Visual dashboard for REST API

.gitignore

@@ -15,9 +15,10 @@ data/*
 conf.js
 conf-*
 conf_*
+conf/*
 !conf-sample.js
-sim_result*
-trade_result*
+sim_result*.html
+trade_result*.html
 *_test
 backtesting_*
 models/*.json

README.md

@@ -285,7 +285,7 @@ neural
   description:
     Use neural learning to predict future price. Buy = mean(last 3 real prices) < mean(current & last prediction)
   options:
-    --period=<value>  period length - make sure to lower your poll trades time to lower than this value (default: 5s)
+    --period=<value>  period length - make sure to lower your poll trades time to lower than this value (default: 2m)
     --activation_1_type=<value>  Neuron Activation Type: sigmoid, tanh, relu (default: sigmoid)
     --neurons_1=<value>  Neurons in layer 1 Shoot for atleast 100 (default: 5)
     --depth=<value>  Rows of data to predict ahead for matches/learning (default: 3)

commands/trade.js

@@ -72,7 +72,6 @@ module.exports = function container (get, set, clear) {
           process.exit(1)
         }
         var engine = get('lib.engine')(s)
-        get('lib.output').initializeOutput(s)
 
         const keyMap = new Map()
         keyMap.set('b', 'limit'.grey + ' BUY'.green)
@@ -96,7 +95,7 @@ module.exports = function container (get, set, clear) {
             console.log(' ' + key + ' - ' + value)
           })
         }
-        
+
         function listOptions () {
           console.log()
           console.log(s.exchange.name.toUpperCase() + ' exchange active trading options:'.grey)
@@ -131,7 +130,7 @@ module.exports = function container (get, set, clear) {
             z(20, so.profit_stop_pct + '%', ' ')
           ].join('') + '\n')
           process.stdout.write('')
-        }              
+        }
 
