first commit

plugins/tradingAdvisor/tradingAdvisor.js

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+var util = require('../../core/util');
+var _ = require('lodash');
+var fs = require('fs');
+var toml = require('toml');
+
+var config = util.getConfig();
+var dirs = util.dirs();
+var log = require(dirs.core + 'log');
+var CandleBatcher = require(dirs.core + 'candleBatcher');
+
+var moment = require('moment');
+var isLeecher = config.market && config.market.type === 'leech';
+
+var Actor = function(done) {
+  _.bindAll(this);
+
+  this.done = done;
+
+  this.batcher = new CandleBatcher(config.tradingAdvisor.candleSize);
+
+  this.strategyName = config.tradingAdvisor.method;
+
+  this.setupStrategy();
+
+  var mode = util.gekkoMode();
+
+  // the stitcher will try to pump in historical data
+  // so that the strat can use this data as a "warmup period"
+  //
+  // the realtime "leech" market won't use the stitcher
+  if(mode === 'realtime' && !isLeecher) {
+    var Stitcher = require(dirs.tools + 'dataStitcher');
+    var stitcher = new Stitcher(this.batcher);
+    stitcher.prepareHistoricalData(done);
+  } else
+    done();
+}
+
+Actor.prototype.setupStrategy = function() {
+
+  if(!fs.existsSync(dirs.methods + this.strategyName + '.js'))
+    util.die('Gekko can\'t find the strategy "' + this.strategyName + '"');
+
+  log.info('\t', 'Using the strategy: ' + this.strategyName);
+
+  const strategy = require(dirs.methods + this.strategyName);
+
+  // bind all trading strategy specific functions
+  // to the WrappedStrategy.
+  const WrappedStrategy = require('./baseTradingMethod');
+
+  _.each(strategy, function(fn, name) {
+    WrappedStrategy.prototype[name] = fn;
+  });
+
+  let stratSettings;
+  if(config[this.strategyName]) {
+    stratSettings = config[this.strategyName];
+  }
+
+  this.strategy = new WrappedStrategy(stratSettings);
+  this.strategy
+    .on(
+      'stratWarmupCompleted',
+      e => this.deferredEmit('stratWarmupCompleted', e)
+    )
+    .on('advice', this.relayAdvice)
+    .on(
+      'stratUpdate',
+      e => this.deferredEmit('stratUpdate', e)
+    ).on('stratNotification',
+      e => this.deferredEmit('stratNotification', e)
+    )
+
+  this.strategy
+    .on('tradeCompleted', this.processTradeCompleted);
+
+  this.batcher
+    .on('candle', _candle => {
+      const { id, ...candle } = _candle;
+      this.deferredEmit('stratCandle', candle);
+      this.emitStratCandle(candle);
+    });
+}
+
+// HANDLERS
+// process the 1m candles
+Actor.prototype.processCandle = function(candle, done) {
+  this.candle = candle;
+  const completedBatch = this.batcher.write([candle]);
+  if(completedBatch) {
+    this.next = done;
+  } else {
+    done();
+    this.next = false;
+  }
+  this.batcher.flush();
+}
+
+// propogate a custom sized candle to the trading strategy
+Actor.prototype.emitStratCandle = function(candle) {
+  const next = this.next || _.noop;
+  this.strategy.tick(candle, next);
+}
+
+Actor.prototype.processTradeCompleted = function(trade) {
+  this.strategy.processTrade(trade);
+}
+
+// pass through shutdown handler
+Actor.prototype.finish = function(done) {
+  this.strategy.finish(done);
+}
+
+// EMITTERS
+Actor.prototype.relayAdvice = function(advice) {
+  advice.date = this.candle.start.clone().add(1, 'minute');
+  this.deferredEmit('advice', advice);
+}
+
+
+module.exports = Actor;