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 PrivateConfig = require('../PrivateConfig')
const NumKit = require('../kit/num-kit')
const TimeKit = require('../kit/time-kit')
const TableKit = require('../kit/table-kit')
const BinanceKit = require("../libs/binance/binance-kit");

const orderHandler = async function(context, task) {
  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

    // 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)) {
      if (token.BinancePrice > token.orderPrice) {
        // 止盈逻辑
        const isStopWin = token.BinancePrice > (token.orderPrice * (100 + PrivateConfig.stopWinPercentage) / 100)
        if (isStopWin) {
          const sellRst = await binanceSpot.sell(pair, -1, token.orderAmount)

          if (sellRst.executedQty) {
            const cummulativeQuoteQty = NumKit.getSubFloat(sellRst.cummulativeQuoteQty, 6)
            const executedQty = NumKit.getSubFloat(sellRst.executedQty, token.exchange.lotSize)
            const price = cummulativeQuoteQty / executedQty

            fileLogger.info(`[盈+]${pair}, price: ${token.orderPrice}->${price}, amount: ${token.orderAmount}.`)
            token.orderPrice = undefined
            token.nextHandleTime = new Date().getTime() + PrivateConfig.stopWinHandleSpaceHours * (60 * 60 * 1000)
          } else {
            token.orderPrice = undefined
            token.nextHandleTime = new Date().getTime() + PrivateConfig.stopWinHandleSpaceHours * (60 * 60 * 1000)

            fileLogger.error(`[止盈失败]${pair}, ${JSON.stringify(sellRst)}`)
          }
        }
      } else {
        // 止损逻辑
        const isStopLoss = token.BinancePrice < (token.orderPrice * (100 - PrivateConfig.stopLossPercentage) / 100)
        if (isStopLoss) {
          const sellRst = await binanceSpot.sell(pair, -1, token.orderAmount)

          if (sellRst.executedQty) {
            const cummulativeQuoteQty = NumKit.getSubFloat(sellRst.cummulativeQuoteQty, 6)
            const executedQty = NumKit.getSubFloat(sellRst.executedQty, token.exchange.lotSize)
            const price = cummulativeQuoteQty / executedQty

            fileLogger.info(`[损-]${pair}, price: ${token.orderPrice}->${price}, amount: ${token.orderAmount}.`)
            token.orderPrice = undefined
            token.nextHandleTime = new Date().getTime() + PrivateConfig.stopLossHandleSpaceHours * (60 * 60 * 1000)
          } else {
            token.orderPrice = undefined
            token.nextHandleTime = new Date().getTime() + PrivateConfig.stopLossHandleSpaceHours * (60 * 60 * 1000)

            fileLogger.error(`[止损失败]${pair}, ${JSON.stringify(sellRst)}`)
          }
        }
      }
    } else if (token.isLong) {
      // 1. 获取base资产数量
      const baseAssetAmount = accountAssetMap[Config.baseIerc20Token.symbol]

      // 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)

        continue;
      }

      // 2. 下单获取成交数量以及平均价格
      const buyRst = await binanceSpot.buy(pair, -1, PrivateConfig.baseTokenAmount)

      if (buyRst.executedQty) {
        const cummulativeQuoteQty = NumKit.getSubFloat(buyRst.cummulativeQuoteQty, 6)
        // 计算扣除手续费后的实际成交数量
        let executedQty = 0
        for (const fill of buyRst.fills) {
          executedQty += parseFloat(fill.qty)
          // 扣除支付的手续费
          if (fill.commissionAsset === token.exchange.symbol) {
            executedQty -= parseFloat(fill.commission)
          }
        }

        token.orderAmount = NumKit.getSubFloat(executedQty, token.exchange.lotSize)
        token.orderPrice = NumKit.getSubFloat(cummulativeQuoteQty / executedQty, token.exchange.priceTick)

        fileLogger.info(`[单]${pair}, volume:${cummulativeQuoteQty}, 买入${executedQty}, 均价${token.orderPrice}.`)

        accountAssetMap[Config.baseIerc20Token.symbol] = accountAssetMap[Config.baseIerc20Token.symbol] - cummulativeQuoteQty
      } else {
        fileLogger.error(`[下单失败]${JSON.stringify(buyRst)}`)
      }
    }
  }
}

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

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

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

      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 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 = PrivateConfig.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)
    }
  }
}

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、订单处理
  await orderHandler(context, task)
}

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

onePro.Start()