diff --git a/README.md b/README.md index 50dd976..95df3cf 100644 --- a/README.md +++ b/README.md @@ -1,8 +1,8 @@ # Binance Triangle Arbitrage -

- -

+
+ Main HUD display +
This app monitors the [Binance](https://www.binance.com) cryptocurrency exchange in search of triangle arbitrage opportunities. @@ -14,10 +14,10 @@ arbitrage opportunities. To disable the HUD, set `HUD.ENABLED` to false. ### Reading the HUD * **Trade** - Three symbols related by exchange rates that are involved in the triangle arbitrage. * **Profit** - Percent profit or loss from executing the triangle arbitrage. This includes trading fees specified via `EXECUTION.FEE` config. -* **AB Age** - Time in seconds since the most recent update of the market ticker relating the first and second symbols in the arbitrage. -* **BC Age** - Time in seconds since the most recent update of the market ticker relating the second and third symbols in the arbitrage. -* **CA Age** - Time in seconds since the most recent update of the market ticker relating the third and first symbols in the arbitrage. -* **Age** - Time in seconds since the least recently updated market ticker involved in the triangle arbitrage. +* **AB Age** - Time in milliseconds since the most recent update of the market ticker relating the first and second symbols in the arbitrage. +* **BC Age** - Time in milliseconds since the most recent update of the market ticker relating the second and third symbols in the arbitrage. +* **CA Age** - Time in milliseconds since the most recent update of the market ticker relating the third and first symbols in the arbitrage. +* **Age** - Time in milliseconds since the least recently updated market ticker involved in the triangle arbitrage. ## Getting Started diff --git a/config/README.md b/config/README.md index 5863f54..35c7656 100644 --- a/config/README.md +++ b/config/README.md @@ -25,19 +25,20 @@ Upon each version update you should copy the new syntax from `config.json.exampl ### `INVESTMENT` -#### `INVESTMENT.BASE` (String) -* Default: `"BTC"` -* Description: Symbol which all triangle trades must start and end with +#### `INVESTMENT.[BASE]` (Object) +* Default: `"BTC": {...}` +* Description: Symbol which triangle trades must start and end with +* [Extended Documentation](../src/resources/docs/bases.md) -#### `INVESTMENT.MIN` (Number) +#### `INVESTMENT.[BASE].MIN` (Number) * Default: `0.075` * Description: Minimum investment amount of the base currency to consider -#### `INVESTMENT.MAX` (Number) +#### `INVESTMENT.[BASE].MAX` (Number) * Default: `0.015` * Description: Maximum investment amount of the base currency to consider -#### `INVESTMENT.STEP` (Number) +#### `INVESTMENT.[BASE].STEP` (Number) * Default: `0.005` * Description: Increments at which investment amounts are considered between the min and max diff --git a/config/config.json.example b/config/config.json.example index 662d86a..b760264 100644 --- a/config/config.json.example +++ b/config/config.json.example @@ -6,10 +6,11 @@ }, "INVESTMENT": { - "BASE": "BTC", - "MIN": 0.010, - "MAX": 0.015, - "STEP": 0.005 + "BTC": { + "MIN": 0.010, + "MAX": 0.015, + "STEP": 0.005 + } }, "SCANNING": { diff --git a/package-lock.json b/package-lock.json index 4e7ab46..4813232 100644 --- a/package-lock.json +++ b/package-lock.json @@ -1,763 +1,758 @@ -{ - "name": "binance-triangle-arbitrage", - "version": "6.1.0", - "lockfileVersion": 1, - "requires": true, - "dependencies": { - "@hapi/bourne": { - "version": "2.0.0", - "resolved": "https://registry.npmjs.org/@hapi/bourne/-/bourne-2.0.0.tgz", - "integrity": 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{ + "name": "Brandon Mino" + }, + "engines": { + "node": "14.15.4", + "npm": "6.14.10" + }, + "scripts": { + "start": "node src/main/Main.js" + }, + "dependencies": { + "blessed": "^0.1.81", + "node-binance-api": "^0.11.11", + "pino": "^6.11.1", + "pino-pretty": "^4.5.0" + }, + "license": "MIT" +} diff --git a/src/main/ArbitrageExecution.js b/src/main/ArbitrageExecution.js index 15dbeb9..42b5e05 100644 --- a/src/main/ArbitrageExecution.js +++ b/src/main/ArbitrageExecution.js @@ -67,9 +67,9 @@ const ArbitrageExecution = { logger.execution.debug(`Price Change: ${((price.ca.actual - price.ca.expected) / price.ca.expected * 100).toFixed(8)}%`); const prunedDepthSnapshot = { - ab: Util.pruneSnapshot(calculated.depth.ab, CalculationNode.getOrderBookDepthRequirement(calculated.trade.ab.method, calculated.ab, calculated.depth.ab) + 2), - bc: Util.pruneSnapshot(calculated.depth.bc, CalculationNode.getOrderBookDepthRequirement(calculated.trade.bc.method, calculated.bc, calculated.depth.bc) + 2), - ca: Util.pruneSnapshot(calculated.depth.ca, CalculationNode.getOrderBookDepthRequirement(calculated.trade.ca.method, calculated.ca, calculated.depth.ca) + 2) + ab: Util.pruneSnapshot(calculated.depth.ab, calculated.ab.depth + 2), + bc: Util.pruneSnapshot(calculated.depth.bc, calculated.bc.depth + 2), + ca: Util.pruneSnapshot(calculated.depth.ca, calculated.ca.depth + 2) }; logger.execution.trace(`Pruned depth cache used for calculation:`); @@ -160,9 +160,9 @@ const ArbitrageExecution = { parallelExecutionStrategy(calculated) { return Promise.all([ - BinanceApi.marketBuyOrSell(calculated.trade.ab.method)(calculated.trade.ab.ticker, calculated.ab), - BinanceApi.marketBuyOrSell(calculated.trade.bc.method)(calculated.trade.bc.ticker, calculated.bc), - BinanceApi.marketBuyOrSell(calculated.trade.ca.method)(calculated.trade.ca.ticker, calculated.ca) + BinanceApi.marketBuyOrSell(calculated.trade.ab.method)(calculated.trade.ab.ticker, calculated.ab.quantity), + BinanceApi.marketBuyOrSell(calculated.trade.bc.method)(calculated.trade.bc.ticker, calculated.bc.quantity), + BinanceApi.marketBuyOrSell(calculated.trade.ca.method)(calculated.trade.ca.ticker, calculated.ca.quantity) ]) .then(([resultsAB, resultsBC, resultsCA]) => { let actual = { @@ -217,11 +217,11 @@ const ArbitrageExecution = { fees: 0 }; let recalculated = { - bc: calculated.bc, - ca: calculated.ca + bc: calculated.bc.quantity, + ca: calculated.ca.quantity }; - return BinanceApi.marketBuyOrSell(calculated.trade.ab.method)(calculated.trade.ab.ticker, calculated.ab) + return BinanceApi.marketBuyOrSell(calculated.trade.ab.method)(calculated.trade.ab.ticker, calculated.ab.quantity) .then((results) => { if (results.orderId) { [actual.a.spent, actual.b.earned, fees] = ArbitrageExecution.parseActualResults(calculated.trade.ab.method, results); diff --git a/src/main/CalculationNode.js b/src/main/CalculationNode.js index b8d0b58..ddc2995 100644 --- a/src/main/CalculationNode.js +++ b/src/main/CalculationNode.js @@ -29,7 +29,7 @@ const CalculationNode = { optimize(trade, depthSnapshot) { let bestCalculation = null; - for (let quantity = CONFIG.INVESTMENT.MIN; quantity <= CONFIG.INVESTMENT.MAX; quantity += CONFIG.INVESTMENT.STEP) { + for (let quantity = CONFIG.INVESTMENT[trade.symbol.a].MIN; quantity <= CONFIG.INVESTMENT[trade.symbol.a].MAX; quantity += CONFIG.INVESTMENT[trade.symbol.a].STEP) { const calculation = CalculationNode.calculate(quantity, trade, depthSnapshot); if (!bestCalculation || calculation.percent > bestCalculation.percent) { bestCalculation = calculation; @@ -43,10 +43,19 @@ const CalculationNode = { let calculated = { id: `${trade.symbol.a}-${trade.symbol.b}-${trade.symbol.c}`, trade: trade, - ab: 0, - bc: 0, - ca: 0, depth: depthSnapshot, + ab: { + quantity: 0, + depth: 0 + }, + bc: { + quantity: 0, + depth: 0 + }, + ca: { + quantity: 0, + depth: 0 + }, a: { spent: 0, earned: 0, @@ -66,35 +75,35 @@ const CalculationNode = { if (trade.ab.method === 'BUY') { // Buying BA - const dustedB = CalculationNode.orderBookConversion(investmentA, trade.symbol.a, trade.symbol.b, trade.ab.ticker, depthSnapshot.ab); - calculated.b.earned = calculated.ab = CalculationNode.calculateDustless(dustedB, trade.ab.dustDecimals); - calculated.a.spent = CalculationNode.orderBookReverseConversion(calculated.b.earned, trade.symbol.b, trade.symbol.a, trade.ab.ticker, depthSnapshot.ab); + const { value: dustedB } = CalculationNode.orderBookConversion(investmentA, trade.symbol.a, trade.symbol.b, trade.ab.ticker, depthSnapshot.ab); + calculated.b.earned = calculated.ab.quantity = CalculationNode.calculateDustless(dustedB, trade.ab.dustDecimals); + ({ value: calculated.a.spent, depth: calculated.ab.depth } = CalculationNode.orderBookReverseConversion(calculated.b.earned, trade.symbol.b, trade.symbol.a, trade.ab.ticker, depthSnapshot.ab)); } else { // Selling AB - calculated.a.spent = calculated.ab = CalculationNode.calculateDustless(investmentA, trade.ab.dustDecimals); - calculated.b.earned = CalculationNode.orderBookConversion(calculated.a.spent, trade.symbol.a, trade.symbol.b, trade.ab.ticker, depthSnapshot.ab); + calculated.a.spent = calculated.ab.quantity = CalculationNode.calculateDustless(investmentA, trade.ab.dustDecimals); + ({ value: calculated.b.earned, depth: calculated.ab.depth } = CalculationNode.orderBookConversion(calculated.a.spent, trade.symbol.a, trade.symbol.b, trade.ab.ticker, depthSnapshot.ab)); } if (trade.bc.method === 'BUY') { // Buying CB - const dustedC = CalculationNode.orderBookConversion(calculated.b.earned, trade.symbol.b, trade.symbol.c, trade.bc.ticker, depthSnapshot.bc); - calculated.c.earned = calculated.bc = CalculationNode.calculateDustless(dustedC, trade.bc.dustDecimals); - calculated.b.spent = CalculationNode.orderBookReverseConversion(calculated.c.earned, trade.symbol.c, trade.symbol.b, trade.bc.ticker, depthSnapshot.bc); + const { value: dustedC } = CalculationNode.orderBookConversion(calculated.b.earned, trade.symbol.b, trade.symbol.c, trade.bc.ticker, depthSnapshot.bc); + calculated.c.earned = calculated.bc.quantity = CalculationNode.calculateDustless(dustedC, trade.bc.dustDecimals); + ({ value: calculated.b.spent, depth: calculated.bc.depth } = CalculationNode.orderBookReverseConversion(calculated.c.earned, trade.symbol.c, trade.symbol.b, trade.bc.ticker, depthSnapshot.bc)); } else { // Selling BC - calculated.b.spent = calculated.bc = CalculationNode.calculateDustless(calculated.b.earned, trade.bc.dustDecimals); - calculated.c.earned = CalculationNode.orderBookConversion(calculated.b.spent, trade.symbol.b, trade.symbol.c, trade.bc.ticker, depthSnapshot.bc); + calculated.b.spent = calculated.bc.quantity = CalculationNode.calculateDustless(calculated.b.earned, trade.bc.dustDecimals); + ({ value: calculated.c.earned, depth: calculated.bc.depth } = CalculationNode.orderBookConversion(calculated.b.spent, trade.symbol.b, trade.symbol.c, trade.bc.ticker, depthSnapshot.bc)); } if (trade.ca.method === 'BUY') { // Buying AC - const dustedA = CalculationNode.orderBookConversion(calculated.c.earned, trade.symbol.c, trade.symbol.a, trade.ca.ticker, depthSnapshot.ca); - calculated.a.earned = calculated.ca = CalculationNode.calculateDustless(dustedA, trade.ca.dustDecimals); - calculated.c.spent = CalculationNode.orderBookReverseConversion(calculated.a.earned, trade.symbol.a, trade.symbol.c, trade.ca.ticker, depthSnapshot.ca); + const { value: dustedA } = CalculationNode.orderBookConversion(calculated.c.earned, trade.symbol.c, trade.symbol.a, trade.ca.ticker, depthSnapshot.ca); + calculated.a.earned = calculated.ca.quantity = CalculationNode.calculateDustless(dustedA, trade.ca.dustDecimals); + ({ value: calculated.c.spent, depth: calculated.ca.depth } = CalculationNode.orderBookReverseConversion(calculated.a.earned, trade.symbol.a, trade.symbol.c, trade.ca.ticker, depthSnapshot.ca)); } else { // Selling CA - calculated.c.spent = calculated.ca = CalculationNode.calculateDustless(calculated.c.earned, trade.ca.dustDecimals); - calculated.a.earned = CalculationNode.orderBookConversion(calculated.c.spent, trade.symbol.c, trade.symbol.a, trade.ca.ticker, depthSnapshot.ca); + calculated.c.spent = calculated.ca.quantity = CalculationNode.calculateDustless(calculated.c.earned, trade.ca.dustDecimals); + ({ value: calculated.a.earned, depth: calculated.ca.depth } = CalculationNode.orderBookConversion(calculated.c.spent, trade.symbol.c, trade.symbol.a, trade.ca.ticker, depthSnapshot.ca)); } // Calculate deltas @@ -110,7 +119,7 @@ const CalculationNode = { recalculateTradeLeg({ base, quote, method, ticker, dustDecimals }, quantityEarned, depthSnapshot) { if (method === 'BUY') { - const dustedQuantity = CalculationNode.orderBookConversion(quantityEarned, quote, base, ticker, depthSnapshot); + const { value: dustedQuantity } = CalculationNode.orderBookConversion(quantityEarned, quote, base, ticker, depthSnapshot); return CalculationNode.calculateDustless(dustedQuantity, dustDecimals); } else { return CalculationNode.calculateDustless(quantityEarned, dustDecimals); @@ -118,7 +127,7 @@ const CalculationNode = { }, orderBookConversion(amountFrom, symbolFrom, symbolTo, ticker, depthSnapshot) { - if (amountFrom === 0) return 0; + if (amountFrom === 0) return { value: 0, depth: 0 }; let amountTo = 0; @@ -133,7 +142,10 @@ const CalculationNode = { amountTo += exchangeableAmount; } else { // Last fill - return amountTo + (amountFrom * rate); + return { + value: amountTo + (amountFrom * rate), + depth: i+1 + }; } } throw new Error(`Bid