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pannet1/gist:84335f582ab7b9ef5926b4c93896f2b5

Created December 21, 2020 09:37
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gistfile1.txt
/* private functions */
const millisecs = 100;
// progress indicator
const _show_progress = (Txn, Start, Ltp, Tgt, Stop) => {
let width = 0, rt_txt="Target", lt_txt="Open";
const elem = document.getElementById("bar");
const ptxt = document.getElementById("ptxt");
if( Txn==0) {
if (Ltp>Start && Ltp<Tgt ) {
rt_txt = "Long";
width = (-1*(Start-Ltp)) / (-1*(Start-Tgt)) * 100;
elem.classList.add("green");
} else if (Ltp<Start && Ltp>Stop)
{
rt_txt = "Short"
width = (Start-Ltp) / (Start-Stop) * 100;
elem.classList.add("red");
}
} else { lt_txt="Entry" }
// long
if( Txn==1 ) {
if (Ltp<Start) {
rt_txt = "Stop";
width = (Start-Ltp) / (Start-Stop) * 100;
elem.classList.add("red");
} else {
rt_txt = "Target";
width = (-1*(Start-Ltp)) / (-1*(Start-Tgt)) * 100;
elem.classList.add("green");
}
}
// short
if (Txn==-1) {
if(Ltp>Start) {
rt_txt = "Stop";
width = (-1*(Start-Ltp)) / (-1*(Start-Stop)) * 100;
elem.classList.add("red");
} else {
rt_txt = "Target";
width = (Start-Ltp) / (Start-Tgt) * 100;
elem.classList.add("green");
}
}
elem.style.width = width + "%";
ptxt.innerHTML =
"<tr><th style='text-align:left'>"+lt_txt+"</td>"+
"<th>LTP</td>"+
"<th style='text-align:right'>"+rt_txt+"</td></tr>";
};
/* get tokens from scrip json object */
function _getScripTokens () {
// convert object to key's array
const keys = Object.keys(scrips);
// iterate over object
keys.forEach((key) => {
tknFmScrip(scrips[key]);
});
};
/* order status */
const _orderStatus = () => {
return zebu.get('api/placeOrder/fetchOrderBook')
.then(function(response){
return response;
});
}
/* modify order */
const _pstModifyOrder = (trans, sym, qty="1", ordr_typ="MKT", prc="00.00", ordr_num, validity ) => {
direction = 0;
zebu.post('api/placeOrder/modifyOrder', {
"discqty": 0,
"exch": "NFO",
"filledQuantity": 0,
"nestOrderNumber": ordr_num,
"prctyp": ordr_typ,
"trading_symbol": sym,
"price": prc,
"qty": qty,
"trigPrice": prc,
"transtype": trans,
"pCode": validity
})
.then(response => {
const data = response.data;
appendToDOM(response, "modifying order");
if (data.stat == "Ok") {
const log = document.querySelector('.console');
log.textContent = "Order Modified Successfully";
} else if (data.emsg) {
const err = document.querySelector('.err');
err.textContent = err.textContent + data.emsg + '\n';
}
})
.catch(function (error) {
if (error.response) {
console.log(error.response.data);
console.log(error.response.status);
}
})
};
/* place order */
const _pstPlaceBracket = (trans, sym, tok, qty="1", ordr_typ="MKT", prc, complexty="regular", tgt="", sl="", tsl="" ) => {
let trigprc = "0.00";
if(ordr_typ!="MKT") { trigprc = prc }
zebu.post('api/placeOrder/executePlaceOrder', [{
"discqty": "0",
"exch": "NFO",
"pCode": "MIS",
"prctyp": ordr_typ,
"qty": qty,
"ret": "DAY",
"symbol_id": tok,
"trading_symbol": sym,
"transtype": trans,
"complexty": complexty,
"price": prc,
"trigPrice": trigprc,
"target": tgt,
"stopLoss": sl,
"trailing_stop_loss":tsl
}])
.then(response => {
const data = response.data;
appendToDOM(response, "placing order");
if (data.stat == "Ok" && parseInt(data.nestOrderNumber) > 0) {
const log = document.querySelector('.console');
log.textContent = "Order Placed Successfully";
} else if (data.emsg) {
const err = document.querySelector('.err');
err.textContent = err.textContent + data.emsg + '\n';
}
})
.catch(function (error) {
if (error.response) {
console.log(error.response.data);
console.log(error.response.status);
}
})
};
