Added --buy_max_amt option to allow for multiple bots on same exchange (

#1051)

* Found where I need to adjust stuff in the trade bot!

* Added issue link, seems simple enough, set a max amount and push it below

* Added in buy_amt_max to cap the % that can be traded

* renamed buy_amt_max to buy_max_amt

* Added buy_max_amt tothe README.md options

* Added engine.test.js

* Added test for my --buy_max_amt option

* Removed all ; from test file, seems as though the standard is no ;

* Refactored test to be better structured

* Fixed README.md formating

* Fixed trade.js formating issue

* fixed some more formating issues

* Fixed some more formating issues

* Update engine.js

README.md

@@ -245,6 +245,7 @@ zenbot trade --help
     --asset_capital <amount>        for paper trading, amount of start capital in asset
     --avg_slippage_pct <pct>        avg. amount of slippage to apply to paper trades
     --buy_pct <pct>                 buy with this % of currency balance
+    --buy_max_amt <amt>             buy with up to this amount of currency balance
     --sell_pct <pct>                sell with this % of asset balance
     --markdown_buy_pct <pct>        % to mark down buy price (previously the --markup_pct property)
     --markup_sell_pct <pct>         % to mark up sell price (previously the --markup_pct property)

commands/trade.js

@@ -28,6 +28,7 @@ module.exports = function container (get, set, clear) {
       .option('--asset_capital <amount>', 'for paper trading, amount of start capital in asset', Number, c.asset_capital)
       .option('--avg_slippage_pct <pct>', 'avg. amount of slippage to apply to paper trades', Number, c.avg_slippage_pct)
       .option('--buy_pct <pct>', 'buy with this % of currency balance', Number, c.buy_pct)
+      .option('--buy_max_amt <amt>', 'buy with up to this amount of currency balance', Number, c.buy_max_amt)
       .option('--sell_pct <pct>', 'sell with this % of asset balance', Number, c.sell_pct)
       .option('--markdown_buy_pct <pct>', '% to mark down buy price', Number, c.markdown_buy_pct)
       .option('--markup_sell_pct <pct>', '% to mark up sell price', Number, c.markup_sell_pct)

lib/engine.js

@@ -188,6 +188,7 @@ module.exports = function container (get, set, clear) {
       if (so.mode !== 'live') {
         return cb()
       }
+
       s.exchange.getBalance({currency: s.currency, asset: s.asset}, function (err, balance) {
         if (err) return cb(err)
         s.balance = balance
@@ -433,12 +434,19 @@ module.exports = function container (get, set, clear) {
             price = n(quote.bid).subtract(n(quote.bid).multiply(so.markdown_buy_pct / 100)).format(s.product.increment, Math.floor)
             if (!size) {
               if (so.mode === 'live') {
+                var buy_pct = so.buy_pct
+                if(so.buy_max_amt){
+                  var buy_max_as_pct = n(so.buy_max_amt).divide(s.balance.currency).multiply(100)
+                  if(buy_max_as_pct < buy_pct){
+                    buy_pct = buy_max_as_pct
+                  }
+                }
                 if (so.order_type === 'maker') {
-                  size = n(s.balance.currency).multiply(so.buy_pct).divide(100).multiply(s.exchange.makerFee / 100).format('0.00000000');
+                  size = n(s.balance.currency).multiply(buy_pct).divide(100).multiply(s.exchange.makerFee / 100).format('0.00000000')
                 } else {
-                  size = n(s.balance.currency).multiply(so.buy_pct).divide(100).multiply(s.exchange.takerFee / 100).format('0.00000000');
+                  size = n(s.balance.currency).multiply(buy_pct).divide(100).multiply(s.exchange.takerFee / 100).format('0.00000000')
                 }
-                size = n(s.balance.currency).multiply(so.buy_pct).divide(100).subtract(size).divide(price).format('0.00000000')
+                size = n(s.balance.currency).multiply(buy_pct).divide(100).subtract(size).divide(price).format('0.00000000')
               } else {
                 size = n(s.balance.currency).multiply(so.buy_pct).divide(100).divide(price).format('0.00000000')
               }

