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binance.js.save.2
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binance.js.save.2
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const Binance = require('binance-api-node').default
var PortfolioAnalytics = require('portfolio-analytics');
var sleep2 = require('system-sleep')
var request = require("request")
var bodyParser = require('body-parser')
const express = require('express');
const app = express();
const client = Binance({
apiKey: process.env.binApiKey || 'XGjzcjFqDgd06qg6fNpjAIUzzebrbURXup3Z7P1OCXBoq8SoFvnYV0pgCoN69gbG',
apiSecret: process.env.binApiSecret || 'yZ1oFZFGkJjn3CPK9XsRkuJXQJzKohZPhhv6Jz5GmcsAN1cOVevEWeSLJPBNzlYM'
})
let testing = false;
let renew = {}
let targetSpread = .7;
let targetVolDiv = 6;
let targetVolMult = 2000;
let maxOrder = 1500000;
let maxBetterVol = 1.5;
let neversellataloss = true;
let stoploss = 0.88;
let neversellatalossReductionIntervalMinutes = 10;
let changed = {}
let msg;
let dontbuy = {}
let bals = {}
let rdiff = 0;
let retdiff = 0;
let rdiffs = []
let retdiffs = []
let returnPortfolio;
let benchmark;
let zeroRisk;
let sharpe;
const binance = Binance({
apiKey: '',
apiSecret: ''
})
const {
PublicClient
} = require("@okfe/okex-node");
const {
V3WebsocketClient
} = require("@okfe/okex-node");
const {
AuthenticatedClient
} = require("@okfe/okex-node");
const pClient = new PublicClient();
const wss = new V3WebsocketClient();
wss.connect();
var _ = require("underscore")
var moment = require("moment");
const WebSocket = require('ws');
wss.on('open', function open() {
//////console.log('opened!');
});
var asks = []
var bids = []
const bfx = require('./bfx.js')
const ws2 = bfx.ws(2, {
transform: true
})
const rest = bfx.rest(2, {});
let keys = []
let keys2 = []
rest.symbols().then(symbols => {
for (var s in symbols) {
//////console.log('t' + symbols[s].toUpperCase());
if (symbols[s].toUpperCase().slice(-3) == "ETH" || symbols[s].toUpperCase().slice(-3) == "BTC" || symbols[s].toUpperCase().slice(-3) == "USD") {
if (!keys2.includes('t' + symbols[s].toUpperCase())){
keys.push('trade:1m:t' + symbols[s].toUpperCase());
keys2.push('t' + symbols[s].toUpperCase());
}
}
}
})
wss.on('message', function incoming(data) {
try {
for (var v in JSON.parse(data).data) {
if (JSON.parse(data).data[v].last) {
var symbol = JSON.parse(data).data[v].instrument_id.replace('-', '')
if (asks[symbol] == undefined) {
asks[symbol] = []
bids[symbol] = []
}
if (asks[symbol]['okex'] == undefined) {
asks[symbol]['okex'] = JSON.parse(data).data[v].best_ask;
bids[symbol]['okex'] = JSON.parse(data).data[v].best_bid;
}
asks[symbol]['okex'] = JSON.parse(data).data[v].best_ask;
bids[symbol]['okex'] = JSON.parse(data).data[v].best_bid;
}
}
gogo['okexTrades'] = true
} catch (err) {
}
});
app.use(bodyParser.json()); // to support JSON-encoded bodies
app.use(bodyParser.urlencoded({ // to support URL-encoded bodies
extended: true
}));
let btcstart = parseFloat(process.env.btcstart) || 0.016239972950975998
let bnbstart = parseFloat(process.env.bnbstart) || 3.931911229444834
let usdstart = parseFloat(process.env.usdstart) || 65.39674707628525
let btcref = parseFloat(process.env.btcref) || 4018
let bals3 = {}
let balscombined = {}
let bals4 = {}
let least = 99999999999999999999999999999999;
app.set('view engine', 'ejs');
var MongoClient = require('mongodb').MongoClient;
let gocount = 0;
app.listen(process.env.binPORT || 80, function() {});
var sortBy = (function() {
var toString = Object.prototype.toString,
// default parser function
parse = function(x) {
return x;
},
// gets the item to be sorted
getItem = function(x) {
var isObject = x != null && typeof x === "object";
var isProp = isObject && this.prop in x;
return this.parser(isProp ? x[this.prop] : x);
};
/**
* Sorts an array of elements.
