trader-server
Version:
OData server for testing strategies, simulating and real trading.
339 lines • 15.4 kB
JavaScript
;
var __decorate = (this && this.__decorate) || function (decorators, target, key, desc) {
var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
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return c > 3 && r && Object.defineProperty(target, key, r), r;
};
var __param = (this && this.__param) || function (paramIndex, decorator) {
return function (target, key) { decorator(target, key, paramIndex); }
};
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
const event_stream_1 = __importDefault(require("event-stream"));
const moment_1 = __importDefault(require("moment"));
const mongodb_1 = require("mongodb");
const odata_v4_mongodb_1 = require("odata-v4-mongodb");
const odata_v4_server_1 = require("odata-v4-server");
const trader_service_1 = require("trader-service");
const connect_1 = __importDefault(require("../connect"));
const BufferItem_1 = require("../models/BufferItem");
const Candle_1 = require("../models/Candle");
const Chart_1 = require("../models/Chart");
const Indicator_1 = require("../models/Indicator");
const Series_1 = require("../models/Series");
const SeriesItem_1 = require("../models/SeriesItem");
const Session_1 = require("../models/Session");
const View_1 = require("../models/View");
const collectionName = "session";
let SessionController = class SessionController extends odata_v4_server_1.ODataController {
get(query) {
return __awaiter(this, void 0, void 0, function* () {
const db = yield connect_1.default();
const mongodbQuery = odata_v4_mongodb_1.createQuery(query);
if (mongodbQuery.query._id) {
mongodbQuery.query._id = new mongodb_1.ObjectID(mongodbQuery.query._id);
}
const result = typeof mongodbQuery.limit === "number" && mongodbQuery.limit === 0
? []
: yield db
.collection(collectionName)
.find(mongodbQuery.query)
.project(mongodbQuery.projection)
.skip(mongodbQuery.skip || 0)
.limit(mongodbQuery.limit || 0)
.sort(mongodbQuery.sort)
.map(e => new Session_1.Session(Object.assign(e, {
status: Session_1.Session.streams[e._id] ? "active" : "inactive"
})))
.toArray();
if (mongodbQuery.inlinecount) {
result.inlinecount = yield db
.collection(collectionName)
.find(mongodbQuery.query)
.project(mongodbQuery.projection)
.count(false);
}
return result;
});
}
getById(key, query) {
return __awaiter(this, void 0, void 0, function* () {
const { projection } = odata_v4_mongodb_1.createQuery(query);
// tslint:disable-next-line: variable-name
const _id = new mongodb_1.ObjectID(key);
const db = yield connect_1.default();
const session = new Session_1.Session(yield db.collection(collectionName).findOne({ _id }, { projection }));
session.status = Session_1.Session.streams[session._id.toHexString()]
? "active"
: "inactive";
return session;
});
}
post(body) {
return __awaiter(this, void 0, void 0, function* () {
if (!body.begin) {
body.begin = moment_1.default()
.utc()
.toISOString();
}
const session = new Session_1.Session(body);
const db = yield connect_1.default();
const collection = yield db.collection(collectionName);
session._id = (yield collection.insertOne(session)).insertedId;
const { _id, type, asset, currency, exchange, period, begin, end, indicators, code, initialBalance } = session;
if (type === "backtest") {
const rs = trader_service_1.streamTradesBacktest({
exchange,
currency,
asset,
period,
start: begin,
end,
indicators: JSON.parse(indicators),
code,
initialBalance
});
let finalBalance;
const tradesCollection = yield db.collection("trade");
rs.pipe(event_stream_1.default.map((chunk, next) => {
const doc = JSON.parse(chunk);
doc.parentId = _id;
finalBalance = doc.amount;
tradesCollection.insertOne(doc, next);
}));
yield new Promise(resolve => {
rs.on("end", resolve);
});
finalBalance = Math.abs(finalBalance);
yield collection.updateOne({ _id }, {
$set: {
finalBalance,
profit: finalBalance - initialBalance
}
});
}
else if (type === "paper") {
const stream = trader_service_1.streamTradesPaper({
exchange,
currency,
asset,
period: "" + period,
start: moment_1.default()
.utc()
.toISOString(),
indicators: JSON.parse(indicators),
code,
initialBalance
});
stream.pipe(event_stream_1.default.map((chunk, next) => __awaiter(this, void 0, void 0, function* () {
const doc = JSON.parse(chunk);
doc.parentId = _id;
const tradesCollection = yield db.collection("trade"); // UNDONE можно ли подсократить?
