-
Notifications
You must be signed in to change notification settings - Fork 40
/
Copy pathaccumulate_distribute_util_gen_order_amounts.js.html
122 lines (85 loc) · 19.5 KB
/
accumulate_distribute_util_gen_order_amounts.js.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8">
<title>accumulate_distribute/util/gen_order_amounts.js - Documentation</title>
<script src="scripts/prettify/prettify.js"></script>
<script src="scripts/prettify/lang-css.js"></script>
<!--[if lt IE 9]>
<script src="//html5shiv.googlecode.com/svn/trunk/html5.js"></script>
<![endif]-->
<link type="text/css" rel="stylesheet" href="styles/prettify.css">
<link type="text/css" rel="stylesheet" href="styles/jsdoc.css">
<script src="scripts/nav.js" defer></script>
<meta name="viewport" content="width=device-width, initial-scale=1.0">
</head>
<body>
<input type="checkbox" id="nav-trigger" class="nav-trigger" />
<label for="nav-trigger" class="navicon-button x">
<div class="navicon"></div>
</label>
<label for="nav-trigger" class="overlay"></label>
<nav >
<input type="text" id="nav-search" placeholder="Search" />
<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" >TWAP</a></h2><h3>Classes</h3><ul><li><a href="AOHost.html">AOHost</a><ul class='members'><li data-type='member'><a href="AOHost.html#.TEARDOWN_GRACE_PERIOD_MS">TEARDOWN_GRACE_PERIOD_MS</a></li></ul><ul class='methods'><li data-type='method'><a href="AOHost.html#aosRunning">aosRunning</a></li><li data-type='method'><a href="AOHost.html#close">close</a></li><li data-type='method'><a href="AOHost.html#connect">connect</a></li><li data-type='method'><a href="AOHost.html#getAdapter">getAdapter</a></li><li data-type='method'><a href="AOHost.html#getAO">getAO</a></li><li data-type='method'><a href="AOHost.html#getAOInstance">getAOInstance</a></li><li data-type='method'><a href="AOHost.html#getAOInstances">getAOInstances</a></li><li data-type='method'><a href="AOHost.html#getAOs">getAOs</a></li><li data-type='method'><a href="AOHost.html#reconnect">reconnect</a></li><li data-type='method'><a href="AOHost.html#startAO">startAO</a></li><li data-type='method'><a 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/util/gen_order_amounts.js</h1>
<section>
<article>
<pre class="prettyprint source linenums"><code>'use strict'
const _isFinite = require('lodash/isFinite')
const { prepareAmount } = require('bfx-api-node-util')
const { Config } = require('bfx-api-node-core')
const { DUST } = Config
/**
* Generates an array of order slices which add up to the total configured
* amount. Randomizes them if `amountDistortion` is finite and non-zero.
*
* @memberOf module:AccumulateDistribute
*
* @param {object} args - order parameters
* @param {number} args.amount - total order amount
* @param {number} args.sliceAmount - individual slice amount
* @param {number} args.amountDistortion - desired distortion in %
* @returns {number[]} orderAmounts
*/
const generateOrderAmounts = (args = {}) => {
const { amount, sliceAmount, amountDistortion } = args
let orderAmounts = []
if (_isFinite(amountDistortion)) {
let totalAmount = 0
while (Math.abs(amount - totalAmount) > DUST) {
const m = Math.random() > 0.5 ? 1 : -1
const orderAmount = Math.min(sliceAmount, sliceAmount * (1 + (Math.random() * amountDistortion * m)))
const remAmount = amount - totalAmount
const cappedOrderAmount = +prepareAmount(remAmount < 0
? Math.max(remAmount, orderAmount)
: Math.min(remAmount, orderAmount)
)
orderAmounts.push(cappedOrderAmount)
totalAmount += cappedOrderAmount
}
} else {
const n = Math.ceil(amount / sliceAmount)
orderAmounts = Array.apply(null, Array(n)).map(() => sliceAmount)
}
return orderAmounts
}
module.exports = {
gen: generateOrderAmounts // wrapped in object so we can be mocked
}
</code></pre>
</article>
</section>
</div>
<br class="clear">
<footer>
Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 3.6.6</a> on Tue Feb 09 2021 18:02:23 GMT+0545 (Nepal Time) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
</footer>
<script>prettyPrint();</script>
<script src="scripts/polyfill.js"></script>
<script src="scripts/linenumber.js"></script>
<script src="scripts/search.js" defer></script>
</body>
</html>