "3.3.1", - "resolved": "https://registry.npmjs.org/jquery/-/jquery-3.3.1.tgz", - "integrity": "sha512-Ubldcmxp5np52/ENotGxlLe6aGMvmF4R8S6tZjsP6Knsaxd/xp3Zrh50cG93lR6nPXyUFwzN3ZSOQI0wRJNdGg==" + "version": "3.2.1", + "resolved": "https://registry.npmjs.org/jquery/-/jquery-3.2.1.tgz", + "integrity": "sha1-XE2d5lKvbNCncBVKYxu6ErAVx4c=" }, "js-base64": { - "version": "2.4.3", - "resolved": "https://registry.npmjs.org/js-base64/-/js-base64-2.4.3.tgz", - "integrity": "sha512-H7ErYLM34CvDMto3GbD6xD0JLUGYXR3QTcH6B/tr4Hi/QpSThnCsIp+Sy5FRTw3B0d6py4HcNkW7nO/wdtGWEw==" + "version": "2.4.0", + "resolved": "https://registry.npmjs.org/js-base64/-/js-base64-2.4.0.tgz", + "integrity": "sha512-Wehd+7Pf9tFvGb+ydPm9TjYjV8X1YHOVyG8QyELZxEMqOhemVwGRmoG8iQ/soqI3n8v4xn59zaLxiCJiaaRzKA==" }, "js-tokens": { "version": "3.0.2", @@ -9554,7 +9663,7 @@ "integrity": "sha512-zrUjRRe1bpXKsX1qAJNJjqZViErVuyEkMTRrwu4ud4sbTtIBRmtaYDrHmcGgmrbsW3MHfmtIf+vJumgQn+PrXg==", "requires": { "chalk": "1.1.3", - "js-base64": "2.4.3", + "js-base64": "2.4.0", "source-map": "0.5.7", "supports-color": "3.2.3" }, @@ -11359,7 +11468,7 @@ "resolved": "https://registry.npmjs.org/scss-tokenizer/-/scss-tokenizer-0.2.3.tgz", "integrity": "sha1-jrBtualyMzOCTT9VMGQRSYR85dE=", "requires": { - "js-base64": "2.4.3", + "js-base64": "2.4.0", "source-map": "0.4.4" }, "dependencies": { diff --git a/package.json b/package.json index cd7d1749d2..7518a603b9 100644 --- a/package.json +++ b/package.json @@ -37,7 +37,7 @@ "bl": "^1.2.1", "bollinger-bands": "^3.0.1", "bootstrap": "^4.0.0-beta.2", - "ccxt": "^1.10.1102", + "ccxt": "^1.10.1216", "cexio-api-node": "^1.0.8", "cliff": "^0.1.10", "colors": "^1.1.2", From e6c8f9b497dcad3d5ba60821d554465c20e86095 Mon Sep 17 00:00:00 2001 From: Chase Sillevis Date: Mon, 26 Feb 2018 11:34:28 +0100 Subject: [PATCH 198/236] update README --- README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/README.md b/README.md index 347f3737c9..20fefe7322 100644 --- a/README.md +++ b/README.md @@ -32,6 +32,10 @@ Zenbot is a command-line cryptocurrency trading bot using Node.js and MongoDB. I - Configurable sell stops, buy stops, and (trailing) profit stops - Flexible sampling period and trade frequency - averages 1-2 trades/day with 1h period, 15-50/day with 5m period +### Community + +Join the Zenbot community on [Reddit](https://reddit.com/r/zenbot)! + ## Disclaimer - Zenbot is NOT a sure-fire profit machine. Use it AT YOUR OWN RISK. From 035981411aafd27af20aae5a4ce407630ed47b75 Mon Sep 17 00:00:00 2001 From: "greenkeeper[bot]" Date: Mon, 26 Feb 2018 11:39:16 +0100 Subject: [PATCH 199/236] =?UTF-8?q?Update=20gdax=20to=20the=20latest=20ver?= =?UTF-8?q?sion=20=F0=9F=9A=80=20(#1335)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * fix(package): update gdax to version 0.6.0 * add docker mount for forex_analytics models (#1369) * update package-lock.json * fix package-lock.json --- package-lock.json | 186 ++++++++++++++++++++++++++++------------------ package.json | 2 +- 2 files changed, 115 insertions(+), 73 deletions(-) diff --git a/package-lock.json b/package-lock.json index 7bbec6b60c..e55b09b204 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1383,6 +1383,11 @@ "resolved": "https://registry.npmjs.org/big.js/-/big.js-3.2.0.tgz", "integrity": "sha512-+hN/Zh2D08Mx65pZ/4g5bsmNiZUuChDiQfTUQ7qJr4/kuopCr88xZsAXv6mBoZEsUI4OuGHlX59qE94K2mMW8Q==" }, + "bignumber.js": { + "version": "5.0.0", + "resolved": "https://registry.npmjs.org/bignumber.js/-/bignumber.js-5.0.0.tgz", + "integrity": "sha512-KWTu6ZMVk9sxlDJQh2YH1UOnfDP8O8TpxUxgQG/vKASoSnEjK9aVuOueFaPcQEYQ5fyNXNTOYwYw3099RYebWg==" + }, "binary-extensions": { "version": "1.11.0", "resolved": "https://registry.npmjs.org/binary-extensions/-/binary-extensions-1.11.0.tgz", @@ -4996,23 +5001,32 @@ } }, "gdax": { - 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"version": "6.4.0", - "resolved": "https://registry.npmjs.org/qs/-/qs-6.4.0.tgz", - "integrity": "sha1-E+JtKK1rD/qpExLNO/cI7TUecjM=" + "version": "6.5.1", + "resolved": "https://registry.npmjs.org/qs/-/qs-6.5.1.tgz", + "integrity": "sha512-eRzhrN1WSINYCDCbrz796z37LOe3m5tmW7RQf6oBntukAG1nmovJvhnwHHRMAfeoItc1m2Hk02WER2aQ/iqs+A==" }, "request": { - "version": "2.81.0", - "resolved": "https://registry.npmjs.org/request/-/request-2.81.0.tgz", - "integrity": "sha1-xpKJRqDgbF+Nb4qTM0af/aRimKA=", + "version": "2.83.0", + "resolved": "https://registry.npmjs.org/request/-/request-2.83.0.tgz", + "integrity": "sha512-lR3gD69osqm6EYLk9wB/G1W/laGWjzH90t1vEa2xuxHD5KUrSzp9pUSfTm+YC5Nxt2T8nMPEvKlhbQayU7bgFw==", "requires": { - "aws-sign2": "0.6.0", + "aws-sign2": "0.7.0", "aws4": "1.6.0", "caseless": "0.12.0", "combined-stream": "1.0.6", "extend": "3.0.1", "forever-agent": "0.6.1", - "form-data": "2.1.4", - "har-validator": "4.2.1", - "hawk": "3.1.3", - "http-signature": "1.1.1", + "form-data": "2.3.2", + "har-validator": "5.0.3", + "hawk": "6.0.2", + "http-signature": "1.2.0", "is-typedarray": "1.0.0", "isstream": "0.1.2", "json-stringify-safe": "5.0.1", "mime-types": "2.1.18", "oauth-sign": "0.8.2", - "performance-now": "0.2.0", - "qs": "6.4.0", + "performance-now": "2.1.0", + "qs": "6.5.1", "safe-buffer": "5.1.1", "stringstream": "0.0.5", "tough-cookie": "2.3.3", @@ -5073,6 +5141,14 @@ "uuid": "3.2.1" } }, + "sntp": { + "version": "2.1.0", + "resolved": "https://registry.npmjs.org/sntp/-/sntp-2.1.0.tgz", + "integrity": "sha512-FL1b58BDrqS3A11lJ0zEdnJ3UOKqVxawAkF3k7F0CVN7VQ34aZrV+G8BZ1WC9ZL7NyrwsW0oviwsWDgRuVYtJg==", + "requires": { + "hoek": "4.2.1" + } + }, "tunnel-agent": { "version": "0.6.0", "resolved": "https://registry.npmjs.org/tunnel-agent/-/tunnel-agent-0.6.0.tgz", @@ -5080,27 +5156,6 @@ "requires": { "safe-buffer": "5.1.1" } - }, - "ultron": { - "version": "1.1.1", - "resolved": "https://registry.npmjs.org/ultron/-/ultron-1.1.1.tgz", - "integrity": "sha512-UIEXBNeYmKptWH6z8ZnqTeS8fV74zG0/eRU9VGkpzz+LIJNs8W/zM/L+7ctCkRrgbNnnR0xxw4bKOr0cW0N0Og==" - }, - "ws": { - "version": "3.0.0", - "resolved": "https://registry.npmjs.org/ws/-/ws-3.0.0.tgz", - "integrity": "sha1-mN2wAFbIOQy3Ued4h4hJf5kQO2w=", - "requires": { - "safe-buffer": "5.0.1", - "ultron": "1.1.1" - }, - "dependencies": { - "safe-buffer": { - "version": "5.0.1", - "resolved": "https://registry.npmjs.org/safe-buffer/-/safe-buffer-5.0.1.tgz", - "integrity": "sha1-0mPKVGls2KMGtcplUekt5XkY++c=" - } - } } } }, @@ -5835,11 +5890,6 @@ "through": "2.3.8" } }, - "int": { - "version": "0.2.0", - "resolved": "https://registry.npmjs.org/int/-/int-0.2.0.tgz", - "integrity": "sha1-WJ8FsDuNjAjJGMiIR4TLYqlO9H4=" - }, "interpret": { "version": "1.1.0", "resolved": "https://registry.npmjs.org/interpret/-/interpret-1.1.0.tgz", @@ -8927,14 +8977,6 @@ "set-blocking": "2.0.0" } }, - "num": { - "version": "0.3.0", - "resolved": "https://registry.npmjs.org/num/-/num-0.3.0.tgz", - "integrity": "sha1-qC4qmx/FL7qzEzWM35KQXm8D8oc=", - "requires": { - "int": "0.2.0" - } - }, "num2fraction": { "version": "1.2.2", "resolved": "https://registry.npmjs.org/num2fraction/-/num2fraction-1.2.2.tgz", diff --git a/package.json b/package.json index 7518a603b9..ceba3b77f0 100644 --- a/package.json +++ b/package.json @@ -52,7 +52,7 @@ "express": "^4.16.2", "file-loader": "^1.1.6", "forex.analytics": "mkmarek/forex.analytics#7bc278987700d4204e959af17de61495941d1a14", - "gdax": "^0.5.1", + "gdax": "^0.6.0", "gemini-api": "^2.0.4", "glob": "^7.1.1", "har-validator": "^5.0.3", From accc62e605cba2d82853cd5a69f4b39c658b8122 Mon Sep 17 00:00:00 2001 From: Glenn Sidney Date: Mon, 26 Feb 2018 05:39:34 -0500 Subject: [PATCH 200/236] Make same rules on binance retry for both buy and sell (#1412) --- extensions/exchanges/binance/exchange.js | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/extensions/exchanges/binance/exchange.js b/extensions/exchanges/binance/exchange.js index 8c78f4331c..c063271f96 100644 --- a/extensions/exchanges/binance/exchange.js +++ b/extensions/exchanges/binance/exchange.js @@ -150,9 +150,9 @@ module.exports = function bittrex (conf) { }, function(err){ // match error against string: // "binance {"code":-2011,"msg":"UNKNOWN_ORDER"}" - + if (err) { - // decide if this error is allowed for a retry + // decide if this error is allowed for a retry if (err.message && err.message.match(new RegExp(/-2011|UNKNOWN_ORDER/))) { console.error(('\ncancelOrder retry - unknown Order: ' + JSON.stringify(opts) + ' - ' + err).cyan) @@ -207,7 +207,7 @@ module.exports = function bittrex (conf) { cb(null, order) }).catch(function (error) { console.error('An error occurred', error) - + // decide if this error is allowed for a retry: // {"code":-1013,"msg":"Filter failure: MIN_NOTIONAL"} // {"code":-2010,"msg":"Account has insufficient balance for requested action"} @@ -263,10 +263,12 @@ module.exports = function bittrex (conf) { cb(null, order) }).catch(function (error) { console.error('An error occurred', error) - + // decide if this error is allowed for a retry: // {"code":-1013,"msg":"Filter failure: MIN_NOTIONAL"} - if (error.message.match(new RegExp(/-1013|MIN_NOTIONAL/))) { + // {"code":-2010,"msg":"Account has insufficient balance for requested action"} + + if (error.message.match(new RegExp(/-1013|MIN_NOTIONAL|-2010/))) { return cb(null, { status: 'rejected', reject_reason: 'balance' From 149150a5a376132f64bb22cb517102ffb75a2ae4 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Mon, 26 Feb 2018 10:54:07 +0000 Subject: [PATCH 201/236] Exchanges: update-products 676 --- extensions/exchanges/binance/products.json | 30 ++++++++++++++++++++++ 1 file changed, 30 insertions(+) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index e53af8841d..48726b5f76 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -2668,5 +2668,35 @@ "increment": "0.00001", "asset_increment": "0.01", "label": "RPX/BNB" + }, + { + "id": "NCASHBTC", + "asset": "NCASH", + "currency": "BTC", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "0.00000001", + "asset_increment": "1.", + "label": "NCASH/BTC" + }, + { + "id": "NCASHETH", + "asset": "NCASH", + "currency": "ETH", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "0.00000001", + "asset_increment": "1.", + "label": "NCASH/ETH" + }, + { + "id": "NCASHBNB", + "asset": "NCASH", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.00001", + "asset_increment": "0.01", + "label": "NCASH/BNB" } ] \ No newline at end of file From 76fa3e737fd9eaacdcb1a168dbeb39ade1d6f41a Mon Sep 17 00:00:00 2001 From: Chris McGee Date: Tue, 27 Feb 2018 03:27:05 -0500 Subject: [PATCH 202/236] wait till trade queue is drained before exiting engine (#1419) * wait till queue is drained before exiting * tie run_for exit into engine.exit to flush queue before actual exit --- commands/sim.js | 1 + commands/trade.js | 4 +++- lib/engine.js | 24 +++++++++++++++++------- 3 files changed, 21 insertions(+), 8 deletions(-) diff --git a/commands/sim.js b/commands/sim.js index 76a099d908..e6ef106152 100644 --- a/commands/sim.js +++ b/commands/sim.js @@ -268,6 +268,7 @@ module.exports = function (program, conf) { return getNext() } engine.exit(exitSim) + return } else { if (reversing) { cursor = lastTrade.orig_time diff --git a/commands/trade.js b/commands/trade.js index 553e168db2..2357e66b9a 100644 --- a/commands/trade.js +++ b/commands/trade.js @@ -549,7 +549,9 @@ module.exports = function (program, conf) { } if (botStartTime && botStartTime - moment() < 0 ) { // Not sure if I should just handle exit code directly or thru printTrade. Decided on printTrade being if code is added there for clean exits this can just take advantage of it. - printTrade(true) + engine.exit(() => { + printTrade(true) + }) } session.updated = new Date().getTime() session.balance = s.balance diff --git a/lib/engine.js b/lib/engine.js index bf5dd0a1f5..de9ca6f34b 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -374,6 +374,7 @@ module.exports = function (s, conf) { msg('error getting balance') } getQuote(function (err, quote) { + let reorder_pct, fee, trade_balance, tradeable_balance, expected_fee if (err) { err.desc = 'could not execute ' + signal + ': error fetching quote' return cb(err) @@ -395,11 +396,11 @@ module.exports = function (s, conf) { } else { buy_pct = so.buy_pct } - if(so.buy_max_amt){ // account for held assets as buy_max + if (so.buy_max_amt) { // account for held assets as buy_max let adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value() let buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() buy_pct = buy_max_as_pct - }else{ // account for held assets as % + } else { // account for held assets as % let held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value() let to_buy_pct = n(buy_pct).subtract(held_pct).value() buy_pct = to_buy_pct @@ -935,12 +936,12 @@ module.exports = function (s, conf) { }) } - var q = async.queue(function({trade, is_preroll}, callback){ + var tradeProcessingQueue = async.queue(function({trade, is_preroll}, callback){ onTrade(trade, is_preroll, callback) }) function queueTrade(trade, is_preroll){ - q.push({trade, is_preroll}) + tradeProcessingQueue.push({trade, is_preroll}) } function onTrade(trade, is_preroll, cb) { @@ -1012,10 +1013,19 @@ module.exports = function (s, conf) { }, update: onTrades, exit: function (cb) { - if(s.strategy.onExit) { - s.strategy.onExit.call( s.ctx, s ) + if(tradeProcessingQueue.length()){ + tradeProcessingQueue.drain = () => { + if(s.strategy.onExit) { + s.strategy.onExit.call( s.ctx, s ) + } + cb() + } + } else { + if(s.strategy.onExit) { + s.strategy.onExit.call( s.ctx, s ) + } + cb() } - cb() }, executeSignal: executeSignal, From 15baa1a223c72333d584145bd7adafdc571c74a2 Mon Sep 17 00:00:00 2001 From: Michael Sutton Date: Tue, 27 Feb 2018 03:27:21 -0500 Subject: [PATCH 203/236] GeneticBacktester Floating StartDate (#1428) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * Add Parameter --floatScanWindow When used the time windows used for scanning the data will change with each generation allowing each successive generation to be within the timeframe of —days selected. Example with —days 1 —floatScanWindow the start time frame will be 2018-1-1 00:01 after one day the start time will be 2018-1-2 00:01 without —floatScanWindow the start will remain at 2018-1-1 00:01 * add --ignoreLaunchFitness previous fitness is ignore and launch files are always updated to the current best generation as long as the fitness is > 0. This helps when using —floatScanWindow as over time the best fitness yesterday may be in reality the worst fitness today. so the launch files need to update with the best one, be it greater or less than the previous, as long as it is profitable. --- scripts/genetic_backtester/darwin.js | 26 ++++++++++++++++++++------ 1 file changed, 20 insertions(+), 6 deletions(-) diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js index aadf6fc1e7..11b29ea614 100755 --- a/scripts/genetic_backtester/darwin.js +++ b/scripts/genetic_backtester/darwin.js @@ -9,7 +9,9 @@ * --use_strategies=,, Min one strategy, can include more than one * --population_data= filename used for continueing backtesting from previous run * --generateLaunch=| will generate .sh and .bat file using the best generation discovered - * --population= populate per strategy + * --ignoreLaunchFitness=| if used with --generateLaunch it will always write a new launch file regardless if latest fitness is greater + * --floatScanWindow Time widow used for analyzing data be adjusted every generation + * --population= populate per strategy * --maxCores= maximum processes to execute at a time default is # of cpu cores in system * --selector= * --asset_capital= amount coin to start sim with @@ -18,6 +20,7 @@ * --noStatSave=| true:no statistics are saved to the simulation folder * --silent=| true:can improve performance * + * * any parameters for sim and or strategy can be passed in and will override the genetic test generated parameter * i.e. if --period_length=1m is passed all test will be performed using --period_length=1m instead of trying to find that parameter * @@ -63,6 +66,8 @@ let generationCount = 1 let generationProcessing = false let population_data = '' let noStatSave = false +let floatScanWindow = false +let ignoreLaunchFitness = false let darwinMonitor = { @@ -515,7 +520,6 @@ function processOutput (output,taskStrategyName, pheno) { delete r.asset_capital delete r.buy_pct delete r.currency_capital - delete r.days delete r.mode delete r.order_adjust_time delete r.population @@ -530,14 +534,21 @@ function processOutput (output,taskStrategyName, pheno) { r.selector = r.selector.normalized if (start) { - r.start = moment(start).format('YYYYMMDDHHmm') + if (floatScanWindow) + r.start = moment().subtract(r.days,'d').format('YYYYMMDDHHmm') + else + r.start = moment(start).format('YYYYMMDDHHmm') } if (end) { - r.end = moment(end).format('YYYYMMDDHHmm') + if (floatScanWindow) + r.end = moment().format('YYYYMMDDHHmm') + else + r.end = moment(end).format('YYYYMMDDHHmm') } if (!start && !end && params.days) { r.days = params.days } + delete r.days let results = { params: 'module.exports = ' + JSON.stringify(r), @@ -1162,6 +1173,7 @@ function saveLaunchFiles(saveLauchFile, configuration ){ let bestOverallCommand = generateCommandParams(configuration) let lastFitnessLevel = -9999.0 + // get prior fitness level nix if (fs.existsSync(lFilenameNix) ) { @@ -1186,7 +1198,7 @@ function saveLaunchFiles(saveLauchFile, configuration ){ lastFitnessLevel = th[1] } } - + //write Nix Version let lNixContents = '#!/bin/bash\n'.concat('#fitness=',configuration.fitness,'\n', 'env node zenbot.js trade ', @@ -1195,7 +1207,7 @@ function saveLaunchFiles(saveLauchFile, configuration ){ 'node zenbot.js trade ', bestOverallCommand,' %*\n') - if (Number(configuration.fitness) > Number(lastFitnessLevel)) + if ( ((Number(configuration.fitness) > Number(lastFitnessLevel)) || (ignoreLaunchFitness)) && Number(configuration.fitness) > 0.0 ) { fs.writeFileSync(lFilenameNix, lNixContents) fs.writeFileSync(lFinenamewin32, lWin32Contents) @@ -1405,6 +1417,8 @@ let generateLaunchFile = (simArgs.generateLaunch) ? true : false noStatSave = (simArgs.noStatSave) ? true : false let strategyName = (argv.use_strategies) ? argv.use_strategies : 'all' populationSize = (argv.population) ? argv.population : 100 +floatScanWindow = (argv.floatScanWindow) ? argv.floatScanWindow : false +ignoreLaunchFitness = (argv.ignoreLaunchFitness) ? argv.ignoreLaunchFitness : false population_data = argv.population_data || `backtest.${simArgs.selector.toLowerCase()}.${moment().format('YYYYMMDDHHmmss')}` From 85f2324b78fa216159c851822b223082f37bae02 Mon Sep 17 00:00:00 2001 From: Chris McGee Date: Tue, 27 Feb 2018 03:29:05 -0500 Subject: [PATCH 204/236] sim and general exchange creation, fix getCursor (#1429) --- commands/balance.js | 1 - commands/trade.js | 8 +------- extensions/exchanges/sim/exchange.js | 6 ++---- lib/engine.js | 4 ++++ 4 files changed, 7 insertions(+), 12 deletions(-) diff --git a/commands/balance.js b/commands/balance.js index 231f5502c8..4fb603f5a8 100644 --- a/commands/balance.js +++ b/commands/balance.js @@ -17,7 +17,6 @@ module.exports = function (program, conf) { .action(function (selector, cmd) { var s = {options: minimist(process.argv)} s.selector = objectifySelector(selector || conf.selector) - s.exchange = require(`../extensions/exchanges/${s.selector.exchange_id}/exchange`)(conf) s.product_id = s.selector.product_id s.asset = s.selector.asset s.currency = s.selector.currency diff --git a/commands/trade.js b/commands/trade.js index 2357e66b9a..762983ca0b 100644 --- a/commands/trade.js +++ b/commands/trade.js @@ -80,13 +80,7 @@ module.exports = function (program, conf) { so.stats = !cmd.disable_stats so.mode = so.paper ? 'paper' : 'live' - so.selector = objectifySelector(selector || conf.selector) - s.exchange = require(`../extensions/exchanges/${so.selector.exchange_id}/exchange`)(conf) - if (!s.exchange) { - console.error('cannot trade ' + so.selector.normalized + ': exchange not implemented') - process.exit(1) - - } + so.selector = objectifySelector(selector || conf.selector) var engine = engineFactory(s, conf) var collectionServiceInstance = collectionService(conf) diff --git a/extensions/exchanges/sim/exchange.js b/extensions/exchanges/sim/exchange.js index 0a2eb2ce18..24800b1bc1 100644 --- a/extensions/exchanges/sim/exchange.js +++ b/extensions/exchanges/sim/exchange.js @@ -1,6 +1,6 @@ let path = require('path') , n = require('numbro') - , _ = require('underscore') + , _ = require('lodash') module.exports = function sim (conf, s) { @@ -117,9 +117,7 @@ module.exports = function sim (conf, s) { cb(null, order) }, - getCursor: function (trade) { - return (trade.time || trade) - }, + getCursor: real_exchange.getCursor, getTime: function() { return now diff --git a/lib/engine.js b/lib/engine.js index de9ca6f34b..f37189a925 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -31,6 +31,10 @@ module.exports = function (s, conf) { else if (so.mode === 'paper') { s.exchange = require(path.resolve(__dirname, '../extensions/exchanges/sim/exchange'))(conf, s) } + if (!s.exchange) { + console.error('cannot trade ' + so.selector.normalized + ': exchange not implemented') + process.exit(1) + } s.product_id = so.selector.product_id s.asset = so.selector.asset s.currency = so.selector.currency From fc28a42d7320b76e9b4b4369e540652b3dbe71de Mon Sep 17 00:00:00 2001 From: Travis CI Date: Tue, 27 Feb 2018 10:51:45 +0000 Subject: [PATCH 205/236] Exchanges: update-products 685 --- extensions/exchanges/bitfinex/products.json | 6 +- extensions/exchanges/bittrex/products.json | 540 ++++++++++---------- 2 files changed, 273 insertions(+), 273 deletions(-) diff --git a/extensions/exchanges/bitfinex/products.json b/extensions/exchanges/bitfinex/products.json index d4ded63275..75173f8ec7 100644 --- a/extensions/exchanges/bitfinex/products.json +++ b/extensions/exchanges/bitfinex/products.json @@ -626,7 +626,7 @@ { "asset": "TNB", "currency": "USD", - "min_size": "180.0", + "min_size": "186.0", "max_size": "200000.0", "increment": "0.0000001", "label": "TNB/USD" @@ -634,7 +634,7 @@ { "asset": "TNB", "currency": "BTC", - "min_size": "180.0", + "min_size": "186.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "TNB/BTC" @@ -642,7 +642,7 @@ { "asset": "TNB", "currency": "ETH", - "min_size": "180.0", + "min_size": "186.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "TNB/ETH" diff --git a/extensions/exchanges/bittrex/products.json b/extensions/exchanges/bittrex/products.json index c3dd6e979d..bb810b5062 100644 --- a/extensions/exchanges/bittrex/products.json +++ b/extensions/exchanges/bittrex/products.json @@ -2,7 +2,7 @@ { "asset": "LTC", "currency": "BTC", - "min_size": "0.01378854", + "min_size": "0.01141553", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LTC" @@ -10,7 +10,7 @@ { "asset": "DOGE", "currency": "BTC", - "min_size": "423.72881356", + "min_size": "396.82539683", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DOGE" @@ -18,7 +18,7 @@ { "asset": "VTC", "currency": "BTC", - "min_size": "0.65884833", + "min_size": "0.67193463", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VTC" @@ -26,7 +26,7 @@ { "asset": "PPC", "currency": "BTC", - "min_size": "0.61336147", + "min_size": "0.79488728", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PPC" @@ -34,7 +34,7 @@ { "asset": "FTC", "currency": "BTC", - "min_size": "10.63829787", + "min_size": "11.88777936", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/FTC" @@ -42,7 +42,7 @@ { "asset": "RDD", "currency": "BTC", - "min_size": "324.67532468", + "min_size": "250.00000000", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/RDD" @@ -50,7 +50,7 @@ { "asset": "NXT", "currency": "BTC", - "min_size": "11.06194690", + "min_size": "12.07729469", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NXT" @@ -58,7 +58,7 @@ { "asset": "DASH", "currency": "BTC", - "min_size": "0.00339213", + "min_size": "0.00412541", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DASH" @@ -66,7 +66,7 @@ { "asset": "POT", "currency": "BTC", - "min_size": "13.77410468", + "min_size": "15.75299307", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/POT" @@ -74,7 +74,7 @@ { "asset": "BLK", "currency": "BTC", - "min_size": "6.66844492", + "min_size": "7.35726898", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BLK" @@ -82,7 +82,7 @@ { "asset": "EMC2", "currency": "BTC", - "min_size": "5.50055006", + "min_size": "8.33055648", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EMC2" @@ -90,7 +90,7 @@ { "asset": "XMY", "currency": "BTC", - "min_size": "179.85611511", + "min_size": "213.67521368", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XMY" @@ -98,7 +98,7 @@ { "asset": "AUR", "currency": "BTC", - "min_size": "1.25194051", + "min_size": "1.45917236", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/AUR" @@ -106,7 +106,7 @@ { "asset": "EFL", "currency": "BTC", - "min_size": "8.83704489", + "min_size": "11.67133520", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EFL" @@ -114,7 +114,7 @@ { "asset": "GLD", "currency": "BTC", - "min_size": "13.15097317", + "min_size": "15.16070346", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GLD" @@ -122,7 +122,7 @@ { "asset": "SLR", "currency": "BTC", - "min_size": "4.29405703", + "min_size": "5.78302105", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SLR" @@ -130,7 +130,7 @@ { "asset": "PTC", "currency": "BTC", - "min_size": "39.68253968", + "min_size": "48.73294347", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PTC" @@ -138,7 +138,7 @@ { "asset": "GRS", "currency": "BTC", - "min_size": "3.35615519", + "min_size": "4.28890033", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GRS" @@ -146,7 +146,7 @@ { "asset": "NLG", "currency": "BTC", - "min_size": "12.96008294", + "min_size": "16.99524133", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NLG" @@ -154,7 +154,7 @@ { "asset": "RBY", "currency": "BTC", - "min_size": "2.94152253", + "min_size": "3.58680057", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/RBY" @@ -162,7 +162,7 @@ { "asset": "XWC", "currency": "BTC", - "min_size": "16.76727029", + "min_size": "19.37984496", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XWC" @@ -170,7 +170,7 @@ { "asset": "MONA", "currency": "BTC", - "min_size": "0.51090266", + "min_size": "0.45961797", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MONA" @@ -178,7 +178,7 @@ { "asset": "THC", "currency": "BTC", - "min_size": "12.76161307", + "min_size": "19.98401279", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/THC" @@ -186,7 +186,7 @@ { "asset": "ENRG", "currency": "BTC", - "min_size": "14.01345291", + "min_size": "17.24137931", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ENRG" @@ -194,7 +194,7 @@ { "asset": "ERC", "currency": "BTC", - "min_size": "2.90023202", + "min_size": "3.52063090", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ERC" @@ -202,7 +202,7 @@ { "asset": "VRC", "currency": "BTC", - "min_size": "2.34455594", + "min_size": "3.37518564", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VRC" @@ -210,7 +210,7 @@ { "asset": "CURE", "currency": "BTC", - "min_size": "4.60574797", + "min_size": "5.59910414", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CURE" @@ -218,7 +218,7 @@ { "asset": "XMR", "currency": "BTC", - "min_size": "0.00865034", + "min_size": "0.00893258", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XMR" @@ -226,7 +226,7 @@ { "asset": "CLOAK", "currency": "BTC", - "min_size": "0.22789426", + "min_size": "0.27795072", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CLOAK" @@ -234,7 +234,7 @@ { "asset": "START", "currency": "BTC", - "min_size": "22.32142857", + "min_size": "27.65486726", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/START" @@ -242,7 +242,7 @@ { "asset": "KORE", "currency": "BTC", - "min_size": "0.66812764", + "min_size": "0.85435035", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/KORE" @@ -250,7 +250,7 @@ { "asset": "XDN", "currency": "BTC", - "min_size": "103.30578512", + "min_size": "129.53367876", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XDN" @@ -258,7 +258,7 @@ { "asset": "TRUST", "currency": "BTC", - "min_size": "15.79279848", + "min_size": "20.22653722", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/TRUST" @@ -266,7 +266,7 @@ { "asset": "NAV", "currency": "BTC", - "min_size": "1.36128505", + "min_size": "1.44843569", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NAV" @@ -274,7 +274,7 @@ { "asset": "XST", "currency": "BTC", - "min_size": "5.41711809", + "min_size": "7.84190715", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XST" @@ -282,7 +282,7 @@ { "asset": "VIA", "currency": "BTC", - "min_size": "0.73529412", + "min_size": "0.98522167", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VIA" @@ -290,7 +290,7 @@ { "asset": "PINK", "currency": "BTC", - "min_size": "77.63975155", + "min_size": "89.92805755", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PINK" @@ -298,7 +298,7 @@ { "asset": "IOC", "currency": "BTC", - "min_size": "0.96150148", + "min_size": "1.35457304", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/IOC" @@ -306,7 +306,7 @@ { "asset": "CANN", "currency": "BTC", - "min_size": "23.49624060", + "min_size": "36.60322108", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CANN" @@ -314,7 +314,7 @@ { "asset": "SYS", "currency": "BTC", - "min_size": "4.01284109", + "min_size": "4.09567497", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SYS" @@ -322,7 +322,7 @@ { "asset": "NEOS", "currency": "BTC", - "min_size": "0.49744314", + "min_size": "0.59494062", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NEOS" @@ -330,7 +330,7 @@ { "asset": "DGB", "currency": "BTC", - "min_size": "58.54800937", + "min_size": "72.88629738", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DGB" @@ -338,7 +338,7 @@ { "asset": "BURST", "currency": "BTC", - "min_size": "75.07507508", + "min_size": "79.61783439", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BURST" @@ -346,7 +346,7 @@ { "asset": "EXCL", "currency": "BTC", - "min_size": "1.71232877", + "min_size": "2.08368061", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EXCL" @@ -354,7 +354,7 @@ { "asset": "SWIFT", "currency": "BTC", - "min_size": "1.64095832", + "min_size": "2.37326751", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SWIFT" @@ -362,7 +362,7 @@ { "asset": "DOPE", "currency": "BTC", - "min_size": "23.29916123", + "min_size": "37.76435045", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DOPE" @@ -370,7 +370,7 @@ { "asset": "BLOCK", "currency": "BTC", - "min_size": "0.07670006", + "min_size": "0.08881499", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BLOCK" @@ -378,7 +378,7 @@ { "asset": "ABY", "currency": "BTC", - "min_size": "143.67816092", + "min_size": "200.00000000", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ABY" @@ -386,7 +386,7 @@ { "asset": "BYC", "currency": "BTC", - "min_size": "2.41033552", + "min_size": "2.85322986", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BYC" @@ -394,7 +394,7 @@ { "asset": "XMG", "currency": "BTC", - "min_size": "4.38673451", + "min_size": "4.38827453", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XMG" @@ -402,7 +402,7 @@ { "asset": "BLITZ", "currency": "BTC", - "min_size": "1.43686419", + "min_size": "1.88665006", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BLITZ" @@ -410,7 +410,7 @@ { "asset": "BAY", "currency": "BTC", - "min_size": "28.21670429", + "min_size": "40.58441558", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BAY" @@ -418,7 +418,7 @@ { "asset": "FAIR", "currency": "BTC", - "min_size": "4.15351387", + "min_size": "5.87130108", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/FAIR" @@ -426,7 +426,7 @@ { "asset": "SPR", "currency": "BTC", - "min_size": "3.85030032", + "min_size": "5.43596434", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SPR" @@ -434,7 +434,7 @@ { "asset": "VTR", "currency": "BTC", - "min_size": "3.25563224", + "min_size": "3.79708384", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VTR" @@ -442,7 +442,7 @@ { "asset": "XRP", "currency": "BTC", - "min_size": "2.14261227", + "min_size": "2.72836407", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XRP" @@ -450,7 +450,7 @@ { "asset": "GAME", "currency": "BTC", - "min_size": "0.90370156", + "min_size": "1.12902497", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GAME" @@ -458,7 +458,7 @@ { "asset": "COVAL", "currency": "BTC", - "min_size": "156.25000000", + "min_size": "198.41269841", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/COVAL" @@ -466,7 +466,7 @@ { "asset": "NXS", "currency": "BTC", - "min_size": "0.68540096", + "min_size": "1.41795701", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NXS" @@ -474,7 +474,7 @@ { "asset": "XCP", "currency": "BTC", - "min_size": "0.07482431", + "min_size": "0.11363636", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XCP" @@ -482,7 +482,7 @@ { "asset": "BITB", "currency": "BTC", - "min_size": "208.33333333", + "min_size": "121.95121951", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BITB" @@ -490,7 +490,7 @@ { "asset": "GEO", "currency": "BTC", - "min_size": "0.66309480", + "min_size": "0.86236633", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GEO" @@ -498,7 +498,7 @@ { "asset": "FLDC", "currency": "BTC", - "min_size": "86.80555556", + "min_size": "92.59259259", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/FLDC" @@ -506,7 +506,7 @@ { "asset": "GRC", "currency": "BTC", - "min_size": "34.53038674", + "min_size": "38.69969040", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GRC" @@ -514,7 +514,7 @@ { "asset": "FLO", "currency": "BTC", - "min_size": "20.59308072", + "min_size": "26.42706131", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/FLO" @@ -522,7 +522,7 @@ { "asset": "NBT", "currency": "BTC", - "min_size": "2.16113416", + "min_size": "2.56226299", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NBT" @@ -530,7 +530,7 @@ { "asset": "MUE", "currency": "BTC", - "min_size": "14.00560224", + "min_size": "17.81895937", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MUE" @@ -538,7 +538,7 @@ { "asset": "XEM", "currency": "BTC", - "min_size": "3.75262684", + "min_size": "6.50195059", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XEM" @@ -546,7 +546,7 @@ { "asset": "CLAM", "currency": "BTC", - "min_size": "0.35971223", + "min_size": "0.44166490", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CLAM" @@ -554,7 +554,7 @@ { "asset": "DMD", "currency": "BTC", - "min_size": "0.16339869", + "min_size": "0.18062279", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DMD" @@ -562,7 +562,7 @@ { "asset": "GAM", "currency": "BTC", - "min_size": "0.16296412", + "min_size": "0.19230621", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GAM" @@ -570,7 +570,7 @@ { "asset": "SPHR", "currency": "BTC", - "min_size": "0.60975610", + "min_size": "0.90389761", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SPHR" @@ -578,7 +578,7 @@ { "asset": "OK", "currency": "BTC", - "min_size": "7.93650794", + "min_size": "10.84598698", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/OK" @@ -586,7 +586,7 @@ { "asset": "SNRG", "currency": "BTC", - "min_size": "1.08761855", + "min_size": "1.33304895", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SNRG" @@ -594,7 +594,7 @@ { "asset": "PKB", "currency": "BTC", - "min_size": "2.66666667", + "min_size": "3.66300366", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PKB" @@ -602,7 +602,7 @@ { "asset": "CPC", "currency": "BTC", - "min_size": "3.80575430", + "min_size": "4.95245642", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CPC" @@ -610,7 +610,7 @@ { "asset": "AEON", "currency": "BTC", - "min_size": "0.66135817", + "min_size": "0.75734626", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/AEON" @@ -618,7 +618,7 @@ { "asset": "ETH", "currency": "BTC", - "min_size": "0.00249817", + "min_size": "0.00292842", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ETH" @@ -626,7 +626,7 @@ { "asset": "GCR", "currency": "BTC", - "min_size": "18.51851852", + "min_size": "20.45826514", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GCR" @@ -634,7 +634,7 @@ { "asset": "TX", "currency": "BTC", - "min_size": "2.02823300", + "min_size": "2.54712175", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/TX" @@ -642,7 +642,7 @@ { "asset": "BCY", "currency": "BTC", - "min_size": "4.36986541", + "min_size": "5.35905681", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BCY" @@ -650,7 +650,7 @@ { "asset": "EXP", "currency": "BTC", - "min_size": "0.73110104", + "min_size": "0.95891987", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EXP" @@ -658,7 +658,7 @@ { "asset": "INFX", "currency": "BTC", - "min_size": "2.27066303", + "min_size": "10.54407423", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/INFX" @@ -666,7 +666,7 @@ { "asset": "OMNI", "currency": "BTC", - "min_size": "0.06241231", + "min_size": "0.06537708", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/OMNI" @@ -674,7 +674,7 @@ { "asset": "AMP", "currency": "BTC", - "min_size": "5.74712644", + "min_size": "8.27266711", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/AMP" @@ -682,7 +682,7 @@ { "asset": "AGRS", "currency": "BTC", - "min_size": "0.90197352", + "min_size": "2.84738041", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/AGRS" @@ -690,7 +690,7 @@ { "asset": "XLM", "currency": "BTC", - "min_size": "5.52730489", + "min_size": "7.13470320", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XLM" @@ -698,7 +698,7 @@ { "asset": "BTC", "currency": "USDT", - "min_size": "0.00035398", + "min_size": "0.00029283", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/BTC" @@ -706,7 +706,7 @@ { "asset": "CLUB", "currency": "BTC", - "min_size": "1.75957207", + "min_size": "2.30946882", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CLUB" @@ -714,7 +714,7 @@ { "asset": "VOX", "currency": "BTC", - "min_size": "13.22751323", + "min_size": "19.77848101", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VOX" @@ -722,7 +722,7 @@ { "asset": "EMC", "currency": "BTC", - "min_size": "0.55458196", + "min_size": "0.69442515", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EMC" @@ -730,7 +730,7 @@ { "asset": "FCT", "currency": "BTC", - "min_size": "0.07917431", + "min_size": "0.07859436", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/FCT" @@ -738,7 +738,7 @@ { "asset": "MAID", "currency": "BTC", - "min_size": "5.25099769", + "min_size": "6.96184907", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MAID" @@ -746,7 +746,7 @@ { "asset": "EGC", "currency": "BTC", - "min_size": "7.13877784", + "min_size": "7.81250000", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EGC" @@ -754,7 +754,7 @@ { "asset": "SLS", "currency": "BTC", - "min_size": "0.04408837", + "min_size": "0.07028612", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SLS" @@ -762,7 +762,7 @@ { "asset": "RADS", "currency": "BTC", - "min_size": "0.33602602", + "min_size": "0.43881975", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/RADS" @@ -770,7 +770,7 @@ { "asset": "DCR", "currency": "BTC", - "min_size": "0.02777781", + "min_size": "0.03405531", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DCR" @@ -778,7 +778,7 @@ { "asset": "BSD", "currency": "BTC", - "min_size": "2.14022772", + "min_size": "2.81531532", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BSD" @@ -786,7 +786,7 @@ { "asset": "XVG", "currency": "BTC", - "min_size": "37.93626707", + "min_size": "41.66666667", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XVG" @@ -794,7 +794,7 @@ { "asset": "PIVX", "currency": "BTC", - "min_size": "0.36695632", + "min_size": "0.47860630", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PIVX" @@ -802,7 +802,7 @@ { "asset": "XVC", "currency": "BTC", - "min_size": "3.48383501", + "min_size": "4.34782609", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XVC" @@ -810,7 +810,7 @@ { "asset": "MEME", "currency": "BTC", - "min_size": "4.68867217", + "min_size": "7.45823389", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MEME" @@ -818,7 +818,7 @@ { "asset": "STEEM", "currency": "BTC", - "min_size": "0.51299940", + "min_size": "0.74183976", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/STEEM" @@ -826,7 +826,7 @@ { "asset": "2GIVE", "currency": "BTC", - "min_size": "190.83969466", + "min_size": "217.39130435", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/2GIVE" @@ -834,7 +834,7 @@ { "asset": "LSK", "currency": "BTC", - "min_size": "0.07864281", + "min_size": "0.12460749", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LSK" @@ -842,7 +842,7 @@ { "asset": "PDC", "currency": "BTC", - "min_size": "25.12562814", + "min_size": "27.74694784", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PDC" @@ -850,7 +850,7 @@ { "asset": "BRK", "currency": "BTC", - "min_size": "6.17131572", + "min_size": "8.33333333", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BRK" @@ -858,7 +858,7 @@ { "asset": "WAVES", "currency": "BTC", - "min_size": "0.38331800", + "min_size": "0.37886824", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/WAVES" @@ -866,7 +866,7 @@ { "asset": "LBC", "currency": "BTC", - "min_size": "5.90876861", + "min_size": "7.12656784", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LBC" @@ -874,7 +874,7 @@ { "asset": "SBD", "currency": "BTC", - "min_size": "0.46753441", + "min_size": "0.68311610", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SBD" @@ -882,7 +882,7 @@ { "asset": "BRX", "currency": "BTC", - "min_size": "1.85116623", + "min_size": "2.35338417", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BRX" @@ -890,7 +890,7 @@ { "asset": "ETC", "currency": "BTC", - "min_size": "0.08833922", + "min_size": "0.07176484", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ETC" @@ -898,7 +898,7 @@ { "asset": "ETC", "currency": "ETH", - "min_size": "0.17533875", + "min_size": "0.12210012", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ETC" @@ -906,7 +906,7 @@ { "asset": "STRAT", "currency": "BTC", - "min_size": "0.28233275", + "min_size": "0.34626039", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/STRAT" @@ -914,7 +914,7 @@ { "asset": "UNB", "currency": "BTC", - "min_size": "2.31481481", + "min_size": "3.70425248", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/UNB" @@ -922,7 +922,7 @@ { "asset": "SYNX", "currency": "BTC", - "min_size": "3.08756330", + "min_size": "3.27396543", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SYNX" @@ -930,7 +930,7 @@ { "asset": "EBST", "currency": "BTC", - "min_size": "7.41399763", + "min_size": "8.07232806", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EBST" @@ -938,7 +938,7 @@ { "asset": "VRM", "currency": "BTC", - "min_size": "0.40114245", + "min_size": "0.61574838", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VRM" @@ -946,7 +946,7 @@ { "asset": "SEQ", "currency": "BTC", - "min_size": "8.38082467", + "min_size": "11.37915339", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SEQ" @@ -954,7 +954,7 @@ { "asset": "REP", "currency": "BTC", - "min_size": "0.03970605", + "min_size": "0.05548035", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/REP" @@ -962,7 +962,7 @@ { "asset": "SHIFT", "currency": "BTC", - "min_size": "0.69444444", + "min_size": "0.89564002", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SHIFT" @@ -970,7 +970,7 @@ { "asset": "ARDR", "currency": "BTC", - "min_size": "4.38904494", + "min_size": "6.17894217", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ARDR" @@ -978,7 +978,7 @@ { "asset": "XZC", "currency": "BTC", - "min_size": "0.03827827", + "min_size": "0.04594161", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XZC" @@ -986,7 +986,7 @@ { "asset": "NEO", "currency": "BTC", - "min_size": "0.01992032", + "min_size": "0.01917647", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NEO" @@ -994,7 +994,7 @@ { "asset": "ZEC", "currency": "BTC", - "min_size": "0.00447495", + "min_size": "0.00627983", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ZEC" @@ -1002,7 +1002,7 @@ { "asset": "ZCL", "currency": "BTC", - "min_size": "0.02133761", + "min_size": "0.02155172", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ZCL" @@ -1010,7 +1010,7 @@ { "asset": "IOP", "currency": "BTC", - "min_size": "0.67385445", + "min_size": "0.78616352", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/IOP" @@ -1018,7 +1018,7 @@ { "asset": "GOLOS", "currency": "BTC", - "min_size": "15.61524047", + "min_size": "17.56851722", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GOLOS" @@ -1026,7 +1026,7 @@ { "asset": "UBQ", "currency": "BTC", - "min_size": "0.76494707", + "min_size": "1.05440742", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/UBQ" @@ -1034,7 +1034,7 @@ { "asset": "KMD", "currency": "BTC", - "min_size": "0.52009653", + "min_size": "0.66237448", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/KMD" @@ -1042,7 +1042,7 @@ { "asset": "GBG", "currency": "BTC", - "min_size": "20.19386107", + "min_size": "22.87282708", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GBG" @@ -1050,7 +1050,7 @@ { "asset": "SIB", "currency": "BTC", - "min_size": "1.08558774", + "min_size": "1.21247393", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SIB" @@ -1058,7 +1058,7 @@ { "asset": "ION", "currency": "BTC", - "min_size": "0.70625459", + "min_size": "1.05409622", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ION" @@ -1066,7 +1066,7 @@ { "asset": "LMC", "currency": "BTC", - "min_size": "27.99552072", + "min_size": "36.23188406", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LMC" @@ -1074,7 +1074,7 @@ { "asset": "QWARK", "currency": "BTC", - "min_size": "14.26126640", + "min_size": "17.61804087", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/QWARK" @@ -1082,7 +1082,7 @@ { "asset": "CRW", "currency": "BTC", - "min_size": "0.78139651", + "min_size": "1.08908734", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CRW" @@ -1090,7 +1090,7 @@ { "asset": "SWT", "currency": "BTC", - "min_size": "0.82508251", + "min_size": "1.36866309", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SWT" @@ -1098,7 +1098,7 @@ { "asset": "MLN", "currency": "BTC", - "min_size": "0.01934179", + "min_size": "0.02373058", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MLN" @@ -1106,7 +1106,7 @@ { "asset": "ARK", "currency": "BTC", - "min_size": "0.52976203", + "min_size": "0.66700462", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ARK" @@ -1114,7 +1114,7 @@ { "asset": "DYN", "currency": "BTC", - "min_size": "0.79445786", + "min_size": "1.08700378", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DYN" @@ -1122,7 +1122,7 @@ { "asset": "TKS", "currency": "BTC", - "min_size": "0.64602822", + "min_size": "0.64935065", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/TKS" @@ -1130,7 +1130,7 @@ { "asset": "MUSIC", "currency": "BTC", - "min_size": "101.62601626", + "min_size": "128.20512821", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MUSIC" @@ -1138,7 +1138,7 @@ { "asset": "DTB", "currency": "BTC", - "min_size": "3.38478202", + "min_size": "3.71581451", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DTB" @@ -1146,7 +1146,7 @@ { "asset": "INCNT", "currency": "BTC", - "min_size": "6.97934115", + "min_size": "9.60430273", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/INCNT" @@ -1154,7 +1154,7 @@ { "asset": "GBYTE", "currency": "BTC", - "min_size": "0.00416627", + "min_size": "0.00577821", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GBYTE" @@ -1162,7 +1162,7 @@ { "asset": "GNT", "currency": "BTC", - "min_size": "6.32911392", + "min_size": "6.48676700", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GNT" @@ -1170,7 +1170,7 @@ { "asset": "NXC", "currency": "BTC", - "min_size": "8.33333333", + "min_size": "12.31527094", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NXC" @@ -1178,7 +1178,7 @@ { "asset": "EDG", "currency": "BTC", - "min_size": "2.46087213", + "min_size": "2.78582572", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EDG" @@ -1186,7 +1186,7 @@ { "asset": "LGD", "currency": "BTC", - "min_size": "2.61889797", + "min_size": "3.28385656", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LGD" @@ -1194,7 +1194,7 @@ { "asset": "TRST", "currency": "BTC", - "min_size": "5.93824228", + "min_size": "8.31117021", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/TRST" @@ -1202,7 +1202,7 @@ { "asset": "GNT", "currency": "ETH", - "min_size": "12.66015091", + "min_size": "10.97815347", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/GNT" @@ -1210,7 +1210,7 @@ { "asset": "REP", "currency": "ETH", - "min_size": "0.07855543", + "min_size": "0.09503935", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/REP" @@ -1218,7 +1218,7 @@ { "asset": "ETH", "currency": "USDT", - "min_size": "0.00353870", + "min_size": "0.00343249", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/ETH" @@ -1226,7 +1226,7 @@ { "asset": "WINGS", "currency": "ETH", - "min_size": "6.79634085", + "min_size": "5.50000550", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/WINGS" @@ -1234,7 +1234,7 @@ { "asset": "WINGS", "currency": "BTC", - "min_size": "3.36292709", + "min_size": "3.27653997", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/WINGS" @@ -1242,7 +1242,7 @@ { "asset": "RLC", "currency": "BTC", - "min_size": "1.51929505", + "min_size": "1.79881997", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/RLC" @@ -1250,7 +1250,7 @@ { "asset": "GNO", "currency": "BTC", - "min_size": "0.01508753", + "min_size": "0.01875235", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GNO" @@ -1258,7 +1258,7 @@ { "asset": "GUP", "currency": "BTC", - "min_size": "5.80855019", + "min_size": "8.92857143", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GUP" @@ -1266,7 +1266,7 @@ { "asset": "LUN", "currency": "BTC", - "min_size": "0.11429669", + "min_size": "0.12356846", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LUN" @@ -1274,7 +1274,7 @@ { "asset": "GUP", "currency": "ETH", - "min_size": "11.77218468", + "min_size": "15.22255374", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/GUP" @@ -1282,7 +1282,7 @@ { "asset": "RLC", "currency": "ETH", - "min_size": "3.07115875", + "min_size": "3.06759758", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/RLC" @@ -1290,7 +1290,7 @@ { "asset": "LUN", "currency": "ETH", - "min_size": "0.22761632", + "min_size": "0.21892837", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/LUN" @@ -1298,7 +1298,7 @@ { "asset": "GNO", "currency": "ETH", - "min_size": "0.02967779", + "min_size": "0.03222470", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/GNO" @@ -1306,7 +1306,7 @@ { "asset": "HMQ", "currency": "BTC", - "min_size": "11.13089938", + "min_size": "12.05981669", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/HMQ" @@ -1314,7 +1314,7 @@ { "asset": "HMQ", "currency": "ETH", - "min_size": "21.86748305", + "min_size": "21.18823629", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/HMQ" @@ -1322,7 +1322,7 @@ { "asset": "ANT", "currency": "BTC", - "min_size": "0.48926551", + "min_size": "0.67081679", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ANT" @@ -1330,7 +1330,7 @@ { "asset": "TRST", "currency": "ETH", - "min_size": "12.08868258", + "min_size": "14.23933474", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/TRST" @@ -1338,7 +1338,7 @@ { "asset": "ANT", "currency": "ETH", - "min_size": "0.98561981", + "min_size": "1.17189331", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ANT" @@ -1346,7 +1346,7 @@ { "asset": "SC", "currency": "BTC", - "min_size": "88.96797153", + "min_size": "114.15525114", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SC" @@ -1354,7 +1354,7 @@ { "asset": "BAT", "currency": "ETH", - "min_size": "11.85086867", + "min_size": "11.84946440", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BAT" @@ -1362,7 +1362,7 @@ { "asset": "BAT", "currency": "BTC", - "min_size": "5.97657184", + "min_size": "6.95410292", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BAT" @@ -1370,7 +1370,7 @@ { "asset": "ZEN", "currency": "BTC", - "min_size": "0.05707046", + "min_size": "0.07036604", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ZEN" @@ -1378,7 +1378,7 @@ { "asset": "1ST", "currency": "BTC", - "min_size": "4.32451133", + "min_size": "8.86524823", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/1ST" @@ -1386,7 +1386,7 @@ { "asset": "QRL", "currency": "BTC", - "min_size": "1.51920272", + "min_size": "2.25002250", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/QRL" @@ -1394,7 +1394,7 @@ { "asset": "1ST", "currency": "ETH", - "min_size": "8.62068966", + "min_size": "15.37231753", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/1ST" @@ -1402,7 +1402,7 @@ { "asset": "QRL", "currency": "ETH", - "min_size": "3.00574699", + "min_size": "3.82845461", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/QRL" @@ -1410,7 +1410,7 @@ { "asset": "CRB", "currency": "BTC", - "min_size": "5.55679040", + "min_size": "7.25689405", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CRB" @@ -1418,7 +1418,7 @@ { "asset": "CRB", "currency": "ETH", - "min_size": "10.77562984", + "min_size": "12.73723093", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/CRB" @@ -1426,7 +1426,7 @@ { "asset": "LGD", "currency": "ETH", - "min_size": "5.34005468", + "min_size": "5.68491905", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/LGD" @@ -1434,7 +1434,7 @@ { "asset": "PTOY", "currency": "BTC", - "min_size": "10.64735945", + "min_size": "12.62626263", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PTOY" @@ -1442,7 +1442,7 @@ { "asset": "PTOY", "currency": "ETH", - "min_size": "21.92982456", + "min_size": "21.72401807", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/PTOY" @@ -1450,7 +1450,7 @@ { "asset": "CFI", "currency": "BTC", - "min_size": "20.40816327", + "min_size": "28.63688431", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CFI" @@ -1458,7 +1458,7 @@ { "asset": "CFI", "currency": "ETH", - "min_size": "40.39751151", + "min_size": "48.64759681", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/CFI" @@ -1466,7 +1466,7 @@ { "asset": "BNT", "currency": "BTC", - "min_size": "0.41947013", + "min_size": "0.50479556", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BNT" @@ -1474,7 +1474,7 @@ { "asset": "BNT", "currency": "ETH", - "min_size": "0.83610083", + "min_size": "0.86340426", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BNT" @@ -1482,7 +1482,7 @@ { "asset": "NMR", "currency": "BTC", - "min_size": "0.11187985", + "min_size": "0.12499938", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NMR" @@ -1490,7 +1490,7 @@ { "asset": "NMR", "currency": "ETH", - "min_size": "0.22520615", + "min_size": "0.21599000", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/NMR" @@ -1498,7 +1498,7 @@ { "asset": "LTC", "currency": "ETH", - "min_size": "0.02719504", + "min_size": "0.01948764", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/LTC" @@ -1506,7 +1506,7 @@ { "asset": "XRP", "currency": "ETH", - "min_size": "4.27251831", + "min_size": "4.68766114", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/XRP" @@ -1514,7 +1514,7 @@ { "asset": "SNT", "currency": "BTC", - "min_size": "9.58588957", + "min_size": "15.02403846", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SNT" @@ -1522,7 +1522,7 @@ { "asset": "SNT", "currency": "ETH", - "min_size": "18.64141376", + "min_size": "25.56760074", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/SNT" @@ -1530,7 +1530,7 @@ { "asset": "DCT", "currency": "BTC", - "min_size": "2.31331544", + "min_size": "3.49357183", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DCT" @@ -1538,7 +1538,7 @@ { "asset": "XEL", "currency": "BTC", - "min_size": "7.68049155", + "min_size": "9.06782735", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XEL" @@ -1546,7 +1546,7 @@ { "asset": "MCO", "currency": "BTC", - "min_size": "0.29166424", + "min_size": "0.35334191", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MCO" @@ -1554,7 +1554,7 @@ { "asset": "MCO", "currency": "ETH", - "min_size": "0.59171528", + "min_size": "0.59378192", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/MCO" @@ -1562,7 +1562,7 @@ { "asset": "ADT", "currency": "BTC", - "min_size": "26.12330199", + "min_size": "41.18616145", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ADT" @@ -1570,7 +1570,7 @@ { "asset": "ADT", "currency": "ETH", - "min_size": "52.53204455", + "min_size": "70.53180985", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ADT" @@ -1578,7 +1578,7 @@ { "asset": "PAY", "currency": "BTC", - "min_size": "1.18562079", + "min_size": "1.58027813", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PAY" @@ -1586,7 +1586,7 @@ { "asset": "PAY", "currency": "ETH", - "min_size": "2.39694342", + "min_size": "2.78238417", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/PAY" @@ -1594,7 +1594,7 @@ { "asset": "STORJ", "currency": "BTC", - "min_size": "2.15554406", + "min_size": "2.78955590", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/STORJ" @@ -1602,7 +1602,7 @@ { "asset": "STORJ", "currency": "ETH", - "min_size": "4.25941544", + "min_size": "4.72585325", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/STORJ" @@ -1610,7 +1610,7 @@ { "asset": "ADX", "currency": "BTC", - "min_size": "1.44508671", + "min_size": "1.70998632", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ADX" @@ -1618,7 +1618,7 @@ { "asset": "ADX", "currency": "ETH", - "min_size": "2.89388695", + "min_size": "2.90290930", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ADX" @@ -1626,7 +1626,7 @@ { "asset": "DASH", "currency": "ETH", - "min_size": "0.00677187", + "min_size": "0.00708175", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/DASH" @@ -1634,7 +1634,7 @@ { "asset": "SC", "currency": "ETH", - "min_size": "177.11654269", + "min_size": "197.00551615", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/SC" @@ -1642,7 +1642,7 @@ { "asset": "ZEC", "currency": "ETH", - "min_size": "0.00890954", + "min_size": "0.01082682", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ZEC" @@ -1650,7 +1650,7 @@ { "asset": "ZEC", "currency": "USDT", - "min_size": "0.00632104", + "min_size": "0.00735640", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/ZEC" @@ -1658,7 +1658,7 @@ { "asset": "LTC", "currency": "USDT", - "min_size": "0.01956691", + "min_size": "0.01333333", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/LTC" @@ -1666,7 +1666,7 @@ { "asset": "ETC", "currency": "USDT", - "min_size": "0.12655375", + "min_size": "0.08391608", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/ETC" @@ -1674,7 +1674,7 @@ { "asset": "XRP", "currency": "USDT", - "min_size": "3.03030303", + "min_size": "3.21543408", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/XRP" @@ -1682,7 +1682,7 @@ { "asset": "OMG", "currency": "BTC", - "min_size": "0.17313259", + "min_size": "0.14800256", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/OMG" @@ -1690,7 +1690,7 @@ { "asset": "OMG", "currency": "ETH", - "min_size": "0.34717376", + "min_size": "0.25322315", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/OMG" @@ -1698,7 +1698,7 @@ { "asset": "CVC", "currency": "BTC", - "min_size": "4.74113408", + "min_size": "7.12250712", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CVC" @@ -1706,7 +1706,7 @@ { "asset": "CVC", "currency": "ETH", - "min_size": "9.50154875", + "min_size": "12.21329295", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/CVC" @@ -1714,7 +1714,7 @@ { "asset": "PART", "currency": "BTC", - "min_size": "0.08548850", + "min_size": "0.11826985", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PART" @@ -1722,7 +1722,7 @@ { "asset": "QTUM", "currency": "BTC", - "min_size": "0.07552322", + "min_size": "0.09091438", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/QTUM" @@ -1730,7 +1730,7 @@ { "asset": "QTUM", "currency": "ETH", - "min_size": "0.15058862", + "min_size": "0.15579343", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/QTUM" @@ -1738,7 +1738,7 @@ { "asset": "XMR", "currency": "ETH", - "min_size": "0.01732582", + "min_size": "0.01531146", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/XMR" @@ -1746,7 +1746,7 @@ { "asset": "XEM", "currency": "ETH", - "min_size": "7.53341068", + "min_size": "11.12644087", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/XEM" @@ -1754,7 +1754,7 @@ { "asset": "XLM", "currency": "ETH", - "min_size": "11.03825860", + "min_size": "12.19512195", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/XLM" @@ -1762,7 +1762,7 @@ { "asset": "NEO", "currency": "ETH", - "min_size": "0.03984116", + "min_size": "0.03281596", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/NEO" @@ -1770,7 +1770,7 @@ { "asset": "XMR", "currency": "USDT", - "min_size": "0.01234049", + "min_size": "0.01047916", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/XMR" @@ -1778,7 +1778,7 @@ { "asset": "DASH", "currency": "USDT", - "min_size": "0.00483827", + "min_size": "0.00485437", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/DASH" @@ -1786,7 +1786,7 @@ { "asset": "BCC", "currency": "ETH", - "min_size": "0.00329247", + "min_size": "0.00354537", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BCC" @@ -1794,7 +1794,7 @@ { "asset": "BCC", "currency": "USDT", - "min_size": "0.00235479", + "min_size": "0.00241432", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/BCC" @@ -1802,7 +1802,7 @@ { "asset": "BCC", "currency": "BTC", - "min_size": "0.00166443", + "min_size": "0.00205900", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BCC" @@ -1810,7 +1810,7 @@ { "asset": "DNT", "currency": "BTC", - "min_size": "26.26050420", + "min_size": "31.60556258", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DNT" @@ -1818,7 +1818,7 @@ { "asset": "DNT", "currency": "ETH", - "min_size": "50.26641198", + "min_size": "53.79814934", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/DNT" @@ -1826,7 +1826,7 @@ { "asset": "NEO", "currency": "USDT", - "min_size": "0.02832861", + "min_size": "0.02248876", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/NEO" @@ -1834,7 +1834,7 @@ { "asset": "WAVES", "currency": "ETH", - "min_size": "0.75872534", + "min_size": "0.64935149", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/WAVES" @@ -1842,7 +1842,7 @@ { "asset": "STRAT", "currency": "ETH", - "min_size": "0.55645640", + "min_size": "0.58892815", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/STRAT" @@ -1850,7 +1850,7 @@ { "asset": "DGB", "currency": "ETH", - "min_size": "116.87704535", + "min_size": "124.22360248", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/DGB" @@ -1858,7 +1858,7 @@ { "asset": "FCT", "currency": "ETH", - "min_size": "0.15636879", + "min_size": "0.13389053", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/FCT" @@ -1866,7 +1866,7 @@ { "asset": "OMG", "currency": "USDT", - "min_size": "0.24590164", + "min_size": "0.17347961", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/OMG" @@ -1874,7 +1874,7 @@ { "asset": "ADA", "currency": "BTC", - "min_size": "5.61797753", + "min_size": "7.77121542", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ADA" @@ -1882,7 +1882,7 @@ { "asset": "MANA", "currency": "BTC", - "min_size": "18.75468867", + "min_size": "22.62443439", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MANA" @@ -1890,7 +1890,7 @@ { "asset": "MANA", "currency": "ETH", - "min_size": "39.03505348", + "min_size": "38.08073115", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/MANA" @@ -1898,7 +1898,7 @@ { "asset": "SALT", "currency": "BTC", - "min_size": "0.47984645", + "min_size": "0.59547912", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SALT" @@ -1906,7 +1906,7 @@ { "asset": "SALT", "currency": "ETH", - "min_size": "0.96209166", + "min_size": "1.02452718", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/SALT" @@ -1914,7 +1914,7 @@ { "asset": "TIX", "currency": "BTC", - "min_size": "2.77438686", + "min_size": "4.24592391", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/TIX" @@ -1922,7 +1922,7 @@ { "asset": "TIX", "currency": "ETH", - "min_size": "5.43478261", + "min_size": "7.31678764", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/TIX" @@ -1930,7 +1930,7 @@ { "asset": "RCN", "currency": "BTC", - "min_size": "12.08313195", + "min_size": "17.60563380", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/RCN" @@ -1938,7 +1938,7 @@ { "asset": "RCN", "currency": "ETH", - "min_size": "23.65855967", + "min_size": "30.09147809", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/RCN" @@ -1946,7 +1946,7 @@ { "asset": "VIB", "currency": "BTC", - "min_size": "8.51788756", + "min_size": "11.11111111", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VIB" @@ -1954,7 +1954,7 @@ { "asset": "VIB", "currency": "ETH", - "min_size": "17.39614501", + "min_size": "19.21008145", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/VIB" @@ -1962,7 +1962,7 @@ { "asset": "MER", "currency": "BTC", - "min_size": "4.49559432", + "min_size": "7.20046083", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MER" @@ -1970,7 +1970,7 @@ { "asset": "POWR", "currency": "BTC", - "min_size": "2.86139407", + "min_size": "4.19956325", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/POWR" @@ -1978,7 +1978,7 @@ { "asset": "POWR", "currency": "ETH", - "min_size": "5.59196546", + "min_size": "7.20346919", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/POWR" @@ -1986,7 +1986,7 @@ { "asset": "BTG", "currency": "BTC", - "min_size": "0.01739043", + "min_size": "0.02214176", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BTG" @@ -1994,7 +1994,7 @@ { "asset": "BTG", "currency": "ETH", - "min_size": "0.03540396", + "min_size": "0.03798059", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BTG" @@ -2002,7 +2002,7 @@ { "asset": "BTG", "currency": "USDT", - "min_size": "0.02459016", + "min_size": "0.02597403", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/BTG" @@ -2010,7 +2010,7 @@ { "asset": "ADA", "currency": "ETH", - "min_size": "11.20975697", + "min_size": "13.35077835", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ADA" @@ -2018,7 +2018,7 @@ { "asset": "ENG", "currency": "BTC", - "min_size": "0.75759872", + "min_size": "1.00660332", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ENG" @@ -2026,7 +2026,7 @@ { "asset": "ENG", "currency": "ETH", - "min_size": "1.49476831", + "min_size": "1.67567060", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ENG" @@ -2034,7 +2034,7 @@ { "asset": "ADA", "currency": "USDT", - "min_size": "7.97448166", + "min_size": "9.15712454", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/ADA" @@ -2042,7 +2042,7 @@ { "asset": "XVG", "currency": "USDT", - "min_size": "53.57130421", + "min_size": "49.18030368", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/XVG" @@ -2050,7 +2050,7 @@ { "asset": "NXT", "currency": "USDT", - "min_size": "15.51685239", + "min_size": "14.28571429", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/NXT" @@ -2058,7 +2058,7 @@ { "asset": "UKG", "currency": "BTC", - "min_size": "4.91352201", + "min_size": "7.37898465", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/UKG" @@ -2066,7 +2066,7 @@ { "asset": "UKG", "currency": "ETH", - "min_size": "9.60725540", + "min_size": "12.82051282", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/UKG" @@ -2074,7 +2074,7 @@ { "asset": "IGNIS", "currency": "BTC", - "min_size": "8.90947969", + "min_size": "12.46882793", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/IGNIS" @@ -2082,7 +2082,7 @@ { "asset": "SRN", "currency": "BTC", - "min_size": "0.00000001", + "min_size": "3.73357228", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SRN" @@ -2090,7 +2090,7 @@ { "asset": "SRN", "currency": "ETH", - "min_size": "0.00000001", + "min_size": "6.40196668", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/SRN" @@ -2098,7 +2098,7 @@ { "asset": "WAX", "currency": "BTC", - "min_size": "0.00000001", + "min_size": "7.88643533", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/WAX" @@ -2106,7 +2106,7 @@ { "asset": "WAX", "currency": "ETH", - "min_size": "0.00000001", + "min_size": "13.71855022", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/WAX" @@ -2114,7 +2114,7 @@ { "asset": "ZRX", "currency": "BTC", - "min_size": "0.00000001", + "min_size": "2.42036983", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ZRX" @@ -2122,7 +2122,7 @@ { "asset": "ZRX", "currency": "ETH", - "min_size": "0.00000001", + "min_size": "4.10741717", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ZRX" @@ -2130,7 +2130,7 @@ { "asset": "VEE", "currency": "BTC", - "min_size": "0.00000001", + "min_size": "34.96503497", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VEE" @@ -2138,7 +2138,7 @@ { "asset": "VEE", "currency": "ETH", - "min_size": "0.00000001", + "min_size": "58.90669180", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/VEE" @@ -2146,7 +2146,7 @@ { "asset": "BCPT", "currency": "BTC", - "min_size": "0.00000001", + "min_size": "2.12947189", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BCPT" @@ -2154,7 +2154,7 @@ { "asset": "BCPT", "currency": "ETH", - "min_size": "0.00000001", + "min_size": "3.66294999", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BCPT" From db35fd34da28287284e5bcba40febc51f0dca797 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Wed, 28 Feb 2018 10:53:36 +0000 Subject: [PATCH 206/236] Exchanges: update-products 694 --- extensions/exchanges/binance/products.json | 30 ++ extensions/exchanges/bittrex/products.json | 538 ++++++++++----------- 2 files changed, 299 insertions(+), 269 deletions(-) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index 48726b5f76..eb5cdc51c3 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -2698,5 +2698,35 @@ "increment": "0.00001", "asset_increment": "0.01", "label": "NCASH/BNB" + }, + { + "id": "POABTC", + "asset": "POA", + "currency": "BTC", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "0.00000001", + "asset_increment": "1.", + "label": "POA/BTC" + }, + { + "id": "POAETH", + "asset": "POA", + "currency": "ETH", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "0.00000001", + "asset_increment": "1.", + "label": "POA/ETH" + }, + { + "id": "POABNB", + "asset": "POA", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.00001", + "asset_increment": "0.01", + "label": "POA/BNB" } ] \ No newline at end of file diff --git a/extensions/exchanges/bittrex/products.json b/extensions/exchanges/bittrex/products.json index bb810b5062..49f0917556 100644 --- a/extensions/exchanges/bittrex/products.json +++ b/extensions/exchanges/bittrex/products.json @@ -2,7 +2,7 @@ { "asset": "LTC", "currency": "BTC", - "min_size": "0.01141553", + "min_size": "0.01231527", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LTC" @@ -10,7 +10,7 @@ { "asset": "DOGE", "currency": "BTC", - "min_size": "396.82539683", + "min_size": "431.03448276", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DOGE" @@ -18,7 +18,7 @@ { "asset": "VTC", "currency": "BTC", - "min_size": "0.67193463", + "min_size": "0.66034496", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VTC" @@ -26,7 +26,7 @@ { "asset": "PPC", "currency": "BTC", - "min_size": "0.79488728", + "min_size": "0.85881141", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PPC" @@ -34,7 +34,7 @@ { "asset": "FTC", "currency": "BTC", - "min_size": "11.88777936", + "min_size": "12.56281407", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/FTC" @@ -42,7 +42,7 @@ { "asset": "RDD", "currency": "BTC", - "min_size": "250.00000000", + "min_size": "287.35632184", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/RDD" @@ -50,7 +50,7 @@ { "asset": "NXT", "currency": "BTC", - "min_size": "12.07729469", + "min_size": "12.79426817", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NXT" @@ -58,7 +58,7 @@ { "asset": "DASH", "currency": "BTC", - "min_size": "0.00412541", + "min_size": "0.00432676", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DASH" @@ -66,7 +66,7 @@ { "asset": "POT", "currency": "BTC", - "min_size": "15.75299307", + "min_size": "16.54533422", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/POT" @@ -74,7 +74,7 @@ { "asset": "BLK", "currency": "BTC", - "min_size": "7.35726898", + "min_size": "7.81250000", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BLK" @@ -82,7 +82,7 @@ { "asset": "EMC2", "currency": "BTC", - "min_size": "8.33055648", + "min_size": "8.53825137", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EMC2" @@ -90,7 +90,7 @@ { "asset": "XMY", "currency": "BTC", - "min_size": "213.67521368", + "min_size": "233.64485981", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XMY" @@ -98,7 +98,7 @@ { "asset": "AUR", "currency": "BTC", - "min_size": "1.45917236", + "min_size": "1.46455770", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/AUR" @@ -106,7 +106,7 @@ { "asset": "EFL", "currency": "BTC", - "min_size": "11.67133520", + "min_size": "11.91043354", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EFL" @@ -114,7 +114,7 @@ { "asset": "GLD", "currency": "BTC", - "min_size": "15.16070346", + "min_size": "15.82278481", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GLD" @@ -122,7 +122,7 @@ { "asset": "SLR", "currency": "BTC", - "min_size": "5.78302105", + "min_size": "5.97086219", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SLR" @@ -130,7 +130,7 @@ { "asset": "PTC", "currency": "BTC", - "min_size": "48.73294347", + "min_size": "48.54368932", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PTC" @@ -138,7 +138,7 @@ { "asset": "GRS", "currency": "BTC", - "min_size": "4.28890033", + "min_size": "4.34782609", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GRS" @@ -146,7 +146,7 @@ { "asset": "NLG", "currency": "BTC", - "min_size": "16.99524133", + "min_size": "17.53155680", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NLG" @@ -154,7 +154,7 @@ { "asset": "RBY", "currency": "BTC", - "min_size": "3.58680057", + "min_size": "3.69112653", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/RBY" @@ -162,7 +162,7 @@ { "asset": "XWC", "currency": "BTC", - "min_size": "19.37984496", + "min_size": "19.62323391", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XWC" @@ -170,7 +170,7 @@ { "asset": "MONA", "currency": "BTC", - "min_size": "0.45961797", + "min_size": "0.48814777", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MONA" @@ -178,7 +178,7 @@ { "asset": "THC", "currency": "BTC", - "min_size": "19.98401279", + "min_size": "21.73913043", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/THC" @@ -186,7 +186,7 @@ { "asset": "ENRG", "currency": "BTC", - "min_size": "17.24137931", + "min_size": "18.95375284", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ENRG" @@ -194,7 +194,7 @@ { "asset": "ERC", "currency": "BTC", - "min_size": "3.52063090", + "min_size": "3.84142594", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ERC" @@ -202,7 +202,7 @@ { "asset": "VRC", "currency": "BTC", - "min_size": "3.37518564", + "min_size": "3.03508559", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VRC" @@ -210,7 +210,7 @@ { "asset": "CURE", "currency": "BTC", - "min_size": "5.59910414", + "min_size": "5.53832521", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CURE" @@ -218,7 +218,7 @@ { "asset": "XMR", "currency": "BTC", - "min_size": "0.00893258", + "min_size": "0.00892857", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XMR" @@ -226,7 +226,7 @@ { "asset": "CLOAK", "currency": "BTC", - "min_size": "0.27795072", + "min_size": "0.26460627", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CLOAK" @@ -234,7 +234,7 @@ { "asset": "START", "currency": "BTC", - "min_size": "27.65486726", + "min_size": "29.48113208", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/START" @@ -242,7 +242,7 @@ { "asset": "KORE", "currency": "BTC", - "min_size": "0.85435035", + "min_size": "0.91404336", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/KORE" @@ -250,7 +250,7 @@ { "asset": "XDN", "currency": "BTC", - "min_size": "129.53367876", + "min_size": "140.44943820", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XDN" @@ -258,7 +258,7 @@ { "asset": "TRUST", "currency": "BTC", - "min_size": "20.22653722", + "min_size": "20.24291498", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/TRUST" @@ -266,7 +266,7 @@ { "asset": "NAV", "currency": "BTC", - "min_size": "1.44843569", + "min_size": "1.47780339", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NAV" @@ -274,7 +274,7 @@ { "asset": "XST", "currency": "BTC", - "min_size": "7.84190715", + "min_size": "8.01538955", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XST" @@ -282,7 +282,7 @@ { "asset": "VIA", "currency": "BTC", - "min_size": "0.98522167", + "min_size": "0.98939370", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VIA" @@ -290,7 +290,7 @@ { "asset": "PINK", "currency": "BTC", - "min_size": "89.92805755", + "min_size": "88.65248227", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PINK" @@ -298,7 +298,7 @@ { "asset": "IOC", "currency": "BTC", - "min_size": "1.35457304", + "min_size": "1.40559991", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/IOC" @@ -306,7 +306,7 @@ { "asset": "CANN", "currency": "BTC", - "min_size": "36.60322108", + "min_size": "38.46153846", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CANN" @@ -314,7 +314,7 @@ { "asset": "SYS", "currency": "BTC", - "min_size": "4.09567497", + "min_size": "4.09634606", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SYS" @@ -322,7 +322,7 @@ { "asset": "NEOS", "currency": "BTC", - "min_size": "0.59494062", + "min_size": "0.62717945", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NEOS" @@ -330,7 +330,7 @@ { "asset": "DGB", "currency": "BTC", - "min_size": "72.88629738", + "min_size": "73.09941520", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DGB" @@ -338,7 +338,7 @@ { "asset": "BURST", "currency": "BTC", - "min_size": "79.61783439", + "min_size": "71.22507123", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BURST" @@ -346,7 +346,7 @@ { "asset": "EXCL", "currency": "BTC", - "min_size": "2.08368061", + "min_size": "2.08350696", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EXCL" @@ -354,7 +354,7 @@ { "asset": "SWIFT", "currency": "BTC", - "min_size": "2.37326751", + "min_size": "2.44857982", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SWIFT" @@ -362,7 +362,7 @@ { "asset": "DOPE", "currency": "BTC", - "min_size": "37.76435045", + "min_size": "38.88024883", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DOPE" @@ -370,7 +370,7 @@ { "asset": "BLOCK", "currency": "BTC", - "min_size": "0.08881499", + "min_size": "0.08474576", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BLOCK" @@ -378,7 +378,7 @@ { "asset": "ABY", "currency": "BTC", - "min_size": "200.00000000", + "min_size": "217.39130435", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ABY" @@ -386,7 +386,7 @@ { "asset": "BYC", "currency": "BTC", - "min_size": "2.85322986", + "min_size": "2.77716063", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BYC" @@ -394,7 +394,7 @@ { "asset": "XMG", "currency": "BTC", - "min_size": "4.38827453", + "min_size": "5.50903482", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XMG" @@ -402,7 +402,7 @@ { "asset": "BLITZ", "currency": "BTC", - "min_size": "1.88665006", + "min_size": "1.92366882", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BLITZ" @@ -410,7 +410,7 @@ { "asset": "BAY", "currency": "BTC", - "min_size": "40.58441558", + "min_size": "36.65689150", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BAY" @@ -418,7 +418,7 @@ { "asset": "FAIR", "currency": "BTC", - "min_size": "5.87130108", + "min_size": "5.54938957", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/FAIR" @@ -426,7 +426,7 @@ { "asset": "SPR", "currency": "BTC", - "min_size": "5.43596434", + "min_size": "5.74316563", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SPR" @@ -434,7 +434,7 @@ { "asset": "VTR", "currency": "BTC", - "min_size": "3.79708384", + "min_size": "4.22868742", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VTR" @@ -442,7 +442,7 @@ { "asset": "XRP", "currency": "BTC", - "min_size": "2.72836407", + "min_size": "2.87092329", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XRP" @@ -450,7 +450,7 @@ { "asset": "GAME", "currency": "BTC", - "min_size": "1.12902497", + "min_size": "1.17200319", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GAME" @@ -458,7 +458,7 @@ { "asset": "COVAL", "currency": "BTC", - "min_size": "198.41269841", + "min_size": "182.48175182", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/COVAL" @@ -466,7 +466,7 @@ { "asset": "NXS", "currency": "BTC", - "min_size": "1.41795701", + "min_size": "1.50384986", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NXS" @@ -474,7 +474,7 @@ { "asset": "XCP", "currency": "BTC", - "min_size": "0.11363636", + "min_size": "0.11308277", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XCP" @@ -482,7 +482,7 @@ { "asset": "BITB", "currency": "BTC", - "min_size": "121.95121951", + "min_size": "144.50867052", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BITB" @@ -490,7 +490,7 @@ { "asset": "GEO", "currency": "BTC", - "min_size": "0.86236633", + "min_size": "1.00932617", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GEO" @@ -498,7 +498,7 @@ { "asset": "FLDC", "currency": "BTC", - "min_size": "92.59259259", + "min_size": "102.45901639", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/FLDC" @@ -506,7 +506,7 @@ { "asset": "GRC", "currency": "BTC", - "min_size": "38.69969040", + "min_size": "39.43217666", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GRC" @@ -514,7 +514,7 @@ { "asset": "FLO", "currency": "BTC", - "min_size": "26.42706131", + "min_size": "26.23294858", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/FLO" @@ -522,7 +522,7 @@ { "asset": "NBT", "currency": "BTC", - "min_size": "2.56226299", + "min_size": "2.66752027", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NBT" @@ -530,7 +530,7 @@ { "asset": "MUE", "currency": "BTC", - "min_size": "17.81895937", + "min_size": "18.01152738", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MUE" @@ -538,7 +538,7 @@ { "asset": "XEM", "currency": "BTC", - "min_size": "6.50195059", + "min_size": "6.63305917", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XEM" @@ -546,7 +546,7 @@ { "asset": "CLAM", "currency": "BTC", - "min_size": "0.44166490", + "min_size": "0.46850696", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CLAM" @@ -554,7 +554,7 @@ { "asset": "DMD", "currency": "BTC", - "min_size": "0.18062279", + "min_size": "0.20501214", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DMD" @@ -562,7 +562,7 @@ { "asset": "GAM", "currency": "BTC", - "min_size": "0.19230621", + "min_size": "0.18409426", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GAM" @@ -570,7 +570,7 @@ { "asset": "SPHR", "currency": "BTC", - "min_size": "0.90389761", + "min_size": "0.89378285", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SPHR" @@ -578,7 +578,7 @@ { "asset": "OK", "currency": "BTC", - "min_size": "10.84598698", + "min_size": "10.85540599", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/OK" @@ -586,7 +586,7 @@ { "asset": "SNRG", "currency": "BTC", - "min_size": "1.33304895", + "min_size": "1.38488810", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SNRG" @@ -594,7 +594,7 @@ { "asset": "PKB", "currency": "BTC", - "min_size": "3.66300366", + "min_size": "3.71747212", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PKB" @@ -602,7 +602,7 @@ { "asset": "CPC", "currency": "BTC", - "min_size": "4.95245642", + "min_size": "5.07202272", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CPC" @@ -610,7 +610,7 @@ { "asset": "AEON", "currency": "BTC", - "min_size": "0.75734626", + "min_size": "0.77160494", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/AEON" @@ -618,7 +618,7 @@ { "asset": "ETH", "currency": "BTC", - "min_size": "0.00292842", + "min_size": "0.00303030", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ETH" @@ -626,7 +626,7 @@ { "asset": "GCR", "currency": "BTC", - "min_size": "20.45826514", + "min_size": "20.69536424", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GCR" @@ -634,7 +634,7 @@ { "asset": "TX", "currency": "BTC", - "min_size": "2.54712175", + "min_size": "2.50050010", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/TX" @@ -642,7 +642,7 @@ { "asset": "BCY", "currency": "BTC", - "min_size": "5.35905681", + "min_size": "5.70385581", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BCY" @@ -650,7 +650,7 @@ { "asset": "EXP", "currency": "BTC", - "min_size": "0.95891987", + "min_size": "0.94837070", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EXP" @@ -658,7 +658,7 @@ { "asset": "INFX", "currency": "BTC", - "min_size": "10.54407423", + "min_size": "10.55743243", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/INFX" @@ -666,7 +666,7 @@ { "asset": "OMNI", "currency": "BTC", - "min_size": "0.06537708", + "min_size": "0.06833476", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/OMNI" @@ -674,7 +674,7 @@ { "asset": "AMP", "currency": "BTC", - "min_size": "8.27266711", + "min_size": "8.24266403", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/AMP" @@ -682,7 +682,7 @@ { "asset": "AGRS", "currency": "BTC", - "min_size": "2.84738041", + "min_size": "1.44508671", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/AGRS" @@ -690,7 +690,7 @@ { "asset": "XLM", "currency": "BTC", - "min_size": "7.13470320", + "min_size": "7.49175907", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XLM" @@ -698,7 +698,7 @@ { "asset": "BTC", "currency": "USDT", - "min_size": "0.00029283", + "min_size": "0.00028043", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/BTC" @@ -706,7 +706,7 @@ { "asset": "CLUB", "currency": "BTC", - "min_size": "2.30946882", + "min_size": "2.68615021", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CLUB" @@ -714,7 +714,7 @@ { "asset": "VOX", "currency": "BTC", - "min_size": "19.77848101", + "min_size": "19.53125000", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VOX" @@ -722,7 +722,7 @@ { "asset": "EMC", "currency": "BTC", - "min_size": "0.69442515", + "min_size": "0.71426531", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EMC" @@ -730,7 +730,7 @@ { "asset": "FCT", "currency": "BTC", - "min_size": "0.07859436", + "min_size": "0.07663493", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/FCT" @@ -738,7 +738,7 @@ { "asset": "MAID", "currency": "BTC", - "min_size": "6.96184907", + "min_size": "6.36780438", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MAID" @@ -746,7 +746,7 @@ { "asset": "EGC", "currency": "BTC", - "min_size": "7.81250000", + "min_size": "7.98722045", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EGC" @@ -754,7 +754,7 @@ { "asset": "SLS", "currency": "BTC", - "min_size": "0.07028612", + "min_size": "0.07415911", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SLS" @@ -762,7 +762,7 @@ { "asset": "RADS", "currency": "BTC", - "min_size": "0.43881975", + "min_size": "0.45679621", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/RADS" @@ -770,7 +770,7 @@ { "asset": "DCR", "currency": "BTC", - "min_size": "0.03405531", + "min_size": "0.03396873", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DCR" @@ -778,7 +778,7 @@ { "asset": "BSD", "currency": "BTC", - "min_size": "2.81531532", + "min_size": "2.78396437", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BSD" @@ -786,7 +786,7 @@ { "asset": "XVG", "currency": "BTC", - "min_size": "41.66666667", + "min_size": "44.09171076", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XVG" @@ -794,7 +794,7 @@ { "asset": "PIVX", "currency": "BTC", - "min_size": "0.47860630", + "min_size": "0.46956293", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PIVX" @@ -802,7 +802,7 @@ { "asset": "XVC", "currency": "BTC", - "min_size": "4.34782609", + "min_size": "4.97710532", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XVC" @@ -810,7 +810,7 @@ { "asset": "MEME", "currency": "BTC", - "min_size": "7.45823389", + "min_size": "6.91562932", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MEME" @@ -818,7 +818,7 @@ { "asset": "STEEM", "currency": "BTC", - "min_size": "0.74183976", + "min_size": "0.77688005", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/STEEM" @@ -826,7 +826,7 @@ { "asset": "2GIVE", "currency": "BTC", - "min_size": "217.39130435", + "min_size": "225.22522523", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/2GIVE" @@ -834,7 +834,7 @@ { "asset": "LSK", "currency": "BTC", - "min_size": "0.12460749", + "min_size": "0.13437248", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LSK" @@ -842,7 +842,7 @@ { "asset": "PDC", "currency": "BTC", - "min_size": "27.74694784", + "min_size": "28.80184332", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PDC" @@ -850,7 +850,7 @@ { "asset": "BRK", "currency": "BTC", - "min_size": "8.33333333", + "min_size": "9.05797101", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BRK" @@ -858,7 +858,7 @@ { "asset": "WAVES", "currency": "BTC", - "min_size": "0.37886824", + "min_size": "0.40917870", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/WAVES" @@ -866,7 +866,7 @@ { "asset": "LBC", "currency": "BTC", - "min_size": "7.12656784", + "min_size": "6.90417012", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LBC" @@ -874,7 +874,7 @@ { "asset": "SBD", "currency": "BTC", - "min_size": "0.68311610", + "min_size": "0.71428571", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SBD" @@ -882,7 +882,7 @@ { "asset": "BRX", "currency": "BTC", - "min_size": "2.35338417", + "min_size": "2.49975002", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BRX" @@ -890,7 +890,7 @@ { "asset": "ETC", "currency": "BTC", - "min_size": "0.07176484", + "min_size": "0.07509492", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ETC" @@ -898,7 +898,7 @@ { "asset": "ETC", "currency": "ETH", - "min_size": "0.12210012", + "min_size": "0.12463333", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ETC" @@ -906,7 +906,7 @@ { "asset": "STRAT", "currency": "BTC", - "min_size": "0.34626039", + "min_size": "0.34446174", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/STRAT" @@ -914,7 +914,7 @@ { "asset": "UNB", "currency": "BTC", - "min_size": "3.70425248", + "min_size": "3.96699460", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/UNB" @@ -922,7 +922,7 @@ { "asset": "SYNX", "currency": "BTC", - "min_size": "3.27396543", + "min_size": "3.49162011", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SYNX" @@ -930,7 +930,7 @@ { "asset": "EBST", "currency": "BTC", - "min_size": "8.07232806", + "min_size": "8.61771803", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EBST" @@ -938,7 +938,7 @@ { "asset": "VRM", "currency": "BTC", - "min_size": "0.61574838", + "min_size": "0.55730177", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VRM" @@ -946,7 +946,7 @@ { "asset": "SEQ", "currency": "BTC", - "min_size": "11.37915339", + "min_size": "12.43781095", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SEQ" @@ -954,7 +954,7 @@ { "asset": "REP", "currency": "BTC", - "min_size": "0.05548035", + "min_size": "0.05504959", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/REP" @@ -962,7 +962,7 @@ { "asset": "SHIFT", "currency": "BTC", - "min_size": "0.89564002", + "min_size": "0.90009001", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SHIFT" @@ -970,7 +970,7 @@ { "asset": "ARDR", "currency": "BTC", - "min_size": "6.17894217", + "min_size": "6.43997939", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ARDR" @@ -978,7 +978,7 @@ { "asset": "XZC", "currency": "BTC", - "min_size": "0.04594161", + "min_size": "0.04818822", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XZC" @@ -986,7 +986,7 @@ { "asset": "NEO", "currency": "BTC", - "min_size": "0.01917647", + "min_size": "0.01879525", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NEO" @@ -994,7 +994,7 @@ { "asset": "ZEC", "currency": "BTC", - "min_size": "0.00627983", + "min_size": "0.00657822", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ZEC" @@ -1002,7 +1002,7 @@ { "asset": "ZCL", "currency": "BTC", - "min_size": "0.02155172", + "min_size": "0.02953337", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ZCL" @@ -1010,7 +1010,7 @@ { "asset": "IOP", "currency": "BTC", - "min_size": "0.78616352", + "min_size": "0.78125000", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/IOP" @@ -1018,7 +1018,7 @@ { "asset": "GOLOS", "currency": "BTC", - "min_size": "17.56851722", + "min_size": "18.82530120", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GOLOS" @@ -1026,7 +1026,7 @@ { "asset": "UBQ", "currency": "BTC", - "min_size": "1.05440742", + "min_size": "1.07462173", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/UBQ" @@ -1034,7 +1034,7 @@ { "asset": "KMD", "currency": "BTC", - "min_size": "0.66237448", + "min_size": "0.69967255", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/KMD" @@ -1042,7 +1042,7 @@ { "asset": "GBG", "currency": "BTC", - "min_size": "22.87282708", + "min_size": "25.00000000", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GBG" @@ -1050,7 +1050,7 @@ { "asset": "SIB", "currency": "BTC", - "min_size": "1.21247393", + "min_size": "1.27122953", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SIB" @@ -1058,7 +1058,7 @@ { "asset": "ION", "currency": "BTC", - "min_size": "1.05409622", + "min_size": "1.05981602", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ION" @@ -1066,7 +1066,7 @@ { "asset": "LMC", "currency": "BTC", - "min_size": "36.23188406", + "min_size": "37.87878788", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LMC" @@ -1074,7 +1074,7 @@ { "asset": "QWARK", "currency": "BTC", - "min_size": "17.61804087", + "min_size": "19.09854851", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/QWARK" @@ -1082,7 +1082,7 @@ { "asset": "CRW", "currency": "BTC", - "min_size": "1.08908734", + "min_size": "0.97560976", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CRW" @@ -1090,7 +1090,7 @@ { "asset": "SWT", "currency": "BTC", - "min_size": "1.36866309", + "min_size": "1.30187991", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SWT" @@ -1098,7 +1098,7 @@ { "asset": "MLN", "currency": "BTC", - "min_size": "0.02373058", + "min_size": "0.02424329", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MLN" @@ -1106,7 +1106,7 @@ { "asset": "ARK", "currency": "BTC", - "min_size": "0.66700462", + "min_size": "0.70631445", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ARK" @@ -1114,7 +1114,7 @@ { "asset": "DYN", "currency": "BTC", - "min_size": "1.08700378", + "min_size": "1.12521379", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DYN" @@ -1122,7 +1122,7 @@ { "asset": "TKS", "currency": "BTC", - "min_size": "0.64935065", + "min_size": "0.69049329", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/TKS" @@ -1130,7 +1130,7 @@ { "asset": "MUSIC", "currency": "BTC", - "min_size": "128.20512821", + "min_size": "123.15270936", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MUSIC" @@ -1138,7 +1138,7 @@ { "asset": "DTB", "currency": "BTC", - "min_size": "3.71581451", + "min_size": "3.93700787", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DTB" @@ -1146,7 +1146,7 @@ { "asset": "INCNT", "currency": "BTC", - "min_size": "9.60430273", + "min_size": "8.39771582", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/INCNT" @@ -1154,7 +1154,7 @@ { "asset": "GBYTE", "currency": "BTC", - "min_size": "0.00577821", + "min_size": "0.00630181", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GBYTE" @@ -1162,7 +1162,7 @@ { "asset": "GNT", "currency": "BTC", - "min_size": "6.48676700", + "min_size": "7.26744186", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GNT" @@ -1170,7 +1170,7 @@ { "asset": "NXC", "currency": "BTC", - "min_size": "12.31527094", + "min_size": "12.50625313", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NXC" @@ -1178,7 +1178,7 @@ { "asset": "EDG", "currency": "BTC", - "min_size": "2.78582572", + "min_size": "2.86401650", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/EDG" @@ -1186,7 +1186,7 @@ { "asset": "LGD", "currency": "BTC", - "min_size": "3.28385656", + "min_size": "3.56989861", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LGD" @@ -1194,7 +1194,7 @@ { "asset": "TRST", "currency": "BTC", - "min_size": "8.31117021", + "min_size": "8.39771582", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/TRST" @@ -1202,7 +1202,7 @@ { "asset": "GNT", "currency": "ETH", - "min_size": "10.97815347", + "min_size": "12.00422549", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/GNT" @@ -1210,7 +1210,7 @@ { "asset": "REP", "currency": "ETH", - "min_size": "0.09503935", + "min_size": "0.09093679", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/REP" @@ -1218,7 +1218,7 @@ { "asset": "ETH", "currency": "USDT", - "min_size": "0.00343249", + "min_size": "0.00339083", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/ETH" @@ -1226,7 +1226,7 @@ { "asset": "WINGS", "currency": "ETH", - "min_size": "5.50000550", + "min_size": "6.05921061", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/WINGS" @@ -1234,7 +1234,7 @@ { "asset": "WINGS", "currency": "BTC", - "min_size": "3.27653997", + "min_size": "3.68459838", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/WINGS" @@ -1242,7 +1242,7 @@ { "asset": "RLC", "currency": "BTC", - "min_size": "1.79881997", + "min_size": "1.69204738", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/RLC" @@ -1250,7 +1250,7 @@ { "asset": "GNO", "currency": "BTC", - "min_size": "0.01875235", + "min_size": "0.02009060", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GNO" @@ -1258,7 +1258,7 @@ { "asset": "GUP", "currency": "BTC", - "min_size": "8.92857143", + "min_size": "8.23451910", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/GUP" @@ -1266,7 +1266,7 @@ { "asset": "LUN", "currency": "BTC", - "min_size": "0.12356846", + "min_size": "0.11449822", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/LUN" @@ -1274,7 +1274,7 @@ { "asset": "GUP", "currency": "ETH", - "min_size": "15.22255374", + "min_size": "13.64628821", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/GUP" @@ -1282,7 +1282,7 @@ { "asset": "RLC", "currency": "ETH", - "min_size": "3.06759758", + "min_size": "2.68159780", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/RLC" @@ -1290,7 +1290,7 @@ { "asset": "LUN", "currency": "ETH", - "min_size": "0.21892837", + "min_size": "0.18946075", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/LUN" @@ -1298,7 +1298,7 @@ { "asset": "GNO", "currency": "ETH", - "min_size": "0.03222470", + "min_size": "0.03357341", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/GNO" @@ -1306,7 +1306,7 @@ { "asset": "HMQ", "currency": "BTC", - "min_size": "12.05981669", + "min_size": "11.89909567", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/HMQ" @@ -1314,7 +1314,7 @@ { "asset": "HMQ", "currency": "ETH", - "min_size": "21.18823629", + "min_size": "19.36633357", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/HMQ" @@ -1322,7 +1322,7 @@ { "asset": "ANT", "currency": "BTC", - "min_size": "0.67081679", + "min_size": "0.69541029", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ANT" @@ -1330,7 +1330,7 @@ { "asset": "TRST", "currency": "ETH", - "min_size": "14.23933474", + "min_size": "13.19679054", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/TRST" @@ -1338,7 +1338,7 @@ { "asset": "ANT", "currency": "ETH", - "min_size": "1.17189331", + "min_size": "1.11407455", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ANT" @@ -1346,7 +1346,7 @@ { "asset": "SC", "currency": "BTC", - "min_size": "114.15525114", + "min_size": "121.35922330", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SC" @@ -1354,7 +1354,7 @@ { "asset": "BAT", "currency": "ETH", - "min_size": "11.84946440", + "min_size": "11.78272652", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BAT" @@ -1362,7 +1362,7 @@ { "asset": "BAT", "currency": "BTC", - "min_size": "6.95410292", + "min_size": "7.16948666", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BAT" @@ -1370,7 +1370,7 @@ { "asset": "ZEN", "currency": "BTC", - "min_size": "0.07036604", + "min_size": "0.06473229", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ZEN" @@ -1378,7 +1378,7 @@ { "asset": "1ST", "currency": "BTC", - "min_size": "8.86524823", + "min_size": "6.99105145", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/1ST" @@ -1386,7 +1386,7 @@ { "asset": "QRL", "currency": "BTC", - "min_size": "2.25002250", + "min_size": "2.25978487", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/QRL" @@ -1394,7 +1394,7 @@ { "asset": "1ST", "currency": "ETH", - "min_size": "15.37231753", + "min_size": "11.84300907", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/1ST" @@ -1402,7 +1402,7 @@ { "asset": "QRL", "currency": "ETH", - "min_size": "3.82845461", + "min_size": "3.70444459", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/QRL" @@ -1410,7 +1410,7 @@ { "asset": "CRB", "currency": "BTC", - "min_size": "7.25689405", + "min_size": "7.21500722", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CRB" @@ -1418,7 +1418,7 @@ { "asset": "CRB", "currency": "ETH", - "min_size": "12.73723093", + "min_size": "12.19809710", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/CRB" @@ -1426,7 +1426,7 @@ { "asset": "LGD", "currency": "ETH", - "min_size": "5.68491905", + "min_size": "5.59785043", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/LGD" @@ -1434,7 +1434,7 @@ { "asset": "PTOY", "currency": "BTC", - "min_size": "12.62626263", + "min_size": "13.91207568", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PTOY" @@ -1442,7 +1442,7 @@ { "asset": "PTOY", "currency": "ETH", - "min_size": "21.72401807", + "min_size": "22.92105987", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/PTOY" @@ -1450,7 +1450,7 @@ { "asset": "CFI", "currency": "BTC", - "min_size": "28.63688431", + "min_size": "30.41362530", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CFI" @@ -1458,7 +1458,7 @@ { "asset": "CFI", "currency": "ETH", - "min_size": "48.64759681", + "min_size": "49.91514425", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/CFI" @@ -1466,7 +1466,7 @@ { "asset": "BNT", "currency": "BTC", - "min_size": "0.50479556", + "min_size": "0.53416521", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BNT" @@ -1474,7 +1474,7 @@ { "asset": "BNT", "currency": "ETH", - "min_size": "0.86340426", + "min_size": "0.86964386", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BNT" @@ -1482,7 +1482,7 @@ { "asset": "NMR", "currency": "BTC", - "min_size": "0.12499938", + "min_size": "0.12262837", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/NMR" @@ -1490,7 +1490,7 @@ { "asset": "NMR", "currency": "ETH", - "min_size": "0.21599000", + "min_size": "0.20325212", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/NMR" @@ -1498,7 +1498,7 @@ { "asset": "LTC", "currency": "ETH", - "min_size": "0.01948764", + "min_size": "0.02019397", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/LTC" @@ -1506,7 +1506,7 @@ { "asset": "XRP", "currency": "ETH", - "min_size": "4.68766114", + "min_size": "4.73440015", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/XRP" @@ -1514,7 +1514,7 @@ { "asset": "SNT", "currency": "BTC", - "min_size": "15.02403846", + "min_size": "15.86294416", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SNT" @@ -1522,7 +1522,7 @@ { "asset": "SNT", "currency": "ETH", - "min_size": "25.56760074", + "min_size": "26.05795289", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/SNT" @@ -1530,7 +1530,7 @@ { "asset": "DCT", "currency": "BTC", - "min_size": "3.49357183", + "min_size": "3.54157813", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DCT" @@ -1538,7 +1538,7 @@ { "asset": "XEL", "currency": "BTC", - "min_size": "9.06782735", + "min_size": "9.47328534", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/XEL" @@ -1546,7 +1546,7 @@ { "asset": "MCO", "currency": "BTC", - "min_size": "0.35334191", + "min_size": "0.32765400", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MCO" @@ -1554,7 +1554,7 @@ { "asset": "MCO", "currency": "ETH", - "min_size": "0.59378192", + "min_size": "0.53830816", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/MCO" @@ -1562,7 +1562,7 @@ { "asset": "ADT", "currency": "BTC", - "min_size": "41.18616145", + "min_size": "40.45307443", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ADT" @@ -1570,7 +1570,7 @@ { "asset": "ADT", "currency": "ETH", - "min_size": "70.53180985", + "min_size": "65.22306288", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ADT" @@ -1578,7 +1578,7 @@ { "asset": "PAY", "currency": "BTC", - "min_size": "1.58027813", + "min_size": "1.64300736", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PAY" @@ -1586,7 +1586,7 @@ { "asset": "PAY", "currency": "ETH", - "min_size": "2.78238417", + "min_size": "2.71342440", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/PAY" @@ -1594,7 +1594,7 @@ { "asset": "STORJ", "currency": "BTC", - "min_size": "2.78955590", + "min_size": "2.87356322", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/STORJ" @@ -1602,7 +1602,7 @@ { "asset": "STORJ", "currency": "ETH", - "min_size": "4.72585325", + "min_size": "4.78317852", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/STORJ" @@ -1610,7 +1610,7 @@ { "asset": "ADX", "currency": "BTC", - "min_size": "1.70998632", + "min_size": "1.88778978", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ADX" @@ -1618,7 +1618,7 @@ { "asset": "ADX", "currency": "ETH", - "min_size": "2.90290930", + "min_size": "3.05866520", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ADX" @@ -1626,7 +1626,7 @@ { "asset": "DASH", "currency": "ETH", - "min_size": "0.00708175", + "min_size": "0.00710697", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/DASH" @@ -1634,7 +1634,7 @@ { "asset": "SC", "currency": "ETH", - "min_size": "197.00551615", + "min_size": "198.01980198", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/SC" @@ -1642,7 +1642,7 @@ { "asset": "ZEC", "currency": "ETH", - "min_size": "0.01082682", + "min_size": "0.01084034", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ZEC" @@ -1650,7 +1650,7 @@ { "asset": "ZEC", "currency": "USDT", - "min_size": "0.00735640", + "min_size": "0.00738734", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/ZEC" @@ -1658,7 +1658,7 @@ { "asset": "LTC", "currency": "USDT", - "min_size": "0.01333333", + "min_size": "0.01380753", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/LTC" @@ -1666,7 +1666,7 @@ { "asset": "ETC", "currency": "USDT", - "min_size": "0.08391608", + "min_size": "0.08426966", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/ETC" @@ -1682,7 +1682,7 @@ { "asset": "OMG", "currency": "BTC", - "min_size": "0.14800256", + "min_size": "0.13256973", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/OMG" @@ -1690,7 +1690,7 @@ { "asset": "OMG", "currency": "ETH", - "min_size": "0.25322315", + "min_size": "0.21654358", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/OMG" @@ -1698,7 +1698,7 @@ { "asset": "CVC", "currency": "BTC", - "min_size": "7.12250712", + "min_size": "7.14898484", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/CVC" @@ -1706,7 +1706,7 @@ { "asset": "CVC", "currency": "ETH", - "min_size": "12.21329295", + "min_size": "11.89400067", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/CVC" @@ -1714,7 +1714,7 @@ { "asset": "PART", "currency": "BTC", - "min_size": "0.11826985", + "min_size": "0.11205938", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/PART" @@ -1722,7 +1722,7 @@ { "asset": "QTUM", "currency": "BTC", - "min_size": "0.09091438", + "min_size": "0.09762574", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/QTUM" @@ -1730,7 +1730,7 @@ { "asset": "QTUM", "currency": "ETH", - "min_size": "0.15579343", + "min_size": "0.16129032", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/QTUM" @@ -1738,7 +1738,7 @@ { "asset": "XMR", "currency": "ETH", - "min_size": "0.01531146", + "min_size": "0.01459581", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/XMR" @@ -1746,7 +1746,7 @@ { "asset": "XEM", "currency": "ETH", - "min_size": "11.12644087", + "min_size": "10.98901099", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/XEM" @@ -1754,7 +1754,7 @@ { "asset": "XLM", "currency": "ETH", - "min_size": "12.19512195", + "min_size": "12.34659357", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/XLM" @@ -1762,7 +1762,7 @@ { "asset": "NEO", "currency": "ETH", - "min_size": "0.03281596", + "min_size": "0.03095683", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/NEO" @@ -1770,7 +1770,7 @@ { "asset": "XMR", "currency": "USDT", - "min_size": "0.01047916", + "min_size": "0.00996741", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/XMR" @@ -1778,7 +1778,7 @@ { "asset": "DASH", "currency": "USDT", - "min_size": "0.00485437", + "min_size": "0.00483631", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/DASH" @@ -1786,7 +1786,7 @@ { "asset": "BCC", "currency": "ETH", - "min_size": "0.00354537", + "min_size": "0.00353898", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BCC" @@ -1794,7 +1794,7 @@ { "asset": "BCC", "currency": "USDT", - "min_size": "0.00241432", + "min_size": "0.00240228", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/BCC" @@ -1802,7 +1802,7 @@ { "asset": "BCC", "currency": "BTC", - "min_size": "0.00205900", + "min_size": "0.00214427", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BCC" @@ -1810,7 +1810,7 @@ { "asset": "DNT", "currency": "BTC", - "min_size": "31.60556258", + "min_size": "33.78378378", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/DNT" @@ -1818,7 +1818,7 @@ { "asset": "DNT", "currency": "ETH", - "min_size": "53.79814934", + "min_size": "54.42473060", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/DNT" @@ -1826,7 +1826,7 @@ { "asset": "NEO", "currency": "USDT", - "min_size": "0.02248876", + "min_size": "0.02091847", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/NEO" @@ -1834,7 +1834,7 @@ { "asset": "WAVES", "currency": "ETH", - "min_size": "0.64935149", + "min_size": "0.67456356", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/WAVES" @@ -1842,7 +1842,7 @@ { "asset": "STRAT", "currency": "ETH", - "min_size": "0.58892815", + "min_size": "0.56753689", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/STRAT" @@ -1850,7 +1850,7 @@ { "asset": "DGB", "currency": "ETH", - "min_size": "124.22360248", + "min_size": "119.13271384", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/DGB" @@ -1858,7 +1858,7 @@ { "asset": "FCT", "currency": "ETH", - "min_size": "0.13389053", + "min_size": "0.12723961", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/FCT" @@ -1866,7 +1866,7 @@ { "asset": "OMG", "currency": "USDT", - "min_size": "0.17347961", + "min_size": "0.14882005", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/OMG" @@ -1874,7 +1874,7 @@ { "asset": "ADA", "currency": "BTC", - "min_size": "7.77121542", + "min_size": "8.11951932", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ADA" @@ -1882,7 +1882,7 @@ { "asset": "MANA", "currency": "BTC", - "min_size": "22.62443439", + "min_size": "23.51834431", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MANA" @@ -1890,7 +1890,7 @@ { "asset": "MANA", "currency": "ETH", - "min_size": "38.08073115", + "min_size": "38.82288998", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/MANA" @@ -1898,7 +1898,7 @@ { "asset": "SALT", "currency": "BTC", - "min_size": "0.59547912", + "min_size": "0.64539447", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SALT" @@ -1906,7 +1906,7 @@ { "asset": "SALT", "currency": "ETH", - "min_size": "1.02452718", + "min_size": "1.04142584", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/SALT" @@ -1914,7 +1914,7 @@ { "asset": "TIX", "currency": "BTC", - "min_size": "4.24592391", + "min_size": "4.43813243", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/TIX" @@ -1922,7 +1922,7 @@ { "asset": "TIX", "currency": "ETH", - "min_size": "7.31678764", + "min_size": "7.11561450", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/TIX" @@ -1930,7 +1930,7 @@ { "asset": "RCN", "currency": "BTC", - "min_size": "17.60563380", + "min_size": "18.27485380", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/RCN" @@ -1938,7 +1938,7 @@ { "asset": "RCN", "currency": "ETH", - "min_size": "30.09147809", + "min_size": "29.95626385", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/RCN" @@ -1946,7 +1946,7 @@ { "asset": "VIB", "currency": "BTC", - "min_size": "11.11111111", + "min_size": "11.34301270", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VIB" @@ -1954,7 +1954,7 @@ { "asset": "VIB", "currency": "ETH", - "min_size": "19.21008145", + "min_size": "18.83097318", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/VIB" @@ -1962,7 +1962,7 @@ { "asset": "MER", "currency": "BTC", - "min_size": "7.20046083", + "min_size": "7.39426205", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/MER" @@ -1970,7 +1970,7 @@ { "asset": "POWR", "currency": "BTC", - "min_size": "4.19956325", + "min_size": "4.43262411", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/POWR" @@ -1978,7 +1978,7 @@ { "asset": "POWR", "currency": "ETH", - "min_size": "7.20346919", + "min_size": "7.28427616", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/POWR" @@ -1986,7 +1986,7 @@ { "asset": "BTG", "currency": "BTC", - "min_size": "0.02214176", + "min_size": "0.02258966", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BTG" @@ -1994,7 +1994,7 @@ { "asset": "BTG", "currency": "ETH", - "min_size": "0.03798059", + "min_size": "0.03677587", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BTG" @@ -2002,7 +2002,7 @@ { "asset": "BTG", "currency": "USDT", - "min_size": "0.02597403", + "min_size": "0.02523129", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/BTG" @@ -2010,7 +2010,7 @@ { "asset": "ADA", "currency": "ETH", - "min_size": "13.35077835", + "min_size": "13.40482574", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ADA" @@ -2018,7 +2018,7 @@ { "asset": "ENG", "currency": "BTC", - "min_size": "1.00660332", + "min_size": "1.00000000", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ENG" @@ -2026,7 +2026,7 @@ { "asset": "ENG", "currency": "ETH", - "min_size": "1.67567060", + "min_size": "1.67334331", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ENG" @@ -2034,7 +2034,7 @@ { "asset": "ADA", "currency": "USDT", - "min_size": "9.15712454", + "min_size": "9.09090909", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/ADA" @@ -2042,7 +2042,7 @@ { "asset": "XVG", "currency": "USDT", - "min_size": "49.18030368", + "min_size": "49.86046549", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/XVG" @@ -2050,7 +2050,7 @@ { "asset": "NXT", "currency": "USDT", - "min_size": "14.28571429", + "min_size": "14.28599933", "max_size": "1000000", "increment": "0.00000001", "label": "USDT/NXT" @@ -2058,7 +2058,7 @@ { "asset": "UKG", "currency": "BTC", - "min_size": "7.37898465", + "min_size": "7.64993880", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/UKG" @@ -2066,7 +2066,7 @@ { "asset": "UKG", "currency": "ETH", - "min_size": "12.82051282", + "min_size": "12.52850234", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/UKG" @@ -2074,7 +2074,7 @@ { "asset": "IGNIS", "currency": "BTC", - "min_size": "12.46882793", + "min_size": "13.42642320", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/IGNIS" @@ -2082,7 +2082,7 @@ { "asset": "SRN", "currency": "BTC", - "min_size": "3.73357228", + "min_size": "4.13359788", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/SRN" @@ -2090,7 +2090,7 @@ { "asset": "SRN", "currency": "ETH", - "min_size": "6.40196668", + "min_size": "6.84931507", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/SRN" @@ -2098,7 +2098,7 @@ { "asset": "WAX", "currency": "BTC", - "min_size": "7.88643533", + "min_size": "8.30564784", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/WAX" @@ -2106,7 +2106,7 @@ { "asset": "WAX", "currency": "ETH", - "min_size": "13.71855022", + "min_size": "13.91130154", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/WAX" @@ -2114,7 +2114,7 @@ { "asset": "ZRX", "currency": "BTC", - "min_size": "2.42036983", + "min_size": "2.68413142", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/ZRX" @@ -2122,7 +2122,7 @@ { "asset": "ZRX", "currency": "ETH", - "min_size": "4.10741717", + "min_size": "4.46245292", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/ZRX" @@ -2130,7 +2130,7 @@ { "asset": "VEE", "currency": "BTC", - "min_size": "34.96503497", + "min_size": "36.65689150", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/VEE" @@ -2138,7 +2138,7 @@ { "asset": "VEE", "currency": "ETH", - "min_size": "58.90669180", + "min_size": "58.10575247", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/VEE" @@ -2146,7 +2146,7 @@ { "asset": "BCPT", "currency": "BTC", - "min_size": "2.12947189", + "min_size": "1.75045512", "max_size": "1000000", "increment": "0.00000001", "label": "BTC/BCPT" @@ -2154,7 +2154,7 @@ { "asset": "BCPT", "currency": "ETH", - "min_size": "3.66294999", + "min_size": "2.91378687", "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BCPT" From 2224806ad6e1bcd5389abc41a20f99a5be8f1e03 Mon Sep 17 00:00:00 2001 From: Glenn Sidney Date: Wed, 28 Feb 2018 06:15:12 -0500 Subject: [PATCH 207/236] Small tweak to make getQuote in sim a bit more realistic (#1431) --- extensions/exchanges/sim/exchange.js | 18 ++++++++++++++---- 1 file changed, 14 insertions(+), 4 deletions(-) diff --git a/extensions/exchanges/sim/exchange.js b/extensions/exchanges/sim/exchange.js index 24800b1bc1..5cb53df4f3 100644 --- a/extensions/exchanges/sim/exchange.js +++ b/extensions/exchanges/sim/exchange.js @@ -15,6 +15,7 @@ module.exports = function sim (conf, s) { var last_order_id = 1001 var orders = {} var openOrders = {} + var last_trade var exchange = { name: 'sim', @@ -44,10 +45,18 @@ module.exports = function sim (conf, s) { return real_exchange.getQuote(opts, cb) } else { - return cb(null, { - bid: s.period.close, - ask: s.period.close - }) + if (last_trade) { + return cb(null, { + bid: last_trade.price, + ask: last_trade.price + }) + } + else { + return cb(null, { + bid: s.period.close, + ask: s.period.close + }) + } } }, @@ -124,6 +133,7 @@ module.exports = function sim (conf, s) { }, processTrade: function(trade) { + last_trade = trade now = trade.time _.each(openOrders, function(order, order_id) { From 5bf21802521cfb0c3dc6088871fe81a5f197d5de Mon Sep 17 00:00:00 2001 From: "greenkeeper[bot]" Date: Wed, 28 Feb 2018 12:49:48 +0100 Subject: [PATCH 208/236] =?UTF-8?q?Update=20json2csv=20to=20the=20latest?