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fix: exceeding max open trades #462

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merged 21 commits into from
Aug 16, 2022
Merged

fix: exceeding max open trades #462

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fea6d39
fix: exceeding max open trades
uhliksk Aug 8, 2022
6dfc0d0
Merge branch 'chrisleekr:master' into fix/exceeding-max-open-trades
uhliksk Aug 10, 2022
2f39816
Merge branch 'chrisleekr:master' into fix/exceeding-max-open-trades
uhliksk Aug 14, 2022
1fe9e72
fix: queue symbols to check max. open trades
uhliksk Aug 14, 2022
0f92374
fix: replace map with forEach
uhliksk Aug 14, 2022
a17331c
refactor: move cancelOrder to common
habibalkhabbaz Aug 14, 2022
0f285e6
Merge branch 'chrisleekr:master' into fix/exceeding-max-open-trades
uhliksk Aug 14, 2022
6d3bdef
fix: check if open orders exceeding the max open trades
habibalkhabbaz Aug 14, 2022
4157d8a
Merge branch 'fix/exceeding-max-open-trades' of https://github.com/uh…
habibalkhabbaz Aug 14, 2022
53f11e3
fix: missed husky
habibalkhabbaz Aug 14, 2022
5c488b3
fix: ensure-grid-trade-order-executed
habibalkhabbaz Aug 14, 2022
4c1cc08
fix: check open orders
habibalkhabbaz Aug 14, 2022
7672ba4
chore: lint
habibalkhabbaz Aug 14, 2022
5c4fbc2
fix: minor change
habibalkhabbaz Aug 14, 2022
d964d22
fix: clear open orders after cancellation
habibalkhabbaz Aug 14, 2022
6c8467f
test: handle-open-orders
habibalkhabbaz Aug 14, 2022
d7bb220
fix: clean open orders when order cancellation is successfull
uhliksk Aug 14, 2022
b7b47ab
refactor: updated handle open orders
chrisleekr Aug 15, 2022
12bbd3a
refactor: updated handle open orders
chrisleekr Aug 15, 2022
0acf1e6
chore: added comments
chrisleekr Aug 15, 2022
b492360
docs: updated CHANGELOG.md
chrisleekr Aug 15, 2022
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310 changes: 74 additions & 236 deletions app/cronjob/trailingTrade/step/__tests__/determine-action.test.js
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12 changes: 12 additions & 0 deletions app/cronjob/trailingTrade/step/__tests__/ensure-grid-trade-order-executed.test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -20,6 +20,8 @@ describe('ensure-grid-trade-order-executed.js', () => {
let mockGetGridTradeLastOrder;
let mockDeleteGridTradeOrder;

let mockQueue;

describe('execute', () => {
beforeEach(async () => {
jest.clearAllMocks().resetModules();
Expand All @@ -31,6 +33,12 @@ describe('ensure-grid-trade-order-executed.js', () => {
jest.requireActual('moment')(nextCheck || '2020-01-02T00:00:00+00:00')
);

mockQueue = {
executeFor: jest.fn().mockResolvedValue(true)
};

jest.mock('../../../trailingTradeHelper/queue', () => mockQueue);

const { slack, logger, PubSub } = require('../../../../helpers');

slackMock = slack;
Expand Down Expand Up @@ -488,6 +496,10 @@ describe('ensure-grid-trade-order-executed.js', () => {
);
});

it('triggers queue.executeFor', () => {
expect(mockQueue.executeFor).toHaveBeenCalled();
});

it('triggers saveOrderStats', () => {
expect(mockSaveOrderStats).toHaveBeenCalledWith(loggerMock, [
'BTCUSDT',
Expand Down
253 changes: 185 additions & 68 deletions app/cronjob/trailingTrade/step/__tests__/handle-open-orders.test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -14,6 +14,8 @@ describe('handle-open-orders.js', () => {
let mockUpdateAccountInfo;
let mockSaveOverrideAction;

let mockIsExceedingMaxOpenTrades;

const accountInfoJSON = require('./fixtures/binance-account-info.json');

describe('execute', () => {
Expand All @@ -32,6 +34,8 @@ describe('handle-open-orders.js', () => {
mockUpdateAccountInfo = jest.fn().mockResolvedValue({
account: 'updated'
});

