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added test baloon for the automated trading.

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This commit is contained in:
Joe Tretter
2020-01-06 20:57:03 -06:00
parent 1d222c5171
commit 1d2bdfc4df
1 changed files with 486 additions and 194 deletions
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680
flows_nodered_kraken.json
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@@ -65,8 +65,8 @@
"console": false,
"tostatus": false,
"complete": "false",
"x": 560,
"y": 240,
"x": 550,
"y": 220,
"wires": []
},
{
@@ -150,188 +150,6 @@
]
]
},
{
"id": "715c2949.e70048",
"type": "get-ticker-information",
"z": "6d543cb4.ed3084",
"name": "",
"x": 370,
"y": 680,
"wires": [
[
"3362bc86.263034",
"49e9037c.b0234c"
],
[
"c776c3e9.448ed"
]
]
},
{
"id": "926454.4996abb",
"type": "inject",
"z": "6d543cb4.ed3084",
"name": "",
"topic": "",
"payload": "{\"pair\":\"XETHZUSD\"}",
"payloadType": "json",
"repeat": "",
"crontab": "",
"once": false,
"onceDelay": 0.1,
"x": 140,
"y": 680,
"wires": [
[
"715c2949.e70048"
]
]
},
{
"id": "3362bc86.263034",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "Kraken TickerData",
"active": true,
"tosidebar": true,
"console": true,
"tostatus": false,
"complete": "payload",
"targetType": "msg",
"x": 600,
"y": 640,
"wires": []
},
{
"id": "c776c3e9.448ed",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "Kraken TickerData ERROR",
"active": true,
"tosidebar": true,
"console": true,
"tostatus": false,
"complete": "payload",
"targetType": "msg",
"x": 630,
"y": 740,
"wires": []
},
{
"id": "49e9037c.b0234c",
"type": "function",
"z": "6d543cb4.ed3084",
"name": "compute order",
"func": "let askPrice = msg.payload.XETHZUSD.a[0];\nlet volume2Buy = 50/askPrice; // How much Etheream to buy for 50 USD?\nnode.log(\"Ask Price \", askPrice, \" --> Volume : \", volume2Buy );\n\nmsg.payload={\n\tpair : 'XETHZUSD',\n\ttype : 'buy',\n\tordertype : 'limit',\n\tprice : askPrice,\n\tvolume : volume2Buy\n};\n\n\nreturn msg;",
"outputs": 1,
"noerr": 0,
"x": 620,
"y": 700,
"wires": [
[
"c4999094.47952",
"ca762b6c.7d98f8"
]
]
},
{
"id": "c4999094.47952",
"type": "add-standard-order",
"z": "6d543cb4.ed3084",
"kraken": "42702610.230028",
"name": "",
"x": 840,
"y": 700,
"wires": [
[
"5baa6fae.59cb2"
],
[
"27f87d72.6fa302"
]
]
},
{
"id": "5baa6fae.59cb2",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "Kraken OrderFeedback Success",
"active": true,
"tosidebar": true,
"console": true,
"tostatus": false,
"complete": "payload",
"targetType": "msg",
"x": 1100,
"y": 680,
"wires": []
},
{
"id": "27f87d72.6fa302",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "Kraken OrderFeedback ERROR",
"active": true,
"tosidebar": true,
"console": true,
"tostatus": false,
"complete": "payload",
"targetType": "msg",
"x": 1110,
"y": 720,
"wires": []
},
{
"id": "ca762b6c.7d98f8",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "Kraken - OrderInfos",
"active": true,
"tosidebar": true,
"console": true,
"tostatus": false,
"complete": "payload",
"targetType": "msg",
"x": 900,
"y": 620,
"wires": []
},
{
"id": "ee195c7.d088ba",
