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[KRAKEN] Normalizing the approach for retry handling #1411

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merged 10 commits into from
Dec 8, 2017
Merged

[KRAKEN] Normalizing the approach for retry handling #1411

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a6b6304
Experimenting with a new pattern
cmroche Dec 6, 2017
5c0c80c
Moving retry handler into the exchange
cmroche Dec 6, 2017
fe95083
Bugfixes, and retry handling appears to work great now
cmroche Dec 6, 2017
d6f2d46
Merge branch 'retry_handling' of git://github.com/cmroche/gekko into …
askmike Dec 7, 2017
5b72969
g/process/processResult/
askmike Dec 7, 2017
4c21466
remove missing reqData
askmike Dec 7, 2017
abb1e48
remove always recoverable
askmike Dec 7, 2017
7c1000f
propogate the last error, not the first
askmike Dec 7, 2017
21b8101
make handleResponse higher order
askmike Dec 7, 2017
3b2e7a4
Merge pull request #1 from askmike/cmroche-retry_handling-hotfixes
cmroche Dec 7, 2017
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25 changes: 25 additions & 0 deletions core/error.js
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Original file line number Diff line number Diff line change
@@ -0,0 +1,25 @@
const _ = require('lodash');

let RetryError = function(message) {
_.bindAll(this);

this.name = "RetryError";
this.message = message;
}

RetryError.prototype = new Error();

let AbortError = function(message) {
_.bindAll(this);

this.name = "AbortError";
this.message = message;
}

AbortError.prototype = new Error();

module.exports = {
'RetryError': RetryError,
'AbortError': AbortError
};

33 changes: 21 additions & 12 deletions core/util.js
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Original file line number Diff line number Diff line change
Expand Up @@ -5,6 +5,7 @@ var fs = require('fs');
var semver = require('semver');
var program = require('commander');
var retry = require('retry');
var Errors = require('./error');

var startTime = moment();

Expand All @@ -16,6 +17,19 @@ var _gekkoEnv = false;

var _args = false;

var retryHelper = function(fn, options, callback) {
var operation = retry.operation(options);
operation.attempt(function(currentAttempt) {
fn(function(err, result) {
if (!(err instanceof Errors.AbortError) && operation.retry(err)) {
return;
}

callback(err ? err.message : null, result);
});
});
}

// helper functions
var util = {
getConfig: function() {
Expand Down Expand Up @@ -163,23 +177,18 @@ var util = {
return startTime;
},
retry: function(fn, callback) {
var operation = retry.operation({
var operation = {
retries: 5,
factor: 1.2,
minTimeout: 1 * 1000,
maxTimeout: 3 * 1000
});
};

operation.attempt(function(currentAttempt) {
fn(function(err, result) {
if (operation.retry(err)) {
return;
}

callback(err ? operation.mainError() : null, result);
});
});
}
retryHelper(fn, options, callback);
},
retryCustom: function(options, fn, callback) {
retryHelper(fn, options, callback);
},
}

// NOTE: those options are only used
Expand Down
196 changes: 75 additions & 121 deletions exchanges/kraken.js
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Original file line number Diff line number Diff line change
@@ -1,7 +1,9 @@
var Kraken = require('kraken-api-es5');
var moment = require('moment');
var util = require('../core/util');
var _ = require('lodash');

var util = require('../core/util');
var Errors = require('../core/error');
var log = require('../core/log');

var crypto_currencies = [
Expand Down Expand Up @@ -94,46 +96,53 @@ var Trader = function(config) {
);
}

var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|API:Invalid nonce|Service:Unavailable|Request timed out|Response code 525|Response code 520|Response code 504|Response code 502)/)
var retryCritical = {
retries: 10,
factor: 1.2,
minTimeout: 1 * 1000,
maxTimeout: 30 * 1000
};

Trader.prototype.retry = function(method, args, error, alwaysRetry) {
if (!alwaysRetry && (!error || !error.message.match(recoverableErrors))) {
log.error('[kraken.js] ', this.name, 'returned an irrecoverable error: ', error.message);
return false;
}
var retryForever = {
forever: true,
factor: 1.2,
minTimeout: 10,
maxTimeout: 30
};

// 5 -> 10s to avoid more rejection
var wait = +moment.duration(10, 'seconds');
log.debug('[kraken.js] (retry) ', this.name, 'returned an error, retrying..');
var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|API:Invalid nonce|Service:Unavailable|Request timed out|Response code 520|Response code 504|Response code 502)/)

var self = this;
Trader.prototype.processError = function(funcName, error) {
if (!error) return undefined;

