Merge branch 'unstable' into master

DeviaVir · Jan 5, 2018 · f5aef5d · f5aef5d
2 parents fccae8e + 8b588f2
commit f5aef5d
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diff --git a/.gitignore b/.gitignore
@@ -28,3 +28,4 @@ models/*.html
 temp.html
 logs
 .sync
+dist/*
diff --git a/README.md b/README.md
@@ -467,6 +467,12 @@ c.oversold_rsi_periods = 20
 c.max_slippage_pct = 10
 c.order_adjust_time = 10000
 ```
+## GUI 
+A basic web UI is available at the url stated during startup.  This port can be configured in the conf.js or randomly assigned.
+In it's infancy, there are a few caveats with the current UI.
+- In order to have statistics displayed, they must first be dumped from the CLI.  Pressing `D` will refresh the statistics on each refresh of the dashboard.
+- Currently the data is mostly static with the exception of the tradingview charts.
+- Currently only READ-ONLY
 
 ## Reading the console output
 

diff --git a/commands/trade.js b/commands/trade.js
@@ -71,7 +71,7 @@ module.exports = function container (get, set, clear) {
           process.exit(1)
         }
         var engine = get('lib.engine')(s)
-        get('lib.output').initializeOutput(s)
+
 
         const keyMap = new Map()
         keyMap.set('b', 'limit'.grey + ' BUY'.green)
@@ -158,6 +158,16 @@ module.exports = function container (get, set, clear) {
           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%'),
+            tmp_balance: n(tmp_balance).format('0.00000000'),
+            buy_hold: buy_hold.format('0.00000000'),
+            buy_hold_profit: n(buy_hold_profit).format('0.00%'),
+            day_count: s.day_count,
+            trade_per_day: n(s.my_trades.length / s.day_count).format('0.00')
+          }
+
           var last_buy
           var losses = 0, sells = 0
           s.my_trades.forEach(function (trade) {
@@ -174,6 +184,11 @@ 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)
+
+            //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)
@@ -250,6 +265,16 @@ module.exports = function container (get, set, clear) {
           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%'),
+            tmp_balance: n(tmp_balance).format('0.00000000'),
+            buy_hold: buy_hold.format('0.00000000'),
+            buy_hold_profit: n(buy_hold_profit).format('0.00%'),
+            day_count: s.day_count,
+            trade_per_day: n(s.my_trades.length / s.day_count).format('0.00')
+          }
+
           var last_buy
           var losses = 0, sells = 0
           s.my_trades.forEach(function (trade) {
@@ -266,6 +291,11 @@ 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)
+
+            //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%')
           }
 
           var html_output = output_lines.map(function (line) {
@@ -356,6 +386,8 @@ module.exports = function container (get, set, clear) {
             get('db.trades').select(opts, function (err, trades) {
               if (err) throw err
               if (!trades.length) {
+                console.log('------------------------------------------ INITIALIZE  OUTPUT ------------------------------------------')
+                get('lib.output').initializeOutput(s)
                 console.log('---------------------------- STARTING ' + so.mode.toUpperCase() + ' TRADING ----------------------------')
                 if (so.mode === 'paper') {
                   console.log('!!! Paper mode enabled. No real trades are performed until you remove --paper from the startup command.')

diff --git a/docker-compose.yml b/docker-compose.yml
@@ -1,40 +1,42 @@
-server:
-  build: .
-  volumes:
-    - ./conf.js:/app/conf.js
-    - ./extensions:/app/extensions
-    - ./simulations:/app/simulations
-  links:
-    - mongodb
-  command: [ "trade", "--paper" ]
-  restart: always
-  tty: true
-  environment:
-    - MONGODB_PORT_27017_TCP_ADDR=mongodb
+version: '3.1'
 
-mongodb:
-  image: mongo:latest
-  volumes_from:
-    - mongodb-data
-  command: mongod --smallfiles --bind_ip_all
+services:
 
-mongodb-data:
-  image: mongo:latest
-  volumes:
-    - ./data/db:/data/db
-  command: "true"
+  server:
+    build: .
+    volumes:
+      - ./conf.js:/app/conf.js
+      - ./extensions:/app/extensions
+      - ./simulations:/app/simulations
+    links:
+      - mongodb
+    command: [ "trade", "--paper" ]
+    restart: always
+    tty: true
+    depends_on:
+      - mongodb
+    environment:
+      - MONGODB_PORT_27017_TCP_ADDR=mongodb
 
-# Remove below comments to use this container. "adminMongo is a Web based user interface (GUI) to handle all your MongoDB connections/databases needs."
-#
-#adminmongo:
-#  image: mrvautin/adminmongo
-#  links:
-#    - mongodb
-#  tty: true
-#  ports:
-#    - "1234:1234"
-#  environment:
-#    - CONN_NAME=zenbot_mongodb
-#    - DB_HOST=mongodb
-#    - DB_PORT=27017
-#  command: "npm start"
+  mongodb:
+    image: mongo:latest
+    volumes:
+      - ./data/db:/data/db
+    command: mongod --smallfiles --logpath=/dev/null
+    ports:
+      - 27017:27017
+
+  # Remove below comments to use this container. "adminMongo is a Web based user interface (GUI) to handle all your MongoDB connections/databases needs."
