Merge branch 'develop'

bmino · Sep 9, 2020 · 93058e7 · 93058e7
2 parents 0b3ec59 + 8de0386
commit 93058e7
Show file tree

Hide file tree

Showing 9 changed files with 37 additions and 23 deletions.
diff --git a/config/readme.md b/config/readme.md
@@ -113,13 +113,13 @@ Upon each version update you should copy the new syntax from `config.json.exampl
 * Default: `"debug"`
 * Description: Log level to configure how verbose logging messages are. Output can be found in the /log directory
 * Values:
+    * `"silent"`
     * `"fatal"`
     * `"error"`
     * `"warn"`
     * `"info"`
     * `"debug"`
     * `"trace"`
-    * `"silent"`
 
 #### `LOG.PRETTY_PRINT` (Boolean)
 * Default: `true`

diff --git a/package-lock.json b/package-lock.json
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "binance-triangle-arbitrage",
-  "version": "5.6.1",
+  "version": "5.6.2",
   "repository": {
     "type": "git",
     "url": "https://github.com/bmino/binance-triangle-arbitrage.git"

diff --git a/src/main/ArbitrageExecution.js b/src/main/ArbitrageExecution.js
@@ -150,7 +150,7 @@ const ArbitrageExecution = {
     },
 
     getExecutionStrategy() {
-        switch (CONFIG.TRADING.EXECUTION_STRATEGY.toLowerCase()) {
+        switch (CONFIG.TRADING.EXECUTION_STRATEGY) {
             case 'parallel':
                 return ArbitrageExecution.parallelExecutionStrategy;
             default:
@@ -254,8 +254,8 @@ const ArbitrageExecution = {
     },
 
     parseActualResults(method, { executedQty, cummulativeQuoteQty, fills }) {
-        const spent = method.toUpperCase() === 'BUY' ? parseFloat(cummulativeQuoteQty) : parseFloat(executedQty);
-        const earned = method.toUpperCase() === 'SELL' ? parseFloat(cummulativeQuoteQty) : parseFloat(executedQty);
+        const spent = method === 'BUY' ? parseFloat(cummulativeQuoteQty) : parseFloat(executedQty);
+        const earned = method === 'SELL' ? parseFloat(cummulativeQuoteQty) : parseFloat(executedQty);
         const fees = fills
             .filter(fill => fill.commissionAsset === 'BNB')
             .map(fill => parseFloat(fill.commission))

diff --git a/src/main/BinanceApi.js b/src/main/BinanceApi.js
@@ -76,7 +76,7 @@ const BinanceApi = {
     },
 
     marketBuyOrSell(method) {
-        return method.toUpperCase() === 'BUY' ? BinanceApi.marketBuy : BinanceApi.marketSell;
+        return method === 'BUY' ? BinanceApi.marketBuy : BinanceApi.marketSell;
     },
 
     handleBuyOrSellError(error, reject) {

diff --git a/src/main/CalculationNode.js b/src/main/CalculationNode.js
@@ -76,7 +76,7 @@ const CalculationNode = {
             }
         };
 
-        if (trade.ab.method === 'Buy') {
+        if (trade.ab.method === 'BUY') {
             // Buying BA
             const dustedB = CalculationNode.orderBookConversion(investmentA, trade.symbol.a, trade.symbol.b, trade.ab.ticker, depthSnapshot.ab);
             calculated.b.earned = calculated.ab = CalculationNode.calculateDustless(trade.ab, dustedB);
@@ -87,7 +87,7 @@ const CalculationNode = {
             calculated.b.earned = CalculationNode.orderBookConversion(calculated.a.spent, trade.symbol.a, trade.symbol.b, trade.ab.ticker, depthSnapshot.ab);
         }
 
-        if (trade.bc.method === 'Buy') {
+        if (trade.bc.method === 'BUY') {
             // Buying CB
             const dustedC = CalculationNode.orderBookConversion(calculated.b.earned, trade.symbol.b, trade.symbol.c, trade.bc.ticker, depthSnapshot.bc);
             calculated.c.earned = calculated.bc = CalculationNode.calculateDustless(trade.bc, dustedC);
@@ -98,7 +98,7 @@ const CalculationNode = {
             calculated.c.earned = CalculationNode.orderBookConversion(calculated.b.spent, trade.symbol.b, trade.symbol.c, trade.bc.ticker, depthSnapshot.bc);
         }
 
