This commit is contained in:
artin 2023-08-03 03:13:29 -07:00
parent af2e0ba55b
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index.js
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import express from 'express'
import cors from 'cors'
import fs from 'fs'
impoprt morgan from 'morgan'
import path from 'path'
import fetch from 'node-fetch';
const app = express()
var pg = require('pg');
const client = new pg.Client("postgresql://crate@crate1.home.neb:5432/oversite")
client.connect()
const port = 3000
const host = "0.0.0.0"
const STATE = {};
var accessLogStream = fs.createWriteStream(path.join(__dirname, 'access.log'), {
flags: 'a'
})
app.use(morgan('combined', {
stream: accessLogStream
}))
const axios = require('axios').default;
const APIURL = 'https://api-fxpractice.oanda.com/v3'
const accounts = {
'1': {
'ACCT': '101-001-8005237-001',
'APIKEY': 'e88218d201bd344c2dc3c469f8f8d1f3-e77504680a17f51f0baecf9dababa40b'
},
'4': {
'ACCT': '101-001-8005237-002',
'APIKEY': 'e88218d201bd344c2dc3c469f8f8d1f3-e77504680a17f51f0baecf9dababa40b'
},
'2': {
'APIKEY': 'b954456a3f4ac735de2555e1af50abf7-ed83ace2f9fb86412b76608daefc73a5',
'ACCT': '101-001-23367262-002'
},
'3': {
'APIKEY': 'd4ea6095fe8017841279416437520aee-fa23a0556fb501520ceedbff5f405267',
'ACCT': '101-002-26241098-001'
}
}
async function getTransactionsAll(account, acct_id, api_key) {
for (const rg of [...Array(32).keys()]) {
try {
f = rg * 1000 + 1;
to = f + 1000;
const response = await axios.request({
url: `${APIURL}/accounts/${acct_id}/transactions/idrange?from=${f}&to=${to}`,
method: 'get',
headers: {
'Authorization': `Bearer ${api_key}`
}
});
for (const t of response.data.transactions) {
qty = 0;
tp = "";
if (typeof(t['instrument']) !== undefined) {
tp = t['instrument']
}
if (typeof(t['units']) !== undefined) {
qty = t['units']
}
await client.query(`insert into orders (order_id, account_id, tpair, order_type, order_ref, order_reason, order_date, order_data, quantity) values ($1,$2,$3,$4,$5,$6,$7,$8,$9)`, [t.id, account, tp, t.type, t.batchID, t.reason, t.time, t, qty]);
}
} catch (error) {
console.error(error);
}
}
}
async function getTransactions(account, acct_id, api_key) {
// for (const rg of [...Array(32).keys()]) {
try {
const res = await client.query(`SELECT max(order_id) as order_id from orders where account_id = ${account}`)
f = res.rows[0].order_id;
to = f + 1000;
const response = await axios.request({
url: `${APIURL}/accounts/${acct_id}/transactions/idrange?from=${f}&to=${to}`,
method: 'get',
headers: {
'Authorization': `Bearer ${api_key}`
}
});
for (const t of response.data.transactions) {
qty = 0;
tp = "";
if (typeof(t['instrument']) !== undefined) {
tp = t['instrument']
}
if (typeof(t['units']) !== undefined) {
qty = t['units']
}
await client.query(`insert into orders (order_id, account_id, tpair, order_type, order_ref, order_reason, order_date, order_data, quantity) values ($1,$2,$3,$4,$5,$6,$7,$8,$9)`, [t.id, account, tp, t.type, t.batchID, t.reason, t.time, t, qty]);
}
} catch (error) {
console.error(error);
}
}
async function getTrades(acct_id, api_key) {
try {
const response = await axios.request({
url: `${APIURL}/accounts/${acct_id}/openTrades`,
method: 'get',
headers: {
'Authorization': `Bearer ${api_key}`
}
});
return (response)
} catch (error) {
console.error(error);
}
}
async function getTradesByInstrument(acct_id, api_key, instrument) {
try {
const response = await axios.request({
url: `${APIURL}/accounts/${acct_id}/trades?instrument=${instrument}`,
method: 'get',
headers: {
'Authorization': `Bearer ${api_key}`
}
});
//console.log(response)
if (response.data.trades.length == 0) {
return
} else {
return (response.data.trades[0])
}
} catch (error) {
console.error(error);
}
}
async function getPositions(acct_id, api_key) {
try {
const response = await axios.request({
url: `${APIURL}/accounts/${acct_id}/openPositions`,
method: 'get',
headers: {
'Authorization': `Bearer ${api_key}`
}
});
return (response);
} catch (error) {
console.error(error);
}
}
async function order(acct_id, api_key, instrument, quantity) {
try {
let dist = "0.001"
let pdist = "0.001"
if (instrument.includes("JPY")) {
