交易逻辑拆开处理

scripts/one-pro.js

@@ -9,77 +9,90 @@ const TableKit = require('../kit/table-kit')
 const BinanceKit = require("../libs/binance/binance-kit");
 const assert = require("assert");
 
-const orderHandler = async function(context, task) {
+const holdingHandler = async function(context, task, token, pair) {
   const fileLogger = task.fileLogger
-  const tokenMap = context.tokenMap
   const binanceSpot = context.binanceSpot
   const accountAssetMap = context.accountAssetMap
 
-  // 逐对处理交易信息
-  for (const tokenHash of Object.keys(tokenMap)) {
-    const token = tokenMap[tokenHash]
-    const pair = token.exchange.pair
+  // 这两个逻辑只有可能满足一个
+  let isStopWin = token.BinancePrice > (token.orderPrice * (100 + PrivateConfig.stopWinPercentage) / 100)
+  let isStopLoss = token.BinancePrice < (token.orderPrice * (100 - PrivateConfig.stopLossPercentage) / 100)
 
-    // 价格非法判定
-    if (!token.BinancePrice || !token.OneInchPrice) continue;
+  assert.notEqual(isStopWin && isStopLoss, true, '止盈止损逻辑错误，请认真检查。')
 
-    // 更新token的实际余额
-    // token.orderAmount = NumKit.getSubFloat(accountAssetMap[token.exchange.symbol], token.exchange.lotSize)
+  if (isStopWin || isStopLoss) {
+    const orderPrice = token.orderPrice
+    const orderAmount = token.orderAmount
 
-    // 卖出逻辑判定
-    if (token.orderPrice && token.orderAmount > Math.pow(10, -token.exchange.lotSize)) {
-      // 这两个逻辑只有可能满足一个
-      let isStopWin = token.BinancePrice > (token.orderPrice * (100 + PrivateConfig.stopWinPercentage) / 100)
-      let isStopLoss = token.BinancePrice < (token.orderPrice * (100 - PrivateConfig.stopLossPercentage) / 100)
+    token.orderPrice = undefined
+    token.nextHandleTime = new Date().getTime() + PrivateConfig.stopLossHandleSpaceHours * (60 * 60 * 1000)
 
-      assert.notEqual(isStopWin && isStopLoss, true, '止盈止损逻辑错误，请认真检查。')
+    try {
+      const sellMarketRst = await binanceSpot.sellMarket(pair, orderAmount)
 
-      if (isStopWin || isStopLoss) {
-        const orderPrice = token.orderPrice
-        const orderAmount = token.orderAmount
+      const price = NumKit.getSubFloat(sellMarketRst.avgPrice, token.exchange.priceTick)
+      const cummulativeQuoteQty = NumKit.getSubFloat(sellMarketRst.cummulativeQuoteQty, 6)
 
-        token.orderPrice = undefined
-        token.nextHandleTime = new Date().getTime() + PrivateConfig.stopLossHandleSpaceHours * (60 * 60 * 1000)
+      fileLogger.info(`[${isStopWin ? '盈+' : '损-'}]${pair}, `
+        .concat(`成交额${cummulativeQuoteQty}, 均价${orderPrice}->${price}, 卖出${orderAmount}个.`)
+      )
+    } catch (e) {
+      fileLogger.error(`[止${isStopWin ? '盈' : '损'}失败]${pair}, ${e}`)
+    }
+  }
+}
 
-        try {
-          const sellMarketRst = await binanceSpot.sellMarket(pair, orderAmount)
+const noHoldingHandler = async function(context, task, token, pair) {
+  const fileLogger = task.fileLogger
+  const binanceSpot = context.binanceSpot
+  const accountAssetMap = context.accountAssetMap
 
-          const price = NumKit.getSubFloat(sellMarketRst.avgPrice, token.exchange.priceTick)
-          const cummulativeQuoteQty = NumKit.getSubFloat(sellMarketRst.cummulativeQuoteQty, 6)
+  // 1. 获取base资产数量
+  const baseAssetAmount = accountAssetMap[Config.baseIerc20Token.symbol]
 
