private function calcTrand()
{
log_msg('calc trand');
$DBconf = $this->db->loadActiveConfiguration();
if (!isset($DBconf['baseCoin'])) {
throw new BtceMysqlException('db conf not loaded');
}
log_msg(print_r($DBconf, true));
$changePairs = Coin::getPairKeys($DBconf['baseCoin']);
log_msg(print_r($changePairs, true));
if (!count($changePairs)) {
throw new BtceLogicException('no change pairs for base coin: ' . $DBconf['baseCoin']);
}
for ($i = 0; $i < count($changePairs); $i++) {
$pairCode = $changePairs[$i];
$history = $this->db->loadHistory(array(sprintf("dt >= '%s'", date('Y-m-d H:i:s', strtotime('-10 minutes'))), sprintf("dt <= '%s'", date('Y-m-d H:i:s')), sprintf("pair = '%s'", $pairCode)));
if (!count($history)) {
continue;
}
$heights = array();
$weight = 0;
for ($j = 0; $j < count($history); $j++) {
switch ($history[$j]['vector']) {
case 'NOCHANGE':
$heights[] = 0;
break;
case 'UP':
$heights[] = 1;
break;
case 'DOWN':
$heights[] = -1;
break;
}
$weight += $history[$j]['weight'];
}
$weight = (int) round($weight / count($history) * 10);
$trend = array_sum($heights);
$this->db->setTrend($pairCode, $trend, $weight);
echo $pairCode . ' >> trend:' . $trend . ' / weight: ' . $weight . PHP_EOL;
}
}
private function runWeightStrategy()
{
$this->refreshFunds();
$baseCoinCode = (string) $this->strategy->baseCoin;
// can we make operations?
$pairAllowCompare = false;
try {
$pairAllowCompare = $this->allowCompare();
} catch (BtceLogicException $e) {
log_msg('compare blocked: ' . $e->getMessage());
if ($e->getCode() == BtceLogicException::REQUIRE_UPDATE_PRICE) {
} elseif ($e->getCode() == BtceLogicException::NO_AVAILABLE_FUNDS) {
$this->sleepSec(60 * 15);
}
}
if ($pairAllowCompare) {
log_msg("-------------------");
log_msg("Base coin\t" . $this->strategy->baseCoin);
log_msg("Operation coin\t" . $this->funds->operationCoin);
log_msg(sprintf("Operation amount\t%f", $this->funds->operationCoin->amount));
// for our dance we need only pairs with operation coin type
$lookPairs = Coin::getPairKeys((string) $this->funds->operationCoin);
if ($lookPairs) {
foreach ($lookPairs as $_pair_code) {
if (isset($this->pairs->list[$_pair_code]) && $this->pairs->prev[$_pair_code]) {
$pair =& $this->pairs->list[$_pair_code];
/** @var Pair $pair */
$pairPrev =& $this->pairs->prev[$_pair_code];
/** @var Pair $pairPrev */
if (!$pair->enabled) {
continue;
}
if (!isset($this->weights[$_pair_code])) {
$this->weights[$_pair_code] = array('sell' => 0, 'buy' => 0);
}
$diff = 0;
if ($pair->coin_a->code == $baseCoinCode) {
$lookAt = StrategyConf::SELL;
// look at sell prices (we need they increases)
log_msg("----------- Pair: {$_pair_code} / look at:\t" . $lookAt);
$diff = $this->getDiff($pair->sell, $pairPrev->sell);
log_msg("Sell was now diff order ");
log_msg(" " . str_pad('1 ' . $pairPrev->coin_a->code . ' =', 20, ' ', STR_PAD_RIGHT) . str_pad('1 ' . $pair->coin_a->code . ' =', 20, ' ', STR_PAD_RIGHT) . str_pad('', 14, ' ', STR_PAD_RIGHT) . str_pad($this->funds->operationCoin->amount . ' ' . $pairPrev->coin_a->code . ' =', 14, ' ', STR_PAD_RIGHT));
log_msg(" " . str_pad(sprintf("%f", $pairPrev->sell) . ' ' . $pairPrev->coin_b->code, 20, ' ', STR_PAD_RIGHT) . str_pad(sprintf("%f", $pair->sell) . ' ' . $pair->coin_b->code, 20, ' ', STR_PAD_RIGHT) . str_pad($diff . ' ' . $pair->coin_b->code, 14, ' ', STR_PAD_RIGHT) . str_pad($this->getOrderResult($this->funds->operationCoin->amount, $pair->sell, $pair->fee) . ' ' . $pairPrev->coin_b->code, 14, ' ', STR_PAD_RIGHT));
if (!isset($this->strategy->diff_sell[$_pair_code])) {
log_msg('no sell strategy for pair: ' . $_pair_code);
$this->pairs->list[$_pair_code]->enabled = false;
continue;
}
log_msg(sprintf("Strategy diff:\t%f / %f", $this->strategy->diff_sell[$_pair_code], $diff));