         /* Implementing statistical Exit */
         function printTrade (quit, dump) {
@@ -158,6 +157,14 @@ module.exports = function container (get, set, clear) {
           output_lines.push('buy hold: ' + buy_hold.format('0.00000000').yellow + ' (' + n(buy_hold_profit).format('0.00%') + ')')
           output_lines.push('vs. buy hold: ' + n(tmp_balance).subtract(buy_hold).divide(buy_hold).format('0.00%').yellow)
           output_lines.push(s.my_trades.length + ' trades over ' + s.day_count + ' days (avg ' + n(s.my_trades.length / s.day_count).format('0.00') + ' trades/day)')
+          s.stats = {
+            profit: profit.format('0.00%'),
+            tmp_balance: n(tmp_balance).format('0.00000000'),
+            buy_hold: buy_hold.format('0.00000000'),
+            buy_hold_profit: n(buy_hold_profit).format('0.00%'),
+            day_count: s.day_count,
+            trade_per_day: n(s.my_trades.length / s.day_count).format('0.00')
+          }
           var last_buy
           var losses = 0, sells = 0
           s.my_trades.forEach(function (trade) {
@@ -174,7 +181,11 @@ module.exports = function container (get, set, clear) {
           if (s.my_trades.length && sells > 0) {
             output_lines.push('win/loss: ' + (sells - losses) + '/' + losses)
             output_lines.push('error rate: ' + (sells ? n(losses).divide(sells).format('0.00%') : '0.00%').yellow)
+            s.stats.win = (sells - losses)
+            s.stats.losses = losses
+            s.stats.error_rate = (sells ? n(losses).divide(sells).format('0.00%') : '0.00%')
           }
+
           output_lines.forEach(function (line) {
             console.log(line)
           })
@@ -202,56 +213,63 @@ module.exports = function container (get, set, clear) {
               .replace(/\{\{symbol\}\}/g,  so.selector + ' - zenbot ' + require('../package.json').version)
             if (so.filename !== 'none') {
               var out_target
-              
+
               if(dump){
                 var dt = new Date().toISOString();
-                
+
                 //ymd
                 var today = dt.slice(2, 4) + dt.slice(5, 7) + dt.slice(8, 10);
                 out_target = so.filename || 'simulations/trade_result_' + so.selector +'_' + today + '_UTC.html'
               fs.writeFileSync(out_target, out)
               }else
                 out_target = so.filename || 'simulations/trade_result_' + so.selector +'_' + new Date().toISOString().replace(/T/, '_').replace(/\..+/, '').replace(/-/g, '').replace(/:/g, '').replace(/20/, '') + '_UTC.html'
-              
+
               fs.writeFileSync(out_target, out)
               console.log('\nwrote'.grey, out_target)
             }
             if(quit) process.exit(0)
           }
         }
         /* The end of printTrade */
-        
+
         /* Implementing statistical status dump every 10 secs */
-        var shouldSaveStats = false;
+        var shouldSaveStats = true;
         function toggleStats(){
           shouldSaveStats = !shouldSaveStats;
           if(shouldSaveStats)
             console.log("Auto stats dump enabled")
           else
             console.log("Auto stats dump disabled")
         }
-        
+
         function saveStatsLoop(){
           saveStats()
           setTimeout(function () {
             saveStatsLoop()
           }, 10000)
         }
-        saveStatsLoop()
-
+
         function saveStats () {
           if(!shouldSaveStats) return;
-          
+
           var output_lines = []
           var tmp_balance = n(s.balance.currency).add(n(s.period.close).multiply(s.balance.asset)).format('0.00000000')
-          
+
           var profit = s.start_capital ? n(tmp_balance).subtract(s.start_capital).divide(s.start_capital) : n(0)
           output_lines.push('last balance: ' + n(tmp_balance).format('0.00000000').yellow + ' (' + profit.format('0.00%') + ')')
           var buy_hold = s.start_price ? n(s.period.close).multiply(n(s.start_capital).divide(s.start_price)) : n(tmp_balance)
           var buy_hold_profit = s.start_capital ? n(buy_hold).subtract(s.start_capital).divide(s.start_capital) : n(0)
           output_lines.push('buy hold: ' + buy_hold.format('0.00000000').yellow + ' (' + n(buy_hold_profit).format('0.00%') + ')')
           output_lines.push('vs. buy hold: ' + n(tmp_balance).subtract(buy_hold).divide(buy_hold).format('0.00%').yellow)
           output_lines.push(s.my_trades.length + ' trades over ' + s.day_count + ' days (avg ' + n(s.my_trades.length / s.day_count).format('0.00') + ' trades/day)')
+          s.stats = {
+            profit: profit.format('0.00%'),
+            tmp_balance: n(tmp_balance).format('0.00000000'),
+            buy_hold: buy_hold.format('0.00000000'),
+            buy_hold_profit: n(buy_hold_profit).format('0.00%'),
+            day_count: s.day_count,
+            trade_per_day: n(s.my_trades.length / s.day_count).format('0.00')
+          }
           var last_buy
           var losses = 0, sells = 0
           s.my_trades.forEach(function (trade) {
@@ -268,8 +286,11 @@ module.exports = function container (get, set, clear) {
           if (s.my_trades.length && sells > 0) {
             output_lines.push('win/loss: ' + (sells - losses) + '/' + losses)
             output_lines.push('error rate: ' + (sells ? n(losses).divide(sells).format('0.00%') : '0.00%').yellow)
+            s.stats.win = (sells - losses)
+            s.stats.losses = losses
+            s.stats.error_rate = (sells ? n(losses).divide(sells).format('0.00%') : '0.00%')
           }
-          
+
           var html_output = output_lines.map(function (line) {
             return colors.stripColors(line)
           }).join('\n')
@@ -285,7 +306,7 @@ module.exports = function container (get, set, clear) {
           })
           var code = 'var data = ' + JSON.stringify(data) + ';\n'
           code += 'var trades = ' + JSON.stringify(s.my_trades) + ';\n'
-          var tpl = fs.readFileSync(path.resolve(__dirname, '..', 'templates', 'sim_result.html.tpl'), {encoding: 'utf8'})
+          var tpl = fs.readFileSync(path.resolve(__dirname, '..', 'templates', 'trade_result.html.tpl'), {encoding: 'utf8'})
           var out = tpl
             .replace('{{code}}', code)
             .replace('{{trend_ema_period}}', so.trend_ema || 36)
@@ -294,10 +315,10 @@ module.exports = function container (get, set, clear) {
           if (so.filename !== 'none') {
             var out_target
             var dt = new Date().toISOString();
-            
+
             //ymd
             var today = dt.slice(2, 4) + dt.slice(5, 7) + dt.slice(8, 10);
-            out_target = so.filename || 'simulations/trade_result_' + so.selector +'_' + today + '_UTC.html'
+            out_target = so.filename || 'stats/index.html'
 
