♻️ Adding back trading modes for FTX exchange

README.md

@@ -4,7 +4,6 @@
 
 >
 > This project is under construction 🚧
-> Only USD based markets are supported for now
 >
 
 Minimalist service designed to execute [TradingView](https://www.tradingview.com/) webhooks and process them to cryptocurrencies exchanges from [AWS lightsail](https://lightsail.aws.amazon.com/).
@@ -27,13 +26,17 @@ You can use the bot with :
 
 ### 🏦 Supported exchanges
 
-| logo | id | name | doc |
-|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|---------------|-----------------------------------------------------------------------------|:------------------------------------------------------------------:|
+>
+> Only USD based markets are supported for now
+>
+
+| logo | id | name | doc |
+|-|-|-|:-:|
 | [![binance](https://user-images.githubusercontent.com/1294454/29604020-d5483cdc-87ee-11e7-94c7-d1a8d9169293.jpg)](https://www.binance.com/) | binance | [Binance (spot)](https://www.binance.com/) | [API](https://binance-docs.github.io/apidocs/spot/en) |
 | [![binanceusdm](https://user-images.githubusercontent.com/1294454/117738721-668c8d80-b205-11eb-8c49-3fad84c4a07f.jpg)](https://www.binance.com/) | binanceusdm | [Binance USDⓈ-M (futures)](https://www.binance.com/) | [API](https://binance-docs.github.io/apidocs/spot/en) | 
 | [![ftx](https://user-images.githubusercontent.com/1294454/67149189-df896480-f2b0-11e9-8816-41593e17f9ec.jpg)](https://ftx.com/) | ftx | [FTX (spot & futures)](https://ftx.com/) | [API](https://github.com/ftexchange/ftx) |
+| [![kraken](https://user-images.githubusercontent.com/51840849/76173629-fc67fb00-61b1-11ea-84fe-f2de582f58a3.jpg)](https://www.kraken.com) | kraken | [Kraken (spot)](https://www.kraken.com) | [API](https://www.kraken.com/features/api) |
 | [![kucoin](https://user-images.githubusercontent.com/51840849/87295558-132aaf80-c50e-11ea-9801-a2fb0c57c799.jpg)](https://www.kucoin.com/) | kucoin | [KuCoin (spot)](https://www.kucoin.com/) | [API](https://docs.kucoin.com) |
-| [![kraken](https://user-images.githubusercontent.com/51840849/76173629-fc67fb00-61b1-11ea-84fe-f2de582f58a3.jpg)](https://www.kraken.com) | kraken | [Kraken (spot)](https://www.kraken.com) | [API](https://www.kraken.com/features/api) |
 <!-- | [![binancecoinm](https://user-images.githubusercontent.com/1294454/117738721-668c8d80-b205-11eb-8c49-3fad84c4a07f.jpg)](https://www.binance.com/) | binancecoinm | [Binance COIN-M](https://www.binance.com/) | * | [API](https://binance-docs.github.io/apidocs/spot/en) |-->
 
 ### 🚧 Features
@@ -46,10 +49,11 @@ You can use the bot with :
 - list account balances
 - list exchange markets
 - process multiple trades at once
-
-<!-- - close a position and open another in the opposite direction (Futures only)
-- close a position while reducing on oversell / overbuy (Futures only) -->
+- close a position and open another in the opposite direction (Futures only)
+- close a position while reducing on oversell / overbuy (Futures only)
 
 ### 💡 Contributions
 
 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).

docs/2_Alerts.md

@@ -61,7 +61,6 @@
  [{ "stub": "dev", "direction": "long", "symbol": "ETH-PERP", "size": "50" }, { "stub": "dev", "direction": "long", "symbol": "BTC-PERP", "size": "50" }]
  ```
 
-<!-- 
  - Short position and close opened Long position if any :
 
  ```json
@@ -73,7 +72,7 @@
  ```json
  { "stub": "dev", "direction": "long", "symbol": "ETH-PERP", "size": "50", "mode": "reverse" }
  ```
- 
+
  - Close Long position if Short size is greater than opened position :
 