} else {
if ($pair->coin_b->code == $baseCoinCode) {
$lookAt = StrategyConf::BUY;
// look at buy prices (we need they decreases)
log_msg("----------- Pair: {$_pair_code} / look at:\t" . $lookAt);
$diff = $this->getDiff($pair->buy, $pairPrev->buy);
log_msg("Buy was now diff order ");
log_msg(" " . str_pad('1 ' . $pairPrev->coin_a->code . ' =', 20, ' ', STR_PAD_RIGHT) . str_pad('1 ' . $pair->coin_a->code . ' =', 20, ' ', STR_PAD_RIGHT) . str_pad('', 14, ' ', STR_PAD_RIGHT) . str_pad($this->funds->operationCoin->amount . ' ' . $pairPrev->coin_a->code . ' =', 14, ' ', STR_PAD_RIGHT));
log_msg(" " . str_pad(sprintf("%f", $pairPrev->buy) . ' ' . $pairPrev->coin_b->code, 20, ' ', STR_PAD_RIGHT) . str_pad(sprintf("%f", $pair->buy) . ' ' . $pair->coin_b->code, 20, ' ', STR_PAD_RIGHT) . str_pad($diff . ' ' . $pair->coin_b->code, 14, ' ', STR_PAD_RIGHT) . str_pad($this->getOrderResult($this->funds->operationCoin->amount, $pair->buy, $pair->fee) . ' ' . $pairPrev->coin_b->code, 14, ' ', STR_PAD_RIGHT));
if (!isset($this->strategy->diff_buy[$_pair_code])) {
log_msg('no buy strategy for pair: ' . $_pair_code);
$this->pairs->list[$_pair_code]->enabled = false;
continue;
}
log_msg(sprintf("Strategy diff:\t%f / %f", $this->strategy->diff_buy[$_pair_code], $diff));
} else {
$this->pairs->list[$_pair_code]->refreshRequired = false;
$this->pairs->list[$_pair_code]->enabled = false;
continue;
}
}
$doOrderOperations = false;
$this->pairs->list[$_pair_code]->refreshRequired = true;
if ($lookAt == StrategyConf::SELL) {
if ($this->weights[$_pair_code]['sell'] == $this->strategy->capture_count_sell + 1) {
log_msg('Sell weight: MAX');
} else {
if ($diff > $this->strategy->diff_sell[$_pair_code]) {
log_msg('[CAPTURE]');
log_msg('Sell diff: was [' . $pairPrev->sell . '], now [' . $pair->sell . '], diff = ' . $diff);
$this->weights[$_pair_code]['sell']++;
} else {
if ($diff < 0 && $this->weights[$_pair_code]['sell'] > 0) {
$this->weights[$_pair_code]['sell']--;
}
}
log_msg('Sell weight: ' . $this->weights[$_pair_code]['sell']);
if ($this->weights[$_pair_code]['sell'] == $this->strategy->capture_count_sell) {
// make order operation SELL
$orderResult = $this->getOrderResult($this->funds->operationCoin->amount, $pair->sell, $pair->fee);
log_msg('[MAKE ORDER] sell:' . $this->funds->operationCoin->amount . ' with price:' . $pair->sell . ', fee:' . $pair->fee . ', result:' . $orderResult);
try {
$this->orderSell($pair, $this->funds->operationCoin->amount);
} catch (BtceLibException $e) {
}
$doOrderOperations = true;
}
}
} elseif ($lookAt == StrategyConf::BUY) {
if ($this->weights[$_pair_code]['buy'] == $this->strategy->capture_count_buy + 1) {
log_msg('Buy weight: MAX');
} else {
if ($diff * -1 > $this->strategy->diff_buy[$_pair_code]) {
log_msg('[CAPTURE]');
log_msg('Buy diff: was [' . $pairPrev->buy . '], now [' . $pair->buy . '], diff = ' . $diff);
$this->weights[$_pair_code]['buy']++;
} else {
if ($diff > 0 && $this->weights[$_pair_code]['buy'] > 0) {
$this->weights[$_pair_code]['buy']--;
}
}
log_msg('Buy weight: ' . $this->weights[$_pair_code]['buy']);
if ($this->weights[$_pair_code]['buy'] == $this->strategy->capture_count_buy) {
// make order operation BUY
$this->orderBuy($pair, $this->funds->operationCoin->amount);
$doOrderOperations = true;
}
}
}
if ($doOrderOperations) {
foreach ($this->pairs->list[$pair] as $_pair) {
$_pair->refreshRequired = true;
}
$this->storage->data->pairs = $this->pairs->export();
$this->storage->data->funds = $this->funds->export();
$this->storage->save();
log_msg('operation coin is: ' . $this->funds->operationCoin->infoString());
}
} else {
log_msg("fail to load pair: " . $_pair_code);
}
}
}
}
}