yield tradesCollection.insertOne(doc, next);
yield collection.updateOne({ _id }, {
$set: {
finalBalance: Math.abs(doc.amount),
profit: Math.abs(doc.amount) - initialBalance
}
});
})));
Session_1.Session.streams[_id.toHexString()] = stream;
}
return session;
});
}
remove(key) {
return __awaiter(this, void 0, void 0, function* () {
// tslint:disable-next-line: variable-name
const _id = new mongodb_1.ObjectID(key);
return (yield connect_1.default())
.collection(collectionName)
.deleteOne({ _id })
.then(result => result.deletedCount);
});
}
getTrades(result, query) {
return __awaiter(this, void 0, void 0, function* () {
const db = yield connect_1.default();
const collection = db.collection("trade");
const mongodbQuery = odata_v4_mongodb_1.createQuery(query);
const parentId = new mongodb_1.ObjectID(result._id);
const trades = typeof mongodbQuery.limit === "number" && mongodbQuery.limit === 0
? []
: yield collection
.find({ $and: [{ parentId }, mongodbQuery.query] })
.project(mongodbQuery.projection)
.skip(mongodbQuery.skip || 0)
.limit(mongodbQuery.limit || 0)
.sort(mongodbQuery.sort)
.toArray();
if (mongodbQuery.inlinecount) {
trades.inlinecount = yield collection
.find({ $and: [{ parentId }, mongodbQuery.query] })
.project(mongodbQuery.projection)
.count(false);
}
return trades;
});
}
getBuffer(result) {
return __awaiter(this, void 0, void 0, function* () {
// tslint:disable-next-line: variable-name
const _id = new mongodb_1.ObjectID(result._id);
const db = yield connect_1.default();
const { exchange, currency, asset, period, begin, end, indicators } = yield db.collection(collectionName).findOne({ _id });
const bufferItems = [];
const parsedIndicators = JSON.parse(indicators);
const rs = trader_service_1.streamBuffer({
exchange,
currency,
asset,
period,
start: begin,
end: end ||
moment_1.default()
.utc()
.toISOString(),
indicators: parsedIndicators
});
rs.pipe(event_stream_1.default.map((chunk, next) => {
const buffer = JSON.parse(chunk);
// Candles
const { time, open, high, low, close, volume } = buffer.candle;
bufferItems.push(new BufferItem_1.BufferItem({
Candle: new Candle_1.Candle({
time,
open,
high,
low,
close,
volume
}),
Indicators: buffer.indicators.map(values => new Indicator_1.Indicator({
values
}))
}));
next();
}));
return new Promise(resolve => {
rs.on("end", () => resolve(bufferItems));
});
});
}
getView(result) {
return __awaiter(this, void 0, void 0, function* () {
// tslint:disable-next-line: variable-name
const _id = new mongodb_1.ObjectID(result._id);
const db = yield connect_1.default();
const { exchange, currency, asset, period, begin, end, indicators } = yield db.collection(collectionName).findOne({ _id });
const candles = [];
const indicatorCharts = [];
const parsedIndicators = JSON.parse(indicators);
const rs = trader_service_1.streamBuffer({
exchange,
currency,
asset,
period,
start: begin,
end: end ||
moment_1.default()
.utc()
.toISOString(),
indicators: parsedIndicators
});
rs.pipe(event_stream_1.default.map((chunk, next) => {
const buffer = JSON.parse(chunk);
// Candles
const { time, open, high, low, close, volume } = buffer.candle;
candles.push(new Candle_1.Candle({
time,
open,
high,
low,
close,
volume
}));
// Indicators
buffer.indicators.forEach((value0, index0) => {
// добавить недостающие диаграммы
if (indicatorCharts.length === index0) {
indicatorCharts.push(new Chart_1.Chart({
Series: []
}));
}
value0.forEach((value1, index1) => {
// добавить недостающие серии
const series = indicatorCharts[index0].Series;
if (series.length === index1) {
series.push(new Series_1.Series({
Items: []
}));
}
// добавить индикаторы
series[index1].Items.push(new SeriesItem_1.SeriesItem({
time,
value: value1
}));
});
});
next();
}));
return new Promise(resolve => {
rs.on("end", () => {
resolve(new View_1.View({
Candles: candles,
Indicators: indicatorCharts
}));
});
});
});
}
};
__decorate([
odata_v4_server_1.odata.GET,
__param(0, odata_v4_server_1.odata.query)
], SessionController.prototype, "get", null);
__decorate([
odata_v4_server_1.odata.GET,
__param(0, odata_v4_server_1.odata.key),
__param(1, odata_v4_server_1.odata.query)
], SessionController.prototype, "getById", null);
__decorate([
odata_v4_server_1.odata.POST,
__param(0, odata_v4_server_1.odata.body)
], SessionController.prototype, "post", null);
__decorate([
odata_v4_server_1.odata.DELETE,
__param(0, odata_v4_server_1.odata.key)
], SessionController.prototype, "remove", null);
__decorate([
odata_v4_server_1.odata.GET("Trades"),
__param(0, odata_v4_server_1.odata.result),
__param(1, odata_v4_server_1.odata.query)
], SessionController.prototype, "getTrades", null);
__decorate([
odata_v4_server_1.odata.GET("Buffer"),
__param(0, odata_v4_server_1.odata.result)
], SessionController.prototype, "getBuffer", null);
__decorate([
odata_v4_server_1.odata.GET("View"),
__param(0, odata_v4_server_1.odata.result)
], SessionController.prototype, "getView", null);
SessionController = __decorate([
odata_v4_server_1.odata.type(Session_1.Session),
odata_v4_server_1.Edm.EntitySet("Session")
], SessionController);
exports.SessionController = SessionController;
//# sourceMappingURL=Session.js.map