= =?UTF-8?q?=20version=20=F0=9F=9A=80=20(#1436)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * chore(package): update json2csv to version 4.0.0 * update package-lock.json --- package-lock.json | 648 ++++++++++++++++++++-------------------------- package.json | 2 +- 2 files changed, 277 insertions(+), 373 deletions(-) diff --git a/package-lock.json b/package-lock.json index e55b09b204..002297da84 100644 --- a/package-lock.json +++ b/package-lock.json @@ -134,16 +134,16 @@ } }, "acorn": { - "version": "5.4.1", - "resolved": "https://registry.npmjs.org/acorn/-/acorn-5.4.1.tgz", - "integrity": "sha512-XLmq3H/BVvW6/GbxKryGxWORz1ebilSsUDlyC27bXhWGWAZWkGwS6FLHjOlwFXNFoWFQEO/Df4u0YYd0K3BQgQ==" + "version": "5.5.0", + "resolved": "https://registry.npmjs.org/acorn/-/acorn-5.5.0.tgz", + "integrity": "sha512-arn53F07VXmls4o4pUhSzBa4fvaagPRe7AVZ8l7NHxFWUie2DsuFSBMMNAkgzRlOhEhzAnxeKyaWVzOH4xqp/g==" }, "acorn-dynamic-import": { "version": "3.0.0", "resolved": "https://registry.npmjs.org/acorn-dynamic-import/-/acorn-dynamic-import-3.0.0.tgz", "integrity": "sha512-zVWV8Z8lislJoOKKqdNMOB+s6+XV5WERty8MnKBeFgwA+19XJjJHs2RP5dzM57FftIs+jQnRToLiWazKr6sSWg==", "requires": { - "acorn": "5.4.1" + "acorn": "5.5.0" } }, "acorn-globals": { @@ -151,7 +151,7 @@ "resolved": "https://registry.npmjs.org/acorn-globals/-/acorn-globals-4.1.0.tgz", "integrity": "sha512-KjZwU26uG3u6eZcfGbTULzFcsoz6pegNKtHPksZPOUsiKo5bUmiBPa38FuHZ/Eun+XYh/JCCkS9AS3Lu4McQOQ==", "requires": { - "acorn": "5.4.1" + "acorn": "5.5.0" } }, "acorn-jsx": { @@ -1399,9 +1399,9 @@ "integrity": "sha512-XBaoWE9RW8pPdPQNibZsW2zh8TW6gcarXp1FZPwT8Uop8ScSNldJEWf2k9l3HeTqdrEwsOsFcq74RiJECW34yA==" }, "bintrees": { - "version": "1.0.1", - "resolved": "https://registry.npmjs.org/bintrees/-/bintrees-1.0.1.tgz", - "integrity": "sha1-DmVcm5wkNeqraL9AJyJtK1WjRSQ=" + "version": "1.0.2", + "resolved": "https://registry.npmjs.org/bintrees/-/bintrees-1.0.2.tgz", + "integrity": "sha1-SfiW1uhYpKSZ34XDj7OZua/4QPg=" }, "bitfinex-api-node": { "version": "1.2.1", @@ -1629,9 +1629,9 @@ } }, "bson": { - "version": "1.0.4", - "resolved": "https://registry.npmjs.org/bson/-/bson-1.0.4.tgz", - "integrity": "sha1-k8ENOeqltYQVy8QFLz5T5WKwtyw=" + "version": "1.0.5", + "resolved": "https://registry.npmjs.org/bson/-/bson-1.0.5.tgz", + "integrity": "sha512-D4SCtud6mlEb48kXdTHU31DRU0bsgOJ+4St1Dcx30uYNnf/aGc+hC9gHB/z0Eth8HYYs/hr0SFdyZViht19SwA==" }, "buffer": { "version": "4.9.1", @@ -1787,9 +1787,9 @@ "integrity": "sha1-cVuW6phBWTzDMGeSP17GDr2k99c=" }, "ccxt": { - "version": "1.10.1216", - "resolved": "https://registry.npmjs.org/ccxt/-/ccxt-1.10.1216.tgz", - "integrity": "sha512-Zg7aFvZ+upQfwf4ZWu6MnOFAWGui0s/brYGREpd1RFb1cpjA1jGx1H/eXihLNn1BRFKPdlDVJcN5YZui0/KZsA==", + "version": "1.10.1258", + "resolved": "https://registry.npmjs.org/ccxt/-/ccxt-1.10.1258.tgz", + "integrity": "sha512-mjyrL0sBIdTrZhzfzV5cB1H6NkK2CZAkmSN7S+HJnZAPxsNxsqE3eThxo8TZ7h5wbU42/UzaQlyFlJpUik7f5A==", "requires": { "cloudscraper": "1.4.1", "crypto-js": "3.1.9-1", @@ -1940,7 +1940,7 @@ "qs": "6.5.1", "safe-buffer": "5.1.1", "stringstream": "0.0.5", - 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"acorn": "5.4.1", + "acorn": "5.5.0", "acorn-dynamic-import": "3.0.0", "ajv": "6.2.0", "ajv-keywords": "3.1.0", @@ -13179,7 +13083,7 @@ "mkdirp": "0.5.1", "p-each-series": "1.0.0", "p-lazy": "1.0.0", - "prettier": "1.10.2", + "prettier": "1.11.0", "recast": "0.13.2", "resolve-cwd": "2.0.0", "supports-color": "4.5.0", @@ -14300,9 +14204,9 @@ "integrity": "sha1-o97wa6XjmuZEhQu0yirUEStIVek=" }, "zrender": { - "version": "4.0.1", - "resolved": "https://registry.npmjs.org/zrender/-/zrender-4.0.1.tgz", - "integrity": "sha512-VC9bTAZwd5OVgryysxBgNvIZuwBsRJbIDkSyK9PAk7e9wE/M0k4R3eylVYc1IAcDXvccSFnj4/NkzCteh/YSpA==" + "version": "4.0.2", + "resolved": "https://registry.npmjs.org/zrender/-/zrender-4.0.2.tgz", + "integrity": "sha512-TPaK8bHopnj1o0y6xoS9saFk0lKS88UkofZtX6l5opuBpZ84qAZ59QWColOeDcRLL/r/GJ0Ve3yG/4kxWpJBRg==" } } } diff --git a/package.json b/package.json index ceba3b77f0..bf230996ca 100644 --- a/package.json +++ b/package.json @@ -110,7 +110,7 @@ "devDependencies": { "eslint": "^4.7.1", "geneticalgorithm": "^0.3.4", - "json2csv": "^3.11.5", + "json2csv": "^4.0.0", "round-precision": "^1.0.0", "run-parallel-limit": "^1.0.3", "shelljs": "^0.8.0", From 445ff5f32531ad51ac9f67cc346b80f3b3af4e5d Mon Sep 17 00:00:00 2001 From: defkev Date: Thu, 1 Mar 2018 09:57:57 +0100 Subject: [PATCH 209/236] Store fee in s for use at reorder (#1443) * Store fee in s for use at reorder Dunno if this is really needed though. * Init fee on every signal Avoid carrying over fee from a previous signal. --- lib/engine.js | 7 +++++-- 1 file changed, 5 insertions(+), 2 deletions(-) diff --git a/lib/engine.js b/lib/engine.js index f37189a925..70d194ddba 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -270,6 +270,7 @@ module.exports = function (s, conf) { s[type + '_order'] = { price: opts.price, size: opts.size, + fee: opts.fee, orig_size: opts.size, remaining_size: opts.size, orig_price: opts.price, @@ -280,6 +281,7 @@ module.exports = function (s, conf) { let order = s[type + '_order'] order.price = opts.price order.size = opts.size + order.fee = opts.fee order.product_id = s.product_id order.post_only = conf.post_only @@ -341,7 +343,7 @@ module.exports = function (s, conf) { // 8. if not filled after timer, repeat process // 9. if filled, record order stats function executeSignal (signal, _cb, size, is_reorder, is_taker) { - let price, buy_pct, sell_pct + let price, fee, buy_pct, sell_pct delete s[(signal === 'buy' ? 'sell' : 'buy') + '_order'] s.last_signal = signal if (!is_reorder && s[signal + '_order']) { @@ -385,7 +387,7 @@ module.exports = function (s, conf) { } if (is_reorder && s[signal + '_order']) { if (signal === 'buy') { - reorder_pct = n(size).multiply(s.buy_order.price).divide(s.balance.currency).multiply(100).add(fee) + reorder_pct = n(size).multiply(s.buy_order.price).divide(s.balance.currency).multiply(100).add(s.buy_order.fee) } else { reorder_pct = n(size).divide(s.balance.asset).multiply(100) } @@ -526,6 +528,7 @@ module.exports = function (s, conf) { placeOrder(signal, { size: size, price: price, + fee: fee || null, is_taker: is_taker, cancel_after: so.cancel_after || 'day' }, function (err, order) { From ffb3c5af483a3f2698a98cf3f86dd00649bccf86 Mon Sep 17 00:00:00 2001 From: Chris McGee Date: Thu, 1 Mar 2018 03:59:33 -0500 Subject: [PATCH 210/236] add linting to travis (#1446) * add linting to travis * lint fixes --- .travis.yml | 3 +++ extensions/exchanges/bittrex/exchange.js | 2 +- extensions/exchanges/poloniex/exchange.js | 2 +- extensions/strategies/ta_ema/strategy.js | 4 ++-- extensions/strategies/ta_ultosc/strategy.js | 8 +++---- lib/ta_willr.js | 2 +- webpack-src/js/echarts.js | 24 ++++++++++----------- 7 files changed, 24 insertions(+), 21 deletions(-) diff --git a/.travis.yml b/.travis.yml index 70ae50b495..0a87b54a3f 100644 --- a/.travis.yml +++ b/.travis.yml @@ -5,6 +5,9 @@ node_js: before_install: - npm install -g node-gyp - if [ "$TRAVIS_NODE_VERSION" = "9" ]; then npm install -g greenkeeper-lockfile@1; fi +script: + - npm run lint + - npm test after_success: - if [ "$TRAVIS_NODE_VERSION" = "9" ]; then greenkeeper-lockfile-update; fi after_script: diff --git a/extensions/exchanges/bittrex/exchange.js b/extensions/exchanges/bittrex/exchange.js index 42539e5fa8..977e2769d4 100644 --- a/extensions/exchanges/bittrex/exchange.js +++ b/extensions/exchanges/bittrex/exchange.js @@ -295,7 +295,7 @@ module.exports = function bittrex(conf) { if(typeof data.result.buy[0].Rate === 'undefined') { console.log(data.message) return cb(null, []) - }; + } cb(null, { buyOrderRate: data.result.buy[0].Rate, buyOrderAmount: data.result.buy[0].Quantity, diff --git a/extensions/exchanges/poloniex/exchange.js b/extensions/exchanges/poloniex/exchange.js index 2ab0641310..14b9657310 100644 --- a/extensions/exchanges/poloniex/exchange.js +++ b/extensions/exchanges/poloniex/exchange.js @@ -126,7 +126,7 @@ module.exports = function container (conf) { return cb(null, []) } if (data.error) { - console.error('\ggetOrderBook error:') + console.error('getOrderBook error:') console.error(data) return retry('getOrderBook', params) } diff --git a/extensions/strategies/ta_ema/strategy.js b/extensions/strategies/ta_ema/strategy.js index 70c9d08148..f9bda792d6 100644 --- a/extensions/strategies/ta_ema/strategy.js +++ b/extensions/strategies/ta_ema/strategy.js @@ -51,9 +51,9 @@ module.exports = { // we add all maybe we need more indicators Promise.all([ta_ema(s, s.options.trend_ema)]).then(result => { if(result && result.outReal) { - s.period.trend_ema = result.outReal; + s.period.trend_ema = result.outReal } - }); + }) // calculate ema rate if (s.period.trend_ema && s.lookback[0] && s.lookback[0].trend_ema) { diff --git a/extensions/strategies/ta_ultosc/strategy.js b/extensions/strategies/ta_ultosc/strategy.js index 2e4e6c5419..f64edaaf3c 100644 --- a/extensions/strategies/ta_ultosc/strategy.js +++ b/extensions/strategies/ta_ultosc/strategy.js @@ -81,10 +81,10 @@ module.exports = { } } - signals.bottom = s.period.ultosc < 30 ? signals.bottom + 1 : 0; - signals.top = s.period.ultosc > 70 ? signals.top + 1 : 0; + signals.bottom = s.period.ultosc < 30 ? signals.bottom + 1 : 0 + signals.top = s.period.ultosc > 70 ? signals.top + 1 : 0 - s.signales = signals; + s.signales = signals } if (s.period.trend_ultosc == 'up') { @@ -114,7 +114,7 @@ module.exports = { let cols = [] if (typeof s.period.ultosc === 'number') { - let signal = z(8, n(s.period.ultosc).format('0.0000'), ' '); + let signal = z(8, n(s.period.ultosc).format('0.0000'), ' ') if (s.period.ultosc <= 30) { cols.push(signal.red) diff --git a/lib/ta_willr.js b/lib/ta_willr.js index e8a3bf6c51..b4acf0e737 100644 --- a/lib/ta_willr.js +++ b/lib/ta_willr.js @@ -45,7 +45,7 @@ module.exports = function ppo(s, min_periods, timeperiod) { optInTimePeriod: timeperiod || 14, }, function (err, result) { if (err) { - console.log(err); + console.log(err) reject(err, result) return } diff --git a/webpack-src/js/echarts.js b/webpack-src/js/echarts.js index 55af1f80ec..f3d853a37a 100644 --- a/webpack-src/js/echarts.js +++ b/webpack-src/js/echarts.js @@ -1,12 +1,12 @@ -var echarts = require('echarts/lib/echarts'); - -require('echarts/lib/chart/line'); -require('echarts/lib/chart/bar'); -require('echarts/lib/chart/candlestick'); -require('echarts/lib/chart/scatter'); -require('echarts/lib/component/tooltip'); -require('echarts/lib/component/dataZoom'); -require('echarts/lib/component/markPoint'); -require('echarts/lib/component/toolbox'); - -module.exports = echarts; \ No newline at end of file +var echarts = require('echarts/lib/echarts') + +require('echarts/lib/chart/line') +require('echarts/lib/chart/bar') +require('echarts/lib/chart/candlestick') +require('echarts/lib/chart/scatter') +require('echarts/lib/component/tooltip') +require('echarts/lib/component/dataZoom') +require('echarts/lib/component/markPoint') +require('echarts/lib/component/toolbox') + +module.exports = echarts \ No newline at end of file From 61aa9fe963f631949a36d036b617232646ab9e97 Mon Sep 17 00:00:00 2001 From: Illya Havsiyevych Date: Thu, 1 Mar 2018 10:59:44 +0200 Subject: [PATCH 211/236] force `balance` to executed in `live` mode (#1445) --- commands/balance.js | 1 + 1 file changed, 1 insertion(+) diff --git a/commands/balance.js b/commands/balance.js index 4fb603f5a8..91b85a4a54 100644 --- a/commands/balance.js +++ b/commands/balance.js @@ -31,6 +31,7 @@ module.exports = function (program, conf) { }) so.selector = s.selector so.debug = cmd.debug + so.mode = 'live' var engine = engineFactory(s, conf) function balance () { s.exchange.getBalance(s, function (err, balance) { From e0e0c80a4b35279ed79764d0749f2112aecb000d Mon Sep 17 00:00:00 2001 From: Illya Havsiyevych Date: Thu, 1 Mar 2018 10:59:50 +0200 Subject: [PATCH 212/236] filter out 'sim' and '_stub' (#1444) --- commands/list-selectors.js | 2 ++ 1 file changed, 2 insertions(+) diff --git a/commands/list-selectors.js b/commands/list-selectors.js index eeca5f3390..cfb1de4496 100644 --- a/commands/list-selectors.js +++ b/commands/list-selectors.js @@ -9,6 +9,8 @@ module.exports = function (program) { .action(function (/*cmd*/) { var exchanges = fs.readdirSync('./extensions/exchanges') exchanges.forEach(function(exchange){ + if (exchange === 'sim' || exchange === '_stub') return + console.log(`${exchange}:`) var products = require(`../extensions/exchanges/${exchange}/products.json`) products.sort(function (a, b) { From 135e9ba820497e3f6b486439dec356e5f91c6a5f Mon Sep 17 00:00:00 2001 From: Chase Sillevis Date: Thu, 1 Mar 2018 10:39:13 +0100 Subject: [PATCH 213/236] update package-lock --- package-lock.json | 758 ++++++++++++++++++++++------------------------ 1 file changed, 360 insertions(+), 398 deletions(-) diff --git a/package-lock.json b/package-lock.json index e55b09b204..ff0ce86cc6 100644 --- a/package-lock.json +++ b/package-lock.json @@ -125,25 +125,25 @@ "integrity": "sha512-nne9/IiQ/hzIhY6pdDnbBtz7DjPTKrY00P/zvPSm5pOFkl6xuGrGnXn/VtTNNfNtAfZ9/1RtehkszU9qcTii0Q==" }, "accepts": { - "version": "1.3.4", - "resolved": "https://registry.npmjs.org/accepts/-/accepts-1.3.4.tgz", - "integrity": "sha1-hiRnWMfdbSGmR0/whKR0DsBesh8=", + "version": "1.3.5", + "resolved": "https://registry.npmjs.org/accepts/-/accepts-1.3.5.tgz", + "integrity": "sha1-63d99gEXI6OxTopywIBcjoZ0a9I=", "requires": { "mime-types": "2.1.18", "negotiator": "0.6.1" } }, "acorn": { - "version": "5.4.1", - "resolved": "https://registry.npmjs.org/acorn/-/acorn-5.4.1.tgz", - "integrity": "sha512-XLmq3H/BVvW6/GbxKryGxWORz1ebilSsUDlyC27bXhWGWAZWkGwS6FLHjOlwFXNFoWFQEO/Df4u0YYd0K3BQgQ==" + "version": "5.5.0", + "resolved": "https://registry.npmjs.org/acorn/-/acorn-5.5.0.tgz", + "integrity": "sha512-arn53F07VXmls4o4pUhSzBa4fvaagPRe7AVZ8l7NHxFWUie2DsuFSBMMNAkgzRlOhEhzAnxeKyaWVzOH4xqp/g==" }, "acorn-dynamic-import": { "version": "3.0.0", "resolved": "https://registry.npmjs.org/acorn-dynamic-import/-/acorn-dynamic-import-3.0.0.tgz", "integrity": "sha512-zVWV8Z8lislJoOKKqdNMOB+s6+XV5WERty8MnKBeFgwA+19XJjJHs2RP5dzM57FftIs+jQnRToLiWazKr6sSWg==", "requires": { - "acorn": "5.4.1" + "acorn": "5.5.0" } }, "acorn-globals": { @@ -151,7 +151,7 @@ "resolved": "https://registry.npmjs.org/acorn-globals/-/acorn-globals-4.1.0.tgz", "integrity": "sha512-KjZwU26uG3u6eZcfGbTULzFcsoz6pegNKtHPksZPOUsiKo5bUmiBPa38FuHZ/Eun+XYh/JCCkS9AS3Lu4McQOQ==", "requires": { - "acorn": "5.4.1" + "acorn": "5.5.0" } }, "acorn-jsx": { @@ -276,47 +276,14 @@ "integrity": "sha1-xnhwBYADV5AJCD9UrAq6+1wz0kI=" }, "anymatch": { - "version": "1.3.2", - "resolved": "https://registry.npmjs.org/anymatch/-/anymatch-1.3.2.tgz", - "integrity": "sha512-0XNayC8lTHQ2OI8aljNCN3sSx6hsr/1+rlcDAotXJR7C1oZZHCNsfpbKwMjRA3Uqb5tF1Rae2oloTr4xpq+WjA==", + "version": "2.0.0", + "resolved": "https://registry.npmjs.org/anymatch/-/anymatch-2.0.0.tgz", + "integrity": "sha512-5teOsQWABXHHBFP9y3skS5P3d/WfWXpv3FUpy+LorMrNYaT9pI4oLMQX7jzQ2KklNpGpWHzdCXTDT2Y3XGlZBw==", "requires": { - "micromatch": "2.3.11", + "micromatch": "3.1.9", "normalize-path": "2.1.1" }, "dependencies": { - "is-extglob": { - "version": "1.0.0", - 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"version": "3.0.1", - "resolved": "https://registry.npmjs.org/validate-npm-package-license/-/validate-npm-package-license-3.0.1.tgz", - "integrity": "sha1-KAS6vnEq0zeUWaz74kdGqywwP7w=", + "version": "3.0.3", + "resolved": "https://registry.npmjs.org/validate-npm-package-license/-/validate-npm-package-license-3.0.3.tgz", + "integrity": "sha512-63ZOUnL4SIXj4L0NixR3L1lcjO38crAbgrTpl28t8jjrfuiOBL5Iygm+60qPs/KsZGzPNg6Smnc/oY16QTjF0g==", "requires": { - "spdx-correct": "1.0.2", - "spdx-expression-parse": "1.0.4" + "spdx-correct": "3.0.0", + "spdx-expression-parse": "3.0.0" } }, "vary": { @@ -13090,13 +13052,13 @@ } }, "watchpack": { - "version": "1.4.0", - "resolved": "https://registry.npmjs.org/watchpack/-/watchpack-1.4.0.tgz", - "integrity": "sha1-ShRyvLuVK9Cpu0A2gB+VTfs5+qw=", + "version": "1.5.0", + "resolved": "https://registry.npmjs.org/watchpack/-/watchpack-1.5.0.tgz", + "integrity": "sha512-RSlipNQB1u48cq0wH/BNfCu1tD/cJ8ydFIkNYhp9o+3d+8unClkIovpW5qpFPgmL9OE48wfAnlZydXByWP82AA==", "requires": { - "async": "2.6.0", - "chokidar": "1.7.0", - "graceful-fs": "4.1.11" + "chokidar": "2.0.2", + "graceful-fs": "4.1.11", + "neo-async": "2.5.0" } }, "waypoints": { @@ -13110,11 +13072,11 @@ "integrity": "sha512-YQ+BmxuTgd6UXZW3+ICGfyqRyHXVlD5GtQr5+qjiNW7bF0cqrzX500HVXPBOvgXb5YnzDd+h0zqyv61KUD7+Sg==" }, "webpack": { - "version": "4.0.0", - "resolved": "https://registry.npmjs.org/webpack/-/webpack-4.0.0.tgz", - "integrity": "sha512-wnEjBERuGrbelfsBJ7QKLuGAEaLNPTGJrLgK8H0p1TPS3pUqvTU4OZKeS1OAd8xBpEkuBrFcyHpXPvi0JZVvkA==", + "version": "4.0.1", + "resolved": "https://registry.npmjs.org/webpack/-/webpack-4.0.1.tgz", + "integrity": "sha512-jHQNMmKPElreOYLCxR7SHfPnbhcqRT9O7lYPOMDR6Gt5XueJ7tH7JReXm4uMFstBKf7rj2Y7AD3LiMKR2zexYA==", "requires": { - "acorn": "5.4.1", + "acorn": "5.5.0", "acorn-dynamic-import": "3.0.0", "ajv": "6.2.0", "ajv-keywords": "3.1.0", @@ -13131,7 +13093,7 @@ "schema-utils": "0.4.5", "tapable": "1.0.0", "uglifyjs-webpack-plugin": "1.2.2", - "watchpack": "1.4.0", + "watchpack": "1.5.0", "webpack-sources": "1.1.0" }, "dependencies": { @@ -13179,7 +13141,7 @@ "mkdirp": "0.5.1", "p-each-series": "1.0.0", "p-lazy": "1.0.0", - "prettier": "1.10.2", + "prettier": "1.11.1", "recast": "0.13.2", "resolve-cwd": "2.0.0", "supports-color": "4.5.0", @@ -14300,9 +14262,9 @@ "integrity": "sha1-o97wa6XjmuZEhQu0yirUEStIVek=" }, "zrender": { - "version": "4.0.1", - "resolved": "https://registry.npmjs.org/zrender/-/zrender-4.0.1.tgz", - "integrity": "sha512-VC9bTAZwd5OVgryysxBgNvIZuwBsRJbIDkSyK9PAk7e9wE/M0k4R3eylVYc1IAcDXvccSFnj4/NkzCteh/YSpA==" + "version": "4.0.3", + "resolved": "https://registry.npmjs.org/zrender/-/zrender-4.0.3.tgz", + "integrity": "sha512-LdkntRaNogzKAwlICuS0wdZcYaeA94llQ0SWqsgbcd6SPasgkjstaoe6vr5P9Pd2ID/rlhf3UrmIuFzqOLdDuA==" } } } From d19b734afd14ce37b79f4d460633cf37149f1c90 Mon Sep 17 00:00:00 2001 From: defkev Date: Fri, 2 Mar 2018 08:45:38 +0100 Subject: [PATCH 214/236] More reorder fixes (#1451) * Use expected_fee (in currency) instead of percentage to size reorder_pct closer to the origin size * Update remaining_size on reorder to prevent second (and consecutive) reorder(s) from using the initial size --- lib/engine.js | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/lib/engine.js b/lib/engine.js index 70d194ddba..060fb10ce2 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -282,6 +282,7 @@ module.exports = function (s, conf) { order.price = opts.price order.size = opts.size order.fee = opts.fee + order.remaining_size = opts.size order.product_id = s.product_id order.post_only = conf.post_only @@ -343,7 +344,7 @@ module.exports = function (s, conf) { // 8. if not filled after timer, repeat process // 9. if filled, record order stats function executeSignal (signal, _cb, size, is_reorder, is_taker) { - let price, fee, buy_pct, sell_pct + let price, expected_fee, buy_pct, sell_pct delete s[(signal === 'buy' ? 'sell' : 'buy') + '_order'] s.last_signal = signal if (!is_reorder && s[signal + '_order']) { @@ -387,7 +388,7 @@ module.exports = function (s, conf) { } if (is_reorder && s[signal + '_order']) { if (signal === 'buy') { - reorder_pct = n(size).multiply(s.buy_order.price).divide(s.balance.currency).multiply(100).add(s.buy_order.fee) + reorder_pct = n(size).multiply(s.buy_order.price).add(s.buy_order.fee).divide(s.balance.currency).multiply(100) } else { reorder_pct = n(size).divide(s.balance.asset).multiply(100) } @@ -528,7 +529,7 @@ module.exports = function (s, conf) { placeOrder(signal, { size: size, price: price, - fee: fee || null, + fee: expected_fee || null, is_taker: is_taker, cancel_after: so.cancel_after || 'day' }, function (err, order) { From 6f7cdf89bf72bc4f5f97f842d0954a97386966c6 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Fri, 2 Mar 2018 10:54:31 +0000 Subject: [PATCH 215/236] Exchanges: update-products 723 --- extensions/exchanges/bitfinex/products.json | 12 ++++++------ extensions/exchanges/bittrex/products.json | 16 ++++++++++++++++ 2 files changed, 22 insertions(+), 6 deletions(-) diff --git a/extensions/exchanges/bitfinex/products.json b/extensions/exchanges/bitfinex/products.json index 75173f8ec7..6e327e276f 100644 --- a/extensions/exchanges/bitfinex/products.json +++ b/extensions/exchanges/bitfinex/products.json @@ -498,7 +498,7 @@ { "asset": "SNT", "currency": "USD", - "min_size": "62.0", + "min_size": "64.0", "max_size": "200000.0", "increment": "0.000001", "label": "SNT/USD" @@ -506,7 +506,7 @@ { "asset": "SNT", "currency": "BTC", - "min_size": "62.0", + "min_size": "64.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SNT/BTC" @@ -514,7 +514,7 @@ { "asset": "SNT", "currency": "ETH", - "min_size": "62.0", + "min_size": "64.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SNT/ETH" @@ -626,7 +626,7 @@ { "asset": "TNB", "currency": "USD", - "min_size": "186.0", + "min_size": "192.0", "max_size": "200000.0", "increment": "0.0000001", "label": "TNB/USD" @@ -634,7 +634,7 @@ { "asset": "TNB", "currency": "BTC", - "min_size": "186.0", + "min_size": "192.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "TNB/BTC" @@ -642,7 +642,7 @@ { "asset": "TNB", "currency": "ETH", - "min_size": "186.0", + "min_size": "192.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "TNB/ETH" diff --git a/extensions/exchanges/bittrex/products.json b/extensions/exchanges/bittrex/products.json index 49f0917556..756217a145 100644 --- a/extensions/exchanges/bittrex/products.json +++ b/extensions/exchanges/bittrex/products.json @@ -2158,5 +2158,21 @@ "max_size": "1000000", "increment": "0.00000001", "label": "ETH/BCPT" + }, + { + "asset": "TRX", + "currency": "BTC", + "min_size": "0.00000001", + "max_size": "1000000", + "increment": "0.00000001", + "label": "BTC/TRX" + }, + { + "asset": "TRX", + "currency": "ETH", + "min_size": "0.00000001", + "max_size": "1000000", + "increment": "0.00000001", + "label": "ETH/TRX" } ] \ No newline at end of file From 84f383afad60c1780c4476a7ea308f5e8d1e8c8a Mon Sep 17 00:00:00 2001 From: Illya Havsiyevych Date: Fri, 2 Mar 2018 16:42:46 +0200 Subject: [PATCH 216/236] remove invalid 'done' status based on assumption that if order is not in active orders list - it is done (#1455) add 'cancel' status based on order not in active orders and no trades --- extensions/exchanges/poloniex/exchange.js | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) diff --git a/extensions/exchanges/poloniex/exchange.js b/extensions/exchanges/poloniex/exchange.js index 14b9657310..8b34048e3e 100644 --- a/extensions/exchanges/poloniex/exchange.js +++ b/extensions/exchanges/poloniex/exchange.js @@ -255,16 +255,15 @@ module.exports = function container (conf) { if (api_order.orderNumber == opts.order_id) active = true }) } - if (!active) { - order.status = 'done' - order.done_at = new Date().getTime() - return cb(null, order) - } client.returnOrderTrades(opts.order_id, function (err, body) { if (typeof body === 'string' || !body) { return retry('getOrder', args) } if (err || body.error || !body.forEach) return cb(null, order) + if (body.length === 0 && !active) { + order.status = 'cancelled' + return cb(null, order) + } order.filled_size = '0' body.forEach(function (trade) { order.filled_size = n(order.filled_size).add(trade.amount).format('0.00000000') From d46e1c061f29a9d8c9ca8debfa014cc9708432c5 Mon Sep 17 00:00:00 2001 From: kongres Date: Sat, 3 Mar 2018 15:05:21 +0300 Subject: [PATCH 217/236] Fixed Poloniex Exchange trading (#1458) - removed credentials for public client - added checking for error 'Nonce must be greater...' when trade --- extensions/exchanges/poloniex/exchange.js | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/extensions/exchanges/poloniex/exchange.js b/extensions/exchanges/poloniex/exchange.js index 8b34048e3e..d25f74e589 100644 --- a/extensions/exchanges/poloniex/exchange.js +++ b/extensions/exchanges/poloniex/exchange.js @@ -9,7 +9,7 @@ module.exports = function container (conf) { var public_client, authed_client function publicClient (/*product_id*/) { - if (!public_client) public_client = new Poloniex(conf.poloniex.key, conf.poloniex.secret) + if (!public_client) public_client = new Poloniex() return public_client } @@ -212,6 +212,8 @@ module.exports = function container (conf) { order.status = 'rejected' order.reject_reason = 'balance' return cb(null, order) + } else if (result && result.error && result.error.match(/^Nonce must be greater/)) { + return retry('trade', args) } if (!err && result.error) { err = new Error('unable to ' + type) From 28d668c6d3a2a8eef75c21082d21e61ae245ece3 Mon Sep 17 00:00:00 2001 From: kongres Date: Sat, 3 Mar 2018 15:06:39 +0300 Subject: [PATCH 218/236] Fixed calc buy_pct when used buy_max_amt (#1457) --- lib/engine.js | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/lib/engine.js b/lib/engine.js index 060fb10ce2..6c33664dad 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -405,8 +405,10 @@ module.exports = function (s, conf) { } if (so.buy_max_amt) { // account for held assets as buy_max let adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value() - let buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() - buy_pct = buy_max_as_pct + if(adjusted_buy_max_amt < s.balance.currency){ + let buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() + buy_pct = buy_max_as_pct + } } else { // account for held assets as % let held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value() let to_buy_pct = n(buy_pct).subtract(held_pct).value() From 9f3f4fa3cc0fa7062529bff02b818ac2313d8ec9 Mon Sep 17 00:00:00 2001 From: defkev Date: Sat, 3 Mar 2018 13:09:20 +0100 Subject: [PATCH 219/236] Fix: Bot always defaults to maker (#1459) --- commands/buy.js | 2 +- commands/sell.js | 2 +- commands/trade.js | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/commands/buy.js b/commands/buy.js index 372613c2b3..8435a9036c 100644 --- a/commands/buy.js +++ b/commands/buy.js @@ -31,7 +31,7 @@ module.exports = function (program, conf) { so.buy_pct = cmd.pct so.selector = objectifySelector(selector || conf.selector) var order_types = ['maker', 'taker'] - if (!(so.order_type in order_types) || !so.order_type) { + if (!order_types.includes(so.order_type)) { so.order_type = 'maker' } so.mode = 'live' diff --git a/commands/sell.js b/commands/sell.js index f75821740b..a903bee428 100644 --- a/commands/sell.js +++ b/commands/sell.js @@ -31,7 +31,7 @@ module.exports = function (program, conf) { so.sell_pct = cmd.pct so.selector = objectifySelector(selector || conf.selector) var order_types = ['maker', 'taker'] - if (!(so.order_type in order_types) || !so.order_type) { + if (!order_types.includes(so.order_type)) { so.order_type = 'maker' } so.mode = 'live' diff --git a/commands/trade.js b/commands/trade.js index 762983ca0b..6bae0ea902 100644 --- a/commands/trade.js +++ b/commands/trade.js @@ -349,7 +349,7 @@ module.exports = function (program, conf) { } var order_types = ['maker', 'taker'] - if (!(so.order_type in order_types) || !so.order_type) { + if (!order_types.includes(so.order_type)) { so.order_type = 'maker' } From 10be83db110a53d44b6fa69a47d438738e5f7c82 Mon Sep 17 00:00:00 2001 From: Glenn Sidney Date: Sun, 4 Mar 2018 20:35:17 -0500 Subject: [PATCH 220/236] Ensure results with negative vsBuyHold don't get backward fitness --- scripts/genetic_backtester/phenotype.js | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/scripts/genetic_backtester/phenotype.js b/scripts/genetic_backtester/phenotype.js index be9dffc559..778913db44 100644 --- a/scripts/genetic_backtester/phenotype.js +++ b/scripts/genetic_backtester/phenotype.js @@ -45,8 +45,8 @@ module.exports = { let items = ['simple', 'low', 'trend'] let index = Math.floor(Math.random() * items.length) r[k] = items[index] - } - + } + } return r }, @@ -78,8 +78,8 @@ module.exports = { fitness: function(phenotype) { if (typeof phenotype.sim === 'undefined') return 0 - - var vsBuyHoldRate = (phenotype.sim.vsBuyHold / 50) + + var vsBuyHoldRate = ( (phenotype.sim.vsBuyHold + 100) / 50) var wlRatio = phenotype.sim.wins / phenotype.sim.losses if(isNaN(wlRatio)) { // zero trades will result in 0/0 which is NaN wlRatio = 1 From a2cbf987b5c0089f78ebfbd6ed15276f36cf9905 Mon Sep 17 00:00:00 2001 From: Glenn Sidney Date: Mon, 5 Mar 2018 03:09:59 -0500 Subject: [PATCH 221/236] Revamp Auto Backtester (#1433) --- extensions/strategies/bollinger/strategy.js | 19 + extensions/strategies/cci_srsi/strategy.js | 27 + .../strategies/crossover_vwap/strategy.js | 51 +- extensions/strategies/dema/strategy.js | 22 + .../strategies/forex_analytics/strategy.js | 16 +- extensions/strategies/macd/strategy.js | 29 +- extensions/strategies/momentum/strategy.js | 17 + extensions/strategies/neural/strategy.js | 34 +- extensions/strategies/rsi/strategy.js | 22 + extensions/strategies/sar/strategy.js | 18 + extensions/strategies/speed/strategy.js | 20 +- extensions/strategies/srsi_macd/strategy.js | 28 +- extensions/strategies/stddev/strategy.js | 27 +- extensions/strategies/ta_ema/strategy.js | 19 + extensions/strategies/ta_macd/strategy.js | 24 + extensions/strategies/ta_macd_ext/strategy.js | 27 + extensions/strategies/ta_ppo/strategy.js | 21 + extensions/strategies/ta_trix/strategy.js | 17 + extensions/strategies/ta_ultosc/strategy.js | 20 + .../strategies/trend_bollinger/strategy.js | 19 + extensions/strategies/trend_ema/strategy.js | 31 +- extensions/strategies/trendline/strategy.js | 33 +- .../strategies/trust_distrust/strategy.js | 22 + extensions/strategies/wavetrend/strategy.js | 23 + lib/backtester.js | 573 ++++++++ .../genetic_backtester => lib}/phenotype.js | 119 +- scripts/auto_backtester/backtester.js | 558 ++++---- scripts/genetic_backtester/darwin.js | 1192 ++--------------- 28 files changed, 1532 insertions(+), 1496 deletions(-) create mode 100644 lib/backtester.js rename {scripts/genetic_backtester => lib}/phenotype.js (53%) diff --git a/extensions/strategies/bollinger/strategy.js b/extensions/strategies/bollinger/strategy.js index 3f3edd2476..4650b6ac2e 100644 --- a/extensions/strategies/bollinger/strategy.js +++ b/extensions/strategies/bollinger/strategy.js @@ -1,6 +1,7 @@ var z = require('zero-fill') , n = require('numbro') , bollinger = require('../../../lib/bollinger') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'bollinger', @@ -58,6 +59,24 @@ module.exports = { cols.push(' ') } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + bollinger_size: Phenotypes.Range(1, 40), + bollinger_time: Phenotypes.RangeFloat(1,6), + bollinger_upper_bound_pct: Phenotypes.RangeFloat(-1, 30), + bollinger_lower_bound_pct: Phenotypes.RangeFloat(-1, 30) } } diff --git a/extensions/strategies/cci_srsi/strategy.js b/extensions/strategies/cci_srsi/strategy.js index 000cbaddd9..6e8dbdd40b 100644 --- a/extensions/strategies/cci_srsi/strategy.js +++ b/extensions/strategies/cci_srsi/strategy.js @@ -3,6 +3,7 @@ let z = require('zero-fill') , ema = require('../../../lib/ema') , srsi = require('../../../lib/srsi') , cci = require('../../../lib/cci') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'cci_srsi', @@ -103,6 +104,32 @@ module.exports = { cols.push(' ') } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 200), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + ema_acc: Phenotypes.RangeFloat(0, 0.5), + cci_periods: Phenotypes.Range(1, 200), + rsi_periods: Phenotypes.Range(1, 200), + srsi_periods: Phenotypes.Range(1, 200), + srsi_k: Phenotypes.Range(1, 50), + srsi_d: Phenotypes.Range(1, 50), + oversold_rsi: Phenotypes.Range(1, 100), + overbought_rsi: Phenotypes.Range(1, 100), + oversold_cci: Phenotypes.Range(-100, 100), + overbought_cci: Phenotypes.Range(1, 100), + constant: Phenotypes.RangeFloat(0.001, 0.05) } } diff --git a/extensions/strategies/crossover_vwap/strategy.js b/extensions/strategies/crossover_vwap/strategy.js index 797a5645bd..6a695670f1 100644 --- a/extensions/strategies/crossover_vwap/strategy.js +++ b/extensions/strategies/crossover_vwap/strategy.js @@ -3,18 +3,19 @@ var z = require('zero-fill') , vwap = require('../../../lib/vwap') , ema = require('../../../lib/ema') , sma = require('../../../lib/sma') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'crossover_vwap', description: 'Estimate trends by comparing "Volume Weighted Average Price" to the "Exponential Moving Average".', - getOptions: function () { + getOptions: function () { // default start is 30, 108, 60. // these are relative to period length. - + /* - Positive simulations during testing: - + Positive simulations during testing: + zenbot sim kraken.XXRP-ZEUR --period="120m" --strategy=crossover_vwap --currency_capital=700 --asset_capital=0 --max_slippage_pct=100 --days=60 --avg_slippage_pct=0.045 --vwap_max=8000 --markup_sell_pct=0.5 --markdown_buy_pct=0.5 --emalen1=50 zenbot sim kraken.XXRP-ZEUR --period="120m" --strategy=crossover_vwap --currency_capital=700 --asset_capital=0 --max_slippage_pct=100 --days=60 --avg_slippage_pct=0.045 --vwap_max=8000 --markup_sell_pct=0.5 --markdown_buy_pct=0.5 --emalen1=30 */ @@ -26,15 +27,15 @@ module.exports = { this.option('vwap_length', 'Min periods for vwap to start', Number, 10 )//gold this.option('vwap_max', 'Max history for vwap. Increasing this makes it more sensitive to short-term changes', Number, 8000)//gold }, - + calculate: function () { - + }, - - onPeriod: function (s, cb) { + + onPeriod: function (s, cb) { vwap(s, 'vwap', s.options.vwap_length, s.options.vwap_max)//gold - + ema(s, 'ema1', s.options.emalen1)//green sma(s, 'sma1', s.options.smalen1, 'high')//red sma(s, 'sma2', s.options.smalen2)//purple @@ -42,7 +43,7 @@ module.exports = { smared = s.period.sma1, smapurple= s.period.sma2, vwapgold = s.period.vwap - + // helper functions var trendUp = function(s){ if (s.trend !== 'up') { @@ -58,10 +59,10 @@ module.exports = { s.trend = 'down' s.signal = !s.acted_on_trend ? 