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require('dotenv').config();
const Binance = require("us-binance-api-node");
//todo calc is only used in that one log statement, could likely be ultimately removed
const Calc = require("./lib/Calc.js");
const BaseLogger = require('./lib/BaseLogger.js');
const InstanceUtility = require('./lib/InstanceUtility.js');
const DataHandler = require('./lib/DataHandler.js');
const Config = require("./data/Config.js");
const Strategies = require('./data/Strategies.js');
class Instance {
/**
*
* @param {string} user
* @param {object} strategy
*/
constructor(user, strategy) {
this.websockets = {};
this.client = Binance.default({
apiKey: process.env[`API_KEY_${user}`],
apiSecret: process.env[`API_SECRET_${user}`],
getTime: Date.now,
});
this.user = user;
this.strategy = Strategies[user];
this.symbolLimits = {};
this.dataHandler = new DataHandler(user);
this.logger = new BaseLogger(`instance_${user}`).init();
this.utility = new InstanceUtility(this);
}
async init() {
try {
await this.utility.updateExchangeInfo();
this.websockets.user = this.client.ws.user((eventData) => {
if (eventData.orderStatus === "FILLED") {
this.handleFilledExecutionReport(eventData);
}
});
this.logger.info(`Instance initialized`);
setTimeout(() => {
this.startupActions();
}, 1000);
} catch (err) {
this.logger.error(`init: ${err.message}`);
throw err;
}
}
/**
* @description actions to execute a single time after instance has been initialized
*/
async startupActions() {
try {
for (const pair of this.strategy.initPairs) {
await this.initPair(pair);
}
} catch (err) {
this.logger.error(`startupActions: ${err.message}`);
throw err;
}
}
async initPair(symbol) {
try {
const { orderId } = await this.placeLimitBuyOrder(symbol);
this.createResetTimer(symbol, orderId);
this.symbolLimits[symbol] = this.strategy.orderLimit;
} catch (err) {
this.logger.error(`initPair: ${err.message}`);
throw err;
}
}
async completeSession() {
try {
//* Close websocket
this.websockets.user();
await this.utility.cancelAllOpenBuyOrders();
} catch (err) {
this.logger.error(`completeSession: ${err.message}`);
throw err;
}
}
async handleFilledExecutionReport(executionReport) {
try {
this.dataHandler.insert(executionReport);
//todo if statement could be removed by placing handlers in a dictionary
//todo -- like this: this.handlers[event.side]();
if (executionReport.side === "BUY") {
this.handleBuy(executionReport).catch((err) => { throw err; });
} else if (executionReport.side === "SELL") {
this.handleSell(executionReport).catch((err) => { throw err; });
}
} catch (err) {
this.logger.error(`handleOrderEvent: ${err.message}`);
throw err;
}
}
async handleBuy(executionReport) {
try {
const order = await this.placeLimitSellOrder(executionReport).catch(err => { throw err });
order.eventType = "placedOrderResponse";
this.dataHandler.insert(order);
} catch (err) {
this.logger.error(`handleBuy: ${err.message}`);
throw err;
}
}
async handleSell({ symbol } = {}) {
try {
const order = await this.placeLimitBuyOrder(symbol).catch(err => { throw err });
if (!order) return;
this.createResetTimer(symbol, order.orderId);
order.eventType = "placedOrderResponse";
this.dataHandler.insert(order);
this.logger.info(JSON.stringify(`symbolLimits: ${JSON.stringify(this.symbolLimits)}`));
} catch (err) {
this.logger.error(`handleSell: ${err.message}`);
throw err;
}
}
async createResetTimer(symbol, orderId) {
try {
setTimeout(async () => {
const isOrderFilled = await this.utility.isOrderFilled(symbol, orderId).catch(err => { throw err; });
if (!isOrderFilled) {
this.logger.info(`Resetting ${symbol} ${orderId}`);
await this.utility.cancelOrder(symbol, orderId).catch(err => { throw err; });
const newOrder = await this.placeLimitBuyOrder(symbol).catch(err => { throw err; });
this.createResetTimer(symbol, newOrder.orderId);
}
}, Config.resetTime);
} catch (err) {
this.logger.error(`createResetTimer: ${err.message}`);
throw err;
}
}
async placeLimitBuyOrder(symbol) {
if (this.symbolLimits[symbol] < 1) return;
const price = await this.utility.getBestBidPrice(symbol);
const quantity = await this.utility.getBuyQuantity(symbol, price);
const order = await this.placeOrder({
symbol,
quantity,
price,
type: "LIMIT",
side: "BUY",
});
this.symbolLimits[symbol]--;
return order;
}
async placeLimitSellOrder(executionReport) {
try {
const { symbol, quantity } = executionReport;
const price = await this.utility.getSellPrice(executionReport);
let order = this.placeOrder({
symbol,
price,
quantity,
type: "LIMIT",
side: "SELL",
}).catch((err) => {
throw err;
});
return order;
} catch (err) {
this.logger.error(`placeLimitSellOrder: ${err.message}. Tried to place an ${executionReport.symbol} order.`);
throw err;
}
}
async placeOrder(options) {
try {
let correctedOptions = this.utility.correctTickAndStep(options);
let order = await this.client.order(correctedOptions);
let price = correctedOptions.price || order.fills[0].price;
this.logger.info(
`Placing ${order.symbol} "${order.side}" - ${price}`
// `Placing ${order.symbol} "${order.side}" P:${price} | Q: ${order.origQty} | T: ${Calc.mul(price, order.origQty)}`
);
return order;
} catch (err) {
this.logger.error(`placeOrder: ${err.message}`);
throw err;
}
}
async placeMarketBuyOrder(executionReport) {
try {
const bestBidPrice = await this.utility.bestBidPrice(executionReport.symbol);
const buyQuantity = await this.utility.getBuyQuantity(executionReport.symbol, bestBidPrice);
let order = this.placeOrder({
symbol: executionReport.symbol,
quantity: buyQuantity,
type: "MARKET",
side: "BUY",
}).catch((err) => {
throw err;
});
return order;
} catch (err) {
this.logger.error(
`placeMarketBuyOrder: ${err.message}. Tried to place an ${executionReport.symbol} order. startingValue: ${startingValue} | buyQuantity: ${buyQuantity}`
);
throw err;
}
}
}
module.exports = Instance;