ft: auto square off v2

README.md

@@ -24,8 +24,6 @@ _Update - Redislabs free tier drops connections very often. Recommend upgrading
 
 ## 1-click Installation
 
-_Update - DigitalOcean's app platform is terribly slow. Recommend using render.com for all new installations. All other instructions remain as is._
-
 [![Deploy to Render](https://render.com/images/deploy-to-render-button.svg)](https://render.com/deploy)
 
 or, deploy the application on DigitalOcean's (DO) apps platform.

lib/browserUtils.ts

@@ -85,7 +85,6 @@ export function commonOnChangeHandler (
 const getSchedulingApiProps = ({
   isAutoSquareOffEnabled,
   squareOffTime,
-  exitStrategy,
   runAt,
   runNow,
   expireIfUnsuccessfulInMins
@@ -97,9 +96,7 @@ const getSchedulingApiProps = ({
         .format(),
   autoSquareOffProps: isAutoSquareOffEnabled
     ? {
-        time: squareOffTime,
-        deletePendingOrders:
-          exitStrategy !== EXIT_STRATEGIES.MULTI_LEG_PREMIUM_THRESHOLD
+        time: squareOffTime
       }
     : undefined,
   expiresAt: expireIfUnsuccessfulInMins
@@ -193,7 +190,6 @@ export const formatFormDataForApi = ({
         ...getSchedulingApiProps({
           isAutoSquareOffEnabled,
           squareOffTime,
-          exitStrategy,
           expireIfUnsuccessfulInMins,
           runAt,
           runNow
@@ -237,7 +233,6 @@ export const formatFormDataForApi = ({
         ...getSchedulingApiProps({
           isAutoSquareOffEnabled,
           squareOffTime,
-          exitStrategy,
           expireIfUnsuccessfulInMins,
           runAt,
           runNow

lib/constants.ts

@@ -57,7 +57,6 @@ export const INSTRUMENT_DETAILS: Record<INSTRUMENTS, INSTRUMENT_PROPERTIES> = {
     exchange: 'NSE',
     strikeStepSize: 100,
     // [27501-40000]
-    // freezeQty: 100
     freezeQty: 1200
   },
   [INSTRUMENTS.FINNIFTY]: {

lib/exit-strategies/autoSquareOff.ts

@@ -1,4 +1,5 @@
 import { KiteOrder } from '../../types/kite'
+import { ASO_TYPE } from '../../types/misc'
 import {
   ATM_STRADDLE_TRADE,
   ATM_STRANGLE_TRADE,
@@ -7,6 +8,7 @@ import {
 import { USER_OVERRIDE } from '../constants'
 import console from '../logging'
 import {
+  convertSllToMarketOrder,
   // logDeep,
   patchDbTrade,
   remoteOrderSuccessEnsurer,
@@ -122,29 +124,36 @@ export async function doSquareOffPositions (
 }
 
 async function autoSquareOffStrat ({
+  squareOffType,
   rawKiteOrdersResponse,
-  deletePendingOrders,
   initialJobData
 }: {
+  squareOffType: ASO_TYPE
   rawKiteOrdersResponse: KiteOrder[]
-  deletePendingOrders: boolean
   initialJobData: SUPPORTED_TRADE_CONFIG
 }): Promise<any> {
   const { user } = initialJobData
   const kite = syncGetKiteInstance(user)
-  const completedOrders = rawKiteOrdersResponse
-
-  if (deletePendingOrders) {
-    // console.log('deletePendingOrders init')
+  if (squareOffType === ASO_TYPE.SLL_TO_MARKET) {
+    const triggerPendingOrders = rawKiteOrdersResponse
+    // if completed orders exist, they can be converted to market hours
     try {
-      await doDeletePendingOrders(completedOrders, kite)
-      // console.log('🟢 deletePendingOrders success', res)
+      await Promise.all(
+        triggerPendingOrders.map(order => convertSllToMarketOrder(kite, order))
+      )
     } catch (e) {
       console.log('🔴 deletePendingOrders failed')
       console.error(e)
     }
+  } else {
+    const completedOrders = rawKiteOrdersResponse
+    try {
+      await doSquareOffPositions(completedOrders, kite, initialJobData)
+    } catch (e) {
+      console.log('🔴 doSquareOffPositions failed')
+      console.error(e)
+    }
   }
-  return doSquareOffPositions(completedOrders, kite, initialJobData)
 }
 