// make sure the callback (and any other fn)
// is bound to Trader
_.each(args, function(arg, i) {
if(_.isFunction(arg))
args[i] = _.bind(arg, self);
});
if (!error.message.match(recoverableErrors)) {
log.error(`[kraken.js] (${funcName}) returned an irrecoverable error: ${error.message}`);
return new Errors.AbortError('[kraken.js] ' + error.message);
}

// run the failed method again with the same
// arguments after wait
setTimeout(
function() { method.apply(self, args) },
wait
);
log.debug(`[kraken.js] (${funcName}) returned an error, retrying: ${error.message}`);
return new Errors.RetryError('[kraken.js] ' + error.message);
};

Trader.prototype.handleResponse = function(funcName, callback) {
return (error, body) => {
if(!error) {
if(_.isEmpty(body) || !body.result)
error = new Error('NO DATA WAS RETURNED');

else if(!_.isEmpty(body.error))
error = new Error(body.error);
}

return true;
return callback(this.processError(funcName, error), body);
}
};

Trader.prototype.getTrades = function(since, callback, descending) {
var args = _.toArray(arguments);
var startTs = since ? moment(since).valueOf() : null;

var process = function(err, trades) {
if (err || !trades || trades.length === 0) {
log.error('error getting trades', err);
return this.retry(this.getTrades, args, err, true);
}
var processResults = function(err, trades) {
if (err) return callback(err);

var parsedTrades = [];
_.each(trades.result[this.pair], function(trade) {
Expand All @@ -154,7 +163,7 @@ Trader.prototype.getTrades = function(since, callback, descending) {
callback(undefined, parsedTrades);
};

var reqData = {
let reqData = {
pair: this.pair
};

Expand All @@ -163,25 +172,16 @@ Trader.prototype.getTrades = function(since, callback, descending) {
reqData.since = startTs * 1000000;
}

this.kraken.api('Trades', reqData, _.bind(process, this));
let handler = (cb) => this.kraken.api('Trades', reqData, this.handleResponse('getTrades', cb));
util.retryCustom(retryForever, _.bind(handler, this), _.bind(processResults, this));
};

Trader.prototype.getPortfolio = function(callback) {
var args = _.toArray(arguments);
console.log('getPortfolio');
var setBalance = function(err, data) {
log.debug('[kraken.js] entering "setBalance" callback after kraken-api call, err:', err, ' data:' , data);

if(_.isEmpty(data))
err = new Error('no data (getPortfolio)');

else if(!_.isEmpty(data.error))
err = new Error(data.error);

if (err || !data.result) {
log.error('[kraken.js] ' , err);
if (!this.retry(this.getPortfolio, args, err))
return callback(err);
}
console.log('aa', arguments);
if(err) return callback(err);
log.debug('[kraken.js] entering "setBalance" callback after kraken-api call, data:' , data);

// When using the prefix-less assets, you remove the prefix from the assset but leave
// it on the curreny in this case. An undocumented Kraken quirk.
Expand All @@ -207,30 +207,21 @@ Trader.prototype.getPortfolio = function(callback) {
return callback(undefined, portfolio);
};

this.kraken.api('Balance', {}, _.bind(setBalance, this));
let handler = (cb) => this.kraken.api('Balance', {}, this.handleResponse('getPortfolio', cb));
util.retryCustom(retryForever, _.bind(handler, this), _.bind(setBalance, this));
};

// This assumes that only limit orders are being placed with standard assets pairs
// It does not take into account volume discounts.
// Base maker fee is 0.16%, taker fee is 0.26%.
Trader.prototype.getFee = function(callback) {
var makerFee = 0.16;
const makerFee = 0.16;
callback(undefined, makerFee / 100);
};

Trader.prototype.getTicker = function(callback) {
var setTicker = function(err, data) {

if(!err && _.isEmpty(data))
err = new Error('no data (getTicker)');

else if(!err && !_.isEmpty(data.error))
err = new Error(data.error);

if (err) {
log.error('unable to get ticker', JSON.stringify(err));
return callback(err);
}
if (err) return callback(err);

var result = data.result[this.pair];
var ticker = {
Expand All @@ -240,7 +231,10 @@ Trader.prototype.getTicker = function(callback) {
callback(undefined, ticker);
};

this.kraken.api('Ticker', {pair: this.pair}, _.bind(setTicker, this));
let reqData = {pair: this.pair}

let handler = (cb) => this.kraken.api('Ticker', reqData, this.handleResponse('getTicker', cb));
util.retryCustom(retryForever, _.bind(handler, this), _.bind(setTicker, this));
};

