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app.js
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app.js
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import pkg from 'bybit-api-gnome';
const { WebsocketClient, WS_KEY_MAP, LinearClient, AccountAssetClient, SpotClientV3} = pkg;
import { WebsocketClient as binanceWS } from 'binance';
import dotenv from 'dotenv';
import fetch from 'node-fetch';
import express from 'express';
import path from 'path';
import chalk from 'chalk';
import fs from 'fs';
import { Webhook, MessageBuilder } from 'discord-webhook-node';
import { env } from 'process';
import http from 'http';
import https from 'https';
import WebSocket from 'ws';
import { networkInterfaces } from 'os';
import moment from 'moment';
import * as cron from 'node-cron'
import bodyParser from 'body-parser'
import session from 'express-session';
import { Server } from 'socket.io'
import { newPosition, incrementPosition, closePosition, updatePosition } from './position.js';
import { loadJson, storeJson, traceTrade } from './utils.js';
import { createMarketOrder } from './order.js';
import { logIT, LOG_LEVEL } from './log.js';
dotenv.config();
// Discord report cron tasks
if (process.env.USE_DISCORD == "true") {
const cronTaskDiscordPositionReport = cron.schedule(process.env.DISCORD_REPORT_INTERVALL, () => {
logIT("Discord report send!");
reportWebhook();
});
}
// Update function
if (process.env.FIRST_START === 'false') {
updateLastDeploymentDateTime(new Date());
changeENV('FIRST_START', 'true');
dotenv.config();
}
// Check for updates
if (process.env.CHECK_FOR_UPDATE === 'true')
checkForUpdates()
// used to calculate bot runtime
const timestampBotStart = moment();
var hook;
var reporthook;
if (process.env.USE_DISCORD == "true") {
hook = new Webhook(process.env.DISCORD_URL);
if (process.env.SPLIT_DISCORD_LOG_AND_REPORT == "true") {
reporthook = new Webhook(process.env.DISCORD_URL_REPORT);
}
}
const app = express();
const server = http.createServer(app);
const wss = new WebSocket.Server({ server });
const io = new Server(server);
const PORT = process.env.PORT || 3000;
const __dirname = path.dirname(new URL(import.meta.url).pathname);
const key = process.env.API_KEY;
const secret = process.env.API_SECRET;
const stopLossCoins = new Map();
// keep tracks of opened positions
var openPositions = undefined;
// tradesStat store metric about current trade
const tradesHistory = new Map();
// globalTradesStats store global metric
const globalStatsPath = "./global_stats.json";
var globalTradesStats = {
trade_count: 0,
max_loss : 0,
losses_count: 0,
wins_count: 0,
consecutive_losses :0,
consecutive_wins :0,
max_consecutive_losses: 0,
max_consecutive_wins: 0
};
loadJson(globalStatsPath, globalTradesStats);
const TRACE_TRADES_LEVEL_OFF = "OFF";
const TRACE_TRADES_LEVEL_ON = "ON";
const TRACE_TRADES_LEVEL_MAX = "MAX";
const traceTradeFields = process.env.TRACE_TRADES_FIELDS.replace(/ /g,"").split(",")
var rateLimit = 2000;
var baseRateLimit = 2000;
var lastReport = 0;
var pairs = [];
var liquidationOrders = [];
var lastUpdate = 0;
var global_balance;
const drawdownThreshold = process.env.TIMEOUT_BLACKLIST_FOR_BIG_DRAWDOWN == "true" ? parseFloat(process.env.DRAWDOWN_THRESHOLD) : 0
// queue to sequentially execute scalp method
var tradeOrdersQueue = [];
app.use(bodyParser.urlencoded({ extended: false }));
app.use('/css', express.static('gui/css'));
app.use('/img', express.static('gui/img'));
app.use('/node_modules', express.static('node_modules/socket.io/client-dist'));
app.use(session({
secret: process.env.GUI_SESSION_PASSWORD,
resave: false,
saveUninitialized: true
}));
app.get('/login', (req, res) => {
res.sendFile('login.html', { root: 'gui' });
});
app.post('/login', (req, res) => {
const password = req.body.password;
if (password === process.env.GUI_PASSWORD) {
req.session.isLoggedIn = true;
res.redirect('/');
} else {
res.status(401).send('Wrong password');
}
});
app.get('/', isAuthenticated, (req, res) => {
res.sendFile('index.html', { root: 'gui' });
});
app.get('/settings', isAuthenticated, (req, res) => {
