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Squashed commit of logging improvements #5

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5630447
Squashed commit of the following:commit 54d20d2d8b2509381dedbd6bd6bdf…
Nov 4, 2018
197a8c1
Fix bug in log path if LOGBASEPATH not supplied.
Nov 4, 2018
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Squashed commit of the following:commit 54d20d2d8b2509381dedbd6bd6bdf… 
…21496fad48fAuthor: Roger Watkins <[email protected]>Date: Sat Nov 3 00:38:41 2018 +0000 More tidying up of log messages. Fix logging responses. Log warning if STOP not filled.commit f2355e6c1fa8f6cc4a9c30e4901357aacaf29be7Author: Roger Watkins <[email protected]>Date: Thu Nov 1 23:58:14 2018 +0000 Add moment.js for timer support. Output price updates every 5 minutes.commit 5080b3efe0c7ada2607931da2172bae0d8b572f1Author: Roger Watkins <[email protected]>Date: Thu Nov 1 23:19:41 2018 +0000 Add winston logger to script and add some helpful logging to see what is going on, including order entries and cancellations.commit c402d6f491a3339132d36bf3a4dea5ccb47634abAuthor: Tony Ho <[email protected]>Date: Wed Oct 31 22:39:36 2018 +1100 Enable automatic reconnection of WebSockets
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Roger Watkins committed Nov 4, 2018
commit 563044764ef31ca3c34a64cad619436837c73fab
3 changes: 3 additions & 0 deletions .gitignore
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Expand Up @@ -61,3 +61,6 @@ typings/
.next

package-lock.json

# VScode
.vscode
109 changes: 82 additions & 27 deletions binance-oco.js
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Expand Up @@ -66,23 +66,60 @@ const { F: nonBnbFees } = argv;

pair = pair.toUpperCase();

const { createLogger, format, transports } = require('winston');

const loggerFormat = format.printf(info => `${info.timestamp} - ${JSON.stringify(info.message)}`);

const logPath = `${process.env.LOGBASEPATH}${pair}-${new Date()}.log`;

const moment = require('moment');

let lastPriceUpdate;

const options = {
console: {
level: 'debug',
handleExceptions: true,
format: format.combine(
format.timestamp(),
loggerFormat,
),
},
file: {
level: 'info',
filename: `${logPath}`,
handleExceptions: true,
format: format.combine(
format.timestamp(),
format.json(),
),
},
};
const logger = createLogger({
transports: [
new transports.Console(options.console),
new transports.File(options.file),
],
});


const Binance = require('node-binance-api');

const binance = new Binance().options({
APIKEY: process.env.APIKEY,
APISECRET: process.env.APISECRET,
useServerTime: true,
reconnect: false,
reconnect: true,
}, () => {
binance.exchangeInfo((exchangeInfoError, exchangeInfoData) => {
if (exchangeInfoError) {
console.error('Could not pull exchange info', exchangeInfoError.body);
logger.error('Could not pull exchange info', exchangeInfoError.body);
process.exit(1);
}

const symbolData = exchangeInfoData.symbols.find(ei => ei.symbol === pair);
if (!symbolData) {
console.error(`Could not pull exchange info for ${pair}`);
logger.error(`Could not pull exchange info for ${pair}`);
process.exit(1);
}

Expand Down Expand Up @@ -205,12 +242,12 @@ const binance = new Binance().options({

const sellComplete = function (error, response) {
if (error) {
console.error('Sell error', error.body);
logger.error(`Sell error ${error.body}`);
process.exit(1);
}

console.log('Sell response', response);
console.log(`order id: ${response.orderId}`);
logger.debug(`Sell response ${response}`);
logger.info(`>>> SELL order placed ${response.symbol} : #${response.orderId} >>>`);

if (!(stopPrice && targetPrice)) {
process.exit();
Expand All @@ -224,10 +261,12 @@ const binance = new Binance().options({
};