dist = "0.1"
pdist = "0.1"
}
data = {
"order": {
/*"trailingStopLossOnFill": {
"timeInForce": "GTC",
"distance": dist
},*/
/*"takeProfitOnFill": {
"distance": pdist
},*/
"timeInForce": "FOK",
"instrument": instrument,
"units": quantity,
"type": "MARKET",
"positionFill": "DEFAULT"
}
};
const response = await axios.request({
url: `${APIURL}/accounts/${acct_id}/orders`,
method: 'post',
headers: {
'Authorization': `Bearer ${api_key}`
},
data: data
});
return (response)
} catch (error) {
console.error(error);
}
}
async function closeOrder(acct_id, api_key, tradeID) {
try {
const response = await axios.request({
url: `${APIURL}/accounts/${acct_id}/trades/${tradeID}/close`,
method: 'put',
headers: {
'Authorization': `Bearer ${api_key}`
},
});
console.log(response.data);
return (response);
} catch (error) {
console.error(error);
}
}
async function trailingStopLoss(acct_id, api_key, instrument) {
const trade = await getTradesByInstrument(acct_id, api_key, instrument)
const tradeID = trade.id;
console.log(tradeID);
if (!tradeID) {
return
}
dist = "0.00164"
if (instrument.includes("JPY")) {
dist = "0.16"
}
try {
data = {
"trailingStopLoss": {
"timeInForce": "GTC",
"distance": dist
}
};
const response = await axios.request({
url: `${APIURL}/accounts/${acct_id}/trades/${tradeID}/orders`,
method: 'put',
headers: {
'Authorization': `Bearer ${api_key}`
},
data: data
});
console.log(data)
console.log(response.data);
return (response);
} catch (error) {
console.error(error);
}
}
async function stopLoss(acct_id, api_key, tradeID, price) {
try {
data = {
"stopLoss": {
"timeInForce": "GTC",
"distance": "0.30"
//"price": price
}
};
const response = await axios.request({
url: `${APIURL}/accounts/${acct_id}/trades/${tradeID}/orders`,
method: 'put',
headers: {
'Authorization': `Bearer ${api_key}`
},
data: data
});
console.log(data)
console.log(response.data);
return (response);
} catch (error) {
console.error(error);
}
}
async function takeProfit(acct_id, api_key, tradeID, dist) {
try {
data = {
"takeProfit": {
"timeInForce": "GTC",
"distance": dist
}
};
const response = await axios.request({
url: `${APIURL}/accounts/${acct_id}/trades/${tradeID}/orders`,
method: 'put',
headers: {
'Authorization': `Bearer ${api_key}`
},
data: data
});
return (response);
} catch (error) {
console.error(error);
}
}
app.get('/closeAll', async (req, res) => {
for (account of Object.keys(accounts)) {
let trades = await getTrades(accounts[account]['ACCT'], accounts[account]['APIKEY'])
for (const t of trades.data['trades']) {
await closeOrder(accounts[account]['ACCT'], accounts[account]['APIKEY'], t['id'])
}
}
res.json('done')
})
app.get('/tradesData', async (req, res) => {
let r = [];
for (account of Object.keys(accounts)) {
let response = await getTrades(accounts[account]['ACCT'], accounts[account]['APIKEY'])
try {
//Object.(response.data['trades']).forEach(([a, t]) =>{
response.data['trades'].forEach((t) => {
t["Account"] = account;
delete t['lastTransactionID'];
delete t['trailingStopLossOrder'];
console.log(t);
r.push(t)
});
} catch (error) {
console.log(error)
}
}
res.header('Access-Control-Allow-Origin', '*')
res.json(r)
})
app.get('/transactionsAll/:account', async (req, res) => {
let account = req.params.account;
let r = {}
let response = await getTransactionsAll(account, accounts[account]['ACCT'], accounts[account]['APIKEY'])
try {
r = {};
} catch (error) {
console.log(error)
}
res.header('Access-Control-Allow-Origin', '*')
res.json("ok")
})
app.get('/transactions', async (req, res) => {
let r = {}
for (account of Object.keys(accounts)) {
let response = await getTransactions(account, accounts[account]['ACCT'], accounts[account]['APIKEY'])
try {
r = {};
} catch (error) {
console.log(error)
}
}
res.header('Access-Control-Allow-Origin', '*')
res.json("ok")
})
app.get('/trades', async (req, res) => {
let r = {}
for (account of Object.keys(accounts)) {
let response = await getTrades(accounts[account]['ACCT'], accounts[account]['APIKEY'])
try {
r[account] = response.data;
} catch (error) {
console.log(error)
}
}
res.header('Access-Control-Allow-Origin', '*')
res.json(r)
})