res.sendFile('settings.html', { root: 'gui' });
});
app.get('/stats', isAuthenticated, (req, res) => {
res.sendFile('stats.html', { root: 'gui' });
});
const runningStatus_UNDEFINED = 0;
const runningStatus_RUN = 1;
const runningStatus_PAUSE = 2;
const runningStatus_Label = ["Undefined", "Running", "Paused"];
var runningStatus = runningStatus_UNDEFINED
app.get('/runningStatus', getRunningStatus, (req, res) => {
res.sendFile('index.html', { root: 'gui' });
});
io.on('connection', (socket) => {
socket.on('setting', (msg) => {
changeENV(msg.set, msg.val)
});
socket.on('sendsettings', (msg) => {
getSettings()
});
});
server.listen(PORT, () => {
const interfaces = networkInterfaces();
const addresses = [];
for (const iface of Object.values(interfaces)) {
for (const addr of iface) {
if (addr.family === 'IPv4' && !addr.internal) {
addresses.push(addr.address);
}
}
}
logIT(`GUI running on http://${addresses[0]}:${PORT}`)
});
//create ws client
const wsClient = new WebsocketClient({
key: key,
secret: secret,
market: 'linear',
livenet: true,
});
const binanceClient = new binanceWS({
beautify: true,
});
//create linear client
const linearClient = new LinearClient({
key: key,
secret: secret,
livenet: true,
});
//account client
if (process.env.WITHDRAW == "true" || process.env.TRANSFER_TO_SPOT == "true"){
const accountClient = new AccountAssetClient({
key: key,
secret: secret,
livenet: true,
});
}
function handleNewOrder(order, liquidity_trigger) {
// Add liquidity_trigger to order as list of liquidity to keep count of dca order i.e
// _liquidity_trigger: "liq1,liq2,...liqN"
const position = newPosition({...order, "liquidity_trigger": `\"${liquidity_trigger}\"`});
tradesHistory.set(order.symbol, position);
incOpenPosition();
}
function handleDcaOrder(order, liquidity_trigger) {
let trade_info = tradesHistory.get(order.symbol);
if (trade_info !== undefined) {
trade_info._dca_count++;
//remove "" before append a new liquidity item.
trade_info._liquidity_trigger = trade_info._liquidity_trigger.replace(/"/g, "");
trade_info._liquidity_trigger = `\"${trade_info._liquidity_trigger} ${liquidity_trigger}\"`;
if (process.env.TRACE_TRADES != TRACE_TRADES_LEVEL_OFF)
traceTrade("dca", trade_info, traceTradeFields);
}
}
function tradeOrdersQueue_enqueue(orderFnObj) {
let ordersInProgress = tradeOrdersQueue.filter(el => el.pair === orderFnObj.pair);
if (ordersInProgress.length == 0)
tradeOrdersQueue.push(orderFnObj);
}
wsClient.on('update', (data) => {
logIT(`raw message received ${JSON.stringify(data, null, 2)}`, LOG_LEVEL.DEBUG);
const topic = data.topic;
if (topic === "stop_order") {
const order_data = data.data;
//check for stoploss trigger
if (order_data[0].stop_order_type === "StopLoss" && order_data[0].order_status === "Triggered"){
//add coin to timeout
addCoinToTimeout(order_data[0].symbol, process.env.STOP_LOSS_TIMEOUT);
messageWebhook(order_data[0].symbol + " hit Stop Loss!\n Waiting " + process.env.STOP_LOSS_TIMEOUT + " ms for timeout...");
}
let trade_info = tradesHistory.get(order_data[0].symbol);
if (trade_info !== undefined && order_data[0].order_status === "Triggered" && (order_data[0].stop_order_type === "StopLoss" || order_data[0].stop_order_type === "TakeProfit")) {
trade_info._close_type = order_data[0].stop_order_type;
}
} else if (topic === "order") {
let close_position = false;
const filled_orders = data.data.filter(el => el.order_status == 'Filled');
filled_orders.forEach( order => {
let trade_info = tradesHistory.get(order.symbol);
// 26/05/2023 patch as ByBit change order.create_type
const order_type = trade_info._close_type ? trade_info._close_type : order.create_type;
switch(order_type) {
case 'CreateByUser':
// new trade
if (trade_info !== undefined) {
// update price with executed order price
// verify that it's starts order not dca
if (trade_info._start_price === 0) {
trade_info._start_price = order.last_exec_price;
traceTrade("start", trade_info, traceTradeFields);
}
}
break;
case 'StopLoss':
close_position = true;
globalTradesStats.consecutive_wins = 0;
globalTradesStats.consecutive_losses += 1;
