:contruction: wip Fixing trading modes

README.md

@@ -56,4 +56,6 @@ You can use the bot with :
 
 Feel free to submit [Github issues](https://github.com/thibaultyou/tradingview-alerts-processor/issues) if you find anything you want me to add, fix or improve.
 
-Best way to show your support to this tool is by hitting the star button [![Stars](https://img.shields.io/github/stars/thibaultyou/tradingview-alerts-processor?style=social)](https://github.com/thibaultyou/tradingview-alerts-processor/stargazers), you can also [!["Buy Me A Coffee"](https://img.shields.io/badge/-buy_me_a%C2%A0coffee-gray?logo=buy-me-a-coffee)](https://www.buymeacoffee.com/thibaultyou).
+Best way to show your support to this tool is by hitting the star button [![Stars](https://img.shields.io/github/stars/thibaultyou/tradingview-alerts-processor?style=social)](https://github.com/thibaultyou/tradingview-alerts-processor/stargazers), you can also [!["Buy Me A Coffee"](https://img.shields.io/badge/-buy_me_a%C2%A0coffee-gray?logo=buy-me-a-coffee)](https://www.buymeacoffee.com/thibaultyou).
+
+You can join us on the Jackrabbit Discord server [![Discord](https://img.shields.io/discord/664206005881536512)](https://discord.gg/mNMVWXpAGd) where I'll be happy to answer questions there, you'll also find great strategies to use with this tool.

src/interfaces/exchanges/base/spot.exchange.interfaces.ts

@@ -1,6 +1,3 @@
-import { Ticker } from 'ccxt';
-import { Account } from '../../../entities/account.entities';
+/* eslint-disable @typescript-eslint/no-empty-interface */
 
-export interface ISpotExchange {
- getTickerBalance(account: Account, ticker: Ticker): Promise<number>;
-}
+export interface ISpotExchange {}

src/services/exchanges/base/base.exchange.service.ts

@@ -13,6 +13,8 @@ import {
  EXCHANGE_INIT_SUCCESS,
  MARKETS_READ_ERROR,
  MARKETS_READ_SUCCESS,
+ TICKER_BALANCE_READ_ERROR,
+ TICKER_BALANCE_READ_SUCCESS,
  TICKER_READ_ERROR,
  TICKER_READ_SUCCESS
 } from '../../../messages/exchanges.messages';
@@ -50,12 +52,12 @@ import {
  getExchangeOptions,
  isSpotExchange
 } from '../../../utils/exchanges/common.utils';
-import { getSpotQuote } from '../../../utils/trading/symbol.utils';
+import { getQuote, getSymbol } from '../../../utils/trading/symbol.utils';
 import { getSide } from '../../../utils/trading/side.utils';
 import {
- getOrderCost,
  getRelativeOrderSize,
- getTokensAmount
+ getTokensAmount,
+ getTokensPrice
 } from '../../../utils/trading/conversion.utils';
 import { getTickerPrice } from '../../../utils/trading/ticker.utils';
 import { filterBalances } from '../../../utils/trading/balance.utils';
@@ -168,6 +170,28 @@ export abstract class BaseExchangeService implements IBaseExchange {
  }
  };
 