test/lib/engine.test.js

@@ -0,0 +1,173 @@
+describe("Engine", function() {
+	describe("executeSignal", function() {
+		describe("when maker", function(){
+			it("with buy_max_amt less than buy_pct amount should use buy_max_amt", function(){
+				// arrange
+				var signal_type = "buy"
+				var currency_amount = 1
+				var buy_pct = 50
+				var buy_max_amt = 0.25
+				var order_type = "maker"			
+				var buy_spy = jasmine.createSpy()
+				var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy)
+				// act
+				sut.executeSignal(signal_type)
+				// assert
+				var expected = "2.77500000"
+				var buyArgs = buy_spy.calls.mostRecent().args[0]
+				expect(buyArgs.size).toBe(expected)
+			})
+
+			it("with buy_max_amt more than buy_pct amount should use buy_pct", function(){
+				// arrange
+				var signal_type = "buy"
+				var currency_amount = 1
+				var buy_pct = 50
+				var buy_max_amt = 0.75
+				var order_type = "maker"			
+				var buy_spy = jasmine.createSpy()
+				var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy)
+				// act
+				sut.executeSignal(signal_type)
+				// assert
+				var expected = "5.55000000"
+				var buyArgs = buy_spy.calls.mostRecent().args[0]
+				expect(buyArgs.size).toBe(expected)
+			})
+
+			it("with buy_max_amt equals buy_pct amount should use buy_pct", function(){
+				// arrange
+				var signal_type = "buy"
+				var currency_amount = 1
+				var buy_pct = 50
+				var buy_max_amt = 0.50
+				var order_type = "maker"			
+				var buy_spy = jasmine.createSpy()
+				var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy)
+				// act
+				sut.executeSignal(signal_type)
+				// assert
+				var expected = "5.55000000"
+				var buyArgs = buy_spy.calls.mostRecent().args[0]
+				expect(buyArgs.size).toBe(expected)
+			})
+		})
+
+		describe("when taker", function(){
+			it("with buy_max_amt less than buy_pct amount should use buy_max_amt", function(){
+				// arrange
+				var signal_type = "buy"
+				var currency_amount = 1
+				var buy_pct = 50
+				var buy_max_amt = 0.25
+				var order_type = "taker"
+				var buy_spy = jasmine.createSpy()
+				var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy)
+				// act
+				sut.executeSignal(signal_type)
+				// assert
+				var expected = "2.77222222"
+				var buyArgs = buy_spy.calls.mostRecent().args[0]
+				expect(buyArgs.size).toBe(expected)
+			})
+
+			it("with buy_max_amt more than buy_pct amount should use buy_pct", function(){
+				// arrange
+				var signal_type = "buy"
+				var currency_amount = 1
+				var buy_pct = 50
+				var buy_max_amt = 0.75
+				var order_type = "taker"			
+				var buy_spy = jasmine.createSpy()
+				var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy)
+				// act
+				sut.executeSignal(signal_type)
+				// assert
+				var expected = "5.54444444"
+				var buyArgs = buy_spy.calls.mostRecent().args[0]
+				expect(buyArgs.size).toBe(expected)
+			})
+
+			it("with buy_max_amt equals buy_pct amount should use buy_pct", function(){
+				// arrange
+				var signal_type = "buy"
+				var currency_amount = 1
+				var buy_pct = 50
+				var buy_max_amt = 0.50
+				var order_type = "taker"			
+				var buy_spy = jasmine.createSpy()
+				var sut = createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy)
+				// act
+				sut.executeSignal(signal_type)
+				// assert
+				var expected = "5.54444444"
+				var buyArgs = buy_spy.calls.mostRecent().args[0]
+				expect(buyArgs.size).toBe(expected)
+			})
+		})
+	})
+})
+
+function createEngine(currency_amount, buy_pct, buy_max_amt, order_type, buy_spy){	
+	var fake_asset = "test_asset"
+	var fake_currency = "BTC"
+	var fake_exchange = "test_exchange"
+	var fake_project = "test_product"
+	var fake_bid = 0.10
+	var fake_ask = 0.11
+	var fake_balance = { currency: currency_amount, asset:0}
+
+	var fakes = {
+		get: function() { },
+		set: function() { },
+		clear: function() { }
+	}
+
+	var fake_product = {
+		"asset": fake_asset,
+		"currency": fake_currency,
+		"min_total": "0.1",
+		"max_size": null,
+		"increment": "0.01",
+		"label": "Test TST/BTC"
+	  }
+
+	var fake_return = {
+		"conf": {},
+		"exchanges.test_exchange" : {
+			getProducts: function() { return [fake_product] },
+			getQuote: function(product, callback){ callback(null, { bid: fake_bid, ask: fake_ask}) },
+			getBalance: function(args, callback){ return callback(null, fake_balance)},
+			buy: buy_spy,
+			name: fake_exchange,
+			makerFee: 0.1,
+			takerFee: 0.2
+		},
+		"lib.notify": {
+			pushMessage: function(title, message){ }
+		}
+	}
+
+	spyOn(fakes,"get").and.callFake(function(param){
+		return fake_return[param]
+	})
+
+	var engine = require("../../lib/engine")(fakes.get, fakes.set, fakes.clear)
+	var input = {
+		options: {
+			selector: {
+				exchange_id:fake_exchange,
+				product_id:fake_project,
+				asset:fake_asset,
+				currency: fake_currency
+			},
+			period: "30m",
+			markdown_buy_pct : 2,
+			mode:"live",
+			order_type: order_type,
+			buy_pct:buy_pct,
+			buy_max_amt:buy_max_amt
+		}
+	}
+	return engine(input)
+}