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 BinanceKit = require("../libs/binance/binance-kit");
const NumKit = require('../kit/num-kit')
const TimeKit = require('../kit/time-kit')
const TableKit = require('../kit/table-kit')
const Context = require("../libs/context")
const assert = require("assert");
const TickKit = require("../kit/tick-kit");

const holdingHandler = async function(context, task, token, pair) {
  const config = context.config
  const fileLogger = task.fileLogger
  const binanceSpot = context.binanceSpot
  const accountAssetMap = context.accountAssetMap

  const nowTimestamp = new Date().getTime()
  // 这两个逻辑只有可能满足一个
  const isHardStopWin = token.BinancePrice > (token.orderPrice * (100 + config.hardStopWinPercentage) / 100)
  const isTimeOverStopWin = token.BinancePrice > token.orderPrice && nowTimestamp > token.orderTime + config.stopWinTimeOverHours * TimeKit.ONE_HOUR

  const isHardStopLoss = token.BinancePrice < (token.orderPrice * (100 - config.hardStopLossPercentage) / 100)
  const isTimeOverStopLoss = token.BinancePrice < token.orderPrice && nowTimestamp > token.orderTime + config.stopLossTimeOverHours * TimeKit.ONE_HOUR

  const isStopWin = isHardStopWin || isTimeOverStopWin
  const isStopLoss = isHardStopLoss || isTimeOverStopLoss

  const isTimeOverStop = isTimeOverStopWin || isTimeOverStopLoss

  assert.notEqual(isStopWin && isStopLoss, true, '止盈止损逻辑错误，请认真检查。')

  if (isStopWin || isStopLoss) {
    const orderPrice = token.orderPrice
    const orderAmount = token.orderAmount

    token.orderPrice = undefined
    token.orderAmount = undefined
    token.nextHandleTime = nowTimestamp + config.stopLossHandleSpaceHours * TimeKit.ONE_HOUR

    try {
      const sellMarketRst = await binanceSpot.sellMarket(pair, orderAmount)

      const price = NumKit.getSubFloat(sellMarketRst.avgPrice, token.exchange.priceTick)
      const cummulativeQuoteQty = NumKit.getSubFloat(sellMarketRst.cummulativeQuoteQty, 6)

      // 交易数据持久化
      await token.save()

      const log = `[${isTimeOverStop ? '时' : '强'}${isStopWin ? '盈+' : '损-'}]${pair}, `
        + `成交额${cummulativeQuoteQty}, 均价${orderPrice}->${price}, 卖出${orderAmount}个.`
      fileLogger.info(log)
    } catch (e) {
      const log = `[${isTimeOverStop ? '时' : '强'}止${isStopWin ? '盈' : '损'}失败]${pair}, ${e}`
      fileLogger.error(log)
    }
  }
}

const noHoldingHandler = async function(context, task, token, pair) {
  const config = context.config
  const fileLogger = task.fileLogger
  const binanceSpot = context.binanceSpot
  const accountAssetMap = context.accountAssetMap

  const nowTimestamp = new Date().getTime()

  // 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 (config.baseTokenAmount > baseAssetAmount) {
    fileLogger.info(`[余额不足]${pair}, 需要: ${config.baseTokenAmount}, 剩余: ${baseAssetAmount}.`)
    token.nextHandleTime = nowTimestamp + config.stopLossHandleSpaceHours * TimeKit.ONE_HOUR

    return
  }

  // 3. 下单获取成交信息
  try {
    const buyMarketRst = await binanceSpot.buyMarket(pair, config.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.orderTime = nowTimestamp

    // 关键数据持久化
    await token.save()

    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

    // 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)
    }
  }
}

const table = new TableKit(['pair', '1inch', 'binance', 'order price', 'profit(%)', 'next time'], 20)
const showInfo = function(context, task) {
  const config = context.config
  const logger = task.logger
  const tokenMap = context.tokenMap
  const accountAssetMap = context.accountAssetMap

  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 mas = TickKit.MA(token.ticks, config.maPeriod)
    const maValue = mas[mas.length - 1]
    const percentage = NumKit.getSubFloat((DiffPrice / OneInchPrice) * 100, 2)
    const orderPrice = token.orderPrice ? token.orderPrice : ''
    const orderPercentage = orderPrice ? NumKit.getSubFloat(((BinancePrice - orderPrice) / orderPrice) * 100, 2) : ''
    const nextTimeStr = token.nextHandleTime ? TimeKit.getTimeByMillisecond(token.nextHandleTime) : ''

    // 价格非法判定
    const priceCondition = (() => {
      return OneInchPrice && BinancePrice
    })()

    const rows = [pair.toString(), OneInchPrice.toString(), BinancePrice.toString(),
      orderPrice.toString(), orderPercentage.toString(), nextTimeStr]

    // 入场信号
    token.isLong = (() => {
      const percentageCondition = percentage > config.percentageLimit

      const isNoPrevHandleTime = !token.nextHandleTime
      const isTimeCover = new Date().getTime() > token.nextHandleTime
      const timeCondition = isNoPrevHandleTime || isTimeCover
      const priceCondition = BinancePrice > maValue

      return priceCondition && percentageCondition && timeCondition
    })()

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

  logger.info(`${config.baseIerc20Token.symbol} asset amount: ${accountAssetMap[config.baseIerc20Token.symbol]}.`)
  logger.info('')

}

const priceHandler = async function(context, task) {
  const config = context.config
  const tokenMap = context.tokenMap
  const tokenContractAddressList = Object.keys(tokenMap)

  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, fromIerc20Token.decimals), priceTick)
    const BinancePrice = NumKit.getSubFloat(await BinanceSpot.realPrice(toToken.exchange.pair), priceTick)
    const ticks = BinanceKit.parseCloseTicks(await BinanceSpot.klines(toToken.exchange.pair))

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

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

const accountHandler = async function(context, task) {
  const accountInfoRst = await context.binanceSpot.accountInfo()
  context.accountAssetMap = BinanceKit.parseBalancesToAccountAssetMap(accountInfoRst.balances)
}

const onTickFun = async function() {
  const task = this
  const context = task.context

  // 搜集所有价格数据
  await priceHandler(context, task)
  // 获取账户数据
  await accountHandler(context, task)
  // 展示关键信息
  showInfo(context, task)
  // 交易逻辑
  await tradeLogic(context, task)
}

const context = new Context()
const onePro = new OneTask('OnePro', context, OneTask.baseInit, onTickFun)

onePro.setDelayTime(onePro.context.config.delay)

onePro.Start().then(() => {})