             fs.writeFileSync(out_target, out)
             //console.log('\nwrote'.grey, out_target)
@@ -355,12 +376,15 @@ module.exports = function container (get, set, clear) {
               opts.query.time = {$gt: db_cursor}
             }
             else {
-              trade_cursor = s.exchange.getCursor(query_start) 
+              trade_cursor = s.exchange.getCursor(query_start)
               opts.query.time = {$gte: query_start}
             }
             get('db.trades').select(opts, function (err, trades) {
               if (err) throw err
               if (!trades.length) {
+                console.log('------------------------------------------ INITIALIZE  OUTPUT ------------------------------------------')
+                get('lib.output').initializeOutput(s)
+                saveStatsLoop()
                 console.log('---------------------------- STARTING ' + so.mode.toUpperCase() + ' TRADING ----------------------------')
                 if (so.mode === 'paper') {
                   console.log('!!! Paper mode enabled. No real trades are performed until you remove --paper from the startup command.')
@@ -439,7 +463,7 @@ module.exports = function container (get, set, clear) {
                           console.log('\nDumping statistics...'.grey)
                           printTrade(false, true)
                         } else if (key === 'D' && !info.ctrl) {
-                          
+
                           console.log('\nDumping statistics...'.grey)
                           toggleStats()
                         } else if (info.name === 'c' && info.ctrl) {

extensions/exchanges/cexio/exchange.js

@@ -1,9 +1,14 @@
 const CEX = require('cexio-api-node')
 var path = require('path')
 var n = require('numbro')
+var minimist = require('minimist')
 
 module.exports = function container (get, set, clear) {
   var c = get('conf')
+  var s = {
+    options: minimist(process.argv)
+  }
+  var so = s.options
 
   var public_client, authed_client
 
@@ -32,11 +37,11 @@ module.exports = function container (get, set, clear) {
 
   function retry (method, args) {
     if (method !== 'getTrades') {
-      console.error(('\nCEX.IO API is down! unable to call ' + method + ', retrying in 10s').red)
+      console.error(('\nCEX.IO API is down! unable to call ' + method + ', retrying in 15s').red)
     }
     setTimeout(function () {
       exchange[method].apply(exchange, args)
-    }, 10000)
+    }, 15000)
   }
 
   var orders = {}
@@ -61,7 +66,7 @@ module.exports = function container (get, set, clear) {
       var client = publicClient()
       var pair = joinProduct(opts.product_id)
       client.trade_history(pair, args, function (err, body) {
-        if (typeof body === 'string' && body.match(/error/)) console.log(('\ngetTrades ' + body).red)
+        if (so.debug && typeof body === 'string' && body.match(/error/)) console.log(('\ngetTrades ' + body).red)
         if (err || (typeof body === 'string' && body.match(/error/))) return retry('getTrades', func_args, body)
         var trades = body.map(function (trade) {
           return {
@@ -80,7 +85,7 @@ module.exports = function container (get, set, clear) {
       var func_args = [].slice.call(arguments)
       var client = authedClient()
       client.account_balance(function (err, body) {
-        if (typeof body === 'string' && body.match(/error/)) console.log(('\ngetBalance ' + body).red)
+        if (so.debug && typeof body === 'string' && body.match(/error/)) console.log(('\ngetBalance ' + body).red)
         if (err || (typeof body === 'string' && body.match(/error/))) return retry('getBalance', func_args, body)
         var balance = { asset: 0, currency: 0 }
         balance.currency = n(body[opts.currency].available).add(body[opts.currency].orders).format('0.00000000')
@@ -96,7 +101,7 @@ module.exports = function container (get, set, clear) {
       var client = publicClient()
       var pair = joinProduct(opts.product_id)
       client.ticker(pair, function (err, body) {
-        if (typeof body === 'string' && body.match(/error/)) console.log(('\ngetQuote ' + body).red)
+        if (so.debug && typeof body === 'string' && body.match(/error/)) console.log(('\ngetQuote ' + body).red)
         if (err || (typeof body === 'string' && body.match(/error/))) return retry('getQuote', func_args, body)
         cb(null, { bid: String(body.bid), ask: String(body.ask) })
       })
@@ -107,7 +112,7 @@ module.exports = function container (get, set, clear) {
       var client = authedClient()
       client.cancel_order(opts.order_id, function (err, body) {
         //if (body === 'Order canceled') return cb()
-        if (typeof body === 'string' && body.match(/error/)) console.log(('\ncancelOrder ' + body).red)
+        if (so.debug && typeof body === 'string' && body.match(/error/)) console.log(('\ncancelOrder ' + body).red)
         if (err) return retry('cancelOrder', func_args, err)
         cb()
       })
@@ -126,7 +131,7 @@ module.exports = function container (get, set, clear) {
         opts.type = 'market'
       }
       client.place_order(pair, action, opts.size, opts.price, opts.type, function (err, body) {
-        if (typeof body === 'string' && body.match(/error/)) console.log(('\ntrade ' + body).red)
+        if (so.debug && typeof body === 'string' && body.match(/error/)) console.log(('\ntrade ' + body).red)
         if (err || (typeof body === 'string' && body.match(/error/) && body !== 'error: Error: Place order error: Insufficient funds.')) return retry('trade', func_args, body)
         if (body === 'error: Error: Place order error: Insufficient funds.') {
           var order = {
@@ -164,7 +169,7 @@ module.exports = function container (get, set, clear) {
       var order = orders['~' + opts.order_id]
       var client = authedClient()
       client.get_order_details(opts.order_id, function (err, body) {
-        if (typeof body === 'string' && body.match(/error/)) console.log(('\ngetOrder ' + body).red)
+        if (so.debug && typeof body === 'string' && body.match(/error/)) console.log(('\ngetOrder ' + body).red)
         if (err || (typeof body === 'string' && body.match(/error/))) return retry('getOrder', func_args, body)
         if (body.status === 'c') {
           order.status = 'rejected'