-        if (trade.ca.method === 'Buy') {
+        if (trade.ca.method === 'BUY') {
             // Buying AC
             const dustedA = CalculationNode.orderBookConversion(calculated.c.earned, trade.symbol.c, trade.symbol.a, trade.ca.ticker, depthSnapshot.ca);
             calculated.a.earned = calculated.ca = CalculationNode.calculateDustless(trade.ca, dustedA);
@@ -122,7 +122,7 @@ const CalculationNode = {
 
     recalculateTradeLeg(trade, quantityEarned, depthSnapshot) {
         const { base, quote, method, ticker } = trade;
-        if (method.toUpperCase() === 'BUY') {
+        if (method === 'BUY') {
             const dustedQuantity = CalculationNode.orderBookConversion(quantityEarned, quote, base, ticker, depthSnapshot);
             return CalculationNode.calculateDustless(trade, dustedQuantity);
         } else {
@@ -218,14 +218,14 @@ const CalculationNode = {
         const bidRates = Object.keys(depthSnapshot.bids || {});
         const askRates = Object.keys(depthSnapshot.asks || {});
 
-        if (method === 'Sell') {
+        if (method === 'SELL') {
             for (i=0; i<bidRates.length; i++) {
                 exchanged += depthSnapshot.bids[bidRates[i]];
                 if (exchanged >= quantity) {
                     return i+1;
                 }
             }
-        } else if (method === 'Buy') {
+        } else if (method === 'BUY') {
             for (i=0; i<askRates.length; i++) {
                 exchanged += depthSnapshot.asks[askRates[i]];
                 if (exchanged >= quantity) {

diff --git a/src/main/Loggers.js b/src/main/Loggers.js
@@ -4,7 +4,7 @@ const pino = require('pino');
 
 const LOG_DIR = `${__dirname}/../../logs`;
 const PINO_OPTS = {
-    level: CONFIG.LOG.LEVEL.toLowerCase(),
+    level: CONFIG.LOG.LEVEL,
     timestamp: () => `,"time":"${new Date().toLocaleString()}"`,
     prettyPrint: CONFIG.LOG.PRETTY_PRINT,
     formatters: {

diff --git a/src/main/Main.js b/src/main/Main.js
@@ -103,7 +103,7 @@ function displayStatusUpdate() {
         .then(([load, memory, network, latency]) => {
             logger.performance.debug(`CPU Load: ${(load.avgload * 100).toFixed(0)}% [${load.cpus.map(cpu => cpu.load.toFixed(0) + '%')}]`);
             logger.performance.debug(`Memory Usage: ${Util.toGB(memory.used).toFixed(1)} GB`);
-            logger.performance.debug(`Network Usage: ${Util.toKB(network[0].rx_sec).toFixed(1)} KBps (up) and ${Util.toKB(network[0].tx_sec).toFixed(1)} KBps (down)`);
+            logger.performance.debug(`Network Usage: ${Util.toKB(network[0].rx_sec).toFixed(1)} KBps (down) and ${Util.toKB(network[0].tx_sec).toFixed(1)} KBps (up)`);
             logger.performance.debug(`API Latency: ${latency} ms`);
         });
 }
@@ -119,10 +119,14 @@ function checkConfig() {
 
     const VALID_VALUES = {
         TRADING: {
-            EXECUTION_STRATEGY: ['linear', 'parallel']
+            EXECUTION_STRATEGY: ['linear', 'parallel'],
+            EXECUTION_TEMPLATE: ['BUY', 'SELL', null]
         },
         DEPTH: {
             SIZE: [5, 10, 20, 50, 100, 500]
+        },
+        LOG: {
+            LEVEL: ['trace', 'debug', 'info', 'warn', 'error', 'fatal', 'silent']
         }
     };
 
