const fsw = require('fs'); const _ = require('lodash'); const log = require('../core/log.js'); const util = require('../core/util.js'); const config = util.getConfig(); const blotterConfig = config.blotter; var Blotter = function(done) { _.bindAll(this); this.time; this.valueAtBuy = 0.0; this.filename = blotterConfig.filename; this.dateformat = blotterConfig.dateFormat; this.timezone = blotterConfig.timezone; this.headertxt = ''; this.outtxt = ''; this.tradeError = false; this.inaccurateData = false; this.done = done; this.setup(); }; Blotter.prototype.setup = function(done) { this.headertxt = "Date,Price,Amount,Side,Fees,Value,P&L,Notes\n"; fsw.readFile(this.filename, (err, _) => { if (err) { log.warn('No file with the name', this.filename, 'found. Creating new blotter file'); fsw.appendFile(this.filename, this.headertxt, 'utf8', (err) => { if(err) { log.error('Unable to write header text to blotter'); } }); } }); }; Blotter.prototype.processTradeCompleted = function(trade) { // if exchange doesn't send correct timezone, correct it if (trade.date.format('Z') == '+00:00') { var adjustTimezone = trade.date.utcOffset(this.timezone); this.time = adjustTimezone.format(this.dateformat); } else { this.time = trade.date.format(this.dateformat); } // If a trade date is from 1969 or 1970, there was an error with the trade if (trade.date.format('YY') == '69' || trade.date.format('YY') == '70') { log.error('Received 1969/1970 error, trade failed to execute, did not record in blotter'); // Prevent roundTrip from writing error P&L in processRoundtrip method if (trade.action == 'sell') { this.tradeError = true; } return; } this.valueAtBuy = this.roundUp(trade.effectivePrice * trade.amount); if (trade.action === 'buy') { //time, price, amount, side, fees, value at buy this.outtxt = this.time + "," + trade.effectivePrice.toFixed(2) + "," + trade.amount.toFixed(8) + "," + trade.action + "," + trade.feePercent + "," + this.valueAtBuy; if ((trade.price == 0 || isNaN(trade.price)) && (trade.amount == 0|| isNaN(trade.amount))) { this.outtxt = this.outtxt + "," + ",Trade probably went through but didn't receive correct price/amount info\n"; } else { this.outtxt = this.outtxt + "\n"; } this.writeBlotter(); return; } else if (trade.action === 'sell'){ var sellValue = (this.roundUp(trade.effectivePrice * trade.amount)); //time, price, amount, side, fees, value at sell this.outtxt = this.time + "," + trade.effectivePrice.toFixed(2) + "," + trade.amount.toFixed(8) + "," + trade.action + "," + trade.feePercent + "," + sellValue + ","; if ((trade.price == 0 || isNaN(trade.price)) && (trade.amount == 0|| isNaN(trade.amount))) { this.inaccurateData = true; } this.valueAtBuy = 0.0; // wait til processRoundtrip complete to write to file } } Blotter.prototype.writeBlotter = function() { fsw.appendFile(this.filename, this.outtxt, 'utf8', (err) => { if(err) { log.error('Unable to write trade to blotter'); } }); } Blotter.prototype.processRoundtrip = function(trip) { log.info('Roundtrip', trip); if (!this.tradeError) { this.outtxt = this.outtxt + this.roundUp(trip.pnl) +'\n'; this.writeBlotter(); return; } if (this.inaccurateData) { this.outtxt = this.outtxt + this.roundUp(trip.pnl) + ",Trade probably went through but didn't receive correct price/amount info\n"; this.inaccurateData = false; this.writeBlotter; return; } // 1969/1970 sell trade error not written to blotter, resetting flag to false this.tradeError = false; } Blotter.prototype.roundUp = function(value) { var cents = value * 100; var roundedCents = Math.round(cents); return roundedCents / 100; } module.exports = Blotter;