  ```json
@@ -84,5 +83,4 @@
 
  ```json
  { "stub": "dev", "direction": "long", "symbol": "ETH-PERP", "size": "50", "mode": "overflow" }
- ``` -->
-
+ ```

docs/3_Commands.md

@@ -82,7 +82,6 @@
  curl -d '[{"stub": "test", "symbol": "ETH-PERP", "size": "11", "direction": "long" }, {"stub": "test", "symbol": "BTC-PERP", "size": "11", "direction": "long" }]' -X POST http:https://YOUR.STATIC.IP.ADDRESS/trades -H 'Content-Type: application/json; charset=utf-8'
  ```
 
-<!-- 
 - __Close a short position__ and __open a long position__ on ETH-PERP using `test` account :
 
  ```sh
@@ -105,4 +104,4 @@
 
  ```sh
  curl -d '{"stub": "test", "symbol": "ETH-PERP", "direction": "short", "size": "100", "mode": "overflow" }' -X POST http:https://YOUR.STATIC.IP.ADDRESS/trades -H 'Content-Type: application/json; charset=utf-8'
- ``` -->
+ ```

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

@@ -14,7 +14,11 @@ import {
  POSITIONS_READ_SUCCESS,
  POSITION_READ_SUCCESS
 } from '../../../messages/exchanges.messages';
-import { OPEN_TRADE_ERROR_MAX_SIZE } from '../../../messages/trading.messages';
+import {
+ OPEN_TRADE_ERROR_MAX_SIZE,
+ REVERSING_TRADE,
+ TRADE_OVERFLOW
+} from '../../../messages/trading.messages';
 import { FuturesPosition } from '../../../types/exchanges.types';
 import { getAccountId } from '../../../utils/account.utils';
 import { getRelativeOrderSize } from '../../../utils/trading/conversion.utils';
@@ -98,10 +102,8 @@ export abstract class FuturesExchangeService
  if (mode === TradingMode.Reverse) {
  await this.handleReverseOrder(account, ticker, trade);
  } else if (mode === TradingMode.Overflow) {
- const isOverflowing = await this.handleOverflow(account, ticker, trade);
- if (isOverflowing) {
- return false; // on overflow we only close position
- }
+ // on overflow we only close position so we don't need to open a new trade
+ return !(await this.handleOverflow(account, ticker, trade));
  }
  return true;
  };

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

@@ -5,10 +5,14 @@ import { getAccountId } from '../../utils/account.utils';
 import { Exchange, Ticker } from 'ccxt';
 import { Side } from '../../constants/trading.constants';
 import { IOrderOptions } from '../../interfaces/trading.interfaces';
-import { error } from '../logger.service';
+import { error, info } from '../logger.service';
 import { Trade } from '../../entities/trade.entities';
 import { isFTXSpot } from '../../utils/exchanges/ftx.utils';
-import { OPEN_TRADE_ERROR_MAX_SIZE } from '../../messages/trading.messages';
+import {
+ OPEN_TRADE_ERROR_MAX_SIZE,
+ REVERSING_TRADE,
+ TRADE_OVERFLOW
+} from '../../messages/trading.messages';
 import { OpenPositionError } from '../../errors/trading.errors';
 import { CompositeExchangeService } from './base/composite.exchange.service';
 import { IFTXFuturesPosition } from '../../interfaces/exchanges/ftx.exchange.interfaces';
@@ -17,7 +21,11 @@ import {
  getOrderCost,
  getRelativeOrderSize
 } from '../../utils/trading/conversion.utils';
-import { getInvertedSide, getSide } from '../../utils/trading/side.utils';
+import {
+ getInvertedSide,
+ getSide,
+ isSideDifferent
+} from '../../utils/trading/side.utils';
 
 export class FTXExchangeService extends CompositeExchangeService {
  constructor() {
@@ -102,82 +110,68 @@ export class FTXExchangeService extends CompositeExchangeService {
  }
  };
 
- handleReverseOrder(
+ handleReverseOrder = async (
  account: Account,
  ticker: Ticker,
  trade: Trade