'sell' : null } - + if(emagreen && smared && smapurple && s.period.vwap){ if(vwapgold > emagreen) trendUp(s) - else trendDown(s) + else trendDown(s) } cb() }, @@ -70,11 +71,11 @@ module.exports = { var cols = [] let emagreen = s.period.ema1, vwapgold = s.period.vwap - - if (vwapgold && emagreen) { + + if (vwapgold && emagreen) { var color = 'green' if(vwapgold > emagreen) color = 'red' - + cols.push(z(6, n(vwapgold).format('0.00000'), '')['yellow'] + ' ') cols.push(z(6, n(emagreen).format('0.00000'), '')[color] + ' ') } @@ -82,6 +83,26 @@ module.exports = { cols.push(' ') } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 400, 'm'), + min_periods: Phenotypes.Range(1, 200), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + emalen1: Phenotypes.Range(1, 300), + smalen1: Phenotypes.Range(1, 300), + smalen2: Phenotypes.Range(1, 300), + vwap_length: Phenotypes.Range(1, 300), + vwap_max: Phenotypes.RangeFactor(0, 10000, 10)//0 disables this max cap. Test in increments of 10 } } diff --git a/extensions/strategies/dema/strategy.js b/extensions/strategies/dema/strategy.js index 4e5c3f7a3a..57956d0829 100644 --- a/extensions/strategies/dema/strategy.js +++ b/extensions/strategies/dema/strategy.js @@ -2,6 +2,7 @@ var z = require('zero-fill') , n = require('numbro') , rsi = require('../../../lib/rsi') , ema = require('../../../lib/ema') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'dema', @@ -79,6 +80,27 @@ module.exports = { cols.push(' ') } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 200), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + ema_short_period: Phenotypes.Range(1, 20), + ema_long_period: Phenotypes.Range(20, 100), + up_trend_threshold: Phenotypes.Range(0, 50), + down_trend_threshold: Phenotypes.Range(0, 50), + overbought_rsi_periods: Phenotypes.Range(1, 50), + overbought_rsi: Phenotypes.Range(20, 100) } } diff --git a/extensions/strategies/forex_analytics/strategy.js b/extensions/strategies/forex_analytics/strategy.js index 1a3d952ebd..75bd6b32cb 100644 --- a/extensions/strategies/forex_analytics/strategy.js +++ b/extensions/strategies/forex_analytics/strategy.js @@ -24,14 +24,14 @@ module.exports = { } else { modelfile = path.resolve(__dirname, '../../../', s.options.modelfile) } - + if (fs.existsSync(modelfile)) { model = require(modelfile) } else { console.error('Modelfile ' + modelfile + ' does not exist.') - process.exit(1) + process.exit(1) } - + if (s.options.period !== model.period) { console.error(('Error: Period in model training was ' + model.period + ', now you specified ' + s.options.period + '.').red) process.exit(1) @@ -55,7 +55,7 @@ module.exports = { time: s.period.time / 1000 } candlesticks.unshift(candlestick) - + s.lookback.slice(0, s.lookback.length).map(function (period) { var candlestick = { open: period.open, @@ -66,12 +66,12 @@ module.exports = { } candlesticks.unshift(candlestick) }) - + var result = analytics.getMarketStatus(candlesticks, {'strategy': model.strategy}) if (result.shouldSell) { s.signal = 'sell' } else if (result.shouldBuy) { - s.signal = 'buy' + s.signal = 'buy' } } @@ -81,6 +81,8 @@ module.exports = { onReport: function () { var cols = [] return cols - } + }, + + phenotypes: null } diff --git a/extensions/strategies/macd/strategy.js b/extensions/strategies/macd/strategy.js index 344f067878..e85ee7e0f2 100644 --- a/extensions/strategies/macd/strategy.js +++ b/extensions/strategies/macd/strategy.js @@ -2,6 +2,7 @@ var z = require('zero-fill') , n = require('numbro') , ema = require('../../../lib/ema') , rsi = require('../../../lib/rsi') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'macd', @@ -30,7 +31,7 @@ module.exports = { if (s.options.mode === 'sim' && s.options.verbose) console.log(('\noverbought at ' + s.period.overbought_rsi + ' RSI, preparing to sold\n').cyan) } } - + // compute MACD ema(s, 'ema_short', s.options.ema_short_period) ema(s, 'ema_long', s.options.ema_long_period) @@ -42,7 +43,7 @@ module.exports = { } } }, - + onPeriod: function (s, cb) { if (!s.in_preroll && typeof s.period.overbought_rsi === 'number') { if (s.overbought) { @@ -51,7 +52,7 @@ module.exports = { s.signal = 'sell' return cb() } - + } if (typeof s.period.macd_histogram === 'number' && typeof s.lookback[0].macd_histogram === 'number') { @@ -83,6 +84,28 @@ module.exports = { cols.push(' ') } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 200), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + ema_short_period: Phenotypes.Range(1, 20), + ema_long_period: Phenotypes.Range(20, 100), + signal_period: Phenotypes.Range(1, 20), + up_trend_threshold: Phenotypes.Range(0, 50), + down_trend_threshold: Phenotypes.Range(0, 50), + overbought_rsi_periods: Phenotypes.Range(1, 50), + overbought_rsi: Phenotypes.Range(20, 100) } } diff --git a/extensions/strategies/momentum/strategy.js b/extensions/strategies/momentum/strategy.js index 2a5c53fae9..9bc9ee8509 100644 --- a/extensions/strategies/momentum/strategy.js +++ b/extensions/strategies/momentum/strategy.js @@ -1,6 +1,7 @@ let z = require('zero-fill') , n = require('numbro') , momentum = require('../../../lib/momentum') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'momentum', @@ -46,6 +47,22 @@ module.exports = { cols.push(' '.repeat(5)) } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 2500), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + momentum_size: Phenotypes.Range(1,20) } } diff --git a/extensions/strategies/neural/strategy.js b/extensions/strategies/neural/strategy.js index 77b7997ddf..b0f1f3b5b5 100644 --- a/extensions/strategies/neural/strategy.js +++ b/extensions/strategies/neural/strategy.js @@ -1,9 +1,11 @@ -var convnetjs = require('convnetjs') -var z = require('zero-fill') -var n = require('numbro') -var math = require('mathjs') +let convnetjs = require('convnetjs') + , z = require('zero-fill') + , n = require('numbro') + , math = require('mathjs') + , ema = require('../../../lib/ema') + , Phenotypes = require('../../../lib/phenotype') const cluster = require('cluster') -var ema = require('../../../lib/ema') + // the below line starts you at 0 threads global.forks = 0 // the below line is for calculating the last mean vs the now mean. @@ -110,5 +112,27 @@ module.exports = { cols.push(z(8, n(global.meanp).format('0.000000000'), ' ')[global.meanp > global.mean ? 'green' : 'red']) return cols }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 200), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + neurons_1: Phenotypes.Range(1, 200), + activation_1_type: Phenotypes.ListOption(['sigmoid', 'tanh', 'relu']), + depth: Phenotypes.Range(1, 100), + min_predict: Phenotypes.Range(1, 100), + momentum: Phenotypes.Range(0, 100), + decay: Phenotypes.Range(1, 10), + learns: Phenotypes.Range(1, 200) + } } diff --git a/extensions/strategies/rsi/strategy.js b/extensions/strategies/rsi/strategy.js index 54ba26a7e2..0107f122fe 100644 --- a/extensions/strategies/rsi/strategy.js +++ b/extensions/strategies/rsi/strategy.js @@ -1,6 +1,7 @@ var z = require('zero-fill') , n = require('numbro') , rsi = require('../../../lib/rsi') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'rsi', @@ -69,6 +70,27 @@ module.exports = { cols.push(z(4, n(s.period.rsi).format('0'), ' ')[color]) } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 200), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + rsi_periods: Phenotypes.Range(1, 200), + oversold_rsi: Phenotypes.Range(1, 100), + overbought_rsi: Phenotypes.Range(1, 100), + rsi_recover: Phenotypes.Range(1, 100), + rsi_drop: Phenotypes.Range(0, 100), + rsi_divisor: Phenotypes.Range(1, 10) } } diff --git a/extensions/strategies/sar/strategy.js b/extensions/strategies/sar/strategy.js index ea56741729..a6d952d334 100644 --- a/extensions/strategies/sar/strategy.js +++ b/extensions/strategies/sar/strategy.js @@ -1,5 +1,6 @@ var z = require('zero-fill') , n = require('numbro') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'sar', @@ -90,6 +91,23 @@ module.exports = { cols.push(z(8, n(s.sar).subtract(s.period.close).divide(s.period.close).format('0.00%'), ' ').grey) } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(2, 100), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + sar_af: Phenotypes.RangeFloat(0.01, 1.0), + sar_max_af: Phenotypes.RangeFloat(0.01, 1.0) } } diff --git a/extensions/strategies/speed/strategy.js b/extensions/strategies/speed/strategy.js index ac161ebdad..cea53ab013 100644 --- a/extensions/strategies/speed/strategy.js +++ b/extensions/strategies/speed/strategy.js @@ -1,7 +1,8 @@ var z = require('zero-fill') , n = require('numbro') , ema = require('../../../lib/ema') - + , Phenotypes = require('../../../lib/phenotype') + module.exports = { name: 'speed', description: 'Trade when % change from last two 1m periods is higher than average.', @@ -51,6 +52,23 @@ module.exports = { cols.push(z(8, n(s.period.baseline).format('0.0000'), ' ').grey) } return cols + }, + + speed: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 100), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + baseline_periods: Phenotypes.Range(1, 5000), + trigger_factor: Phenotypes.RangeFloat(0.1, 10) } } diff --git a/extensions/strategies/srsi_macd/strategy.js b/extensions/strategies/srsi_macd/strategy.js index e4e99233b5..802193595d 100644 --- a/extensions/strategies/srsi_macd/strategy.js +++ b/extensions/strategies/srsi_macd/strategy.js @@ -2,6 +2,7 @@ let z = require('zero-fill') , n = require('numbro') , srsi = require('../../../lib/srsi') , ema = require('../../../lib/ema') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'srsi_macd', @@ -75,6 +76,31 @@ module.exports = { cols.push(' ') } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 200), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + rsi_periods: Phenotypes.Range(1, 200), + srsi_periods: Phenotypes.Range(1, 200), + srsi_k: Phenotypes.Range(1, 50), + srsi_d: Phenotypes.Range(1, 50), + oversold_rsi: Phenotypes.Range(1, 100), + overbought_rsi: Phenotypes.Range(1, 100), + ema_short_period: Phenotypes.Range(1, 20), + ema_long_period: Phenotypes.Range(20, 100), + signal_period: Phenotypes.Range(1, 20), + up_trend_threshold: Phenotypes.Range(0, 20), + down_trend_threshold: Phenotypes.Range(0, 20) } } - diff --git a/extensions/strategies/stddev/strategy.js b/extensions/strategies/stddev/strategy.js index 3e137b4173..f6b044fcd0 100644 --- a/extensions/strategies/stddev/strategy.js +++ b/extensions/strategies/stddev/strategy.js @@ -1,7 +1,8 @@ var z = require('zero-fill') -var stats = require('stats-lite') -var math = require('mathjs') -var ema = require('../../../lib/ema') + , stats = require('stats-lite') + , math = require('mathjs') + , ema = require('../../../lib/ema') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'stddev', @@ -32,7 +33,7 @@ module.exports = { if (s.sig1 === 'Down') { s.signal = 'sell' } - else if (s.sig0 === 'Up' && s.sig1 === 'Up') { + else if (s.sig0 === 'Up' && s.sig1 === 'Up') { s.signal = 'buy' } cb() @@ -42,5 +43,23 @@ module.exports = { cols.push(z(s.signal, ' ')[s.signal === false ? 'red' : 'green']) return cols }, + + phenotypes: { + // -- common + // reference in extensions is given in ms have not heard of an exchange that supports 500ms thru api so setting min at 1 second + period_length: Phenotypes.RangePeriod(1, 7200, 's'), + min_periods: Phenotypes.Range(1, 2500), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + trendtrades_1: Phenotypes.Range(2, 20), + trendtrades_2: Phenotypes.Range(4, 100) + } } diff --git a/extensions/strategies/ta_ema/strategy.js b/extensions/strategies/ta_ema/strategy.js index f9bda792d6..876e595c4c 100644 --- a/extensions/strategies/ta_ema/strategy.js +++ b/extensions/strategies/ta_ema/strategy.js @@ -3,6 +3,7 @@ var z = require('zero-fill') , ta_ema = require('../../../lib/ta_ema') , rsi = require('../../../lib/rsi') , stddev = require('../../../lib/stddev') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'ta_ema', @@ -104,6 +105,24 @@ module.exports = { } } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 100), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + trend_ema: Phenotypes.Range(1, 40), + oversold_rsi_periods: Phenotypes.Range(5, 50), + oversold_rsi: Phenotypes.Range(20, 100) } } diff --git a/extensions/strategies/ta_macd/strategy.js b/extensions/strategies/ta_macd/strategy.js index 9bc98520de..f930b1670e 100644 --- a/extensions/strategies/ta_macd/strategy.js +++ b/extensions/strategies/ta_macd/strategy.js @@ -2,6 +2,7 @@ var z = require('zero-fill') , n = require('numbro') , rsi = require('../../../lib/rsi') , ta_macd = require('../../../lib/ta_macd') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'ta_macd', @@ -87,5 +88,28 @@ module.exports = { cols.push(' ') } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 200), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + // have to be minimum 2 because talib will throw an "TA_BAD_PARAM" error + ema_short_period: Phenotypes.Range(2, 20), + ema_long_period: Phenotypes.Range(20, 100), + signal_period: Phenotypes.Range(1, 20), + up_trend_threshold: Phenotypes.Range(0, 50), + down_trend_threshold: Phenotypes.Range(0, 50), + overbought_rsi_periods: Phenotypes.Range(1, 50), + overbought_rsi: Phenotypes.Range(20, 100) } } diff --git a/extensions/strategies/ta_macd_ext/strategy.js b/extensions/strategies/ta_macd_ext/strategy.js index a2971040c7..53cdd570c5 100644 --- a/extensions/strategies/ta_macd_ext/strategy.js +++ b/extensions/strategies/ta_macd_ext/strategy.js @@ -2,6 +2,7 @@ var z = require('zero-fill') , n = require('numbro') , rsi = require('../../../lib/rsi') , ta_macd_ext = require('../../../lib/ta_macd_ext') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'ta_macd_ext', @@ -118,5 +119,31 @@ module.exports = { } return cols }, + + ta_macd_ext: { + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 104), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // have to be minimum 2 because talib will throw an "TA_BAD_PARAM" error + ema_short_period: Phenotypes.Range(2, 20), + ema_long_period: Phenotypes.Range(20, 100), + signal_period: Phenotypes.Range(1, 20), + fast_ma_type: Phenotypes.RangeMaType(), + slow_ma_type: Phenotypes.RangeMaType(), + signal_ma_type: Phenotypes.RangeMaType(), + default_ma_type: Phenotypes.RangeMaType(), + // this.option('default_ma_type', 'set default ma_type for fast, slow and signal. You are able to overwrite single types separately (fast_ma_type, slow_ma_type, signal_ma_type)', String, 'SMA') + up_trend_threshold: Phenotypes.Range(0, 50), + down_trend_threshold: Phenotypes.Range(0, 50), + overbought_rsi_periods: Phenotypes.Range(1, 50), + overbought_rsi: Phenotypes.Range(20, 100) + } } diff --git a/extensions/strategies/ta_ppo/strategy.js b/extensions/strategies/ta_ppo/strategy.js index c2f9c5d67a..e450c2d46f 100644 --- a/extensions/strategies/ta_ppo/strategy.js +++ b/extensions/strategies/ta_ppo/strategy.js @@ -2,6 +2,7 @@ var z = require('zero-fill') , n = require('numbro') , rsi = require('../../../lib/rsi') , ta_ppo = require('../../../lib/ta_ppo') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'ta_ppo', @@ -82,6 +83,26 @@ module.exports = { } return cols + }, + + phenotypes: { + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 104), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // have to be minimum 2 because talib will throw an "TA_BAD_PARAM" error + ema_short_period: Phenotypes.Range(2, 20), + ema_long_period: Phenotypes.Range(20, 100), + signal_period: Phenotypes.Range(1, 20), + ma_type: Phenotypes.RangeMaType(), + overbought_rsi_periods: Phenotypes.Range(1, 50), + overbought_rsi: Phenotypes.Range(20, 100) } } diff --git a/extensions/strategies/ta_trix/strategy.js b/extensions/strategies/ta_trix/strategy.js index 6ab188238f..cf774da56a 100644 --- a/extensions/strategies/ta_trix/strategy.js +++ b/extensions/strategies/ta_trix/strategy.js @@ -2,6 +2,7 @@ var z = require('zero-fill') , n = require('numbro') , rsi = require('../../../lib/rsi') , ta_trix = require('../../../lib/ta_trix') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'ta_trix', @@ -79,6 +80,22 @@ module.exports = { } return cols + }, + + phenotypes: { + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 104), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + timeperiod: Phenotypes.Range(1,60), + overbought_rsi_periods: Phenotypes.Range(1, 50), + overbought_rsi: Phenotypes.Range(20, 100) } } diff --git a/extensions/strategies/ta_ultosc/strategy.js b/extensions/strategies/ta_ultosc/strategy.js index f64edaaf3c..ec6cc7870c 100644 --- a/extensions/strategies/ta_ultosc/strategy.js +++ b/extensions/strategies/ta_ultosc/strategy.js @@ -2,6 +2,7 @@ var z = require('zero-fill') , n = require('numbro') , rsi = require('../../../lib/rsi') , ultosc = require('../../../lib/ta_ultosc') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'ta_ultosc', @@ -128,6 +129,25 @@ module.exports = { } return cols + }, + + phenotypes: { + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 104), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + signal: Phenotypes.ListOption(['simple', 'low', 'trend']), + timeperiod1: Phenotypes.Range(1,50), + timeperiod2: Phenotypes.Range(1,50), + timeperiod3: Phenotypes.Range(1,50), + overbought_rsi_periods: Phenotypes.Range(1, 50), + overbought_rsi: Phenotypes.Range(20, 100) } } diff --git a/extensions/strategies/trend_bollinger/strategy.js b/extensions/strategies/trend_bollinger/strategy.js index ccc65db868..e2432638da 100644 --- a/extensions/strategies/trend_bollinger/strategy.js +++ b/extensions/strategies/trend_bollinger/strategy.js @@ -1,6 +1,7 @@ var z = require('zero-fill') , n = require('numbro') , bollinger = require('../../../lib/bollinger') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'trend_bollinger', @@ -84,6 +85,24 @@ module.exports = { cols.push(' ') } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + bollinger_size: Phenotypes.Range(1, 40), + bollinger_time: Phenotypes.RangeFloat(1,6), + bollinger_upper_bound_pct: Phenotypes.RangeFloat(-1, 30), + bollinger_lower_bound_pct: Phenotypes.RangeFloat(-1, 30) } } diff --git a/extensions/strategies/trend_ema/strategy.js b/extensions/strategies/trend_ema/strategy.js index c7d5b762d8..8565ab0447 100644 --- a/extensions/strategies/trend_ema/strategy.js +++ b/extensions/strategies/trend_ema/strategy.js @@ -1,8 +1,9 @@ -var z = require('zero-fill'), - n = require('numbro'), - ema = require('../../../lib/ema'), - rsi = require('../../../lib/rsi'), - stddev = require('../../../lib/stddev') +var z = require('zero-fill') + , n = require('numbro') + , ema = require('../../../lib/ema') + , rsi = require('../../../lib/rsi') + , stddev = require('../../../lib/stddev') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'trend_ema', @@ -90,6 +91,24 @@ module.exports = { } } return cols - } + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 100), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + trend_ema: Phenotypes.Range(1, 40), + oversold_rsi_periods: Phenotypes.Range(5, 50), + oversold_rsi: Phenotypes.Range(20, 100) + }, } diff --git a/extensions/strategies/trendline/strategy.js b/extensions/strategies/trendline/strategy.js index e79af93158..8a09975aaf 100644 --- a/extensions/strategies/trendline/strategy.js +++ b/extensions/strategies/trendline/strategy.js @@ -1,10 +1,12 @@ -var math = require('mathjs') -var trend = require('trend') -var z = require('zero-fill') -var n = require('numbro') +let math = require('mathjs') + , trend = require('trend') + , z = require('zero-fill') + , n = require('numbro') + , stats = require('stats-lite') + , ema = require('../../../lib/ema') + , Phenotypes = require('../../../lib/phenotype') var oldgrowth = 1 -var stats = require('stats-lite') -var ema = require('../../../lib/ema') + module.exports = { name: 'trendline', description: 'Calculate a trendline and trade when trend is positive vs negative.', @@ -101,4 +103,23 @@ module.exports = { cols.push(z(8, n(s.options.markup_sell_pct).format('0.00000000'), ' ')[s.accel === true ? 'green' : 'red']) return cols }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 400, 'm'), + min_periods: Phenotypes.Range(1, 200), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + lastpoints: Phenotypes.Range(20, 500), + avgpoints: Phenotypes.Range(300, 3000), + lastpoints2: Phenotypes.Range(5, 300), + avgpoints2: Phenotypes.Range(50, 1000), + } } diff --git a/extensions/strategies/trust_distrust/strategy.js b/extensions/strategies/trust_distrust/strategy.js index e12f3c5fff..21eec3845f 100644 --- a/extensions/strategies/trust_distrust/strategy.js +++ b/extensions/strategies/trust_distrust/strategy.js @@ -1,5 +1,6 @@ var z = require('zero-fill') , n = require('numbro') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'trust_distrust', @@ -131,6 +132,27 @@ module.exports = { cols.push(z(8, n(s.period.high).format('0.0000'), ' ')[color]) cols.push(z(8, n(s.trust_distrust_start).format('0.0000'), ' ').grey) return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 100), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + sell_threshold: Phenotypes.Range(1, 100), + sell_threshold_max: Phenotypes.Range0(1, 100), + sell_min: Phenotypes.Range(1, 100), + buy_threshold: Phenotypes.Range(1, 100), + buy_threshold_max: Phenotypes.Range0(1, 100), + greed: Phenotypes.Range(1, 100) } } diff --git a/extensions/strategies/wavetrend/strategy.js b/extensions/strategies/wavetrend/strategy.js index 37848fb8fc..d1d7e7ddfc 100644 --- a/extensions/strategies/wavetrend/strategy.js +++ b/extensions/strategies/wavetrend/strategy.js @@ -2,6 +2,7 @@ var z = require('zero-fill') , n = require('numbro') , wto = require('../../../lib/wto') , ema = require('../../../lib/ema') + , Phenotypes = require('../../../lib/phenotype') module.exports = { name: 'wavetrend', @@ -168,6 +169,28 @@ module.exports = { cols.push(' ') } return cols + }, + + phenotypes: { + // -- common + period_length: Phenotypes.RangePeriod(1, 120, 'm'), + min_periods: Phenotypes.Range(1, 200), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + // -- strategy + wavetrend_channel_length: Phenotypes.Range(1,20), + wavetrend_average_length: Phenotypes.Range(1,42), + wavetrend_overbought_1: Phenotypes.Range(1, 100), + wavetrend_overbought_2: Phenotypes.Range(1,100), + wavetrend_oversold_1: Phenotypes.Range(-100,0), + wavetrend_oversold_2: Phenotypes.Range(-100,0), + wavetrend_trends: Phenotypes.ListOption([true, false]) } } diff --git a/lib/backtester.js b/lib/backtester.js new file mode 100644 index 0000000000..2da9398422 --- /dev/null +++ b/lib/backtester.js @@ -0,0 +1,573 @@ +let _ = require('lodash') + , moment = require('moment') + , argv = require('yargs').argv + , tb = require('timebucket') + , readline = require('readline') + , z = require('zero-fill') + , n = require('numbro') + , shell = require('shelljs') + , StripAnsi = require('strip-ansi') + , path = require('path') + , fs = require('fs') + , roundp = require('round-precision') + , Phenotypes = require('./phenotype') + + +const spawn = require('child_process').spawn + +let simArgs, simTotalCount, parallelLimit, writeFile + +let processOutput = function (output,taskStrategyName, pheno) { + let selector = pheno.selector || pheno.exchangeMarketPair + let tFileName = path.resolve(__dirname, '..', 'simulations','sim_'+taskStrategyName.replace('_','')+'_'+ selector.toLowerCase().replace('_','')+'_'+pheno.backtester_generation+'.json') + let simulationResults + + let params + let endBalance + let buyHold + let vsBuyHold + //let wlMatch + //let errMatch + let wins + let losses + let errorRate + let days + let start + let end + // This can retrieve the results from 2 different places. It defaults to reading it from the json file + // but if no file is found it will fall back to the older metheod of scraping the output of the sim process + // stdio scraping to be removed after full verification of functionality. + // todo: see above comment + if (fs.existsSync(tFileName)) + { + let jsonBuffer + jsonBuffer = fs.readFileSync(tFileName,{encoding:'utf8'}) + simulationResults = JSON.parse(jsonBuffer) + fs.unlinkSync(tFileName) + } + + // If somehow the sim file failed to write, this will most often recover it by parsing the last output + if (typeof(simulationResults) !== 'object' ) { + // Find everything between the first { and last } + outputArray = output.split("{") + outputArray.shift(); + output = outputArray.join('{') + + outputArray = output.split("}") + outputArray.pop(); + output = outputArray.join('}') + + simulationResults = JSON.parse(`{${output}}`) + } + + if (typeof(simulationResults) === 'object') { + params = simulationResults + endBalance = simulationResults.simresults.currency + buyHold = simulationResults.simresults.buy_hold + vsBuyHold = simulationResults.simresults.vs_buy_hold + //wlMatch = (simulationResults.simresults.total_sells - simulationResults.simresults.total_losses) +'/'+ simulationResults.simresults.total_losses + wins = simulationResults.simresults.total_sells - simulationResults.simresults.total_losses + losses = simulationResults.simresults.total_losses + errorRate = simulationResults.simresults.total_losses / simulationResults.simresults.total_sells + days = parseInt(simulationResults.days) + start = parseInt(simulationResults.start) + end = parseInt(simulationResults.end || null) + } + else { + console.log(`Couldn't find simulationResults for ${pheno.backtester_generation}`) + // this should return a general bad result but not throw an error + // our job here is to use the result. not diagnose an error at this point so a failing sim should just be ignored. + // idea here is to make the fitness of this calculation as bad as possible so darwin won't use the combonation of parameters again. + // todo: make the result its own object, and in this function just set the values don't define the result here. + return { + params: 'module.exports = {}', + endBalance: 0, + buyHold: 0, + vsBuyHold: 0, + wins: 0, + losses: -1, + errorRate: 100, + days: 0, + period_length: 0, + min_periods: 0, + markdown_buy_pct: 0, + markup_sell_pct: 0, + order_type: 'maker', + wlRatio: 'Infinity', + roi: -1000, + selector: params.selector, + strategy: params.strategy, + frequency: 0 + } + } + + if (typeof params === 'undefined') { + console.log('busted params') + console.log(`output: ${JSON.stringify(output)}`) + console.log(`simulationResults: ${JSON.stringify(simulationResults)}`) + } + + let roi + if (params.currency_capital == 0.0) + { + roi = roundp(endBalance, 3 ) + } + else + { + roi = roundp(((endBalance - params.currency_capital) / params.currency_capital) * 100, 3 ) + } + + //todo: figure out what this is trying to do. + let r = params + delete r.asset_capital + delete r.buy_pct + delete r.currency_capital + delete r.days + delete r.mode + delete r.order_adjust_time + delete r.population + delete r.population_data + delete r.sell_pct + delete r.start + delete r.end + delete r.stats + delete r.use_strategies + delete r.verbose + delete r.simresults + r.selector = r.selector.normalized + + if (start) { + r.start = moment(start).format('YYYYMMDDHHmm') + } + if (end) { + r.end = moment(end).format('YYYYMMDDHHmm') + } + if (!start && !end && params.days) { + r.days = params.days + } + if (!days) { + days = parseInt(argv.days, 10) + } + if (!days || days < 1) days = 1 + + let results = { + params: 'module.exports = ' + JSON.stringify(r), + endBalance: parseFloat(endBalance), + buyHold: parseFloat(buyHold), + vsBuyHold: parseFloat(vsBuyHold) || vsBuyHold, + wins: wins, + losses: losses, + errorRate: parseFloat(errorRate), + days: days, + period_length: params.period_length, + min_periods: params.min_periods, + markdown_buy_pct: params.markdown_buy_pct, + markup_sell_pct: params.markup_sell_pct, + order_type: params.order_type, + wlRatio: losses > 0 ? roundp(wins / losses, 3) : 'Infinity', + roi: roi, + selector: params.selector, + strategy: params.strategy, + frequency: roundp((wins + losses) / days, 3) + } + + + + return results +} + +let runUpdate = function (days, selector) { + let zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : './zenbot.sh' + let command = `${zenbot_cmd} backfill --days=${days} ${selector}` + console.log('Backfilling (might take some time) ...') + console.log(command) + + shell.exec(command, { + silent: true, + async: false + }) +} + +let ensureDirectoryExistence = function(filePath) { + var dirname = path.dirname(filePath) + if (fs.existsSync(dirname)) { + return true + } + ensureDirectoryExistence(dirname) + fs.mkdirSync(dirname) +} + +let monitor = { + periodDurations: [], + phenotypes: [], + + distanceOfTimeInWords: (timeA, timeB) => { + var hourDiff = timeA.diff(timeB, 'hours') + let minDiff = 0 + if (hourDiff == 0) { + minDiff = timeA.diff(timeB, 'minutes') + var secDiff = timeA.clone().subtract(minDiff, 'minutes').diff(timeB, 'seconds') + return `${minDiff}m ${secDiff}s` + } + else { + minDiff = timeA.clone().subtract(hourDiff, 'hours').diff(timeB, 'minutes') + return `${hourDiff}h ${minDiff}m` + } + }, + + actualRange: function(so) { + // Adapted from sim.js logic to similarly figure out how much time is being processed + if (so.start) { + so.start = moment(so.start, 'YYYYMMDDHHmm') + if (so.days && !so.end) { + so.end = so.start.clone().add(so.days, 'days') + } + } + if (so.end) { + so.end = moment(so.end, 'YYYYMMDDHHmm') + if (so.days && !so.start) { + so.start = so.end.clone().subtract(so.days, 'days') + } + } + if (!so.start && so.days) { + so.start = moment().subtract(so.days, 'days') + } + + if (so.days && !so.end) { + so.end = so.start.clone().add(so.days, 'days') + } + + if (so.start && so.end) { + var actualStart = moment( tb(so.start.valueOf()).resize(so.period_length).subtract(so.min_periods + 2).toMilliseconds() ) + return { + start: actualStart, + end: so.end + } + } + + return { start: so.start, end: so.end } + }, + + reportStatus: function() { + var genCompleted = 0 + // var genTotal = 0 + + var simsDone = 0 + var simsActive = 0 + var simsErrored = 0 + var simsAll = simTotalCount + var simsRemaining = simsAll + // var self = this + // console.log(`simsAll: ${simsAll}, this.phenotypes: ${this.phenotypes.length}`); + + readline.clearLine(process.stdout) + readline.cursorTo(process.stdout, 0) + + var inProgress = [] + var inProgressStr = [] + + var slowestP = null + var slowestEta = null + + var bestP = null + var bestBalance = null + + this.phenotypes.forEach(function(p) { + if ('sim' in p) { + if (Object.keys(p.sim).length === 0) { + simsActive++ + inProgress.push(p) + } + else { + simsDone++ + + if (!p.command || !p.command.result) + simsErrored++ + + if (p.command) { + let balance = p.command.result.endBalance + + if (bestP == null || bestBalance < balance) { + bestP = p + bestBalance = balance + } + else if (bestP && bestBalance == balance && bestP.command.iteration > p.command.iteration) { + // Always pick the earliest one so it doesn't look like the number is jumping all over the place + bestP = p + bestBalance = balance + } + } + } + simsRemaining-- + } + + }) + + var homeStretchMode = simsActive < (parallelLimit-1) && simsRemaining == 0 + + inProgress.forEach(function(p) { + var c = p.command + + var currentTime + if (c.currentTimeString) currentTime = moment(c.currentTimeString, 'YYYY-MM-DD HH:mm:ss') + if (currentTime && currentTime.isBefore(c.queryStart)) c.queryStart = currentTime + // console.log(`${c.iteration} currentTime: ${currentTime}, queryStart: ${c.queryStart}, queryEnd: ${c.queryEnd}, current: ${c.currentTimeString}`); + + // var timeSoFar = moment().diff(c.startTime); + // console.log(`remaining: ${time} - ${timeSoFar} = ${time - timeSoFar}`); + // timeLeft += time - timeSoFar; + if (currentTime && c.queryStart && c.queryEnd) { + var totalTime = c.queryEnd.diff(c.queryStart) + + // 2018-01-25 06:18:00 + var progress = currentTime.diff(c.queryStart) + + // console.log(`totalTime: ${totalTime} vs progress: ${progress}`); + var percentage = Math.min(progress/totalTime, 1) + genCompleted += percentage + + var now = moment() + var timeElapsed = now.diff(c.startTime) + // console.log(`startTime: ${c.startTime}, timeElapsed: ${timeElapsed}, adding: ${timeElapsed / percentage}ms`); + var eta = c.startTime.clone().add(timeElapsed / percentage, 'milliseconds') + + if (slowestP == null || slowestEta.isBefore(eta)) { + slowestP = p + slowestEta = eta + } + + if (homeStretchMode) + inProgressStr.push(`${(c.iteration + ':').gray} ${(percentage*100).toFixed(1)}% ETA: ${monitor.distanceOfTimeInWords(eta, now)}`) + else + inProgressStr.push(`${(c.iteration + ':').gray} ${(percentage*100).toFixed(1)}%`) + } + }) + + + // timeLeft /= simsActive; // how many run at one time + if (inProgressStr.length > 0) { + // process.stdout.write("\u001b[1000D") // Move left + process.stdout.write('\u001b[1A') + readline.clearLine(process.stdout) + readline.cursorTo(process.stdout, 0) + + process.stdout.write(inProgressStr.join(', ')) + process.stdout.write('\n') + } + + + var percentage = ((simsDone + genCompleted)/simsAll * 100).toFixed(1) + // z(8, n(s.period.trend_ema_rate).format('0.0000'), ' ')[color] + process.stdout.write(`Done: ${simsDone.toString().green}, Active: ${simsActive.toString().yellow}, Remaining: ${simsRemaining.toString().gray}, `) + if (simsErrored > 0) + process.stdout.write(`Errored: ${simsErrored.toString().red}, `) + + process.stdout.write(`Completion: ${z(5, (n(percentage).format('0.0') + '%'), ' ').green} `) + + let bestBColor = 'gray' + + if (bestP) { + if (argv.currency_capital) { + let cc = parseFloat(argv.currency_capital) + if (cc < 0.1) + bestBColor = 'green' + else if (cc > bestBalance) + bestBColor = 'red' + else + bestBColor = 'yellow' + } + } + + let bestBalanceString = z(5, n(bestBalance || 0).format('0.0000'), ' ')[bestBColor] + process.stdout.write(`Best Balance(${(bestP ? bestP.command.iteration.toString() : '?')[bestBColor]}): ${bestBalanceString}`) + + if (inProgressStr.length > 0) { + if (!homeStretchMode) + process.stdout.write(`, Slowest(${slowestP.command.iteration.toString().yellow}) ETA: ${monitor.distanceOfTimeInWords(slowestEta, moment()).yellow}`) + } + }, + + reset: function() { + this.phenotypes.length = 0 + }, + + start: function() { + process.stdout.write('\n\n') + this.generationStarted = moment() + + this.reportInterval = setInterval(() => { + this.reportStatus() + }, 1000) + }, + + stop: function(label) { + this.generationEnded = moment() + clearInterval(this.reportInterval) + var timeStr = this.distanceOfTimeInWords(this.generationEnded, this.generationStarted) + console.log(`\n\n${label} completed at ${this.generationEnded.format('YYYY-MM-DD HH:mm:ss')}, took ${timeStr}, results saved to:`) + } +} + +module.exports = { + + init: function(options) { + simArgs = options.simArgs + simTotalCount = options.simTotalCount + parallelLimit = options.parallelLimit + writeFile = options.writeFile + }, + + deLint: function() { + //Clean up any generation files left over in the simulation directory + //they will be overwritten, but best not to confuse the issue. + //if it fails. doesn't matter they will be overwritten anyways. not need to halt the system. + try { + let tDirName = path.resolve(__dirname, '..', 'simulations') + let tFileName = 'sim_' + let files = fs.readdirSync(tDirName) + + for(let i = 0; i < files.length; i++) { + if (files[i].lastIndexOf(tFileName) == 0) { + let filePath = path.resolve(__dirname, '..', 'simulations',files[i] ) + fs.unlinkSync(filePath) + } + + } + } catch (err) { + console.log('error deleting lint from prior run') + } + }, + + writeFileAndFolder: function(filePath, data) { + ensureDirectoryExistence(filePath) + fs.writeFileSync(filePath, data) + }, + + ensureBackfill: function() { + let days = argv.days + if (!days) { + if (argv.start) { + var start = moment(argv.start, 'YYYYMMDDHHmm') + days = Math.max(1, moment().diff(start, 'days')) + } + else { + var end = moment(argv.end, 'YYYYMMDDHHmm') + days = moment().diff(end, 'days') + 1 + } + } + runUpdate(days, argv.selector) + }, + + buildCommand: function(taskStrategyName, phenotype, filename) { + var cmdArgs = Object.assign({}, phenotype) + cmdArgs.strategy = taskStrategyName + Object.assign(cmdArgs, simArgs) + + var selector = cmdArgs.selector + delete cmdArgs.selector + delete cmdArgs.exchangeMarketPair + delete cmdArgs.sim + delete cmdArgs.command + delete cmdArgs.help + delete cmdArgs.version + + if (argv.include_html) + cmdArgs.filename = filename + + if (argv.silent) + cmdArgs.silent = true + + cmdArgs.backtester_generation = phenotype.backtester_generation + + let zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : './zenbot.sh' + let command = `${zenbot_cmd} sim ${selector}` + + for (const [ key, value ] of Object.entries(cmdArgs)) { + if(_.isBoolean(value)){ + command += ` --${value ? '' : 'no-'}${key}` + } else { + command += ` --${key}=${value}` + } + } + + var actualRange = monitor.actualRange({ + start: cmdArgs.start, end: cmdArgs.end, days: cmdArgs.days, + period_length: cmdArgs.period_length, min_periods: (cmdArgs.min_periods || 1) + }) + + return { + commandString: command, + queryStart: actualRange.start, + queryEnd: actualRange.end + } + }, + + runCommand: (taskStrategyName, phenotype, command, cb) => { + // console.log(`[ ${command.iteration}/${populationSize * selectedStrategies.length} ] ${command.commandString}`) + + var self = this + phenotype['sim'] = {} + phenotype['command'] = command + + command.startTime = moment() + var cmdArgs = command.commandString.split(' ') + var cmdName = cmdArgs.shift() + const proc = spawn(cmdName, cmdArgs) + var endData = '' + + proc.on('exit', () => { + let result = null + let stdout = endData.toString() + try { + result = processOutput(stdout,taskStrategyName,phenotype) + + command.endTime = moment() + command.result = result + + writeFile(command.iteration, JSON.stringify(command)) + + phenotype['sim'] = result + result['fitness'] = Phenotypes.fitness(phenotype) + + monitor.reportStatus() + + } catch (err) { + console.log(`Bad output detected on sim ${command.iteration} while running:`) + console.log(command.commandString) + console.log(err.toString()) + console.log(stdout) + console.log(err.stack) + } + + cb(null, result) + }) + proc.stdout.on('data', (data) => { + if (data.length > 500) { + endData = data + // console.log(`${command.iteration}: ${data}`) + } + else { + var str = StripAnsi(data.toString()), lines = str.split(/(\r?