app.js

"use strict";

// External Modules

GLOBAL._ = require('underscore');

var net = require('net');
var http = require('http');
var fs = require('fs');

// User Modules

var server = require('./client/server')
  , router = require('./client/router')
  , actions = require('./client/actions')
  , strategies = require('./strategies')
  , report = require('./helpers/report');
  
// Globals

var Strategies = strategies.Strategies;
var pricefeed = [];
var crt = -1;
  
// HTTP Server

var time = 0;
var handle = {};

handle['/'] = actions.index;
handle['/data/'] = function(response) {
  var data = {
    'prices': pricefeed.slice(time, time+10),
    'avgs': {
       'sma' : {
        'fast': Strategies.SMA.fast.slice(time, time+10),
        'slow': Strategies.SMA.slow.slice(time, time+10)
      },
      'lwma': {
        'fast': pricefeed.slice(time, time+10),
        'slow': pricefeed.slice(time, time+10)
      },
      'ema': {
        'fast': pricefeed.slice(time, time+10),
        'slow': pricefeed.slice(time, time+10)
      },
      'tma': {
        'fast': pricefeed.slice(time, time+10),
        'slow': pricefeed.slice(time, time+10)
      }
    }
   
  }

  response.writeHead(200, { 'Content-type': 'text/plain'});
  response.write( JSON.stringify(data) );
  response.end();
  time += 10;
}

server.start(router.route, handle);

// TCP Server

var price_client = net.connect({ port: 8000 }, function() {
  console.log('Price client connected');
  price_client.write('H\n');
});

price_client.setEncoding('ascii');

price_client.on('data', function(data) {

  var arr = data.toString().split("|");

  if(arr.pop() == "C") { //Empty string, except when it's C, then it means the exchange closed
    trade_client.end();
    price_client.end();
  }

  arr = arr.map(function(a) { return parseFloat(a); });

  _.map(arr, function(val) {
    pricefeed.push(val);
    Strategies.populate(_.last(pricefeed, 21));
    crt++;
  });

  xOver(
    _.last(Strategies.SMA.fast), 
    _.last(Strategies.SMA.slow),
    Strategies.SMA.name,
    trade_client.buy,
    trade_client.sell
  );

  xOver(
    _.last(Strategies.LWMA.fast), 
    _.last(Strategies.LWMA.slow),
    Strategies.LWMA.name,
    trade_client.buy,
    trade_client.sell
  );

  xOver(
    _.last(Strategies.EMA.fast), 
    _.last(Strategies.EMA.slow),
    Strategies.EMA.name,
    trade_client.buy,
    trade_client.sell
  );

  xOver(
    _.last(Strategies.TMA.fast), 
    _.last(Strategies.TMA.slow),
    Strategies.TMA.name,
    trade_client.buy,
    trade_client.sell
  );  
});


price_client.on('end', function() {
  console.log('Price client disconnected');
});

var fastAboveSlow; //Initialize to the right value!

function xOver(fast, slow, name, buy, sell) {
  if(typeof fastAboveSlow === 'undefined') {
    fastAboveSlow = fast > slow;
    return;
  }
  xOverHelper(fast, slow, name, buy, sell);
}

function xOverHelper(fast, slow, name, buy, sell) {
  if( fastAboveSlow != (fast > slow) ) {
    fastAboveSlow = !fastAboveSlow;
    
    if(fast > slow) {
      buy( name );
    } else {
      sell( name );
    }
  }
}

var trade_client = net.connect( {port: 9000} );

trade_client.setEncoding('ascii');

var bstypes = [],
  bsprices = [],
  bsstrategies = [],
  minTimes = [],
  maxTimes = [];

trade_client.buy = function(strategy) {
  if(maxTimes.length <= 32400) {
    trade_client.write('B\n');
    bstypes.push("buy");
    bsstrategies.push(strategy);
    minTimes.push(crt);
  }
}

trade_client.sell = function(strategy) {
  if(maxTimes.length <= 32400) {
    trade_client.write('S\n');
    bstypes.push("sell");
    bsstrategies.push(strategy);
    minTimes.push(crt);
  }
}

trade_client.on('data', function(data) {
  if(data.toString() == "E") {
    console.log("E");
  }
  maxTimes.push(crt);
  bsprices.push(data);
});



trade_client.on('end', function() {
  var pricesfmt = [];
  _.map(bsprices, function(price) {
    pricesfmt = pricesfmt.concat(
      _.map(price.toString().match(/\d+\.\d{3}/g), parseFloat)
    )
  });

  pricesfmt = _.compact(pricesfmt);
  
  console.log(bstypes.length);
  console.log(minTimes.length);
  console.log(maxTimes.length);

  var bstimes = _.map(
    _.zip(minTimes, maxTimes, pricesfmt),
    function (arr) {
      return _.find(
        _.range(arr[0], pricefeed.length),
        function(a) {
          return pricefeed[a] == arr[2];
        }
        );
    }
    );

  var transactionInfo = report.formatTransactionInfo(bstimes, bstypes, pricesfmt, bsstrategies);
  transactionInfo = _.filter(transactionInfo, function(a) {
    return typeof a.price != 'undefined';
  })

  console.log(transactionInfo);


  var codejam = {
    'team': 'AJ has no class',
    'destination': 'jabersami@gmail.com',
    'transactions': transactionInfo
  }
  
  fs.writeFile('codejam.json', JSON.stringify(codejam));

});