const placeStopOrder = function () {
logger.info(`>>> Placing SELL order ${pair} (STOP) - (stop: ${stopPrice}, limit: ${limitPrice || stopPrice}) for ${stopSellAmount}.`);
binance.sell(pair, stopSellAmount, limitPrice || stopPrice, { stopPrice, type: 'STOP_LOSS_LIMIT', newOrderRespType: 'FULL' }, sellComplete);
};

const placeTargetOrder = function () {
logger.info(`>>> Placing SELL order ${pair} (TARGET) - (limit: ${targetPrice}) for ${targetSellAmount}.`);
binance.sell(pair, targetSellAmount, targetPrice, { type: 'LIMIT', newOrderRespType: 'FULL' }, sellComplete);
if (stopPrice && targetSellAmount !== stopSellAmount) {
stopSellAmount -= targetSellAmount;
Expand All @@ -249,12 +288,12 @@ const binance = new Binance().options({

const buyComplete = function (error, response) {
if (error) {
console.error('Buy error', error.body);
logger.error(`Buy error ${error.body}`);
process.exit(1);
}

console.log('Buy response', response);
console.log(`order id: ${response.orderId}`);
logger.debug(`Buy response : ${response}`);
logger.info(`>>> BUY order placed ${response.symbol} : #${response.orderId} >>>`);

if (response.status === 'FILLED') {
calculateStopAndTargetAmounts(response.fills[0].commissionAsset);
Expand All @@ -265,15 +304,18 @@ const binance = new Binance().options({
};

if (buyPrice === 0) {
logger.info(`>>> Placing a BUY MARKET order ${pair} for ${amount}.`);
binance.marketBuy(pair, amount, { type: 'MARKET', newOrderRespType: 'FULL' }, buyComplete);
} else if (buyPrice > 0) {
binance.prices(pair, (error, ticker) => {
const currentPrice = ticker[pair];
console.log(`${pair} price: ${currentPrice}`);
logger.info(`${pair} price: ${currentPrice}`);

if (buyPrice > currentPrice) {
logger.info(`>>> Placing a BUY order ${pair} - (trigger: ${buyPrice}, limit: ${buyLimitPrice || buyPrice}) for ${amount}.`);
binance.buy(pair, amount, buyLimitPrice || buyPrice, { stopPrice: buyPrice, type: 'STOP_LOSS_LIMIT', newOrderRespType: 'FULL' }, buyComplete);
} else {
logger.info(`>>> Placing a BUY order ${pair} - (limit: ${buyPrice}) for ${amount}.`);
binance.buy(pair, amount, buyPrice, { type: 'LIMIT', newOrderRespType: 'FULL' }, buyComplete);
}
});
Expand All @@ -288,53 +330,61 @@ const binance = new Binance().options({

if (buyOrderId) {
if (!cancelPrice) {
console.log(`${symbol} trade update. price: ${price} buy: ${buyPrice}`);
if (!lastPriceUpdate || moment().diff(lastPriceUpdate, 'minute') > 5) {
logger.info(`${symbol} trade update. price: ${price} buy: ${buyPrice}`);
lastPriceUpdate = moment();
}
} else {
console.log(`${symbol} trade update. price: ${price} buy: ${buyPrice} cancel: ${cancelPrice}`);
if (!lastPriceUpdate || moment().diff(lastPriceUpdate, 'minute') > 5) {
logger.info(`${symbol} trade update. price: ${price} buy: ${buyPrice} cancel: ${cancelPrice}`);
lastPriceUpdate = moment();
}

if (((price < buyPrice && price <= cancelPrice)
|| (price > buyPrice && price >= cancelPrice))
&& !isCancelling) {
isCancelling = true;
logger.info(`<<< Cancel BUY order ${symbol} : #${buyOrderId} - (reason: cancel price ${cancelPrice} was breached).`);
binance.cancel(symbol, buyOrderId, (error, response) => {
isCancelling = false;
if (error) {
console.error(`${symbol} cancel error:`, error.body);
logger.error(`${symbol} cancel error:`, error.body);
return;
}

