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hitbtc-coinigy.js
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hitbtc-coinigy.js
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const HitBTC = require('hitbtc-api').default
var PortfolioAnalytics = require('portfolio-analytics');
var Coinigy = require('node-coinigy');
var coinigy = new Coinigy('d5f624d6e56f64dc9a937045608ab534', 'fd16191c79fd349c90cdf083b5c1f874');
let btctot = 0;
setInterval(function(){
coinigy.balances()
.then(function (body) {
btctot = 0;
for(var b in body.data){
btctot += parseFloat(body.data[b].btc_balance);
}
})
}, 5000)
let starttime = new Date().getTime()
const express = require('express');
const app = express();
var request = require("request")
var bodyParser = require('body-parser')
let key = "d236e08c5eb56e8c33b6eb4708804aa8";
let secret = "e9bc8024b9fae13f25f2947c1cbcb0e2";
let targetSpread = 1.09;
let targetVolDiv = 3;
let targetVolMult = 350;
let maxOrder = 1800000;
let minOrder = 0;
let maxBetterVol = 1.5;
let neversellataloss = true;
let stoploss = 0.88;
let neversellatalossReductionIntervalMinutes = 30;
let msg = 'msg<br>';
let returnPortfolio;
let benchmark;
let zeroRisk;
let sharpe;
let buying = {}
const Binance = require('binance-api-node').default
var sleep2 = require('system-sleep')
const binance = Binance({
apiKey: '',
apiSecret: ''
})
var ccxt = require("ccxt")
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") {
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
}));
app.set('view engine', 'ejs');
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 = []
var result3 = []
var result4 = []
var result5 = []
var result6 = []
var result7 = []
var result8 = []
var result9 = []
var result10 = []
var result11 = []
var result12 = []
var result13 = []
var result14 = []
app.post('/', (req, res) => {
doPost(req, res);
});
// See 'options' reference below
let sleep = (ms) => new Promise(resolve => setTimeout(resolve, ms));
let avgBids = {}
let avgAsks = {}
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]
}
total = 0;
c = 0;
for( var ex in asks[b]){
total+=parseFloat(asks[b][ex])
c++;
}
avgAsks[b] = total / c
}
}, 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)
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)
const restClient = new HitBTC({ key, secret, isDemo: false });
let buyOs = {}
let sells = []
let las = {}
let hbs = {}
let aorders = {}
let borders = {}
let buyQtys = {}
let lalesss = {};
let hblesss = {};
app.use(bodyParser.json()); // to support JSON-encoded bodies
app.use(bodyParser.urlencoded({ // to support URL-encoded bodies
extended: true
}));
app.set('view engine', 'ejs');
let buys = {}
app.listen(process.env.PORT || 80, function() {});
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 btcstart = 0.0090257945916578;
let ethstart = 0.2661241859903951;
let usdstart = 35.479676476239476;
let changed = {}
let btcref = 3987;
let ethtotal = 0;
let btctotal = 0;
let trades2 = []
let totalbefore = 0;
let tradeids = []
let bals3 = {}
let bals4 = {}
let tradedBalsPlus = {}
let tradedBalsMinus = {}
let stopp = {}
let least = 99999999999999999999999999999999;
async function getTrades(){
bals3 = {}
bals4 = {}
balances = (await restClient.getMyBalance()).balance
for (var b in balances) {
if (balances[b].cash > 0 || balances[b].reserved > 0){
bals3[b] = parseFloat(balances[b].cash)
bals4[b] = parseFloat(balances[b].reserved)
}
}
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];
}
}
}
}
}
// btcVol = 0;
for (var g in gos){
for (var symbol in gos[g]){
let trades = (await restClient.getAllMyTrades({
symbol: symbol,
})).trades
// least = 99999999999999999999999999999999;
for (var t in trades){
