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refactor: deterministic queue execution (chrisleekr#588)
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@uhliksk
uhliksk authored Jan 14, 2023
1 parent 1f8237f commit 357bc0f
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Showing 55 changed files with 282 additions and 1,235 deletions.
2 changes: 1 addition & 1 deletion CHANGELOG.md
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Original file line number Diff line number Diff line change
Expand Up @@ -8,7 +8,7 @@ All notable changes to this project will be documented in this file.
- Fixed the issue that cannot export huge logs - [#561](https://github.com/chrisleekr/binance-trading-bot/pull/561), [#567](https://github.com/chrisleekr/binance-trading-bot/pull/567)
- Fixed the balance calculation to include dust balances by [@uhliksk](https://github.com/uhliksk) - [#571](https://github.com/chrisleekr/binance-trading-bot/pull/571)
- Fixed the open orders to be cancelled when the current price is higher/lower than the order price by [@uhliksk](https://github.com/uhliksk) - [#569](https://github.com/chrisleekr/binance-trading-bot/pull/569)
- Improved queue processing by replacing Bull queue to customised queue system by [@uhliksk](https://github.com/uhliksk) - [#562](https://github.com/chrisleekr/binance-trading-bot/pull/562), [#581](https://github.com/chrisleekr/binance-trading-bot/pull/581)
- Improved queue processing by replacing Bull queue to customised queue system by [@uhliksk](https://github.com/uhliksk) - [#562](https://github.com/chrisleekr/binance-trading-bot/pull/562), [#581](https://github.com/chrisleekr/binance-trading-bot/pull/581), [#588](https://github.com/chrisleekr/binance-trading-bot/pull/588)
- Added conservative sell strategy, which can reduce the sell trigger price as the grid gets deeper by [@rando128](https://github.com/rando128) - [#585](https://github.com/chrisleekr/binance-trading-bot/pull/585)

Thanks [@uhliksk](https://github.com/uhliksk) and [@rando128](https://github.com/rando128) for your great contributions. 💯 :heart:
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53 changes: 15 additions & 38 deletions app/__tests__/server-binance.test.js
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Expand Up @@ -11,8 +11,6 @@ describe('server-binance', () => {
let mockGetGlobalConfiguration;

let mockGetAccountInfoFromAPI;
let mockLockSymbol;
let mockUnlockSymbol;
let mockCacheExchangeSymbols;

let mockSetupUserWebsocket;
Expand Down Expand Up @@ -57,8 +55,9 @@ describe('server-binance', () => {
deleteAll: jest.fn().mockResolvedValue(true)
};
mockQueue = {
init: jest.fn().mockResolvedValue(true),
execute: jest.fn().mockResolvedValue(true)
prepareJob: jest.fn().mockResolvedValue(true),
execute: jest.fn().mockResolvedValue(true),
completeJob: jest.fn().mockResolvedValue(true)
};
mockSlack = {
sendMessage: jest.fn().mockResolvedValue(true)
Expand Down Expand Up @@ -97,9 +96,6 @@ describe('server-binance', () => {
}
});

mockLockSymbol = jest.fn().mockResolvedValue(true);
mockUnlockSymbol = jest.fn().mockResolvedValue(true);

mockSetupUserWebsocket = jest.fn().mockResolvedValue(true);

mockSyncCandles = jest.fn().mockResolvedValue(true);
Expand Down Expand Up @@ -133,8 +129,6 @@ describe('server-binance', () => {

jest.mock('../cronjob/trailingTradeHelper/common', () => ({
getAccountInfoFromAPI: mockGetAccountInfoFromAPI,
lockSymbol: mockLockSymbol,
unlockSymbol: mockUnlockSymbol,
cacheExchangeSymbols: mockCacheExchangeSymbols
}));

Expand Down Expand Up @@ -237,8 +231,12 @@ describe('server-binance', () => {
);
});

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

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

Expand All @@ -253,9 +251,6 @@ describe('server-binance', () => {
}
});

mockLockSymbol = jest.fn().mockResolvedValue(true);
mockUnlockSymbol = jest.fn().mockResolvedValue(true);

mockSetupUserWebsocket = jest.fn().mockResolvedValue(true);

mockSyncCandles = jest.fn().mockResolvedValue(true);
Expand Down Expand Up @@ -297,8 +292,6 @@ describe('server-binance', () => {

jest.mock('../cronjob/trailingTradeHelper/common', () => ({
getAccountInfoFromAPI: mockGetAccountInfoFromAPI,
lockSymbol: mockLockSymbol,
unlockSymbol: mockUnlockSymbol,
cacheExchangeSymbols: mockCacheExchangeSymbols
}));