depth (${bidRates.length}) too shallow to convert ${amountFrom} ${symbolFrom} to ${symbolTo} using ${ticker}`); @@ -148,7 +160,10 @@ const CalculationNode = { amountTo += quantity; } else { // Last fill - return amountTo + (amountFrom / rate); + return { + value: amountTo + (amountFrom / rate), + depth: i+1 + }; } } throw new Error(`Ask depth (${askRates.length}) too shallow to convert ${amountFrom} ${symbolFrom} to ${symbolTo} using ${ticker}`); @@ -156,7 +171,7 @@ const CalculationNode = { }, orderBookReverseConversion(amountFrom, symbolFrom, symbolTo, ticker, depthSnapshot) { - if (amountFrom === 0) return 0; + if (amountFrom === 0) return { value: 0, depth: 0 }; let amountTo = 0; @@ -171,7 +186,10 @@ const CalculationNode = { amountTo += exchangeableAmount; } else { // Last fill - return amountTo + (amountFrom * rate); + return { + value: amountTo + (amountFrom * rate), + depth: i+1 + }; } } throw new Error(`Ask depth (${askRates.length}) too shallow to reverse convert ${amountFrom} ${symbolFrom} to ${symbolTo} using ${ticker}`); @@ -186,7 +204,10 @@ const CalculationNode = { amountTo += quantity; } else { // Last fill - return amountTo + (amountFrom / rate); + return { + value: amountTo + (amountFrom / rate), + depth: i+1 + }; } } throw new Error(`Bid depth (${bidRates.length}) too shallow to reverse convert ${amountFrom} ${symbolFrom} to ${symbolTo} using ${ticker}`); diff --git a/src/main/HUD.js b/src/main/HUD.js index 164c951..4e27ea0 100644 --- a/src/main/HUD.js +++ b/src/main/HUD.js @@ -44,14 +44,14 @@ const HUD = { .filter(({depth: {ab, bc, ca}}) => ab.eventTime && bc.eventTime && ca.eventTime) .sort((a, b) => a.percent > b.percent ? -1 : 1) .slice(0, rowCount) - .forEach(calculation => { + .forEach(({ trade, percent, depth }) => { tableData.push([ - `${calculation.trade.symbol.a}-${calculation.trade.symbol.b}-${calculation.trade.symbol.c}`, - `${calculation.percent.toFixed(4)}%`, - `${((now - calculation.depth.ab.eventTime)/1000).toFixed(2)}`, - `${((now - calculation.depth.bc.eventTime)/1000).toFixed(2)}`, - `${((now - calculation.depth.ca.eventTime)/1000).toFixed(2)}`, - `${((now - Math.min(calculation.depth.ab.eventTime, calculation.depth.bc.eventTime, calculation.depth.ca.eventTime))/1000).toFixed(2)}` + `${trade.symbol.a}-${trade.symbol.b}-${trade.symbol.c}`, + `${percent.toFixed(4)}%`, + `${now - depth.ab.eventTime}`, + `${now - depth.bc.eventTime}`, + `${now - depth.ca.eventTime}`, + `${now - Math.min(depth.ab.eventTime, depth.bc.eventTime, depth.ca.eventTime)}` ]); }); diff --git a/src/main/Main.js b/src/main/Main.js index eae8b6e..a3021b8 100644 --- a/src/main/Main.js +++ b/src/main/Main.js @@ -1,7 +1,6 @@ const CONFIG = require('../../config/config'); const logger = require('./Loggers'); const Util = require('./Util'); -const si = require('systeminformation'); const BinanceApi = require('./BinanceApi'); const MarketCache = require('./MarketCache'); const HUD = require('./HUD'); @@ -35,11 +34,7 @@ SpeedTest.multiPing(5) console.log(msg); logger.performance.info(msg); }) - .then(() => { - console.log(`Fetching exchange info ...