globalTradesStats.max_consecutive_losses = Math.max(globalTradesStats.max_consecutive_losses, globalTradesStats.consecutive_losses);
globalTradesStats.losses_count += 1;
break;
case 'TakeProfit':
close_position = true;
globalTradesStats.consecutive_losses = 0;
globalTradesStats.consecutive_wins += 1;
globalTradesStats.max_consecutive_wins = Math.max(globalTradesStats.max_consecutive_wins, globalTradesStats.consecutive_wins);
globalTradesStats.wins_count += 1;
if (drawdownThreshold > 0 && trade_info._max_loss > drawdownThreshold) {
addCoinToTimeout(order.symbol, process.env.STOP_LOSS_TIMEOUT);
logIT(`handleTakeProfit::addCoinToTimeout for ${order.symbol} as during the trade have a loss greater than drawdownThreshold`);
}
break;
default:
// NOP
}
if (close_position) {
globalTradesStats.trade_count += 1;
globalTradesStats.max_loss = Math.min(globalTradesStats.max_loss, trade_info._max_loss);
closePosition(trade_info, order);
storeJson(globalStatsPath, globalTradesStats);
logIT(`#trade_stats:close# ${order.symbol}: ${JSON.stringify(trade_info)}`);
logIT(`#global_stats:close# ${JSON.stringify(globalTradesStats)}`);
if (process.env.TRACE_TRADES != TRACE_TRADES_LEVEL_OFF)
traceTrade(order_type, trade_info, traceTradeFields);
tradesHistory.delete(order.symbol);
decOpenPosition();
}
});
} else {
var pair = data.data.symbol;
var price = parseFloat(data.data.price);
var side = data.data.side;
//convert to float
var qty = parseFloat(data.data.qty) * price;
//create timestamp
var timestamp = Math.floor(Date.now() / 1000);
//find what index of liquidationOrders array is the pair
var index = liquidationOrders.findIndex(x => x.pair === pair);
var dir = "";
if (side === "Buy") {
dir = "Long";
} else {
dir = "Short";
}
//get blacklisted pairs
const blacklist = [];
var blacklist_all = process.env.BLACKLIST;
blacklist_all = blacklist_all.replaceAll(" ", "");
blacklist_all.split(',').forEach(item => {
blacklist.push(item);
});
// get whitelisted pairs
const whitelist = [];
var whitelist_all = process.env.WHITELIST;
whitelist_all = whitelist_all.replaceAll(" ", "");
whitelist_all.split(',').forEach(item => {
whitelist.push(item);
});
//if pair is not in liquidationOrders array and not in blacklist, add it
if (index === -1 && (!blacklist.includes(pair)) && (process.env.USE_WHITELIST == "false" || (process.env.USE_WHITELIST == "true" && whitelist.includes(pair)))) {
liquidationOrders.push({pair: pair, price: price, side: side, qty: qty, amount: 1, timestamp: timestamp});
index = liquidationOrders.findIndex(x => x.pair === pair);
}
//if pair is in liquidationOrders array, update it
else if ((!blacklist.includes(pair)) && (process.env.USE_WHITELIST == "false" || (process.env.USE_WHITELIST == "true" && whitelist.includes(pair)))) {
//check if timesstamp is withing 5 seconds of previous timestamp
if (timestamp - liquidationOrders[index].timestamp <= 5) {
liquidationOrders[index].price = price;
liquidationOrders[index].side = side;
//add qty to existing qty and round to 2 decimal places
liquidationOrders[index].qty = parseFloat((liquidationOrders[index].qty + qty).toFixed(2));
liquidationOrders[index].timestamp = timestamp;
liquidationOrders[index].amount = liquidationOrders[index].amount + 1;
}
//if timestamp is more than 5 seconds from previous timestamp, overwrite
else {
liquidationOrders[index].price = price;
liquidationOrders[index].side = side;
liquidationOrders[index].qty = qty;
liquidationOrders[index].timestamp = timestamp;
liquidationOrders[index].amount = 1;
}
if (liquidationOrders[index].qty > process.env.MIN_LIQUIDATION_VOLUME) {
if (stopLossCoins.has(pair) == true && process.env.USE_STOP_LOSS_TIMEOUT == "true") {
logIT(chalk.yellow(liquidationOrders[index].pair + " is not allowed to trade cause it is on timeout"));
} else {
if (process.env.PLACE_ORDERS_SEQUENTIALLY == "true")
tradeOrdersQueue_enqueue({'pair': pair, 'fn': scalp.bind(null, pair, {...liquidationOrders[index]}, 'Bybit', runningStatus != runningStatus_RUN)});
else
scalp(pair, {...liquidationOrders[index]}, 'Bybit', runningStatus != runningStatus_RUN);