\n)/g) + for (var i=0; i monitor.start(), + stopMonitor: (label) => monitor.stop(label), + resetMonitor: () => monitor.reset(), + reportStatus: () => monitor.reportStatus(), + trackPhenotype: function(phenotype) { + monitor.phenotypes.push(phenotype) + } + +} diff --git a/scripts/genetic_backtester/phenotype.js b/lib/phenotype.js similarity index 53% rename from scripts/genetic_backtester/phenotype.js rename to lib/phenotype.js index be9dffc559..156cbc0d3f 100644 --- a/scripts/genetic_backtester/phenotype.js +++ b/lib/phenotype.js @@ -25,32 +25,49 @@ module.exports = { else r[k] = Math.round((Math.random() * (v.max - v.min + 1)/v.factor)*v.factor) } else if (v.type === 'float') { r[k] = (Math.random() * (v.max - v.min)) + v.min - } else if (v.type === 'makertaker') { - r[k] = (Math.random() > 0.5) ? 'maker' : 'taker' - } else if (v.type === 'sigmoidtanhrelu') { - let items = ['sigmoid', 'tanh', 'relu'] - let index = Math.floor(Math.random() * items.length) - r[k] = items[index] } else if (v.type === 'period_length') { var s = Math.floor((Math.random() * (v.max - v.min + 1)) + v.min) r[k] = s + v.period_length - } else if (v.type === 'truefalse') { - r[k] = (Math.random() > 0.5) ? true : false + } else if (v.type === 'listOption') { + let index = Math.floor(Math.random() * v.options.length) + r[k] = v.options[index] } - else if (v.type === 'maType') { - let items = ['SMA', 'EMA', 'WMA', 'DEMA', 'TEMA', 'TRIMA', 'KAMA', 'MAMA', 'T3'] - let index = Math.floor(Math.random() * items.length) - r[k] = items[index] - } else if (v.type === 'uscSignalType') { - let items = ['simple', 'low', 'trend'] - let index = Math.floor(Math.random() * items.length) - r[k] = items[index] - } - + } return r }, + range: function(v, step, stepSize) { + var scale = step / (stepSize - 1) + + if (v.type === 'int') { + return Math.floor((scale * (v.max - v.min)) + v.min) + } + else if (v.type === 'int0') { + if (step == 0) + return 0 + + scale = (step-1) / (stepSize-2) + return Math.floor((scale * (v.max - v.min)) + v.min) + } + else if (v.type === 'intfactor') { + let val = Math.floor((scale * (v.max - v.min)) + v.min) + return Math.floor(val / v.factor) * v.factor + } + else if (v.type === 'float') { + return (scale * (v.max - v.min)) + v.min + } + else if (v.type === 'period_length') { + var s = Math.floor((scale * (v.max - v.min)) + v.min) + return s + v.period_length + } + else if (v.type === 'listOption') { + scale = step / stepSize + let index = Math.floor(scale * v.options.length) + return v.options[index] + } + }, + mutation: function(oldPhenotype, strategy) { var r = module.exports.create(strategy) for (var k in oldPhenotype) { @@ -78,7 +95,7 @@ module.exports = { fitness: function(phenotype) { if (typeof phenotype.sim === 'undefined') return 0 - + var vsBuyHoldRate = (phenotype.sim.vsBuyHold / 50) var wlRatio = phenotype.sim.wins / phenotype.sim.losses if(isNaN(wlRatio)) { // zero trades will result in 0/0 which is NaN @@ -92,5 +109,69 @@ module.exports = { competition: function(phenotypeA, phenotypeB) { // TODO: Refer to geneticalgorithm documentation on how to improve this with diverstiy return module.exports.fitness(phenotypeA) >= module.exports.fitness(phenotypeB) + }, + + Range: function(min, max) { + var r = { + type: 'int', + min: min, + max: max + } + return r + }, + + Range0: function(min, max) { + var r = { + type: 'int0', + min: min, + max: max + } + return r + }, + + RangeFactor: function(min, max, factor) { + var r = { + type: 'intfactor', + min: min, + max: max, + factor: factor + } + return r + }, + + RangeFloat: function(min, max) { + var r = { + type: 'float', + min: min, + max: max + } + return r + }, + + RangePeriod: function(min, max, period_length) { + var r = { + type: 'period_length', + min: min, + max: max, + period_length: period_length + } + return r + }, + + RangeMaType: function() { + var r = { + type: 'listOption', + options: ['SMA', 'EMA', 'WMA', 'DEMA', 'TEMA', 'TRIMA', 'KAMA', 'MAMA', 'T3'] + } + return r + }, + + ListOption: function(options) { + var r ={ + type: 'listOption', + options: options + } + return r } + } diff --git a/scripts/auto_backtester/backtester.js b/scripts/auto_backtester/backtester.js index 8789809958..91a6185a85 100755 --- a/scripts/auto_backtester/backtester.js +++ b/scripts/auto_backtester/backtester.js @@ -1,351 +1,279 @@ #!/usr/bin/env node -/* Zenbot 4.04 Backtester v0.2 - * Ali Anari - * 05/30/2017 +/* Zenbot 4 Auto Backtester v2.0 + * glennfu * * Usage: Pass in the same parameters as you would to "zenbot sim", EXCEPT for: - * EMA Parameters: "trend_ema", "neutral_rate" - * RSI Parameters: "oversold_rsi", "oversold_rsi_periods" + * 2 parameters you want to be backtested * - * Example: ./backtester.js gdax.ETH-USD --days=10 --currency_capital=5 + * Imagine you've just run: + * + * ./scripts/genetic_backtester/darwin.js --days=1 --asset_capital=0 --currency_capital=500 --selector="binance.EOS-BTC" --population=20 --use_strategies=trend_ema + * + * and got the following result: + * + * ./zenbot.sh sim binance.EOS-BTC --avg_slippage_pct=0.045 --buy_stop_pct=40 --markdown_buy_pct=0.37804270974174603 --markup_sell_pct=4.088646046027306 --max_buy_loss_pct=25 --max_sell_loss_pct=25 --max_slippage_pct=5 --min_periods=7 --neutral_rate=auto --order_poll_time=5000 --order_type=maker --oversold_rsi=78 --oversold_rsi_periods=15 --period=73m --period_length=73m --profit_stop_enable_pct=2 --profit_stop_pct=5 --rsi_periods=15 --sell_stop_pct=0 --strategy=trend_ema --trend_ema=4 --start=201802251900 --asset_capital=0 --currency_capital=500 + * + * which performs like: + * end balance: 500.34778000 (0.06%) + * buy hold: 500.98047787 (0.19%) + * vs. buy hold: -0.13% + * 2 trades over 3 days (avg 0.66 trades/day) + * win/loss: 1/0 + * error rate: 0.00% + * + * To use the Auto Backtester, simply remove one or two parameters that are in strategies/trend_ema/strategy.js's phenotype definition. + * Let's remove `order_type` and `oversold_rsi` + * + * ./zenbot.sh sim binance.EOS-BTC --avg_slippage_pct=0.045 --buy_stop_pct=40 --markdown_buy_pct=0.37804270974174603 --markup_sell_pct=4.088646046027306 --max_buy_loss_pct=25 --max_sell_loss_pct=25 --max_slippage_pct=5 --min_periods=7 --neutral_rate=auto --order_poll_time=5000 --oversold_rsi_periods=15 --period=73m --period_length=73m --profit_stop_enable_pct=2 --profit_stop_pct=5 --rsi_periods=15 --sell_stop_pct=0 --strategy=trend_ema --trend_ema=4 --start=201802251900 --asset_capital=0 --currency_capital=500 + * + * Now pass this to backtester.js and add a step_size, like 10, and re-add days=1 from darwin + * + * ./scripts/auto_backtester/backtester.js --step_size=10 --days=1 --selector=binance.EOS-BTC --avg_slippage_pct=0.045 --buy_stop_pct=40 --markdown_buy_pct=0.37804270974174603 --markup_sell_pct=4.088646046027306 --max_buy_loss_pct=25 --max_sell_loss_pct=25 --max_slippage_pct=5 --min_periods=7 --neutral_rate=auto --order_poll_time=5000 --oversold_rsi_periods=15 --period=73m --period_length=73m --profit_stop_enable_pct=2 --profit_stop_pct=5 --rsi_periods=15 --sell_stop_pct=0 --strategy=trend_ema --trend_ema=4 --start=201802251900 --asset_capital=0 --currency_capital=500 + * + * See output: + * + * Auto Backtest of order_type and oversold_rsi completed at 2018-02-27 15:43:28, took 0m 7s, results saved to: + * simulations/auto_backtest_201802271543/results_auto_backtest_201802271543.csv + * + * + * Best Result had order_type=taker and oversold_rsi=73 + * (trend_ema) Result Fitness 0.006083518953845421, VS Buy and Hold: 0.3% BuyAndHold Balance: 500.980477 End Balance: 502.504339, Wins/Losses 1/0, ROI 0.000000. + * ./zenbot.sh sim binance.EOS-BTC --period_length=73m --min_periods=7 --markdown_buy_pct=0.37804270974174603 --markup_sell_pct=4.088646046027306 --order_type=taker --sell_stop_pct=0 --buy_stop_pct=40 --profit_stop_enable_pct=2 --profit_stop_pct=5 --trend_ema=4 --oversold_rsi_periods=15 --oversold_rsi=73 --backtester_generation=16 --strategy=trend_ema --days=1 --avg_slippage_pct=0.045 --max_buy_loss_pct=25 --max_sell_loss_pct=25 --max_slippage_pct=5 --neutral_rate=auto --order_poll_time=5000 --rsi_periods=15 --start=201802251900 --asset_capital=0 --currency_capital=500 + * + * So you can see our vsBuyHold has gone from -0.13% to 0.30%, an improvement! */ -let shell = require('shelljs') -let parallel = require('run-parallel-limit') -let json2csv = require('json2csv') -let roundp = require('round-precision') -let fs = require('fs') -let path = require('path') - -let VERSION = 'Zenbot 4.04 Backtester v0.2' +let Phenotypes = require('../../lib/phenotype') + , Backtester = require('../../lib/backtester') + , argv = require('yargs').argv + , moment = require('moment') + , path = require('path') + , parallel = require('run-parallel-limit') + , colors = require('colors') + , z = require('zero-fill') + , n = require('numbro') + , _ = require('underscore') + , json2csv = require('json2csv') let PARALLEL_LIMIT = (process.env.PARALLEL_LIMIT && +process.env.PARALLEL_LIMIT) || require('os').cpus().length -let TREND_EMA_MIN = 20 -let TREND_EMA_MAX = 20 - -let OVERSOLD_RSI_MIN = 20 -let OVERSOLD_RSI_MAX = 35 - -let OVERSOLD_RSI_PERIODS_MIN = 15 -let OVERSOLD_RSI_PERIODS_MAX = 25 - -let NEUTRAL_RATE_MIN = 10 -let NEUTRAL_RATE_MAX = 10 +simArgs = Object.assign({}, argv) +if (simArgs.period) + simArgs.period_length = simArgs.period +delete simArgs.period +delete simArgs['$0'] // This comes in to argv all by itself +delete simArgs['_'] // This comes in to argv all by itself -let NEUTRAL_RATE_AUTO = false +let debug = simArgs.debug +delete simArgs.debug -let countArr = [] +if (simArgs.maxCores) { + if (simArgs.maxCores < 1) + PARALLEL_LIMIT = 1 + else + PARALLEL_LIMIT = simArgs.maxCores -let range = (start, end, step) => { - if (!step) step = 1 - var r = [] - for (var i=start; i<=end; i+=step) { - r = r.concat(i) - } - return r + delete simArgs.maxCores } -let product = args => { - if(!args.length) - return [[]] - var prod = product(args.slice(1)), r = [] - args[0].forEach(function(x) { - prod.forEach(function(p) { - r.push([x].concat(p)) - }) - }) - return r +let population_data = `auto_backtest_${moment().format('YYYYMMDDHHmm')}` +let iterationCount = 0 + +if (simArgs.help || !simArgs.selector || !simArgs.step_size || simArgs.step_size < 2) { + console.log('--strategy= only one strategy') + console.log('--step_size= number of sims for each parameter, minimum 2') + console.log('--maxCores= maximum processes to execute at a time default is # of cpu cores in system') + console.log('--selector= ') + console.log('--asset_capital= amount coin to start sim with ') + console.log('--currency_capital= amount of capital/base currency to start sim with'), + console.log('--days= amount of days to use when backfilling') + console.log('--sort_results add if you want results.csv sorted by fitness') + process.exit(0) } -let objectProduct = obj => { - var keys = Object.keys(obj), - values = keys.map(function(x) { return obj[x] }) +var timeCount = 0 +if (simArgs.days) timeCount++ +if (simArgs.start) timeCount++ +if (simArgs.end) timeCount++ - return product(values).map(function(p) { - var e = {} - keys.forEach(function(k, n) { e[k] = p[n] }) - return e - }) +if (timeCount < 2) { + console.log('need at least 2 of: days, start, end') + process.exit(1) } -let runCommand = (strategy, exchangeMarketPair,strategyName, cb) => { - countArr.push(1) - let strategyArgs = { - cci_srsi: `--cci_periods=${strategy.rsi_periods} --rsi_periods=${strategy.srsi_periods} --srsi_periods=${strategy.srsi_periods} --srsi_k=${strategy.srsi_k} --srsi_d=${strategy.srsi_d} --oversold_rsi=${strategy.oversold_rsi} --overbought_rsi=${strategy.overbought_rsi} --oversold_cci=${strategy.oversold_cci} --overbought_cci=${strategy.overbought_cci} --constant=${strategy.constant}`, - srsi_macd: `--rsi_periods=${strategy.rsi_periods} --srsi_periods=${strategy.srsi_periods} --srsi_k=${strategy.srsi_k} --srsi_d=${strategy.srsi_d} --oversold_rsi=${strategy.oversold_rsi} --overbought_rsi=${strategy.overbought_rsi} --ema_short_period=${strategy.ema_short_period} --ema_long_period=${strategy.ema_long_period} --signal_period=${strategy.signal_period} --up_trend_threshold=${strategy.up_trend_threshold} --down_trend_threshold=${strategy.down_trend_threshold}`, - macd: `--ema_short_period=${strategy.ema_short_period} --ema_long_period=${strategy.ema_long_period} --signal_period=${strategy.signal_period} --up_trend_threshold=${strategy.up_trend_threshold} --down_trend_threshold=${strategy.down_trend_threshold} --overbought_rsi_periods=${strategy.overbought_rsi_periods} --overbought_rsi=${strategy.overbought_rsi}`, - rsi: `--rsi_periods=${strategy.rsi_periods} --oversold_rsi=${strategy.oversold_rsi} --overbought_rsi=${strategy.overbought_rsi} --rsi_recover=${strategy.rsi_recover} --rsi_drop=${strategy.rsi_drop} --rsi_divisor=${strategy.rsi_divisor}`, - sar: `--sar_af=${strategy.sar_af} --sar_max_af=${strategy.sar_max_af}`, - speed: `--baseline_periods=${strategy.baseline_periods} --trigger_factor=${strategy.trigger_factor}`, - trend_ema: `--trend_ema=${strategy.trend_ema} --oversold_rsi=${strategy.oversold_rsi} --oversold_rsi_periods=${strategy.oversold_rsi_periods} --neutral_rate=${strategy.neutral_rate}` +function runAutoBacktester () { + + let strategyName = simArgs.strategy + let strategyData = require(path.resolve(__dirname, `../../extensions/strategies/${strategyName}/strategy`)) + let strategyPhenotypes = strategyData.phenotypes + if (!strategyPhenotypes) { + console.log(`No phenotypes definition found for strategy ${strategyName}`) + process.exit(1) } - let zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : './zenbot.sh' // Use 'win32' for 64 bit windows too - let localGen = countArr.length - strategy.backtester_generation = localGen - - let command = `${zenbot_cmd} sim ${simArgs} ${strategyArgs[strategyName]} --period_length=${strategy.period_length} --min_periods=${strategy.min_periods} --backtester_generation=${localGen}` - console.log(`[ ${localGen}/${strategies[strategyName].length} ] ${command}`) - - shell.exec(command, {silent:true, async:true}, (code, stdout, stderr) => { - if (code) { - console.error(command) - console.error(stderr) - return cb(null, null) + + var pData = Object.assign({}, strategyPhenotypes) + var unsetKeys = [] + Object.keys(strategyPhenotypes).forEach(function (key) { + if (key in simArgs) { + pData[key] = simArgs[key] + } + else { + unsetKeys.push(key) } - cb(null, processOutput(stdout,localGen,strategyName, exchangeMarketPair)) }) -} -let processOutput = (output,generation,strategyName, exchangeMarketPair) => { - - let tFileName = path.resolve(__dirname, '..','..', 'simulations','sim_'+strategyName.replace('_','')+'_'+exchangeMarketPair.replace(' ','')+'_'+generation+'.json') - let simulationResults - if (fs.existsSync(tFileName)) - { - let jsonBuffer - jsonBuffer = fs.readFileSync(tFileName,{encoding:'utf8'}) - simulationResults = JSON.parse(jsonBuffer) - fs.unlinkSync(tFileName) + if (unsetKeys.length > 2) { + console.log(`You omitted values for keys: ${unsetKeys.join(', ')}. You can have at most 2 unset keys`) + process.exit(1) + } + else if (unsetKeys.length <= 0) { + console.log(`You must omit at least one key in ${strategyName}'s phenotype for backtesting`) + process.exit(1) } - let endBalance = simulationResults.simresults.currency - let buyHold = simulationResults.simresults.buy_hold - let vsBuyHold = simulationResults.simresults.vs_buy_hold - let wins = simulationResults.simresults.total_sells - let losses = simulationResults.simresults.total_losses - let errorRate = simulationResults.simresults.total_losses / simulationResults.simresults.total_sells - let days = parseInt(simulationResults.days) - let roi = roundp( - ((endBalance - simulationResults.currency_capital) / simulationResults.currency_capital) * 100, - 3 - ) - - return { - params: JSON.stringify(simulationResults), - endBalance: parseFloat(endBalance), - buyHold: parseFloat(buyHold), - vsBuyHold: parseFloat(vsBuyHold), - wins: wins, - losses: losses, - errorRate: parseFloat(errorRate), - - // cci_srsi - cciPeriods: simulationResults.cci_periods, - rsiPeriods: simulationResults.rsi_periods, - srsiPeriods: simulationResults.srsi_periods, - srsiK: simulationResults.srsi_k, - srsiD: simulationResults.srsi_d, - oversoldRsi: simulationResults.oversold_rsi, - overboughtRsi: simulationResults.overbought_rsi, - oversoldCci: simulationResults.oversold_cci, - overboughtCci: simulationResults.overbought_cci, - constant: simulationResults.consant, - - // srsi_macd - //rsiPeriods: simulationResults.rsi_periods, - //srsiPeriods: simulationResults.srsi_periods, - //srsiK: simulationResults.srsi_k, - //srsiD: simulationResults.srsi_d, - //oversoldRsi: simulationResults.oversold_rsi, - //overboughtRsi: simulationResults.overbought_rsi, - emaShortPeriod: simulationResults.ema_short_period, - emaLongPeriod: simulationResults.ema_long_period, - signalPeriod: simulationResults.signal_period, - upTrendThreshold: simulationResults.up_trend_threshold, - downTrendThreshold: simulationResults.down_trend_threshold, - - // macd - //emaShortPeriod: simulationResults.ema_short_period, - //emaLongPeriod: simulationResults.ema_long_period, - //signalPeriod: simulationResults.signal_period, - //upTrendThreshold: simulationResults.up_trend_threshold, - //downTrendThreshold: simulationResults.down_trend_threshold, - overboughtRsiPeriods: simulationResults.overbought_rsi_periods, - //overboughtRsi: simulationResults.overbought_rsi, - - // rsi - //rsiPeriods: simulationResults.rsi_periods, - //oversoldRsi: simulationResults.oversold_rsi, - //overboughtRsi: simulationResults.overbought_rsi, - rsiRecover: simulationResults.rsi_recover, - rsiDrop: simulationResults.rsi_drop, - rsiDivsor: simulationResults.rsi_divisor, - - // sar - sarAf: simulationResults.sar_af, - sarMaxAf: simulationResults.sar_max_af, - - // speed - baselinePeriods: simulationResults.baseline_periods, - triggerFactor: simulationResults.trigger_factor, - - // trend_ema - trendEma: simulationResults.trend_ema, - neutralRate: simulationResults.neutral_rate, - oversoldRsiPeriods: simulationResults.oversold_rsi_periods, - //oversoldRsi: simulationResults.oversold_rsi, - - days: days, - period_length: simulationResults.period_length, - min_periods: simulationResults.min_periods, - roi: roi, - wlRatio: losses > 0 ? roundp(wins / losses, 3) : 'Infinity', - frequency: roundp((wins + losses) / days, 3) + console.log(`\n\n=== Running Auto Backtester on ${unsetKeys.join(' and ').blue} ===\n`) + + Backtester.resetMonitor() + Backtester.ensureBackfill() + + let step_size = simArgs.step_size + delete simArgs.step_size + + let phenotypes = [] + + let step_size_1 = step_size + , step_size_2 = step_size + , key1 = unsetKeys[0] + , key2 = unsetKeys[1] + , p1 = strategyPhenotypes[key1] + , p2 = strategyPhenotypes[key2] + + // If you're iterating through a set, do the whole set regardless of step_size + if (p1 && p1.type === 'listOption') + step_size_1 = p1.options.length + if (p2 && p2.type === 'listOption') + step_size_2 = p2.options.length + + // If we have 2 keys, build all combinations of both, otherwise just loop through the 1 key values + if (unsetKeys.length == 2) { + for (let i = 0; i < step_size_1; i++) { + for (let j = 0; j < step_size_2; j++) { + var phenotype = Object.assign({}, pData) + phenotype[key1] = Phenotypes.range(p1, i, step_size_1) + phenotype[key2] = Phenotypes.range(p2, j, step_size_2) + phenotypes.push(phenotype) + } + } + } + else { + for (let i = 0; i < step_size_1; i++) { + var phenotype = Object.assign({}, pData) + phenotype[key1] = Phenotypes.range(p1, i, step_size_1) + phenotypes.push(phenotype) + } } -} -let strategies = { - cci_srsi: objectProduct({ - period_length: ['20m'], - min_periods: [52, 200], - rsi_periods: [14, 20], - srsi_periods: [14, 20], - srsi_k: [3, 9], - srsi_d: [3, 9], - oversold_rsi: [22], - overbought_rsi: [85], - oversold_cci: [-90], - overbought_cci: [140], - constant: [0.015] - }), - srsi_macd: objectProduct({ - period_length: ['30m'], - min_periods: [52, 200], - rsi_periods: [14, 20], - srsi_periods: [14, 20], - srsi_k: [3, 9], - srsi_d: [3, 9], - oversold_rsi: [18], - overbought_rsi: [82], - ema_short_period: [12, 24], - ema_long_period: [26, 200], - signal_period: [9, 14], - up_trend_threshold: [0], - down_trend_threshold: [0] - }), - macd: objectProduct({ - period_length: ['1h'], - min_periods: [52], - ema_short_period: range(10, 15), - ema_long_period: range(20, 30), - signal_period: range(9, 9), - up_trend_threshold: range(0, 0), - down_trend_threshold: range(0, 0), - overbought_rsi_periods: range(15, 25), - overbought_rsi: range(70, 70) - }), - rsi: objectProduct({ - period_length: ['2m'], - min_periods: [52], - rsi_periods: range(10, 30), - oversold_rsi: range(20, 35), - overbought_rsi: range(82, 82), - rsi_recover: range(3, 3), - rsi_drop: range(0, 0), - rsi_divisor: range(2, 2) - }), - sar: objectProduct({ - period_length: ['2m'], - min_periods: [52], - sar_af: range(0.01, 0.055, 0.005), - sar_max_af: range(0.1, 0.55, 0.05) - }), - speed: objectProduct({ - period_length: ['1m'], - min_periods: [52], - baseline_periods: range(1000, 5000, 200), - trigger_factor: range(1.0, 2.0, 0.1) - }), - trend_ema: objectProduct({ - period_length: ['2m'], - min_periods: [52], - trend_ema: range(TREND_EMA_MIN, TREND_EMA_MAX), - neutral_rate: (NEUTRAL_RATE_AUTO ? new Array('auto') : []).concat(range(NEUTRAL_RATE_MIN, NEUTRAL_RATE_MAX).map(r => r / 100)), - oversold_rsi_periods: range(OVERSOLD_RSI_PERIODS_MIN, OVERSOLD_RSI_PERIODS_MAX), - oversold_rsi: range(OVERSOLD_RSI_MIN, OVERSOLD_RSI_MAX) + if (debug) + console.log(`Running options:`) + + // Remove duplicates in case something is screwy in combination with step_size higher than the number of options. + // No sense in re-running the same thing multiple times + phenotypes = _.uniq(phenotypes, function(p, key, a) { + if (debug) + console.log(`${key1}: ${p[key1]}, ${key2}: ${p[key2]}`) // print all combinations of options + return JSON.stringify(p); + }); + + Backtester.init({ + simArgs: simArgs, + simTotalCount: phenotypes.length, + parallelLimit: PARALLEL_LIMIT, + writeFile: writeSimDataFile }) -} -let args = process.argv -let exchangeMarketPair = args[2].toLowerCase() -args.shift() -args.shift() -let simArgs = args.join(' ') -let strategyName = 'trend_ema' -if (args.indexOf('--strategy') !== -1) { - strategyName = args[args.indexOf('--strategy') + 1] -} + let tasks = phenotypes.map(phenotype => { -let tasks = strategies[strategyName].map(strategy => { - return cb => { - runCommand(strategy,exchangeMarketPair,strategyName.toLowerCase(), cb) - } -}) - -console.log(`\n--==${VERSION}==--`) -console.log(new Date().toUTCString()) -console.log(`\nBacktesting [${strategies[strategyName].length}] iterations for strategy ${strategyName}...\n`) - -//Clean up any generation files left over in the simulation directory -//they will be overwritten, but best not to confuse the issue. -//if it fails. doesn't matter they will be overwritten anyways. not need to halt the system. -try -{ - let tDirName = path.resolve(__dirname, '..','..', 'simulations') - let tFileName = 'sim_' - let files = fs.readdirSync(tDirName) - - for(let i = 0; i < files.length; i++) - { - if (files[i].lastIndexOf(tFileName) == 0) - { - let filePath = path.resolve(__dirname, '..','..', 'simulations',files[i] ) - fs.unlinkSync(filePath) - } + return cb => { + phenotype.backtester_generation = iterationCount + phenotype.selector = argv.selector + Backtester.trackPhenotype(phenotype) - } -} catch (err) -{ - console.log('error deleting lint from prior run') -} + var command = Backtester.buildCommand(strategyName, phenotype, `simulations/${population_data}/sim_${iterationCount}_result.html`) + command.iteration = iterationCount + writeSimDataFile(iterationCount, JSON.stringify(command)) -parallel(tasks, PARALLEL_LIMIT, (err, results) => { - console.log('\nBacktesting complete, saving results...') - results = results.filter(function (r) { - return !!r - }) - results.sort((a,b) => (a.roi < b.roi) ? 1 : ((b.roi < a.roi) ? -1 : 0)) - let fileName = `backtesting_${Math.round(+new Date()/1000)}.csv` - let filedsGeneral = ['roi', 'vsBuyHold', 'errorRate', 'wlRatio', 'frequency', 'endBalance', 'buyHold', 'wins', 'losses', 'period', 'min_periods', 'days'] - let filedNamesGeneral = ['ROI (%)', 'VS Buy Hold (%)', 'Error Rate (%)', 'Win/Loss Ratio', '# Trades/Day', 'Ending Balance ($)', 'Buy Hold ($)', '# Wins', '# Losses', 'Period', 'Min Periods', '# Days'] - let fields = { - cci_srsi: filedsGeneral.concat(['cciPeriods', 'rsiPeriods', 'srsiPeriods', 'srsiK', 'srsiD', 'oversoldRsi', 'overboughtRsi', 'oversoldCci', 'overboughtCci', 'Constant', 'params']), - srsi_macd: filedsGeneral.concat(['rsiPeriods', 'srsiPeriods', 'srsiK', 'srsiD', 'oversoldRsi', 'overboughtRsi', 'emaShortPeriod', 'emaLongPeriod', 'signalPeriod', 'upTrendThreshold', 'downTrendThreshold', 'params']), - macd: filedsGeneral.concat([ 'emaShortPeriod', 'emaLongPeriod', 'signalPeriod', 'upTrendThreshold', 'downTrendThreshold', 'overboughtRsiPeriods', 'overboughtRsi', 'params']), - rsi: filedsGeneral.concat(['rsiPeriods', 'oversoldRsi', 'overboughtRsi', 'rsiRecover', 'rsiDrop', 'rsiDivsor', 'params']), - sar: filedsGeneral.concat(['sarAf', 'sarMaxAf', 'params']), - speed: filedsGeneral.concat(['baselinePeriods', 'triggerFactor', 'params']), - trend_ema: filedsGeneral.concat(['trendEma', 'neutralRate', 'oversoldRsiPeriods', 'oversoldRsi', 'params']) - } - let fieldNames = { - cci_srsi: filedNamesGeneral.concat(['CCI Periods', 'RSI Periods', 'SRSI Periods', 'SRSI K', 'SRSI D', 'Oversold RSI', 'Overbought RSI', 'Oversold CCI', 'Overbought CCI', 'Constant', 'Full Parameters']), - srsi_macd: filedNamesGeneral.concat(['RSI Periods', 'SRSI Periods', 'SRSI K', 'SRSI D', 'Oversold RSI', 'Overbought RSI', 'EMA Short Period', 'EMA Long Period', 'Signal Period', 'Up Trend Threshold', 'Down Trend Threshold', 'Full Parameters']), - macd: filedNamesGeneral.concat(['EMA Short Period', 'EMA Long Period', 'Signal Period', 'Up Trend Threshold', 'Down Trend Threshold', 'Overbought Rsi Periods', 'Overbought Rsi', 'Full Parameters']), - rsi: filedNamesGeneral.concat(['RSI Periods', 'Oversold RSI', 'Overbought RSI', 'RSI Recover', 'RSI Drop', 'RSI Divisor', 'Full Parameters']), - sar: filedNamesGeneral.concat(['SAR AF', 'SAR MAX AF', 'Full Parameters']), - speed: filedNamesGeneral.concat(['Baseline Periods', 'Trigger Factor', 'Full Parameters']), - trend_ema: filedNamesGeneral.concat(['Trend EMA', 'Neutral Rate', 'Oversold RSI Periods', 'Oversold RSI', 'Full Parameters']) - } - let csv = json2csv({ - data: results, - fields: fields[strategyName], - fieldNames: fieldNames[strategyName] + iterationCount++ + Backtester.runCommand(strategyName, phenotype, command, cb) + } }) - fs.writeFile(fileName, csv, err => { - if (err) throw err - console.log(`\nResults successfully saved to ${fileName}!\n`) + Backtester.startMonitor() + + parallel(tasks, PARALLEL_LIMIT, (err, results) => { + Backtester.stopMonitor(`Auto Backtest of ${unsetKeys.join(' and ').blue}`) + + results = results.filter(function(r) { + return !!r + }) + + if (argv.sort_results) + results.sort((a, b) => (Number(a.fitness) < Number(b.fitness)) ? 1 : ((Number(b.fitness) < Number(a.fitness)) ? -1 : 0)) + + // console.log(`results(${results.length}): ${JSON.stringify(results)}`) + + results.forEach(function(result) { + let it = result.params.match(/backtester_generation\":(\d+),/) + let phenotype = phenotypes[parseInt(it[1], 10)] + result.commandString = phenotype.command.commandString + + unsetKeys.forEach(function(key) { + result[key] = phenotype[key] + }) + // console.log(`it: ${JSON.stringify(it)}`) + }) + + let fieldsGeneral = unsetKeys.slice(0) + let fieldNamesGeneral = unsetKeys.slice(0) + + fieldsGeneral = fieldsGeneral.concat(['selector', 'fitness', 'vsBuyHold', 'wlRatio', 'frequency', 'strategy', 'order_type', 'endBalance', 'buyHold', 'wins', 'losses', 'period_length', 'min_periods', 'days', 'commandString']) + fieldNamesGeneral = fieldNamesGeneral.concat(['Selector', 'Fitness', 'VS Buy Hold (%)', 'Win/Loss Ratio', '# Trades/Day', 'Strategy', 'Order Type', 'Ending Balance ($)', 'Buy Hold ($)', '# Wins', '# Losses', 'Period', 'Min Periods', '# Days', 'Command']) + + let dataCSV = json2csv({ + data: results, + fields: fieldsGeneral, + fieldNames: fieldNamesGeneral + }) + let csvFileName = `simulations/${population_data}/results_${population_data}.csv` // MS Word whines about opening multiple files of the same name + console.log(csvFileName) + Backtester.writeFileAndFolder(csvFileName, dataCSV) + + + // If we didn't sort them before, definitely sort them now to get the best one + if (!argv.sort_results) + results.sort((a, b) => (Number(a.fitness) < Number(b.fitness)) ? 1 : ((Number(b.fitness) < Number(a.fitness)) ? -1 : 0)) + let best = results[0] + + // Display best of the generation + let best_string = [] + unsetKeys.forEach(function(key) { + best_string.push(`${key}=${best[key]}`) + }) + console.log(`\n\nBest Result had ${best_string.join(' and ').green}`) + + console.log(`(${best.strategy}) Result Fitness ${best.fitness}, VS Buy and Hold: ${z(5, (n(best.vsBuyHold).format('0.0') + '%'), ' ').yellow} BuyAndHold Balance: ${z(5, (n(best.buyHold).format('0.000000')), ' ').yellow} End Balance: ${z(5, (n(best.endBalance).format('0.000000')), ' ').yellow}, Wins/Losses ${best.wins}/${best.losses}, ROI ${z(5, (n(results.roi).format('0.000000') ), ' ').yellow}.`) + console.log(best.commandString + '\n') }) -}) + +} + +let writeSimDataFile = (iteration, data) => { + let jsonFileName = `simulations/${population_data}/sim_${iteration}.json` + Backtester.writeFileAndFolder(jsonFileName, data) +} + + +Backtester.deLint() +runAutoBacktester() + + diff --git a/scripts/genetic_backtester/darwin.js b/scripts/genetic_backtester/darwin.js index 11b29ea614..b41c066e34 100755 --- a/scripts/genetic_backtester/darwin.js +++ b/scripts/genetic_backtester/darwin.js @@ -5,42 +5,37 @@ * 07/01/2017 * * Example: ./darwin.js --selector="bitfinex.ETH-USD" --days="10" --currency_capital="5000" --use_strategies="all | macd,trend_ema,etc" --population="101" --population_data="simulations/generation_data_NUMBERS" - * Params: + * Params: * --use_strategies=,, Min one strategy, can include more than one * --population_data= filename used for continueing backtesting from previous run * --generateLaunch=| will generate .sh and .bat file using the best generation discovered - * --ignoreLaunchFitness=| if used with --generateLaunch it will always write a new launch file regardless if latest fitness is greater - * --floatScanWindow Time widow used for analyzing data be adjusted every generation - * --population= populate per strategy + * --ignoreLaunchFitness=| if used with --generateLaunch it will always write a new launch file regardless if latest fitness is greater + * --floatScanWindow Time widow used for analyzing data be adjusted every generation + * --population= populate per strategy * --maxCores= maximum processes to execute at a time default is # of cpu cores in system - * --selector= - * --asset_capital= amount coin to start sim with + * --selector= + * --asset_capital= amount coin to start sim with * --currency_capital= amount of capital/base currency to start sim with * --days= amount of days to use when backfilling * --noStatSave=| true:no statistics are saved to the simulation folder * --silent=| true:can improve performance - * - * - * any parameters for sim and or strategy can be passed in and will override the genetic test generated parameter + * + * + * any parameters for sim and or strategy can be passed in and will override the genetic test generated parameter * i.e. if --period_length=1m is passed all test will be performed using --period_length=1m instead of trying to find that parameter * */ -let shell = require('shelljs') let parallel = require('run-parallel-limit') let json2csv = require('json2csv') -let roundp = require('round-precision') let fs = require('fs') let GeneticAlgorithmCtor = require('geneticalgorithm') -let StripAnsi = require('strip-ansi') let moment = require('moment') -let tb = require('timebucket') let path = require('path') // eslint-disable-next-line no-unused-vars let colors = require('colors') -let readline = require('readline') -const spawn = require('child_process').spawn -let Phenotypes = require('./phenotype.js') +let Phenotypes = require('../../lib/phenotype') +let Backtester = require('../../lib/backtester') let argv = require('yargs').argv let z = require('zero-fill') let n = require('numbro') @@ -70,276 +65,7 @@ let floatScanWindow = false let ignoreLaunchFitness = false -let darwinMonitor = { - periodDurations: [], - phenotypes: [], - - actualRange: function(so) { - // Adapted from sim.js logic to similarly figure out how much time is being processed - if (so.start) { - so.start = moment(so.start, 'YYYYMMDDHHmm') - if (so.days && !so.end) { - so.end = so.start.clone().add(so.days, 'days') - } - } - if (so.end) { - so.end = moment(so.end, 'YYYYMMDDHHmm') - if (so.days && !so.start) { - so.start = so.end.clone().subtract(so.days, 'days') - } - } - if (!so.start && so.days) { - so.start = moment().subtract(so.days, 'days') - } - - if (so.days && !so.end) { - so.end = so.start.clone().add(so.days, 'days') - } - - if (so.start && so.end) { - var actualStart = moment( tb(so.start.valueOf()).resize(so.period_length).subtract(so.min_periods + 2).toMilliseconds() ) - return { - start: actualStart, - end: so.end - } - } - - return { start: so.start, end: so.end } - }, - - reset: function() { - this.phenotypes.length = 0 - }, - - reportStatus: function() { - var genCompleted = 0 - // var genTotal = 0 - - var simsDone = 0 - var simsActive = 0 - var simsErrored = 0 - var simsAll = populationSize * selectedStrategies.length - var simsRemaining = simsAll - // var self = this - // console.log(`populationSize: ${populationSize}, this.phenotypes: ${this.phenotypes.length}`); - - readline.clearLine(process.stdout) - readline.cursorTo(process.stdout, 0) - - var inProgress = [] - var inProgressStr = [] - - var slowestP = null - var slowestEta = null - - var bestP = null - var bestBalance = null - - this.phenotypes.forEach(function(p) { - if ('sim' in p) { - if (Object.keys(p.sim).length === 0) { - simsActive++ - inProgress.push(p) - } - else { - simsDone++ - - if (!p.command || !p.command.result) - simsErrored++ - - if (p.command) { - let balance = p.command.result.endBalance - - if (bestP == null || bestBalance < balance) { - bestP = p - bestBalance = balance - } - else if (bestP && bestBalance == balance && bestP.command.iteration > p.command.iteration) { - // Always pick the earliest one so it doesn't look like the number is jumping all over the place - bestP = p - bestBalance = balance - } - } - } - simsRemaining-- - } - - }) - - var homeStretchMode = simsActive < (PARALLEL_LIMIT-1) && simsRemaining == 0 - - inProgress.forEach(function(p) { - var c = p.command - - var currentTime - if (c.currentTimeString) currentTime = moment(c.currentTimeString, 'YYYY-MM-DD HH:mm:ss') - if (currentTime && currentTime.isBefore(c.queryStart)) c.queryStart = currentTime - // console.log(`${c.iteration} currentTime: ${currentTime}, queryStart: ${c.queryStart}, queryEnd: ${c.queryEnd}, current: ${c.currentTimeString}`); - - // var timeSoFar = moment().diff(c.startTime); - // console.log(`remaining: ${time} - ${timeSoFar} = ${time - timeSoFar}`); - // timeLeft += time - timeSoFar; - if (currentTime && c.queryStart && c.queryEnd) { - var totalTime = c.queryEnd.diff(c.queryStart) - - // 2018-01-25 06:18:00 - var progress = currentTime.diff(c.queryStart) - - // console.log(`totalTime: ${totalTime} vs progress: ${progress}`); - var percentage = progress/totalTime - genCompleted += percentage - - var now = moment() - var timeElapsed = now.diff(c.startTime) - // console.log(`startTime: ${c.startTime}, timeElapsed: ${timeElapsed}, adding: ${timeElapsed / percentage}ms`); - var eta = c.startTime.clone().add(timeElapsed / percentage, 'milliseconds') - - if (slowestP == null || slowestEta.isBefore(eta)) { - slowestP = p - slowestEta = eta - } - - if (homeStretchMode) - inProgressStr.push(`${(c.iteration + ':').gray} ${(percentage*100).toFixed(1)}% ETA: ${distanceOfTimeInWords(eta, now)}`) - else - inProgressStr.push(`${(c.iteration + ':').gray} ${(percentage*100).toFixed(1)}%`) - } - }) - - - // timeLeft /= simsActive; // how many run at one time - if (inProgressStr.length > 0) { - // process.stdout.write("\u001b[1000D") // Move left - process.stdout.write('\u001b[1A') - readline.clearLine(process.stdout) - readline.cursorTo(process.stdout, 0) - - process.stdout.write(inProgressStr.join(', ')) - process.stdout.write('\n') - } - - - var percentage = ((simsDone + genCompleted)/simsAll * 100).toFixed(1) - // z(8, n(s.period.trend_ema_rate).format('0.0000'), ' ')[color] - process.stdout.write(`Done: ${simsDone.toString().green}, Active: ${simsActive.toString().yellow}, Remaining: ${simsRemaining.toString().gray}, `) - if (simsErrored > 0) - process.stdout.write(`Errored: ${simsErrored.toString().red}, `) - - process.stdout.write(`Completion: ${z(5, (n(percentage).format('0.0') + '%'), ' ').green} `) - let bestBColor = 'gray' - - if (bestP) { - if (argv.currency_capital) { - let cc = parseFloat(argv.currency_capital) - if (cc < 0.1) - bestBColor = 'green' - else if (cc > bestBalance) - bestBColor = 'red' - else - bestBColor = 'yellow' - } - } - - let bestBalanceString = z(5, n(bestBalance || 0).format('0.0000'), ' ')[bestBColor] - process.stdout.write(`Best Balance(${(bestP ? bestP.command.iteration.toString() : '?')