const _pstPlaceOrder = (trans, sym, tok, qty="1", ordr_typ="MKT", prc="", validity ) => {
console.log("price is :" + prc);
zebu.post('api/placeOrder/executePlaceOrder', [{
"complexty": "regular",
"discqty": "0",
"exch": "NFO",
"pCode": validity,
"prctyp": ordr_typ,
"price": prc,
"qty": qty,
"ret": "DAY",
"symbol_id": tok,
"trading_symbol": sym,
"transtype": trans,
"trigPrice": prc
}])
.then(response => {
const data = response.data;
appendToDOM(response, "placing order");
if (data.stat == "Ok" && parseInt(data.nestOrderNumber) > 0) {
const log = document.querySelector('.console');
log.textContent = "Order Placed Successfully";
} else if (data.emsg) {
const err = document.querySelector('.err');
err.textContent = err.textContent + data.emsg + '\n';
}
})
.catch(function (error) {
if (error.response) {
console.log(error.response.data);
console.log(error.response.status);
}
})
};
const _findITMStrike = (quote,option,strikeDiff=100) => {
strike = (quote / strikeDiff).toFixed(0)*strikeDiff
if(option=="CE") {
if (strike > quote) {
return (strike - strikeDiff)
} else {
return strike
}
} else {
if (strike < quote) {
return (strike + strikeDiff)
} else {
return strike
}
}
}
const trail50 = (cmp, lng, srt) => {
console.log("cmp is "+cmp+" < lng is", lng+" > srt is", srt);
if ( direction==1 && cmp < lng )
return true;
else if ( direction==-1 && cmp > srt )
return true;
else
return false;
}
// not used
const trailStop = (cmp) => {
for (let i=1; i < Object.keys(levels).length; i++) {
if ( direction==1
&& cmp < parseInt(open + levels[i])
&& high > parseInt(open+ levels[i+1])
)
{
console.log("cmp is "+cmp+" high is", high)
return true
}
if ( direction==-1 && cmp > (open - levels[i]) && low < (open - levels[i+1] ) )
{
console.log("cmp is "+ cmp +" low is", low)
return true
}
}
return false;
}
const drawLvlTable = (list) => {
const root = document.getElementById("root");
root.innerHTML = "";
const keysSorted = Object.keys(list).sort(function(a,b){return list[b]-list[a]})
for (let i=0; i < Object.keys(list).length; i++) {
root.innerHTML = root.innerHTML +
"<tr><td style='text-align:right'>"+keysSorted[i]+"</td>"+
"<td style='text-align:left'>"+ parseInt( list[keysSorted[i]] ) +"</td></tr>";
}
}
const isTradeTime = (s, end="15:25:00", beg="09:15:00") => {
cDate = new Date(s);
cTime = cDate.getTime();
t = s.split(" ");
begDate = new Date(t[0] + " " + beg);
begTime = begDate.getTime();
endDate = new Date(t[0] + " " + end);
endTime = endDate.getTime();
console.log("CTime",CTime,"endTime",endTime);
if (cTime>=begTime && cTime<=endTime) {
return true
} else {
return false
}
}
/* helpers */
const _redirect = (url="/", ms=millisecs) => {
console.log("redirecting after ms", ms);
sleep(ms).then( () => {
location.href = url;
})
}
function createCookie(name,value,days) {
let expires
if (days) {
let date = new Date();
date.setTime(date.getTime()+(days*24*60*60*1000));
expires = "; expires="+date.toGMTString();
}
else expires = "";
document.cookie = name+"="+value+expires+"; path=/; SameSite=lax";
}
function readCookie (name) {
let nameEQ = name + "=";
let ca = document.cookie.split(';');
for(let i=0;i < ca.length;i++) {
let c = ca[i];
while (c.charAt(0)==' ') c = c.substring(1,c.length);
if (c.indexOf(nameEQ) == 0) return c.substring(nameEQ.length,c.length);
}
return null;
}
const sleep = (ms) => {
// console.log("sleeping for "+(ms/1000).toFixed(3)+" secs");
return new Promise(resolve => setTimeout(resolve, ms))
}
const appendToDOM = (response, who="") => {
const log = document.querySelector('.console');
const err = document.querySelector('.err');
if(response.status != 200) {
_redirect("/",5000);
}
const data = response.data;
if (data.stat =="Ok") {
log.innerHTML = log.innerHTML + who + '\n';
