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feat: Grid trade feature #248

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merged 20 commits into from
Jul 29, 2021
Merged

feat: Grid trade feature #248

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852eba0
Added grid trade feature
chrisleekr Jul 23, 2021
40b5581
Updated README.md
chrisleekr Jul 23, 2021
307f4b2
Housekeeping
chrisleekr Jul 24, 2021
784cc64
Updated ensure-grid-trade-order-executed step
chrisleekr Jul 24, 2021
ff91759
Updated determine-action step
chrisleekr Jul 24, 2021
afb8013
Now save orders
chrisleekr Jul 24, 2021
d822abe
Updated saveOrder
chrisleekr Jul 24, 2021
ff8cf7e
Fix UI
chrisleekr Jul 24, 2021
24b51ec
Fix UI
chrisleekr Jul 24, 2021
0e15fba
Added remove grid trade
chrisleekr Jul 25, 2021
6d74eab
Fixed the issue with remove-last-buy-price and added trigger buy action
chrisleekr Jul 26, 2021
4d6eb7d
Housekeeping
chrisleekr Jul 26, 2021
875e974
Fixed symbol configuration
chrisleekr Jul 27, 2021
1b42b5e
Updated README.md
chrisleekr Jul 27, 2021
444eda5
Added sorting
chrisleekr Jul 28, 2021
5506543
Fixed sorting
chrisleekr Jul 28, 2021
b4c1a74
Fixed sorting UI
chrisleekr Jul 28, 2021
1f1ae2f
Updated README.md
chrisleekr Jul 28, 2021
cf2a17a
Updated README.md
chrisleekr Jul 28, 2021
47ce716
Updated README.md
chrisleekr Jul 29, 2021
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241 changes: 241 additions & 0 deletions app/cronjob/trailingTrade/step/__tests__/determine-action.test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,8 @@ describe('determine-action.js', () => {
describe('execute', () => {
describe('when symbol is locked', () => {
beforeEach(async () => {
cache.get = jest.fn().mockImplementation(_key => null);

rawData = {
action: 'not-determined',
symbol: 'BTCUSDT',
Expand Down Expand Up @@ -72,6 +74,8 @@ describe('determine-action.js', () => {

describe('when action is buy-order-wait', () => {
beforeEach(async () => {
cache.get = jest.fn().mockImplementation(_key => null);

rawData = {
action: 'buy-order-wait',
symbol: 'BTCUSDT',
Expand Down Expand Up @@ -135,6 +139,8 @@ describe('determine-action.js', () => {

describe('when action is buy', () => {
beforeEach(async () => {
cache.get = jest.fn().mockImplementation(_key => null);

rawData = {
action: 'buy',
symbol: 'BTCUSDT',
Expand Down Expand Up @@ -200,6 +206,8 @@ describe('determine-action.js', () => {
describe('when last buy price is not configured and current price is less or equal than trigger price', () => {
describe('when base asset balance has enough to sell', () => {
beforeEach(async () => {
cache.get = jest.fn().mockImplementation(_key => null);

cache.getWithTTL = jest.fn().mockResolvedValue([
[null, -2],
[null, null]
Expand Down Expand Up @@ -327,8 +335,146 @@ describe('determine-action.js', () => {
});
});

describe('when grid trade buy order is found', () => {
beforeEach(async () => {
cache.get = jest.fn().mockImplementation(key => {
if (key === `BTCUSDT-grid-trade-last-buy-order`) {
return JSON.stringify({
orderId: 27123456
});
}

return null;
});

cache.getWithTTL = jest.fn().mockResolvedValue([
[null, -2],
[null, null]
]);

rawData = {
action: 'not-determined',
symbol: 'BTCUSDT',
isLocked: false,
symbolInfo: {
baseAsset: 'BTC',
filterMinNotional: {
minNotional: '10.00000000'
}
},
baseAssetBalance: {
total: 0.0003
},
symbolConfiguration: {
buy: {
athRestriction: {
enabled: true
},
currentGridTradeIndex: 0,
currentGridTrade: {
triggerPercentage: 1,
stopPercentage: 1.025,
limitPercentage: 1.026,
maxPurchaseAmount: 10,
executed: false,
executedOrder: null
}
},
sell: {
stopLoss: {
enabled: false
},
currentGridTradeIndex: 0,
currentGridTrade: {
triggerPercentage: 1.03,
stopPercentage: 0.985,
limitPercentage: 0.984,
quantityPercentage: 0.8,
executed: false,
executedOrder: null
}
}
},
buy: {
currentPrice: 28000,
triggerPrice: 28000,
athRestrictionPrice: 29572.2
},
sell: {
currentPrice: 28000,
triggerPrice: null,
lastBuyPrice: null,
stopLossTriggerPrice: null
}
};

result = await step.execute(logger, rawData);
});