*
* @param {Array} array: the collection to sort
* @param {Object} cfg: the configuration options
* @property {String} cfg.prop: property name (if it is an Array of objects)
* @property {Boolean} cfg.desc: determines whether the sort is descending
* @property {Function} cfg.parser: function to parse the items to expected type
* @return {Array}
*/
return function sortby(array, cfg) {
if (!(array instanceof Array && array.length)) return [];
if (toString.call(cfg) !== "[object Object]") cfg = {};
if (typeof cfg.parser !== "function") cfg.parser = parse;
cfg.desc = !!cfg.desc ? -1 : 1;
return array.sort(function(a, b) {
a = getItem.call(cfg, a);
b = getItem.call(cfg, b);
return cfg.desc * (a < b ? -1 : +(a > b));
});
};
}());
var gogo = []
app.post('/', (req, res) => {
doPost(req, res);
});
// See 'options' reference below
let sleep = (ms) => new Promise(resolve => setTimeout(resolve, ms));
let avgBids = {}
setInterval(function(){
for (var symbol in divisor){
divisor[symbol] = divisor[symbol] * 1.0001
buyOs[symbol] = buyOs[symbol] / divisor[symbol]
}
}, 60 * neversellatalossReductionIntervalMinutes * 1000)
setInterval(function(){
for (var b in bids) {
let total = 0;
let c = 0;
for( var ex in bids[b]){
total+=parseFloat(bids[b][ex])
c++;
}
avgBids[b] = total / c
if (divisor[b] != undefined){
//buyOs[b] = buyOs[b] / divisor[b]
}
}
}, 15000)
setTimeout(async function() {
for (var p in pairs) {
wss.subscribe("spot/ticker:" + pairs[p].replace('/', '-'));
sleep2(2)
doOthers({
symbol: pairs[p]
});
}
}, 10000);
let pairs = []
binance.ws.allTickers(tickers => {
for (var t in tickers) {
if (asks[tickers[t].symbol] == undefined) {
asks[tickers[t].symbol] = {}
bids[tickers[t].symbol] = {}
}
let pair;
if (tickers[t].symbol.substring(tickers[t].symbol.length - 4, tickers[t].symbol.length).startsWith('USD')) {
pair = tickers[t].symbol.substring(0, tickers[t].symbol.length - 4) + '/' + tickers[t].symbol.substring(tickers[t].symbol.length - 4, tickers[t].symbol.length);
} else {
pair = tickers[t].symbol.substring(0, tickers[t].symbol.length - 3) + '/' + tickers[t].symbol.substring(tickers[t].symbol.length - 3, tickers[t].symbol.length);
}
if (!pairs.includes(pair)) {
pairs.push(pair);
}
asks[tickers[t].symbol]['binance'] = tickers[t].bestAsk
bids[tickers[t].symbol]['binance'] = tickers[t].bestBid
}
})
async function doOthers(mv) {
var pair = mv.symbol.replace('/', '')
if (pair.slice(-3) == "USD") {
pair += "T"
}
var ts = Math.round(new Date().getTime() / 1000);
var tsYesterday = ts - (0.005 * 3600);
if (pair == "BTCUSDT") {
var p = "XBTUSD";
} else {
var p = pair;
}
var opts = {
'symbol': p,
'startTime': moment(tsYesterday * 1000).format()
};
//////console.log(opts);
var pd = pair.split('/')[0]
if (pd.slice(-3) == "USD") {
pd += "T"
}
//////console.log(pd);
try {
var p;
if (pair == "BTC/USDT") {
p = 'btc_usdt';
} else {
p = pair
}
} catch (err) {
console.log(err); gogo['okexTrades'] = true;
}
try {
if (pair.slice(-4) == "USDT") {
var p = pair.substr(0, pair.length - 1).split('/')[0];
} else {
var p = pair.split('/')[0];
}
if (keys2.includes('t' + p)){
ws2.subscribeTicker("t" + p)
}
} catch (err) {