if (!tradeids.includes(trades[t].clientOrderId + trades[t].timestamp.toString())){
if (trades[t].timestamp > starttime){
if (trades[t].side == 'buy'){
tradedBalsPlus[trades[t].symbol] += parseFloat(trades[t].execQuantit)
}
else {
changed[symbol] = true;
tradedBalsMinus[trades[t].symbol] = parseFloat(trades[t].execQuantity)
}
}
// if (trades[t].timestamp < least){
// least = trades[t].timestamp;
// }
if (trades[t].side == 'buy'){
if (buyOs[symbol] == undefined || (changed[symbol] == true || changed[symbol] == undefined)){
changed[symbol] = false;
if (usddiff > -99999999999.00000000000001){
if (usddiff > 0){
if (avgBids[symbol] > 0.00000000000000000001){
buyOs[symbol] = avgBids[symbol] * 1.002;
}else {
avgBids[symbol] = bp;
buyOs[symbol] = bp * 1.002;
}
}
else {
if (avgBids[symbol] > 0.00000000000000000001){
buyOs[symbol] = avgBids[symbol] * (1-(usddiff/100/(gocount / 4)));
}else {
avgBids[symbol] = bp;
buyOs[symbol] = bp * (1-(usddiff/100/(gocount / 4)));
}
}
}
if (usddiff == undefined){
if (avgBids[symbol] > 0.00000000000000000001){
buyOs[symbol] = avgBids[symbol] * (1-(-0.0001/100/(gocount / 4)));
}else {
avgBids[symbol] = bp;
buyOs[symbol] = bp * (1-(-0.0001/100/(gocount / 4)));
}
}
}
//console.log(btcVol)
//console.log(trades[t].symbol)
//console.log(trades[t])
if (trades[t].symbol != 'ETHBTC' && trades[t].symbol != 'USDBTC' && trades[t].symbol != 'BTCUSD'){
//if (trades[t].timestamp < least){
// least = trades[t].timestamp;
//}
if (trades[t].symbol.substring(trades[t].symbol.length - 3, trades[t].symbol.length) == 'USD'){
if (feesusd[trades[t].symbol] == undefined){
feesusd[trades[t].symbol] = 0
}
btcVol += ((parseFloat(trades[t].fee) * btcs2['USD']) ) / .002
feesusd[trades[t].symbol] += (parseFloat(trades[t].fee) * 2 )/ parseFloat(trades[t].execPrice)
}
else if (trades[t].symbol.substring(trades[t].symbol.length - 3, trades[t].symbol.length) == 'ETH'){
if (feeseth[trades[t].symbol] == undefined){
feeseth[trades[t].symbol] = 0
}//console.log('eth:' + btcs2['ETH'])
btcVol += (((parseFloat(trades[t].fee)) * btcs['ETH'])) / .002
feeseth[trades[t].symbol] +=(parseFloat(trades[t].fee)* 2 ) / parseFloat(trades[t].execPrice)
}
else if (trades[t].symbol.substring(trades[t].symbol.length - 3, trades[t].symbol.length) == 'BTC'){
if (feesbtc[trades[t].symbol] == undefined){
feesbtc[trades[t].symbol] = 0
}
btcVol += ((parseFloat(trades[t].execPrice) * parseFloat(trades[t].execQuantity) * 2))
feesbtc[trades[t].symbol] += (parseFloat(trades[t].fee) * 2) / parseFloat(trades[t].execPrice)
}
console.log('btcvol: ' + btcVol)
}
}
// if (!tradeids.includes(trades[t].clientOrderId + trades[t].timestamp.toString())){
tradeids.push(trades[t].clientOrderId + trades[t].timestamp.toString());
trades2.push({'symbol': symbol, 'price': trades[t].execPrice, 'isBuyer': trades[t].side, 'time': trades[t].timestamp})
}
}
}
}
}
let btcVol = 0;
let numOrders = 0;
let feesusd = {}
let feeseth = {}
let feesbtc = {}
let usddiff2;
let usddiff;
setTimeout(function(){
getTrades();
}, 14000)
setInterval(function(){
getTrades()
}, 60 * 1001)
let rdiff = 0;
let retdiff = 0;
let rdiffs = []
let retdiffs = []
async function doPost(req, res) {
numOrders = 0;
let orders2 = (await restClient.getMyActiveOrders()).orders
numOrders = orders2.length
let buyOrders = 0;
let sellOrders = 0;
for (var o in orders2){
if (orders2[o].side == 'buy'){
buyOrders++;
}
else {
sellOrders++;
}
}
total2 = 0;
let bals2 = {}
balances = (await restClient.getMyBalance()).balance
for (var b in balances) {
bals2[b] = parseFloat(balances[b].cash) + parseFloat(balances[b].reserved)
}
total2 = 0;
ethtotal = 0;
btctotal = 0;
////console.log(bals2)
for (var bal in bals2){
// //console.log(parseFloat(bals2[bal]))
if (bals2[bal] > 0.00001){
if (bal == 'USD'){
