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accumulate_distribute_meta_validate_params.js.html
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<!DOCTYPE html>
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<title>accumulate_distribute/meta/validate_params.js - Documentation</title>
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<h2><a href="index.html">Home</a></h2><h2><a href="https://honey.bitfinex.com/" target="_blank" class="menu-item" id="hfui_link" >HF UI</a></h2><h2><a href="/tutorial-Architecture.html" target="" class="menu-item" id="architecture_link" >Getting Started</a></h2><h2><a href="/class-AOHost.html" target="" class="menu-item" id="algo_host_link" >Algo Host</a></h2><h2><a href="/module-AccumulateDistribute.html" target="" class="menu-item" id="ad_link" >Accumulate/Distribute</a></h2><h2><a href="/module-Iceberg.html" target="" class="menu-item" id="iceberg_link" >Iceberg</a></h2><h2><a href="/module-MACrossover.html" target="" class="menu-item" id="mac_link" >MA Crossover</a></h2><h2><a href="/module-OCOCO.html" target="" class="menu-item" id="ococo_link" >Order Creates OCO</a></h2><h2><a href="/module-PingPong.html" target="" class="menu-item" id="pingpong_link" >Ping/Pong</a></h2><h2><a href="/module-TWAP.html" target="" class="menu-item" id="twap_link" 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href="AOHost.html#stopAO">stopAO</a></li></ul></li><li><a href="AsyncEventEmitter.html">AsyncEventEmitter</a><ul class='methods'><li data-type='method'><a href="AsyncEventEmitter.html#emit">emit</a></li><li data-type='method'><a href="AsyncEventEmitter.html#off">off</a></li><li data-type='method'><a href="AsyncEventEmitter.html#on">on</a></li><li data-type='method'><a href="AsyncEventEmitter.html#onAll">onAll</a></li><li data-type='method'><a href="AsyncEventEmitter.html#onAllOnce">onAllOnce</a></li><li data-type='method'><a href="AsyncEventEmitter.html#once">once</a></li><li data-type='method'><a href="AsyncEventEmitter.html#removeAllListeners">removeAllListeners</a></li></ul></li></ul><h3>Modules</h3><ul><li><a href="module-AccumulateDistribute.html">AccumulateDistribute</a><ul class='methods'><li data-type='method'><a href="module-AccumulateDistribute.html#.declareChannels">declareChannels</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.declareEvents">declareEvents</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.generateOrderAmounts">generateOrderAmounts</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.genOrderLabel">genOrderLabel</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.genPreview">genPreview</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.getUIDef">getUIDef</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.hasIndicatorCap">hasIndicatorCap</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.hasIndicatorOffset">hasIndicatorOffset</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.hasOBRequirement">hasOBRequirement</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.hasTradeRequirement">hasTradeRequirement</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.initState">initState</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onDataManagedBook">onDataManagedBook</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onDataManagedCandles">onDataManagedCandles</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onDataTrades">onDataTrades</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onLifeStart">onLifeStart</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onLifeStop">onLifeStop</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onOrdersOrderCancel">onOrdersOrderCancel</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onOrdersOrderFill">onOrdersOrderFill</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onSelfIntervalTick">onSelfIntervalTick</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.onSelfSubmitOrder">onSelfSubmitOrder</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.processParams">processParams</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.scheduleTick">scheduleTick</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.serialize">serialize</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-AccumulateDistribute.html#.validateParams">validateParams</a></li></ul></li><li><a href="module-DefaultErrorHandlers.html">DefaultErrorHandlers</a><ul class='methods'><li data-type='method'><a href="module-DefaultErrorHandlers.html#.onErrorInsufficientBalance">onErrorInsufficientBalance</a></li><li