From 468124421d22320f16e38c4104beb5fd26b85712 Mon Sep 17 00:00:00 2001
From: Joe Tretter <j.tretter@gmail.com>
Date: Thu, 7 Jan 2021 16:39:14 -0600
Subject: [PATCH] misc fixes in volume calc

---
 flows_nodered_kraken.json | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/flows_nodered_kraken.json b/flows_nodered_kraken.json
index f90e71f..f86a775 100644
--- a/flows_nodered_kraken.json
+++ b/flows_nodered_kraken.json
@@ -3969,7 +3969,7 @@
         "type": "function",
         "z": "791ce869.901798",
         "name": "Determine Action",
-        "func": "//$number(payload.XMRUSD.a[0]) - $number($flowContext('lastExecPrice'))\n\nconst delta=flow.get('delta'); // how much price move to take action?\nlet pair=flow.get(\"pair\");\nlet askPrice=Number(msg.payload[pair].a[0]);\nlet bidPrice=Number(msg.payload[pair].b[0]);\nflow.set(\"askPrice\",Number(askPrice));\nflow.set(\"bidPrice\",Number(bidPrice));\n\nlet lastExecPrice=flow.get('lastExecPrice',\"file\");\n\nif (lastExecPrice === undefined) { \n    lastExecPrice=askPrice; \n    flow.set('lastExecPrice',Number(lastExecPrice),\"file\");\n}\n\nmsg.lastExecPrice=lastExecPrice;\n\nlet jumpPrice=undefined;\nif (bidPrice>lastExecPrice+delta) {\n    msg.action=\"sell\";\n    msg.price=jumpPrice=bidPrice;\n} else if (askPrice<lastExecPrice-delta) {\n    msg.action=\"buy\";\n    msg.price=jumpPrice=askPrice;\n} else {\n    msg.action=\"nothing\";\n}\n\n// if there is a bigger gap we might need to order multiple \"packages\"\n// this is for example if the market violently jumps or a bigger down move is \n// happening due to server offline.\nif (jumpPrice!==undefined){\n    let multiplier = flow.get('multiplier');\n    let jumpSize = Math.round(Math.abs(lastExecPrice-jumpPrice)/delta);\n    \n    flow.set(\"orderVolume\",jumpSize * multiplier);\n}\n\nreturn msg;",
+        "func": "//$number(payload.XMRUSD.a[0]) - $number($flowContext('lastExecPrice'))\n\nconst delta=flow.get('delta'); // how much price move to take action?\nlet multiplier = flow.get('multiplier');\nlet pair=flow.get(\"pair\");\nlet askPrice=Number(msg.payload[pair].a[0]);\nlet bidPrice=Number(msg.payload[pair].b[0]);\nflow.set(\"askPrice\",Number(askPrice));\nflow.set(\"bidPrice\",Number(bidPrice));\n\nlet lastExecPrice=flow.get('lastExecPrice',\"file\");\n\nif (lastExecPrice === undefined) { \n    lastExecPrice=askPrice; \n    flow.set('lastExecPrice',Number(lastExecPrice),\"file\");\n}\n\nmsg.lastExecPrice=lastExecPrice;\n\nif (bidPrice>lastExecPrice+delta) {\n    msg.action=\"sell\";\n    msg.price=bidPrice;\n    // when selling I am going with the floor, that is a bit more conservative; \n    // buying fast selling slow\n    let jumpSize = Math.floor(Math.abs(lastExecPrice-bidPrice)/delta);\n    flow.set(\"orderVolume\",jumpSize * multiplier);\n} else if (askPrice<lastExecPrice-delta) {\n    msg.action=\"buy\";\n    msg.price=askPrice;\n    let jumpSize = Math.round(Math.abs(lastExecPrice-askPrice)/delta);\n    flow.set(\"orderVolume\",jumpSize * multiplier);\n} else {\n    msg.action=\"nothing\";\n}\n\nreturn msg;",
         "outputs": 1,
         "noerr": 0,
         "x": 910,
@@ -6359,7 +6359,7 @@
         "type": "function",
         "z": "9d5ee7b4.680b68",
         "name": "Determine Action",
-        "func": "//$number(payload.XMRUSD.a[0]) - $number($flowContext('lastExecPrice'))\n\nconst delta=flow.get('delta'); // how much price move to take action?\nlet pair=flow.get(\"pair\");\nlet askPrice=Number(msg.payload[pair].a[0]);\nlet bidPrice=Number(msg.payload[pair].b[0]);\nflow.set(\"askPrice\",Number(askPrice));\nflow.set(\"bidPrice\",Number(bidPrice));\n\nlet lastExecPrice=flow.get('lastExecPrice',\"file\");\n\nif (lastExecPrice === undefined) { \n    lastExecPrice=askPrice; \n    flow.set('lastExecPrice',Number(lastExecPrice),\"file\");\n}\n\nmsg.lastExecPrice=lastExecPrice;\n\nlet jumpPrice=undefined;\nif (bidPrice>lastExecPrice+delta) {\n    msg.action=\"sell\";\n    msg.price=jumpPrice=bidPrice;\n} else if (askPrice<lastExecPrice-delta) {\n    msg.action=\"buy\";\n    msg.price=jumpPrice=askPrice;\n} else {\n    msg.action=\"nothing\";\n}\n\n// if there is a bigger gap we might need to order multiple \"packages\"\n// this is for example if the market violently jumps or a bigger down move is \n// happening due to server offline.\nif (jumpPrice!==undefined){\n    let multiplier = flow.get('multiplier');\n    let jumpSize = Math.round(Math.abs(lastExecPrice-jumpPrice)/delta);\n    flow.set('debugjumpPrice',jumpPrice);\n    flow.set('debugjumpSize',jumpSize);\n    \n    flow.set(\"orderVolume\",jumpSize * multiplier);\n}\n\nreturn msg;",
+        "func": "//$number(payload.XMRUSD.a[0]) - $number($flowContext('lastExecPrice'))\n\nconst delta=flow.get('delta'); // how much price move to take action?\nlet multiplier = flow.get('multiplier');\nlet pair=flow.get(\"pair\");\nlet askPrice=Number(msg.payload[pair].a[0]);\nlet bidPrice=Number(msg.payload[pair].b[0]);\nflow.set(\"askPrice\",Number(askPrice));\nflow.set(\"bidPrice\",Number(bidPrice));\n\nlet lastExecPrice=flow.get('lastExecPrice',\"file\");\n\nif (lastExecPrice === undefined) { \n    lastExecPrice=askPrice; \n    flow.set('lastExecPrice',Number(lastExecPrice),\"file\");\n}\n\nmsg.lastExecPrice=lastExecPrice;\n\nif (bidPrice>lastExecPrice+delta) {\n    msg.action=\"sell\";\n    msg.price=bidPrice;\n    // when selling I am going with the floor, that is a bit more conservative; \n    // buying fast selling slow\n    let jumpSize = Math.floor(Math.abs(lastExecPrice-bidPrice)/delta);\n    flow.set(\"orderVolume\",jumpSize * multiplier);\n} else if (askPrice<lastExecPrice-delta) {\n    msg.action=\"buy\";\n    msg.price=askPrice;\n    let jumpSize = Math.round(Math.abs(lastExecPrice-askPrice)/delta);\n    flow.set(\"orderVolume\",jumpSize * multiplier);\n} else {\n    msg.action=\"nothing\";\n}\n\nreturn msg;",
         "outputs": 1,
         "noerr": 0,
         "x": 910,