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Chunk 014: BOT_EU

tests/paper-execution.test.js (lines 1–193)

Repository
BOT_EU
Path
tests/paper-execution.test.js
import test from 'node:test';
import assert from 'node:assert/strict';

import { CONFIG } from '../config.js';
import {
  paperInitBalances,
  paperCancelAll,
  paperCancelOne,
  paperPlaceGrid,
  paperCheckFills,
  paperPlaceOneExactQty,
} from '../scripts/execution_paper.js';

function makeState() {
  return {
    balances: { base: 0, quote: 0 },
    reserved: { base: 0, quote: 0 },
    openOrders: [],
    deferredPool: { base: 0, quote: 0 },
  };
}

function snapshotConfig(keys) {
  return Object.fromEntries(keys.map((key) => [key, CONFIG[key]]));
}
function restoreConfig(snapshot) {
  for (const [key, value] of Object.entries(snapshot)) {
    if (value === undefined) delete CONFIG[key];
    else CONFIG[key] = value;
  }
}

test('paperInitBalances initializes free and reserved balances', () => {
  const state = makeState();
  paperInitBalances(state, 0.5, 1000);
  assert.deepEqual(state.balances, { base: 0.5, quote: 1000 });
  assert.deepEqual(state.reserved, { base: 0, quote: 0 });
});

test('placing PAPER grid reserves quote for BUY and base for SELL', () => {
  const snap = snapshotConfig(['PAPER_ASSUME_MAKER', 'FEE_MAKER']);
  try {
    CONFIG.PAPER_ASSUME_MAKER = true;
    CONFIG.FEE_MAKER = 0.001;

    const state = makeState();
    paperInitBalances(state, 1, 1000);
    paperPlaceGrid(state, '', {
      orders: [
        { side: 'Buy', price: 100, qty: 1, notionalQuote: 100 },
        { side: 'Sell', price: 110, qty: 0.5, notionalQuote: 55 },
      ],
    });

    assert.equal(state.openOrders.length, 2);
    assert.ok(Math.abs(state.reserved.quote - 100.1) < 1e-9);
    assert.ok(Math.abs(state.balances.quote - 899.9) < 1e-9);
    assert.equal(state.reserved.base, 0.5);
    assert.equal(state.balances.base, 0.5);
  } finally {
    restoreConfig(snap);
  }
});

test('BUY fill releases reserved quote and credits acquired base', () => {
  const snap = snapshotConfig(['PAPER_ASSUME_MAKER', 'FEE_MAKER']);
  try {
    CONFIG.PAPER_ASSUME_MAKER = true;
    CONFIG.FEE_MAKER = 0.001;

    const state = makeState();
    paperInitBalances(state, 0, 1000);
    paperPlaceGrid(state, '', {
      orders: [{ side: 'Buy', price: 100, qty: 1, notionalQuote: 100 }],
    });

    const result = paperCheckFills(state, '', 99);
    assert.equal(result.total, 1);
    assert.equal(result.buy, 1);
    assert.equal(state.openOrders.length, 0);
    assert.ok(Math.abs(state.reserved.quote) < 1e-9);
    assert.equal(state.balances.base, 1);
    assert.ok(Math.abs(result.fills[0].fee - 0.1) < 1e-9);
  } finally {
    restoreConfig(snap);
  }
});

test('SELL fill credits quote proceeds after fee', () => {
  const snap = snapshotConfig(['PAPER_ASSUME_MAKER', 'FEE_MAKER']);
  try {
    CONFIG.PAPER_ASSUME_MAKER = true;
    CONFIG.FEE_MAKER = 0.001;

    const state = makeState();
    paperInitBalances(state, 1, 0);
    paperPlaceGrid(state, '', {
      orders: [{ side: 'Sell', price: 110, qty: 0.5, notionalQuote: 55 }],
    });