total2 += parseFloat(bals2[bal])
}
else if (bal == 'BTC'){
total2 += parseFloat(bals2[bal]) * parseFloat(btcs[bal])
}
else if (bal == 'ETH'){
console.log('eth ' + parseFloat(bals2[bal]) * parseFloat(btcs2[bal]))
total2 += parseFloat(bals2[bal]) * parseFloat(btcs2[bal])
} else {
total2 += parseFloat(bals2[bal]) * parseFloat(btcs2[bal])
}
}
}
total2 = btctot * (parseFloat(btcs['BTC']))
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'])));
ethtotal = (((total2 / btcs2['ETH'])));
let btcdiff = 100* (-1 * (1 - (btctotal / btcstart)));
let ethdiff = 100* (-1 * (1 - (ethtotal / ethstart)));
rdiff = refdiff;
let adiff = [usddiff, btcdiff, ethdiff]
let lll = -9999999999999999999999999999
for (var a in adiff){
if (adiff[a] > lll){
lll = adiff[a]
}
}
retdiff = lll;
totalbefore = total2;
/*
for (var t in feesusd){
bals2[t.substring(0, t.length-3)] += feesusd[t]
}
for (var t in feesbtc){
bals2[t.substring(0, t.length-3)] += feesbtc[t]
}
for (var t in feeseth){
bals2[t.substring(0, t.length-3)] += feeseth[t]
}*/
let total22 = 0;
let ethtotal2 = 0;
let btctotal2 = 0;
////console.log(bals2)
for (var bal in bals2){
// //console.log(parseFloat(bals2[bal]))
if (bals2[bal] > 0.00001){
if (bal == 'USD'){
total22 += parseFloat(bals2[bal])
}
else if (bal == 'BTC'){
total22 += parseFloat(bals2[bal]) * parseFloat(btcs[bal])
}
else if (bal == 'ETH'){
total22 += parseFloat(bals2[bal]) * parseFloat(btcs2[bal])
} else {
total22 += parseFloat(bals2[bal]) * parseFloat(btcs2[bal])
}
}
}
total22 = btctot * (parseFloat(btcs['BTC']))
let refdiff2= 100* (-1 * (1 - (btcs['BTC'] / btcref)));
btctotal2 = (((total22 / btcs['BTC'])));
btctotal2 = btctotal2 + (btcVol * 0.001)
total22 = btctotal2 * btcs['BTC']
ethtotal2 = (((total22 / btcs2['ETH'])));
usddiff2 = 100* (-1 * (1 - (total22 / usdstart)));
let btcdiff2 = 100* (-1 * (1 - (btctotal2 / btcstart)));
let ethdiff2 = 100* (-1 * (1 - (ethtotal2 / ethstart)));
let rdiff2 = refdiff2;
let adiff2 = [usddiff2, btcdiff2, ethdiff2]
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,
ethdiff: ethdiff,
total: total2,
btc: btctotal,
eth: ethtotal,
usddiff2: usddiff2,
btcdiff2: btcdiff2,
ethdiff2: ethdiff2,
total2: total22,
btc: btctotal,
eth: ethtotal,
btc2: btctotal2,
eth2: ethtotal2,
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: least,
refdiff: refdiff,
refdiff2: refdiff2,
sharpe: sharpe,
msg: msg
});
} else {
res.render('index.ejs', {
name: "",
json: {},
avgAsk: {},
msg: "",
trades: []
})
}
}
total2 = 0;
}
let ticks = []
let bases = []
let vols = {}
let cs = {}
let tickVols = {}
let spreads = {}
let btcs = {}
let eths = {}
let btcs2 = {}
askOrders = {}
bidOrders = {}
let notabuys = []
let count = 1;
let lala = 0;
let selling = {}
let precisions = {}
let filters = {}
let renew = {}
async function cancelAll() {
for (var h in hblesss){
renew[h] = true;
}
try {
console.log(
await restClient.cancelAllOrders())
} catch (err) {
//console.log(err);
}
}
let usds = {}
setTimeout(function(){
cancelAll();
orders();
}, 1000)
async function orders(){
let symbol = "STEEMBTC"
}
setInterval(function() {
cancelAll();
}, 60 * 1000 * 4 * 4)
setTimeout(async function(){
let getSymbols = await restClient.getSymbols();
for (var symbol in getSymbols.symbols) {
base = getSymbols.symbols[symbol].symbol.substring(getSymbols.symbols[symbol].symbol.length - 3, getSymbols.symbols[symbol].symbol.length)
if (base == 'BTC'){
filters[getSymbols.symbols[symbol].symbol] = {
'stepSize': countDecimalPlaces(parseFloat(getSymbols.symbols[symbol].lot)),
'tickSize': 10}
} else if (base == 'ETH'){
filters[getSymbols.symbols[symbol].symbol] = {
'stepSize': countDecimalPlaces(parseFloat(getSymbols.symbols[symbol].lot)),
'tickSize': 11}
}
else if (base == 'USD'){
filters[getSymbols.symbols[symbol].symbol] = {