 export default autoSquareOffStrat

lib/exit-strategies/individualLegExitOrders.ts

@@ -1,12 +1,17 @@
 import { KiteOrder } from '../../types/kite'
+import { ASO_TYPE } from '../../types/misc'
 import { SL_ORDER_TYPE } from '../../types/plans'
 import { SUPPORTED_TRADE_CONFIG } from '../../types/trade'
 import console from '../logging'
-import { addToNextQueue, WATCHER_Q_NAME } from '../queue'
-import orderResponse from '../strategies/mockData/orderResponse'
+import {
+  addToAutoSquareOffQueue,
+  addToNextQueue,
+  WATCHER_Q_NAME
+} from '../queue'
+// import orderResponse from '../strategies/mockData/orderResponse'
 import {
   attemptBrokerOrders,
-  isUntestedFeaturesEnabled,
+  // isUntestedFeaturesEnabled,
   remoteOrderSuccessEnsurer,
   round,
   syncGetKiteInstance
@@ -62,10 +67,10 @@ async function individualLegExitOrders ({
     orderTag,
     rollback,
     slLimitPricePercent = 1,
-    instrument
+    instrument,
+    isAutoSquareOffEnabled
   } = initialJobData
 
-  const slOrderType = SL_ORDER_TYPE.SLL
   const kite = _kite || syncGetKiteInstance(user)
 
   const exitOrders = completedOrders.map(order => {
@@ -103,10 +108,7 @@ async function individualLegExitOrders ({
       exchange
     }
 
-    if (slOrderType === SL_ORDER_TYPE.SLL) {
-      exitOrder = convertSlmToSll(exitOrder, slLimitPricePercent!, kite)
-    }
-
+    exitOrder = convertSlmToSll(exitOrder, slLimitPricePercent!, kite)
     exitOrder.trigger_price = round(exitOrder.trigger_price!)
     console.log('placing exit orders...', exitOrder)
     return exitOrder
@@ -132,20 +134,26 @@ async function individualLegExitOrders ({
     throw Error('rolled back onBrokenExitOrders')
   }
 
-  if (slOrderType === SL_ORDER_TYPE.SLL) {
-    const watcherQueueJobs = statefulOrders.map(async exitOrder => {
-      return addToNextQueue(initialJobData, {
-        _nextTradingQueue: WATCHER_Q_NAME,
-        rawKiteOrderResponse: exitOrder
-      })
+  if (isAutoSquareOffEnabled) {
+    await addToAutoSquareOffQueue({
+      squareOffType: ASO_TYPE.SLL_TO_MARKET,
+      jobResponse: { rawKiteOrdersResponse: statefulOrders },
+      initialJobData
+    })
+  }
+
+  const watcherQueueJobs = statefulOrders.map(async exitOrder => {
+    return addToNextQueue(initialJobData, {
+      _nextTradingQueue: WATCHER_Q_NAME,
+      rawKiteOrderResponse: exitOrder
     })
+  })
 