}
}
else {
logIT(chalk.magenta("[" + liquidationOrders[index].amount + "] " + dir + " Liquidation order for " + liquidationOrders[index].pair + " @Bybit with a cumulative value of " + liquidationOrders[index].qty + " USDT"));
logIT(chalk.yellow("Not enough liquidations to trade " + liquidationOrders[index].pair));
}
}
else {
logIT(chalk.gray("Liquidation Found for Blacklisted pair: " + pair + " ignoring..."));
}
}
});
binanceClient.on('formattedMessage', (data) => {
//console.log('raw message received ', JSON.stringify(data, null, 2));
var pair = data.liquidationOrder.symbol;
var price = parseFloat(data.liquidationOrder.price);
var oside = data.liquidationOrder.side;
//convert to float
var qty = parseFloat(data.liquidationOrder.quantity) * price;
//create timestamp
var timestamp = Math.floor(Date.now() / 1000);
//find what index of liquidationOrders array is the pair
var index = liquidationOrders.findIndex(x => x.pair === pair);
var dir = "";
var side = "";
if (oside === "BUY") {
dir = "Long";
side = "Sell";
} else {
dir = "Short";
side = "Buy";
}
//get blacklisted pairs
const blacklist = [];
var blacklist_all = process.env.BLACKLIST;
blacklist_all = blacklist_all.replaceAll(" ", "");
blacklist_all.split(',').forEach(item => {
blacklist.push(item);
});
// get whitelisted pairs
const whitelist = [];
var whitelist_all = process.env.WHITELIST;
whitelist_all = whitelist_all.replaceAll(" ", "");
whitelist_all.split(',').forEach(item => {
whitelist.push(item);
});
//if pair is not in liquidationOrders array and not in blacklist, add it
if (index === -1 && (!blacklist.includes(pair)) && (process.env.USE_WHITELIST == "false" || (process.env.USE_WHITELIST == "true" && whitelist.includes(pair)))) {
liquidationOrders.push({pair: pair, price: price, side: side, qty: qty, amount: 1, timestamp: timestamp});
index = liquidationOrders.findIndex(x => x.pair === pair);
}
//if pair is in liquidationOrders array, update it
else if ((!blacklist.includes(pair)) && (process.env.USE_WHITELIST == "false" || (process.env.USE_WHITELIST == "true" && whitelist.includes(pair)))) {
//check if timesstamp is withing 5 seconds of previous timestamp
if (timestamp - liquidationOrders[index].timestamp <= 5) {
liquidationOrders[index].price = price;
liquidationOrders[index].side = side;
//add qty to existing qty and round to 2 decimal places
liquidationOrders[index].qty = parseFloat((liquidationOrders[index].qty + qty).toFixed(2));
liquidationOrders[index].timestamp = timestamp;
liquidationOrders[index].amount = liquidationOrders[index].amount + 1;
}
//if timestamp is more than 5 seconds from previous timestamp, overwrite
else {
liquidationOrders[index].price = price;
liquidationOrders[index].side = side;
liquidationOrders[index].qty = qty;
liquidationOrders[index].timestamp = timestamp;
liquidationOrders[index].amount = 1;
}
if (liquidationOrders[index].qty > process.env.MIN_LIQUIDATION_VOLUME) {
if (stopLossCoins.has(pair) == true && process.env.USE_STOP_LOSS_TIMEOUT == "true") {
logIT(chalk.yellow(liquidationOrders[index].pair + " is not allowed to trade cause it is on timeout"));
} else {
if (process.env.PLACE_ORDERS_SEQUENTIALLY == "true")
tradeOrdersQueue_enqueue({'pair': pair, 'fn': scalp.bind(null, pair, {...liquidationOrders[index]}, 'Binance', runningStatus != runningStatus_RUN)});
else
scalp(pair, {...liquidationOrders[index]}, 'Binance', runningStatus != runningStatus_RUN);
}
}
else {
logIT(chalk.magenta("[" + liquidationOrders[index].amount + "] " + dir + " Liquidation order for " + liquidationOrders[index].pair + " @Binance with a cumulative value of " + liquidationOrders[index].qty + " USDT"));
logIT(chalk.yellow("Not enough liquidations to trade " + liquidationOrders[index].pair));
}
}
else {
logIT(chalk.gray("Liquidation Found for Blacklisted pair: " + pair + " ignoring..."));
}
});
wsClient.on('open', (data,) => {
//console.log('connection opened open:', data.wsKey);
//catch error
if (data.wsKey === WS_KEY_MAP.WS_KEY_ERROR) {
logIT("Error: " + data)
return;
}
//logIT("Connection opened");
});