"type": "get-ticker-information",
"z": "6d543cb4.ed3084",
"name": "",
"x": 330,
"y": 880,
"wires": [
[
"4f94e60f.4d3838"
],
[
"f163b077.931ff"
]
]
},
{
"id": "eeb36454.5abdf8",
"type": "inject",
"z": "6d543cb4.ed3084",
"name": "",
"topic": "",
"payload": "{\"pair\":\"XETCZUSD\"}",
"payloadType": "json",
"repeat": "60",
"crontab": "",
"once": false,
"onceDelay": 0.1,
"x": 140,
"y": 880,
"wires": [
[
"ee195c7.d088ba"
]
]
},
{
"id": "a669c08c.d0185",
"type": "sqlite",
@@ -340,8 +158,8 @@
"sqlquery": "msg.topic",
"sql": "",
"name": "",
"x": 830,
"y": 820,
"x": 890,
"y": 720,
"wires": [
[]
]
@@ -354,8 +172,8 @@
"func": "msg.topic=\"Insert into KrakenQuotes (Symbol,Data) values ('XETCZUSD','\" + JSON.stringify(msg.payload.XETCZUSD) + \"');\"\nreturn msg;",
"outputs": 1,
"noerr": 0,
"x": 540,
"y": 860,
"x": 600,
"y": 760,
"wires": [
[
"853572da.0b0bf",
@@ -374,23 +192,497 @@
"tostatus": false,
"complete": "true",
"targetType": "full",
"x": 770,
"x": 830,
"y": 780,
"wires": []
},
{
"id": "b6c88df3.41573",
"type": "get-ticker-information",
"z": "6d543cb4.ed3084",
"name": "",
"x": 350,
"y": 1040,
"wires": [
[
"8f27b1c3.3277e",
"1a447d86.305162",
"4f94e60f.4d3838"
],
[
"57c6ead4.4943d4"
]
]
},
{
"id": "b131c158.9b6e5",
"type": "inject",
"z": "6d543cb4.ed3084",
"name": "",
"topic": "",
"payload": "{\"pair\":\"XETCZUSD\"}",
"payloadType": "json",
"repeat": "60",
"crontab": "",
"once": false,
"onceDelay": 0.1,
"x": 160,
"y": 1040,
"wires": [
[
"b6c88df3.41573"
]
]
},
{
"id": "8f27b1c3.3277e",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "",
"active": false,
"tosidebar": true,
"console": false,
"tostatus": false,
"complete": "false",
"x": 590,
"y": 880,
"wires": []
},
{
"id": "f163b077.931ff",
"id": "57c6ead4.4943d4",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "Error getting Kraken Quote",
"name": "",
"active": true,
"tosidebar": true,
"console": true,
"console": false,
"tostatus": false,
"complete": "false",
"x": 530,
"y": 1080,
"wires": []
},
{
"id": "1a447d86.305162",
"type": "switch",
"z": "6d543cb4.ed3084",
"name": "Initialization Needed?",
"property": "lastExecPrice",
"propertyType": "flow",
"rules": [
{
"t": "null"
},
{
"t": "else"
}
],
"checkall": "true",
"repair": false,
"outputs": 2,
"x": 560,
"y": 1020,
"wires": [
[
"b14715f9.da01b8"
],
[
"746dd800.489408",
"3fcb4bfe.6d4b84"
]
]
},
{
"id": "b14715f9.da01b8",
"type": "change",
"z": "6d543cb4.ed3084",
"name": "",
"rules": [
{
"t": "set",
"p": "lastExecPrice",
"pt": "flow",
"to": "payload.XETCZUSD.a[0]",
"tot": "msg"
},
{
"t": "set",
"p": "maxVolume",
"pt": "flow",
"to": "10",
"tot": "num"
},
{
"t": "set",
"p": "minVolume",
"pt": "flow",
"to": "0",
"tot": "num"
},
{
"t": "set",
"p": "currVolume",
"pt": "flow",
"to": "0",
"tot": "num"
},
{
"t": "set",
"p": "delta",
"pt": "flow",
"to": "0.1",
"tot": "num"
},
{
"t": "set",
"p": "grosBalance",
"pt": "flow",
"to": "0",
"tot": "num"
},
{
"t": "set",
"p": "commission",
"pt": "flow",
"to": "0",
"tot": "num"
},
{
"t": "set",
"p": "acctBalance",
"pt": "flow",
"to": "100",
"tot": "num"
}
],
"action": "",
"property": "",
"from": "",
"to": "",
"reg": false,