+  #
+  #adminmongo:
+  #  image: mrvautin/adminmongo
+  #  links:
+  #    - mongodb
+  #  tty: true
+  #  ports:
+  #    - "1234:1234"
+  #  environment:
+  #    - CONN_NAME=zenbot_mongodb
+  #    - DB_HOST=mongodb
+  #    - DB_PORT=27017
+  #  command: "npm start"
diff --git a/extensions/exchanges/cexio/exchange.js b/extensions/exchanges/cexio/exchange.js
@@ -42,13 +42,31 @@ module.exports = function container (get, set, clear) {
     }, 10000)
   }
 
+  function refreshFees(args) {
+    var skew = 5000 // in ms
+    var now = new Date();
+    var nowUTC = new Date(now.getUTCFullYear(), now.getUTCMonth(), now.getUTCDate(), now.getUTCHours(), now.getUTCMinutes(), now.getUTCSeconds())
+    var midnightUTC = new Date(now.getUTCFullYear(), now.getUTCMonth(), now.getUTCDate(), now.getUTCHours(), now.getUTCMinutes(), now.getUTCSeconds()).setHours(24,0,0,0)
+    var countdown = midnightUTC - nowUTC + skew
+    if (so.debug) {
+      var hours = parseInt((countdown/(1000*60*60))%24)
+      var minutes = parseInt((countdown/(1000*60))%60)
+      var seconds = parseInt((countdown/1000)%60)
+      console.log('\nRefreshing fees in ' + hours + ' hours ' + minutes + ' minutes ' + seconds + ' seconds')
+    }
+    setTimeout(function() {
+      exchange['setFees'].apply(exchange, args)
+    }, countdown)
+  }
+
   var orders = {}
   var exchange = {
     name: 'cexio',
     historyScan: 'forward',
     backfillRateLimit: 0,
     makerFee: 0.16,
     takerFee: 0.25,
+    dynamicFees: true,
 
     getProducts: function () {
       return require('./products.json')
@@ -182,6 +200,32 @@ module.exports = function container (get, set, clear) {
       })
     },
 
+    setFees: function(opts) {
+      var func_args = [].slice.call(arguments)
+      var client = authedClient()
+      client.get_my_fee(function (err, body) {
+        if (err || (typeof body === 'string' && body.match(/error/))) {
+          if (so.debug) {
+            console.log(('\nsetFees ' + body + ' - using fixed fees!').red)
+          }
+          return retry('setFees', func_args)
+        } else {
+          var pair = opts.asset + ':' + opts.currency
+          var makerFee = (parseFloat(body[pair].buyMaker) + parseFloat(body[pair].sellMaker)) / 2
+          var takerFee = (parseFloat(body[pair].buy) + parseFloat(body[pair].sell)) / 2
+          if (exchange.makerFee != makerFee) {
+            if (so.debug) console.log('\nMaker fee changed: ' + exchange.makerFee + '% -> ' + makerFee + '%')
+            exchange.makerFee = makerFee
+          }
+          if (exchange.takerFee != takerFee) {
+            if (so.debug) console.log('\nTaker fee changed: ' + exchange.takerFee + '% -> ' + takerFee + '%')
+            exchange.takerFee = takerFee
+          }
+        }
+        return refreshFees(func_args)
+      })
+    },
+
     // return the property used for range querying.
     getCursor: function (trade) {
       return trade.trade_id

diff --git a/extensions/exchanges/poloniex/products.json b/extensions/exchanges/poloniex/products.json
@@ -34,7 +34,7 @@
   {
     "asset": "BCH",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Bitcoin Cash/Tether USD"
@@ -90,7 +90,7 @@
   {
     "asset": "BTC",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Bitcoin/Tether USD"
@@ -170,7 +170,7 @@
   {
     "asset": "DASH",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Dash/Tether USD"
@@ -234,7 +234,7 @@
   {
     "asset": "ETC",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Ethereum Classic/Tether USD"
@@ -250,7 +250,7 @@
   {
     "asset": "ETH",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Ethereum/Tether USD"
@@ -394,7 +394,7 @@
   {
     "asset": "LTC",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Litecoin/Tether USD"
@@ -466,7 +466,7 @@
   {
     "asset": "NXT",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "NXT/Tether USD"
@@ -562,7 +562,7 @@
   {
     "asset": "REP",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Augur/Tether USD"
@@ -626,7 +626,7 @@
   {
     "asset": "STR",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Stellar/Tether USD"
@@ -706,7 +706,7 @@
   {
     "asset": "XMR",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Monero/Tether USD"
@@ -730,7 +730,7 @@
   {
     "asset": "XRP",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Ripple/Tether USD"
@@ -762,7 +762,7 @@
   {
     "asset": "ZEC",
     "currency": "USDT",
-    "min_total": "0.0001",
+    "min_total": "1",
     "max_size": null,
     "increment": "0.00000001",
     "label": "Zcash/Tether USD"

diff --git a/extensions/exchanges/poloniex/update-products.sh b/extensions/exchanges/poloniex/update-products.sh
@@ -21,10 +21,15 @@ request('https://poloniex.com/public?command=returnTicker', {headers: {'User-Age
     var products = []
     Object.keys(ticker).forEach(function (pair) {
       var asset = pair.split('_')[1], currency = pair.split('_')[0]
+      if(currency === "USDT"){
+        min_total = '1'
+      }else {
+        min_total = '0.0001'
+      }
       products.push({
         asset: asset,
         currency: currency,
-        min_total: '0.0001',
+        min_total: min_total,
         max_size: null,
         increment: '0.00000001',
         label: currencies[asset].name + '/' + currencies[currency].name
@@ -42,4 +47,4 @@ request('https://poloniex.com/public?command=returnTicker', {headers: {'User-Age
     console.log('wrote', target)
     process.exit()
   })
-})
+})
-Original file line number
+Diff line change
@@ Expand Up / @@ -28,3 +28,4 @@ models/*.html @@
     temp.html
     logs
     .sync
+    dist/*