gogo['bitfinexTrades'] = true;
}
}
ws2.onTicker({}, (ticker) => {
var p = ticker.symbol.substr(1, ticker.symbol.length)
if (p.slice(-3) == 'USD') {
p += "T"
}
if (asks[p] == undefined) {
asks[p] = []
bids[p] = []
}
asks[p]['bitfinex'] = ticker.ask
bids[p]['bitfinex'] = ticker.bid
gogo['bitfinexTrades'] = true;
})
ws2.open()
var done = []
setInterval(function(){
doSharpe();
}, 60 * 1000);
async function doSharpe(){
rdiffs.push(rdiff)
retdiffs.push(retdiff)
if (rdiffs.length > 100){
rdiffs.shift();
retdiffs.shift();
}
////console.log(rdiff)
// Build the equity curves corresponding to the returns
returnPortfolio = new Array(retdiffs.length +1);
benchmark = new Array(rdiffs.length +1 );
zeroRisk = new Array(rdiffs.length +1);
returnPortfolio[0] = retdiffs[0];
benchmark[0] = rdiffs[0];
zeroRisk[0] = rdiffs[0];
for (var i=0; i<retdiffs.length; ++i) {
returnPortfolio[i+1] = returnPortfolio[i] * (1 + retdiffs[i]);
benchmark[i+1] = benchmark[i] * (1 + rdiffs[i]);
zeroRisk[i+1] = zeroRisk[i];
}
sharpe = PortfolioAnalytics.sharpeRatio(returnPortfolio, benchmark)
////console.log('sharpe: ' + sharpe)
}
setTimeout(function(){
doSharpe();
}, 20000)
setTimeout(function(){
doSharpe();
}, 24000)
app.get('/update', (req, res) => {
doPost(req, res)
})
app.get('/', (req, res) => {
doPost(req, res)
})
app.post('/', (req, res) => {
doPost(req, res)
})
let maxbal = 50;
let total2 = 0;
let bnbtotal = 0;
let btctotal = 0;
let trades2 = []
let tradeids = []
let tradedBalsPlus = {}
let tradedBalsMinus = {}
let totalbefore = 0;
let thebooks = {}
async function books(){
let gos = {}
let avgs = {}
for (var v in vols) {
avgs[v] = vols[v] / cs[v];
}
for (var a in avgs) {
if (a != 'USDS') {
for (var t in tickVols) {
if (t.substring(t.length - 3, t.length) == a) {
if (tickVols[t] > avgs[a] / targetVolDiv && tickVols[t] < avgs[a] * targetVolMult && spreads[t] > targetSpread) {
if (gos[a] == undefined) {
gos[a] = {}
}
gos[a][(t)] = tickVols[t];
}
} else if (t.substring(t.length - 4, t.length) == a) {
if (tickVols[t] > avgs[a] / targetVolDiv && tickVols[t] < avgs[a] * targetVolMult && spreads[t] > targetSpread) {
if (gos[a] == undefined) {
gos[a] = {}
}
gos[a][(t)] = tickVols[t];
}
}
}
}
}
for (var g in gos){
for (var symbol in gos[g]){
client.ws.partialDepth({ symbol: symbol, level: 20 }, depth => {
thebooks[depth.symbol] = {asks: depth.asks, bids: depth.bids}
})
}
}
}
let starttime2 = new Date().getTime() - 24 * 60 * 60 * 1000;
setInterval(function(){
books()
}, 30000)
let ts = {}
async function getTrades(){
let gos = {}
let avgs = {}
tradedBalsPlus = {}
tradedBalsMinus = {}
for (var v in vols) {
avgs[v] = vols[v] / cs[v];
}
for (var a in avgs) {
if (a != 'USDS') {
for (var t in tickVols) {
if (t.substring(t.length - 3, t.length) == a) {
if (tickVols[t] > avgs[a] / targetVolDiv && tickVols[t] < avgs[a] * targetVolMult && spreads[t] > targetSpread) {
if (gos[a] == undefined) {
gos[a] = {}
}
gos[a][(t)] = tickVols[t];
}
} else if (t.substring(t.length - 4, t.length) == a) {
if (tickVols[t] > avgs[a] / targetVolDiv && tickVols[t] < avgs[a] * targetVolMult && spreads[t] > targetSpread) {
if (gos[a] == undefined) {
gos[a] = {}
}
gos[a][(t)] = tickVols[t];