wsClient.on('response', (data) => {
if (data.wsKey === WS_KEY_MAP.WS_KEY_ERROR) {
logIT("Error: " + data)
return;
}
//logIT("Connection opened");
});
wsClient.on('reconnect', ({ wsKey }) => {
logIT('ws automatically reconnecting.... ', wsKey);
});
wsClient.on('reconnected', (data) => {
logIT('ws has reconnected ', data?.wsKey);
});
binanceClient.on('open', (data,) => {
//console.log('connection opened open:', data.wsKey);
});
binanceClient.on('reply', (data) => {
//console.log("Connection opened");
});
binanceClient.on('reconnecting', ({ wsKey }) => {
logIT('ws automatically reconnecting.... ', wsKey);
});
binanceClient.on('reconnected', (data) => {
logIT('ws has reconnected ', data?.wsKey);
});
binanceClient.on('error', (data) => {
logIT('ws saw error ', data?.wsKey);
});
//subscribe to stop_order to see when we hit stop-loss
wsClient.subscribe('stop_order')
//subscribe to order to see when orders where executed
wsClient.subscribe('order')
//run websocket
async function liquidationEngine(pairs) {
if (process.env.LIQ_SOURCE.toLowerCase() == 'both') {
wsClient.subscribe(pairs);
binanceClient.subscribeAllLiquidationOrders('usdm');
}
else if (process.env.LIQ_SOURCE.toLowerCase() == 'binance') {
binanceClient.subscribeAllLiquidationOrders('usdm');
}
else {
wsClient.subscribe(pairs);
}
}
async function transferFunds(amount) {
const transfer = await accountClient.createInternalTransfer(
{
transfer_id: await generateTransferId(),
coin: 'USDT',
amount: amount.toFixed(2),
from_account_type: 'CONTRACT',
to_account_type: 'SPOT',
}
);
}
async function withdrawFunds() {
const settings = JSON.parse(fs.readFileSync('account.json', 'utf8'));
if (process.env.WITHDRAW == "true"){
const withdraw = await accountClient.submitWithdrawal(
{
coin: process.env.WITHDRAW_COIN,
chain: process.env.WITHDRAW_CHAIN,
address: process.env.WITHDRAW_ADDRESS,
amount: String(process.env.AMOUNT_TO_WITHDRAW).toFixed(2),
account_type: process.env.WITHDRAW_ACCOUNT
}
);
logIT("Withdrawl completed!")
} else {
logIT("Would withdrawl, but it's not active..")
}
}
//Generate transferId
async function generateTransferId() {
const hexDigits = "0123456789abcdefghijklmnopqrstuvwxyz";
let transferId = "";
for (let i = 0; i < 32; i++) {
transferId += hexDigits.charAt(Math.floor(Math.random() * 16));
if (i === 7 || i === 11 || i === 15 || i === 19) {
transferId += "-";
}
}
return transferId;
}
//Get server time
async function getServerTime() {
const data = await linearClient.fetchServerTime();
var serverTime = new Date(data * 1000);
var serverTimeGmt = serverTime.toGMTString()+'\n' + serverTime.toLocaleString();
return serverTimeGmt;
}
//Get margin
async function getMargin() {
const data = await linearClient.getWalletBalance();
var usedBalance = data.result['USDT'].used_margin;
var balance = usedBalance;
return balance;
}
//get account balance
var getBalanceTryCount = 0;
async function getBalance() {
try{
// get ping
var started = Date.now();
const data = await linearClient.getWalletBalance();
var elapsed = (Date.now() - started);
if (data.ret_code != 0) {
logIT(chalk.redBright("Error fetching balance. err: " + data.ret_code + "; msg: " + data.ret_msg));
getBalanceTryCount++;
if (getBalanceTryCount == 3)
process.exit(1);
return;
}
getBalanceTryCount = 0
var availableBalance = data.result['USDT'].available_balance;
// save balance global to reduce api requests
global_balance = data.result['USDT'].available_balance;
var usedBalance = data.result['USDT'].used_margin;
var balance = availableBalance + usedBalance;
//load settings.json
const settings = JSON.parse(fs.readFileSync('account.json', 'utf8'));
//check if starting balance is set
if (settings.startingBalance === 0) {
settings.startingBalance = balance;
fs.writeFileSync('account.json', JSON.stringify(settings, null, 4));
var startingBalance = settings.startingBalance;
}
else {
var startingBalance = settings.startingBalance;
}
var diff = balance - startingBalance;
var percentGain = (diff / startingBalance) * 100;
//check for gain to safe amount to spot
if (diff >= process.env.AMOUNT_TO_SPOT && process.env.AMOUNT_TO_SPOT > 0 && process.env.TRANSFER_TO_SPOT == "true"){