    const result = paperCheckFills(state, '', 111);
    assert.equal(result.sell, 1);
    assert.ok(Math.abs(state.balances.quote - 54.945) < 1e-9);
    assert.ok(Math.abs(state.reserved.base) < 1e-9);
  } finally {
    restoreConfig(snap);
  }
});

test('cancelling one PAPER order refunds the reservation', () => {
  const snap = snapshotConfig(['PAPER_ASSUME_MAKER', 'FEE_MAKER']);
  try {
    CONFIG.PAPER_ASSUME_MAKER = true;
    CONFIG.FEE_MAKER = 0.001;

    const state = makeState();
    paperInitBalances(state, 0, 1000);
    paperPlaceGrid(state, '', {
      orders: [{ side: 'Buy', price: 100, qty: 1, notionalQuote: 100 }],
    });
    const id = state.openOrders[0].id;

    assert.equal(paperCancelOne(state, '', id), true);
    assert.equal(state.openOrders.length, 0);
    assert.ok(Math.abs(state.balances.quote - 1000) < 1e-9);
    assert.ok(Math.abs(state.reserved.quote) < 1e-9);
  } finally {
    restoreConfig(snap);
  }
});

test('paperCancelAll returns all reserved funds', () => {
  const state = makeState();
  state.balances = { base: 0.25, quote: 400 };
  state.reserved = { base: 0.75, quote: 600 };
  state.openOrders = [{ id: 'a' }, { id: 'b' }];

  paperCancelAll(state, '');

  assert.deepEqual(state.balances, { base: 1, quote: 1000 });
  assert.deepEqual(state.reserved, { base: 0, quote: 0 });
  assert.deepEqual(state.openOrders, []);
});

test('exact PAPER order rejects too-small and unavailable orders', () => {
  const snap = snapshotConfig(['MIN_ORDER_QUOTE', 'PAPER_ASSUME_MAKER', 'FEE_MAKER']);
  try {
    CONFIG.MIN_ORDER_QUOTE = 18;
    CONFIG.PAPER_ASSUME_MAKER = true;
    CONFIG.FEE_MAKER = 0.001;

    const state = makeState();
    paperInitBalances(state, 0.1, 20);

    assert.equal(
      paperPlaceOneExactQty(state, '', { side: 'Buy', price: 100, qty: 0.1 }),
      null,
      'notional below MIN_ORDER_QUOTE must be rejected'
    );
    assert.equal(
      paperPlaceOneExactQty(state, '', { side: 'Buy', price: 100, qty: 0.2 }),
      null,
      'balance must also cover trading fee'
    );
    assert.equal(
      paperPlaceOneExactQty(state, '', { side: 'Sell', price: 100, qty: 0.2 }),
      null,
      'cannot sell more base than available'
    );
  } finally {
    restoreConfig(snap);
  }
});

test('deferred pool is excluded from funds available for new exact order', () => {
  const snap = snapshotConfig(['MIN_ORDER_QUOTE', 'PAPER_ASSUME_MAKER', 'FEE_MAKER']);
  try {
    CONFIG.MIN_ORDER_QUOTE = 1;
    CONFIG.PAPER_ASSUME_MAKER = true;
    CONFIG.FEE_MAKER = 0;

    const state = makeState();
    paperInitBalances(state, 1, 100);
    state.deferredPool.quote = 90;

    const rejected = paperPlaceOneExactQty(state, '', {
      side: 'Buy', price: 100, qty: 0.2,
    });
    assert.equal(rejected, null);
  } finally {
    restoreConfig(snap);
  }
});

tests/symbols.test.js (lines 1–34)