console.log(`${symbol} cancel response:`, response);
logger.info(`<<< BUY Order ${symbol} : #${buyOrderId} cancelled. <<<`);
logger.debug(`${symbol} cancel response: ${response}`);
process.exit(0);
});
}
}
} else if (stopOrderId || targetOrderId) {
console.log(`${symbol} trade update. price: ${price} stop: ${stopPrice} target: ${targetPrice}`);

logger.info(`${symbol} trade update. price: ${price} stop: ${stopPrice} target: ${targetPrice}`);
if (stopOrderId && !targetOrderId && price >= targetPrice && !isCancelling) {
isCancelling = true;
logger.info(`<<< Cancel STOP order ${symbol} : #${stopOrderId} - (reason: target price ${targetPrice} was hit).`);
binance.cancel(symbol, stopOrderId, (error, response) => {
isCancelling = false;
if (error) {
console.error(`${symbol} cancel error:`, error.body);
logger.error(`${symbol} cancel error: ${error.body}`);
return;
}

logger.info(`<<< STOP ${symbol} : #${stopOrderId} cancelled. <<<`);
stopOrderId = 0;
console.log(`${symbol} cancel response:`, response);
logger.debug(`${symbol} cancel response: ${response}`);
placeTargetOrder();
});
} else if (targetOrderId && !stopOrderId && price <= stopPrice && !isCancelling) {
isCancelling = true;
logger.info(`<<< Cancel TARGET order ${symbol} : #${targetOrderId} - (reason: stop price ${stopPrice} was hit).`);
binance.cancel(symbol, targetOrderId, (error, response) => {
isCancelling = false;
if (error) {
console.error(`${symbol} cancel error:`, error.body);
logger.error(`${symbol} cancel error: ${error.body}`);
return;
}

logger.info(`<<< TARGET ${symbol} : #${targetOrderId} cancelled. <<<`);
targetOrderId = 0;
console.log(`${symbol} cancel response:`, response);
logger.debug(`${symbol} cancel response: ${response}`);
if (targetSellAmount !== stopSellAmount) {
stopSellAmount += targetSellAmount;
}
Expand All @@ -349,15 +399,19 @@ const binance = new Binance().options({
s: symbol, p: price, q: quantity, S: side, o: orderType, i: orderId, X: orderStatus,
} = data;

console.log(`${symbol} ${side} ${orderType} ORDER #${orderId} (${orderStatus})`);
console.log(`..price: ${price}, quantity: ${quantity}`);

logger.info(`Order Executed: ${symbol} ${side} ${orderType} ORDER #${orderId} (${orderStatus})`);
logger.info(`At price: ${price}, quantity: ${quantity}`);
if (orderStatus === 'NEW' || orderStatus === 'PARTIALLY_FILLED') {
return;
}

if (orderStatus !== 'FILLED') {
console.log(`Order ${orderStatus}. Reason: ${data.r}`);
logger.error(`Order ${orderStatus}. Reason: ${data.r}`);
if (orderId === stopOrderId) {
logger.error(`WARNING STOP ORDER ${symbol} WAS NOT FILLED - YOU MUST CLOSE THE REMAINING POSITION OF ${stopSellAmount} MANUALLY.`);
}
// TODO: What if the incomplete order was a sell or target - we need script to stay
// alive in this case.
process.exit(1);
}

Expand Down Expand Up @@ -390,4 +444,5 @@ const binance = new Binance().options({
process.on('exit', () => {
const endpoints = binance.websockets.subscriptions();
binance.websockets.terminate(Object.entries(endpoints));
logger.info('Script terminated.');
});
2 changes: 2 additions & 0 deletions package.json
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Expand Up @@ -16,7 +16,9 @@
"homepage": "https://github.com/tony-ho/binance-oco#readme",
"dependencies": {
"dotenv": "^6.0.0",
"moment": "^2.22.2",
"node-binance-api": "^0.8.5",
"winston": "^3.1.0",
"yargs": "^11.0.0"
},
"devDependencies": {
Expand Down