one/scripts/one-pro.js

const OneTask = require('../libs/one-task')
const OneInch = require('../libs/web3/1inch')
const BinanceSpot = require('../libs/binance/binance-spot')
const Config = require('../config/config')
const NumKit = require('../kit/num-kit')
const TimeKit = require('../kit/time-kit')
const TableKit = require('../kit/table-kit')

const orderHandler = function(context, task) {
  const fileLogger = task.fileLogger
  const tokenMap = context.tokenMap

  // 逐对处理交易信息
  Object.keys(tokenMap).forEach((tokenHash) => {
    const token = tokenMap[tokenHash]
    const pair = token.exchange.pair

    // 价格非法判定
    if (!token.BinancePrice || !token.OneInchPrice) return

    // 卖出逻辑判定
    if (token.orderPrice) {
      // TODO 对接卖出交易
      if (token.BinancePrice > token.orderPrice) {
        // 止盈逻辑
        const isStopWin = token.BinancePrice > (token.orderPrice * (100 + Config.stopWinPercentage) / 100)
        if (isStopWin) {
          fileLogger.info(`[止盈]${pair}, price: ${token.orderPrice}->${token.BinancePrice}, amount: ${token.orderAmount}.`)
          token.orderPrice = undefined
          token.prevHandleTime = new Date().getTime()
        }
      } else {
        // 止损逻辑
        const isStopLoss = token.BinancePrice < (token.orderPrice * (100 - Config.stopLossPercentage) / 100)
        if (isStopLoss) {
          fileLogger.info(`[止损]${pair}, price: ${token.orderPrice}->${token.BinancePrice}, amount: ${token.orderAmount}.`)
          token.orderPrice = undefined
          token.prevHandleTime = new Date().getTime()
        }
      }
    } else if (token.isLong) {
      // TODO 对接买入交易
      token.prevHandleTime = new Date().getTime()
      token.orderPrice = token.BinancePrice
      token.orderBaseAmount = Config.baseTokenAmount

      token.orderAmount = NumKit.getSubFloat(Config.baseTokenAmount / token.orderPrice, token.exchange.priceTick)

      fileLogger.info(`[订单]${pair}, volume: ${Config.baseTokenAmount}, price: ${token.orderPrice}, amount: ${token.orderAmount}.`)
    }
  })
}

const table = new TableKit(['pair', 'binance', 'order price', 'profit', 'prev time'], 20)

const pricesHandler = function(context, task) {
  const logger = task.logger
  const fileLogger = task.fileLogger
  const tokenMap = context.tokenMap

  table.printTitles()

  Object.keys(tokenMap).forEach((tokenHash) => {
    const token = tokenMap[tokenHash]
    const pair = token.exchange.pair
    const OneInchPrice = token.OneInchPrice ? token.OneInchPrice : NaN
    const BinancePrice = token.BinancePrice ? token.BinancePrice : NaN
    const DiffPrice = token.DiffPrice
    const percentage = NumKit.getSubFloat((DiffPrice / OneInchPrice) * 100, 2)
    const orderPrice = token.orderPrice ? token.orderPrice : NaN
    const orderPercentage = NumKit.getSubFloat(((BinancePrice - orderPrice) / orderPrice) * 100, 2)
    const prevTimeStr = token.prevHandleTime ? TimeKit.getTimeByMillisecond(token.prevHandleTime) : ''

    // 价格非法的就不处理了
    // if ((() => {
    //
    // })()) return

    const rows = [pair.toString(), BinancePrice.toString(), orderPrice.toString(), orderPercentage.toString().concat('%'), prevTimeStr]

    // 识别到在拉盘
    token.isLong = (() => {
      const percentageCondition = percentage > Config.percentageLimit

      const isNoPrevHandleTime = !token.prevHandleTime
      const isTimeCover = new Date().getTime() > token.prevHandleTime + Config.handleSpaceHours * (60 * 60 * 1000)
      const timeCondition = isNoPrevHandleTime || isTimeCover

      return percentageCondition && timeCondition
    })()

    // 打印表格
    table.showLine(rows, undefined)
  })
  table.printEndLine(logger)
}

const onTickFun = async function() {
  const task = this
  const context = task.context
  const tokenMap = context.tokenMap
  const tokenContractAddressList = Object.keys(tokenMap)

  // 搜集所有价格数据
  for (const tokenHash of tokenContractAddressList) {
    const toToken = tokenMap[tokenHash]
    const priceTick = toToken.exchange.priceTick
    const fromIerc20Token = Config.baseIerc20Token
    const amount = Config.baseTokenAmount

    const OneInchPrice = NumKit.getSubFloat(await OneInch.price(fromIerc20Token.contract, tokenHash, amount), priceTick)
    const BinancePrice = NumKit.getSubFloat(await BinanceSpot.realPrice(toToken.exchange.pair), priceTick)

    toToken.OneInchPrice = OneInchPrice
    toToken.BinancePrice = BinancePrice
    toToken.DiffPrice = BinancePrice - OneInchPrice

    if ((() => {
      return Math.abs(toToken.DiffPrice) < Math.pow(10, -priceTick)
    })()) {
      toToken.DiffPrice = 0
    } {
      toToken.DiffPrice = NumKit.getSubFloat(toToken.DiffPrice, priceTick)
    }
  }

  // 价格处理帧
  pricesHandler(context, task)
  // 交易、订单处理
  orderHandler(context, task)
}

const onePro = new OneTask('OnePro', Config.delay, OneTask.baseInit, onTickFun)

onePro.Start()