extensions/output/api.js

@@ -5,6 +5,7 @@ module.exports = function container (get) {
   let express = require('express')
   let app = express()
   let random_port = require('random-port')
+  let path = require("path")
 
   let run = function(reporter, tradeObject) {
     if (!reporter.port || reporter.port === 0) {
@@ -16,15 +17,37 @@ module.exports = function container (get) {
     }
   }
 
+  let objectWithoutKey = (object, key) => {
+    const {[key]: deletedKey, ...otherKeys} = object;
+    return otherKeys;
+  }
+
   let startServer = function(port, tradeObject) {
     tradeObject.port = port
 
+    app.set('views', path.join(__dirname+'../../../templates'));
+    app.set('view engine', 'ejs');
+
+    app.use('/assets', express.static(__dirname+'../../../templates/dashboard_assets'));
+    app.use('/assets-zenbot', express.static(__dirname+'../../../assets'));
+
+    app.get('/', function (req, res) {
+      let datas = objectWithoutKey(tradeObject, 'options')
+      datas = objectWithoutKey(tradeObject, 'lookback')
+      res.render('dashboard', datas);
+    })
+
     app.get('/trades', function (req, res) {
-      res.send(tradeObject)
+      res.send(objectWithoutKey(tradeObject, 'options'))
+    })
+
+
+    app.get('/stats', function (req, res) {
+      res.sendFile(path.join(__dirname+'../../../stats/index.html'));
     })
 
     app.listen(port)
-    tradeObject.url = require('ip').address() + ':' + port + '/trades'
+    tradeObject.url = require('ip').address() + ':' + port + ''
     console.log('api running on ' + tradeObject.url)
   }
 

extensions/strategies/neural/strategy.js

@@ -14,7 +14,7 @@ module.exports = function container (get, set, clear) {
     name: 'neural',
     description: 'Use neural learning to predict future price. Buy = mean(last 3 real prices) < mean(current & last prediction)',
     getOptions: function () {
-      this.option('period', 'period length - make sure to lower your poll trades time to lower than this value', String, '1m')
+      this.option('period', 'period length - make sure to lower your poll trades time to lower than this value', String, '2m')
       this.option('activation_1_type', "Neuron Activation Type: sigmoid, tanh, relu", String, 'sigmoid')
       this.option('neurons_1', "Neurons in layer 1 Shoot for atleast 100", Number, 1)
       this.option('depth', "Rows of data to predict ahead for matches/learning", Number, 5)