}
}
}
}
}
for (var g in gos){
for (var symbol in gos[g]){
let trades = (await client.myTrades({
symbol: symbol,
}))
ts[symbol]=(trades)
for (var t in trades){
if (!tradeids.includes(trades[t].id + trades[t].time )&& parseFloat(trades[t].time) > starttime2){
//////console.log(trades[t])
tradeids.push(trades[t].id + trades[t].time);
trades2.push({'symbol': symbol, 'price': trades[t].price, 'isBuyer': trades[t].isBuyer, 'time': trades[t].time})
if (trades[t].symbol != 'ETHBTC' && trades[t].symbol != 'USDBTC' && trades[t].symbol != 'BTCUSD'){
if (trades[t].symbol.substring(trades[t].symbol.length - 4, trades[t].symbol.length).startsWith('USD') || trades[t].symbol.substring(trades[t].symbol.length - 3, trades[t].symbol.length).startsWith('USD')){
btcVol += parseFloat(trades[t].quoteQty)* btcs['USD']
}
else if (trades[t].symbol.substring(trades[t].symbol.length - 3, trades[t].symbol.length) == 'ETH'){
btcVol += parseFloat(trades[t].quoteQty)* btcs['ETH']
}
else if (trades[t].symbol.substring(trades[t].symbol.length - 3, trades[t].symbol.length) == 'BTC'){
btcVol += ((parseFloat(trades[t].quoteQty)))
}
else if (trades[t].symbol.substring(trades[t].symbol.length - 3, trades[t].symbol.length) == 'BNB'){
btcVol += (((parseFloat(trades[t].quoteQty) * btcs['BNB'])))
}
}
if (trades[t].time > starttime2){
if (trades[t].isBuyer){
if (tradedBalsPlus[trades[t].symbol] == undefined){
tradedBalsPlus[trades[t].symbol] = {price: [], qty: []}
}
tradedBalsPlus[trades[t].symbol].price.push(parseFloat(trades[t].price))
tradedBalsPlus[trades[t].symbol].qty.push(parseFloat(trades[t].qty))
}
else {
renew[symbol] = true;
changed[symbol] = true;
if (tradedBalsMinus[trades[t].symbol] == undefined){
tradedBalsPlus[trades[t].symbol] = {price: [], qty: []}
tradedBalsMinus[trades[t].symbol] = {price: [], qty: []}
}
tradedBalsMinus[trades[t].symbol].price.push(parseFloat(trades[t].price))
//tradedBalsPlus[trades[t].symbol].qty.push(-1*parseFloat(trades[t].qty))
//tradedBalsPlus[trades[t].symbol].price.push(parseFloat(trades[t].price))
tradedBalsMinus[trades[t].symbol].qty.push(parseFloat(trades[t].qty))
}
}
}
}
}
}
let doSyms = []
for (var t in ts){
if (!doSyms.includes(t)){
console.log(t)
doSyms.push(t)
}
}
for (var symbol in doSyms){
let upperprice = 0;
let lowerprice = 999999999999999999999999999;
let qty = 0;
let qty2 = 0
let lp;
try {
for (var buy in tradedBalsPlus[doSyms[symbol]].price){
if (tradedBalsPlus[doSyms[symbol]].price[buy] > upperprice){
if (tradedBalsPlus[doSyms[symbol]].qty[buy] > 0){
upperprice=tradedBalsPlus[doSyms[symbol]].price[buy];
}
}
if (tradedBalsPlus[doSyms[symbol]].price[buy] < lowerprice){
if (tradedBalsPlus[doSyms[symbol]].qty[buy] > 0){
lowerprice = tradedBalsPlus[doSyms[symbol]].price[buy]
}
lp = buy;
}
}
for (var qtys in tradedBalsPlus[doSyms[symbol]].qty){
qty += tradedBalsPlus[doSyms[symbol]].qty[qtys]
}
for (var qtys in tradedBalsMinus[doSyms[symbol]].qty){
qty2 += tradedBalsMinus[doSyms[symbol]].qty[qtys]
}
let diff = (upperprice - lowerprice) ;
let diff2 = diff * qty / qty2
let diff3 = upperprice - diff2
if (diff != upperprice){
console.log(doSyms[symbol] + ' buyo update!')