+ getTickerBalance = async (
+ account: Account,
+ ticker: Ticker
+ ): Promise<number> => {
+ const accountId = getAccountId(account);
+ const symbol = getSymbol(ticker.symbol);
+ try {
+ const balances = await this.getBalances(account);
+ const balance = balances.filter((b) => b.coin === symbol).pop();
+ const size = Number(balance.free);
+ debug(
+ TICKER_BALANCE_READ_SUCCESS(this.exchangeId, accountId, symbol, balance)
+ );
+ return size;
+ } catch (err) {
+ error(TICKER_BALANCE_READ_ERROR(this.exchangeId, accountId, symbol, err));
+ throw new TickerFetchError(
+ TICKER_BALANCE_READ_ERROR(this.exchangeId, accountId, symbol, err)
+ );
+ }
+ };
+
  getMarkets = async (): Promise<IMarket[]> => {
  try {
  const markets: ccxt.Market[] = await this.defaultExchange.fetchMarkets();
@@ -198,7 +222,7 @@ export abstract class BaseExchangeService implements IBaseExchange {
  ): Promise<number> => {
  const { symbol } = ticker;
  const accountId = getAccountId(account);
- const quote = getSpotQuote(symbol);
+ const quote = getQuote(symbol);
  // TODO refacto
  let availableFunds = 0;
  if (this.exchangeId === ExchangeId.FTX && !isFTXSpot(ticker)) {
@@ -207,9 +231,7 @@ export abstract class BaseExchangeService implements IBaseExchange {
  ).result;
  availableFunds = Number(accountInfos.freeCollateral);
  } else {
- const balances = await this.getBalances(account);
- const balance = balances.filter((b) => b.coin === quote).pop();
- availableFunds = Number(balance.free);
+ availableFunds = await this.getTickerBalance(account, ticker);
  }
  info(AVAILABLE_FUNDS(accountId, this.exchangeId, quote, availableFunds));
  return availableFunds;
@@ -236,14 +258,14 @@ export abstract class BaseExchangeService implements IBaseExchange {
  }
  };
 
+ // TODO refacto
  openOrder = async (account: Account, trade: Trade): Promise<Order> => {
  await this.refreshSession(account);
  const { symbol, size, direction, max, mode } = trade;
  const accountId = getAccountId(account);
  try {
  const ticker = await this.getTicker(symbol);
- // TODO refacto
- // handling sell on spot
+ // handling sell if spot exchange
  if (
  getSide(direction) === Side.Sell &&
  isSpotExchange(ticker, this.exchangeId)
@@ -252,7 +274,7 @@ export abstract class BaseExchangeService implements IBaseExchange {
  }
  // handling size / budget
  if (size.includes('%') || max) {
- const funds = await this.getAvailableFunds(account, ticker); // avoid this call if possible
+ const funds = await this.getAvailableFunds(account, ticker);
  if (size.includes('%')) {
  trade = {
  ...trade,
@@ -278,10 +300,10 @@ export abstract class BaseExchangeService implements IBaseExchange {
  ticker,
  trade
  );
- const cost = getOrderCost(ticker, this.exchangeId, size);
  const order: Order = await this.sessions
  .get(accountId)
  .exchange.createMarketOrder(symbol, side, size);
+ const cost = getTokensPrice(ticker, this.exchangeId, size);
  side === Side.Buy
  ? long(
  OPEN_LONG_TRADE_SUCCESS(
@@ -326,7 +348,7 @@ export abstract class BaseExchangeService implements IBaseExchange {
  ticker,
  trade
  );
- const cost = getOrderCost(ticker, this.exchangeId, size);
+ const price = getTokensPrice(ticker, this.exchangeId, size);
  const order = await this.sessions
  .get(accountId)
  .exchange.createMarketOrder(symbol, side, size);
@@ -336,7 +358,7 @@ export abstract class BaseExchangeService implements IBaseExchange {
  accountId,
  symbol,
  size,
- cost.toFixed(2)
+ price.toFixed(2)
  )
  );
  return order;

src/services/exchanges/base/composite.exchange.service.ts

@@ -1,37 +1,7 @@
-import { Ticker } from 'ccxt';
-import { Account } from '../../../entities/account.entities';
-import { TickerFetchError } from '../../../errors/exchange.errors';
-import {
- TICKER_BALANCE_READ_SUCCESS,
- TICKER_BALANCE_READ_ERROR
-} from '../../../messages/exchanges.messages';
-import { getAccountId } from '../../../utils/account.utils';
-import { getSpotSymbol } from '../../../utils/trading/symbol.utils';
-import { debug, error } from '../../logger.service';
+import { ISpotExchange } from '../../../interfaces/exchanges/base/spot.exchange.interfaces';
 import { FuturesExchangeService } from './futures.exchange.service';
 
