v0.11.0 (Major rework)

.gitignore

@@ -82,3 +82,6 @@ fabric.properties
 
 # Executable config
 /exe/
+/ks.jks
+/TradeBot.p12
+/ts.jks

configs/example.yaml

@@ -0,0 +1,23 @@
+moneyPerTrade: 0.1
+trailingSl: 0.1
+takeProfit: 0.15
+
+confluenceToOpen: 2
+confluenceToClose: 2
+indicators:
+  - !<RSI>
+    weight: 1
+    period: 14
+    positiveMax: 15
+    positiveMin: 30
+    negativeMax: 70
+    negativeMin: 80
+  - !<MACD>
+    weight: 1
+    shortPeriod: 12
+    longPeriod: 26
+    signalPeriod: 9
+    requiredChange: 0.15
+  - !<DBB>
+    weight: 1
+    period: 20

configs/full.yaml

@@ -0,0 +1,24 @@
+#TODO: Everything should be documented in here
+moneyPerTrade: 0.1
+trailingSl: 0.1
+takeProfit: 0.15
+
+confluenceToOpen: 2
+# confluenceToClose: 2
+indicators:
+  - !<RSI>
+    weight: 1
+    period: 14
+    positiveMax: 15
+    positiveMin: 30
+    negativeMax: 70
+    negativeMin: 80
+  - !<MACD>
+    weight: 1
+    shortPeriod: 12
+    longPeriod: 26
+    signalPeriod: 9
+    requiredChange: 0.15
+  - !<DBB>
+    weight: 1
+    period: 20

pom.xml

@@ -19,6 +19,16 @@
         </repository>
     </repositories>
     <dependencies>
+        <dependency>
+            <groupId>com.fasterxml.jackson.core</groupId>
+            <artifactId>jackson-databind</artifactId>
+            <version>2.12.3</version>
+        </dependency>
+        <dependency>
+            <groupId>com.fasterxml.jackson.dataformat</groupId>
+            <artifactId>jackson-dataformat-yaml</artifactId>
+            <version>2.12.3</version>
+        </dependency>
         <dependency>
             <groupId>com.github.binance-exchange</groupId>
             <artifactId>binance-java-api</artifactId>
@@ -29,5 +39,10 @@
             <artifactId>commons-io</artifactId>
             <version>2.8.0</version>
         </dependency>
+        <dependency>
+            <groupId>com.ea.async</groupId>
+            <artifactId>ea-async</artifactId>
+            <version>1.2.3</version>
+        </dependency>
     </dependencies>
 </project>

src/main/java/data/config/Config.java

@@ -0,0 +1,86 @@
+package data.config;
+
+import com.binance.api.client.domain.general.RateLimit;
+import com.binance.api.client.domain.general.RateLimitType;
+import com.fasterxml.jackson.core.JsonFactory;
+import com.fasterxml.jackson.core.JsonProcessingException;
+import com.fasterxml.jackson.databind.ObjectMapper;
+import com.fasterxml.jackson.dataformat.yaml.YAMLFactory;
+import system.BinanceAPI;
+import trading.Currency;
+import trading.LocalAccount;
+import trading.Trade;
+
+import java.io.File;
+import java.io.IOException;
+import java.util.Arrays;
+
+public class Config {
+    private static final int REQUEST_LIMIT = BinanceAPI.get().getExchangeInfo().getRateLimits().stream()
+            .filter(rateLimit -> rateLimit.getRateLimitType().equals(RateLimitType.REQUEST_WEIGHT))
+            .findFirst().map(RateLimit::getLimit).orElse(1200);
+
+    private final File configFile;
+    private final ConfigData data;
+
+    public Config(String path) throws ConfigException {
+        configFile = new File(path);
+        data = readValues();
+    }
+
+    public String name() {
+        return configFile.getName();
+    }
+
+    public static ConfigData get(Trade trade) {
+        return trade.getCurrency().getAccount().getInstance().getConfig();
+    }
+
+    public static ConfigData get(Currency currency) {
+        return currency.getAccount().getInstance().getConfig();
+    }
+
+    public static ConfigData get(LocalAccount account) {
+        return account.getInstance().getConfig();
+    }
+
+    public static int getRequestLimit() {
+        return REQUEST_LIMIT;
+    }
+
+    public ConfigData getData() {
+        return data;
+    }
+
+    public ConfigData readValues() throws ConfigException {
+        ObjectMapper objectMapper = new ObjectMapper(new YAMLFactory());
+        try {
+            return objectMapper.readValue(configFile, ConfigData.class);
+        } catch (IOException e) {
+            throw new ConfigException("Failed to read config file due to: " + e.getMessage());
+        }
+    }
+
+    public void update() throws ConfigException {
+        data.update(readValues());
+    }
+
+    public String toJson() {
+        ObjectMapper objectMapper = new ObjectMapper(new JsonFactory());
+        try {
+            return objectMapper.writeValueAsString(data);
+        } catch (JsonProcessingException e) {
+            return "Failed to serialize config: " + e.getMessage();
+        }
+    }
+
+    @Override
+    public String toString() {
+        ObjectMapper objectMapper = new ObjectMapper(new YAMLFactory());
+        try {
+            return objectMapper.writeValueAsString(data);
+        } catch (JsonProcessingException e) {
+            return "Failed to serialize config: " + e.getMessage();
+        }
+    }
+}

