feat: Customise the last buy price removing threshold

.gitignore

@@ -25,3 +25,4 @@ data
 log
 
 .env
+.vs

app/cronjob/trailingTrade/step/determine-action.js

@@ -65,13 +65,17 @@ const canSell = data => {
     symbolInfo: {
       filterMinNotional: { minNotional }
     },
+    symbolConfiguration: {
+      buy: { lastBuyPriceRemoveThreshold }
+    },
     baseAssetBalance: { total: baseAssetTotalBalance },
     sell: { currentPrice: sellCurrentPrice, lastBuyPrice }
   } = data;
 
   return (
     lastBuyPrice > 0 &&
-    baseAssetTotalBalance * sellCurrentPrice > parseFloat(minNotional)
+    baseAssetTotalBalance * sellCurrentPrice > parseFloat(minNotional) &&
+    baseAssetTotalBalance * sellCurrentPrice > lastBuyPriceRemoveThreshold
   );
 };
 
@@ -176,9 +180,9 @@ const execute = async (logger, rawData) => {
         data,
         'wait',
         `The current price reached the trigger price. ` +
-          `But you have enough ${baseAsset} to sell. ` +
-          `Set the last buy price to start selling. ` +
-          `Do not process buy.`
+        `But you have enough ${baseAsset} to sell. ` +
+        `Set the last buy price to start selling. ` +
+        `Do not process buy.`
       );
     }
 
@@ -193,8 +197,8 @@ const execute = async (logger, rawData) => {
         data,
         'buy-temporary-disabled',
         'The current price reached the trigger price. ' +
-          `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` +
-          `Resume buy process after ${checkDisable.ttl}s.`
+        `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` +
+        `Resume buy process after ${checkDisable.ttl}s.`
       );
     }
 
@@ -223,8 +227,8 @@ const execute = async (logger, rawData) => {
           data,
           'sell-temporary-disabled',
           'The current price is reached the sell trigger price. ' +
-            `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` +
-            `Resume sell process after ${checkDisable.ttl}s.`
+          `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` +
+          `Resume sell process after ${checkDisable.ttl}s.`
         );
       }
       // Then sell
@@ -247,8 +251,8 @@ const execute = async (logger, rawData) => {
           data,
           'sell-temporary-disabled',
           'The current price is reached the stop-loss price. ' +
-            `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` +
-            `Resume sell process after ${checkDisable.ttl}s.`
+          `However, the action is temporarily disabled by ${checkDisable.disabledBy}. ` +
+          `Resume sell process after ${checkDisable.ttl}s.`
         );
       }
       // Then sell market order

app/cronjob/trailingTrade/step/remove-last-buy-price.js

@@ -6,14 +6,14 @@ const {
   getAPILimit,
   isActionDisabled
 } = require('../../trailingTradeHelper/common');
-
 /**
  * Retrieve last buy order from cache
  *
  * @param {*} logger
  * @param {*} symbol
  * @returns
  */
+
 const getLastBuyOrder = async (logger, symbol) => {
   const cachedLastBuyOrder =
     JSON.parse(await cache.get(`${symbol}-last-buy-order`)) || {};
@@ -45,12 +45,12 @@ const removeLastBuyPrice = async (
     `${symbol} Action (${moment().format(
       'HH:mm:ss.SSS'
     )}): Removed last buy price\n` +
-      `- Message: ${processMessage}\n\`\`\`${JSON.stringify(
-        extraMessages,
-        undefined,
-        2
-      )}\`\`\`\n` +
-      `- Current API Usage: ${getAPILimit(logger)}`
+    `- Message: ${processMessage}\n\`\`\`${JSON.stringify(
+      extraMessages,
+      undefined,
+      2
+    )}\`\`\`\n` +
+    `- Current API Usage: ${getAPILimit(logger)}`
   );
 };
 
@@ -67,6 +67,9 @@ const execute = async (logger, rawData) => {
     isLocked,
     action,
     symbol,
+    symbolConfiguration: {
+      buy: { lastBuyPriceRemoveThreshold }
+    },
     symbolInfo: {
       filterLotSize: { stepSize, minQty },
       filterMinNotional: { minNotional }
@@ -169,7 +172,7 @@ const execute = async (logger, rawData) => {
     return data;
   }
 
-  if (baseAssetQuantity * currentPrice < parseFloat(minNotional)) {
+  if (baseAssetQuantity * currentPrice < lastBuyPriceRemoveThreshold) {
     // Final check for open orders
     refreshedOpenOrders = await getAndCacheOpenOrdersForSymbol(logger, symbol);
     if (refreshedOpenOrders.length > 0) {

app/cronjob/trailingTradeHelper/configuration.js

@@ -154,7 +154,7 @@ const getMaxPurchaseAmount = async (
 
   let newBuyMaxPurchaseAmount = -1;
 