transferFunds(diff)
logIT("Moved " + diff + " to SPOT")
}
//check spot balance to withdraw
//spot client
if (process.env.TRANSFER_TO_SPOT == "true" || process.env.WITHDRAW == "true"){
const spotClient = new SpotClientV3({
key: key,
secret: secret,
livenet: true,
});
const spotBal = await spotClient.getBalances();
if (spotBal.retCode != 0) {
logIT(chalk.redBright("Error fetching spot balance. err: " + spotBal.retCode + "; msg: " + spotBal.retMsg));
process.exit(1);
}
var withdrawCoin = spotBal.result.balances.find(item => item.coin === process.env.WITHDRAW_COIN);
if (withdrawCoin !== undefined && withdrawCoin.total >= process.env.AMOUNT_TO_WITHDRAW && process.env.WITHDRAW == "true"){
withdrawFunds();
logIT("Withdraw " + withdrawCoin.total + " to " + process.env.WITHDRAW_ADDRESS)
}
}
//if positive diff then log green
if (diff >= 0) {
logIT(chalk.greenBright.bold("Profit: " + diff.toFixed(4) + " USDT" + " (" + percentGain.toFixed(2) + "%)") + " | " + chalk.magentaBright.bold("Balance: " + balance.toFixed(4) + " USDT"));
}
else {
logIT(chalk.redBright.bold("Profit: " + diff.toFixed(4) + " USDT" + " (" + percentGain.toFixed(2) + "%)") + " " + chalk.magentaBright.bold("Balance: " + balance.toFixed(4) + " USDT"));
}
// create the gui data
var percentGain = percentGain.toFixed(6);
var diff = diff.toFixed(6);
//fetch positions
var positions = await linearClient.getPosition();
var positionList = [];
var openPositions = await totalOpenPositions();
if(openPositions === null) {
openPositions = 0;
}
var marg = await getMargin();
var time = await getServerTime();
//loop through positions.result[i].data get open symbols with size > 0 calculate pnl and to array
for (var i = 0; i < positions.result.length; i++) {
if (positions.result[i].data.size > 0) {
var pnl1 = positions.result[i].data.unrealised_pnl;
var pnl = pnl1.toFixed(6);
var symbol = positions.result[i].data.symbol;
var size = positions.result[i].data.size;
var liq = positions.result[i].data.liq_price;
var size = size.toFixed(4);
var ios = positions.result[i].data.is_isolated;
var priceFetch = await linearClient.getTickers({symbol: symbol});
var test = priceFetch.result[0].last_price;
let side = positions.result[i].data.side;
var dir = "";
if (side === "Buy") {
dir = "✅ Long / ❌ Short";
} else {
dir = "❌ Long / ✅ Short";
}
var stop_loss = positions.result[i].data.stop_loss;
var take_profit = positions.result[i].data.take_profit;
var price = positions.result[i].data.entry_price;
var fee = positions.result[i].data.occ_closing_fee;
var price = price.toFixed(4);
//calulate size in USDT
var usdValue = (positions.result[i].data.entry_price * size) / process.env.LEVERAGE;
var position = {
"symbol": symbol,
"size": size,
"side": dir,
"sizeUSD": usdValue.toFixed(3),
"pnl": pnl,
"liq": liq,
"price": price,
"stop_loss": stop_loss,
"take_profit": take_profit,
"iso": ios,
"test": test,
"fee": fee.toFixed(3),
}
let trade = tradesHistory.get(symbol);
// handle existing orders when app starts
if (trade === undefined) {
var usdValue = (positions.result[i].data.entry_price * size) / process.env.LEVERAGE;
const dca_count = Math.trunc( usdValue / (balance*process.env.PERCENT_ORDER_SIZE/100) );
tradesHistory.set(symbol, {...position, "_max_loss" : 0, "_dca_count" : dca_count, "_start_price" : positions.result[i].data.entry_price});
trade = tradesHistory.get(symbol);
} else {
updatePosition(trade, {"_max_loss": Math.min(pnl, trade._max_loss), "price": price, "stop_loss": stop_loss, "take_profit": take_profit});
}
positionList.push({...position, "dca_count": trade._dca_count, "max_loss": trade._max_loss.toFixed(3)});
if (process.env.TRACE_TRADES == TRACE_TRADES_LEVEL_MAX)
traceTrade("cont", trade, traceTradeFields);
}
}
//create data payload
const posidata = {
balance: balance.toFixed(2).toString(),
leverage: process.env.LEVERAGE.toString(),
totalUSDT: marg.toFixed(2).toString(),
profitUSDT: diff.toString(),
profit: percentGain.toString(),
servertime: time.toString(),
positioncount: openPositions.toString(),
ping: elapsed,
