Fix scaled trades for big jumps.

flows_nodered_kraken.json

@@ -3840,7 +3840,7 @@
         "type": "switch",
         "z": "791ce869.901798",
         "name": "MinVolReached?",
-        "property": "$flowContext('coinBalance') - $flowContext('multiplier') ",
+        "property": "$flowContext('coinBalance') - $flowContext('orderVolume') ",
         "propertyType": "jsonata",
         "rules": [
             {
@@ -3916,7 +3916,7 @@
         "type": "switch",
         "z": "791ce869.901798",
         "name": "MaxVolReached?",
-        "property": "$flowContext('coinBalance') + $flowContext('multiplier')",
+        "property": "$flowContext('coinBalance') + $flowContext('orderVolume')",
         "propertyType": "jsonata",
         "rules": [
             {
@@ -3962,7 +3962,7 @@
         "type": "function",
         "z": "791ce869.901798",
         "name": "Determine Action",
-        "func": "//$number(payload.XMRUSD.a[0]) - $number($flowContext('lastExecPrice'))\n\nconst delta=flow.get('delta'); // how much price move to take action?\nlet pair=flow.get(\"pair\");\nlet askPrice=Number(msg.payload[pair].a[0]);\nlet bidPrice=Number(msg.payload[pair].b[0]);\nflow.set(\"askPrice\",Number(askPrice));\nflow.set(\"bidPrice\",Number(bidPrice));\n\nlet lastExecPrice=flow.get('lastExecPrice',\"file\");\n\nif (lastExecPrice === undefined) { \n    lastExecPrice=askPrice; \n    flow.set('lastExecPrice',Number(lastExecPrice),\"file\");\n}\n\nmsg.lastExecPrice=lastExecPrice;\n\nif (bidPrice>lastExecPrice+delta) {\n    msg.action=\"sell\";\n    msg.price=bidPrice;\n} else if (askPrice<lastExecPrice-delta) {\n    msg.action=\"buy\";\n    msg.price=askPrice;\n} else {\n    msg.action=\"nothing\";\n}\n\nreturn msg;",
+        "func": "//$number(payload.XMRUSD.a[0]) - $number($flowContext('lastExecPrice'))\n\nconst delta=flow.get('delta'); // how much price move to take action?\nlet pair=flow.get(\"pair\");\nlet askPrice=Number(msg.payload[pair].a[0]);\nlet bidPrice=Number(msg.payload[pair].b[0]);\nflow.set(\"askPrice\",Number(askPrice));\nflow.set(\"bidPrice\",Number(bidPrice));\n\nlet lastExecPrice=flow.get('lastExecPrice',\"file\");\n\nif (lastExecPrice === undefined) { \n    lastExecPrice=askPrice; \n    flow.set('lastExecPrice',Number(lastExecPrice),\"file\");\n}\n\nmsg.lastExecPrice=lastExecPrice;\n\nif (bidPrice>lastExecPrice+delta) {\n    msg.action=\"sell\";\n    msg.price=bidPrice;\n} else if (askPrice<lastExecPrice-delta) {\n    msg.action=\"buy\";\n    msg.price=askPrice;\n} else {\n    msg.action=\"nothing\";\n}\n\n// if there is a bigger gap we might need to order multiple \"packages\"\n// this is for example if the market violently jumps or a bigger down move is \n// happening due to server offline.\nlet multiplier = Number(flow.get('multiplier'));\nlet jumpSize = Math.round(Math.abs(flow.get('lastExecPrice')-msg.price));\nflow.set(\"orderVolume\",jumpSize * multiplier);\n\nreturn msg;",
         "outputs": 1,
         "noerr": 0,
         "x": 910,
@@ -3978,7 +3978,7 @@
         "type": "function",
         "z": "791ce869.901798",
         "name": "BuildOrder (buy)",
-        "func": "let multiplier = Number(flow.get('multiplier'));\nlet pair = flow.get('pair');\n\nmsg.payload={\n\tpair : pair,\n\ttype : 'buy',\n\tordertype : 'market',\n\tvolume : multiplier\n};\n\nreturn msg;",
+        "func": "msg.payload={\n\tpair : flow.get('pair'),\n\ttype : 'buy',\n\tordertype : 'market',\n\tvolume : flow.get('orderVolume')\n};\n\nreturn msg;",
         "outputs": 1,
         "noerr": 0,
         "x": 1960,
@@ -4023,7 +4023,7 @@
         "type": "function",
         "z": "791ce869.901798",
         "name": "Buid Order (sell)",
-        "func": "let pair = flow.get('pair');\nlet multiplier = Number(flow.get('multiplier'));\n\nmsg.payload={\n\tpair : pair,\n\ttype : 'sell',\n\tordertype : 'market',\n\tvolume : multiplier\n};\n\nreturn msg;",
+        "func": "msg.payload={\n\tpair : flow.get('pair'),\n\ttype : 'sell',\n\tordertype : 'market',\n\tvolume : flow.get('orderVolume')\n};\n\nreturn msg;",
         "outputs": 1,
         "noerr": 0,
         "x": 1760,
@@ -4384,51 +4384,6 @@
             ]
         ]