console.log(buyOs[doSyms[symbol] ])
if (usddiff < 0){
//buyOs[doSyms[symbol]] = diff3 * (1-(usddiff/100/(gocount / 4)));
}
else {
//buyOs[doSyms[symbol]] = diff3 * 1.002;
}
console.log(buyOs[doSyms[symbol] ])
}
}catch(err){
console.log(err);
}
}
}
let buyOrders = 0;
let sellOrders = 0;
let numOrders = 0;
let btcVol = 0;
setInterval(function(){
getTrades()
}, 65 * 1001)
let usddiff;
async function doPost(req, res) {
let gos = {}
let avgs = {}
for (var v in vols) {
avgs[v] = vols[v] / cs[v];
}
for (var a in avgs) {
if (a != 'USDS') {
for (var t in tickVols) {
renew[t] = true;
if (t.substring(t.length - 3, t.length) == a) {
if (tickVols[t] > avgs[a] / targetVolDiv && tickVols[t] < avgs[a] * targetVolMult && spreads[t] > targetSpread) {
if (gos[a] == undefined) {
gos[a] = {}
}
gos[a][(t)] = tickVols[t];
}
} else if (t.substring(t.length - 4, t.length) == a) {
if (tickVols[t] > avgs[a] / targetVolDiv && tickVols[t] < avgs[a] * targetVolMult && spreads[t] > targetSpread) {
if (gos[a] == undefined) {
gos[a] = {}
}
gos[a][(t)] = tickVols[t];
}
}
}
}
}
let buyOrders = 0;
let sellOrders = 0;
for (var g in gos){
for (var symbol in gos[g]){
let orders2 = (await client.openOrders({
symbol: symbol,
}))
numOrders = orders2.length
for (var o in orders2){
if (orders2[o].side == 'BUY'){
buyOrders++;
}
else {
sellOrders++;
}
}
}
}
numOrders = buyOrders + sellOrders;
total2 = 0;
//let bals = balscombined
total2 = 0;
bnbtotal = 0;
btctotal = 0;
//////console.log(bals)
for (var bal in bals){
// ////console.log(parseFloat(bals[bal]))
if (bals[bal] > 0.00001 && btcs[bal] > 0 || btcs2[bal] > 0){
if (bal.startsWith('USD')){
total2 += parseFloat(bals[bal])
}
else if (bal == 'BTC'){
total2 += parseFloat(bals[bal]) * parseFloat(btcs[bal])
}
else if (bal == 'ETH'){
total2 += parseFloat(bals[bal]) * parseFloat(btcs2[bal])
} else if (bal == 'BNB'){
total2 += parseFloat(bals[bal]) * parseFloat(btcs2[bal])
} else {
// //console.log(bal + ': ' + parseFloat(bals[bal]) * parseFloat(btcs2[bal]))
total2 += parseFloat(bals[bal]) * parseFloat(btcs2[bal])
}
}
}
//console.log('total2 before: ' + total2)
if (true){
let refdiff = 100* (-1 * (1 - (btcs['BTC'] / btcref)));
usddiff = 100* (-1 * (1 - (total2 / usdstart)));
btctotal = (((total2 / btcs['BTC'])));
bnbtotal = (((total2 / btcs2['BNB'])));
let btcdiff = 100* (-1 * (1 - (btctotal / btcstart)));
let bnbdiff = 100* (-1 * (1 - (bnbtotal / bnbstart)));
rdiff = refdiff;
let adiff = [usddiff, btcdiff, bnbdiff]
let lll = -9999999999999999999999999999
for (var a in adiff){
if (adiff[a] > lll){
lll = adiff[a]
}
}
retdiff = lll;
totalbefore = total2;
/*
for (var t in feesusd){
bals[t.substring(0, t.length-3)] += feesusd[t]
}
for (var t in feesbtc){
bals[t.substring(0, t.length-3)] += feesbtc[t]
}
for (var t in feeseth){
bals[t.substring(0, t.length-3)] += feeseth[t]
}*/
let total22 = 0;
let bnbtotal2 = 0;
let btctotal2 = 0;
//////console.log(bals)
for (var bal in bals){
// ////console.log(parseFloat(bals[bal]))
if (bals[bal] > 0.00001){
if (bal == 'USD'){
total22 += parseFloat(bals[bal])
}
else if (bal == 'BTC'){
total22 += parseFloat(bals[bal]) * parseFloat(btcs[bal])
}
else if (bal == 'ETH'){
total22 += parseFloat(bals[bal]) * parseFloat(btcs2[bal])
} else {
total22 += parseFloat(bals[bal]) * parseFloat(btcs2[bal])
