changes
This commit is contained in:
parent
514a4dcf18
commit
af2e0ba55b
352
index.js
352
index.js
@ -1,30 +1,31 @@
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const express = require('express')
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var cors = require('cors')
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var fs = require('fs')
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var morgan = require('morgan')
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var path = require('path')
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import express from 'express'
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import cors from 'cors'
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import fs from 'fs'
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impoprt morgan from 'morgan'
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import path from 'path'
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import fetch from 'node-fetch';
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const app = express()
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var pg = require('pg');
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const client = new pg.Client({
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host: 'citus1.home.neb',
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port: 5432,
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database: 'oversite',
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user: 'postgres',
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})
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const client = new pg.Client("postgresql://crate@crate1.home.neb:5432/oversite")
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client.connect()
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const port = 3000
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const host = "0.0.0.0"
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const STATE = {};
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var accessLogStream = fs.createWriteStream(path.join(__dirname, 'access.log'), {
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flags: 'a'
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})
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var accessLogStream = fs.createWriteStream(path.join(__dirname, 'access.log'), { flags: 'a' })
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app.use(morgan('combined', { stream: accessLogStream }))
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app.use(morgan('combined', {
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stream: accessLogStream
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}))
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const axios = require('axios').default;
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@ -33,7 +34,11 @@ const APIURL = 'https://api-fxpractice.oanda.com/v3'
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const accounts = {
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'1': {
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'ACCT': '101-001-8005237-001',
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'APIKEY': '85397a3ddc7b96ef57b90c9feda6d410-18f0f2b634f9f05533d2c20046bb79df'
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'APIKEY': 'e88218d201bd344c2dc3c469f8f8d1f3-e77504680a17f51f0baecf9dababa40b'
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},
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'4': {
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'ACCT': '101-001-8005237-002',
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'APIKEY': 'e88218d201bd344c2dc3c469f8f8d1f3-e77504680a17f51f0baecf9dababa40b'
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},
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'2': {
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'APIKEY': 'b954456a3f4ac735de2555e1af50abf7-ed83ace2f9fb86412b76608daefc73a5',
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@ -45,48 +50,45 @@ const accounts = {
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}
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}
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async function getTransactionsAll(account,acct_id, api_key) {
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async function getTransactionsAll(account, acct_id, api_key) {
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for (const rg of [...Array(32).keys()]) {
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try {
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f = rg * 1000 + 1;
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to = f + 1000;
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const response = await axios.request({
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url: `${APIURL}/accounts/${acct_id}/transactions/idrange?from=${f}&to=${to}`,
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method: 'get',
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headers: {
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'Authorization': `Bearer ${api_key}`
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}
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});
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try {
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f = rg * 1000 + 1;
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to = f + 1000;
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const response = await axios.request({
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url: `${APIURL}/accounts/${acct_id}/transactions/idrange?from=${f}&to=${to}`,
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method: 'get',
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headers: {
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'Authorization': `Bearer ${api_key}`
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}
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});
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for (const t of response.data.transactions){
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qty = 0;
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tp = "";
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if(typeof(t['instrument']) !== undefined){
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tp = t['instrument']
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}
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if(typeof(t['units']) !== undefined){
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qty = t['units']
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}
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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]);
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for (const t of response.data.transactions) {
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qty = 0;
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tp = "";
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if (typeof(t['instrument']) !== undefined) {
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tp = t['instrument']
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}
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if (typeof(t['units']) !== undefined) {
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qty = t['units']
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}
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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]);
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}
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} catch (error) {
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console.error(error);
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}
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} catch (error) {
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console.error(error);
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}
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}
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}
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async function getTransactions(account,acct_id, api_key) {
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// for (const rg of [...Array(32).keys()]) {
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async function getTransactions(account, acct_id, api_key) {
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// for (const rg of [...Array(32).keys()]) {
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try {
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console.log(`SELECT max(order_id) from orders where account_id = ${account}`);
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const res = await client.query(`SELECT max(order_id) as order_id from orders where account_id = ${account}`)
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console.log(res.rows[0].order_id) // Hello w
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console.log(res.rows[0]) // Hello w
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f = res.rows[0].order_id;
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to = f + 1000;
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const res = await client.query(`SELECT max(order_id) as order_id from orders where account_id = ${account}`)
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f = res.rows[0].order_id;
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to = f + 1000;
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const response = await axios.request({
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url: `${APIURL}/accounts/${acct_id}/transactions/idrange?from=${f}&to=${to}`,
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method: 'get',
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@ -95,20 +97,20 @@ async function getTransactions(account,acct_id, api_key) {
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}
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});
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for (const t of response.data.transactions){
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qty = 0;
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tp = "";
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if(typeof(t['instrument']) !== undefined){
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tp = t['instrument']
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}
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if(typeof(t['units']) !== undefined){
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qty = t['units']