mockIsExceedingMaxOpenTrades = jest.fn().mockResolvedValue(false);
});

describe('when symbol is locked', () => {
Expand Down Expand Up @@ -626,35 +630,29 @@ describe('handle-open-orders.js', () => {
});

describe('when stop price is less than current limit price', () => {
beforeEach(async () => {
mockGetAccountInfo = jest.fn().mockResolvedValue(accountInfoJSON);
mockGetAndCacheOpenOrdersForSymbol = jest.fn().mockResolvedValue([]);
describe('when open trade limit is reached', () => {
beforeEach(async () => {
mockGetAccountInfo = jest.fn().mockResolvedValue(accountInfoJSON);
mockGetAndCacheOpenOrdersForSymbol = jest
.fn()
.mockResolvedValue([]);
mockIsExceedingMaxOpenTrades = jest.fn().mockResolvedValue(true);

jest.mock('../../../trailingTradeHelper/common', () => ({
getAccountInfo: mockGetAccountInfo,
updateAccountInfo: mockUpdateAccountInfo,
saveOverrideAction: mockSaveOverrideAction,
getAndCacheOpenOrdersForSymbol: mockGetAndCacheOpenOrdersForSymbol
}));
jest.mock('../../../trailingTradeHelper/common', () => ({
getAccountInfo: mockGetAccountInfo,
updateAccountInfo: mockUpdateAccountInfo,
saveOverrideAction: mockSaveOverrideAction,
getAndCacheOpenOrdersForSymbol:
mockGetAndCacheOpenOrdersForSymbol,
isExceedingMaxOpenTrades: mockIsExceedingMaxOpenTrades
}));

step = require('../handle-open-orders');
step = require('../handle-open-orders');

rawData = {
symbol: 'BTCUSDT',
isLocked: false,
action: 'not-determined',
openOrders: [
{
symbol: 'BTCUSDT',
orderId: 46838,
price: '1799.58000000',
stopPrice: '1800.1000',
type: 'STOP_LOSS_LIMIT',
side: 'BUY'
}
],
buy: {
limitPrice: 1810,
rawData = {
symbol: 'BTCUSDT',
isLocked: false,
action: 'not-determined',
openOrders: [
{
symbol: 'BTCUSDT',
Expand All @@ -664,49 +662,155 @@ describe('handle-open-orders.js', () => {
type: 'STOP_LOSS_LIMIT',
side: 'BUY'
}
]
},
sell: {
limitPrice: 1800,
openOrders: []
},
symbolInfo: {
quoteAsset: 'USDT'
}
};
],
buy: {
limitPrice: 1810,
openOrders: [
{
symbol: 'BTCUSDT',
orderId: 46838,
price: '1799.58000000',
stopPrice: '1800.1000',
type: 'STOP_LOSS_LIMIT',
side: 'BUY'
}
]
},
sell: {
limitPrice: 1800,
openOrders: []
},
symbolInfo: {
quoteAsset: 'USDT'
}
};

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

it('does not trigger cancelOrder', () => {
expect(binanceMock.client.cancelOrder).not.toHaveBeenCalled();
});
it('does trigger cancelOrder', () => {
expect(binanceMock.client.cancelOrder).toHaveBeenCalled();
});

it('does not trigger getAndCacheOpenOrdersForSymbol', () => {
expect(mockGetAndCacheOpenOrdersForSymbol).not.toHaveBeenCalled();
});
it('does not trigger getAndCacheOpenOrdersForSymbol', () => {
expect(mockGetAndCacheOpenOrdersForSymbol).not.toHaveBeenCalled();
});

it('does not trigger getAccountInfo', () => {
expect(mockGetAccountInfo).not.toHaveBeenCalled();
it('does not trigger getAccountInfo', () => {
expect(mockGetAccountInfo).not.toHaveBeenCalled();
});

it('returns expected value', () => {
expect(result).toStrictEqual({
symbol: 'BTCUSDT',
isLocked: false,
action: 'buy-order-cancelled',
openOrders: [
{
symbol: 'BTCUSDT',
orderId: 46838,
price: '1799.58000000',
stopPrice: '1800.1000',
type: 'STOP_LOSS_LIMIT',
side: 'BUY'
}
],
buy: {
limitPrice: 1810,
openOrders: [
{
symbol: 'BTCUSDT',
orderId: 46838,
price: '1799.58000000',
stopPrice: '1800.1000',
type: 'STOP_LOSS_LIMIT',
side: 'BUY'
}
]
},
sell: { limitPrice: 1800, openOrders: [] },
symbolInfo: {
quoteAsset: 'USDT'
}
});
});
});

