Benchmark and Test for Run Time on Exchanges Other than Binance

[ruidazeng]

I am using the triangular arbitrage opportunity detection code, and I wanted to know if it has been benchmarked and tested for run time performance on exchanges other than Binance (or BinanceUS). Currently, I am running the code on KuCoin and Coinbase, but no opportunities are being returned from these exchanges. The process seems to be stuck at "scanning" indefinitely.

Is there any known issue or limitation with these exchanges? Are there any specific configurations or modifications required to ensure it runs correctly on non-Binance exchanges?

[Herklos]

You can check historical detections on https://www.octobot.cloud/tools/triangular-arbitrage-crypto, https://x.com/OctoArbitrage and https://t.me/octobotarbitrage.

It can take a lot of time (up to 1 hour on my computer), it depends on how many pairs are available on the exchange you select.

[ruidazeng]

Which exchange did you use that took 1 hour on your computer?

[PWShawn]

kraken has been running on my computer for 6 hrs with no result.

[Herklos]

Which exchange did you use that took 1 hour on your computer?

Binance & Kucoin & OKX & Crypto.com takes around 1 hour on my computer. Bitget is faster (few minutes).

[Herklos]

@ruidazeng, do you have any benchmarks after the new changes?

[ruidazeng]

@ruidazeng, do you have any benchmarks after the new changes?

Let me work on it for a bit, I will make a benchmark branch. The thing is the benchmark times are so dependent on the actual exchanges and how many data points we are obtaining (as opposed to our algorithms), I am wondering if there's a way to check how much data is being fed to us by the exchange and compare them to the runtime.

[ruidazeng]

Never mind just realize I don't have the perms to make a benchmark branch. Would you be able to make a benchmark branch so I can send some pull request to it. @Herklos

[Herklos]

@ruidazeng, do you have any benchmarks after the new changes?

Let me work on it for a bit, I will make a benchmark branch. The thing is the benchmark times are so dependent on the actual exchanges and how many data points we are obtaining (as opposed to our algorithms), I am wondering if there's a way to check how much data is being fed to us by the exchange and compare them to the runtime.

No problem, thanks!

[Herklos]

Never mind just realize I don't have the perms to make a benchmark branch. Would you be able to make a benchmark branch so I can send some pull request to it. @Herklos

I have just created it

[ruidazeng]

Never mind just realize I don't have the perms to make a benchmark branch. Would you be able to make a benchmark branch so I can send some pull request to it. @Herklos

I have just created it

Do you have a list of exchanges you want to benchmark? Do you have data on the top 10 or top 15 most popular exchanges on Octobot via the ccxt library?

[Herklos]

Never mind just realize I don't have the perms to make a benchmark branch. Would you be able to make a benchmark branch so I can send some pull request to it. @Herklos

I have just created it

Do you have a list of exchanges you want to benchmark? Do you have data on the top 10 or top 15 most popular exchanges on Octobot via the ccxt library?

You can find here our supported exchanges list: https://www.octobot.cloud/en/guides/exchanges

[ruidazeng]

Never mind just realize I don't have the perms to make a benchmark branch. Would you be able to make a benchmark branch so I can send some pull request to it. @Herklos

I have just created it

Do you have a list of exchanges you want to benchmark? Do you have data on the top 10 or top 15 most popular exchanges on Octobot via the ccxt library?

You can find here our supported exchanges list: https://www.octobot.cloud/en/guides/exchanges

I will focus on the partner exchanges

[ruidazeng]

@Herklos I might need a new approach. I ran for 120 hours on my machine and did not finish all the supported exchanges.

[ruidazeng]

These are my results after 120 hours:

Scanning exchanges...

Starting detection for Binance (binanceus)...
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New 4.51882% Binance opportunity:
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Starting detection for OKX (okx)...
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New 26.43352% OKX opportunity:
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Starting detection for Kucoin (kucoin)...
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New 13.641% Kucoin opportunity:
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Starting detection for Bybit (bybit)...
An error occurred with Bybit: bybit GET https://api.bybit.com/v5/market/instruments-info?category=option&baseCoin=BTC 403 Forbidden <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
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Starting detection for Crypto.com (cryptocom)...
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New 9.75882% Crypto.com opportunity:
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Starting detection for HTX (huobi)...
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New 14.2615% HTX opportunity:
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Starting detection for Bitget (bitget)...
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New 21.71864% Bitget opportunity:
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Starting detection for BingX (bingx)...
An error occurred with BingX: None cannot be a node

Starting detection for MEXC (mexc)...
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New 3.30981% MEXC opportunity:
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Starting detection for CoinEx (coinex)...
An error occurred with CoinEx: None cannot be a node

Starting detection for BitMart (bitmart)...
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New 12.8493% BitMart opportunity:
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Starting detection for HollaEx (hollaex)...
No opportunity detected for HollaEx

Starting detection for Phemex (phemex)...
An error occurred with Phemex: None cannot be a node

Starting detection for GateIO (gate)...