}
}
}
let refdiff2= 100* (-1 * (1 - (btcs['BTC'] / btcref)));
btctotal2 = (((total22 / btcs['BTC'])));
btctotal2 = btctotal2 + (btcVol * 0.0008)
total22 = btctotal2 * btcs['BTC']
bnbtotal2 = (((total22 / btcs2['BNB'])));
usddiff2 = 100* (-1 * (1 - (total22 / usdstart)));
let btcdiff2 = 100* (-1 * (1 - (btctotal2 / btcstart)));
let bnbdiff2 = 100* (-1 * (1 - (bnbtotal2 / bnbstart)));
let rdiff2 = refdiff2;
let adiff2 = [usddiff2, btcdiff2, bnbdiff2]
let lll2 = -9999999999999999999999999999
for (var a in adiff2){
if (adiff2[a] > lll2){
lll2 = adiff2[a]
}
}
rdiff = refdiff;
retdiff = lll2;
//console.log('total2 after: ' + total22)
if (req.query.name) {
res.json({
usddiff: usddiff,
btcdiff: btcdiff,
bnbdiff: bnbdiff,
total: total2,
btc: btctotal,
bnb: bnbtotal,
usddiff2: usddiff2,
btcdiff2: btcdiff2,
bnbdiff2: bnbdiff2,
total2: total22,
btc: btctotal,
bnb: bnbtotal,
btc2: btctotal2,
bnb2: bnbtotal2,
trades2: trades2,
trades: trades2.length,
orders: numOrders,
buyOrders: buyOrders,
sellOrders: sellOrders,
balances: bals3,
balances2 : bals4,
bids: avgBids,
stops: stopp,
buyOs: buyOs,
divisor: divisor,
btcVol: btcVol,
least: starttime2,
refdiff: refdiff,
refdiff2: refdiff2,
sharpe: sharpe,
msg: msg,
url: process.env.url || "techvoices.club"
});
} else {
res.render('binance.ejs', {
name: "",
json: {},
avgAsk: {},
msg: "",
trades: [],
url: process.env.url || "techvoices.club"
})
}
}
total2 = 0;
}
let ticks = []
let bases = []
let vols = {}
let cs = {}
let tickVols = {}
let spreads = {}
let btcs = {}
let btcs2 = {}
client.ws.allTickers(tickers => {
for (var t in tickers) {
if (tickers[t].symbol == 'ETHBTC') {
btcs['ETH'] = tickers[t].bestBid;
}
else if (tickers[t].symbol == 'BNBBTC') {
btcs['BNB'] = tickers[t].bestBid;
}
let symbol = tickers[t].symbol;
let asset;
if (symbol.substring(symbol.length - 3, symbol.length) == 'BTC') {
asset = symbol.substring(0, symbol.length - 3)
if (asset != 'ETH' && asset != 'BTC' && asset != 'USD' && asset != 'BNB'){
btcs[asset] = parseFloat(tickers[t].bestBid)
}
}
if (tickers[t].symbol == 'BTCUSDT') {
for (b in btcs) {
btcs2[b] = btcs[b] * tickers[t].bestBid;
}
btcs2['BNB'] = parseFloat(tickers[t].bestBid) * btcs['BNB'];
btcs2['ETH'] = parseFloat(tickers[t].bestBid) * btcs['ETH'];
btcs['BTC'] = parseFloat(tickers[t].bestBid);
}
let spread = (100 * (1 - parseFloat(tickers[t].bestBid) / parseFloat(tickers[t].bestAsk)))
if (!ticks.includes(tickers[t].symbol) && spread) {
spreads[tickers[t].symbol] = spread;
tickVols[tickers[t].symbol] = (parseFloat(tickers[t].volumeQuote))
if (tickers[t].symbol.substring(tickers[t].symbol.length - 4, tickers[t].symbol.length).includes('USD')) {
if (!bases.includes(tickers[t].symbol.substring(tickers[t].symbol.length - 4, tickers[t].symbol.length))) {
bases.push(tickers[t].symbol.substring(tickers[t].symbol.length - 4, tickers[t].symbol.length))
}
} else {
if (!bases.includes(tickers[t].symbol.substring(tickers[t].symbol.length - 3, tickers[t].symbol.length))) {
bases.push(tickers[t].symbol.substring(tickers[t].symbol.length - 3, tickers[t].symbol.length))
}
}
ticks.push(tickers[t].symbol)
for (var t in tickers) {
for (b in bases) {
if (vols[bases[b]] == undefined) {
vols[bases[b]] = 0;
cs[bases[b]] = 0;
}
if (tickers[t].symbol.substring(tickers[t].symbol.length - 4, tickers[t].symbol.length) == bases[b]) {