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}
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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]);
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for (const t of response.data.transactions) {
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qty = 0;
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tp = "";
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if (typeof(t['instrument']) !== undefined) {
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tp = t['instrument']
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}
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if (typeof(t['units']) !== undefined) {
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qty = t['units']
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}
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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]);
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}
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} catch (error) {
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console.error(error);
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}
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@ -142,7 +144,7 @@ async function getTradesByInstrument(acct_id, api_key, instrument) {
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'Authorization': `Bearer ${api_key}`
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}
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});
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console.log(response)
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//console.log(response)
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if (response.data.trades.length == 0) {
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return
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} else {
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@ -173,21 +175,21 @@ async function order(acct_id, api_key, instrument, quantity) {
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try {
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let dist = "0.0005"
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let pdist = "0.0005"
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let dist = "0.001"
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let pdist = "0.001"
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if (instrument.includes("JPY")) {
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dist = "0.05"
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pdist = "0.05"
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dist = "0.1"
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pdist = "0.1"
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}
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data = {
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"order": {
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"trailingStopLossOnFill": {
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/*"trailingStopLossOnFill": {
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"timeInForce": "GTC",
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"distance": dist
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},
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},*/
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/*"takeProfitOnFill": {
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"distance": pdist
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},*/
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@ -206,23 +208,8 @@ async function order(acct_id, api_key, instrument, quantity) {
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},
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data: data
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});
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console.log(data)
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return (response)
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/*try {
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delta = response.data.orderFillTransaction.price * .00164;
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price = response.data.orderFillTransaction.price;
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units = response.data.orderFillTransaction.units;
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pres = price.toString().split('.')[1].length
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if (units > 0) {
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price = price - delta;
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} else {
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price = price + delta
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}
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return await stopLoss(acct_id, api_key, response.data.orderFillTransaction.id, Number(price).toFixed(pres).toString())
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} catch (error) {
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console.log(error)
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return (error)
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}*/
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} catch (error) {
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console.error(error);
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@ -350,20 +337,20 @@ app.get('/tradesData', async (req, res) => {
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let r = [];
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for (account of Object.keys(accounts)) {
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let response = await getTrades(accounts[account]['ACCT'], accounts[account]['APIKEY'])
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try {
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//Object.(response.data['trades']).forEach(([a, t]) =>{
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response.data['trades'].forEach(( t) =>{
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try {
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//Object.(response.data['trades']).forEach(([a, t]) =>{
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response.data['trades'].forEach((t) => {
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t["Account"] = account;
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delete t['lastTransactionID'];
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delete t['trailingStopLossOrder'];
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console.log(t);
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r.push(t)
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});
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} catch(error) {
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console.log(error)
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}
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t["Account"] = account;
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delete t['lastTransactionID'];
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delete t['trailingStopLossOrder'];
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console.log(t);
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r.push(t)
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});
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} catch (error) {
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console.log(error)
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}
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}
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res.header('Access-Control-Allow-Origin', '*')
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res.json(r)
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@ -371,14 +358,14 @@ console.log(error)
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app.get('/transactionsAll/:account', async (req, res) => {
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let account = req.params.account;
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let r = {}
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let response = await getTransactions(account,accounts[account]['ACCT'], accounts[account]['APIKEY'])
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try {
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r = {};
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} catch(error) {
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console.log(error)
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}
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let response = await getTransactionsAll(account, accounts[account]['ACCT'], accounts[account]['APIKEY'])
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try {
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r = {};
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} catch (error) {
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console.log(error)
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}
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res.header('Access-Control-Allow-Origin', '*')
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res.json("ok")
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})
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@ -386,12 +373,12 @@ app.get('/transactions', async (req, res) => {
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let r = {}
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for (account of Object.keys(accounts)) {
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let response = await getTransactions(account,accounts[account]['ACCT'], accounts[account]['APIKEY'])
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try {
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r = {};
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} catch(error) {
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console.log(error)
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}
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let response = await getTransactions(account, accounts[account]['ACCT'], accounts[account]['APIKEY'])
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try {
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r = {};
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} catch (error) {
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console.log(error)
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}
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}
