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Corrected engine.js to include held assets in calculations for buy_max_amt and buy_pct #1111

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Corrected engine.js to include held assets in calculations for buy_max_amt and buy_pct #1111

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cece4cf
Corrected engine.js to include held assets in calculations for buy_ma…
T-rav Jan 11, 2018
2a49a57
Updated package-lock.jsonO
Jan 11, 2018
91d29d4
Fixed formating issue
T-rav Jan 12, 2018
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31 changes: 18 additions & 13 deletions lib/engine.js
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Original file line number Diff line number Diff line change
Expand Up @@ -18,6 +18,7 @@ module.exports = function container (get, set, clear) {
s.product_id = so.selector.product_id
s.asset = so.selector.asset
s.currency = so.selector.currency
s.asset_capital = 0

if (typeof so.period_length == 'undefined')
so.period_length = so.period
Expand Down Expand Up @@ -192,18 +193,19 @@ module.exports = function container (get, set, clear) {
s.exchange.getBalance({currency: s.currency, asset: s.asset}, function (err, balance) {
if (err) return cb(err)
s.balance = balance
if (!s.start_capital) {
s.exchange.getQuote({product_id: s.product_id}, function (err, quote) {
if (err) return cb(err)
s.exchange.getQuote({product_id: s.product_id}, function (err, quote) {
if (err) return cb(err)

if (!s.start_capital) {
s.start_price = n(quote.ask).value()
s.start_capital = n(s.balance.currency).add(n(s.balance.asset).multiply(quote.ask)).value()

pushMessage('Balance ' + s.exchange.name.toUpperCase(), 'sync balance ' + s.start_capital + ' ' + s.currency + '\n')

cb()
})
}
else cb()
}
s.asset_capital = n(s.balance.asset).multiply(quote.ask).value()
cb()
})
})
}

Expand Down Expand Up @@ -435,11 +437,14 @@ module.exports = function container (get, set, clear) {
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.buy_max_amt){ // account for held assets as buy_max
var adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value()
var buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value()
buy_pct = buy_max_as_pct
}else{ // account for held assets as %
var held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value()
var to_buy_pct = n(so.buy_pct).subtract(held_pct).value()
buy_pct = to_buy_pct
}
if (so.order_type === 'maker') {
size = n(s.balance.currency).multiply(buy_pct).divide(100).multiply(s.exchange.makerFee / 100).format('0.00000000')
Expand Down
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