vols[bases[b]] += (parseFloat(tickers[t].volumeQuote));
cs[bases[b]]++;
} else if (tickers[t].symbol.substring(tickers[t].symbol.length - 3, tickers[t].symbol.length) == bases[b]) {
vols[bases[b]] += (parseFloat(tickers[t].volumeQuote));
cs[bases[b]]++;
}
}
}
}
}
})
let rego = true;
setInterval(function(){
rego = true;
}, 30000)
async function doBal(){
if (rego){
bals = {}
bals3 = {}
bals4 = {}
balscombined = {}
rego = false;
let balances = (await client.accountInfo()).balances
for (var b in balances) {
if (balances[b].free > 0 || balances[b].locked > 0){
bals3[balances[b].asset] = parseFloat(balances[b].free)
bals4[balances[b].asset] = parseFloat(balances[b].locked)
balscombined[balances[b].asset] = parseFloat(balances[b].free) + parseFloat(balances[b].locked)
bals[balances[b].asset] = parseFloat(balances[b].free) + parseFloat(balances[b].locked)
}
}
//console.log('etheth');
//console.log(balscombined['ETH'])
}
}
setInterval(function(){
doBal();
}, 31000)
client.ws.user(msg => {
let balances = (msg.balances)
for (var b in balances) {
if (balances[b].free > 0 || balances[b].locked > 0){
bals3[balances[b].asset] = parseFloat(balances[b].free)
bals4[balances[b].asset] = parseFloat(balances[b].locked)
balscombined[balances[b].asset] = parseFloat(balances[b].free) + parseFloat(balances[b].locked)
bals[balances[b].asset] = parseFloat(balances[b].free) + parseFloat(balances[b].locked)
}
}
//console.log(balscombined)
})
askOrders = {}
bidOrders = {}
let notabuys = []
let count = 1;
let lala = 0;
let selling = {}
let precisions = {}
let filters = {}
async function cancelAll() {
buys = []
sells = []
las = {}
hbs = {}
aorders = {}
borders = {}
buyQtys = {}
lalesss = {}
hblesss = {}
vols = {}
cs = {}
tickVols = {}
spreads = {}
//btcs = {}
//btcs2 = {}
renew = {}
changed = {}
//tradedBalsPlus = {}
//tradedBalsMinus = {}
thebooks = {}
try {
let gos = {}
let avgs = {}
for (var v in vols) {
avgs[v] = vols[v] / cs[v];
}
for (var a in avgs) {
if (a != 'USDS') {
for (var t in tickVols) {
renew[t] = true;
if (t.substring(t.length - 3, t.length) == a) {
if (tickVols[t] > avgs[a] / targetVolDiv && tickVols[t] < avgs[a] * targetVolMult && spreads[t] > targetSpread) {
if (gos[a] == undefined) {
gos[a] = {}
}
gos[a][(t)] = tickVols[t];
}
} else if (t.substring(t.length - 4, t.length) == a) {
if (tickVols[t] > avgs[a] / targetVolDiv && tickVols[t] < avgs[a] * targetVolMult && spreads[t] > targetSpread) {
if (gos[a] == undefined) {
gos[a] = {}
}
gos[a][(t)] = tickVols[t];
}
}
}
}
}
let dont = []
for (var sym in ticks) {
for (var g in gos) {
for (var symbol in gos[g]) {
asset = symbol.substring(0, symbol.length - 3)
if (asset != 'USD' && asset != 'BTC' && asset != 'USDU'){
if (symbol == sym) {
dont.push(symbol)
}
}
}
}
}
//bals = balscombined;
for (var sym in ticks) {
//let bal = symbol.substring(0, symbol.length - 3)
let book;
if (true){
// if (bal != 'BTC' && bal != 'USDS' && bal != 'ETH' && bal != 'BNB' && bals[bal] != 0) {
if (!dont.includes(sym)) {
// let symbol = bal + 'BNB';
try {
let orders = (await client.openOrders({
symbol: sym,
}))
for (var o in orders) {
////console.log(orders[o])
////console.log('cancel')
(await client.cancelOrder({
symbol: symbol,
orderId: orders[o].orderId,
}))