it('returns expected result', () => {
expect(result).toStrictEqual({
action: 'buy-order-wait',
symbol: 'BTCUSDT',
isLocked: false,
symbolInfo: {
baseAsset: 'BTC',
filterMinNotional: {
minNotional: '10.00000000'
}
},
baseAssetBalance: {
total: 0.0003
},
symbolConfiguration: {
buy: {
athRestriction: {
enabled: true
},
currentGridTradeIndex: 0,
currentGridTrade: {
triggerPercentage: 1,
stopPercentage: 1.025,
limitPercentage: 1.026,
maxPurchaseAmount: 10,
executed: false,
executedOrder: null
}
},
sell: {
stopLoss: {
enabled: false
},
currentGridTradeIndex: 0,
currentGridTrade: {
triggerPercentage: 1.03,
stopPercentage: 0.985,
limitPercentage: 0.984,
quantityPercentage: 0.8,
executed: false,
executedOrder: null
}
}
},
buy: {
currentPrice: 28000,
triggerPrice: 28000,
athRestrictionPrice: 29572.2,
processMessage: `There is a last gird trade buy order. Wait.`,
updatedAt: expect.any(Object)
},
sell: {
currentPrice: 28000,
triggerPrice: null,
lastBuyPrice: null,
stopLossTriggerPrice: null
}
});
});
});

describe('when the symbol is disabled', () => {
beforeEach(async () => {
cache.get = jest.fn().mockImplementation(_key => null);
cache.getWithTTL = jest.fn().mockResolvedValue([
[null, 300],
[
Expand Down Expand Up @@ -466,6 +612,10 @@ describe('determine-action.js', () => {
});

describe('when the trigger price is higher than the ATH restriction price', () => {
beforeEach(() => {
cache.get = jest.fn().mockImplementation(_key => null);
});

describe('when the ATH restriction is enabled', () => {
describe('currentGridTradeIndex is 0', () => {
beforeEach(async () => {
Expand Down Expand Up @@ -985,6 +1135,8 @@ describe('determine-action.js', () => {

describe('when base asset balance does not have enough to sell', () => {
beforeEach(async () => {
cache.get = jest.fn().mockImplementation(_key => null);

cache.getWithTTL = jest.fn().mockResolvedValue([
[null, -2],
[null, null]
Expand Down Expand Up @@ -1115,6 +1267,8 @@ describe('determine-action.js', () => {
describe('when last buy price is set and has enough to sell', () => {
describe('when current price is higher than trigger price', () => {
beforeEach(() => {
cache.get = jest.fn().mockImplementation(_key => null);

rawData = {
action: 'not-determined',
symbol: 'BTCUSDT',
Expand Down Expand Up @@ -1172,6 +1326,87 @@ describe('determine-action.js', () => {
};
});

describe('when grid trade sell order is found', () => {
beforeEach(async () => {
cache.get = jest.fn().mockImplementation(key => {
if (key === `BTCUSDT-grid-trade-last-sell-order`) {
return JSON.stringify({
orderId: 27123456
});
}

return null;
});

cache.getWithTTL = jest.fn().mockResolvedValue([
[null, -2],
[null, null]
]);

result = await step.execute(logger, rawData);
});

it('returns expected result', () => {
expect(result).toStrictEqual({
action: 'sell-order-wait',
symbol: 'BTCUSDT',
isLocked: false,
symbolInfo: {
baseAsset: 'BTC',
filterMinNotional: {
minNotional: '10.00000000'
}
},
baseAssetBalance: {
total: 0.0006
},
symbolConfiguration: {
buy: {
athRestriction: {
enabled: true
},
currentGridTradeIndex: 0,
currentGridTrade: {
triggerPercentage: 1,
stopPercentage: 1.025,
limitPercentage: 1.026,
maxPurchaseAmount: 10,
executed: false,
executedOrder: null
}
},
sell: {
stopLoss: {
enabled: false
},
currentGridTradeIndex: 0,
currentGridTrade: {
triggerPercentage: 1.03,
stopPercentage: 0.985,
limitPercentage: 0.984,
quantityPercentage: 0.8,
executed: false,
executedOrder: null
}
}
},
buy: {
currentPrice: 31000,
triggerPrice: 28000,
athRestrictionPrice: 27000
},
sell: {
currentPrice: 31000,
triggerPrice: 30900,
lastBuyPrice: 30000,
stopLossTriggerPrice: 24000,
processMessage: `There is a last gird trade sell order. Wait.`,
updatedAt: expect.any(Object)
}
});
});
});

describe('when symbol is disabled', () => {
beforeEach(async () => {
cache.getWithTTL = jest.fn().mockResolvedValue([
Expand Down Expand Up @@ -1328,6 +1563,10 @@ describe('determine-action.js', () => {
});

describe('when current price is less than stop loss trigger price', () => {
beforeEach(() => {
cache.get = jest.fn().mockImplementation(_key => null);
});

describe('when stop loss is disabled', () => {
beforeEach(async () => {
rawData = {
Expand Down Expand Up @@ -1668,6 +1907,8 @@ describe('determine-action.js', () => {

describe('when current price is less than trigger price', () => {
beforeEach(async () => {
cache.get = jest.fn().mockImplementation(_key => null);

rawData = {
action: 'not-determined',
symbol: 'BTCUSDT',
Expand Down
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