}
if (data.stat == "Not_Ok") {
let msg = data.stat;
if(data.emsg) {
msg = data.emsg;
}
err.innerHTML = err.innerHTML + msg + '\n';
}
};
/* end of helpers */
/* algo part */
/* 5 trade logic */
const _pstLtp = (tkn) => {
return zebu.post('api/ScripDetails/getScripQuoteDetails', { "exch": "NFO", "symbol": tkn })
.then(function(response){
return response;
});
}
const longOnlyTrades = (ul1, ce1, pe1) => {
let ulTkn = localStorage.getItem(ul1);
let ceTkn = localStorage.getItem(ce1);
let peTkn = localStorage.getItem(pe1);
direction = 0;
price = 1;
axios.all([
zebu.post('api/positionAndHoldings/positionBook', { "ret":"NET"}),
zebu.post('api/ScripDetails/getScripQuoteDetails', {"exch":"NFO","symbol":ulTkn })
])
.then(responseArr => {
appendToDOM(responseArr[0], "trade data");
const positionBook = responseArr[0].data;
// are we in any position
for(let i = 0; i < positionBook.length; i++) {
// PUT sell
if( positionBook[i].Tsym == pe1 && positionBook[i].Netqty > 0) {
direction = -1;
}
// CALL sell
else if( positionBook[i].Tsym == ce1 && positionBook[i].Netqty > 0) {
direction = 1;
}
}
// is stop in place. get stop loss
_orderStatus().then((resp) => {
appendToDOM(resp, "order status");
const orders = resp.data;
noOfOrders = orders.length;
if (noOfOrders === null || typeof noOfOrders === 'undefined')
noOfOrders = 0
for(let j = 0; j < noOfOrders; j++) {
if( orders[j].Trsym == pe1 && orders[j].Status == "trigger pending") {
isStop = parseInt(orders[j].Nstordno)
}
if( orders[j].Trsym == ce1 && orders[j].Status == "trigger pending") {
isStop = parseInt(orders[j].Nstordno)
}
} // end for
});
// exits and entry
const ulData = responseArr[1].data;
//appendToDOM(responseArr[1], "Checking Underlying");
if (ulData.stat == "Ok") {
open = parseInt(ulData.openPrice);
high = parseInt(ulData.High);
low = parseInt(ulData.Low);
levels = {
'1': open * factor * 0.236,
'2': open * factor * 0.382,
'3': open * factor * 0.5,
'4': open * factor * 0.618,
'5': open * factor * 0.786,
'6': open * factor * 1.236,
'7': open * factor * 1.618
};
const lentry = eval(open + levels['1']);
const sentry = open - levels['1'];
const tgtinpts = parseInt(open * factor * trade.target_ratio);
const lngtrail = lentry + (( high - lentry ) /2);
const srttrail = sentry - (( sentry - low ) /2);
const printable = {
"<< LTP >>": parseInt(ulData.LTP),
"* OPEN_ *": open,
"+ HIGH_ +": high,
"- _LOW_ -": low,
"+ MAXIM +": open + levels['7'],
"+ TARGT +": open + tgtinpts,
"+ 0.382 +": open + levels['2'],
"+ STOP_ +": parseInt(open + levels['1'] - trade.stop1),
"+ TRAIL +": lngtrail,
"+ ENTRY +": open + levels['1'],
"- STOP_ -": parseInt(open + eval(trade.stop1) - levels['1']),
"- ENTRY -": open - levels['1'],
"- TRAIL -": srttrail,
"- 0.382 -": open - levels['2'],
"- TARGT -": open - tgtinpts,
"- MAXIM -": open - levels['7']
}
drawLvlTable( printable );
// long call option exit
if (direction == 1 && isStop > 0)
{
_show_progress ( direction, printable['+ ENTRY +'], ulData.LTP, printable['+ TARGT +'], printable['+ STOP_ +'] );
if
( // trail condition
ulData.LTP > eval(open + levels['2'])
)
{
if ( trail50(ulData.LTP, lngtrail, srttrail) )
{
_pstModifyOrder ("SELL", ce1, qty=trade.qty1, ordr_typ="MKT", prc="00.00", isStop, trade.validity);
}
}
else if
( // exit
( ulData.LTP > parseInt( open + tgtinpts))
|| !IsTradeTime(ulData.exchFeedTime, trade.squareoff)
|| ulData.LTP < ( open - trade.stop1)
)
{
_pstModifyOrder ("SELL", ce1, qty=trade.qty1, ordr_typ="MKT", prc="00.00", isStop, trade.validity);
}
}
// long put option exit
if (direction == -1 && isStop > 0 )
{
_show_progress ( direction, printable['+ ENTRY +'], ulData.LTP, printable['+ TARGT +'], printable['+ STOP_ +'] );
