fit/src/bot.ts

import { Alpaca } from "./alpaca";
import { logger } from "./logger";
import { Strategy } from "./strategy";
import { isMarketOpen, waitForNextOpen } from "./trading";

export interface StrategyAllocation {
    strategy: Strategy;
    capitalAllocation: number;
}

export class Bot {
    private alpaca: Alpaca;
    private allocations: StrategyAllocation[];

    constructor(alpaca: Alpaca, allocations: StrategyAllocation[]) {
        const totalAllocation = allocations.reduce((sum, a) => sum + a.capitalAllocation, 0);
        if (totalAllocation > 1.0) {
            throw new Error(
                `Capital allocations sum to ${totalAllocation}, which exceeds 1.0`
            );
        }
        this.alpaca = alpaca;
        this.allocations = allocations;
    }

    async runDay(): Promise<void> {
        const open = await isMarketOpen(this.alpaca);
        if (!open) {
            logger.info('waiting for open');
            await waitForNextOpen(this.alpaca);
        }
        logger.info('market is open, running strategies');
        const account = await this.alpaca.getAccount();
        logger.debug(`got account: ${JSON.stringify(account)}`);
        const totalCapital = parseFloat(account.cash);
        logger.debug(`total capital: ${totalCapital}`);

        await Promise.all(
            this.allocations.map(async ({ strategy, capitalAllocation }) => {
                const capitalAmount = totalCapital * capitalAllocation;
                await strategy.execute(this.alpaca, capitalAmount);
            })
        );
    }
}