runningStatus: runningStatus_Label[runningStatus].toString(),
trade_count: globalTradesStats.trade_count,
max_loss: globalTradesStats.max_loss,
wins_count: globalTradesStats.wins_count,
loss_count: globalTradesStats.losses_count,
max_consecutive_wins: globalTradesStats.max_consecutive_wins,
max_consecutive_losses: globalTradesStats.max_consecutive_losses,
};
//send data to gui
io.sockets.emit("data", posidata);
const positionsData = [];
//for each position in positionList add field only 7 fields per embed
for(var i = 0; i < positionList.length; i++) {
positionsData.push({
symbol: positionList[i].symbol,
isolated: positionList[i].iso,
closing_fee: positionList[i].fee,
size: positionList[i].size,
sizeUSD: positionList[i].sizeUSD,
pnl: positionList[i].pnl,
side: positionList[i].side,
price: positionList[i].test,
entry_price: positionList[i].price,
stop_loss: positionList[i].stop_loss,
take_profit: positionList[i].take_profit,
liq_price: positionList[i].liq,
max_loss: positionList[i].max_loss,
dca_count: positionList[i].dca_count,
});
}
//send data to gui
io.sockets.emit("positions", positionsData);
return balance;
}
catch (e) {
return null;
}
}
//get position
async function getPosition(pair, side) {
//gor through all pairs and getPosition()
var positions = await linearClient.getPosition(pair);
const error_result = {side: null, entryPrice: null, size: null, percentGain: null};
if (positions.result == null)
logIT("Open positions response is null");
else if (!Array.isArray(positions.result))
logIT(`Open positions bad results: array type was expected: positions.result = ${positions.result}`);
else {
//look for pair in positions with the same side
var index = positions.result.findIndex(x => x.data.symbol === pair && x.data.side === side);
//make sure index is not -1
if (index == -1)
logIT(`Open positions bad response: symbol ${pair} not found`);
else {
if (positions.result[index].data.size >= 0) {
//console.log(positions.result[index].data);
if(positions.result[index].data.size > 0){
logIT(chalk.blueBright("Open position found for " + positions.result[index].data.symbol + " with a size of " + positions.result[index].data.size + " contracts" + " with profit of " + positions.result[index].data.realised_pnl + " USDT"));
var profit = positions.result[index ].data.unrealised_pnl;
//calculate the profit % change in USD
var margin = positions.result[index ].data.position_value/process.env.LEVERAGE;
var percentGain = (profit / margin) * 100;
return {side: positions.result[index].data.side, entryPrice: positions.result[index].data.entry_price, size: positions.result[index].data.size, percentGain: percentGain};
}
else{
//no open position
return {side: positions.result[index].data.side, entryPrice: positions.result[index].data.entry_price, size: positions.result[index].data.size, percentGain: 0};
}
}
else {
// adding this for debugging purposes
logIT("Error: getPostion invalid for " + pair + " size parameter is returning " + positions.result[index].data.size);
messageWebhook("Error: getPostion invalid for " + pair + " size parameter is returning " + positions.result[index].data.size);
return {side: null, entryPrice: null, size: null, percentGain: null};
}
}
}
// return on error
return {side: null, entryPrice: null, size: null, percentGain: null};
}
//take profit
async function takeProfit(symbol, position) {
//get entry price
var positions = await position;
if (positions.side === "Buy") {
var side = "Buy";
var takeProfit = positions.entry_price + (positions.entry_price * (process.env.TAKE_PROFIT_PERCENT/100) / process.env.LEVERAGE);
var stopLoss = positions.entry_price - (positions.entry_price * (process.env.STOP_LOSS_PERCENT/100) / process.env.LEVERAGE);
}
else {
var side = "Sell";
var takeProfit = positions.entry_price - (positions.entry_price * (process.env.TAKE_PROFIT_PERCENT/100) / process.env.LEVERAGE);
var stopLoss = positions.entry_price + (positions.entry_price * (process.env.STOP_LOSS_PERCENT/100) / process.env.LEVERAGE);
}
//load min order size json
const tickData = JSON.parse(fs.readFileSync('min_order_sizes.json', 'utf8'));
