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accumulate_distribute_index.js.html
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<!DOCTYPE html>
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<title>accumulate_distribute/index.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" >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/index.js</h1>
<section>
<article>
<pre class="prettyprint source linenums"><code>'use strict'
const defineAlgoOrder = require('../define_algo_order')
const validateParams = require('./meta/validate_params')
const processParams = require('./meta/process_params')
const initState = require('./meta/init_state')
const onSelfIntervalTick = require('./events/self_interval_tick')
const onSelfSubmitOrder = require('./events/self_submit_order')
const onLifeStart = require('./events/life_start')
const onLifeStop = require('./events/life_stop')
const onOrdersOrderFill = require('./events/orders_order_fill')
const onOrdersOrderCancel = require('./events/orders_order_cancel')
const onDataManagedBook = require('./events/data_managed_book')
const onDataManagedCandles = require('./events/data_managed_candles')
const onDataTrades = require('./events/data_trades')
const genOrderLabel = require('./meta/gen_order_label')
const genPreview = require('./meta/gen_preview')
const declareEvents = require('./meta/declare_events')
const declareChannels = require('./meta/declare_channels')
const getUIDef = require('./meta/get_ui_def')
const serialize = require('./meta/serialize')
const unserialize = require('./meta/unserialize')
/**
* @module AccumulateDistribute
* @param {string} symbol - symbol to trade on
* @param {number} amount - total order amount
* @param {number} sliceAmount - individual slice order amount
* @param {number} sliceInterval - delay in ms between slice orders
* @param {number} [intervalDistortion] - slice interval distortion in %, default 0
* @param {number} [amountDistortion] - slice amount distortion in %, default 0
* @param {string} orderType - LIMIT, MARKET, RELATIVE
* @param {number} [limitPrice] - price for LIMIT orders
* @param {boolean} catchUp - if true, interval will be ignored if behind with filling slices
* @param {boolean} awaitFill - if true, slice orders will be kept open until filled
* @param {object} [relativeOffset] - price reference for RELATIVE orders
* @param {string} [relativeOffset.type] - ask, bid, mid, last, ma, or ema
* @param {number} [relativeOffset.delta] - offset distance from price reference
* @param {number[]} [relativeOffset.args] - MA or EMA indicator arguments [period]
* @param {string} [relativeOffset.candlePrice] - 'open', 'high', 'low', 'close' for MA or EMA indicators
* @param {string} [relativeOffset.candleTimeFrame] - '1m', '5m', '1D', etc, for MA or EMA indicators
* @param {object} [relativeCap] - maximum price reference for RELATIVE orders
* @param {string} [relativeCap.type] - ask, bid, mid, last, ma, or ema
* @param {number} [relativeCap.delta] - cap distance from price reference
* @param {number[]} [relativeCap.args] - MA or EMA indicator arguments [period]
* @param {string} [relativeCap.candlePrice] - 'open', 'high', 'low', 'close' for MA or EMA indicators
* @param {string} [relativeCap.candleTimeFrame] - '1m', '5m', '1D', etc, for MA or EMA indicators
* @param {boolean} _margin - if false, order type is prefixed with EXCHANGE
*
* @example
* await host.startAO('bfx-accumulate_distribute', {
* symbol: 'tBTCUSD',
* amount: -0.2,
* sliceAmount: -0.1,
* sliceInterval: 10000,
* intervalDistortion: 0.20, // %
* amountDistortion: 0.20, // %
* orderType: 'RELATIVE', // MARKET, LIMIT, RELATIVE
* offsetType: 'ask',
* offsetDelta: -10,
* capType: 'bid',
* capDelta: 10,
* submitDelay: 150,
* cancelDelay: 150,
* catchUp: true, // if true & behind, ignore slice interval (after prev fill)
* awaitFill: true, // await current slice fill before continuing to next slice
* _margin: false,
* })
*/
const AccumulateDistribute = defineAlgoOrder({
id: 'bfx-accumulate_distribute',
name: 'Accumulate/Distribute',
meta: {
validateParams,
processParams,
declareEvents,
declareChannels,
getUIDef,
genOrderLabel,
genPreview,
initState,
serialize,
unserialize
},
events: {
self: {
interval_tick: onSelfIntervalTick,
submit_order: onSelfSubmitOrder
},
life: {
start: onLifeStart,
stop: onLifeStop
},
orders: {
order_fill: onOrdersOrderFill,
order_cancel: onOrdersOrderCancel
},
data: {
managedCandles: onDataManagedCandles,
managedBook: onDataManagedBook,
trades: onDataTrades
}
}
})
module.exports = AccumulateDistribute
</code></pre>
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