data-type='method'><a href="module-DefaultErrorHandlers.html#.onErrorMinimumSize">onErrorMinimumSize</a></li><li data-type='method'><a href="module-DefaultErrorHandlers.html#.onOrdersOrderError">onOrdersOrderError</a></li></ul></li><li><a href="module-Helpers.html">Helpers</a><ul class='methods'><li data-type='method'><a href="module-Helpers.html#~cancelAllOrdersWithDelay">cancelAllOrdersWithDelay</a></li><li data-type='method'><a href="module-Helpers.html#~cancelOrderWithDelay">cancelOrderWithDelay</a></li><li data-type='method'><a href="module-Helpers.html#~clearAllTimeouts">clearAllTimeouts</a></li><li data-type='method'><a href="module-Helpers.html#~debug">debug</a></li><li data-type='method'><a href="module-Helpers.html#~declareChannel">declareChannel</a></li><li data-type='method'><a href="module-Helpers.html#~declareEvent">declareEvent</a></li><li data-type='method'><a href="module-Helpers.html#~emit">emit</a></li><li data-type='method'><a href="module-Helpers.html#~emitAsync">emitAsync</a></li><li data-type='method'><a href="module-Helpers.html#~emitSelf">emitSelf</a></li><li data-type='method'><a href="module-Helpers.html#~emitSelfAsync">emitSelfAsync</a></li><li data-type='method'><a href="module-Helpers.html#~notifyUI">notifyUI</a></li><li data-type='method'><a href="module-Helpers.html#~submitOrderWithDelay">submitOrderWithDelay</a></li><li data-type='method'><a href="module-Helpers.html#~updateState">updateState</a></li></ul></li><li><a href="module-Iceberg.html">Iceberg</a><ul class='members'><li data-type='member'><a href="module-Iceberg.html#.generateOrders">generateOrders</a></li></ul><ul class='methods'><li data-type='method'><a href="module-Iceberg.html#.declareEvents">declareEvents</a></li><li data-type='method'><a href="module-Iceberg.html#.genOrderLabel">genOrderLabel</a></li><li data-type='method'><a href="module-Iceberg.html#.genOrderLabel">genOrderLabel</a></li><li data-type='method'><a href="module-Iceberg.html#.genPreview">genPreview</a></li><li data-type='method'><a href="module-Iceberg.html#.getUIDef">getUIDef</a></li><li data-type='method'><a href="module-Iceberg.html#.initState">initState</a></li><li data-type='method'><a href="module-Iceberg.html#.onLifeStart">onLifeStart</a></li><li data-type='method'><a href="module-Iceberg.html#.onLifeStop">onLifeStop</a></li><li data-type='method'><a href="module-Iceberg.html#.onOrdersOrderCancel">onOrdersOrderCancel</a></li><li data-type='method'><a href="module-Iceberg.html#.onOrdersOrderFill">onOrdersOrderFill</a></li><li data-type='method'><a href="module-Iceberg.html#.onSelfSubmitOrders">onSelfSubmitOrders</a></li><li data-type='method'><a href="module-Iceberg.html#.processParams">processParams</a></li><li data-type='method'><a href="module-Iceberg.html#.serialize">serialize</a></li><li data-type='method'><a href="module-Iceberg.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-Iceberg.html#.validateParams">validateParams</a></li></ul></li><li><a href="module-MACrossover.html">MACrossover</a><ul class='members'><li data-type='member'><a href="module-MACrossover.html#.generateOrder">generateOrder</a></li></ul><ul class='methods'><li data-type='method'><a href="module-MACrossover.html#.declareChannels">declareChannels</a></li><li data-type='method'><a href="module-MACrossover.html#.declareEvents">declareEvents</a></li><li data-type='method'><a href="module-MACrossover.html#.genPreview">genPreview</a></li><li data-type='method'><a href="module-MACrossover.html#.initState">initState</a></li><li data-type='method'><a href="module-MACrossover.html#.onDataManagedCandles">onDataManagedCandles</a></li><li data-type='method'><a href="module-MACrossover.html#.onLifeStop">onLifeStop</a></li><li data-type='method'><a href="module-MACrossover.html#.onOrdersOrderCancel">onOrdersOrderCancel</a></li><li data-type='method'><a href="module-MACrossover.html#.onSelfSubmitOrder">onSelfSubmitOrder</a></li><li data-type='method'><a href="module-MACrossover.html#.processParams">processParams</a></li><li data-type='method'><a href="module-MACrossover.html#.serialize">serialize</a></li><li data-type='method'><a href="module-MACrossover.