if (ulData.LTP < eval(open - levels['2']) )
{
if( trail50(ulData.LTP, lngtrail, srttrail) ) {
_pstModifyOrder ("SELL", pe1, qty=trade.qty1, ordr_typ="MKT", prc="00.00", isStop, trade.validity);
}
}
else if
(
(ulData.LTP < parseInt( open - tgtinpts))
|| !IsTradeTime(ulData.exchFeedTime, trade.squareoff)
|| ulData.LTP > (open + trade.stop1)
)
{
_pstModifyOrder ("SELL", pe1, qty=trade.qty1, ordr_typ="MKT", prc="00.00", isStop, trade.validity);
}
}
if ( // entries
(noOfOrders < parseInt(trade.allowed * 2) - 1)
&& (direction == 0)
) {
_show_progress ( direction, open, ulData.LTP, printable['+ ENTRY +'], printable['- ENTRY -'] );
if ( // long call option entry
ulData.LTP >= (open + levels['1']) && trade.sellorbuy >=0
&& ulData.LTP <= (open + levels['1'] + parseInt(trade.slip))
&& (high < open+levels['2'])
)
{
_pstLtp(ceTkn).then((resp) => {
appendToDOM(resp, "long entry and stop");
const scripDetails = resp.data;
const ltp = parseFloat(scripDetails.LTP);
if(ltp>trade.stop1) { price = ltp-trade.stop1; }
_pstPlaceOrder("BUY", ce1, ceTkn, qty=trade.qty1, ordr_typ="MKT", prc="", trade.validity);
_pstPlaceOrder ("SELL", ce1, ceTkn, qty=trade.qty1, ordr_typ="SL-M", prc=price,trade.validity);
index();
});
}
else if ( // long put option entry
ulData.LTP <= ( open - levels['1']) && trade.sellorbuy <=0
&& ulData.LTP >= ( open - levels['1'] - parseInt(trade.slip))
&& (low > open-levels['2'])
) {
_pstLtp(peTkn).then((resp) => {
appendToDOM(resp, "short entry and stop");
const scripDetails = resp.data
const ltp = parseFloat(scripDetails.LTP);
if(ltp>trade.stop1) { price = parseInt(ltp-trade.stop1); }
_pstPlaceOrder ("BUY", pe1, peTkn, qty=trade.qty1, ordr_typ="MKT", prc="" ,trade.validity);
_pstPlaceOrder ("SELL", pe1, peTkn, qty=trade.qty1, ordr_typ="SL-M", prc=price,trade.validity);
index();
});
}
} // end of entries
else {
console.log("no of orders ",(noOfOrders/2)," > allowed orders ",trade.allowed)
}
}
}) // end of response arr2
.catch(function (error) {
if (error.response) {
console.log(error.response.data);
console.log(error.response.status);
}
});
sleep(6100).then( () => {
longOnlyTrades(ul1, ce1, pe1);
})
}
/* 4 generate long option scrip names from underlying */
function longScripsFromUl(ul, ulTkn) {
zebu.post('api/ScripDetails/getScripQuoteDetails', { "exch": "NFO", "symbol": ulTkn })
.then( resp => {
appendToDOM(resp, "long Scrips from ul");
// TODO
ulData = resp.data;
if (ulData.stat == "Ok") {
const open = parseInt(ulData.openPrice);
const factinpts = open * factor * 0.236;
const sellstrike = _findITMStrike(open-factinpts,"PE");
const pe1 = trade.base1 + trade.week + sellstrike + "PE";
createCookie("pe1",pe1,0)
tknFmScrip(pe1);
const longstrike = _findITMStrike(open+factinpts,"CE");
const ce1 = trade.base1 + trade.week + longstrike + "CE";
createCookie("ce1", ce1, 0);
tknFmScrip(ce1);
/* scrips = {
"pe1": pe1,
"ce1": ce1
};
_getScripTokens();
*/
if(localStorage.getItem(pe1)!=null && localStorage.getItem(ce1)!=null)
{
createCookie(ul, factinpts, 0);
}
}
})
.catch(function (error) {
if (error.response) {
console.log(error.response.data);
console.log(error.response.status);
}
});
}
/* 3 get token from scrip name */
const tknFmScrip = (scrip) => {
console.log("getting token for scrip",scrip);
zebu.post('exchange/getScripForSearch', {
"symbol":scrip,
"exchange":["NFO"]
})
.then(response => {
const data = response.data;
appendToDOM(response, "Getting token");
for(var k = 0; k < data.length; k++) {
if(data[k].instrument_name == scrip) {
localStorage.setItem(scrip, data[k].token);
}
}
})
//TODO
.catch((error) => {
if (error.response) {
console.log(error.response.data);
console.log(error.response.status);
} else if (error.request) {