'stepSize': countDecimalPlaces(parseFloat(getSymbols.symbols[symbol].lot)),
'tickSize': 9}
} else {
filters[getSymbols.symbols[symbol].symbol] = {
'stepSize': countDecimalPlaces(parseFloat(getSymbols.symbols[symbol].lot)),
'tickSize': countDecimalPlaces(parseFloat(getSymbols.symbols[symbol].step))}
}
}}, 600)
setInterval(async function(){
let tickers = await restClient.getAllTickers();
for (var t in tickers) {
if (t == 'ROXETH'){
//console.log('ROXETH WOO')
}
let symbol = t;
let asset;
if (symbol.substring(symbol.length - 3, symbol.length) == 'BTC') {
asset = symbol.substring(0, symbol.length - 3)
}
else if (symbol.substring(symbol.length - 3, symbol.length) == 'ETH') {
asset = symbol.substring(0, symbol.length - 3)
}
let spread = (100 * (1 - parseFloat(tickers[t].bid) / parseFloat(tickers[t].ask)))
if (!ticks.includes(t) && spread) {
spreads[t] = spread;
tickVols[t] = (parseFloat(tickers[t].volume_quote))
if (t.substring(t.length - 4, t.length).includes('USD')) {
if (!bases.includes(t.substring(t.length - 4, t.length))) {
bases.push(t.substring(t.length - 4, t.length))
}
} else {
if (!bases.includes(t.substring(t.length - 3, t.length))) {
bases.push(t.substring(t.length - 3, t.length))
}
}
ticks.push(t)
for (var t in tickers) {
for (b in bases) {
if (vols[bases[b]] == undefined) {
vols[bases[b]] = 0;
cs[bases[b]] = 0;
}
if (t.substring(t.length - 4, t.length) == bases[b]) {
vols[bases[b]] += (parseFloat(tickers[t].volume_quote));
cs[bases[b]]++;
} else if (t.substring(t.length - 3, t.length) == bases[b]) {
vols[bases[b]] += (parseFloat(tickers[t].volume_quote));
cs[bases[b]]++;
}
}
}
}
}
for (var t in tickers){
let symbol = t;
let asset;
if (symbol.substring(symbol.length - 3, symbol.length) == 'BTC') {
asset = symbol.substring(0, symbol.length - 3)
if (!bases.includes(asset)) {
if (asset == 'ROX'){
}
btcs[asset] = parseFloat(tickers[t].bid)
}
}
else if (symbol.substring(symbol.length - 3, symbol.length) == 'ETH') {
asset = symbol.substring(0, symbol.length - 3)
if (!bases.includes(asset)) {
if (asset == 'ROX'){
}
eths[asset] = parseFloat(tickers[t].bid)
}
} else if (symbol.substring(symbol.length - 3, symbol.length) == 'USD') {
asset = symbol.substring(0, symbol.length - 3)
if (!bases.includes(asset)) {
if (asset == 'ROX'){
}
usds[asset] = parseFloat(tickers[t].bid)
}
}
for (var b in bases) {
if (t == bases[b] + 'BTC') {
btcs[bases[b]] = tickers[t].bid;
}
if (t == 'BTCUSD'){
btcs2['USDBTC'] = tickers[t].bid
btcs2['USD'] = 1 / btcs['BTC']
}
}
if (t == 'ETHUSD'){
for (b in eths) {
if (b == 'ROX'){
}
btcs2[b] = eths[b] * tickers[t].bid
}
btcs2['ETH'] = tickers[t].bid
}
if (t == 'ETHBTC'){
eths['ETH'] = tickers[t].bid
}
if (t == 'BTCUSD') {
for (b in btcs) {
if (b.startsWith('USD')){
}
btcs2[b] = btcs[b] * tickers[t].bid;
}
btcs['BTC'] = parseFloat(tickers[t].bid);
}
}
}, 5000)
let dontbuy = {}
let assetsbought = []
async function doit() {
notabuys = []
try {
let balances = (await restClient.getMyBalance()).balance
for (var b in balances) {
bals[b] = parseFloat(balances[b].cash)
}
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] = {}
}
asset = t.substring(0, t.length - 3)
if (asset != 'USD' && asset != 'BTC' && asset != 'USDU'&& asset != 'ETH'){
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] = {}
}
asset = t.substring(0, t.length - 3)
if (asset != 'USD' && asset != 'BTC' && asset != 'USDU'&& asset != 'ETH'){
gos[a][(t)] = tickVols[t];
}
}
}
}
}
}
//console.log(gos);
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(asset)
}
}
}
}
}
for (var symbol in stopp) {
if (true) {
//console.log('2 ' + symbol)
//testing
//console.log(symbol)
if (true) { //if (symbol == "GNTBNB"){
let book = (await restClient.getOrderBook(symbol))
let hb = 0;