joe/krakentrading
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Make datafile dynamic

Browse Source
This commit is contained in:
Joe Tretter
2020-12-31 15:51:05 -06:00
parent f96106a62d
commit 388965e34c
1 changed files with 45 additions and 34 deletions
Download Patch File Download Diff File Expand all files Collapse all files

77
kraken-api_plain/KrakenTradeHistory.js
View File

@@ -2,8 +2,14 @@
2020-01-09 - get the gains generated by my automated ETC trading.
2020-10-23 - fix problem because API requires windowing to handle more than 50 rows, implemented windowing.
2020-12-02 - change to persist transactions and handle pairs as provided by commandline parameter.
2020-12-04 - handle commandline inlcuding verbosity of output.
*/
const yargs = require('yargs/yargs')
const { hideBin } = require('yargs/helpers')
const argv = yargs(hideBin(process.argv)).argv
const key = 'SOOOJ7OhVCOpJE4DAWz8v5B25UpdYya9buF8DFAkHzmUab5E9i0PlEPh'; // API Key
const secret = 'UytAbgU8ty3n5a+JhaoIlcfh8zM4OBGY6PCC+Cfg2NI4waVzM52BBp9qmmyczrTDQpeha8q3nHeE/p7wNWKiVA=='; // API Private Key
const KrakenClient = require('kraken-api');
@@ -34,48 +40,53 @@ const utcToLocal = (utc) => {
(async () => {
try {
// get the pair to process from the first parameter and fall back if not provided.
let thePair=process.argv[2];
let thePair=argv.pair;
if (thePair===undefined) {
thePair="XXMRZUSD";
}
thePair=thePair.toUpperCase(); // the pairs are always upper case.
console.log("Processing pair : ", thePair);
let allTrades=loadData("allTrades.json");
let dataFile = argv.dataFile;
if (dataFile===undefined) {
dataFile = "allTrades.json";
}
let allTrades=loadData(dataFile);
let params={ ofs : 0 };
let maxTimestamp=0;
allTrades.forEach(dta=>{if (dta.time>maxTimestamp) {maxTimestamp=dta.time;} });
params.start=maxTimestamp;
console.log("Max-Timestamp : ",maxTimestamp);
let allTransactions = await kraken.api('TradesHistory', params);
let allTradeIDs=Object.keys(allTransactions.result.trades);
let numTrans=allTradeIDs.length;
if (!argv.skipRequestTrades) {
let allTransactions = await kraken.api('TradesHistory', params);
let allTradeIDs=Object.keys(allTransactions.result.trades);
let numTrans=allTradeIDs.length;
console.log("Number of new Transactions : ",numTrans);
for (let i=0;i<numTrans;i++){
params.ofs+=1;
let theTrade=allTransactions.result.trades[allTradeIDs[i]];
console.log("Number of new Transactions : ",numTrans);
for (let i=0;i<numTrans;i++){
params.ofs+=1;
let theTrade=allTransactions.result.trades[allTradeIDs[i]];
// the timestamp is inclusive, therefore we have to skip that record.
if (theTrade.time === maxTimestamp) { continue; }
console.log(theTrade);
// the timestamp is inclusive, therefore we have to skip that record.
if (theTrade.time === maxTimestamp) { continue; }
if (argv.v) { console.log(theTrade); }
allTrades.push(theTrade);
if ((params.ofs % 50) == 0) {
console.log("Load more results; offset ",params.ofs);
params.nonce = new Date() * 1000;
allTransactions = await kraken.api('TradesHistory', params);
allTradeIDs=allTradeIDs.concat(Object.keys(allTransactions.result.trades));
numTrans=allTradeIDs.length; // Not really great style to update the for condition var here, but it works...
allTrades.push(theTrade);
if ((params.ofs % 50) == 0) {
console.log("Load more results; offset ",params.ofs);
params.nonce = new Date() * 1000;
allTransactions = await kraken.api('TradesHistory', params);
allTradeIDs=allTradeIDs.concat(Object.keys(allTransactions.result.trades));
numTrans=allTradeIDs.length; // Not really great style to update the for condition var here, but it works...
}
}
// sort the trades by time; oldest first.
allTrades=allTrades.sort(function (a,b){return(a.time - b.time);});
storeData(allTrades,dataFile);
}
// sort the trades by time; oldest first.
allTrades=allTrades.sort(function (a,b){return(a.time - b.time);});
storeData(allTrades,"allTrades.json");
let sumUSD=0;
let sumCommission=0;
let numTrades=0;
@@ -85,7 +96,7 @@ const utcToLocal = (utc) => {
numTrades++;
let tradeLocalTime=utcToLocal(new Date(theTrade.time * 1000)).toISOString().substr(0,19).replace('T',' ');
console.log(`${tradeLocalTime} [${theTrade.pair}] ${theTrade.type.substring(0,1)}#${Number(theTrade.vol).toFixed(4).padStart(10," ")}@${Number(theTrade.price).toFixed(2).padStart(8," ")} -> ${Number(theTrade.cost).toFixed(2).padStart(9," ")}(-${Number(theTrade.fee).toFixed(3).padStart(5," ")})`);
if (argv.v) {console.log(`${tradeLocalTime} [${theTrade.pair}] ${theTrade.type.substring(0,1)}#${Number(theTrade.vol).toFixed(4).padStart(10," ")}@${Number(theTrade.price).toFixed(2).padStart(8," ")} -> ${Number(theTrade.cost).toFixed(2).padStart(9," ")}(-${Number(theTrade.fee).toFixed(3).padStart(5," ")})`);}
// selling adds $$$ to our Account, buying takes money out of the account
let multiplier=theTrade.type==="buy"?-1:1;
@@ -107,19 +118,19 @@ const utcToLocal = (utc) => {
}
});
console.log("# trades : ", numTrades);
console.log("SUM USD : ", sumUSD);
console.log("SUM fees : ", sumCommission);
console.log("# trades : ", numTrades);
console.log("SUM USD : ", sumUSD);
console.log("SUM fees : ", sumCommission);
let netGain = sumUSD - sumCommission;
console.log("Net Gain : ", netGain);
console.log("Net Gain : ", netGain);
let numCoinsHeld = Number(allBalances.result[theCurrency]);
console.log("# coins Held : ", numCoinsHeld, " [", theCurrency,"]");
console.log("# coins Held : ", numCoinsHeld, " [", theCurrency,"]");
let sellPrice = Number(pairQuote.result[thePair].b[0]);
console.log("Current Price : ", sellPrice);
console.log("Current Price : ", sellPrice);
let worthHeldCoins = numCoinsHeld * sellPrice;
console.log("Worth held coins : ", worthHeldCoins);
console.log("Worth held coins : ", worthHeldCoins);
let netLiq = netGain + worthHeldCoins;
console.log("Net Liquidation Gain : " , netLiq);
console.log("Net Liquidation Gain : " , netLiq);
} catch (ex) {
console.error("General Error: ", ex.message, "\n", ex.stack);
}