 // FIXME can be replaced by a mixin
-export abstract class CompositeExchangeService extends FuturesExchangeService {
- getTickerBalance = async (
- account: Account,
- ticker: Ticker
- ): Promise<number> => {
- const accountId = getAccountId(account);
- const symbol = getSpotSymbol(ticker.symbol);
- try {
- const balances = await this.getBalances(account);
- const balance = balances.filter((b) => b.coin === symbol).pop();
- const size = Number(balance.free);
- debug(
- TICKER_BALANCE_READ_SUCCESS(this.exchangeId, accountId, symbol, balance)
- );
- return size;
- } catch (err) {
- error(TICKER_BALANCE_READ_ERROR(this.exchangeId, accountId, symbol, err));
- throw new TickerFetchError(
- TICKER_BALANCE_READ_ERROR(this.exchangeId, accountId, symbol, err)
- );
- }
- };
- // above declaration is the same as SpotExchangeService since I'm not playing with mixins for now
-}
+export abstract class CompositeExchangeService
+ extends FuturesExchangeService
+ implements ISpotExchange {}

src/services/exchanges/base/futures.exchange.service.ts

@@ -3,33 +3,31 @@ import { TradingMode } from '../../../constants/trading.constants';
 import { Account } from '../../../entities/account.entities';
 import { Trade } from '../../../entities/trade.entities';
 import { PositionsFetchError } from '../../../errors/exchange.errors';
-import {
- NoOpenPositionError,
- OpenPositionError
-} from '../../../errors/trading.errors';
+import { OpenPositionError } from '../../../errors/trading.errors';
 import { IFuturesExchange } from '../../../interfaces/exchanges/base/futures.exchange.interfaces';
 import {
  NO_CURRENT_POSITION,
  POSITIONS_READ_ERROR,
  POSITIONS_READ_SUCCESS,
  POSITION_READ_SUCCESS
 } from '../../../messages/exchanges.messages';
-import {
- OPEN_TRADE_ERROR_MAX_SIZE,
- REVERSING_TRADE,
- TRADE_OVERFLOW
-} from '../../../messages/trading.messages';
+import { OPEN_TRADE_ERROR_MAX_SIZE } from '../../../messages/trading.messages';
 import { FuturesPosition } from '../../../types/exchanges.types';
 import { getAccountId } from '../../../utils/account.utils';
-import { getRelativeOrderSize } from '../../../utils/trading/conversion.utils';
+import {
+ getRelativeOrderSize,
+ getTokensAmount
+} from '../../../utils/trading/conversion.utils';
 import {
  filterPosition,
  filterPositions,
  getPositionSize
 } from '../../../utils/trading/position.utils';
-import { getSide } from '../../../utils/trading/side.utils';
+import { getSide, getInvertedSide } from '../../../utils/trading/side.utils';
 import { debug, error, info } from '../../logger.service';
 import { BaseExchangeService } from './base.exchange.service';
+import { getTickerPrice } from '../../../utils/trading/ticker.utils';
+import { IOrderOptions } from '../../../interfaces/trading.interfaces';
 
 export abstract class FuturesExchangeService
  extends BaseExchangeService
@@ -77,11 +75,14 @@ export abstract class FuturesExchangeService
  const position = filterPosition(positions, this.exchangeId, ticker);
  if (!position) {
  info(NO_CURRENT_POSITION(accountId, this.exchangeId, symbol));
- throw new NoOpenPositionError(
- NO_CURRENT_POSITION(accountId, this.exchangeId, symbol)
+ // throw new NoOpenPositionError(
+ // NO_CURRENT_POSITION(accountId, this.exchangeId, symbol)
+ // );
+ } else {
+ debug(
+ POSITION_READ_SUCCESS(accountId, this.exchangeId, symbol, position)
  );
  }
- debug(POSITION_READ_SUCCESS(accountId, this.exchangeId, symbol, position));
  return position;
  };
 