[bestBColor]}): ${bestBalanceString}`) - - if (inProgressStr.length > 0) { - if (!homeStretchMode) - process.stdout.write(`, Slowest(${slowestP.command.iteration.toString().yellow}) ETA: ${distanceOfTimeInWords(slowestEta, moment()).yellow}`) - - } - }, - - startMonitor: function() { - process.stdout.write('\n\n') - this.generationStarted = moment() - - this.reportInterval = setInterval(() => { - this.reportStatus() - }, 1000) - }, - - stopMonitor: function() { - this.generationEnded = moment() - clearInterval(this.reportInterval) - var timeStr = distanceOfTimeInWords(this.generationEnded, this.generationStarted) - console.log(`\n\nGeneration ${generationCount} completed at ${this.generationEnded.format('YYYY-MM-DD HH:mm:ss')}, took ${timeStr}, results saved to:`) - } -} - -let distanceOfTimeInWords = (timeA, timeB) => { - var hourDiff = timeA.diff(timeB, 'hours') - let minDiff = 0 - if (hourDiff == 0) { - minDiff = timeA.diff(timeB, 'minutes') - var secDiff = timeA.clone().subtract(minDiff, 'minutes').diff(timeB, 'seconds') - return `${minDiff}m ${secDiff}s` - } - else { - minDiff = timeA.clone().subtract(hourDiff, 'hours').diff(timeB, 'minutes') - return `${hourDiff}h ${minDiff}m` - } -} - -let ensureDirectoryExistence = (filePath) => { - var dirname = path.dirname(filePath) - if (fs.existsSync(dirname)) { - return true - } - ensureDirectoryExistence(dirname) - fs.mkdirSync(dirname) -} - -let writeFileAndFolder = (filePath, data) => { - ensureDirectoryExistence(filePath) - fs.writeFile(filePath, data, err => { - if (err) throw err - }) -} - -let buildCommand = (taskStrategyName, phenotype) => { - var iteration = iterationCount - - var cmdArgs = Object.assign({}, phenotype) - cmdArgs.strategy = taskStrategyName - Object.assign(cmdArgs, simArgs) - - var selector = cmdArgs.selector - delete cmdArgs.selector - delete cmdArgs.exchangeMarketPair - delete cmdArgs.sim - delete cmdArgs.command - - if (argv.include_html) - cmdArgs.filename = `simulations/${population_data}/gen_${generationCount}/sim_${iteration}_result.html` - - if (argv.silent) - cmdArgs.silent = true - - let zenbot_cmd = process.platform === 'win32' ? 'zenbot.bat' : './zenbot.sh' - let command = `${zenbot_cmd} sim ${selector}` - - for (const [ key, value ] of Object.entries(cmdArgs)) { - if(_.isBoolean(value)){ - command += ` --${value ? '' : 'no-'}${key}` - } else { - command += ` --${key}=${value}` - } - } - - var actualRange = darwinMonitor.actualRange({ - start: cmdArgs.start, end: cmdArgs.end, days: cmdArgs.days, - period_length: cmdArgs.period_length, min_periods: (cmdArgs.min_periods || 1) - }) - - return { - iteration: iteration, - commandString: command, - queryStart: actualRange.start, - queryEnd: actualRange.end - } -} let readSimDataFile = (iteration) => { let jsonFileName = `simulations/${population_data}/gen_${generationCount}/sim_${iteration}.json` @@ -355,760 +81,15 @@ let readSimDataFile = (iteration) => { let writeSimDataFile = (iteration, data) => { let jsonFileName = `simulations/${population_data}/gen_${generationCount}/sim_${iteration}.json` - if (!noStatSave) - writeFileAndFolder(jsonFileName, data) + Backtester.writeFileAndFolder(jsonFileName, data) } -let runCommand = (taskStrategyName, phenotype, command, cb) => { - // console.log(`[ ${command.iteration}/${populationSize * selectedStrategies.length} ] ${command.commandString}`) - - phenotype['sim'] = {} - phenotype['command'] = command - - command.startTime = moment() - var cmdArgs = command.commandString.split(' ') - var cmdName = cmdArgs.shift() - const proc = spawn(cmdName, cmdArgs) - var endData = '' - - proc.on('exit', () => { - let result = null - let stdout = endData.toString() - try { - result = processOutput(stdout,taskStrategyName,phenotype) - if (!result) { - throw 'Error during execution' - } - command.endTime = moment() - command.result = result - - writeSimDataFile(command.iteration, JSON.stringify(command)) - - phenotype['sim'] = result - result['fitness'] = Phenotypes.fitness(phenotype) - - darwinMonitor.reportStatus() - - } catch (err) { - console.log('Bad output detected', err.toString()) - console.log(stdout) - console.log(err.stack) - } - - cb(null, result) - }) - proc.stdout.on('data', (data) => { - if (data.length > 500) { - endData = data - } - else { - var str = StripAnsi(data.toString()), lines = str.split(/(\r?\n)/g) - for (var i=0; i 2) + if (lines.length > 2) if (lines[1].includes('fitness=')) { let th = lines[1].split('=') @@ -1191,7 +172,7 @@ function saveLaunchFiles(saveLauchFile, configuration ){ { let lFileCont = fs.readFileSync(lFinenamewin32,{encoding:'utf8',flag:'r'}) let lines = lFileCont.split('\n') - if (lines.length > 1) + if (lines.length > 1) if (lines[1].includes('fitness=')) { let th = lines[1].split('=') @@ -1201,12 +182,12 @@ function saveLaunchFiles(saveLauchFile, configuration ){ //write Nix Version let lNixContents = '#!/bin/bash\n'.concat('#fitness=',configuration.fitness,'\n', - 'env node zenbot.js trade ', + 'env node zenbot.js trade ', bestOverallCommand,' $@\n') let lWin32Contents = '@echo off\n'.concat('rem fitness=',configuration.fitness,'\n', - 'node zenbot.js trade ', + 'node zenbot.js trade ', bestOverallCommand,' %*\n') - + if ( ((Number(configuration.fitness) > Number(lastFitnessLevel)) || (ignoreLaunchFitness)) && Number(configuration.fitness) > 0.0 ) { fs.writeFileSync(lFilenameNix, lNixContents) @@ -1229,32 +210,18 @@ function simulateGeneration (generateLaunchFile) { generationCount = cycleCount } + iterationCount = 0 generationProcessing = true console.log(`\n\n=== Simulating generation ${++generationCount} ===\n`) - darwinMonitor.reset() - - let days = argv.days - if (!days) { - if (argv.start) { - var start = moment(argv.start, 'YYYYMMDDHHmm') - days = Math.max(1, moment().diff(start, 'days')) - } - else { - var end = moment(argv.end, 'YYYYMMDDHHmm') - days = moment().diff(end, 'days') + 1 - } - } - iterationCount = 1 - if (iterationCount == 1) - runUpdate(days, argv.selector) + Backtester.resetMonitor() + Backtester.ensureBackfill() let tasks = selectedStrategies.map(v => pools[v]['pool'].population().map(phenotype => { - return cb => { phenotype.backtester_generation = iterationCount phenotype.exchangeMarketPair = argv.selector - darwinMonitor.phenotypes.push(phenotype) + Backtester.trackPhenotype(phenotype) var command let simData = readSimDataFile(iterationCount) @@ -1277,19 +244,20 @@ function simulateGeneration (generateLaunchFile) { if (!command) { // Default flow, build the command to run, and cache it so there's no need to duplicate work when resuming - command = buildCommand(v, phenotype) + command = Backtester.buildCommand(v, phenotype, `simulations/${population_data}/gen_${generationCount}/sim_${iterationCount}_result.html`) + command.iteration = iterationCount writeSimDataFile(iterationCount, JSON.stringify(command)) } iterationCount++ - runCommand(v, phenotype, command, cb) + Backtester.runCommand(v, phenotype, command, cb) } })).reduce((a, b) => a.concat(b)) - darwinMonitor.startMonitor() + Backtester.startMonitor() parallel(tasks, PARALLEL_LIMIT, (err, results) => { - darwinMonitor.stopMonitor() + Backtester.stopMonitor(`Generation ${generationCount}`) results = results.filter(function(r) { return !!r @@ -1346,11 +314,11 @@ function simulateGeneration (generateLaunchFile) { // if (selectedStrategies.length > 1){ // } - + let bestOverallCommand = generateCommandParams(bestOverallResult[0]) bestOverallCommand = prefix + bestOverallCommand bestOverallCommand = bestOverallCommand + ' --asset_capital=' + argv.asset_capital + ' --currency_capital=' + argv.currency_capital - + saveLaunchFiles(generateLaunchFile, bestOverallResult[0]) @@ -1384,7 +352,7 @@ if (!simArgs.selector) if (!simArgs.filename) simArgs.filename = 'none' -if (simArgs.help || !(simArgs.use_strategies)) +if (simArgs.help || !(simArgs.use_strategies)) { console.log('--use_strategies=,, Min one strategy, can include more than one') console.log('--population_data= filename used for continueing backtesting from previous run') @@ -1406,11 +374,9 @@ delete simArgs.population delete simArgs['$0'] // This comes in to argv all by itself delete simArgs['_'] // This comes in to argv all by itself -if (simArgs.maxCores) -{ +if (simArgs.maxCores) { if (simArgs.maxCores < 1) PARALLEL_LIMIT = 1 - else - PARALLEL_LIMIT = simArgs.maxCores + else PARALLEL_LIMIT = simArgs.maxCores } let generateLaunchFile = (simArgs.generateLaunch) ? true : false @@ -1429,58 +395,50 @@ console.log(`Creating population of ${populationSize} ...\n`) selectedStrategies = (strategyName === 'all') ? allStrategyNames() : strategyName.split(',') -//Clean up any generation files left over in the simulation directory -//they will be overwritten, but best not to confuse the issue. -//if it fails. doesn't matter they will be overwritten anyways. not need to halt the system. -try -{ - let tDirName = path.resolve(__dirname, '..','..', 'simulations') - let tFileName = 'sim_' - let files = fs.readdirSync(tDirName) - - for(let i = 0; i < files.length; i++) - { - if (files[i].lastIndexOf(tFileName) == 0) - { - let filePath = path.resolve(__dirname, '..','..', 'simulations',files[i] ) - fs.unlinkSync(filePath) - } +Backtester.deLint() - } -} catch (err) -{ - console.log('error deleting lint from prior run') -} - -for (var i = 0; i < selectedStrategies.length; i++) -{ +for (var i = 0; i < selectedStrategies.length; i++) { let v = selectedStrategies[i] let strategyPool = pools[v] = {} + let strategyData = require(path.resolve(__dirname, `../../extensions/strategies/${v}/strategy`)) + let strategyPhenotypes = strategyData.phenotypes + if (strategyPhenotypes) { + let evolve = true + let population = [] + for (var i2 = population.length; i2 < populationSize; ++i2) { + population.push(Phenotypes.create(strategyPhenotypes)) + evolve = false + } - let evolve = true - let population = [] - for (var i2 = population.length; i2 < populationSize; ++i2) { - population.push(Phenotypes.create(strategies[v])) - evolve = false - } + strategyPool['config'] = { + mutationFunction: function(phenotype) { + return Phenotypes.mutation(phenotype, strategyPhenotypes) + }, + crossoverFunction: function(phenotypeA, phenotypeB) { + return Phenotypes.crossover(phenotypeA, phenotypeB, strategyPhenotypes) + }, + fitnessFunction: Phenotypes.fitness, + doesABeatBFunction: Phenotypes.competition, + population: population, + populationSize: populationSize + } - strategyPool['config'] = { - mutationFunction: function(phenotype) { - return Phenotypes.mutation(phenotype, strategies[v]) - }, - crossoverFunction: function(phenotypeA, phenotypeB) { - return Phenotypes.crossover(phenotypeA, phenotypeB, strategies[v]) - }, - fitnessFunction: Phenotypes.fitness, - doesABeatBFunction: Phenotypes.competition, - population: population, - populationSize: populationSize + strategyPool['pool'] = GeneticAlgorithmCtor(strategyPool.config) + if (evolve) { + strategyPool['pool'].evolve() + } } - - strategyPool['pool'] = GeneticAlgorithmCtor(strategyPool.config) - if (evolve) { - strategyPool['pool'].evolve() + else { + if (strategyName === 'all') { + // skip it, probably just something like forex_analytics + selectedStrategies.splice(i, 1) + i-- + } + else { + console.log(`No phenotypes definition found for strategy ${v}`) + process.exit(1) + } } } @@ -1523,6 +481,12 @@ process.on('uncaughtException', exitHandler.bind(null, {exit:true})) // END - exitHandler +Backtester.init({ + simArgs: simArgs, + simTotalCount: populationSize * selectedStrategies.length, + parallelLimit: PARALLEL_LIMIT, + writeFile: writeSimDataFile +}) setInterval( ()=>{ if (generationProcessing == false) simulateGeneration(generateLaunchFile) },1000) From a430809586afca9b4f50fd4e1aac1e85a8f827df Mon Sep 17 00:00:00 2001 From: Glenn Sidney Date: Mon, 5 Mar 2018 05:52:25 -0500 Subject: [PATCH 222/236] Add Lolex for better simming of timing (#1456) --- extensions/exchanges/sim/exchange.js | 272 ++++++++++++++++----------- lib/engine.js | 73 +++---- package-lock.json | 5 + package.json | 5 +- 4 files changed, 198 insertions(+), 157 deletions(-) diff --git a/extensions/exchanges/sim/exchange.js b/extensions/exchanges/sim/exchange.js index 5cb53df4f3..59e0e771b8 100644 --- a/extensions/exchanges/sim/exchange.js +++ b/extensions/exchanges/sim/exchange.js @@ -2,20 +2,34 @@ let path = require('path') , n = require('numbro') , _ = require('lodash') - module.exports = function sim (conf, s) { + let latency = 100 // In milliseconds, enough to be realistic without being disruptive let so = s.options let exchange_id = so.selector.exchange_id let real_exchange = require(path.resolve(__dirname, `../${exchange_id}/exchange`))(conf) var now - var balance = { asset: so.asset_capital, currency: so.currency_capital } + var balance = { asset: so.asset_capital, currency: so.currency_capital, asset_hold: 0, currency_hold: 0 } var last_order_id = 1001 var orders = {} var openOrders = {} - var last_trade + let debug = false // debug output specific to the sim exchange + + // When orders change in any way, it's likely our "_hold" values have changed. Recalculate them + function recalcHold() { + balance.currency_hold = 0 + balance.asset_hold = 0 + _.each(openOrders, function(order) { + if (order.tradetype === 'buy') { + balance.currency_hold += n(order.remaining_size).multiply(n(order.price)).value() + } + else { + balance.asset_hold += n(order.remaining_size).value() + } + }) + } var exchange = { name: 'sim', @@ -37,7 +51,9 @@ module.exports = function sim (conf, s) { }, getBalance: function (opts, cb) { - return cb(null, balance) + setTimeout(function() { + return cb(null, balance) + }, latency) }, getQuote: function (opts, cb) { @@ -45,85 +61,104 @@ module.exports = function sim (conf, s) { return real_exchange.getQuote(opts, cb) } else { - if (last_trade) { - return cb(null, { - bid: last_trade.price, - ask: last_trade.price - }) - } - else { + setTimeout(function() { return cb(null, { bid: s.period.close, ask: s.period.close }) - } + }, latency) } }, cancelOrder: function (opts, cb) { - var order_id = '~' + opts.order_id - var order = orders[order_id] - - if (order.status === 'open') { - order.status = 'cancelled' - delete openOrders[order_id] - } + setTimeout(function() { + var order_id = '~' + opts.order_id + var order = orders[order_id] + + if (order.status === 'open') { + order.status = 'cancelled' + delete openOrders[order_id] + recalcHold() + } - cb(null) + cb(null) + }, latency) }, buy: function (opts, cb) { - var result = { - id: last_order_id++ - } + setTimeout(function() { + if (debug) console.log(`buying ${opts.size * opts.price} vs on hold: ${balance.currency} - ${balance.currency_hold} = ${balance.currency - balance.currency_hold}`) + if (opts.size * opts.price > (balance.currency - balance.currency_hold)) { + if (debug) console.log('nope') + return cb(null, { status: 'rejected', reject_reason: 'balance'}) + } - var order = { - id: result.id, - status: 'open', - price: opts.price, - size: opts.size, - orig_size: opts.size, - post_only: !!opts.post_only, - filled_size: '0', - ordertype: opts.order_type, - tradetype: 'buy', - orig_time: now, - time: now, - created_at: now + var result = { + id: last_order_id++ + } - } - orders['~' + result.id] = order - openOrders['~' + result.id] = order - cb(null, order) + var order = { + id: result.id, + status: 'open', + price: opts.price, + size: opts.size, + orig_size: opts.size, + remaining_size: opts.size, + post_only: !!opts.post_only, + filled_size: 0, + ordertype: opts.order_type, + tradetype: 'buy', + orig_time: now, + time: now, + created_at: now + } + + orders['~' + result.id] = order + openOrders['~' + result.id] = order + recalcHold() + cb(null, order) + }, latency) }, sell: function (opts, cb) { - var result = { - id: last_order_id++ - } + setTimeout(function() { + if (debug) console.log(`selling ${opts.size} vs on hold: ${balance.asset} - ${balance.asset_hold} = ${balance.asset - balance.asset_hold}`) + if (opts.size > (balance.asset - balance.asset_hold)) { + if (debug) console.log('nope') + return cb(null, { status: 'rejected', reject_reason: 'balance'}) + } - var order = { - id: result.id, - status: 'open', - price: opts.price, - size: opts.size, - orig_size: opts.size, - post_only: !!opts.post_only, - filled_size: '0', - ordertype: opts.order_type, - tradetype: 'sell', - orig_time: now, - time: now, - created_at: now - } - orders['~' + result.id] = order - openOrders['~' + result.id] = order - cb(null, order) + var result = { + id: last_order_id++ + } + + var order = { + id: result.id, + status: 'open', + price: opts.price, + size: opts.size, + orig_size: opts.size, + remaining_size: opts.size, + post_only: !!opts.post_only, + filled_size: 0, + ordertype: opts.order_type, + tradetype: 'sell', + orig_time: now, + time: now, + created_at: now + } + orders['~' + result.id] = order + openOrders['~' + result.id] = order + recalcHold() + cb(null, order) + }, latency) }, getOrder: function (opts, cb) { - var order = orders['~' + opts.order_id] - cb(null, order) + setTimeout(function() { + var order = orders['~' + opts.order_id] + cb(null, order) + }, latency) }, getCursor: real_exchange.getCursor, @@ -133,103 +168,126 @@ module.exports = function sim (conf, s) { }, processTrade: function(trade) { - last_trade = trade - now = trade.time + var orders_changed = false - _.each(openOrders, function(order, order_id) { + _.each(openOrders, function(order) { if (order.tradetype === 'buy') { - if (trade.time - order.time < so.order_adjust_time) { - // Not time yet - } - else if (trade.price <= Number(order.price)) { - processBuy(order) - order.done_at = trade.time - delete openOrders[order_id] + if (trade.price <= Number(order.price)) { + processBuy(order, trade) + orders_changed = true } } else if (order.tradetype === 'sell') { - if (trade.time - order.time < so.order_adjust_time) { - // Not time yet - } - else if (trade.price >= order.price) { - processSell(order) - order.done_at = trade.time - delete openOrders[order_id] + if (trade.price >= order.price) { + processSell(order, trade) + orders_changed = true } } }) + + if (orders_changed) + recalcHold() } } - function processBuy (buy_order) { - let fee + function processBuy (buy_order, trade) { + let fee = 0 + let size = Math.min(buy_order.remaining_size, trade.size) let price = buy_order.price + + // Buying, so add asset + balance.asset = n(balance.asset).add(size).format('0.00000000') + + // Process balance changes if (so.order_type === 'maker') { if (exchange.makerFee) { - fee = n(buy_order.size).multiply(exchange.makerFee / 100).value() + fee = n(size).multiply(exchange.makerFee / 100).value() } } - if (so.order_type === 'taker') { + else if (so.order_type === 'taker') { if (s.exchange.takerFee) { - fee = n(buy_order.size).multiply(exchange.takerFee / 100).value() + fee = n(size).multiply(exchange.takerFee / 100).value() } } - - balance.asset = n(balance.asset).add(buy_order.size).format('0.00000000') if (so.order_type === 'maker') { - price = n(buy_order.price).add(n(buy_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') + price = n(price).add(n(price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') if (exchange.makerFee) { balance.asset = n(balance.asset).subtract(fee).format('0.00000000') } } - if (so.order_type === 'taker') { + else if (so.order_type === 'taker') { if (exchange.takerFee) { balance.asset = n(balance.asset).subtract(fee).format('0.00000000') } } - let total = n(price).multiply(buy_order.size) + let total = n(price).multiply(size) balance.currency = n(balance.currency).subtract(total).format('0.00000000') + // Process existing order size changes + let order = buy_order + order.filled_size = order.filled_size + size + order.remaining_size = order.size - order.filled_size - buy_order.status = 'done' - buy_order.filled_size = buy_order.size - buy_order.remaining_size = 0 + if (order.remaining_size <= 0) { + if (debug) console.log('full fill bought') + order.status = 'done' + order.done_at = trade.time + delete openOrders['~' + order.id] + } + else { + if (debug) console.log('partial fill buy') + } } - function processSell (sell_order) { - let fee + function processSell (sell_order, trade) { + let fee = 0 + let size = Math.min(sell_order.remaining_size, trade.size) let price = sell_order.price + // Selling, so subtract asset + balance.asset = n(balance.asset).subtract(size).value() + + // Process balance changes if (so.order_type === 'maker') { if (exchange.makerFee) { - fee = n(sell_order.size).multiply(exchange.makerFee / 100).multiply(price).value() + fee = n(size).multiply(exchange.makerFee / 100).value() } } - if (so.order_type === 'taker') { + else if (so.order_type === 'taker') { if (exchange.takerFee) { - fee = n(sell_order.size).multiply(exchange.takerFee / 100).multiply(price).value() + fee = n(size).multiply(exchange.takerFee / 100).value() } } - - balance.asset = n(balance.asset).subtract(sell_order.size).value() if (so.order_type === 'maker') { - price = n(sell_order.price).subtract(n(sell_order.price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') + price = n(price).subtract(n(price).multiply(so.avg_slippage_pct / 100)).format('0.00000000') if (exchange.makerFee) { - fee = n(sell_order.size).multiply(exchange.makerFee / 100).multiply(price).value() + fee = n(size).multiply(exchange.makerFee / 100).multiply(price).value() balance.currency = n(balance.currency).subtract(fee).format('0.00000000') } } - if (so.order_type === 'taker') { + else if (so.order_type === 'taker') { if (exchange.takerFee) { balance.currency = n(balance.currency).subtract(fee).format('0.00000000') } } - let total = n(price).multiply(sell_order.size) - balance.currency = n(balance.currency).add(total).value() - sell_order.status = 'done' - sell_order.filled_size = sell_order.size - sell_order.remaining_size = 0 + let total = n(price).multiply(size) + balance.currency = n(balance.currency).add(total).format('0.00000000') + + // Process existing order size changes + let order = sell_order + order.filled_size = order.filled_size + size + order.remaining_size = order.size - order.filled_size + + if (order.remaining_size <= 0) { + if (debug) console.log('full fill sold') + order.status = 'done' + order.done_at = trade.time + delete openOrders['~' + order.id] + } + else { + if (debug) console.log('partial fill sell') + } } return exchange diff --git a/lib/engine.js b/lib/engine.js index 6c33664dad..fccb139edf 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -11,7 +11,9 @@ let tb = require('timebucket') , notify = require('./notify') , rsi = require('./rsi') , async = require('async') + , lolex = require('lolex') +let clock let nice_errors = new RegExp(/(slippage protection|loss protection)/) module.exports = function (s, conf) { @@ -108,12 +110,7 @@ module.exports = function (s, conf) { function msg (str) { if (so.debug) { - if (lastTickCheckOrder) { - console.error('\n' + moment(lastTickCheckOrder).format('YYYY-MM-DD HH:mm:ss') + ' - ' + str) - } - else { - console.error('\n' + moment().format('YYYY-MM-DD HH:mm:ss') + ' - ' + str) - } + console.error('\n' + moment().format('YYYY-MM-DD HH:mm:ss') + ' - ' + str) } } @@ -321,7 +318,7 @@ module.exports = function (s, conf) { order.status = api_order.status //console.log('\ncreated ' + order.status + ' ' + type + ' order: ' + fa(order.size) + ' at ' + fc(order.price) + ' (total ' + fc(n(order.price).multiply(order.size)) + ')\n') - queueEvent(function() { checkOrder(order, type, cb) }, so.order_poll_time) + setTimeout(function() { checkOrder(order, type, cb) }, so.order_poll_time) }) } @@ -664,10 +661,7 @@ module.exports = function (s, conf) { } function now () { - if (so.mode === 'live') - return new Date().getTime() - else - return s.exchange.getTime() + return new Date().getTime() } function writeReport (is_progress, blink_off) { @@ -777,6 +771,8 @@ module.exports = function (s, conf) { } function withOnPeriod (trade, period_id, cb) { + if (!clock && so.mode !== 'live') clock = lolex.install({ shouldAdvanceTime: false, now: trade.time }) + updatePeriod(trade) if (!s.in_preroll) { if (so.mode !== 'live') @@ -794,7 +790,18 @@ module.exports = function (s, conf) { } if (!so.manual) { executeStop() - tickCheckOrder(trade.time) + + if (clock) { + var diff = trade.time - now() + + // Allow some catch-up if trades are too far apart. Don't want all calls happening at the same time + while (diff > 5000) { + clock.tick(5000) + diff -= 5000 + } + clock.tick(diff) + } + if (s.signal) { executeSignal(s.signal) s.signal = null @@ -805,36 +812,6 @@ module.exports = function (s, conf) { cb() } - // Instead of using setTimeout, this gives a consistent way between sim and live - // to manage calling functions that need to happen in the future - var eventQueue = [] - function queueEvent(func, duration) { - eventQueue.push({func: func, time: lastTickCheckOrder + duration}) - } - var lastTickCheckOrder = null - function tickCheckOrder(time) { - if (!lastTickCheckOrder) { - lastTickCheckOrder = time - return - } - - for (let i = 0, len = eventQueue.length; i < len; i++) { - let func_data = eventQueue[i] - let func = func_data.func - let func_time = func_data.time - - if (time > func_time) { - - func.call() - - eventQueue.splice(i, 1) - i-- - len-- - } - } - lastTickCheckOrder = time - } - function cancelOrder (order, type, do_reorder, cb) { s.exchange.cancelOrder({order_id: order.order_id, product_id: s.product_id}, function () { function checkHold (do_reorder, cb) { @@ -863,7 +840,7 @@ module.exports = function (s, conf) { if (on_hold && s.balance.currency_hold > 0) { // wait a bit for settlement msg('funds on hold after cancel, waiting 5s') - queueEvent(function() { checkHold(do_reorder, cb) }, conf.wait_for_settlement) + setTimeout(function() { checkHold(do_reorder, cb) }, conf.wait_for_settlement) } else { cb(null, do_reorder ? null : false) @@ -919,8 +896,8 @@ module.exports = function (s, conf) { cancelOrder(order, type, true, cb) } else { - order.local_time = lastTickCheckOrder - queueEvent(function() { checkOrder(order, type, cb) }, so.order_poll_time) + order.local_time = now() + setTimeout(function() { checkOrder(order, type, cb) }, so.order_poll_time) } } else { @@ -934,14 +911,14 @@ module.exports = function (s, conf) { cancelOrder(order, type, true, cb) } else { - order.local_time = lastTickCheckOrder - queueEvent(function() { checkOrder(order, type, cb) }, so.order_poll_time) + order.local_time = now() + setTimeout(function() { checkOrder(order, type, cb) }, so.order_poll_time) } } }) } else { - queueEvent(function() { checkOrder(order, type, cb) }, so.order_poll_time) + setTimeout(function() { checkOrder(order, type, cb) }, so.order_poll_time) } }) } diff --git a/package-lock.json b/package-lock.json index 65d1c016f9..02f31b761e 100644 --- a/package-lock.json +++ b/package-lock.json @@ -7826,6 +7826,11 @@ } } }, + "lolex": { + "version": "2.3.2", + "resolved": "https://registry.npmjs.org/lolex/-/lolex-2.3.2.tgz", + "integrity": "sha512-A5pN2tkFj7H0dGIAM6MFvHKMJcPnjZsOMvR7ujCjfgW5TbV6H9vb1PgxLtHvjqNZTHsUolz+6/WEO0N1xNx2ng==" + }, "loose-envify": { "version": "1.3.1", "resolved": "https://registry.npmjs.org/loose-envify/-/loose-envify-1.3.1.tgz", diff --git a/package.json b/package.json index bf230996ca..4cef128d70 100644 --- a/package.json +++ b/package.json @@ -65,6 +65,7 @@ "kraken-api": "^1.0.0", "lint-staged": "^7.0.0", "lodash": "^4.17.4", + "lolex": "^2.3.2", "mathjs": "^4.0.0", "micro-request": "^666.0.10", "mime": "^2.2.0", @@ -102,10 +103,10 @@ "uuid": "^3.1.0", "waypoints": "^4.0.1", "webpack": "^4.0.0", + "webpack-cli": "^2.0.9", "wexnz": "^0.1.3", "ws": "^4.0.0", - "zero-fill": "^2.2.3", - "webpack-cli": "^2.0.9" + "zero-fill": "^2.2.3" }, "devDependencies": { "eslint": "^4.7.1", From a46c9fbbf012ab2dfe7ee66b26ef1fc51f21cff3 Mon Sep 17 00:00:00 2001 From: Chae Suyeong Date: Mon, 5 Mar 2018 19:53:02 +0900 Subject: [PATCH 223/236] Add option to using separated asset to pay for fees. Such as binance's BNB or Huobi's HT (#1439) * Add option to using separated asset to pay for fees. Such as binance's BNB or Huobi's HT * Set fee to 0 when use_fee_asset is true --- README.md | 68 +++++++++++++++++++++++++---------------------- commands/trade.js | 1 + conf-sample.js | 2 ++ lib/engine.js | 5 +++- 4 files changed, 43 insertions(+), 33 deletions(-) diff --git a/README.md b/README.md index 20fefe7322..2501e694cc 100644 --- a/README.md +++ b/README.md @@ -254,38 +254,42 @@ zenbot trade --help Options: - --conf path to optional conf overrides file - --strategy strategy to use - --order_type order type to use (maker/taker) - --paper use paper trading mode (no real trades will take place) - --manual watch price and account balance, but do not perform trades automatically - --currency_capital for paper trading, amount of start capital in currency - --asset_capital for paper trading, amount of start capital in asset - --avg_slippage_pct avg. amount of slippage to apply to paper trades - --buy_pct buy with this % of currency balance - --buy_max_amt buy with up to this amount of currency balance - --sell_pct sell with this % of asset balance - --markdown_buy_pct % to mark down buy price (previously the --markup_pct property) - --markup_sell_pct % to mark up sell price (previously the --markup_pct property) - --order_adjust_time adjust bid/ask on this interval to keep orders competitive - --order_poll_time poll order status on this interval - --sell_stop_pct sell if price drops below this % of bought price - --buy_stop_pct buy if price surges above this % of sold price - --profit_stop_enable_pct enable trailing sell stop when reaching this % profit - --profit_stop_pct maintain a trailing stop this % below the high-water mark of profit - --max_sell_loss_pct avoid selling at a loss pct under this float - --max_buy_loss_pct avoid buying at a loss pct over this float - --max_slippage_pct avoid selling at a slippage pct above this float - --rsi_periods number of periods to calculate RSI at - --poll_trades poll new trades at this interval in ms - --currency_increment Currency increment, if different than the asset increment; e.g. 0.000001 - --use_prev_trades load and use previous trades for stop-order triggers and loss protection - --exact_buy_orders instead of only adjusting maker buy when the price goes up, adjust it if price has changed at all - --exact_sell_orders instead of only adjusting maker sell when the price goes down, adjust it if price has changed at all - --disable_stats disable printing order stats - --reset_profit start new profit calculation from 0 - --debug output detailed debug info - -h, --help output usage information + --conf path to optional conf overrides file + --strategy strategy to use + --order_type order type to use (maker/taker) + --paper use paper trading mode (no real trades will take place) + --manual watch price and account balance, but do not perform trades automatically + --non_interactive disable keyboard inputs to the bot + --currency_capital for paper trading, amount of start capital in currency + --asset_capital for paper trading, amount of start capital in asset + --avg_slippage_pct avg. amount of slippage to apply to paper trades + --buy_pct buy with this % of currency balance + --buy_max_amt buy with up to this amount of currency balance + --sell_pct sell with this % of asset balance + --markdown_buy_pct % to mark down buy price + --markup_sell_pct % to mark up sell price + --order_adjust_time adjust bid/ask on this interval to keep orders competitive + --order_poll_time poll order status on this interval + --sell_stop_pct sell if price drops below this % of bought price + --buy_stop_pct buy if price surges above this % of sold price + --profit_stop_enable_pct enable trailing sell stop when reaching this % profit + --profit_stop_pct maintain a trailing stop this % below the high-water mark of profit + --max_sell_loss_pct avoid selling at a loss pct under this float + --max_buy_loss_pct avoid buying at a loss pct over this float + --max_slippage_pct avoid selling at a slippage pct above this float + --rsi_periods number of periods to calculate RSI at + --poll_trades poll new trades at this interval in ms + --currency_increment Currency increment, if different than the asset increment + --keep_lookback_periods Keep this many lookback periods max. + --exact_buy_orders instead of only adjusting maker buy when the price goes up, adjust it if price has changed at all + --exact_sell_orders instead of only adjusting maker sell when the price goes down, adjust it if price has changed at all + --use_prev_trades load and use previous trades for stop-order triggers and loss protection + --disable_stats disable printing order stats + --reset_profit start new profit calculation from 0 + --use_fee_asset Using separated asset to pay for fees. Such as binance's BNB or Huobi's HT + --run_for Execute for a period of minutes then exit with status 0 (default: null) + --debug output detailed debug info + -h, --help output usage information ``` and also: diff --git a/commands/trade.js b/commands/trade.js index 6bae0ea902..f1a2166a3e 100644 --- a/commands/trade.js +++ b/commands/trade.js @@ -52,6 +52,7 @@ module.exports = function (program, conf) { .option('--use_prev_trades', 'load and use previous trades for stop-order triggers and loss protection') .option('--disable_stats', 'disable printing order stats') .option('--reset_profit', 'start new profit calculation from 0') + .option('--use_fee_asset', 'Using separated asset to pay for fees. Such as binance\'s BNB or Huobi\'s HT', Boolean, false) .option('--run_for ', 'Execute for a period of minutes then exit with status 0', String, null) .option('--debug', 'output detailed debug info') .action(function (selector, cmd) { diff --git a/conf-sample.js b/conf-sample.js index fc616018b3..79065ef1e4 100644 --- a/conf-sample.js +++ b/conf-sample.js @@ -143,6 +143,8 @@ c.markup_sell_pct = 0 c.order_type = 'maker' // when supported by the exchange, use post only type orders. c.post_only = true +// use separated fee currency such as binance's BNB. +c.use_fee_asset = false // Misc options: diff --git a/lib/engine.js b/lib/engine.js index fccb139edf..089b83f6b8 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -411,7 +411,10 @@ module.exports = function (s, conf) { let to_buy_pct = n(buy_pct).subtract(held_pct).value() buy_pct = to_buy_pct } - if (so.order_type === 'maker' && (buy_pct + s.exchange.takerFee < 100 || !s.exchange.makerBuy100Workaround)) { + + if (so.use_fee_asset) { + fee = 0 + } else if (so.order_type === 'maker' && (buy_pct + s.exchange.takerFee < 100 || !s.exchange.makerBuy100Workaround)) { fee = s.exchange.makerFee } else { fee = s.exchange.takerFee From 0799b1b69e39f241c131fc9d20a30c6f265f98d1 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Mon, 5 Mar 2018 10:56:24 +0000 Subject: [PATCH 224/236] Exchanges: update-products 744 --- extensions/exchanges/binance/products.json | 30 ++++++++++++++++++++++ 1 file changed, 30 insertions(+) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index eb5cdc51c3..aae3eef016 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -2728,5 +2728,35 @@ "increment": "0.00001", "asset_increment": "0.01", "label": "POA/BNB" + }, + { + "id": "ZILBTC", + "asset": "ZIL", + "currency": "BTC", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "0.00000001", + "asset_increment": "1.", + "label": "ZIL/BTC" + }, + { + "id": "ZILETH", + "asset": "ZIL", + "currency": "ETH", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "0.00000001", + "asset_increment": "1.", + "label": "ZIL/ETH" + }, + { + "id": "ZILBNB", + "asset": "ZIL", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.00001", + "asset_increment": "0.01", + "label": "ZIL/BNB" } ] \ No newline at end of file From 93452e6e842c180a5b13540e65c61c0c0176a837 Mon Sep 17 00:00:00 2001 From: Chase Date: Mon, 5 Mar 2018 12:10:52 +0100 Subject: [PATCH 225/236] fix(package): update url-loader to version 1.0.1 (#1462) * fix(package): update url-loader to version 1.0.1 Closes #1461 * update package-lock * fix linter --- lib/backtester.js | 10 +++++----- package-lock.json | 25 +++++-------------------- package.json | 2 +- 3 files changed, 11 insertions(+), 26 deletions(-) diff --git a/lib/backtester.js b/lib/backtester.js index 2da9398422..782e9b6058 100644 --- a/lib/backtester.js +++ b/lib/backtester.js @@ -22,6 +22,7 @@ let processOutput = function (output,taskStrategyName, pheno) { let tFileName = path.resolve(__dirname, '..', 'simulations','sim_'+taskStrategyName.replace('_','')+'_'+ selector.toLowerCase().replace('_','')+'_'+pheno.backtester_generation+'.json') let simulationResults + let outputArray let params let endBalance let buyHold @@ -49,12 +50,12 @@ let processOutput = function (output,taskStrategyName, pheno) { // If somehow the sim file failed to write, this will most often recover it by parsing the last output if (typeof(simulationResults) !