-  // If old max purchase maount is -1, then should calculate maximum purchase amount based on the notional amount.
+  // If old max purchase amount is -1, then should calculate last buy remove threshold based on the notional amount.
   const cachedSymbolInfo =
     JSON.parse(
       await cache.hget('trailing-trade-symbols', `${symbol}-symbol-info`)
@@ -174,7 +174,7 @@ const getMaxPurchaseAmount = async (
 
     logger.info(
       { quoteAsset, newBuyMaxPurchaseAmount },
-      'Retreived max purchase amount from global configuration'
+      'Retrieved max purchase amount from global configuration'
     );
 
     if (newBuyMaxPurchaseAmount === -1) {
@@ -194,6 +194,74 @@ const getMaxPurchaseAmount = async (
 
   return newBuyMaxPurchaseAmount;
 };
+
+const getLastBuyPriceRemoveThreshold = async (
+  logger,
+  symbol,
+  globalConfiguration,
+  symbolConfiguration
+) => {
+  const symbolBuyLastBuyPriceRemoveThreshold = _.get(
+    symbolConfiguration,
+    'buy.lastBuyPriceRemoveThreshold',
+    -1
+  );
+
+  if (symbolBuyLastBuyPriceRemoveThreshold !== -1) {
+    logger.info(
+      { symbolBuyLastBuyPriceRemoveThreshold },
+      'Last buy threshold is found from symbol configuration.'
+    );
+    return symbolBuyLastBuyPriceRemoveThreshold;
+  }
+
+  logger.info(
+    { symbolBuyLastBuyPriceRemoveThreshold },
+    'Last Buy Price Remove Threshold is set as -1. Need to calculate and override it'
+  );
+
+  let newBuyLastBuyPriceRemoveThreshold = -1;
+
+  // If old last buy price remove threshold is -1, then should calculate last buy price remove threshold based on the notional amount.
+  const cachedSymbolInfo =
+    JSON.parse(
+      await cache.hget('trailing-trade-symbols', `${symbol}-symbol-info`)
+    ) || {};
+
+  if (_.isEmpty(cachedSymbolInfo) === false) {
+    const {
+      quoteAsset,
+      filterMinNotional: { minNotional }
+    } = cachedSymbolInfo;
+
+    newBuyLastBuyPriceRemoveThreshold = _.get(
+      globalConfiguration,
+      `buy.lastBuyPriceRemoveThresholds.${quoteAsset}`,
+      -1
+    );
+
+    logger.info(
+      { quoteAsset, newBuyLastBuyPriceRemoveThreshold },
+      'Retrieved last buy price remove threshold from global configuration'
+    );
+
+    if (newBuyLastBuyPriceRemoveThreshold === -1) {
+      newBuyLastBuyPriceRemoveThreshold = parseFloat(minNotional);
+
+      logger.info(
+        { newBuyLastBuyPriceRemoveThreshold, minNotional },
+        'Could not get last buy price remove threshold from global configuration. Use minimum notional from symbol info'
+      );
+    }
+  } else {
+    logger.info(
+      { cachedSymbolInfo },
+      'Could not find symbol info, wait to be cached.'
+    );
+  }
+
+  return newBuyLastBuyPriceRemoveThreshold;
+};
 /**
  * Get global/symbol configuration
  *
@@ -222,8 +290,20 @@ const getConfiguration = async (logger, symbol = null) => {
       )
     );
 
+    _.set(
+      mergedConfigValue,
+      'buy.lastBuyPriceRemoveThreshold',
+      await getLastBuyPriceRemoveThreshold(
+        logger,
+        symbol,
+        globalConfigValue,
+        symbolConfigValue
+      )
+    );
+
     // For symbol configuration, remove maxPurchaseAmounts
     _.unset(mergedConfigValue, 'buy.maxPurchaseAmounts');
+    _.unset(mergedConfigValue, 'buy.lastBuyPriceRemoveThresholds');
   }
 
   // Merge global and symbol configuration

app/frontend/websocket/handlers/setting-update.js

@@ -29,6 +29,7 @@ const handleSettingUpdate = async (logger, ws, payload) => {
   // Set max purchase amount to be -1, which mean max purchase amount
   // will be automatically calculate based on the notional amount.
   mergedConfiguration.buy.maxPurchaseAmount = -1;
+  mergedConfiguration.buy.lastBuyPriceRemoveThreshold = -1;
 
   logger.info({ mergedConfiguration }, 'New merged configuration');
 

config/default.json

@@ -50,6 +50,8 @@
       },
       "buy": {
         "enabled": true,
+        "lastBuyPriceRemoveThreshold": -1,
+        "lastBuyPriceRemoveThresholds": {},
         "maxPurchaseAmount": -1,
         "maxPurchaseAmounts": {},
         "triggerPercentage": 1.0,

public/index.html

@@ -146,6 +146,10 @@
       type="text/babel"
       src="./js/SettingIconMaxPurchaseAmount.js"
     ></script>
+    <script
+      type="text/babel"
+      src="./js/SettingIconLastBuyPriceRemoveThreshold.js"
+    ></script>
     <script type="text/babel" src="./js/SettingIcon.js"></script>
     <script type="text/babel" src="./js/AccountWrapperAsset.js"></script>
     <script type="text/babel" src="./js/AccountWrapper.js"></script>

public/js/CoinWrapperSetting.js

@@ -38,9 +38,8 @@ class CoinWrapperSetting extends React.Component {
             className='btn btn-sm btn-link p-0 ml-1'
             onClick={this.toggleCollapse}>
             <i
-              className={`fa ${
-                collapsed ? 'fa-arrow-right' : 'fa-arrow-down'
-              }`}></i>
+              className={`fa ${collapsed ? 'fa-arrow-right' : 'fa-arrow-down'
+                }`}></i>
           </button>
         </div>
         <div
@@ -74,6 +73,13 @@ class CoinWrapperSetting extends React.Component {
               </span>
             </div>
 
+            <div className='coin-info-column coin-info-column-order'>
+              <span className='coin-info-label'>Last Buy Price Threshold:</span>
+              <HightlightChange className='coin-info-value'>
+                {symbolConfiguration.buy.lastBuyPriceRemoveThreshold} {quoteAsset}
+              </HightlightChange>
+            </div>
+
             <div className='coin-info-column coin-info-column-order'>
               <span className='coin-info-label'>Max purchase amount:</span>
               <HightlightChange className='coin-info-value'>