fix: exceeding max open trades

chrisleekr · Aug 8, 2022 · 9b7b396 · 9b7b396
1 parent 8160e25
commit 9b7b396
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Showing 3 changed files with 48 additions and 42 deletions.
diff --git a/app/cronjob/trailingTrade/step/determine-action.js b/app/cronjob/trailingTrade/step/determine-action.js
@@ -5,7 +5,7 @@ const { slack } = require('../../../helpers');
 const {
   isActionDisabled,
   getNumberOfBuyOpenOrders,
-  getNumberOfOpenTrades,
+  isExceedingMaxOpenTrades,
   getAPILimit
 } = require('../../trailingTradeHelper/common');
 const { getGridTradeOrder } = require('../../trailingTradeHelper/order');
@@ -122,45 +122,6 @@ const isExceedingMaxBuyOpenOrders = async (logger, data) => {
   return false;
 };
 
-/**
- * Check whether max number of open trades has reached
- *
- * @param {*} logger
- * @param {*} data
- * @returns
- */
-const isExceedingMaxOpenTrades = async (logger, data) => {
-  const {
-    symbolConfiguration: {
-      botOptions: {
-        orderLimit: {
-          enabled: orderLimitEnabled,
-          maxOpenTrades: orderLimitMaxOpenTrades
-        }
-      }
-    },
-    sell: { lastBuyPrice }
-  } = data;
-
-  if (orderLimitEnabled === false) {
-    return false;
-  }
-
-  let currentOpenTrades = await getNumberOfOpenTrades(logger);
-
-  // If the last buy price is recorded, this is one of open trades.
-  // Deduct 1 from the current open trades and calculate it.
-  if (lastBuyPrice) {
-    currentOpenTrades -= 1;
-  }
-
-  if (currentOpenTrades >= orderLimitMaxOpenTrades) {
-    return true;
-  }
-
-  return false;
-};
-
 /**
  * Set buy action and message
  *

diff --git a/app/cronjob/trailingTrade/step/handle-open-orders.js b/app/cronjob/trailingTrade/step/handle-open-orders.js
@@ -7,7 +7,8 @@ const {
   getAccountInfo,
   updateAccountInfo,
   saveOverrideAction,
-  getAndCacheOpenOrdersForSymbol
+  getAndCacheOpenOrdersForSymbol,
+  isExceedingMaxOpenTrades
 } = require('../../trailingTradeHelper/common');
 
 /**
@@ -156,6 +157,17 @@ const execute = async (logger, rawData) => {
             moment().toISOString()
           );
         }
+      } else if (await isExceedingMaxOpenTrades(logger, data)) {
+        // Cancel the initial buy order if max. open trades exceeded
+        data.action = 'buy-order-cancelled';
+        logger.info(
+          { data, saveLog: true },
+          `The current number of open trades has reached the maximum number of open trades. ` +
+            `The buy order will be cancelled.`
+        );
+
+        // Cancel current order
+        await cancelOrder(logger, symbol, order);
       } else {
         logger.info(
           { stopPrice: order.stopPrice, buyLimitPrice },

diff --git a/app/cronjob/trailingTradeHelper/common.js b/app/cronjob/trailingTradeHelper/common.js
@@ -1068,6 +1068,38 @@ const getCacheTrailingTradeQuoteEstimates = logger =>
     }
   ]);
 
+/**
+ * Check whether max number of open trades has reached
+ *
+ * @param {*} logger
+ * @param {*} data
+ * @returns
+ */
+const isExceedingMaxOpenTrades = async (logger, data) => {
+  const {
+    symbolConfiguration: {
+      botOptions: {
+        orderLimit: {
+          enabled: orderLimitEnabled,
+          maxOpenTrades: orderLimitMaxOpenTrades
+        }
+      }
+    },
+    sell: { lastBuyPrice }
+  } = data;
+
+  if (orderLimitEnabled === false) {
+    return false;
+  }
+
+  // If the last buy price is recorded, this is one of open trades.
+  if (lastBuyPrice) {
+    return false;
+  }
+
+  return (await getNumberOfOpenTrades(logger)) >= orderLimitMaxOpenTrades;
+};
+
 module.exports = {
   cacheExchangeSymbols,
   getCachedExchangeSymbols,
@@ -1107,5 +1139,6 @@ module.exports = {
   updateAccountInfo,
   getCacheTrailingTradeSymbols,
   getCacheTrailingTradeTotalProfitAndLoss,
-  getCacheTrailingTradeQuoteEstimates
+  getCacheTrailingTradeQuoteEstimates,
+  isExceedingMaxOpenTrades
 };