try {
var index = tickData.findIndex(x => x.pair === symbol);
var tickSize = tickData[index].tickSize;
var decimalPlaces = (tickSize.toString().split(".")[1] || []).length;
if (positions.size > 0 && positions.take_profit.toFixed(decimalPlaces) === 0 || takeProfit.toFixed(decimalPlaces) !== positions.take_profit.toFixed(decimalPlaces) || stopLoss.toFixed(decimalPlaces) !== positions.stop_loss.toFixed(decimalPlaces)) {
if(process.env.USE_STOPLOSS.toLowerCase() === "true") {
var cfg = {
symbol: symbol,
side: side,
stop_loss: stopLoss.toFixed(decimalPlaces),
};
if(process.env.USE_TAKE_PROFIT.toLowerCase() === "true")
cfg['take_profit'] = takeProfit.toFixed(decimalPlaces)
const order = await linearClient.setTradingStop(cfg);
//console.log(JSON.stringify(order, null, 4));
if (order.ret_msg === "OK" || order.ret_msg === "not modified" || order.ret_code === 10002) {
//console.log(chalk.red("TAKE PROFIT ERROR: ", JSON.stringify(order, null, 2)));
}
else if (order.ret_code === 130027 || order.ret_code === 130030 || order.ret_code === 130024) {
//find current price
var priceFetch = await linearClient.getTickers({symbol: symbol});
var price = priceFetch.result[0].last_price;
//if side is sell add 1 tick to price
if (side === "Sell") {
price = parseFloat(priceFetch.result[0].ask_price);
}
else {
price = parseFloat(priceFetch.result[0].bid_price);
}
var cfg = {
symbol: symbol,
side: side,
stop_loss: stopLoss.toFixed(decimalPlaces),
};
if(process.env.USE_TAKE_PROFIT.toLowerCase() === "true")
cfg['take_profit'] = price.toFixed(decimalPlaces)
const order = await linearClient.setTradingStop(cfg);
logIT(chalk.red("TAKE PROFIT FAILED FOR " + symbol + " WITH ERROR PRICE MOVING TOO FAST OR ORDER ALREADY CLOSED, TRYING TO FILL AT BID/ASK!!"));
}
else {
logIT(chalk.red("TAKE PROFIT ERROR: ", JSON.stringify(order, null, 4)));
}
}
else if (process.env.USE_TAKE_PROFIT.toLowerCase() === "true"){
const order = await linearClient.setTradingStop({
symbol: symbol,
side: side,
take_profit: takeProfit.toFixed(decimalPlaces),
});
//console.log(JSON.stringify(order, null, 2));
if(order.ret_msg === "OK" || order.ret_msg === "not modified" || order.ret_code === 130024) {
//console.log(chalk.red("TAKE PROFIT ERROR: ", JSON.stringify(order, null, 2)));
}
else if (order.ret_code === 130027 || order.ret_code === 130030) {
logIT(chalk.cyanBright("TAKE PROFIT FAILED PRICING MOVING FAST!! TRYING TO PLACE ABOVE CURRENT PRICE!!"));
//find current price
var priceFetch = await linearClient.getTickers({symbol: symbol});
logIT("Current price: " + JSON.stringify(priceFetch, null, 4));
var price = priceFetch.result[0].last_price;
//if side is sell add 1 tick to price
if (side === "Sell") {
price = priceFetch.result[0].ask_price
}
else {
price = priceFetch.result[0].bid_price
}
logIT("Price for symbol " + symbol + " is " + price);
const order = await linearClient.setTradingStop({
symbol: symbol,
side: side,
take_profit: price,
});
logIT(chalk.red("TAKE PROFIT FAILED FOR " + symbol + " WITH ERROR PRICE MOVING TOO FAST, TRYING TO FILL AT BID/ASK!!"));
}
else {
logIT(chalk.red("TAKE PROFIT ERROR: ", JSON.stringify(order, null, 2)));
}
}
}
else {
logIT("No take profit to set for " + symbol);
console.log("takeProfit " + takeProfit.toFixed(decimalPlaces))
console.log("positions.take_profit " + positions.take_profit.toFixed(decimalPlaces))
}
}
catch (e) {
logIT(chalk.red("Error setting take profit: " + e + " for symbol " + symbol));
}
}
function incOpenPosition() {
openPositions = (openPositions ?? 0) + 1;
}
function decOpenPosition() {
openPositions = (openPositions ?? 0) - 1;
if (openPositions < 0) {
logIT("decOpenPosition ERROR: open position < 0");
openPositions = undefined;
}
}
//fetch how how openPositions there are
async function totalOpenPositions() {
if (openPositions === undefined) {
try{
var positions = await linearClient.getPosition();
var open = 0;
for (var i = 0; i < positions.result.length; i++) {
if (positions.result[i].data.size > 0) {
open++;
}
}
openPositions = open;
}
catch (error) {
return null;
}
}
return openPositions;
}