it('returns expected value', () => {
expect(result).toStrictEqual({
symbol: 'BTCUSDT',
isLocked: false,
action: 'buy-order-wait',
openOrders: [
{
symbol: 'BTCUSDT',
orderId: 46838,
price: '1799.58000000',
stopPrice: '1800.1000',
type: 'STOP_LOSS_LIMIT',
side: 'BUY'
describe('when open trade limit is not reached', () => {
beforeEach(async () => {
mockGetAccountInfo = jest.fn().mockResolvedValue(accountInfoJSON);
mockGetAndCacheOpenOrdersForSymbol = jest
.fn()
.mockResolvedValue([]);
mockIsExceedingMaxOpenTrades = jest.fn().mockResolvedValue(false);

jest.mock('../../../trailingTradeHelper/common', () => ({
getAccountInfo: mockGetAccountInfo,
updateAccountInfo: mockUpdateAccountInfo,
saveOverrideAction: mockSaveOverrideAction,
getAndCacheOpenOrdersForSymbol:
mockGetAndCacheOpenOrdersForSymbol,
isExceedingMaxOpenTrades: mockIsExceedingMaxOpenTrades
}));

step = require('../handle-open-orders');

rawData = {
symbol: 'BTCUSDT',
isLocked: false,
action: 'not-determined',
openOrders: [
{
symbol: 'BTCUSDT',
orderId: 46838,
price: '1799.58000000',
stopPrice: '1800.1000',
type: 'STOP_LOSS_LIMIT',
side: 'BUY'
}
],
buy: {
limitPrice: 1810,
openOrders: [
{
symbol: 'BTCUSDT',
orderId: 46838,
price: '1799.58000000',
stopPrice: '1800.1000',
type: 'STOP_LOSS_LIMIT',
side: 'BUY'
}
]
},
sell: {
limitPrice: 1800,
openOrders: []
},
symbolInfo: {
quoteAsset: 'USDT'
}
],
buy: {
limitPrice: 1810,
};

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

it('does not trigger cancelOrder', () => {
expect(binanceMock.client.cancelOrder).not.toHaveBeenCalled();
});

it('does not trigger getAndCacheOpenOrdersForSymbol', () => {
expect(mockGetAndCacheOpenOrdersForSymbol).not.toHaveBeenCalled();
});

it('does not trigger getAccountInfo', () => {
expect(mockGetAccountInfo).not.toHaveBeenCalled();
});

it('returns expected value', () => {
expect(result).toStrictEqual({
symbol: 'BTCUSDT',
isLocked: false,
action: 'buy-order-wait',
openOrders: [
{
symbol: 'BTCUSDT',
Expand All @@ -716,12 +820,25 @@ describe('handle-open-orders.js', () => {
type: 'STOP_LOSS_LIMIT',
side: 'BUY'
}
]
},
sell: { limitPrice: 1800, openOrders: [] },
symbolInfo: {
quoteAsset: 'USDT'
}
],
buy: {
limitPrice: 1810,
openOrders: [
{
symbol: 'BTCUSDT',
orderId: 46838,
price: '1799.58000000',
stopPrice: '1800.1000',
type: 'STOP_LOSS_LIMIT',
side: 'BUY'
}
]
},
sell: { limitPrice: 1800, openOrders: [] },
symbolInfo: {
quoteAsset: 'USDT'
}
});
});
});
});
Expand Down
41 changes: 1 addition & 40 deletions app/cronjob/trailingTrade/step/determine-action.js
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Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,7 @@ const { slack } = require('../../../helpers');
const {
isActionDisabled,
getNumberOfBuyOpenOrders,
getNumberOfOpenTrades,
isExceedingMaxOpenTrades,
getAPILimit
} = require('../../trailingTradeHelper/common');
const { getGridTradeOrder } = require('../../trailingTradeHelper/order');
Expand Down Expand Up @@ -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
*
Expand Down
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