Expand Down Expand Up @@ -370,9 +363,6 @@ describe('server-binance', () => {
}
});

mockLockSymbol = jest.fn().mockResolvedValue(true);
mockUnlockSymbol = jest.fn().mockResolvedValue(true);

mockSetupUserWebsocket = jest.fn().mockResolvedValue(true);

mockSyncCandles = jest.fn().mockResolvedValue(true);
Expand Down Expand Up @@ -414,8 +404,6 @@ describe('server-binance', () => {

jest.mock('../cronjob/trailingTradeHelper/common', () => ({
getAccountInfoFromAPI: mockGetAccountInfoFromAPI,
lockSymbol: mockLockSymbol,
unlockSymbol: mockUnlockSymbol,
cacheExchangeSymbols: mockCacheExchangeSymbols
}));

Expand Down Expand Up @@ -482,11 +470,15 @@ describe('server-binance', () => {
});

it('triggers queue.execute for BTCUSDT', () => {
expect(mockQueue.execute).toHaveBeenCalledWith(logger, 'BTCUSDT');
expect(mockQueue.execute).toHaveBeenCalledWith(logger, 'BTCUSDT', {
processFn: expect.any(Function)
});
});

it('triggers queue.execute for LTCUSDT', () => {
expect(mockQueue.execute).toHaveBeenCalledWith(logger, 'LTCUSDT');
expect(mockQueue.execute).toHaveBeenCalledWith(logger, 'LTCUSDT', {
processFn: expect.any(Function)
});
});
});
});
Expand All @@ -502,9 +494,6 @@ describe('server-binance', () => {
}
});

mockLockSymbol = jest.fn().mockResolvedValue(true);
mockUnlockSymbol = jest.fn().mockResolvedValue(true);

mockSetupUserWebsocket = jest.fn().mockResolvedValue(true);

mockSyncCandles = jest.fn().mockResolvedValue(true);
Expand Down Expand Up @@ -546,8 +535,6 @@ describe('server-binance', () => {

jest.mock('../cronjob/trailingTradeHelper/common', () => ({
getAccountInfoFromAPI: mockGetAccountInfoFromAPI,
lockSymbol: mockLockSymbol,
unlockSymbol: mockUnlockSymbol,
cacheExchangeSymbols: mockCacheExchangeSymbols
}));

Expand Down Expand Up @@ -607,9 +594,6 @@ describe('server-binance', () => {
}
});

mockLockSymbol = jest.fn().mockResolvedValue(true);
mockUnlockSymbol = jest.fn().mockResolvedValue(true);

mockSetupUserWebsocket = jest.fn().mockResolvedValue(true);

mockSyncCandles = jest.fn().mockResolvedValue(true);
Expand Down Expand Up @@ -643,8 +627,6 @@ describe('server-binance', () => {

jest.mock('../cronjob/trailingTradeHelper/common', () => ({
getAccountInfoFromAPI: mockGetAccountInfoFromAPI,
lockSymbol: mockLockSymbol,
unlockSymbol: mockUnlockSymbol,
cacheExchangeSymbols: mockCacheExchangeSymbols
}));

Expand Down Expand Up @@ -770,9 +752,6 @@ describe('server-binance', () => {
}
});

mockLockSymbol = jest.fn().mockResolvedValue(true);
mockUnlockSymbol = jest.fn().mockResolvedValue(true);

mockSetupUserWebsocket = jest.fn().mockResolvedValue(true);

mockSyncCandles = jest.fn().mockResolvedValue(true);
Expand Down Expand Up @@ -806,8 +785,6 @@ describe('server-binance', () => {

jest.mock('../cronjob/trailingTradeHelper/common', () => ({
getAccountInfoFromAPI: mockGetAccountInfoFromAPI,
lockSymbol: mockLockSymbol,
unlockSymbol: mockUnlockSymbol,
cacheExchangeSymbols: mockCacheExchangeSymbols
}));

