signals.js

const cliParams = [
    { name: 'strategy', alias: 's', type: String,   defaultOption: true }
]
const params = require('command-line-args')(cliParams)

if (undefined === params.strategy) {
    console.log('[!] ERROR: You must specify a strategy')
    process.exit()
}

require('dotenv').config()

const config = require(`./strategies/${params.strategy}/config`)
const Strategy = require(`./strategies/${params.strategy}/strategy`)
const strategy = new Strategy(Object.keys(config.symbols))

const Redis = require('redis')
const redisBars = Redis.createClient({
    host: (process.env.REDIS_HOST || '127.0.0.1'),
    port: (process.env.REDIS_PORT || 6379),
    password: (process.env.REDIS_PASS || null),
    db: (process.env.REDIS_DB || 0)
})

const redisSignals = redisBars.duplicate()

const mysql = require('mysql')
const db = mysql.createConnection({
    host: process.env.MYSQL_HOST,
    user: process.env.MYSQL_USER,
    password: process.env.MYSQL_PASS,
    database: process.env.MYSQL_DB,
    multipleStatements: true
})

const nodemailer = require('nodemailer')
const smtp = nodemailer.createTransport({
    host: process.env.SMTP_HOST,
    port: process.env.SMTP_PORT,
    secure: process.env.SMTP_SECURE,
    auth: {
        user: process.env.SMTP_USER,
        pass: process.env.SMTP_PASS
    }
})

console.log('============================================================')
console.log((new Date()).toISOString())
console.log('')

let queries = []
let historyLoaded = false

Object.keys(config.symbols).forEach((symbol) => {
    queries.push(`SELECT *, '${symbol}' AS symbol FROM \`${symbol.toLowerCase()}\` ORDER BY \`start\` DESC LIMIT ${config.historicBars}`)
})

db.query(queries.join(';'), (error, results) => {
    if (error) {
        console.log(`[!] MySQL ERROR: ${error.message}`)
        redisBars.unsubscribe()
        redisBars.quit()
        redisSignals.quit()
        db.end(() => { process.exit(3) })
        return
    }

    if (queries.length > 1) {
        results.forEach((result) => {
            let bars = []

            result.forEach((bar) => {
                bars.unshift(bar)
            })

            strategy.addHistory(bars[0].symbol, bars)
        })
    } else {
        let bars = []

        results.forEach((bar) => {
            bars.unshift(bar)
        })

        strategy.addHistory(bars[0].symbol, bars)
    }

    db.end(() => {
        console.log(`[+] History Loaded`)

        historyLoaded = true
    })
})

redisSignals.on('connect', () => {
    console.log(`[+] [Redis:Signals] Connected`)
})

redisSignals.on('error', (error) => {
    console.log(`[!] [Redis:Signals] Error: ${error.message}`)
})

redisSignals.on('end', () => {
    console.log(`[-] [Redis:Signals] Disconnected`)
})

redisBars.on('connect', () => {
    console.log(`[+] [Redis:Bars] Connected`)
})

redisBars.on('error', (error) => {
    console.log(`[!] [Redis:Bars] Error: ${error.message}`)
})

redisBars.on('end', () => {
    console.log(`[-] [Redis:Bars] Disconnected`)
})

redisBars.on('message', (symbol, message) => {
    if (historyLoaded === true) {
        let bar = JSON.parse(message)

        if (bar.symbol && strategy.symbols[bar.symbol.toUpperCase()]) {
            strategy.addBar(bar.symbol.toUpperCase(), bar, onSignal)
        }
    }
})

redisBars.subscribe(Object.keys(config.symbols).join(' '))

process.on('SIGINT', () => {
    redisBars.unsubscribe()
    redisBars.quit()

    redisSignals.quit()

    console.log('[-] Exiting')

    process.exit(0)
})

function onSignal(signal) {
    if (signal.buy) {
        let date = (new Date(signal.bar.start)).toISOString()

        redisSignals.publish(`${params.strategy}_${signal.symbol}`, JSON.stringify({ strategy: params.strategy, symbol: signal.symbol, action: 'BUY', price: signal.bar.close }))

        console.log(`[BUY]\t${params.strategy}\t${signal.symbol}\t${date}\t$${signal.bar.close.toFixed(2)}`)
        email(`[BUY] | ${params.strategy} | ${signal.symbol} | ${signal.bar.close.toFixed(2)}`)
    } else if (signal.sell) {
        let date = (new Date(signal.bar.start)).toISOString()

        redisSignals.publish(`${params.strategy}_${signal.symbol}`, JSON.stringify({ strategy: params.strategy, symbol: signal.symbol, action: 'SELL', price: signal.bar.close }))

        console.log(`[SELL]\t${params.strategy}\t${signal.symbol}\t${date}\t$${signal.bar.close.toFixed(2)}`)
        email(`[SELL] | ${params.strategy} | ${signal.symbol} | ${signal.bar.close.toFixed(2)}`)
    }
}

function email(message) {
    smtp.sendMail({
        from:       process.env.SMTP_FROM,
        to:         process.env.SMTP_TO,
        subject:    'Trading Signal',
        text:       `${message}`
    }, (error, info) => {
        if (error) {
            console.log(`[!] SMTP ERROR: ${error}`)
        }
    })
}