@@ -157,16 +161,21 @@ function checkConfig() {
         logger.execution.error(msg);
         throw new Error(msg);
     }
-    if (CONFIG.TRADING.EXECUTION_STRATEGY.toLowerCase() === 'parallel' && CONFIG.TRADING.WHITELIST.length === 0) {
+    if (CONFIG.TRADING.EXECUTION_STRATEGY === 'parallel' && CONFIG.TRADING.WHITELIST.length === 0) {
         const msg = `Parallel execution requires defining a whitelist`;
         logger.execution.error(msg);
         throw new Error(msg);
     }
-    if (!VALID_VALUES.TRADING.EXECUTION_STRATEGY.includes(CONFIG.TRADING.EXECUTION_STRATEGY.toLowerCase())) {
+    if (!VALID_VALUES.TRADING.EXECUTION_STRATEGY.includes(CONFIG.TRADING.EXECUTION_STRATEGY)) {
         const msg = `${CONFIG.TRADING.EXECUTION_STRATEGY} is an invalid execution strategy`;
         logger.execution.error(msg);
         throw new Error(msg);
     }
+    if (!CONFIG.TRADING.EXECUTION_TEMPLATE.every(template => VALID_VALUES.TRADING.EXECUTION_TEMPLATE.includes(template))) {
+        const msg = `${CONFIG.TRADING.EXECUTION_TEMPLATE} is an invalid execution template`;
+        logger.execution.error(msg);
+        throw new Error(msg);
+    }
     if (CONFIG.TRADING.TAKER_FEE < 0) {
         const msg = `Taker fee (${CONFIG.TRADING.TAKER_FEE}) must be a positive value`;
         logger.execution.error(msg);
@@ -182,6 +191,11 @@ function checkConfig() {
         logger.execution.error(msg);
         throw new Error(msg);
     }
+    if (!VALID_VALUES.LOG.LEVEL.includes(CONFIG.LOG.LEVEL)) {
+        const msg = `Log level can only contain one of the following values: ${VALID_VALUES.LOG.LEVEL}`;
+        logger.execution.error(msg);
+        throw new Error(msg);
+    }
     if (isNaN(CONFIG.WEBSOCKETS.BUNDLE_SIZE) || CONFIG.WEBSOCKETS.BUNDLE_SIZE <= 0) {
         const msg = `Websocket bundle size (${CONFIG.WEBSOCKETS.BUNDLE_SIZE}) must be a positive integer`;
         logger.execution.error(msg);

diff --git a/src/main/MarketCache.js b/src/main/MarketCache.js
@@ -72,15 +72,15 @@ const MarketCache = {
 
         const ab = MarketCache.getRelationship(a, b);
         if (!ab) return;
-        if (CONFIG.TRADING.EXECUTION_TEMPLATE[0] && CONFIG.TRADING.EXECUTION_TEMPLATE[0].toUpperCase() !== ab.method.toUpperCase()) return;
+        if (CONFIG.TRADING.EXECUTION_TEMPLATE[0] && CONFIG.TRADING.EXECUTION_TEMPLATE[0] !== ab.method) return;
 
         const bc = MarketCache.getRelationship(b, c);
         if (!bc) return;
-        if (CONFIG.TRADING.EXECUTION_TEMPLATE[1] && CONFIG.TRADING.EXECUTION_TEMPLATE[1].toUpperCase() !== bc.method.toUpperCase()) return;
+        if (CONFIG.TRADING.EXECUTION_TEMPLATE[1] && CONFIG.TRADING.EXECUTION_TEMPLATE[1] !== bc.method) return;
 
         const ca = MarketCache.getRelationship(c, a);
         if (!ca) return;
-        if (CONFIG.TRADING.EXECUTION_TEMPLATE[2] && CONFIG.TRADING.EXECUTION_TEMPLATE[2].toUpperCase() !== ca.method.toUpperCase()) return;
+        if (CONFIG.TRADING.EXECUTION_TEMPLATE[2] && CONFIG.TRADING.EXECUTION_TEMPLATE[2] !== ca.method) return;
 
         return {
             ab,
@@ -92,14 +92,14 @@ const MarketCache = {
 
     getRelationship(a, b) {
         if (MarketCache.tickers.trading[a+b]) return {
-            method: 'Sell',
+            method: 'SELL',
             ticker: a+b,
             base: a,
             quote: b,
             dustDecimals: MarketCache.tickers.trading[a+b].dustDecimals
         };
         if (MarketCache.tickers.trading[b+a]) return {
-            method: 'Buy',
+            method: 'BUY',
             ticker: b+a,
             base: b,
             quote: a,