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3 changes: 2 additions & 1 deletion app/binance/__tests__/candles.test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -241,7 +241,8 @@ describe('candles.js', () => {
it('triggers queue.execute for ETHBTC', () => {
expect(mockExecute).toHaveBeenCalledWith(loggerMock, 'ETHBTC', {
correlationId: expect.any(String),
preprocessFn: expect.any(Function)
preprocessFn: expect.any(Function),
processFn: expect.any(Function)
});
});
});
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9 changes: 6 additions & 3 deletions app/binance/__tests__/tickers.test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -115,14 +115,16 @@ describe('tickers.js', () => {
it('triggers queue.execute for BTCUSDT', () => {
expect(mockExecute).toHaveBeenCalledWith(loggerMock, 'BTCUSDT', {
correlationId: expect.any(String),
preprocessFn: expect.any(Function)
preprocessFn: expect.any(Function),
processFn: expect.any(Function)
});
});

it('triggers queue.execute for BNBUSDT', () => {
expect(mockExecute).toHaveBeenCalledWith(loggerMock, 'BNBUSDT', {
correlationId: expect.any(String),
preprocessFn: expect.any(Function)
preprocessFn: expect.any(Function),
processFn: expect.any(Function)
});
});

Expand Down Expand Up @@ -152,7 +154,8 @@ describe('tickers.js', () => {
it('triggers queue.execute for BTCUSDT', () => {
expect(mockExecute).toHaveBeenCalledWith(loggerMock, 'BTCUSDT', {
correlationId: expect.any(String),
preprocessFn: expect.any(Function)
preprocessFn: expect.any(Function),
processFn: expect.any(Function)
});
});

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6 changes: 4 additions & 2 deletions app/binance/__tests__/user.test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -362,7 +362,8 @@ describe('user.js', () => {
it('triggers queue.execute', () => {
expect(mockExecute).toHaveBeenCalledWith(loggerMock, 'ETHUSDT', {
correlationId: expect.any(String),
preprocessFn: expect.any(Function)
preprocessFn: expect.any(Function),
processFn: expect.any(Function)
});
});

Expand Down Expand Up @@ -680,7 +681,8 @@ describe('user.js', () => {
it('triggers queue.execute', () => {
expect(mockExecute).toHaveBeenCalledWith(loggerMock, 'ETHUSDT', {
correlationId: expect.any(String),
preprocessFn: expect.any(Function)
preprocessFn: expect.any(Function),
processFn: expect.any(Function)
});
});

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4 changes: 3 additions & 1 deletion app/binance/candles.js
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@@ -1,6 +1,7 @@
const { v4: uuidv4 } = require('uuid');
const _ = require('lodash');
const queue = require('../cronjob/trailingTradeHelper/queue');
const { executeTrailingTrade } = require('../cronjob/index');
const { binance, mongo } = require('../helpers');
const {
getConfiguration
Expand Down Expand Up @@ -116,7 +117,8 @@ const syncCandles = async (logger, symbols) => {

queue.execute(logger, symbol, {
correlationId: uuidv4(),
preprocessFn: getCandles
preprocessFn: getCandles,
processFn: executeTrailingTrade
});
})
);
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4 changes: 3 additions & 1 deletion app/binance/tickers.js
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Expand Up @@ -2,6 +2,7 @@ const { v4: uuidv4 } = require('uuid');
const _ = require('lodash');
const { binance, cache } = require('../helpers');
const queue = require('../cronjob/trailingTradeHelper/queue');
const { executeTrailingTrade } = require('../cronjob/index');

const {
getAccountInfo,
Expand Down Expand Up @@ -78,7 +79,8 @@ const setupTickersWebsocket = async (logger, symbols) => {
if (canExecuteTrailingTrade) {
queue.execute(symbolLogger, monitoringSymbol, {
correlationId,
preprocessFn: saveCandle
preprocessFn: saveCandle,
processFn: executeTrailingTrade
});
} else {
saveCandle();
Expand Down
7 changes: 5 additions & 2 deletions app/binance/user.js
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Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,7 @@ const { v4: uuidv4 } = require('uuid');
const _ = require('lodash');
const { binance } = require('../helpers');
const queue = require('../cronjob/trailingTradeHelper/queue');
const { executeTrailingTrade } = require('../cronjob/index');

