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;