"x": 840,
"y": 960,
"wires": [
[]
]
},
{
"id": "713645b4.f9ba7c",
"type": "switch",
"z": "6d543cb4.ed3084",
"name": "Action",
"property": "action",
"propertyType": "msg",
"rules": [
{
"t": "eq",
"v": "sell",
"vt": "str"
},
{
"t": "eq",
"v": "buy",
"vt": "str"
},
{
"t": "else"
}
],
"checkall": "true",
"repair": false,
"outputs": 3,
"x": 1050,
"y": 1100,
"wires": [
[
"8fc8be9f.e3552",
"894f2795.914b38"
],
[
"9073f8dd.8a8558",
"e961895.42ab678"
],
[
"1bc0ea09.db8676"
]
]
},
{
"id": "8fc8be9f.e3552",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "gt (Sell)",
"active": true,
"tosidebar": true,
"console": false,
"tostatus": false,
"complete": "true",
"targetType": "full",
"x": 570,
"y": 920,
"x": 1400,
"y": 1020,
"wires": []
},
{
"id": "9073f8dd.8a8558",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "lt (buy)",
"active": true,
"tosidebar": true,
"console": false,
"tostatus": false,
"complete": "true",
"targetType": "full",
"x": 1390,
"y": 1100,
"wires": []
},
{
"id": "1bc0ea09.db8676",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "small",
"active": false,
"tosidebar": true,
"console": false,
"tostatus": false,
"complete": "payload",
"targetType": "msg",
"x": 1370,
"y": 1240,
"wires": []
},
{
"id": "746dd800.489408",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "",
"active": false,
"tosidebar": true,
"console": false,
"tostatus": false,
"complete": "{\"le\":$flowContext('lastExecPrice'),\"cp\":payload.XETCZUSD.a[0] }",
"targetType": "jsonata",
"x": 760,
"y": 1180,
"wires": []
},
{
"id": "37af9cb0.cd7d74",
"type": "inject",
"z": "6d543cb4.ed3084",
"name": "",
"topic": "",
"payload": "",
"payloadType": "date",
"repeat": "",
"crontab": "",
"once": false,
"onceDelay": 0.1,
"x": 660,
"y": 940,
"wires": [
[
"b14715f9.da01b8"
]
]
},
{
"id": "894f2795.914b38",
"type": "switch",
"z": "6d543cb4.ed3084",
"name": "MinReached?",
"property": "currVolume",
"propertyType": "flow",
"rules": [
{
"t": "gt",
"v": "minVolume",
"vt": "flow"
},
{
"t": "else"
}
],
"checkall": "true",
"repair": false,
"outputs": 2,
"x": 1500,
"y": 1060,
"wires": [
[
"db4dcb29.89cd38",
"7a524b14.ab2ea4"
],
[
"c6b046f0.da94b8",
"10898ef6.fab381"
]
]
},
{
"id": "c6b046f0.da94b8",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "Not Selling, min Volume reached.",
"active": true,
"tosidebar": true,
"console": false,
"tostatus": false,
"complete": "payload",
"targetType": "msg",
"x": 1800,
"y": 1100,
"wires": []
},
{
"id": "db4dcb29.89cd38",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "SELLING!",
"active": true,
"tosidebar": true,
"console": false,
"tostatus": false,
"complete": "payload",
"targetType": "msg",
"x": 1720,
"y": 1020,
"wires": []
},
{
"id": "9ff35104.7db0d",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "BUYING!",
"active": true,
"tosidebar": true,
"console": false,
"tostatus": false,
"complete": "payload",
"targetType": "msg",
"x": 1700,
"y": 1180,
"wires": []
},
{
"id": "e961895.42ab678",
"type": "switch",
"z": "6d543cb4.ed3084",
"name": "MaxReached?",
"property": "currVolume",
"propertyType": "flow",
"rules": [
{
"t": "lt",
"v": "maxVolume",
"vt": "flow"
