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change to persist transactions and handle pairs as provided by commandline parameter.

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This commit is contained in:
Joe Tretter
2020-12-02 10:38:29 -06:00
parent 8313ce0541
commit a8eb927265
1 changed files with 70 additions and 32 deletions
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102
kraken-api_plain/KrakenTradeHistory.js
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@@ -1,12 +1,32 @@
/* /*
2020-01-09 - get the gains generated by my automated ETC trading. 2020-01-09 - get the gains generated by my automated ETC trading.
2020-10-23 - fix problem because API requires windowing to handle more than 50 rows, implemented windowing. 2020-10-23 - fix problem because API requires windowing to handle more than 50 rows, implemented windowing.
2020-12-02 - change to persist transactions and handle pairs as provided by commandline parameter.
*/ */
const key = 'SOOOJ7OhVCOpJE4DAWz8v5B25UpdYya9buF8DFAkHzmUab5E9i0PlEPh'; // API Key const key = 'SOOOJ7OhVCOpJE4DAWz8v5B25UpdYya9buF8DFAkHzmUab5E9i0PlEPh'; // API Key
const secret = 'UytAbgU8ty3n5a+JhaoIlcfh8zM4OBGY6PCC+Cfg2NI4waVzM52BBp9qmmyczrTDQpeha8q3nHeE/p7wNWKiVA=='; // API Private Key const secret = 'UytAbgU8ty3n5a+JhaoIlcfh8zM4OBGY6PCC+Cfg2NI4waVzM52BBp9qmmyczrTDQpeha8q3nHeE/p7wNWKiVA=='; // API Private Key
const KrakenClient = require('kraken-api'); const KrakenClient = require('kraken-api');
const kraken = new KrakenClient(key, secret); const kraken = new KrakenClient(key, secret);
const fs = require('fs')
const storeData = (data, path) => {
try {
fs.writeFileSync(path, JSON.stringify(data));
} catch (err) {
console.error(err);
}
}
const loadData = (path) => {
try {
return JSON.parse(fs.readFileSync(path, 'utf8'));
} catch (err) {
console.error(err);
return false;
}
}
(async () => { (async () => {
try { try {
@@ -19,26 +39,55 @@ const kraken = new KrakenClient(key, secret);
if (thePair===undefined) { if (thePair===undefined) {
thePair="XXMRZUSD"; thePair="XXMRZUSD";
} }
console.log("Processing pair: ", thePair); thePair=thePair.toUpperCase(); // the pairs are always upper case.
let allBalances=await kraken.api('Balance');
//console.log(JSON.stringify(allBalances));
let etcUsdQuote = await kraken.api('Ticker', { pair : thePair });
//console.log(JSON.stringify(etcUsdQuote));
let allTransactions = await kraken.api('TradesHistory', params);
let dailyResults = []; console.log("Processing pair: ", thePair);
//console.log("Get Trade History ",JSON.stringify(allTransactions,null," "));
let maxTimestamp=0;
let allTrades=loadData("allTrades.json");
allTrades.forEach(dta=>{if (dta.time>maxTimestamp) {maxTimestamp=dta.time;} });
params.start=maxTimestamp;
console.log("Max-Timestamp",maxTimestamp);
let allTransactions = await kraken.api('TradesHistory', params);
let allTradeIDs=Object.keys(allTransactions.result.trades); let allTradeIDs=Object.keys(allTransactions.result.trades);
let sumUSD=0;
let sumCommission=0;
let numTrans=allTradeIDs.length; let numTrans=allTradeIDs.length;
let numTrades=0;
console.log("Number of new Transactions: ",numTrans);
for (let i=0;i<numTrans;i++){ for (let i=0;i<numTrans;i++){
params.ofs+=1; params.ofs+=1;
let theTrade=allTransactions.result.trades[allTradeIDs[i]]; let theTrade=allTransactions.result.trades[allTradeIDs[i]];
// the timestamp is inclusive, therefore we have to skip that record.
if (theTrade.time === maxTimestamp) { continue; }
console.log(theTrade);
allTrades.push(theTrade);
if ((params.ofs % 50) == 0) { // Not really great style to update the for condition var here, but it works...