src/main/java/data/config/ConfigData.java

@@ -0,0 +1,102 @@
+package data.config;
+
+import java.util.List;
+
+public class ConfigData {
+    private double moneyPerTrade;
+    private double trailingSl;
+    private double takeProfit;
+    private int confluenceToOpen;
+    private Integer confluenceToClose; //Number of indicators can't be changed
+
+    private List<IndicatorConfig> indicators;
+
+    public ConfigData(double moneyPerTrade, double trailingSl, double takeProfit, int confluenceToOpen, Integer confluenceToClose, List<IndicatorConfig> indicators) {
+        this.moneyPerTrade = moneyPerTrade;
+        this.trailingSl = trailingSl;
+        this.takeProfit = takeProfit;
+        this.confluenceToOpen = confluenceToOpen;
+        this.confluenceToClose = confluenceToClose;
+        this.indicators = indicators;
+    }
+
+    public ConfigData() {
+    }
+
+    public void update(ConfigData newConfig) throws ConfigUpdateException {
+        if (newConfig.getIndicators().size() != indicators.size())
+            throw new ConfigUpdateException("Number of indicators has changed");
+        for (int i = 0; i < indicators.size(); i++) {
+            indicators.get(i).update(newConfig.getIndicators().get(i));
+        }
+        moneyPerTrade = newConfig.moneyPerTrade;
+        trailingSl = newConfig.trailingSl;
+        takeProfit = newConfig.takeProfit;
+        confluenceToOpen = newConfig.confluenceToOpen;
+        confluenceToClose = newConfig.confluenceToClose;
+    }
+
+    public double getMoneyPerTrade() {
+        return moneyPerTrade;
+    }
+
+    public void setMoneyPerTrade(double moneyPerTrade) {
+        this.moneyPerTrade = moneyPerTrade;
+    }
+
+    public double getTrailingSl() {
+        return trailingSl;
+    }
+
+    public void setTrailingSl(double trailingSl) {
+        this.trailingSl = trailingSl;
+    }
+
+    public double getTakeProfit() {
+        return takeProfit;
+    }
+
+    public void setTakeProfit(double takeProfit) {
+        this.takeProfit = takeProfit;
+    }
+
+    public int getConfluenceToOpen() {
+        return confluenceToOpen;
+    }
+
+    public void setConfluenceToOpen(int confluenceToOpen) {
+        this.confluenceToOpen = confluenceToOpen;
+    }
+
+    public Integer getConfluenceToClose() {
+        return confluenceToClose;
+    }
+
+    public void setConfluenceToClose(Integer confluenceToClose) {
+        this.confluenceToClose = confluenceToClose;
+    }
+
+    public List<IndicatorConfig> getIndicators() {
+        return indicators;
+    }
+
+    public void setIndicators(List<IndicatorConfig> indicators) {
+        this.indicators = indicators;
+    }
+
+    public boolean useConfluenceToClose() {
+        return confluenceToClose != null;
+    }
+
+    @Override
+    public String toString() {
+        return "ConfigData{" +
+                "indicators=" + indicators +
+                ", moneyPerTrade=" + moneyPerTrade +
+                ", trailingSl=" + trailingSl +
+                ", takeProfit=" + takeProfit +
+                ", confluenceToOpen=" + confluenceToOpen +
+                ", confluenceToClose=" + confluenceToClose +
+                '}';
+    }
+}

src/main/java/system/ConfigException.java → src/main/java/data/config/ConfigException.java

@@ -1,4 +1,4 @@
-package system;
+package data.config;
 
 public class ConfigException extends Exception {
     public ConfigException(String message) {

src/main/java/data/config/ConfigUpdateException.java

@@ -0,0 +1,7 @@
+package data.config;
+
+public class ConfigUpdateException extends ConfigException {
+    public ConfigUpdateException(String message) {
+        super("Failed to update config: " + message);
+    }
+}

src/main/java/data/config/DbbConfig.java

@@ -0,0 +1,49 @@
+package data.config;
+
+import indicators.DBB;
+import indicators.Indicator;
+
+import java.util.List;
+
+public class DbbConfig extends IndicatorConfig {
+    private int period;
+
+    public DbbConfig(int weight, int period) {
+        setWeight(weight);
+        this.period = period;
+    }
+
+    public DbbConfig() {
+    }
+
+    public int getPeriod() {
+        return period;
+    }
+
+    public void setPeriod(int period) {
+        this.period = period;
+    }
+
+    @Override
+    public Indicator toIndicator(List<Double> warmupData) {
+        return new DBB(warmupData, this);
+    }
+
+    @Override
+    public void update(IndicatorConfig newConfig) throws ConfigUpdateException {
+        super.update(newConfig);
+        DbbConfig newDbbConfig = (DbbConfig) newConfig;
+        if (newDbbConfig.getPeriod() != period) {
+            throw new ConfigUpdateException("DBB period has changed from " + period + " to " + newDbbConfig.period
+                    + ". Period cannot be changed because DBB values are affected by the size of the rolling window.");
+        }
+    }
+
+    @Override
+    public String toString() {
+        return "DbbData{" +
+                "weight=" + getWeight() +
+                "period=" + period +
+                '}';
+    }
+}