`); - return BinanceApi.exchangeInfo(); - }) - .then(exchangeInfo => MarketCache.initialize(exchangeInfo, CONFIG.SCANNING.WHITELIST, CONFIG.INVESTMENT.BASE)) + .then(MarketCache.initialize) .then(checkBalances) .then(checkMarket) .then(() => { @@ -105,17 +100,20 @@ function displayStatusUpdate() { logger.performance.debug(`Tickers without recent depth cache update: [${tickersWithoutRecentDepthUpdate.sort()}]`); } - logger.performance.debug(`Cycles done per second: ${(statusUpdate.cycleTimes.length / (statusUpdateIntervalMS / 1000)).toFixed(2)}`); - logger.performance.debug(`Clock usage for cycles: ${(Util.sum(statusUpdate.cycleTimes) / statusUpdateIntervalMS * 100).toFixed(2)}%`); + const cyclesPerSecond = statusUpdate.cycleTimes.length / (statusUpdateIntervalMS / 1000); + logger.performance.debug(`Depth cache updates per second: ${cyclesPerSecond.toFixed(2)}`); + + const clockUsagePerCycle = Util.sum(statusUpdate.cycleTimes) / statusUpdateIntervalMS * 100; + if (clockUsagePerCycle > 50) { + logger.performance.warn(`CPU clock usage for calculations: ${clockUsagePerCycle.toFixed(2)}%`); + } else { + logger.performance.debug(`CPU clock usage for calculations: ${clockUsagePerCycle.toFixed(2)}%`); + } statusUpdate.cycleTimes = []; - Promise.all([ - si.currentLoad(), - SpeedTest.ping() - ]) - .then(([load, latency]) => { - logger.performance.debug(`CPU Load: ${(load.avgload * 100).toFixed(0)}% [${load.cpus.map(cpu => cpu.load.toFixed(0) + '%')}]`); + SpeedTest.ping() + .then((latency) => { logger.performance.debug(`API Latency: ${latency} ms`); }) .catch(err => logger.performance.warn(err.message)); @@ -134,16 +132,18 @@ function checkBalances() { return BinanceApi.getBalances() .then(balances => { - if (balances[CONFIG.INVESTMENT.BASE].available < CONFIG.INVESTMENT.MIN) { - const msg = `Only detected ${balances[CONFIG.INVESTMENT.BASE].available} ${CONFIG.INVESTMENT.BASE}, but ${CONFIG.INVESTMENT.MIN} ${CONFIG.INVESTMENT.BASE} is required to satisfy your INVESTMENT.MIN configuration`; - logger.execution.error(msg); - throw new Error(msg); - } - if (balances[CONFIG.INVESTMENT.BASE].available < CONFIG.INVESTMENT.MAX) { - const msg = `Only detected ${balances[CONFIG.INVESTMENT.BASE].available} ${CONFIG.INVESTMENT.BASE}, but ${CONFIG.INVESTMENT.MAX} ${CONFIG.INVESTMENT.BASE} is required to satisfy your INVESTMENT.MAX configuration`; - logger.execution.error(msg); - throw new Error(msg); - } + Object.keys(CONFIG.INVESTMENT).forEach(BASE => { + if (balances[BASE].available < CONFIG.INVESTMENT[BASE].MIN) { + const msg = `Only detected ${balances[BASE].available} ${BASE}, but ${CONFIG.INVESTMENT[BASE].MIN} ${BASE} is required to satisfy your INVESTMENT.${BASE}.MIN configuration`; + logger.execution.error(msg); + throw new Error(msg); + } + if (balances[BASE].available < CONFIG.INVESTMENT[BASE].MAX) { + const msg = `Only detected ${balances[BASE].available} ${BASE}, but ${CONFIG.INVESTMENT[BASE].MAX} ${BASE} is required to satisfy your INVESTMENT.${BASE}.MAX configuration`; + logger.execution.error(msg); + throw new Error(msg); + } + }); if (balances['BNB'].available <= 0.001) { const msg = `Only detected ${balances['BNB'].available} BNB which is not sufficient to pay for trading fees via BNB`; logger.execution.error(msg); diff --git a/src/main/MarketCache.js b/src/main/MarketCache.js index c48c908..ace5ebf 100644 --- a/src/main/MarketCache.js +++ b/src/main/MarketCache.js @@ -14,7 +14,10 @@ const MarketCache = { tickers: {} }, - initialize(exchangeInfo, whitelistSymbols, baseSymbol) { + async initialize() { + console.log(`Fetching exchange info ...