@@ -90,7 +91,33 @@ export abstract class FuturesExchangeService
  ticker: Ticker
  ): Promise<number> => {
  const position = await this.getTickerPosition(account, ticker);
- return getPositionSize(position, this.exchangeId);
+ return position ? getPositionSize(position, this.exchangeId) : 0;
+ };
+
+ getCloseOrderOptions = async (
+ account: Account,
+ ticker: Ticker,
+ trade: Trade
+ ): Promise<IOrderOptions> => {
+ const { size, direction } = trade;
+ const { symbol } = ticker;
+ const price = getTickerPrice(ticker, this.exchangeId);
+ const position = await this.getTickerPosition(account, ticker);
+ const current = getPositionSize(position, this.exchangeId);
+
+ let orderSize = 0;
+ if (size && size.includes('%')) {
+ orderSize = getRelativeOrderSize(current, size); // relative
+ } else if (!size || Number(size) > current) {
+ orderSize = current; // 100%
+ } else {
+ orderSize = Number(size); // absolute
+ }
+
+ return {
+ size: getTokensAmount(symbol, price, orderSize),
+ side: getInvertedSide(direction) as 'sell' | 'buy'
+ };
  };
 
  handleOrderModes = async (
@@ -117,16 +144,10 @@ export abstract class FuturesExchangeService
  const { symbol, max, direction, size } = trade;
  const accountId = getAccountId(account);
  const side = getSide(direction);
- let current = 0;
- // TODO refacto
- try {
- current = await this.getTickerPositionSize(account, ticker);
- } catch (err) {
- // silent
- }
+ const current = await this.getTickerPositionSize(account, ticker);
  if (
  Math.abs(current) +
- (size.includes('%') // add the required position cost
+ (size.includes('%')
  ? getRelativeOrderSize(balance, size)
  : Number(size)) >
  Number(max)

src/services/exchanges/base/spot.exchange.service.ts

@@ -3,25 +3,19 @@ import { Ticker } from 'ccxt';
 import { Side } from '../../../constants/trading.constants';
 import { Account } from '../../../entities/account.entities';
 import { Trade } from '../../../entities/trade.entities';
-import { TickerFetchError } from '../../../errors/exchange.errors';
 import { OpenPositionError } from '../../../errors/trading.errors';
 import { ISpotExchange } from '../../../interfaces/exchanges/base/spot.exchange.interfaces';
 import { IOrderOptions } from '../../../interfaces/trading.interfaces';
-import {
- TICKER_BALANCE_READ_SUCCESS,
- TICKER_BALANCE_READ_ERROR
-} from '../../../messages/exchanges.messages';
 import { OPEN_TRADE_ERROR_MAX_SIZE } from '../../../messages/trading.messages';
 import { getAccountId } from '../../../utils/account.utils';
 import {
- getOrderCost,
+ getTokensPrice,
  getRelativeOrderSize,
  getTokensAmount
 } from '../../../utils/trading/conversion.utils';
 import { getSide } from '../../../utils/trading/side.utils';
-import { getSpotSymbol } from '../../../utils/trading/symbol.utils';
 import { getTickerPrice } from '../../../utils/trading/ticker.utils';
-import { debug, error } from '../../logger.service';
+import { error } from '../../logger.service';
 import { BaseExchangeService } from './base.exchange.service';
 
 export abstract class SpotExchangeService
@@ -40,8 +34,8 @@ export abstract class SpotExchangeService
  const side = getSide(direction);
  const current = await this.getTickerBalance(account, ticker);
  if (
- getOrderCost(ticker, this.exchangeId, current) + // get cost of current position
- (size.includes('%') // add the required position cost
+ getTokensPrice(ticker, this.exchangeId, current) +
+ (size.includes('%')
  ? getRelativeOrderSize(balance, size)
  : Number(size)) >
  Number(max)
@@ -55,28 +49,6 @@ export abstract class SpotExchangeService
  }
  };
 
- getTickerBalance = async (
- account: Account,
- ticker: Ticker
- ): Promise<number> => {
- const accountId = getAccountId(account);
- const symbol = getSpotSymbol(ticker.symbol);
- try {
- const balances = await this.getBalances(account);
- const balance = balances.filter((b) => b.coin === symbol).pop();
- const size = Number(balance.free);
- debug(
- TICKER_BALANCE_READ_SUCCESS(this.exchangeId, accountId, symbol, balance)
- );
- return size;
- } catch (err) {
- error(TICKER_BALANCE_READ_ERROR(this.exchangeId, accountId, symbol, err));
- throw new TickerFetchError(
- TICKER_BALANCE_READ_ERROR(this.exchangeId, accountId, symbol, err)
- );
- }
- };
-
  getCloseOrderOptions = async (
  account: Account,
  ticker: Ticker,