Updated MACD-STOP-CHASER

withlovei · Aug 17, 2020 · 40e2c3b · 40e2c3b
1 parent 8aaf477
commit 40e2c3b
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Showing 4 changed files with 37 additions and 17 deletions.
diff --git a/app/jobs/common/helper.js b/app/jobs/common/helper.js
@@ -247,15 +247,32 @@ const placeStopLossLimitOrder = async (
   indicators,
   stopLossLimitInfo
 ) => {
+  const { symbol } = symbolInfo;
+  const lastBuyPrice = +(cache.get(`last-buy-price-${symbol}`) || 0);
+  const lastCandleClose = +indicators.lastCandle.close;
+
+  if (lastCandleClose <= lastBuyPrice) {
+    logger.error({ lastCandleClose, lastBuyPrice }, `Last buy price is lower than current price. Do not place order.`);
+    return {
+      result: false,
+      message: `Last buy price is lower than current price. Do not place order.`,
+      lastCandleClose,
+      lastBuyPrice
+    };
+  }
+
   const basePrice = +indicators.lastCandle.close;
   const balance = balanceInfo.freeBalance;
   const lotPrecision = symbolInfo.filterLotSize.stepSize.indexOf(1) - 1;
   const orderPrecision = symbolInfo.filterPrice.tickSize.indexOf(1) - 1;
 
-  logger.info({ basePrice, balance, orderPrecision, stopLossLimitInfo }, 'Prepare params');
+  logger.info(
+    { lastBuyPrice, lastCandleClose, basePrice, balance, orderPrecision, stopLossLimitInfo },
+    'Prepare params'
+  );
 
-  const stopPrice = roundDown(basePrice * stopLossLimitInfo.stopPercentage, orderPrecision);
-  const price = roundDown(basePrice * stopLossLimitInfo.limitPercentage, orderPrecision);
+  const stopPrice = roundDown(basePrice * +stopLossLimitInfo.stopPercentage, orderPrecision);
+  const price = roundDown(basePrice * +stopLossLimitInfo.limitPercentage, orderPrecision);
 
   // Calculate quantity - commission
   const quantity = +(balance - balance * (0.1 / 100)).toFixed(lotPrecision);

diff --git a/app/jobs/macdStopChaser.js b/app/jobs/macdStopChaser.js
@@ -20,10 +20,11 @@ const execute = async logger => {
       `);
       orderResult = await macdStopChaserHelper.placeOrder(logger, 'buy', 100, indicators);
     } else if (tradeActionResult.action === 'sell') {
-      slack.sendMessage(`Signal: *SELL*
-      - Action Result: \`\`\`${JSON.stringify(tradeActionResult, undefined, 2)}\`\`\`
-      `);
-      orderResult = await macdStopChaserHelper.placeOrder(logger, 'sell', 100, indicators);
+      logger.info(`Got sell signal, but do nothing`);
+      // slack.sendMessage(`Signal: *SELL*
+      // - Action Result: \`\`\`${JSON.stringify(tradeActionResult, undefined, 2)}\`\`\`
+      // `);
+      // orderResult = await macdStopChaserHelper.placeOrder(logger, 'sell', 100, indicators);
     } else {
       orderResult = await macdStopChaserHelper.chaseStopLossLimitOrder(logger, indicators);
     }

diff --git a/app/jobs/macdStopChaser/helper.js b/app/jobs/macdStopChaser/helper.js
@@ -84,7 +84,7 @@ const determineAction = (logger, indicators) => {
 
   let allRising = true;
   let allFalling = true;
-  for (let i = -3; i < 0; i += 1) {
+  for (let i = -2; i < 0; i += 1) {
     let macdValue = 0;
     let macdSignal = 0;
     if (i !== -1) {
@@ -194,7 +194,7 @@ const placeOrder = async (logger, side, percentage, indicators) => {
 
   // 5. Place order
   const orderParams = {
-    symbol: config.get('jobs.macdStopChaser.symbol'),
+    symbol,
     side,
     type: 'LIMIT',
     quantity: orderQuantityInfo.orderQuantity,
@@ -213,6 +213,8 @@ const placeOrder = async (logger, side, percentage, indicators) => {
 
   logger.info({ orderResult }, 'Order result');
 
+  cache.set(`last-buy-price-${symbol}`, orderPriceInfo.orderPriceInfo);
+
   await slack.sendMessage(
     `Action Result: *${side}*
     - Order Result: \`\`\`${JSON.stringify(orderResult, undefined, 2)}\`\`\``
@@ -268,10 +270,10 @@ const chaseStopLossLimitOrder = async (logger, indicators) => {
   const basePrice = +indicators.lastCandle.close;
   // 3. If the order is not stop loss limit order, then do nothing
   if (order.type !== 'STOP_LOSS_LIMIT') {
-    logger.info({ order }, 'Order is not STOP_LOSS_LIMIT, do nothing.');
+    logger.info({ order }, 'Order is not STOP_LOSS_LIMIT, Do nothing.');
     return {
       result: false,
-      message: 'Order is not STOP_LOSS_LIMIT, do nothing.'
+      message: 'Order is not STOP_LOSS_LIMIT, Do nothing.'
     };
   }
 

diff --git a/config/default.json b/config/default.json
@@ -38,22 +38,22 @@
     "macdStopChaser": {
       "enabled": true,
       "cronTime": "* * * * * *",
-      "symbol": "BTCUSDT",
+      "symbol": "BNBUSDT",
       "macd": {
         "shortPeriod": 12,
         "longPeriod": 26,
         "signalPeriod": 9
       },
       "min": {
-        "period": 200
+        "period": 500
       },
       "candles": {
-        "interval": "1m",
-        "limit": 200
+        "interval": "3m",
+        "limit": 500
       },
       "stopLossLimit": {
-        "stopPercentage": 0.99,
-        "limitPercentage": 0.98
+        "stopPercentage": 0.998,
+        "limitPercentage": 0.985
       }
     }
   }