`); + const exchangeInfo = await BinanceApi.exchangeInfo(); + // Mapping and Filters const isTRADING = (symbolObj) => symbolObj.status === 'TRADING'; const getLOT_SIZE = (symbolObj) => symbolObj.filterType === 'LOT_SIZE'; @@ -33,10 +36,12 @@ const MarketCache = { }); // Get trades from symbols - uniqueSymbols.forEach(symbol2 => { - uniqueSymbols.forEach(symbol3 => { - const trade = MarketCache.createTrade(baseSymbol, symbol2, symbol3); - if (trade) MarketCache.trades.push(trade); + Object.keys(CONFIG.INVESTMENT).forEach(symbol1 => { + uniqueSymbols.forEach(symbol2 => { + uniqueSymbols.forEach(symbol3 => { + const trade = MarketCache.createTrade(symbol1, symbol2, symbol3); + if (trade) MarketCache.trades.push(trade); + }); }); }); @@ -59,13 +64,6 @@ const MarketCache = { }); }, - pruneDepthCacheAboveThreshold(depthCache, threshold) { - Object.values(depthCache).forEach(depth => { - depth.bids = Util.prune(depth.bids, threshold); - depth.asks = Util.prune(depth.asks, threshold); - }); - }, - getTickersWithoutDepthCacheUpdate(ms=Infinity) { return MarketCache.tickers.watching.filter(ticker => { const { eventTime } = BinanceApi.getDepthCacheUnsorted(ticker); diff --git a/src/main/Validation.js b/src/main/Validation.js index efbdac1..97478cb 100644 --- a/src/main/Validation.js +++ b/src/main/Validation.js @@ -16,30 +16,47 @@ const Validation = { } // INVESTMENT - if (isNaN(CONFIG.INVESTMENT.MIN) || CONFIG.INVESTMENT.MIN <= 0) { - const msg = `Minimum investment quantity (INVESTMENT.MIN) must be a positive number`; - logger.execution.error(msg); - throw new Error(msg); - } - if (isNaN(CONFIG.INVESTMENT.MAX) || CONFIG.INVESTMENT.MAX <= 0) { - const msg = `Maximum investment quantity (INVESTMENT.MAX) must be a positive number`; - logger.execution.error(msg); - throw new Error(msg); - } - if (isNaN(CONFIG.INVESTMENT.STEP) || CONFIG.INVESTMENT.STEP <= 0) { - const msg = `Investment step size (INVESTMENT.STEP) must be a positive number`; - logger.execution.error(msg); - throw new Error(msg); - } - if (CONFIG.INVESTMENT.MIN > CONFIG.INVESTMENT.MAX) { - const msg = `Minimum investment quantity (INVESTMENT.MIN) cannot be greater than maximum investment quantity (INVESTMENT.MAX)`; - logger.execution.error(msg); - throw new Error(msg); - } - if (CONFIG.INVESTMENT.MIN !== CONFIG.INVESTMENT.MAX && (CONFIG.INVESTMENT.MIN + CONFIG.INVESTMENT.STEP) > CONFIG.INVESTMENT.MAX) { - const msg = `Step size (INVESTMENT.STEP) is too large for calculation optimization`; - logger.execution.warn(msg); - } + Object.keys(CONFIG.INVESTMENT).forEach(BASE => { + if (typeof BASE !== 'string') { + const msg = `Investment base (INVESTMENT.${BASE}) must be a string`; + logger.execution.error(msg); + throw new Error(msg); + } + if (BASE !== BASE.trim()) { + const msg = `Investment base (INVESTMENT.${BASE}) cannot contain whitespace`; + logger.execution.error(msg); + throw new Error(msg); + } + if (BASE !== BASE.toUpperCase()) { + const msg = `Investment base (INVESTMENT.${BASE}) must be uppercase`; + logger.execution.error(msg); + throw new Error(msg); + } + if (isNaN(CONFIG.INVESTMENT[BASE].MIN) || CONFIG.INVESTMENT[BASE].MIN <= 0) { + const msg = `Minimum investment quantity (INVESTMENT.