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-MACrossover.html#.validateParams">validateParams</a></li></ul></li><li><a href="module-OCOCO.html">OCOCO</a><ul class='members'><li data-type='member'><a href="module-OCOCO.html#.generateInitialOrder">generateInitialOrder</a></li><li data-type='member'><a href="module-OCOCO.html#.generateOCOOrder">generateOCOOrder</a></li></ul><ul class='methods'><li data-type='method'><a href="module-OCOCO.html#.genOrderLabel">genOrderLabel</a></li><li data-type='method'><a href="module-OCOCO.html#.genPreview">genPreview</a></li><li data-type='method'><a href="module-OCOCO.html#.getUIDef">getUIDef</a></li><li data-type='method'><a href="module-OCOCO.html#.initState">initState</a></li><li data-type='method'><a href="module-OCOCO.html#.module.exports">module.exports</a></li><li data-type='method'><a href="module-OCOCO.html#.onLifeStart">onLifeStart</a></li><li data-type='method'><a href="module-OCOCO.html#.onLifeStop">onLifeStop</a></li><li data-type='method'><a href="module-OCOCO.html#.onOrdersOrderCancel">onOrdersOrderCancel</a></li><li data-type='method'><a href="module-OCOCO.html#.onOrdersOrderFill">onOrdersOrderFill</a></li><li data-type='method'><a href="module-OCOCO.html#.onSelfSubmitInitialOrder">onSelfSubmitInitialOrder</a></li><li data-type='method'><a href="module-OCOCO.html#.onSelfSubmitOCOOrder">onSelfSubmitOCOOrder</a></li><li data-type='method'><a href="module-OCOCO.html#.processParams">processParams</a></li><li data-type='method'><a href="module-OCOCO.html#.serialize">serialize</a></li><li data-type='method'><a href="module-OCOCO.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-OCOCO.html#.validateParams">validateParams</a></li></ul></li><li><a href="module-PingPong.html">PingPong</a><ul class='members'><li data-type='member'><a href="module-PingPong.html#.genPingPongTable">genPingPongTable</a></li></ul><ul class='methods'><li data-type='method'><a href="module-PingPong.html#.genOrderLabel">genOrderLabel</a></li><li data-type='method'><a href="module-PingPong.html#.genPreview">genPreview</a></li><li data-type='method'><a href="module-PingPong.html#.getUIDef">getUIDef</a></li><li data-type='method'><a href="module-PingPong.html#.initState">initState</a></li><li data-type='method'><a href="module-PingPong.html#.onLifeStart">onLifeStart</a></li><li data-type='method'><a href="module-PingPong.html#.onLifeStop">onLifeStop</a></li><li data-type='method'><a href="module-PingPong.html#.onOrdersOrderCancel">onOrdersOrderCancel</a></li><li data-type='method'><a href="module-PingPong.html#.onOrdersOrderFill">onOrdersOrderFill</a></li><li data-type='method'><a href="module-PingPong.html#.processParams">processParams</a></li><li data-type='method'><a href="module-PingPong.html#.serialize">serialize</a></li><li data-type='method'><a href="module-PingPong.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-PingPong.html#.validateParams">validateParams</a></li></ul></li><li><a href="module-TWAP.html">TWAP</a><ul class='members'><li data-type='member'><a href="module-TWAP.html#.generateOrder">generateOrder</a></li><li data-type='member'><a href="module-TWAP.html#.getOBPrice">getOBPrice</a></li><li data-type='member'><a href="module-TWAP.html#.getTradePrice">getTradePrice</a></li><li data-type='member'><a href="module-TWAP.html#.hasOBTarget">hasOBTarget</a></li><li data-type='member'><a href="module-TWAP.html#.hasTradeTarget">hasTradeTarget</a></li><li data-type='member'><a href="module-TWAP.html#.isTargetMet">isTargetMet</a></li></ul><ul class='methods'><li data-type='method'><a href="module-TWAP.html#.declareChannels">declareChannels</a></li><li data-type='method'><a href="module-TWAP.html#.declareEvents">declareEvents</a></li><li data-type='method'><a href="module-TWAP.html#.genOrderLabel">genOrderLabel</a></li><li data-type='method'><a href="module-TWAP.html#.genPreview">genPreview</a></li><li data-type='method'><a href="module-TWAP.html#.getUIDef">getUIDef</a></li><li data-type='method'><a href="module-TWAP.html#.initState">initState</a></li><li data-type='method'><a href="module-TWAP.html#.onDataManagedBook">onDataManagedBook</a></li><li data-type='method'><a href="module-TWAP.html#.onDataTrades">onDataTrades</a></li><li data-type='method'><a href="module-TWAP.html#.onLifeStart">onLifeStart</a></li><li data-type='method'><a href="module-TWAP.html#.onLifeStop">onLifeStop</a></li><li data-type='method'><a href="module-TWAP.html#.onOrdersOrderCancel">onOrdersOrderCancel</a></li><li data-type='method'><a href="module-TWAP.html#.onOrdersOrderFill">onOrdersOrderFill</a></li><li data-type='method'><a href="module-TWAP.html#.onSelfIntervalTick">onSelfIntervalTick</a></li><li data-type='method'><a href="module-TWAP.html#.processParams">processParams</a></li><li data-type='method'><a href="module-TWAP.html#.serialize">serialize</a></li><li data-type='method'><a href="module-TWAP.html#.unserialize">unserialize</a></li><li