-          fileLogger.info(`[${isStopWin ? '盈+' : '损-'}]${pair}, `
-            .concat(`成交额${cummulativeQuoteQty}, 均价${orderPrice}->${price}, 卖出${orderAmount}个.`)
-          )
-        } catch (e) {
-          fileLogger.error(`[止${isStopWin ? '盈' : '损'}失败]${pair}, ${e}`)
-        }
-      }
-    } else if (token.isLong) {
-      // 1. 获取base资产数量
-      const baseAssetAmount = accountAssetMap[Config.baseIerc20Token.symbol]
+  // 2. 判断余额是否够下单
+  if (PrivateConfig.baseTokenAmount > baseAssetAmount) {
+    fileLogger.info(`[余额不足]${pair}, 需要: ${PrivateConfig.baseTokenAmount}, 剩余: ${baseAssetAmount}.`)
+    token.nextHandleTime = new Date().getTime() + PrivateConfig.stopLossHandleSpaceHours * (60 * 60 * 1000)
 
-      // 2. 判断余额是否够下单
-      if (PrivateConfig.baseTokenAmount > baseAssetAmount) {
-        fileLogger.info(`[余额不足]${pair}, 需要: ${PrivateConfig.baseTokenAmount}, 剩余: ${baseAssetAmount}.`)
-        token.nextHandleTime = new Date().getTime() + PrivateConfig.stopLossHandleSpaceHours * (60 * 60 * 1000)
+    return
+  }
 
-        continue
-      }
+  // 3. 下单获取成交信息
+  try {
+    const buyMarketRst = await binanceSpot.buyMarket(pair, PrivateConfig.baseTokenAmount)
 
-      // 3. 下单获取成交信息
-      try {
-        const buyMarketRst = await binanceSpot.buyMarket(pair, PrivateConfig.baseTokenAmount)
+    token.cummulativeQuoteQty = NumKit.getSubFloat(buyMarketRst.cummulativeQuoteQty, 6)
+    token.orderAmount = NumKit.getSubFloat(buyMarketRst.executedQty, token.exchange.lotSize)
+    token.orderPrice = NumKit.getSubFloat(buyMarketRst.avgPrice, token.exchange.priceTick)
 
-        token.cummulativeQuoteQty = NumKit.getSubFloat(buyMarketRst.cummulativeQuoteQty, 6)
-        token.orderAmount = NumKit.getSubFloat(buyMarketRst.executedQty, token.exchange.lotSize)
-        token.orderPrice = NumKit.getSubFloat(buyMarketRst.avgPrice, token.exchange.priceTick)
+    fileLogger.info(`[单]${pair}, 成交额${token.cummulativeQuoteQty}, 买入${token.orderAmount}个, 均价${token.orderPrice}.`)
 
-        fileLogger.info(`[单]${pair}, 成交额${token.cummulativeQuoteQty}, 买入${token.orderAmount}个, 均价${token.orderPrice}.`)
+    accountAssetMap[Config.baseIerc20Token.symbol] -= token.cummulativeQuoteQty
+  } catch (e) {
+    fileLogger.error(`[下单失败]${pair}, ${e}`)
+  }
+}
+
+const tradeLogic = async function(context, task) {
+  const tokenMap = context.tokenMap
+
+  // 逐对处理交易信息
+  for (const tokenHash of Object.keys(tokenMap)) {
+    const token = tokenMap[tokenHash]
+    const pair = token.exchange.pair
 
-        accountAssetMap[Config.baseIerc20Token.symbol] -= token.cummulativeQuoteQty
-      } catch (e) {
-        fileLogger.error(`[下单失败]${pair}, ${e}`)
-      }
+    // 价格非法判定
+    if (!token.BinancePrice || !token.OneInchPrice) continue;
+
+    // 更新token的实际余额
+    // token.orderAmount = NumKit.getSubFloat(accountAssetMap[token.exchange.symbol], token.exchange.lotSize)
+
+    // 卖出逻辑判定
+    if (token.orderPrice && token.orderAmount > Math.pow(10, -token.exchange.lotSize)) {
+      await holdingHandler(context, task, token, pair)
+    } else if (token.isLong) {
+      await noHoldingHandler(context, task, token, pair)
     }
   }
 }
@@ -174,8 +187,8 @@ const onTickFun = async function() {
   await accountHandler(context, task)
   // 展示关键信息
   showInfo(context, task)
-  // 交易、订单处理
-  await orderHandler(context, task)
+  // 交易逻辑
+  await tradeLogic(context, task)
 }
 
 const onePro = new OneTask('OnePro', PrivateConfig.delay, OneTask.baseInit, onTickFun)