Trader.prototype.roundAmount = function(amount) {
Expand All @@ -262,66 +256,47 @@ Trader.prototype.roundAmount = function(amount) {
};

Trader.prototype.addOrder = function(tradeType, amount, price, callback) {
var args = _.toArray(arguments);

amount = this.roundAmount(amount);
price = this.roundAmount(price); // but the link talks about rounding price... And I had the bug

log.debug('[kraken.js] (addOrder)', tradeType.toUpperCase(), amount, this.asset, '@', price, this.currency);

var setOrder = function(err, data) {

// console.log('blap', err, data);

if(!err && _.isEmpty(data))
err = new Error('no data (addOrder)');
else if(!err && !_.isEmpty(data.error))
err = new Error(data.error);

if(err) {
log.error('unable to ' + tradeType.toLowerCase(), err);
if (!this.retry(this.addOrder, args, err))
return callback(err);
}

if(err) return callback(err);

var txid = data.result.txid[0];
log.debug('added order with txid:', txid);
log.debug('[kraken.js] (addOrder) added order with txid:', txid);

callback(undefined, txid);
};

this.kraken.api('AddOrder', {
let reqData = {
pair: this.pair,
type: tradeType.toLowerCase(),
ordertype: 'limit',
price: price,
volume: amount.toString()
}, _.bind(setOrder, this));
};

let handler = (cb) => this.kraken.api('AddOrder', reqData, this.handleResponse('addOrder', cb));
util.retryCustom(retryCritical, _.bind(handler, this), _.bind(setOrder, this));
};


Trader.prototype.getOrder = function(order, callback) {

var get = function(err, data) {
if(!err && _.isEmpty(data) && _.isEmpty(data.result))
err = new Error('no data (getOrder)');

else if(!err && !_.isEmpty(data.error))
err = new Error(data.error);

if(err) {
log.error('Unable to get order', order, JSON.stringify(err));
return callback(err);
}
var getOrder = function(err, data) {
if(err) return callback(err);

var price = parseFloat( data.result[ order ].price );
var amount = parseFloat( data.result[ order ].vol_exec );
var date = moment.unix( data.result[ order ].closetm );

callback(undefined, {price, amount, date});
}.bind(this);
};

this.kraken.api('QueryOrders', {txid: order}, get);
let reqData = {txid: order};
let handler = (cb) => this.kraken.api('QueryOrders', reqData, this.handleResponse('getOrder', cb));
util.retryCustom(retryCritical, _.bind(handler, this), _.bind(getOrder, this));
}

Trader.prototype.buy = function(amount, price, callback) {
Expand All @@ -334,43 +309,22 @@ Trader.prototype.sell = function(amount, price, callback) {

Trader.prototype.checkOrder = function(order, callback) {
var check = function(err, data) {
if(_.isEmpty(data))
err = new Error('no data (checkOrder)');

if(!_.isEmpty(data.error))
err = new Error(data.error);

if(err) {
log.error('Unable to check order', order, JSON.stringify(err));
return callback(err);
}
if(err) return callback(err);

var result = data.result[order];
var stillThere = result.status === 'open' || result.status === 'pending';
callback(undefined, !stillThere);
};

this.kraken.api('QueryOrders', {txid: order}, _.bind(check, this));
let reqData = {txid: order};
let handler = (cb) => this.kraken.api('QueryOrders', reqData, this.handleResponse('checkOrder', cb));
util.retryCustom(retryCritical, _.bind(handler, this), _.bind(check, this));
};

Trader.prototype.cancelOrder = function(order, callback) {
var args = _.toArray(arguments);
var cancel = function(err, data) {
if(!err && _.isEmpty(data))
err = new Error('no data (cancelOrder)');
else if(!err && !_.isEmpty(data.error))
err = new Error(data.error);

if(err) {
log.error('unable to cancel order', order, '(', err, JSON.stringify(err), ')');
if (!this.retry(this.cancelOrder, args, err))
return callback(err);
}

callback();
};

this.kraken.api('CancelOrder', {txid: order}, _.bind(cancel, this));
let reqData = {txid: order};
let handler = (cb) => this.kraken.api('CancelOrder', reqData, this.handleResponse('cancelOrder', cb));
util.retryCustom(retryForever, _.bind(handler, this), callback);
};

Trader.getCapabilities = function () {
Expand Down
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