data-type='method'><a href="module-TWAP.html#.validateParams">validateParams</a></li></ul></li></ul><h3>Events</h3><ul><li><a href="AOHost.html#~event:dataBook">dataBook</a></li><li><a href="AOHost.html#~event:dataCandles">dataCandles</a></li><li><a href="AOHost.html#~event:dataManagedBook">dataManagedBook</a></li><li><a href="AOHost.html#~event:dataManagedCandles">dataManagedCandles</a></li><li><a href="AOHost.html#~event:dataNotification">dataNotification</a></li><li><a href="AOHost.html#~event:dataTicker">dataTicker</a></li><li><a href="AOHost.html#~event:dataTrades">dataTrades</a></li><li><a href="AOHost.html#~event:errorsInsufficientBalance">errorsInsufficientBalance</a></li><li><a href="AOHost.html#~event:errorsMinimumSize">errorsMinimumSize</a></li><li><a href="AOHost.html#~event:lifeStart">lifeStart</a></li><li><a href="AOHost.html#~event:lifeStop">lifeStop</a></li><li><a href="AOHost.html#~event:ordersOrderCancel">ordersOrderCancel</a></li><li><a href="AOHost.html#~event:ordersOrderError">ordersOrderError</a></li><li><a href="AOHost.html#~event:ordersOrderFill">ordersOrderFill</a></li><li><a href="module-AccumulateDistribute.html#~event:selfIntervalTick">selfIntervalTick</a></li><li><a href="module-AccumulateDistribute.html#~event:selfSubmitOrder">selfSubmitOrder</a></li><li><a href="module-Iceberg.html#~event:event:selfSubmitOrders">selfSubmitOrders</a></li><li><a href="module-MACrossover.html#~event:selfSubmitOrder">selfSubmitOrder</a></li><li><a href="module-OCOCO.html#~event:selfSubmitInitialOrder">selfSubmitInitialOrder</a></li><li><a href="module-OCOCO.html#~event:selfSubmitOCOOrder">selfSubmitOCOOrder</a></li><li><a href="module-TWAP.html#~event:selfIntervalTick">selfIntervalTick</a></li></ul><h3>Tutorials</h3><ul><li><a href="tutorial-Architecture.html">Architecture</a></li></ul><h3>Global</h3><ul><li><a href="global.html#defineAlgoOrder">defineAlgoOrder</a></li></ul>
</nav>
<div id="main">
<h1 class="page-title">accumulate_distribute/meta/validate_params.js</h1>
<section>
<article>
<pre class="prettyprint source linenums"><code>'use strict'
const { TIME_FRAME_WIDTHS } = require('bfx-hf-util')
const _isFinite = require('lodash/isFinite')
const _isObject = require('lodash/isObject')
const _isBoolean = require('lodash/isBoolean')
const _includes = require('lodash/includes')
const ORDER_TYPES = ['MARKET', 'LIMIT', 'RELATIVE']
/**
* Verifies that a parameters Object is valid, and all parameters are within
* the configured boundaries for a valid AccumulateDistribute order.
*
* Part of the `meta` handler section.
*
* @memberOf module:AccumulateDistribute
* @param {object} args - incoming parameters
* @param {number} args.amount - total order amount
* @param {number} args.sliceAmount - individual slice order amount
* @param {number} args.sliceInterval - delay in ms between slice orders
* @param {number} [args.intervalDistortion] - slice interval distortion in %, default 0
* @param {number} [args.amountDistortion] - slice amount distortion in %, default 0
* @param {string} args.orderType - LIMIT, MARKET, RELATIVE
* @param {number} [args.limitPrice] - price for LIMIT orders
* @param {boolean} args.catchUp - if true, interval will be ignored if behind with filling slices
* @param {boolean} args.awaitFill - if true, slice orders will be kept open until filled
* @param {object} [args.relativeOffset] - price reference for RELATIVE orders
* @param {string} [args.relativeOffset.type] - ask, bid, mid, last, ma, or ema
* @param {number} [args.relativeOffset.delta] - offset distance from price reference
* @param {number[]} [args.relativeOffset.args] - MA or EMA indicator arguments [period]
* @param {string} [args.relativeOffset.candlePrice] - 'open', 'high', 'low', 'close' for MA or EMA indicators
* @param {string} [args.relativeOffset.candleTimeFrame] - '1m', '5m', '1D', etc, for MA or EMA indicators
* @param {object} [args.relativeCap] - maximum price reference for RELATIVE orders
* @param {string} [args.relativeCap.type] - ask, bid, mid, last, ma, or ema
* @param {number} [args.relativeCap.delta] - cap distance from price reference
* @param {number[]} [args.relativeCap.args] - MA or EMA indicator arguments [period]
* @param {string} [args.relativeCap.candlePrice] - 'open', 'high', 'low', 'close' for MA or EMA indicators
* @param {string} [args.relativeCap.candleTimeFrame] - '1m', '5m', '1D', etc, for MA or EMA indicators
* @returns {string} error - null if parameters are valid, otherwise a
* description of which parameter is invalid.