Repository
BOT_EU
Path
tests/symbols.test.js
import test from 'node:test';
import assert from 'node:assert/strict';

import {
  parseSymbol,
  decimalsFromStep,
  roundToStepDown,
  roundPriceToTick,
  roundQtyToStep,
  fmtByStep,
} from '../scripts/symbols.js';

test('parseSymbol recognizes common Bybit quote currencies', () => {
  assert.deepEqual(parseSymbol('BTCUSDC'), {
    base: 'BTC', quote: 'USDC', symbol: 'BTCUSDC', pair: 'BTC/USDC',
  });
  assert.deepEqual(parseSymbol(' eth-usdt '), {
    base: 'ETH', quote: 'USDT', symbol: 'ETHUSDT', pair: 'ETH/USDT',
  });
});

test('decimalsFromStep handles decimal and exponential steps', () => {
  assert.equal(decimalsFromStep(1), 0);
  assert.equal(decimalsFromStep(0.1), 1);
  assert.equal(decimalsFromStep(0.00001), 5);
  assert.equal(decimalsFromStep(1e-8), 8);
});

test('rounding always rounds down to exchange step', () => {
  assert.equal(roundToStepDown(123.4567, 0.01), 123.45);
  assert.equal(roundPriceToTick(65000.129, 0.1), 65000.1);
  assert.equal(roundQtyToStep(0.001239, 0.00001), 0.00123);
  assert.equal(fmtByStep(0.00123, 0.00001), '0.00123');
});

UIrun.bat (lines 1–52)

Repository
BOT_EU
Path
UIrun.bat
@echo off
cd /d "%~dp0"

set "SYMBOL=%~1"
set "CATEGORY=%~2"

set "ENV_BOT_MARKET="
set "ENV_BOT_CATEGORY="
for /f "usebackq tokens=1,* delims==" %%A in (".env") do (
	if /I "%%A"=="BOT_MARKET" set "ENV_BOT_MARKET=%%B"
	if /I "%%A"=="BOT_CATEGORY" set "ENV_BOT_CATEGORY=%%B"
)

if "%SYMBOL%"=="" set "SYMBOL=%ENV_BOT_MARKET%"
if "%CATEGORY%"=="" set "CATEGORY=%ENV_BOT_CATEGORY%"
if "%SYMBOL%"=="" set "SYMBOL=BTCUSDT"
if "%CATEGORY%"=="" set "CATEGORY=spot"

if "%UI_HOST%"=="" set "UI_HOST=127.0.0.42"
if "%UI_PORT%"=="" set "UI_PORT=8787"

echo [UIrun] Startuje BOT + UI...
echo [UIrun] SYMBOL=%SYMBOL% CATEGORY=%CATEGORY%
echo.

set "BOT_MARKET=%SYMBOL%"
set "BOT_CATEGORY=%CATEGORY%"
set "BOT_HEADLESS=0"

rem prevent stale UI state/logs from previous run when bot fails early
del /q "scripts\logs\bot_ui_state.json" 2>nul
del /q "scripts\logs\bot_ui_logs.ndjson" 2>nul
del /q "scripts\logs\bot_ui_cmd.json" 2>nul
del /q "scripts\logs\ui_port.json" 2>nul

start "BOT (npm start)" cmd /k "cd /d ""%~dp0"" & npm start"
timeout /t 2 >nul

start "UI server (channels demo)" cmd /k "cd /d ""%~dp0"" & node scripts\js\momentum_regime_server.js --mode live --symbol %SYMBOL% --category %CATEGORY%"
set "UI_SELECTED_PORT=%UI_PORT%"
for /l %%N in (1,1,10) do (
	if exist "scripts\logs\ui_port.json" (
		for /f "usebackq delims=" %%P in (`powershell -NoProfile -Command "(Get-Content -Raw 'scripts\logs\ui_port.json' | ConvertFrom-Json).port"`) do set "UI_SELECTED_PORT=%%P"
		goto :ui_ready
	)
	timeout /t 1 >nul
)
:ui_ready

start "" "http://%UI_HOST%:%UI_SELECTED_PORT%/channels_demo.html?symbol=%SYMBOL%"

echo [UIrun] UI otwarte: http://%UI_HOST%:%UI_SELECTED_PORT%/channels_demo.html?symbol=%SYMBOL%