     },
-    {
-        "id": "90b1a878.2e9078",
-        "type": "inject",
-        "z": "791ce869.901798",
-        "name": "",
-        "topic": "",
-        "payload": "",
-        "payloadType": "date",
-        "repeat": "",
-        "crontab": "",
-        "once": false,
-        "onceDelay": 0.1,
-        "x": 100,
-        "y": 680,
-        "wires": [
-            [
-                "842629ff.39e1f8"
-            ]
-        ]
-    },
-    {
-        "id": "842629ff.39e1f8",
-        "type": "change",
-        "z": "791ce869.901798",
-        "name": "BUY",
-        "rules": [
-            {
-                "t": "set",
-                "p": "#:(file)::lastExecPrice",
-                "pt": "flow",
-                "to": "999",
-                "tot": "num"
-            }
-        ],
-        "action": "",
-        "property": "",
-        "from": "",
-        "to": "",
-        "reg": false,
-        "x": 290,
-        "y": 680,
-        "wires": [
-            []
-        ]
-    },
     {
         "id": "f0e0540.34101b",
         "type": "debug",
@@ -4603,139 +4558,6 @@
         "y": 40,
         "wires": []
     },
-    {
-        "id": "a695a39b.f7902",
-        "type": "inject",
-        "z": "791ce869.901798",
-        "name": "",
-        "topic": "",
-        "payload": "",
-        "payloadType": "date",
-        "repeat": "",
-        "crontab": "",
-        "once": false,
-        "onceDelay": 0.1,
-        "x": 100,
-        "y": 760,
-        "wires": [
-            [
-                "5b6ededf.2ac89"
-            ]
-        ]
-    },
-    {
-        "id": "5b6ededf.2ac89",
-        "type": "change",
-        "z": "791ce869.901798",
-        "name": "Manual CoinBalance",
-        "rules": [
-            {
-                "t": "set",
-                "p": "coinBalance",
-                "pt": "flow",
-                "to": "6",
-                "tot": "num"
-            }
-        ],
-        "action": "",
-        "property": "",
-        "from": "",
-        "to": "",
-        "reg": false,
-        "x": 340,
-        "y": 760,
-        "wires": [
-            []
-        ]
-    },
-    {
-        "id": "a3d0d862.ac3b88",
-        "type": "inject",
-        "z": "791ce869.901798",
-        "name": "",
-        "topic": "",
-        "payload": "",
-        "payloadType": "date",
-        "repeat": "",
-        "crontab": "",
-        "once": false,
-        "onceDelay": 0.1,
-        "x": 100,
-        "y": 840,
-        "wires": [
-            [
-                "f6f269cb.ffcf18"
-            ]
-        ]
-    },
-    {
-        "id": "f6f269cb.ffcf18",
-        "type": "change",
-        "z": "791ce869.901798",
-        "name": "Manual LastExecPrice",
-        "rules": [
-            {
-                "t": "set",
-                "p": "#:(file)::lastExecPrice",
-                "pt": "flow",
-                "to": "154.96",
-                "tot": "num"
-            }
-        ],
-        "action": "",
-        "property": "",
-        "from": "",
-        "to": "",
-        "reg": false,
-        "x": 340,
-        "y": 840,
-        "wires": [
-            []
-        ]
-    },
-    {
-        "id": "d085c84b.b8d738",
-        "type": "inject",
-        "z": "791ce869.901798",
-        "name": "",
-        "topic": "",
-        "payload": "",
-        "payloadType": "date",
-        "repeat": "",
-        "crontab": "",
-        "once": false,
-        "onceDelay": 0.1,
-        "x": 100,
-        "y": 900,
-        "wires": [
-            [
-                "8253bf67.e626c"
-            ]
-        ]
-    },
-    {
-        "id": "8253bf67.e626c",
-        "type": "change",
-        "z": "791ce869.901798",
-        "name": "",
-        "rules": [
-            {
-                "t": "delete",
-                "p": "#:(file)::coinBalance",
-                "pt": "flow"
-            }
-        ],
-        "action": "",
-        "property": "",
-        "from": "",
-        "to": "",
-        "reg": false,
-        "x": 330,
-        "y": 900,
-        "wires": [
-            []
-        ]
-    },
     {
         "id": "322633db.979c1c",
         "type": "inject",