*/
const validateParams = (args = {}) => {
const {
limitPrice, amount, sliceAmount, orderType, submitDelay, cancelDelay,
intervalDistortion, amountDistortion, sliceInterval, relativeOffset,
relativeCap, catchUp, awaitFill, lev, _futures
} = args
if (!_includes(ORDER_TYPES, orderType)) return `Invalid order type: ${orderType}`
if (!_isFinite(amount)) return 'Invalid amount'
if (!_isFinite(sliceAmount)) return 'Invalid slice amount'
if (!_isFinite(submitDelay) || submitDelay < 0) return 'Invalid submit delay'
if (!_isFinite(cancelDelay) || cancelDelay < 0) return 'Invalid cancel delay'
if (!_isBoolean(catchUp)) return 'Bool catch up flag required'
if (!_isBoolean(awaitFill)) return 'Bool await fill flag required'
if (!_isFinite(sliceInterval) || sliceInterval <= 0) return 'Invalid slice interval'
if (!_isFinite(intervalDistortion)) return 'Interval distortion required'
if (!_isFinite(amountDistortion)) return 'Amount distortion required'
if (orderType === 'LIMIT' && !_isFinite(limitPrice)) {
return 'Limit price required for LIMIT order type'
}
if (_isObject(relativeCap)) {
if (!_isFinite(relativeCap.delta)) {
return 'Invalid relative cap delta'
}
if ((relativeCap.type === 'ma') || (relativeCap.type === 'ema')) {
const { args = [] } = relativeCap
if (args.length !== 1) {
return 'Invalid args for relative cap indicator'
}
if (!relativeCap.candlePrice) {
return 'Candle price required for relative cap indicator'
} else if (!relativeCap.candleTimeFrame) {
return 'Candle time frame required for relative cap indicator'
} else if (!TIME_FRAME_WIDTHS[relativeCap.candleTimeFrame]) {
return `Unrecognized relative cap candle time frame: ${relativeCap.candleTimeFrame}`
} else if (!_isFinite(relativeCap.args[0])) {
return `Invalid relative cap indicator period: ${relativeCap.args[0]}`
}
}
}
if (_isObject(relativeOffset)) {
if (!_isFinite(relativeOffset.delta)) {
return 'Invalid relative offset delta'
}
if ((relativeOffset.type === 'ma') || (relativeOffset.type === 'ema')) {
const { args = [] } = relativeOffset
if (args.length !== 1) {
return 'Invalid args for relative offset indicator'
}
if (!relativeOffset.candlePrice) {
return 'Candle price required for relative offset indicator'
} else if (!relativeOffset.candleTimeFrame) {
return 'Candle time frame required for relative offset indicator'
} else if (!TIME_FRAME_WIDTHS[relativeOffset.candleTimeFrame]) {
return `Unrecognized relative offset candle time frame: ${relativeOffset.candleTimeFrame}`
} else if (!_isFinite(relativeOffset.args[0])) {
return `Invalid relative offset indicator period: ${relativeOffset.args[0]}`
}
}
}
if (
(amount < 0 && sliceAmount >= 0) ||
(amount > 0 && sliceAmount <= 0)
) {
return 'Amount & slice amount must have same sign'
}
if (_futures) {
if (!_isFinite(lev)) return 'Invalid leverage'
if (lev < 1) return 'Leverage less than 1'
if (lev > 100) return 'Leverage greater than 100' // TODO: change limit?
}
return null
}
module.exports = validateParams
</code></pre>
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