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res.header('Access-Control-Allow-Origin', '*')
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res.json("ok")
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@ -402,25 +389,47 @@ app.get('/trades', async (req, res) => {
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let r = {}
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for (account of Object.keys(accounts)) {
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let response = await getTrades(accounts[account]['ACCT'], accounts[account]['APIKEY'])
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try {
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r[account] = response.data;
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} catch(error) {
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console.log(error)
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}
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try {
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r[account] = response.data;
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} catch (error) {
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console.log(error)
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}
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}
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res.header('Access-Control-Allow-Origin', '*')
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res.json(r)
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})
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app.get('/accounts/del/:user_id/:account_id', async(req,res) => {
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await client.query(`delete from accounts where user_id = ${req.params.user_id} and id = ${req.params.account_id}`);
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app.get('/accounts/:user_id', async (req, res) => {
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accts = await client.query(`select * from accounts where user_id = ${req.params.user_id} `);
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res.header('Access-Control-Allow-Origin', '*');
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res.json('ok');
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res.json(accts.rows);
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})
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app.get('/accounts/add/:user_id/:a_number/:akey', async(req,res) => {
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await client.query(`insert into accounts (user_id, account_number, apikey, account_type) values (${req.params.user_id},'${req.params.a_number}','${req.params.akey}', 'oanda')`)
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app.get('/accounts', async (req, res) => {
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accts = await client.query(`select * from accounts `);
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res.header('Access-Control-Allow-Origin', '*');
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res.json('ok');
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r = {};
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console.log(accts);
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for (const a of accts.rows) {
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if (typeof(r[a['user_id']]) === 'undefined') {
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r[a['user_id']] = [a];
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} else {
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r[a['user_id']].push( a );
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}
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}
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res.json(r);
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})
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app.get('/accounts/del/:user_id/:account_id', async (req, res) => {
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await client.query(`delete from accounts where user_id = ${req.params.user_id} and id = ${req.params.account_id}`);
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res.header('Access-Control-Allow-Origin', '*');
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res.json('ok');
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})
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app.get('/accounts/add/:user_id/:a_number/:akey', async (req, res) => {
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await client.query(`insert into accounts (user_id, account_number, apikey, account_type) values (${req.params.user_id},'${req.params.a_number}','${req.params.akey}', 'oanda')`)
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res.header('Access-Control-Allow-Origin', '*');
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res.json('ok');
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})
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app.get('/trailingStop/:instrument', async (req, res) => {
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@ -429,61 +438,74 @@ app.get('/trailingStop/:instrument', async (req, res) => {
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res.header('Access-Control-Allow-Origin', '*')
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res.json(response.data)
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})
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app.get('/tradesByInstrument/:instrument', async (req, res) => {
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res.header('Access-Control-Allow-Origin', '*')
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r = {};
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for (account of Object.keys(accounts)) {
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r[account] = await getTradesByInstrument(accounts[account]['ACCT'], accounts[account]['APIKEY'], req.params.instrument);
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}
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res.json(r);
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r = "";
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data = await client.query(`select * from orders where account_id = 2 and order_date > now()- interval '1 day'`);
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for (const row of data.rows) {
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delete(row['order_data']);
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r += `${Object.values(row).join(',')} \n`;
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}
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//r[account] = await getTradesByInstrument(accounts[2]['ACCT'], accounts[2]['APIKEY'], req.params.instrument);
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res.header('Content-Type', 'text/csv');
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res.send(r);
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})
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app.get('/order/:instrument/:quantity', async (req, res) => {
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r = {};
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/*td = await getTradesByInstrument(accounts['2']['ACCT'], accounts['1']['APIKEY'], req.params.instrument);
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if (td) {
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if (td["initialUnits"] != req.params.quantity) {
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let dist = "0.005"
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if (req.params.instrument.includes("JPY")) {
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let dist = "0.5"
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}
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await takeProfit(accounts['2']['ACCT'], accounts['1']['APIKEY'], td["id"], dist)
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}
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} else {
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response = await order(accounts['2']['ACCT'], accounts['1']['APIKEY'], req.params.instrument, req.params.quantity);
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}*/
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/*td = await getTradesByInstrument(accounts['2']['ACCT'], accounts['2']['APIKEY'], req.params.instrument);
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if (td) {
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if (td["initialUnits"] != req.params.quantity) {
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let dist = "0.005"
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if (req.params.instrument.includes("JPY")) {
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let dist = "0.5"
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}
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await takeProfit(accounts['2']['ACCT'], accounts['2']['APIKEY'], td["id"], dist)
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}
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} else {
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response = await order(accounts['2']['ACCT'], accounts['2']['APIKEY'], req.params.instrument, req.params.quantity);
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} */
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for (account of Object.keys(accounts)) {
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td = await getTradesByInstrument(accounts[account]['ACCT'], accounts[account]['APIKEY'], req.params.instrument);
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if (td['state'] != "OPEN" || td['state'] != "PENDING") {
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response = await order(accounts[account]['ACCT'], accounts[account]['APIKEY'], req.params.instrument, req.params.quantity);
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}
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if (td == null || (td['state'] != "OPEN" && td['state'] != "PENDING")) {
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response = await order(accounts[account]['ACCT'], accounts[account]['APIKEY'], req.params.instrument, req.params.quantity);
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console.log(response["data"]);
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if (typeof(response["data"]["orderFillTransaction"]) !== "undefined"){
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delta = 0.0012;
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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);
|
||||
}
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user