// client never received a response, or request never left
} else {
// anything else
}
});
}
// 2. user settings
function getSettings() {
const localhost = axios.create();
return localhost.get('settings.json').then(function(res){
return res.data;
});
}
// 1. check if cookies are set
const _setZebuAxios = () => {
factor = parseFloat(readCookie("factor"));
const sid = readCookie("sid");
if (sid == null || factor == null) {
// TODO
_redirect("/login",0)
} else {
zebu = axios.create();
zebu.defaults.headers.common['Content-Type'] = "text/plain";
zebu.defaults.headers.common['Authorization'] = "Bearer TE185A01 "+sid;
zebu.defaults.headers.common['Content-Type'] = "application/json";
zebu.defaults.baseURL = 'https://www.zebull.in/rest/MobullService/';
}
}
/* ----------------------------------------------- */
// bootstrap script //
/* ----------------------------------------------- */
function index() {
console.log("index");
// 1 get cookies and set zebu headers
_setZebuAxios();
// 2. get user settings from json file
// TODO replace result with trade
getSettings()
.then((result) => {
trade = result;
const ul1 = trade.base1+trade.month+'FUT';
const ulTkn = localStorage.getItem(ul1);
const cookieUl1 = readCookie(ul1);
// 3.get token of underlying
if(ulTkn == null ) {
console.log("first attempt to get token for ul ", ul1 );
tknFmScrip(ul1);
sleep(1000).then( () => {
index();
})
}
if(cookieUl1 == null)
{
// 4. get long options scrip name from underlying
longScripsFromUl(ul1, ulTkn);
}
// 5. take trades with instruments
if ( cookieUl1 != null && ulTkn != null) {
// get option names names
const ce1 = readCookie("ce1");
const pe1 = readCookie("pe1");
longOnlyTrades(ul1, ce1, pe1);
} else {
console.log("cookie ul1 is "+cookieUl1+" and ulTkn is "+ulTkn);
sleep(2000).then( () => {
index();
})
}
}); // end of get settings
}
/** ------------------------ end of bootstrap ------------------------- */
// positions
const pstPositions = () => {
zebu.post('api/positionAndHoldings/positionBook', { "ret": "NET"})
.then(response => {
const root = document.getElementById("root");
const data = response.data;
appendToDOM(response, "positions");
if (data.stat != "Not_Ok") {
root.innerHTML = "<tr><th>INSTRUMENT</th>"+
"<th>PRODT</th>"+
"<th>BUY AVG</th>"+
"<th>SELL AVG</th>"+
"<th>LTP</th>"+
"<th>MTM</th></tr>";
for(var i = 0; i < data.length; i++) {
root.innerHTML +=
"<tr><td>"+data[i].Tsym+"</td>"+
"<td>"+data[i].Pcode+"</td>"+
"<td>"+data[i].NetBuyavgprc+"</td>"+
"<td>"+data[i].NetSellavgprc+"</td>"+
"<td>"+data[i].LTP+"</td>"+
"<td>"+data[i].MtoM+"</td><tr>";
}
}
if (data.emsg == "No Data") {
root.innerHTML = "No Positions";
}
})
.catch(function (error) {
if (error.response) {
console.log(error.response.data);
console.log(error.response.status);
}
});
};
// orders
const getOrders = () => {
const root = document.getElementById("root");
zebu.get('api/placeOrder/fetchOrderBook')
.then(response => {
const data = response.data;
appendToDOM(response, "orders");
if (data.stat != "Not_Ok") {
root.innerHTML = "<tr><th>TIME</th>"+
"<th>PRODT</th>"+
"<th>TYPE</th>"+
"<th>INSTRUMENT</th>"+
"<th>PRICE</th>"+
"<th>STATUS</th></tr>";
for(var i = 0; i < data.length; i++) {
root.innerHTML +=
"<tr><td>"+data[i].OrderedTime.split(' ').pop()+"</td>"+
"<td>"+data[i].Pcode+"</td>"+
"<td>"+data[i].Trantype+"</td>"+
"<td>"+data[i].Trsym+"</td>"+
"<td>"+data[i].Prc+"</td>"+
"<td>"+data[i].Status+"</td><tr>";
}
}
if (data.emsg == "No Data") {
root.innerHTML = "No Order";
}
})
.catch(function (error) {
if (error.response) {
console.log(error.response.data);
console.log(error.response.status);
}
})
};
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