first commit

exchange/orders/limit.js

@@ -0,0 +1,244 @@
+// NOTE: this is currently broken, see
+// @link https://github.com/askmike/gekko/issues/2398
+
+throw ':(';
+
+/*
+  The limit order is a simple order:
+    - It is created at the specified price
+    - If it were to cross it will throw instead (only if postOnly is specified)
+    - It can be moved
+
+*/
+
+const _ = require('lodash');
+const async = require('async');
+const events = require('events');
+const moment = require('moment');
+const errors = require('../exchangeErrors');
+const BaseOrder = require('./order');
+const states = require('./states');
+
+class LimitOrder extends BaseOrder {
+  constructor(api) {
+    super(api);
+  }
+
+  create(side, amount, params) {
+    this.side = side;
+
+    this.postOnly = params.postOnly;
+
+    this.status = states.SUBMITTED;
+    this.emitStatus();
+
+    this.createOrder(price, amount);
+  }
+
+  createOrder(price, amount) {
+    this.amount = this.api.roundAmount(amount);
+    this.price = this.api.roundPrice(price);
+
+    // note: this assumes ticker data to be up to date
+    if(this.postOnly) {
+      if(side === 'buy' && this.price > this.data.ticker.ask)
+        throw new Error('Order crosses the book');
+      else if(side === 'sell' && this.price < this.data.ticker.bid)
+        throw new Error('Order crosses the book');
+    }
+
+    this.submit({
+      side: this.side,
+      amount: this.api.roundAmount(this.amount - alreadyFilled),
+      price: this.price,
+      alreadyFilled: this.filled
+    });
+  }
+
+  handleCreate(err, id) {
+    if(err)
+      throw err;
+
+    this.status = states.OPEN;
+    this.emitStatus();
+
+    this.id = id;
+
+    if(this.cancelling)
+      return this.cancel();
+
+    if(this.movingAmount)
+      return this.moveAmount();
+
+    if(this.movingPrice)
+      return this.movePrice();
+
+    this.timeout = setTimeout(this.checkOrder, this.checkInterval)
+  }
+
+  checkOrder() {
+    this.checking = true;
+    this.api.checkOrder(this.id, this.handleCheck);
+  }
+
+  handleCheck(err, result) {
+    if(this.cancelling || this.status === states.CANCELLED)
+      return;
+
+    this.checking = false;
+
+    if(err)
+      throw err;
+
+    if(result.open) {
+      if(result.filledAmount !== this.filledAmount) {
+        this.filledAmount = result.filledAmount;
+
+        // note: doc event API
+        this.emit('fill', this.filledAmount);
+      }
+
+      if(this.cancelling)
+        return this.cancel();
+
+      if(this.movingAmount)
+        return this.moveAmount();
+
+      if(this.movingPrice)
+        return this.movePrice();
+
+      this.timeout = setTimeout(this.checkOrder, this.checkInterval);
+      return;
+    }
+
+    if(!result.executed) {
+      // not open and not executed means it never hit the book
+      this.rejected();
+      return;
+    }
+
+    this.filled(this.price);
+  }
+
+  movePrice(price) {
+    if(this.completed)
+      return;
+
+    if(!price)
+      price = this.movePriceTo;
+
+    if(this.price === this.api.roundPrice(price))
+      // effectively nothing changed
+      return;
+
+    if(
+      this.status === states.SUBMITTED ||
+      this.status === states.MOVING ||
+      this.checking
+    ) {
+      this.movePriceTo = price;
+      this.movingPrice = true;
+      return;
+    }
+
+    this.movingPrice = false;
+
+    this.price = this.api.roundPrice(price);
+
+    clearTimeout(this.timeout);
+
+    this.status = states.MOVING;
+
+    this.api.cancelOrder(this.id, (err, filled) => {
+      if(err)
+        throw err;
+
+      if(filled)
+        return this.filled(this.price);
+
+      this.submit({
+        side: this.side,
+        amount: this.amount,
+        price: this.price,
+        alreadyFilled: this.filled
+      });
+    });
+  }
+
+  moveAmount(amount) {
+    if(this.completed)
+      return;
+
+    if(!amount)
+      amount = this.moveAmountTo;
+
+    if(this.amount === this.api.roundAmount(amount))
+      // effectively nothing changed
+      return;
+
+    if(
+      this.status === states.SUBMITTED ||
+      this.status === states.MOVING ||
+      this.checking
+    ) {
+      this.moveAmountTo = amount;
+      this.movingAmount = true;
+      return;
+    }
+
+    this.movingAmount = false;
+    this.amount = this.api.roundAmount(amount);
+
+    clearTimeout(this.timeout);
+
+    this.status = states.MOVING;
+    this.emitStatus();
+
+    this.api.cancelOrder(this.id, (err, filled) => {
+      if(err)
+        throw err;
+
+      if(filled)
+        return this.filled(this.price);
+
+      this.submit({
+        side: this.side,
+        amount: this.amount,
+        price: this.price,
+        alreadyFilled: this.filled
+      });
+    });
+  }
+
+  cancel() {
+    if(this.completed)
+      return;
+
+    if(
+      this.status === states.SUBMITTED ||
+      this.status === states.MOVING ||
+      this.checking
+    ) {
+      this.cancelling = true;
+      return;
+    }
+
+    clearTimeout(this.timeout);
+
+    this.api.cancelOrder(this.id, (err, filled) => {
+      if(err)
+        throw err;
+
+      this.cancelling = false;
+
+      if(filled)
+        return this.filled(this.price);
+
+      this.status = states.CANCELLED;
+      this.emitStatus();
+      this.finish(false);
+    });
+  }
+}
+
+module.exports = LimitOrder;