},
{
"t": "else"
}
],
"checkall": "true",
"repair": false,
"outputs": 2,
"x": 1500,
"y": 1200,
"wires": [
[
"9ff35104.7db0d",
"11de6ea9.7cbab1"
],
[
"cf8bb8be.0de778",
"b1857f61.f3b9a"
]
]
},
{
"id": "cf8bb8be.0de778",
"type": "debug",
"z": "6d543cb4.ed3084",
"name": "Not buying, max Volume reached.",
"active": true,
"tosidebar": true,
"console": false,
"tostatus": false,
"complete": "payload",
"targetType": "msg",
"x": 1780,
"y": 1260,
"wires": []
},
{
"id": "3fcb4bfe.6d4b84",
"type": "function",
"z": "6d543cb4.ed3084",
"name": "Determine Action",
"func": "//$number(payload.XETCZUSD.a[0]) - $number($flowContext('lastExecPrice'))\n\nconst delta=flow.get('delta'); // how much price move to take action?\nlet askPrice=msg.payload.XETCZUSD.a[0];\nlet bidPrice=msg.payload.XETCZUSD.b[0];\nlet lastExecPrice=flow.get('lastExecPrice');\n\nmsg.lastExecPrice=lastExecPrice;\n\nif (bidPrice>lastExecPrice+delta) {\n msg.action=\"sell\";\n msg.price=bidPrice;\n} else if (askPrice<lastExecPrice-delta) {\n msg.action=\"buy\";\n msg.price=askPrice;\n} else {\n msg.action=\"nothing\";\n}\n\nreturn msg;",
"outputs": 1,
"noerr": 0,
"x": 890,
"y": 1100,
"wires": [
[
"713645b4.f9ba7c"
]
]
},
{
"id": "7a524b14.ab2ea4",
"type": "function",
"z": "6d543cb4.ed3084",
"name": "SellAction",
"func": "let commission = flow.get('commission');\nlet grosBalance = flow.get('grosBalance');\nlet acctBalance = flow.get('acctBalance');\nlet delta = flow.get('delta');\n\nlet sellPrice = Number(msg.payload.XETCZUSD.b[0]);\n\ncommission += sellPrice*0.0026;\ngrosBalance -= 1;\nacctBalance += sellPrice;\n\nflow.set('commission',commission);\nflow.set('grosBalance',grosBalance);\nflow.set('acctBalance',acctBalance);\n\nflow.set('lastExecPrice',sellPrice);\nflow.set('currVolume',flow.get('currVolume')-1);\n\nreturn msg;",
"outputs": 1,
"noerr": 0,
"x": 1710,
"y": 980,
"wires": [
[]
]
},
{
"id": "11de6ea9.7cbab1",
"type": "function",
"z": "6d543cb4.ed3084",
"name": "BuyAction",
"func": "let commission = flow.get('commission');\nlet grosBalance = flow.get('grosBalance');\nlet acctBalance = flow.get('acctBalance');\nlet delta = flow.get('delta');\n\nlet buyPrice = Number(msg.payload.XETCZUSD.a[0]);\n\ncommission += buyPrice*0.0026;\ngrosBalance += 1;\nacctBalance -= buyPrice;\n\nflow.set('commission',commission);\nflow.set('grosBalance',grosBalance);\nflow.set('acctBalance',acctBalance);\n\nflow.set('lastExecPrice',buyPrice);\nflow.set('currVolume',flow.get('currVolume')+1);\n\nreturn msg;",
"outputs": 1,
"noerr": 0,
"x": 1700,
"y": 1140,
"wires": [
[]
]
},
{
"id": "10898ef6.fab381",
"type": "function",
"z": "6d543cb4.ed3084",
"name": "NoSellAction",
"func": "let sellPrice = Number(msg.payload.XETCZUSD.b[0]);\n\nflow.set('lastExecPrice',sellPrice);\n\nreturn msg;",
"outputs": 1,
"noerr": 0,
"x": 1730,
"y": 1060,
"wires": [
[]
]
},
{
"id": "b1857f61.f3b9a",
"type": "function",
"z": "6d543cb4.ed3084",
"name": "NoBuyAction",
"func": "let buyPrice = Number(msg.payload.XETCZUSD.a[0]);\n\nflow.set('lastExecPrice',sellPrice);\n\nreturn msg;",
"outputs": 1,
"noerr": 0,
"x": 1710,
"y": 1220,
"wires": [
[]
]
}
]