fix minor issues

bitrinjani · Dec 19, 2017 · 2ecc1f3 · 2ecc1f3
1 parent fca878c
commit 2ecc1f3
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Showing 5 changed files with 28 additions and 10 deletions.
diff --git a/src/ArbitragerImpl.ts b/src/ArbitragerImpl.ts
@@ -83,7 +83,10 @@ export default class ArbitragerImpl implements Arbitrager {
       }
     }
 
-    this.printSpreadAnalysisResult(spreadAnalysisResult);
+    if (!exitFlag) {
+      this.printSpreadAnalysisResult(spreadAnalysisResult);
+    }
+
     const limitChecker = this.limitCheckerFactory.create(spreadAnalysisResult, exitFlag);
     const limitCheckResult = limitChecker.check();
     if (!limitCheckResult.success) {
@@ -92,7 +95,8 @@ export default class ArbitragerImpl implements Arbitrager {
       }
       return;
     }
-    if (exitFlag) {      
+
+    if (exitFlag) {
       this.log.info(t`FoundClosableOrders`);
     } else {
       this.log.info(t`FoundArbitrageOppotunity`);
@@ -167,8 +171,8 @@ export default class ArbitragerImpl implements Arbitrager {
     if (minExitTargetProfit === undefined && minExitTargetProfitPercent === undefined) {
       return false;
     }
-    this.log.debug(`activePairs: ${this.activePairs}`);
-    for (const pair of _.reverse(this.activePairs)) {
+    this.printActivePairs();
+    for (const pair of this.activePairs.slice().reverse()) {
       try {
         this.log.debug(`Analyzing pair: ${pair}...`);
         const result = await this.spreadAnalyzer.analyze(quotes, this.positionService.positionMap, pair);
@@ -236,4 +240,16 @@ export default class ArbitragerImpl implements Arbitrager {
       result.profitPercentAgainstNotional
     );
   }
+
+  private printActivePairs(): void {
+    if (this.activePairs.length === 0) {
+      return;
+    }
+    this.log.info(t`OpenPairs`);
+    this.activePairs.forEach(pair => {
+      this.log.info(
+        `[${pair[0].broker} ${pair[0].side} ${pair[0].size}, ${pair[1].broker} ${pair[1].side} ${pair[1].size}]`
+      );
+    });
+  }
 }
diff --git a/src/Coincheck/BrokerApi.ts b/src/Coincheck/BrokerApi.ts
@@ -9,7 +9,7 @@ import {
 import { setTimeout } from 'timers';
 
 export default class BrokerApi {
-  private static CACHE_MS = 50;
+  private static CACHE_MS = 1000;
   private leveragePositionsCache?: LeveragePosition[];
   private readonly baseUrl = 'https://coincheck.com';
   private readonly webClient: WebClient = new WebClient(this.baseUrl);

diff --git a/src/SpreadAnalyzerImpl.ts b/src/SpreadAnalyzerImpl.ts
@@ -26,7 +26,6 @@ export default class SpreadAnalyzerImpl implements SpreadAnalyzer {
       throw new Error('Invalid closing pair.');
     }
 
-    this.log.info(t`AnalyzingQuotes`);
     const { config } = this.configStore;
     if (_.isEmpty(positionMap)) {
       throw new Error('Position map is empty.');

diff --git a/src/config_default.json b/src/config_default.json
@@ -4,8 +4,9 @@
   "priceMergeSize": 100,
   "maxSize": 0.01,
   "minSize": 0.01,
-  "minTargetProfit": 1,
+  "minTargetProfit": 10,
   "minTargetProfitPercent": 0.00,
+  "minExitTargetProfit": -5,
   "iterationInterval": 3000,
   "positionRefreshInterval": 5000,
   "sleepAfterSend": 5000,

diff --git a/src/stringResources.ts b/src/stringResources.ts
@@ -44,7 +44,8 @@ export const en = {
   WaitingForPositionService: 'Waiting for Position Service...',
   FilledSummary: 'Filled: %s %s %d BTC filled at %s',
   UnfilledSummary: 'Pending: %s %s %d BTC sent at %s, pending size %d BTC',
-  FoundClosableOrders: 'Found closable orders.'
+  FoundClosableOrders: 'Found closable orders.',
+  OpenPairs: 'Open pairs:'
 };
 
 export const ja = {
@@ -57,7 +58,7 @@ export const ja = {
   BothLegsAreSuccessfullyFilled: '>>両方のオーダーの約定完了。',
   BuyFillPriceIs: '>>買い約定価格: %s',
   BuyLegIsNotFilledYetPendingSizeIs: '>>買いオーダー未約定。残り数量%s',
-  CheckingIfBothLegsAreDoneOrNot: '>>両方のオーダーが約定したか確認中...',
+  CheckingIfBothLegsAreDoneOrNot: '>>約定確認中...',
   ExpectedProfit: '予想収益　　',
   FailedToGetASpreadAnalysisResult: 'スプレッド解析結果の取得に失敗しました。取引所設定のmaxLongPosition, maxShortPositionが十分に大きいか確認してください。 %s',
   FoundArbitrageOppotunity: '>>裁定機会を発見。',
@@ -92,5 +93,6 @@ export const ja = {
   WaitingForPositionService: 'ポジションサービスの待機中...',
   FilledSummary: '>>約定済み: %s %s %d BTC 約定価格 %s',
   UnfilledSummary: '>>執行中: %s %s %d BTC 指値 %s, 残り数量 %d BTC',
-  FoundClosableOrders: 'クローズ可能なオーダーを発見。'
+  FoundClosableOrders: 'クローズ可能なオーダーを発見。',
+  OpenPairs: 'オープン状態のオーダーペア:'
 };