- ): Promise<void> {
- throw new Error('Method not implemented.');
- }
- handleOverflow(
+ ): Promise<void> => {
+ const { direction } = trade;
+ const { symbol } = ticker;
+ const accountId = getAccountId(account);
+ try {
+ const position = (await this.getTickerPosition(
+ account,
+ ticker
+ )) as IFTXFuturesPosition;
+ if (position && isSideDifferent(position.side as Side, direction)) {
+ info(REVERSING_TRADE(this.exchangeId, accountId, symbol));
+ await this.closeOrder(account, trade, ticker);
+ }
+ } catch (err) {
+ // ignore throw
+ }
+ };
+
+ handleOverflow = async (
  account: Account,
  ticker: Ticker,
  trade: Trade
- ): Promise<boolean> {
- throw new Error('Method not implemented.');
- }
-
- // handleReverseOrder = async (
- // account: Account,
- // ticker: Ticker,
- // trade: Trade
- // ): Promise<void> => {
- // const { direction } = trade;
- // const accountId = getAccountId(account);
- // try {
- // const position = (await this.getTickerPosition(
- // account,
- // ticker
- // )) as IFTXFuturesPosition;
- // if (position && isSideDifferent(position.side as Side, direction)) {
- // info(REVERSING_TRADE(this.exchangeId, accountId, ticker.symbol));
- // await this.closeOrder(account, trade, ticker);
- // }
- // } catch (err) {
- // // ignore throw
- // }
- // };
-
- // handleOverflow = async (
- // account: Account,
- // ticker: Ticker,
- // trade: Trade
- // ): Promise<boolean> => {
- // const { direction, size } = trade;
- // const { symbol, info } = ticker;
- // const accountId = getAccountId(account);
- // try {
- // if (isFTXSpot(ticker)) {
- // const balance = await this.getTickerBalance(account, ticker);
- // const cost = getOrderCost(ticker, this.exchangeId, balance);
- // if (cost && getSide(direction) === Side.Sell && cost < Number(size)) {
- // info(TRADE_OVERFLOW(this.exchangeId, accountId, symbol));
- // await this.closeOrder(
- // account,
- // { ...trade, size: balance.toString() },
- // ticker
- // );
- // return true;
- // }
- // } else {
- // const position = (await this.getTickerPosition(
- // account,
- // ticker
- // )) as IFTXFuturesPosition;
- // const { side, cost } = position;
- // if (
- // position &&
- // isSideDifferent(side as Side, direction) &&
- // Number(size) > Math.abs(Number(cost))
- // ) {
- // info(TRADE_OVERFLOW(this.exchangeId, accountId, symbol));
- // await this.closeOrder(account, trade, ticker);
- // return true;
- // }
- // }
- // } catch (err) {
- // // ignore throw
- // }
- // return false;
- // };
+ ): Promise<boolean> => {
+ const { direction, size } = trade;
+ const { symbol } = ticker;
+ const accountId = getAccountId(account);
+ try {
+ if (isFTXSpot(ticker)) {
+ const balance = await this.getTickerBalance(account, ticker);
+ const cost = getOrderCost(ticker, this.exchangeId, balance);
+ if (cost && getSide(direction) === Side.Sell && cost < Number(size)) {
+ info(TRADE_OVERFLOW(this.exchangeId, accountId, symbol));
+ await this.closeOrder(
+ account,
+ { ...trade, size: balance.toString() },
+ ticker
+ );
+ return true;
+ }
+ } else {
+ const position = (await this.getTickerPosition(
+ account,
+ ticker
+ )) as IFTXFuturesPosition;
+ const { side, cost } = position;
+ if (
+ position &&
+ isSideDifferent(side as Side, direction) &&
+ Number(size) > Math.abs(Number(cost))
+ ) {
+ info(TRADE_OVERFLOW(this.exchangeId, accountId, symbol));
+ await this.closeOrder(account, trade, ticker);
+ return true;
+ }
+ }
+ } catch (err) {
+ // ignore throw
+ }
+ return false;
+ };
 }