-    try {
-      await Promise.all(watcherQueueJobs)
-    } catch (e) {
-      console.log('error adding to `watcherQueueJobs`')
-      console.log(e.message ? e.message : e)
-    }
+  try {
+    await Promise.all(watcherQueueJobs)
+  } catch (e) {
+    console.log('error adding to `watcherQueueJobs`')
+    console.log(e.message ? e.message : e)
   }
 
   return statefulOrders

lib/exit-strategies/minXPercentOrSupertrend.ts

@@ -1,7 +1,6 @@
 import axios from 'axios'
 import dayjs from 'dayjs'
 import { KiteOrder } from '../../types/kite'
-import { SL_ORDER_TYPE } from '../../types/plans'
 import { DIRECTIONAL_OPTION_SELLING_TRADE } from '../../types/trade'
 
 import console from '../logging'
@@ -10,6 +9,7 @@ import {
   attemptBrokerOrders,
   getLastOpenDateSince,
   getNearestCandleTime,
+  getOrderHistory,
   getPercentageChange,
   logDeep,
   remoteOrderSuccessEnsurer,
@@ -35,15 +35,14 @@ async function minXPercentOrSupertrend ({
   hedgeOrderResponse
 }: DOS_TRAILING_INTERFACE): Promise<any> {
   const { user, orderTag, slLimitPricePercent = 1, instrument } = initialJobData
-  const slOrderType = SL_ORDER_TYPE.SLL
   try {
     const kite = syncGetKiteInstance(user)
     const [rawKiteOrderResponse] = rawKiteOrdersResponse
     // NB: rawKiteOrderResponse here is of pending SLM Order
-    const orderHistory: KiteOrder[] = await withRemoteRetry(() =>
-      kite.getOrderHistory(rawKiteOrderResponse.order_id)
+    const byRecencyOrderHistory: KiteOrder[] = await getOrderHistory(
+      kite,
+      rawKiteOrderResponse.order_id!
     )
-    const byRecencyOrderHistory = orderHistory.reverse()
 
     const isSlOrderCancelled = byRecencyOrderHistory.find(
       odr => odr.status === 'CANCELLED'
@@ -126,28 +125,21 @@ async function minXPercentOrSupertrend ({
 
     // console.log('should trail SL!')
     try {
-      const sllOrderProps =
-        slOrderType === SL_ORDER_TYPE.SLL
-          ? convertSlmToSll(
-              {
-                transaction_type: kite.TRANSACTION_TYPE_BUY,
-                trigger_price: newSL
-              } as KiteOrder,
-              slLimitPricePercent!,
-              kite
-            )
-          : null
+      const sllOrderProps = convertSlmToSll(
+        {
+          transaction_type: kite.TRANSACTION_TYPE_BUY,
+          trigger_price: newSL
+        } as KiteOrder,
+        slLimitPricePercent!,
+        kite
+      )
       const res = await kite.modifyOrder(
         triggerPendingOrder!.variety,
         triggerPendingOrder!.order_id,
-        slOrderType === SL_ORDER_TYPE.SLL
-          ? {
-              trigger_price: sllOrderProps!.trigger_price,
-              price: sllOrderProps!.price
-            }
-          : {
-              trigger_price: newSL
-            }
+        {
+          trigger_price: sllOrderProps!.trigger_price,
+          price: sllOrderProps!.price
+        }
       )
       console.log(
         `🟢 [minXPercentOrSupertrend] SL modified from ${String(
@@ -175,10 +167,7 @@ async function minXPercentOrSupertrend ({
             tag: orderTag!
           }
 
-          if (slOrderType === SL_ORDER_TYPE.SLL) {
-            exitOrder = convertSlmToSll(exitOrder, slLimitPricePercent!, kite)
-          }
-
+          exitOrder = convertSlmToSll(exitOrder, slLimitPricePercent!, kite)
           const remoteOrder = remoteOrderSuccessEnsurer({
             ensureOrderState: 'TRIGGER PENDING',
             instrument,

lib/exit-strategies/multiLegPremiumThreshold.ts

@@ -39,24 +39,20 @@ import {
   syncGetKiteInstance,
   withRemoteRetry,
   patchDbTrade,
-  getMultipleInstrumentPrices
+  getMultipleInstrumentPrices,
+  logDeep
 } from '../utils'
 
 import { doSquareOffPositions } from './autoSquareOff'
 