const {
updateAccountInfo,
Expand Down Expand Up @@ -121,7 +122,8 @@ const setupUserWebsocket = async logger => {

queue.execute(symbolLogger, symbol, {
correlationId,
preprocessFn: checkLastOrder
preprocessFn: checkLastOrder,
processFn: executeTrailingTrade
});

const checkManualOrder = async () => {
Expand Down Expand Up @@ -155,7 +157,8 @@ const setupUserWebsocket = async logger => {

queue.execute(symbolLogger, symbol, {
correlationId,
preprocessFn: checkManualOrder
preprocessFn: checkManualOrder,
processFn: executeTrailingTrade
});
}
});
Expand Down
30 changes: 2 additions & 28 deletions app/cronjob/__tests__/trailingTrade.test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -12,9 +12,6 @@ describe('trailingTrade', () => {
let mockConfigGet;

let mockGetAccountInfo;
let mockLockSymbol;
let mockIsSymbolLocked;
let mockUnlockSymbol;

let mockGetSymbolConfiguration;
let mockGetSymbolInfo;
Expand All @@ -40,9 +37,6 @@ describe('trailingTrade', () => {
beforeEach(() => {
jest.clearAllMocks().resetModules();

mockLockSymbol = jest.fn().mockResolvedValue(true);
mockUnlockSymbol = jest.fn().mockResolvedValue(true);

mockLoggerInfo = jest.fn();
mockSlackSendMessage = jest.fn().mockResolvedValue(true);

Expand Down Expand Up @@ -89,8 +83,6 @@ describe('trailingTrade', () => {
get: mockConfigGet
}));

mockIsSymbolLocked = jest.fn().mockResolvedValue(false);

mockGetAccountInfo = jest.fn().mockResolvedValue({
account: 'info'
});
Expand Down Expand Up @@ -268,10 +260,7 @@ describe('trailingTrade', () => {
}));

jest.mock('../trailingTradeHelper/common', () => ({
getAccountInfo: mockGetAccountInfo,
lockSymbol: mockLockSymbol,
isSymbolLocked: mockIsSymbolLocked,
unlockSymbol: mockUnlockSymbol
getAccountInfo: mockGetAccountInfo
}));

jest.mock('../trailingTrade/steps', () => ({
Expand Down Expand Up @@ -301,16 +290,11 @@ describe('trailingTrade', () => {
await trailingTradeExecute(logger, 'BTCUSDT');
});

it(`triggers isSymbolLocked - BTCUSDT`, () => {
expect(mockIsSymbolLocked).toHaveBeenCalledWith(logger, 'BTCUSDT');
});

it('returns expected result for BTCUSDT', () => {
it('returns expected result for BTCUSDT finish', () => {
expect(mockLoggerInfo).toHaveBeenCalledWith(
{
data: {
symbol: 'BTCUSDT',
isLocked: false,
featureToggle: { feature1Enabled: true },
lastCandle: { got: 'lowest value' },
accountInfo: { account: 'info' },
Expand Down Expand Up @@ -348,16 +332,11 @@ describe('trailingTrade', () => {
await trailingTradeExecute(logger, 'ETHUSDT');
});

it(`triggers isSymbolLocked - ETHUSDT`, () => {
expect(mockIsSymbolLocked).toHaveBeenCalledWith(logger, 'ETHUSDT');
});

it('returns expected result for ETHUSDT', () => {
expect(mockLoggerInfo).toHaveBeenCalledWith(
{
data: {
symbol: 'ETHUSDT',
isLocked: false,
featureToggle: { feature1Enabled: true },
lastCandle: { got: 'lowest value' },
accountInfo: { account: 'info' },
Expand Down Expand Up @@ -395,16 +374,11 @@ describe('trailingTrade', () => {
await trailingTradeExecute(logger, 'LTCUSDT');
});

it(`triggers isSymbolLocked - LTCUSDT`, () => {
expect(mockIsSymbolLocked).toHaveBeenCalledWith(logger, 'LTCUSDT');
});

it('returns expected result for LTCUSDT', async () => {
expect(mockLoggerInfo).toHaveBeenCalledWith(
{
data: {
symbol: 'LTCUSDT',
isLocked: false,
featureToggle: { feature1Enabled: true },
lastCandle: { got: 'lowest value' },
accountInfo: { account: 'info' },
Expand Down
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