${BASE}.MIN) must be a positive number`; + logger.execution.error(msg); + throw new Error(msg); + } + if (isNaN(CONFIG.INVESTMENT[BASE].MAX) || CONFIG.INVESTMENT[BASE].MAX <= 0) { + const msg = `Maximum investment quantity (INVESTMENT.${BASE}.MAX) must be a positive number`; + logger.execution.error(msg); + throw new Error(msg); + } + if (isNaN(CONFIG.INVESTMENT[BASE].STEP) || CONFIG.INVESTMENT[BASE].STEP <= 0) { + const msg = `Investment step size (INVESTMENT.${BASE}.STEP) must be a positive number`; + logger.execution.error(msg); + throw new Error(msg); + } + if (CONFIG.INVESTMENT[BASE].MIN > CONFIG.INVESTMENT[BASE].MAX) { + const msg = `Minimum investment quantity (INVESTMENT.${BASE}.MIN) cannot be greater than maximum investment quantity (INVESTMENT.${BASE}.MAX)`; + logger.execution.error(msg); + throw new Error(msg); + } + if (CONFIG.INVESTMENT[BASE].MIN !== CONFIG.INVESTMENT[BASE].MAX && (CONFIG.INVESTMENT[BASE].MIN + CONFIG.INVESTMENT[BASE].STEP) > CONFIG.INVESTMENT[BASE].MAX) { + const msg = `Step size (INVESTMENT.${BASE}.STEP) is too large for calculation optimization`; + logger.execution.warn(msg); + } + }); // SCANNING if (!Number.isInteger(CONFIG.SCANNING.DEPTH) || CONFIG.SCANNING.DEPTH <= 0) { @@ -72,12 +89,6 @@ const Validation = { logger.execution.error(msg); throw new Error(msg); } - if (CONFIG.SCANNING.WHITELIST.length > 0 && !CONFIG.SCANNING.WHITELIST.includes(CONFIG.INVESTMENT.BASE)) { - const msg = `Whitelist (SCANNING.WHITELIST) must include the base symbol of ${CONFIG.INVESTMENT.BASE}`; - logger.execution.debug(`Whitelist: [${CONFIG.SCANNING.WHITELIST}]`); - logger.execution.error(msg); - throw new Error(msg); - } // EXECUTION if (typeof CONFIG.EXECUTION.ENABLED !== 'boolean') { diff --git a/src/resources/docs/bases.md b/src/resources/docs/bases.md new file mode 100644 index 0000000..4ce6f1e --- /dev/null +++ b/src/resources/docs/bases.md @@ -0,0 +1,53 @@ +# Investment Bases + +Every trade has one base asset and is commonly referred to as the `A` in the `A-B-C` simplification. +You must specify at least one base to start the application, and must hold a balance of all base assets. + + +### Configuring Base Assets + +Base assets, and their associated configuration, are defined under the `INVESTMENT` configuration object. +Each json key is the trading symbol of the base asset, and the value is a json object containing the associated options. +Here is an example of configuring one base asset (BTC): + +```json +// config.json +{ + ... + + "INVESTMENT": { + "BTC": { // Base asset + "MIN": 0.010, + "MAX": 0.015, + "STEP": 0.005 + } + } + + ... +} +``` + +To declare multiple base assets, you simply add another key/value json entry to the `INVESTMENT` object. +Here is an example of two base assets (BTC and USDT) being configured: + +```json +// config.json +{ + ... + + "INVESTMENT": { + "BTC": { + "MIN": 0.010, // only applies to BTC + "MAX": 0.015, + "STEP": 0.005 + }, + "USDT": { + "MIN": 250, // only applies to USDT + "MAX": 500, + "STEP": 10 + } + }, + + ... +} +``` \ No newline at end of file diff --git a/src/resources/mainDisplay.png b/src/resources/mainDisplay.png index 4c0d8f5..8c05a93 100644 Binary files a/src/resources/mainDisplay.png and b/src/resources/mainDisplay.png differ