console.log("Load more results; offset ",params.ofs);
params.nonce = new Date() * 1000;
allTransactions = await kraken.api('TradesHistory', params);
allTradeIDs=allTradeIDs.concat(Object.keys(allTransactions.result.trades));
numTrans=allTradeIDs.length;
}
}
// sort the trades by time oldest first.
allTrades=allTrades.sort(function (a,b){return(a.time - b.time);});
storeData(allTrades,"allTrades.json");
let dailyResults = [];
let sumUSD=0;
let sumCommission=0;
let numTrades=0;
for (let i=0;i<allTrades.length;i++){
let theTrade=allTrades[i];
if (theTrade.pair===thePair) { if (theTrade.pair===thePair) {
numTrades++; numTrades++;
console.log(JSON.stringify(theTrade)); let tradeLocalTime=new Date(theTrade.time * 1000);
//console.log(theTrade);
console.log(`${tradeLocalTime.toISOString()} [${theTrade.pair}] ${theTrade.type.substring(0,1)}#${Number(theTrade.vol).toFixed(4).padStart(8," ")}@${Number(theTrade.price).toFixed(2).padStart(8," ")} -> ${Number(theTrade.cost).toFixed(2).padStart(9," ")}(-${Number(theTrade.fee).toFixed(3).padStart(5," ")})`);//JSON.stringify(theTrade));
let multiplier=1; let multiplier=1;
if (theTrade.type==="buy") { if (theTrade.type==="buy") {
multiplier=-1; multiplier=-1;
@@ -54,28 +103,12 @@ const kraken = new KrakenClient(key, secret);
dailyResults[transactionDate] += (Number(theTrade.cost) * multiplier) dailyResults[transactionDate] += (Number(theTrade.cost) * multiplier)
dailyResults[transactionDate] -= Number(theTrade.fee); dailyResults[transactionDate] -= Number(theTrade.fee);
} }
// console.log(params.ofs,JSON.stringify(theTrade));
if ((params.ofs % 50) == 0) { // Not really great style to update the for condition var here, but it works...
console.log("Load more results; offset ",params.ofs);
params.nonce = new Date() * 1000;
allTransactions = await kraken.api('TradesHistory', params);
allTradeIDs=allTradeIDs.concat(Object.keys(allTransactions.result.trades));
numTrans=allTradeIDs.length;
}
} }
Object.keys(dailyResults).forEach(date=>{ let allBalances=await kraken.api('Balance');
// console.log(date," -> ",dailyResults[date]); let pairQuote = await kraken.api('Ticker', { pair : thePair });
});
console.log("# trades : ", numTrades); // find the currency by looking for "startsWith" match in the symbol in the pair.
console.log("SUM USD : ", sumUSD);
console.log("SUM fees : ", sumCommission);
let netGain = sumUSD - sumCommission;
console.log("Net Gain : ", netGain);
// find the currency by looking for "startsWith" match in the symbol in the pair..
let theCurrency=undefined; let theCurrency=undefined;
Object.keys(allBalances.result).forEach((currency)=>{ Object.keys(allBalances.result).forEach((currency)=>{
if (thePair.indexOf(currency)===0) { if (thePair.indexOf(currency)===0) {
@@ -83,9 +116,14 @@ const kraken = new KrakenClient(key, secret);
} }
}); });
console.log("# trades : ", numTrades);
console.log("SUM USD : ", sumUSD);
console.log("SUM fees : ", sumCommission);
let netGain = sumUSD - sumCommission;
console.log("Net Gain : ", netGain);
let numCoinsHeld = Number(allBalances.result[theCurrency]); let numCoinsHeld = Number(allBalances.result[theCurrency]);
console.log("# coins Held : ", numCoinsHeld, " [", theCurrency,"]"); console.log("# coins Held : ", numCoinsHeld, " [", theCurrency,"]");
let sellPrice = Number(etcUsdQuote.result[thePair].b[0]); let sellPrice = Number(pairQuote.result[thePair].b[0]);
console.log("Current Price : ", sellPrice); console.log("Current Price : ", sellPrice);
let worthHeldCoins = numCoinsHeld * sellPrice; let worthHeldCoins = numCoinsHeld * sellPrice;
console.log("Worth held coins : ", worthHeldCoins); console.log("Worth held coins : ", worthHeldCoins);