-const patchTradeWithTrailingSL = async ({ dbId, trailingSl }) => {
-  try {
-    await patchDbTrade({
-      _id: dbId,
-      patchProps: {
-        liveTrailingSl: trailingSl,
-        lastTrailingSlSetAt: dayjs().format()
-      }
-    })
-  } catch (e) {
-    console.log('🔴 [patchTradeWithTrailingSL] error', e)
-  }
-}
+const patchTradeWithTrailingSL = async ({ dbId, trailingSl }) =>
+  await patchDbTrade({
+    _id: dbId,
+    patchProps: {
+      liveTrailingSl: trailingSl,
+      lastTrailingSlSetAt: dayjs().format()
+    }
+  })
 
 const tradeHeartbeat = async dbId => {
   const data = await patchDbTrade({
@@ -144,7 +140,14 @@ async function multiLegPremiumThreshold ({
         '🔴 [multiLegPremiumThreshold] getInstrumentPrice error',
         error
       )
-      return Promise.reject(new Error('Kite APIs acting up'))
+      // [TODO] see if we can resolve this and add back to the queue to prevent memory leak issues
+      await addToNextQueue(initialJobData, {
+        _nextTradingQueue: EXIT_TRADING_Q_NAME,
+        rawKiteOrdersResponse,
+        squareOffOrders
+      })
+
+      return Promise.resolve('Kite APIs acting up!')
     }
 
     const liveTotalPremium = tradingSymbols.reduce((sum, tradingSymbol) => {
@@ -226,7 +229,12 @@ async function multiLegPremiumThreshold ({
 
     if (liveTotalPremium < checkAgainstSl) {
       const rejectMsg = `🟢 [multiLegPremiumThreshold] liveTotalPremium (${liveTotalPremium}) < threshold (${checkAgainstSl})`
-      return Promise.reject(new Error(rejectMsg))
+      await addToNextQueue(initialJobData, {
+        _nextTradingQueue: EXIT_TRADING_Q_NAME,
+        rawKiteOrdersResponse,
+        squareOffOrders
+      })
+      return Promise.resolve(rejectMsg)
     }
 
     // terminate the checker
@@ -280,13 +288,13 @@ async function multiLegPremiumThreshold ({
           legOrder => legOrder.tradingsymbol === losingLeg.tradingSymbol
         )
       )
-      // console.log('squareOffLosingLegs', logDeep(squareOffLosingLegs))
+      console.log('squareOffLosingLegs', logDeep(squareOffLosingLegs))
       const bringToCostOrders = winningLegs.map(winningLeg =>
         legsOrders.find(
           legOrder => legOrder.tradingsymbol === winningLeg.tradingSymbol
         )
       )
-      // console.log('bringToCostOrders', logDeep(bringToCostOrders))
+      console.log('bringToCostOrders', logDeep(bringToCostOrders))
       // 1. square off losing legs
       await doSquareOffPositions(
         squareOffLosingLegs as KiteOrder[],

lib/queue-processor/exitTradingQueue.ts

@@ -66,7 +66,7 @@ const worker = new Worker(
       const exitOrders = await processJob(job.data)
       return exitOrders
     } catch (e) {
-      console.log(e.message ? e.message : e)
+      // console.log(e.message ? e.message : e)
       throw new Error(e)
     }
   },
@@ -85,10 +85,11 @@ worker.on('error', err => {
   console.log('🔴 [exitTradingQueue] worker error', err)
 })
 
-// worker.on('completed', (job) => {
-//   // const { id, name } = job
-//   // console.log('// job has completed', { id, name })
-// })
+worker.on('completed', async job => {
+  await job.remove()
+  // const { id, name } = job
+  // console.log('// job has completed', { id, name })
+})
 
 // worker.on('failed', (job) => {
 //   try {