127 lines
4.8 KiB
JavaScript
127 lines
4.8 KiB
JavaScript
/*
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2020-01-09 - get the gains generated by my automated ETC trading.
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2020-10-23 - fix problem because API requires windowing to handle more than 50 rows, implemented windowing.
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2020-12-02 - change to persist transactions and handle pairs as provided by commandline parameter.
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*/
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const key = 'SOOOJ7OhVCOpJE4DAWz8v5B25UpdYya9buF8DFAkHzmUab5E9i0PlEPh'; // API Key
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const secret = 'UytAbgU8ty3n5a+JhaoIlcfh8zM4OBGY6PCC+Cfg2NI4waVzM52BBp9qmmyczrTDQpeha8q3nHeE/p7wNWKiVA=='; // API Private Key
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const KrakenClient = require('kraken-api');
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const kraken = new KrakenClient(key, secret);
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const fs = require('fs')
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const storeData = (data, path) => {
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try {
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fs.writeFileSync(path, JSON.stringify(data));
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} catch (err) {
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console.error("error in storeData ",err);
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}
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}
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const loadData = (path) => {
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try {
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return JSON.parse(fs.readFileSync(path, 'utf8'));
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} catch (err) {
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console.error("error in loadData ",err);
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return false;
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}
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}
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const utcToLocal = (utc) => {
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return new Date(utc.getTime() - (utc.getTimezoneOffset() * 60000));
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}
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(async () => {
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try {
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// get the pair to process from the first parameter and fall back if not provided.
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let thePair=process.argv[2];
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if (thePair===undefined) {
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thePair="XXMRZUSD";
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}
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thePair=thePair.toUpperCase(); // the pairs are always upper case.
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console.log("Processing pair : ", thePair);
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let allTrades=loadData("allTrades.json");
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let params={ ofs : 0 };
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let maxTimestamp=0;
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allTrades.forEach(dta=>{if (dta.time>maxTimestamp) {maxTimestamp=dta.time;} });
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params.start=maxTimestamp;
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console.log("Max-Timestamp : ",maxTimestamp);
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let allTransactions = await kraken.api('TradesHistory', params);
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let allTradeIDs=Object.keys(allTransactions.result.trades);
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let numTrans=allTradeIDs.length;
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console.log("Number of new Transactions : ",numTrans);
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for (let i=0;i<numTrans;i++){
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params.ofs+=1;
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let theTrade=allTransactions.result.trades[allTradeIDs[i]];
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// the timestamp is inclusive, therefore we have to skip that record.
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if (theTrade.time === maxTimestamp) { continue; }
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console.log(theTrade);
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allTrades.push(theTrade);
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if ((params.ofs % 50) == 0) {
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console.log("Load more results; offset ",params.ofs);
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params.nonce = new Date() * 1000;
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allTransactions = await kraken.api('TradesHistory', params);
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allTradeIDs=allTradeIDs.concat(Object.keys(allTransactions.result.trades));
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numTrans=allTradeIDs.length; // Not really great style to update the for condition var here, but it works...
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}
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}
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// sort the trades by time; oldest first.
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allTrades=allTrades.sort(function (a,b){return(a.time - b.time);});
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storeData(allTrades,"allTrades.json");
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let sumUSD=0;
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let sumCommission=0;
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let numTrades=0;
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for (let i=0;i<allTrades.length;i++){
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let theTrade=allTrades[i];
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if (theTrade.pair===thePair) {
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numTrades++;
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let tradeLocalTime=utcToLocal(new Date(theTrade.time * 1000)).toISOString().substr(0,19).replace('T',' ');
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console.log(`${tradeLocalTime} [${theTrade.pair}] ${theTrade.type.substring(0,1)}#${Number(theTrade.vol).toFixed(4).padStart(10," ")}@${Number(theTrade.price).toFixed(2).padStart(8," ")} -> ${Number(theTrade.cost).toFixed(2).padStart(9," ")}(-${Number(theTrade.fee).toFixed(3).padStart(5," ")})`);
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// selling adds $$$ to our Account, buying takes money out of the account
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let multiplier=theTrade.type==="buy"?-1:1;
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sumUSD += Number(theTrade.cost) * multiplier;
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sumCommission += Number(theTrade.fee);
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}
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}
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let allBalances=await kraken.api('Balance');
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let pairQuote = await kraken.api('Ticker', { pair : thePair });
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// find the currency by looking for "startsWith" type match in the symbol in the pair.
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// (not sure if that always works, but it works for all cases I checked it so far).
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let theCurrency=undefined;
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Object.keys(allBalances.result).forEach((currency)=>{
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if (thePair.indexOf(currency)===0) {
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theCurrency=currency;
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}
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});
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console.log("# trades : ", numTrades);
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console.log("SUM USD : ", sumUSD);
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console.log("SUM fees : ", sumCommission);
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let netGain = sumUSD - sumCommission;
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console.log("Net Gain : ", netGain);
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let numCoinsHeld = Number(allBalances.result[theCurrency]);
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console.log("# coins Held : ", numCoinsHeld, " [", theCurrency,"]");
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let sellPrice = Number(pairQuote.result[thePair].b[0]);
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console.log("Current Price : ", sellPrice);
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let worthHeldCoins = numCoinsHeld * sellPrice;
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console.log("Worth held coins : ", worthHeldCoins);
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let netLiq = netGain + worthHeldCoins;
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console.log("Net Liquidation Gain : " , netLiq);
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} catch (ex) {
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console.error("General Error: ", ex.message, "\n", ex.stack);
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}
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})();
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