app.get('/accounts/:user_id', async (req, res) => {
accts = await client.query(`select * from accounts where user_id = ${req.params.user_id} `);
res.header('Access-Control-Allow-Origin', '*');
res.json(accts.rows);
})
app.get('/accounts', async (req, res) => {
accts = await client.query(`select * from accounts `);
res.header('Access-Control-Allow-Origin', '*');
r = {};
console.log(accts);
for (const a of accts.rows) {
if (typeof(r[a['user_id']]) === 'undefined') {
r[a['user_id']] = [a];
} else {
r[a['user_id']].push( a );
}
}
res.json(r);
})
app.get('/accounts/del/:user_id/:account_id', async (req, res) => {
await client.query(`delete from accounts where user_id = ${req.params.user_id} and id = ${req.params.account_id}`);
res.header('Access-Control-Allow-Origin', '*');
res.json('ok');
})
app.get('/accounts/add/:user_id/:a_number/:akey', async (req, res) => {
await client.query(`insert into accounts (user_id, account_number, apikey, account_type) values (${req.params.user_id},'${req.params.a_number}','${req.params.akey}', 'oanda')`)
res.header('Access-Control-Allow-Origin', '*');
res.json('ok');
})
app.get('/trailingStop/:instrument', async (req, res) => {
const response = await trailingStopLoss(ACCT, APIKEY, req.params.instrument);
console.log(response);
res.header('Access-Control-Allow-Origin', '*')
res.json(response.data)
})
app.get('/tradesByInstrument/:instrument', async (req, res) => {
res.header('Access-Control-Allow-Origin', '*')
r = "";
data = await client.query(`select * from orders where account_id = 2 and order_date > now()- interval '1 day'`);
for (const row of data.rows) {
delete(row['order_data']);
r += `${Object.values(row).join(',')} \n`;
}
//r[account] = await getTradesByInstrument(accounts[2]['ACCT'], accounts[2]['APIKEY'], req.params.instrument);
res.header('Content-Type', 'text/csv');
res.send(r);
})
app.get('/order/:instrument/:quantity', async (req, res) => {
r = {};
for (account of Object.keys(accounts)) {
td = await getTradesByInstrument(accounts[account]['ACCT'], accounts[account]['APIKEY'], req.params.instrument);
if (td == null || (td['state'] != "OPEN" && td['state'] != "PENDING")) {
response = await order(accounts[account]['ACCT'], accounts[account]['APIKEY'], req.params.instrument, req.params.quantity);
console.log(response["data"]);
if (typeof(response["data"]["orderFillTransaction"]) !== "undefined"){
delta = 0.0012;
if (req.params.instrument.includes("JPY")){ delta = 0.12;}
STATE[account][req.params.instrument]["base"] = response["data"]["orderFillTransaction"]["price"] + delta;
STATE[account][req.params.instrument]["trigger"] = (response["data"]["orderFillTransaction"]["price"] + delta) * 1.05;
STATE[account][req.params.instrument]["TP"] = false;
STATE[account][req.params.instrument]["qty"] = req.params.quantity;
STATE[account][req.params.instrument]["trade_id"] = response["data"]["orderFillTransaction"]["tradeOpened"]["tradeID"];
if (req.params.quantity > 0) {
STATE[account][req.params.instrument]["watch"] = "ask";
} else {
STATE[account][req.params.instrument]["watch"] = "bid";
}
}
}
}
res.header('Access-Control-Allow-Origin', '*')
res.json("ok")
})
app.listen(port, host, () => {
console.log(`osapi started`);
})
const response = await fetch('https://stream-fxpractice.oanda.com/v3/accounts/101-001-8005237-001/pricing/stream?instruments=GBP_CAD%2CNZD_CAD%2CEUR_CHF%2CEUR_CAD%2CNZD_CHF%2CCHF_JPY%2CUSD_CHF%2CAUD_JPY%2CEUR_USD%2CNZD_USD%2CUSD_JPY%2CGBP_AUD%2CEUR_AUD%2CCAD_JPY%2CEUR_GBP%2CAUD_CAD%2CEUR_JPY%2CAUD_CHF%2CCAD_CHF%2CGBP_JPY%2CUSD_CAD%2CNZD_JPY%2CUSD_SGD%2CAUD_USD%2CGBP_CHF%2CAUD_NZD%2CGBP_USD', { method: 'GET', headers: {'Authorization': 'Bearer e88218d201bd344c2dc3c469f8f8d1f3-e77504680a17f51f0baecf9dababa40b'} });
try {
for await (const chunk of response.body) {
try {
const x = JSON.parse(chunk.toString());
if (x['type'] == "Price") {
client.query(`insert into pricing (instrument, price_data, tick, bid,ask,spread) values ($1,$2,$3,$4,$5,$6)`, [x["instrument"], x, x["time"], x["asks"][0]["price"], x["asks"][0]["price"], x["bids"][0]["price"] = x["bids"][0]["price"]]);
}
} catch(e) {
}
}
} catch (err) {
console.error(err.stack);
}