== 'object' ) { // Find everything between the first { and last } - outputArray = output.split("{") - outputArray.shift(); + outputArray = output.split('{') + outputArray.shift() output = outputArray.join('{') - outputArray = output.split("}") - outputArray.pop(); + outputArray = output.split('}') + outputArray.pop() output = outputArray.join('}') simulationResults = JSON.parse(`{${output}}`) @@ -505,7 +506,6 @@ module.exports = { runCommand: (taskStrategyName, phenotype, command, cb) => { // console.log(`[ ${command.iteration}/${populationSize * selectedStrategies.length} ] ${command.commandString}`) - var self = this phenotype['sim'] = {} phenotype['command'] = command diff --git a/package-lock.json b/package-lock.json index 02f31b761e..c5b803abce 100644 --- a/package-lock.json +++ b/package-lock.json @@ -12920,28 +12920,13 @@ "integrity": "sha1-HbSK1CLTQCRpqH99l73r/k+x48g=" }, "url-loader": { - "version": "0.6.2", - "resolved": "https://registry.npmjs.org/url-loader/-/url-loader-0.6.2.tgz", - "integrity": "sha512-h3qf9TNn53BpuXTTcpC+UehiRrl0Cv45Yr/xWayApjw6G8Bg2dGke7rIwDQ39piciWCWrC+WiqLjOh3SUp9n0Q==", + "version": "1.0.1", + "resolved": "https://registry.npmjs.org/url-loader/-/url-loader-1.0.1.tgz", + "integrity": "sha512-rAonpHy7231fmweBKUFe0bYnlGDty77E+fm53NZdij7j/YOpyGzc7ttqG1nAXl3aRs0k41o0PC3TvGXQiw2Zvw==", "requires": { "loader-utils": "1.1.0", - "mime": "1.6.0", - "schema-utils": "0.3.0" - }, - "dependencies": { - "mime": { - "version": "1.6.0", - "resolved": "https://registry.npmjs.org/mime/-/mime-1.6.0.tgz", - "integrity": "sha512-x0Vn8spI+wuJ1O6S7gnbaQg8Pxh4NNHb7KSINmEWKiPE4RKOplvijn+NkmYmmRgP68mc70j2EbeTFRsrswaQeg==" - }, - "schema-utils": { - "version": "0.3.0", - "resolved": "https://registry.npmjs.org/schema-utils/-/schema-utils-0.3.0.tgz", - "integrity": "sha1-9YdyIs4+kx7a4DnxfrNxbnE3+M8=", - "requires": { - "ajv": "5.5.2" - } - } + "mime": "2.2.0", + "schema-utils": "0.4.5" } }, "url-parse-lax": { diff --git a/package.json b/package.json index 4cef128d70..6d17872c61 100644 --- a/package.json +++ b/package.json @@ -99,7 +99,7 @@ "talib": "^1.0.4", "timebucket": "^0.4.0", "trend": "0.3.0", - "url-loader": "^0.6.2", + "url-loader": "^1.0.1", "uuid": "^3.1.0", "waypoints": "^4.0.1", "webpack": "^4.0.0", From 6e4f03d6de0c89d973b3ac320fd010df445fe659 Mon Sep 17 00:00:00 2001 From: Travis CI Date: Tue, 6 Mar 2018 10:55:34 +0000 Subject: [PATCH 226/236] Exchanges: update-products 753 --- extensions/exchanges/bittrex/products.json | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/extensions/exchanges/bittrex/products.json b/extensions/exchanges/bittrex/products.json index 756217a145..a3226ca8d6 100644 --- a/extensions/exchanges/bittrex/products.json +++ b/extensions/exchanges/bittrex/products.json @@ -2174,5 +2174,13 @@ "max_size": "1000000", "increment": "0.00000001", "label": "ETH/TRX" + }, + { + "asset": "TUSD", + "currency": "BTC", + "min_size": "0.00000001", + "max_size": "1000000", + "increment": "0.00000001", + "label": "BTC/TUSD" } ] \ No newline at end of file From 4a47bda98e37af505709cee6d82005d6a2742388 Mon Sep 17 00:00:00 2001 From: Daniel Espendiller Date: Tue, 6 Mar 2018 18:41:57 +0100 Subject: [PATCH 227/236] gdax exchange code format and provide some more debug information (#1475) --- extensions/exchanges/gdax/exchange.js | 134 ++++++++++++++++++++------ 1 file changed, 106 insertions(+), 28 deletions(-) diff --git a/extensions/exchanges/gdax/exchange.js b/extensions/exchanges/gdax/exchange.js index c2395d8f29..07ee460706 100644 --- a/extensions/exchanges/gdax/exchange.js +++ b/extensions/exchanges/gdax/exchange.js @@ -24,9 +24,16 @@ module.exports = function gdax (conf) { passphrase: conf.gdax.passphrase } } + var channels = ['matches', 'ticker'] - if(auth) { channels.push('user') } + + // subscribe to user channels which need fully auth data + if (auth) { + channels.push('user') + } + websocket_client[product_id] = new Gdax.WebsocketClient([product_id], conf.gdax.websocketURI, auth, {channels}) + // initialize a cache for the websocket connection websocket_cache[product_id] = { trades: [], @@ -36,12 +43,18 @@ module.exports = function gdax (conf) { } websocket_client[product_id].on('open', () => { - if(so.debug) console.log('websocket connection to '+product_id+' opened') + if (so.debug) { + console.log('websocket connection to ' + product_id + ' opened') + } }) websocket_client[product_id].on('message', (message) => { // all messages with user_id are related to trades for current authenticated user if(message.user_id){ + if (so.debug) { + console.log('websocket user channel income', message) + } + switch (message.type) { case 'open': handleOrderOpen(message, product_id) @@ -59,6 +72,7 @@ module.exports = function gdax (conf) { break } } + switch (message.type) { case 'open': break @@ -79,7 +93,11 @@ module.exports = function gdax (conf) { websocket_client[product_id].on('error', (err) => { client_state.errored = true - if(so.debug) console.error('websocket error: ', err, 'restarting websocket connection') + + if (so.debug) { + console.error('websocket error: ', err, 'restarting websocket connection') + } + websocket_client[product_id].disconnect() websocket_client[product_id] = null websocket_cache[product_id] = null @@ -87,11 +105,15 @@ module.exports = function gdax (conf) { }) websocket_client[product_id].on('close', () => { - if(client_state.errored){ + if (client_state.errored){ client_state.errored = false return } - if(so.debug) console.error('websocket connection to '+product_id+' closed, attempting reconnect') + + if (so.debug) { + console.error('websocket connection to '+product_id+' closed, attempting reconnect') + } + websocket_client[product_id] = null websocket_client[product_id] = websocketClient(product_id) }) @@ -247,7 +269,11 @@ module.exports = function gdax (conf) { getBalance: function (opts, cb) { var func_args = [].slice.call(arguments) var client = authedClient() - if(so.debug) console.log('getaccounts call') + + if (so.debug) { + console.log('getaccounts call') + } + client.getAccounts(function (err, resp, body) { if (!err) err = statusErr(resp, body) if (err) return retry('getBalance', func_args, err) @@ -291,11 +317,24 @@ module.exports = function gdax (conf) { cancelOrder: function (opts, cb) { var func_args = [].slice.call(arguments) var client = authedClient() - if(so.debug) console.log('cancelorder call') + + if (so.debug) { + console.log('cancelorder call') + } + client.cancelOrder(opts.order_id, function (err, resp, body) { - if (body && (body.message === 'Order already done' || body.message === 'order not found')) return cb() - if (!err) err = statusErr(resp, body) - if (err) return retry('cancelOrder', func_args, err) + if (body && (body.message === 'Order already done' || body.message === 'order not found')) { + return cb() + } + + if (!err) { + err = statusErr(resp, body) + } + + if (err) { + return retry('cancelOrder', func_args, err) + } + cb() }) }, @@ -316,17 +355,27 @@ module.exports = function gdax (conf) { opts.time_in_force = 'GTT' } delete opts.order_type - if(so.debug) console.log('buy call') + + if (so.debug) { + console.log('buy call') + } + client.buy(opts, function (err, resp, body) { if (body && body.message === 'Insufficient funds') { - var order = { + return cb(null, { status: 'rejected', reject_reason: 'balance' - } - return cb(null, order) + }) } - if (!err) err = statusErr(resp, body) - if (err) return retry('buy', func_args, err) + + if (!err) { + err = statusErr(resp, body) + } + + if (err) { + return retry('buy', func_args, err) + } + orders['~' + body.id] = body cb(null, body) }) @@ -335,9 +384,11 @@ module.exports = function gdax (conf) { sell: function (opts, cb) { var func_args = [].slice.call(arguments) var client = authedClient() + if (typeof opts.post_only === 'undefined') { opts.post_only = true } + if (opts.order_type === 'taker') { delete opts.price delete opts.post_only @@ -348,40 +399,67 @@ module.exports = function gdax (conf) { opts.time_in_force = 'GTT' } delete opts.order_type - if(so.debug) console.log('sell call') + + if (so.debug) { + console.log('sell call') + } + client.sell(opts, function (err, resp, body) { if (body && body.message === 'Insufficient funds') { - var order = { + return cb(null, { status: 'rejected', reject_reason: 'balance' - } - return cb(null, order) + }) } - if (!err) err = statusErr(resp, body) - if (err) return retry('sell', func_args, err) + + if (!err) { + err = statusErr(resp, body) + } + + if (err) { + return retry('sell', func_args, err) + } + orders['~' + body.id] = body cb(null, body) }) }, getOrder: function (opts, cb) { - if(websocket_cache[opts.product_id] && - websocket_cache[opts.product_id].orders['~'+opts.order_id]){ - cb(null, websocket_cache[opts.product_id].orders['~'+opts.order_id]) + if(websocket_cache[opts.product_id] && websocket_cache[opts.product_id].orders['~' + opts.order_id]) { + let order_cache = websocket_cache[opts.product_id].orders['~' + opts.order_id] + + if (so.debug) { + console.log('getOrder websocket cache', order_cache) + } + + cb(null, order_cache) return } + var func_args = [].slice.call(arguments) var client = authedClient() - if(so.debug) console.log('getorder call') + + if (so.debug) { + console.log('getorder call') + } + client.getOrder(opts.order_id, function (err, resp, body) { - if (!err && resp.statusCode !== 404) err = statusErr(resp, body) - if (err) return retry('getOrder', func_args, err) + if (!err && resp.statusCode !== 404) { + err = statusErr(resp, body) + } + + if (err) { + return retry('getOrder', func_args, err) + } + if (resp.statusCode === 404) { // order was cancelled. recall from cache body = orders['~' + opts.order_id] body.status = 'done' body.done_reason = 'canceled' } + cb(null, body) }) }, From 235e8d06ecea0a6342afb987c94ac949bd53ae05 Mon Sep 17 00:00:00 2001 From: Chase Date: Wed, 7 Mar 2018 08:51:02 +0100 Subject: [PATCH 228/236] therock: solve problem with backfilling (#1477) --- extensions/exchanges/therock/exchange.js | 34 +++++++++++++++--------- 1 file changed, 21 insertions(+), 13 deletions(-) diff --git a/extensions/exchanges/therock/exchange.js b/extensions/exchanges/therock/exchange.js index 474fd5a67e..439659440c 100644 --- a/extensions/exchanges/therock/exchange.js +++ b/extensions/exchanges/therock/exchange.js @@ -51,20 +51,28 @@ module.exports = function container(conf) { let _this = this let client = publicClient() let market = client.market(args.id) - client.request( - `funds/${args.id}/trades?after=${args.after}&per_page=${args.per_page}&page=${args.page}&id=${args.id}`, - 'public', 'GET', args - ).then(function(response) { - console.log(`Fetched page ${args.page} of ${response['meta'].last.page}`) - trades = trades.concat(response['trades']) - if (response['meta'].current.page < response['meta'].last.page) { - args['page'] = response['meta'].next.page - return _this.getTradesTheRock(args, cb, trades) - } - else { + + try { + client.request( + `funds/${args.id}/trades?after=${args.after}&per_page=${args.per_page}&page=${args.page}&id=${args.id}`, + 'public', 'GET', args + ).then(function(response) { + trades = trades.concat(response['trades']) + + if (response['trades'].length > 0 && response['meta'].current.page < response['meta'].next.page) { + args['page'] = response['meta'].next.page + return _this.getTradesTheRock(args, cb, trades) + } + return cb(client.parseTrades (trades, market)) - } - }) + }).catch(function(error) { + console.log('Retrying...', error) + return _this.getTradesTheRock(args, cb, trades) + }) + } catch(error) { + console.log('Retrying...', error) + return _this.getTradesTheRock(args, cb, trades) + } }, getTrades: function (opts, cb) { From 39be71854959f1c6c6bd2b36f25b95a95e27c75c Mon Sep 17 00:00:00 2001 From: "greenkeeper[bot]" Date: Wed, 7 Mar 2018 09:24:40 +0100 Subject: [PATCH 229/236] =?UTF-8?q?Update=20ws=20to=20the=20latest=20versi?= =?UTF-8?q?on=20=F0=9F=9A=80=20(#1473)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * fix(package): update ws to version 5.0.0 * update package-lock.json --- package-lock.json | 2343 +++++++++++++++++++++------------------------ package.json | 2 +- 2 files changed, 1101 insertions(+), 1244 deletions(-) diff --git a/package-lock.json b/package-lock.json index c5b803abce..8290aa1ae7 100644 --- a/package-lock.json +++ b/package-lock.json @@ -17,27 +17,27 @@ "resolved": "https://registry.npmjs.org/@babel/highlight/-/highlight-7.0.0-beta.40.tgz", "integrity": "sha512-mOhhTrzieV6VO7odgzFGFapiwRK0ei8RZRhfzHhb6cpX3QM8XXuCLXWjN8qBB7JReDdUR80V3LFfFrGUYevhNg==", "requires": { - "chalk": "2.3.1", + "chalk": "2.3.2", "esutils": "2.0.2", "js-tokens": "3.0.2" }, "dependencies": { "ansi-styles": { - "version": "3.2.0", - "resolved": "https://registry.npmjs.org/ansi-styles/-/ansi-styles-3.2.0.tgz", - "integrity": "sha512-NnSOmMEYtVR2JVMIGTzynRkkaxtiq1xnFBcdQD/DnNCYPoEPsVJhM98BDyaoNOQIi7p4okdi3E27eN7GQbsUug==", + "version": "3.2.1", + "resolved": "https://registry.npmjs.org/ansi-styles/-/ansi-styles-3.2.1.tgz", + "integrity": "sha512-VT0ZI6kZRdTh8YyJw3SMbYm/u+NqfsAxEpWO0Pf9sq8/e94WxxOpPKx9FR1FlyCtOVDNOQ+8ntlqFxiRc+r5qA==", "requires": { "color-convert": "1.9.1" } }, "chalk": { - "version": "2.3.1", - "resolved": "https://registry.npmjs.org/chalk/-/chalk-2.3.1.tgz", - "integrity": "sha512-QUU4ofkDoMIVO7hcx1iPTISs88wsO8jA92RQIm4JAwZvFGGAV2hSAA1NX7oVj2Ej2Q6NDTcRDjPTFrMCRZoJ6g==", + "version": "2.3.2", + "resolved": "https://registry.npmjs.org/chalk/-/chalk-2.3.2.tgz", + "integrity": "sha512-ZM4j2/ld/YZDc3Ma8PgN7gyAk+kHMMMyzLNryCPGhWrsfAuDVeuid5bpRFTDgMH9JBK2lA4dyyAkkZYF/WcqDQ==", "requires": { - "ansi-styles": "3.2.0", + "ansi-styles": "3.2.1", "escape-string-regexp": "1.0.5", - "supports-color": "5.2.0" + "supports-color": "5.3.0" } }, "has-flag": { @@ -46,15 +46,20 @@ "integrity": "sha1-tdRU3CGZriJWmfNGfloH87lVuv0=" }, "supports-color": { - "version": "5.2.0", - "resolved": "https://registry.npmjs.org/supports-color/-/supports-color-5.2.0.tgz", - "integrity": "sha512-F39vS48la4YvTZUPVeTqsjsFNrvcMwrV3RLZINsmHo+7djCvuUzSIeXOnZ5hmjef4bajL1dNccN+tg5XAliO5Q==", + "version": "5.3.0", + "resolved": "https://registry.npmjs.org/supports-color/-/supports-color-5.3.0.tgz", + "integrity": "sha512-0aP01LLIskjKs3lq52EC0aGBAJhLq7B2Rd8HC/DR/PtNNpcLilNmHC12O+hu0usQpo7wtHNRqtrhBwtDb0+dNg==", "requires": { "has-flag": "3.0.0" } } } }, + "@sindresorhus/is": { + "version": "0.7.0", + "resolved": "https://registry.npmjs.org/@sindresorhus/is/-/is-0.7.0.tgz", + "integrity": "sha512-ONhaKPIufzzrlNbqtWFFd+jlnemX6lJAgq9ZeiZtS7I1PIf/la7CW4m83rTXRnVnsMbW2k56pGYu7AUFJD9Pow==" + }, "@slack/client": { "version": "3.16.0", "resolved": "https://registry.npmjs.org/@slack/client/-/client-3.16.0.tgz", @@ -134,16 +139,16 @@ } }, "acorn": { - "version": "5.5.0", - "resolved": "https://registry.npmjs.org/acorn/-/acorn-5.5.0.tgz", - "integrity": "sha512-arn53F07VXmls4o4pUhSzBa4fvaagPRe7AVZ8l7NHxFWUie2DsuFSBMMNAkgzRlOhEhzAnxeKyaWVzOH4xqp/g==" + "version": "5.5.1", + "resolved": "https://registry.npmjs.org/acorn/-/acorn-5.5.1.tgz", + "integrity": "sha512-D/KGiCpM/VOtTMDS+wfjywEth926WUrArrzYov4N4SI7t+3y8747dPpCmmAvrm/Z3ygqMHnyPxvYYO0yTdn/nQ==" }, "acorn-dynamic-import": { "version": "3.0.0", 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"balanced-match": "0.4.2", "concat-map": "0.0.1" @@ -4248,61 +4300,51 @@ }, "buffer-shims": { "version": "1.0.0", - "resolved": "https://registry.npmjs.org/buffer-shims/-/buffer-shims-1.0.0.tgz", - "integrity": "sha1-mXjOMXOIxkmth5MCjDR37wRKi1E=" + "bundled": true }, "caseless": { "version": "0.12.0", - "resolved": "https://registry.npmjs.org/caseless/-/caseless-0.12.0.tgz", - "integrity": "sha1-G2gcIf+EAzyCZUMJBolCDRhxUdw=", + "bundled": true, "optional": true }, "co": { "version": "4.6.0", - "resolved": "https://registry.npmjs.org/co/-/co-4.6.0.tgz", - "integrity": "sha1-bqa989hTrlTMuOR7+gvz+QMfsYQ=", + "bundled": true, "optional": true }, "code-point-at": { "version": "1.1.0", - "resolved": "https://registry.npmjs.org/code-point-at/-/code-point-at-1.1.0.tgz", - "integrity": "sha1-DQcLTQQ6W+ozovGkDi7bPZpMz3c=" + "bundled": true }, "combined-stream": { "version": "1.0.5", - "resolved": "https://registry.npmjs.org/combined-stream/-/combined-stream-1.0.5.tgz", - "integrity": 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with buying/selling into negative balance * Remove unused param to make jslint happy --- extensions/exchanges/sim/exchange.js | 11 +++- lib/engine.js | 75 ++++++++++++++-------------- 2 files changed, 46 insertions(+), 40 deletions(-) diff --git a/extensions/exchanges/sim/exchange.js b/extensions/exchanges/sim/exchange.js index 59e0e771b8..c0bdb9b883 100644 --- a/extensions/exchanges/sim/exchange.js +++ b/extensions/exchanges/sim/exchange.js @@ -172,13 +172,19 @@ module.exports = function sim (conf, s) { _.each(openOrders, function(order) { if (order.tradetype === 'buy') { - if (trade.price <= Number(order.price)) { + if (trade.time - order.time < so.order_adjust_time) { + // Not time yet + } + else if (trade.price <= Number(order.price)) { processBuy(order, trade) orders_changed = true } } else if (order.tradetype === 'sell') { - if (trade.price >= order.price) { + if (trade.time - order.time < so.order_adjust_time) { + // Not time yet + } + else if (trade.price >= order.price) { processSell(order, trade) orders_changed = true } @@ -220,6 +226,7 @@ module.exports = function sim (conf, s) { balance.asset = n(balance.asset).subtract(fee).format('0.00000000') } } + let total = n(price).multiply(size) balance.currency = n(balance.currency).subtract(total).format('0.00000000') diff --git a/lib/engine.js b/lib/engine.js index 089b83f6b8..0d63f05f51 100644 --- a/lib/engine.js +++ b/lib/engine.js @@ -394,40 +394,39 @@ module.exports = function (s, conf) { } if (signal === 'buy') { price = nextBuyForQuote(s, quote) - if (!size) { - if (is_reorder) { - buy_pct = reorder_pct - } else { - buy_pct = so.buy_pct - } - if (so.buy_max_amt) { // account for held assets as buy_max - let adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value() - if(adjusted_buy_max_amt < s.balance.currency){ - let buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() - buy_pct = buy_max_as_pct - } - } else { // account for held assets as % - let held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value() - let to_buy_pct = n(buy_pct).subtract(held_pct).value() - buy_pct = to_buy_pct - } - if (so.use_fee_asset) { - fee = 0 - } else if (so.order_type === 'maker' && (buy_pct + s.exchange.takerFee < 100 || !s.exchange.makerBuy100Workaround)) { - fee = s.exchange.makerFee - } else { - fee = s.exchange.takerFee - } - trade_balance = n(s.balance.currency).divide(100).multiply(buy_pct) - tradeable_balance = n(s.balance.currency).divide(100 + fee).multiply(buy_pct) - expected_fee = n(trade_balance).subtract(tradeable_balance).format('0.00000000', Math.ceil) // round up as the exchange will too - if (buy_pct + fee < 100) { - size = n(tradeable_balance).divide(price).format(s.product.asset_increment ? s.product.asset_increment : '0.00000000') - } else { - size = n(trade_balance).subtract(expected_fee).divide(price).format(s.product.asset_increment ? s.product.asset_increment : '0.00000000') + if (is_reorder) { + buy_pct = reorder_pct + } else { + buy_pct = so.buy_pct + } + if (so.buy_max_amt) { // account for held assets as buy_max + let adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value() + if(adjusted_buy_max_amt < s.balance.currency){ + let buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value() + buy_pct = buy_max_as_pct } + } else { // account for held assets as % + let held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value() + let to_buy_pct = n(buy_pct).subtract(held_pct).value() + buy_pct = to_buy_pct + } + if (so.use_fee_asset) { + fee = 0 + } else if (so.order_type === 'maker' && (buy_pct + s.exchange.takerFee < 100 || !s.exchange.makerBuy100Workaround)) { + fee = s.exchange.makerFee + } else { + fee = s.exchange.takerFee } + trade_balance = n(s.balance.currency).divide(100).multiply(buy_pct) + tradeable_balance = n(s.balance.currency).divide(100 + fee).multiply(buy_pct) + expected_fee = n(trade_balance).subtract(tradeable_balance).format('0.00000000', Math.ceil) // round up as the exchange will too + if (buy_pct + fee < 100) { + size = n(tradeable_balance).divide(price).format(s.product.asset_increment ? s.product.asset_increment : '0.00000000') + } else { + size = n(trade_balance).subtract(expected_fee).divide(price).format(s.product.asset_increment ? s.product.asset_increment : '0.00000000') + } + if ((s.product.min_size && Number(size) >= Number(s.product.min_size)) || ('min_total' in s.product && s.product.min_total && n(size).multiply(price).value() >= Number(s.product.min_total))) { if (s.product.max_size && Number(size) > Number(s.product.max_size)) { size = s.product.max_size @@ -474,14 +473,14 @@ module.exports = function (s, conf) { } else if (signal === 'sell') { price = nextSellForQuote(s, quote) - if (!size) { - if (is_reorder) { - sell_pct = reorder_pct - } else { - sell_pct = so.sell_pct - } - size = n(s.balance.asset).multiply(sell_pct / 100).format(s.product.asset_increment ? s.product.asset_increment : '0.00000000') + + if (is_reorder) { + sell_pct = reorder_pct + } else { + sell_pct = so.sell_pct } + size = n(s.balance.asset).multiply(sell_pct / 100).format(s.product.asset_increment ? s.product.asset_increment : '0.00000000') + if ((s.product.min_size && Number(size) >= Number(s.product.min_size)) || (s.product.min_total && n(size).multiply(price).value() >= Number(s.product.min_total))) { if (s.product.max_size && Number(size) > Number(s.product.max_size)) { size = s.product.max_size From 3d93554d4d906db7bb831130a4f16b2554fb86a9 Mon Sep 17 00:00:00 2001 From: fuzzyTew Date: Wed, 7 Mar 2018 04:17:40 -0500 Subject: [PATCH 231/236] Bring back missing help text. Fixes #1362. (#1363) --- .../{backfill/backfill.js => new_backfill.js} | 8 +++--- zenbot.js | 26 +++++++------------ 2 files changed, 13 insertions(+), 21 deletions(-) rename commands/{backfill/backfill.js => new_backfill.js} (90%) diff --git a/commands/backfill/backfill.js b/commands/new_backfill.js similarity index 90% rename from commands/backfill/backfill.js rename to commands/new_backfill.js index 86f55a59ae..31bd3fa7b0 100644 --- a/commands/backfill/backfill.js +++ b/commands/new_backfill.js @@ -1,12 +1,12 @@ var minimist = require('minimist') , tb = require('timebucket') - , exchangeService = require('../../lib/services/exchange-service') - , objectifySelector = require('../../lib/objectify-selector') - , backfillFunction = require('./backfill.function') + , exchangeService = require('../lib/services/exchange-service') + , objectifySelector = require('../lib/objectify-selector') + , backfillFunction = require('./backfill/backfill.function') module.exports = function(program, conf) { program - .command('backfill [selector]') + .command('new_backfill [selector]') .description('download historical trades for analysis') .option('-d, --days ', 'number of days to acquire (default: ' + conf.days + ')', Number, conf.days) .action(function (selector, cmd) { diff --git a/zenbot.js b/zenbot.js index cde4bc0205..7f668f65b7 100644 --- a/zenbot.js +++ b/zenbot.js @@ -20,8 +20,6 @@ boot(function (err, zenbot) { } program.version(zenbot.version) - var command_name = process.argv[2] - var command_directory = './commands' fs.readdir(command_directory, function(err, files){ if (err) { @@ -33,24 +31,18 @@ boot(function (err, zenbot) { }).filter((file)=>{ return fs.statSync(file).isFile() }) - - if(command_name) - var command_found = (commands.indexOf(path.join(command_directory, command_name)+'.js') !== -1) - if(command_found) { - var command = require(path.resolve(__dirname, `./commands/${command_name}`)) - command(program, zenbot.conf) - } + commands.forEach((file)=>{ + require(path.resolve(__dirname, file.replace('.js','')))(program, zenbot.conf) + }) - if(command_name === 'new_backfill'){ - command_found = true - command = require(path.resolve(__dirname,'./commands/backfill/backfill')) - command(program, zenbot.conf) - } + program + .command('*', 'Display help', { noHelp: true }) + .action((cmd)=>{ + console.log('Invalid command: ' + cmd) + program.help() + }) - if (!command_name || !command_found && (!process.argv[2] || !process.argv[2].match(/^-V|--version$/))) { - program.help() - } program.parse(process.argv) }) }) From 620257cb422d2c7f2971d75feb83de396cf5be0d Mon Sep 17 00:00:00 2001 From: Trivalik Date: Wed, 7 Mar 2018 10:20:21 +0100 Subject: [PATCH 232/236] update windows installation FAQ (#1226) * update windows installation FAQ * Update FAQ.md --- docs/FAQ.md | 10 +++++++--- 1 file changed, 7 insertions(+), 3 deletions(-) diff --git a/docs/FAQ.md b/docs/FAQ.md index 33bdb27f19..a285d06dba 100644 --- a/docs/FAQ.md +++ b/docs/FAQ.md @@ -90,18 +90,22 @@ There is also a shared Google Doc spreadsheet containing community sim results a Yes, Zenbot can be installed on Windows, although it is recommended that Linux or macOS is used instead. -To install Zenbot on Windows: +Please note that these instructions are for Windows 10. + +To install Zenbot on Windows it is currently required to have Visual Studio 2015 installed (because of the analytic-forex package). 1. Install the "Bash on Windows subsystem" (see https://msdn.microsoft.com/en-us/commandline/wsl/about for more information) -> Note: This will change soon, seeing that Microsoft decided to have Ubuntu, Fedora and OpenSUSE available. They will also drop the requirement for requiring dev mode enabled on windows soon. Source: https://blogs.msdn.microsoft.com/commandline/2017/05/11/new-distros-coming-to-bashwsl-via-windows-store/ and https://blogs.msdn.microsoft.com/commandline/2017/06/08/developer-mode-no-longer-required-for-windows-subsystem-for-linux/ +> Note: You can then choose between Ubuntu, Fedora and OpenSUSE in the Windows store. -2. Open the terminal window, your disks will now be mounted under `/mnt/*`. So for example navigate to your directory (example: `cd /mnt/c/zenbot`) +2. Open a terminal window, your disks will now be mounted under `/mnt/*`. So for example navigate to your directory (example: `cd /mnt/c/zenbot`) 3. Install node (`curl -sL https://deb.nodesource.com/setup_8.x | sudo -E bash -; sudo apt-get install nodejs`) 4. Run zenbot as you would otherwise +> Note: MongoDB is not working in this subsystem, please use the Windows version! + **How do I update Zenbot?** From 49ab7582d5a0830638d4caa738c8ec2ec770540d Mon Sep 17 00:00:00 2001 From: Travis CI Date: Thu, 8 Mar 2018 10:56:53 +0000 Subject: [PATCH 233/236] Exchanges: update-products 775 --- extensions/exchanges/binance/products.json | 30 ++++++++++++ extensions/exchanges/bitfinex/products.json | 54 ++++++++++----------- extensions/exchanges/wexnz/products.json | 8 +++ 3 files changed, 65 insertions(+), 27 deletions(-) diff --git a/extensions/exchanges/binance/products.json b/extensions/exchanges/binance/products.json index aae3eef016..9a6a840607 100644 --- a/extensions/exchanges/binance/products.json +++ b/extensions/exchanges/binance/products.json @@ -2758,5 +2758,35 @@ "increment": "0.00001", "asset_increment": "0.01", "label": "ZIL/BNB" + }, + { + "id": "ONTBTC", + "asset": "ONT", + "currency": "BTC", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "0.00000001", + "asset_increment": "1.", + "label": "ONT/BTC" + }, + { + "id": "ONTETH", + "asset": "ONT", + "currency": "ETH", + "min_size": "1.00000000", + "max_size": "100000.00000000", + "increment": "0.00000001", + "asset_increment": "1.", + "label": "ONT/ETH" + }, + { + "id": "ONTBNB", + "asset": "ONT", + "currency": "BNB", + "min_size": "0.01000000", + "max_size": "10000.00000000", + "increment": "0.00001", + "asset_increment": "0.01", + "label": "ONT/BNB" } ] \ No newline at end of file diff --git a/extensions/exchanges/bitfinex/products.json b/extensions/exchanges/bitfinex/products.json index 6e327e276f..f55617d984 100644 --- a/extensions/exchanges/bitfinex/products.json +++ b/extensions/exchanges/bitfinex/products.json @@ -402,7 +402,7 @@ { "asset": "DAT", "currency": "USD", - "min_size": "120.0", + "min_size": "122.0", "max_size": "250000.0", "increment": "0.000001", "label": "DAT/USD" @@ -410,7 +410,7 @@ { "asset": "DAT", "currency": "BTC", - "min_size": "120.0", + "min_size": "122.0", "max_size": "250000.0", "increment": "0.000000001", "label": "DAT/BTC" @@ -418,7 +418,7 @@ { "asset": "DAT", "currency": "ETH", - "min_size": "120.0", + "min_size": "122.0", "max_size": "250000.0", "increment": "0.000000001", "label": "DAT/ETH" @@ -450,7 +450,7 @@ { "asset": "YYW", "currency": "USD", - "min_size": "84.0", + "min_size": "106.0", "max_size": "50000.0", "increment": "0.000001", "label": "YYW/USD" @@ -458,7 +458,7 @@ { "asset": "YYW", "currency": "BTC", - "min_size": "84.0", + "min_size": "106.0", "max_size": "50000.0", "increment": "0.000000001", "label": "YYW/BTC" @@ -466,7 +466,7 @@ { "asset": "YYW", "currency": "ETH", - "min_size": "84.0", + "min_size": "106.0", "max_size": "50000.0", "increment": "0.000000001", "label": "YYW/ETH" @@ -530,25 +530,25 @@ { "asset": "BAT", "currency": "USD", - "min_size": "30.0", + "min_size": "32.0", "max_size": "200000.0", - "increment": "0.00001", + "increment": "0.000001", "label": "BAT/USD" }, { "asset": "BAT", "currency": "BTC", - "min_size": "30.0", + "min_size": "32.0", "max_size": "200000.0", - "increment": "0.00000001", + "increment": "0.000000001", "label": "BAT/BTC" }, { "asset": "BAT", "currency": "ETH", - "min_size": "30.0", + "min_size": "32.0", "max_size": "200000.0", - "increment": "0.00000001", + "increment": "0.000000001", "label": "BAT/ETH" }, { @@ -602,7 +602,7 @@ { "asset": "ZRX", "currency": "USD", - "min_size": "12.0", + "min_size": "14.0", "max_size": "200000.0", "increment": "0.00001", "label": "ZRX/USD" @@ -610,7 +610,7 @@ { "asset": "ZRX", "currency": "BTC", - "min_size": "12.0", + "min_size": "14.0", "max_size": "200000.0", "increment": "0.00000001", "label": "ZRX/BTC" @@ -618,7 +618,7 @@ { "asset": "ZRX", "currency": "ETH", - "min_size": "12.0", + "min_size": "14.0", "max_size": "200000.0", "increment": "0.00000001", "label": "ZRX/ETH" @@ -626,7 +626,7 @@ { "asset": "TNB", "currency": "USD", - "min_size": "192.0", + "min_size": "284.0", "max_size": "200000.0", "increment": "0.0000001", "label": "TNB/USD" @@ -634,7 +634,7 @@ { "asset": "TNB", "currency": "BTC", - "min_size": "192.0", + "min_size": "284.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "TNB/BTC" @@ -642,7 +642,7 @@ { "asset": "TNB", "currency": "ETH", - "min_size": "192.0", + "min_size": "284.0", "max_size": "200000.0", "increment": "0.0000000001", "label": "TNB/ETH" @@ -698,7 +698,7 @@ { "asset": "RCN", "currency": "USD", - "min_size": "72.0", + "min_size": "80.0", "max_size": "200000.0", "increment": "0.000001", "label": "RCN/USD" @@ -706,7 +706,7 @@ { "asset": "RCN", "currency": "BTC", - "min_size": "72.0", + "min_size": "80.0", "max_size": "200000.0", "increment": "0.000000001", "label": "RCN/BTC" @@ -714,7 +714,7 @@ { "asset": "RCN", "currency": "ETH", - "min_size": "72.0", + "min_size": "80.0", "max_size": "200000.0", "increment": "0.000000001", "label": "RCN/ETH" @@ -770,7 +770,7 @@ { "asset": "SNG", "currency": "USD", - "min_size": "94.0", + "min_size": "124.0", "max_size": "200000.0", "increment": "0.000001", "label": "SNG/USD" @@ -778,7 +778,7 @@ { "asset": "SNG", "currency": "BTC", - "min_size": "94.0", + "min_size": "124.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SNG/BTC" @@ -786,7 +786,7 @@ { "asset": "SNG", "currency": "ETH", - "min_size": "94.0", + "min_size": "124.0", "max_size": "200000.0", "increment": "0.000000001", "label": "SNG/ETH" @@ -818,7 +818,7 @@ { "asset": "ELF", "currency": "USD", - "min_size": "8.0", + "min_size": "12.0", "max_size": "25000.0", "increment": "0.00001", "label": "ELF/USD" @@ -826,7 +826,7 @@ { "asset": "ELF", "currency": "BTC", - "min_size": "8.0", + "min_size": "12.0", "max_size": "25000.0", "increment": "0.00000001", "label": "ELF/BTC" @@ -834,7 +834,7 @@ { "asset": "ELF", "currency": "ETH", - "min_size": "8.0", + "min_size": "12.0", "max_size": "25000.0", "increment": "0.00000001", "label": "ELF/ETH" diff --git a/extensions/exchanges/wexnz/products.json b/extensions/exchanges/wexnz/products.json index df33c5e9f1..008e969088 100644 --- a/extensions/exchanges/wexnz/products.json +++ b/extensions/exchanges/wexnz/products.json @@ -406,5 +406,13 @@ "max_size": "1", "increment": "0.0001", "label": "BCHET/BCH" + }, + { + "asset": "USDT", + "currency": "USD", + "min_size": "0.01", + "max_size": "2", + "increment": "0.0001", + "label": "USDT/USD" } ] \ No newline at end of file From 109411b46ced8d364faa8867e693775fc86a7c8d Mon Sep 17 00:00:00 2001 From: "greenkeeper[bot]" Date: Thu, 8 Mar 2018 20:46:31 +0000 Subject: [PATCH 234/236] fix(package): update @slack/client to version 4.0.0 --- package.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/package.json b/package.json index 259b6834d7..fec4913a97 100644 --- a/package.json +++ b/package.json @@ -27,7 +27,7 @@ ] }, "dependencies": { - "@slack/client": "^3.14.0", + "@slack/client": "^4.0.0", "async": "^2.5.0", "babel-core": "^6.26.0", "babel-loader": "^7.1.2", From 6f6f8b50d74898075199e834978584c398443f32 Mon Sep 17 00:00:00 2001 From: Daniel Espendiller Date: Fri, 9 Mar 2018 09:40:27 +0100 Subject: [PATCH 235/236] add "Hull Moving Average Indicator" based on tulind library #1426 (#1480) --- README.md | 10 +++ extensions/strategies/ti_hma/strategy.js | 108 +++++++++++++++++++++++ lib/ti_hma.js | 30 +++++++ package.json | 1 + 4 files changed, 149 insertions(+) create mode 100644 extensions/strategies/ti_hma/strategy.js create mode 100644 lib/ti_hma.js diff --git a/README.md b/README.md index 2501e694cc..fbdb2f56d6 100644 --- a/README.md +++ b/README.md @@ -563,6 +563,16 @@ ta_ultosc --overbought_rsi_periods= number of periods for overbought RSI (default: 25) --overbought_rsi= sold when RSI exceeds this value (default: 90) +ti_hma + description: + HMA - Hull Moving Average + options: + --period= period length eg 10m (default: 15m) + --min_periods= min. number of history periods (default: 52) + --trend_hma= number of periods for trend hma (default: 36) + --overbought_rsi_periods= number of periods for overbought RSI (default: 25) + --overbought_rsi= sold when RSI exceeds this value (default: 70) + trendline description: Calculate a trendline and trade when trend is positive vs negative. diff --git a/extensions/strategies/ti_hma/strategy.js b/extensions/strategies/ti_hma/strategy.js new file mode 100644 index 0000000000..5a2fd4d457 --- /dev/null +++ b/extensions/strategies/ti_hma/strategy.js @@ -0,0 +1,108 @@ +var z = require('zero-fill') + , n = require('numbro') + , rsi = require('../../../lib/rsi') + , ti_hma = require('../../../lib/ti_hma') + , Phenotypes = require('../../../lib/phenotype') + +module.exports = { + name: 'ti_hma', + description: 'HMA - Hull Moving Average', + + getOptions: function () { + this.option('period', 'period length eg 10m', String, '15m') + this.option('min_periods', 'min. number of history periods', Number, 52) + this.option('trend_hma', 'number of periods for trend hma', Number, 36) + this.option('overbought_rsi_periods', 'number of periods for overbought RSI', Number, 25) + this.option('overbought_rsi', 'sold when RSI exceeds this value', Number, 70) + }, + + calculate: function (s) { + if (s.options.overbought_rsi) { + // sync RSI display with overbought RSI periods + s.options.rsi_periods = s.options.overbought_rsi_periods + rsi(s, 'overbought_rsi', s.options.overbought_rsi_periods) + if (!s.in_preroll && s.period.overbought_rsi >= s.options.overbought_rsi && !s.overbought) { + s.overbought = true + + if (s.options.mode === 'sim' && s.options.verbose) { + console.log(('\noverbought at ' + s.period.overbought_rsi + ' RSI, preparing to sold\n').cyan) + } + } + } + }, + + onPeriod: function (s, cb) { + if (!s.in_preroll && typeof s.period.overbought_rsi === 'number') { + if (s.overbought) { + s.overbought = false + s.signal = 'sell' + return cb() + } + } + + ti_hma(s, s.options.min_periods, s.options.trend_hma).then(function(signal) { + s.period['trend_hma'] = signal + + // percentage change + if (s.period.trend_hma && s.lookback[0] && s.lookback[0].trend_hma) { + s.period.trend_hma_rate = (s.period.trend_hma - s.lookback[0].trend_hma) / s.lookback[0].trend_hma * 100 + } + + if (s.period.trend_hma_rate > 0) { + if (s.trend !== 'up') { + s.acted_on_trend = false + } + s.trend = 'up' + s.signal = !s.acted_on_trend ? 'buy' : null + s.cancel_down = false + } else if (!s.cancel_down && s.period.trend_hma_rate < 0) { + if (s.trend !== 'down') { + s.acted_on_trend = false + } + s.trend = 'down' + s.signal = !s.acted_on_trend ? 'sell' : null + } + + cb() + }).catch(function(error) { + console.log(error) + cb() + }) + }, + + onReport: function (s) { + var cols = [] + + if (typeof s.period.trend_hma === 'number') { + var color = 'grey' + + if (s.period.trend_hma_rate > 0) { + color = 'green' + } else if (s.period.trend_hma_rate < 0) { + color = 'red' + } + + cols.push(z(8, n(s.period.trend_hma).format('0.0000'), ' ')[color]) + cols.push(z(6, n(s.period.trend_hma_rate).format('0.00'), ' ')[color]) + } + + return cols + }, + + phenotypes: { + period_length: Phenotypes.RangePeriod(5, 120, 'm'), + min_periods: Phenotypes.Range(20, 104), + markdown_buy_pct: Phenotypes.RangeFloat(-1, 5), + markup_sell_pct: Phenotypes.RangeFloat(-1, 5), + order_type: Phenotypes.ListOption(['maker', 'taker']), + sell_stop_pct: Phenotypes.Range0(1, 50), + buy_stop_pct: Phenotypes.Range0(1, 50), + profit_stop_enable_pct: Phenotypes.Range0(1, 20), + profit_stop_pct: Phenotypes.Range(1,20), + + trend_hma: Phenotypes.Range(6, 72), + overbought_rsi_periods: Phenotypes.Range(1, 50), + overbought_rsi: Phenotypes.Range(20, 100) + } +} + diff --git a/lib/ti_hma.js b/lib/ti_hma.js new file mode 100644 index 0000000000..08275c2d6a --- /dev/null +++ b/lib/ti_hma.js @@ -0,0 +1,30 @@ +// Hull Moving Average: +// https://tulipindicators.org/hma + +var ti = require('tulind') + +module.exports = function hma(s, min_periods, trend_full) { + return new Promise(function(resolve) { + if (!s.marketData) { + s.marketData = { close: [] } + } + + if (s.lookback.length > s.marketData.close.length) { + for (var i = (s.lookback.length - s.marketData.close.length) - 1; i >= 0; i--) { + s.marketData.close.push(s.lookback[i].close) + } + } + + if (s.marketData.close.length < min_periods) { + resolve() + return + } + + let tmpClose = s.marketData.close.slice() + tmpClose.push(s.period.close) + + ti.indicators.hma.indicator([tmpClose], [trend_full], function(err, results) { + resolve(results[0][results[0].length-1]) + }) + }) +} diff --git a/package.json b/package.json index 259b6834d7..397b4386c7 100644 --- a/package.json +++ b/package.json @@ -99,6 +99,7 @@ "talib": "^1.0.4", "timebucket": "^0.4.0", "trend": "0.3.0", + "tulind": "^0.8.9", "url-loader": "^1.0.1", "uuid": "^3.1.0", "waypoints": "^4.0.1", From 6a84cc9d05ba9a9f2ca6d5d644796530fbbc9500 Mon Sep 17 00:00:00 2001 From: Chase Sillevis Date: Fri, 9 Mar 2018 09:44:36 +0100 Subject: [PATCH 236/236] update package-lock.json --- package-lock.json | 2094 ++++++++++++++++++++------------------------- 1 file changed, 915 insertions(+), 1179 deletions(-) diff --git a/package-lock.json b/package-lock.json index 8290aa1ae7..394b5de877 100644 --- a/package-lock.json +++ b/package-lock.json @@ -61,40 +61,132 @@ "integrity": "sha512-ONhaKPIufzzrlNbqtWFFd+jlnemX6lJAgq9ZeiZtS7I1PIf/la7CW4m83rTXRnVnsMbW2k56pGYu7AUFJD9Pow==" }, "@slack/client": { - "version": "3.16.0", - "resolved": "https://registry.npmjs.org/@slack/client/-/client-3.16.0.tgz", - "integrity": 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