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ExchangeUnion / market-maker-bot

MM Bot for OpenDEX. Make profits via arbitrage between OpenDEX and a connected CEX account like Binance 🤖
GNU Affero General Public License v3.0
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Replacing/removing during swap proccess leads to arby crash #132

Open raladev opened 3 years ago

raladev commented 3 years ago

Steps:

  1. Simulate long swap process to keep order in hold
  2. Wait for order replacing by arby

Expected result: fast solution - wait a little bit and try to replace again (not good for price movements) a little bit harder solution - place order with different id after unsuccessful attempt (qty should be reduced by holded amount)

Actual result: Unrecoverable err + arby restarts

2021-01-07 03:49:09.099 [Centralized] trace: New price: 0.032203
2021-01-07 03:49:10.1010 [Centralized] trace: New price: 0.032201
2021-01-07 03:49:10.1010 [Centralized] trace: New price: 0.0322
2021-01-07 03:49:11.1111 [Centralized] trace: New price: 0.032193
2021-01-07 03:49:11.1111 [OpenDEX] trace: Replacing ETH/BTC buy order with id arby-ETH/BTC-buy-order, quantity 0.36923458 and price 0.031710105
2021-01-07 03:49:11.1111 [Centralized] trace: New price: 0.03219
2021-01-07 03:49:11.1111 [GLOBAL] info: Unrecoverable error: {"code":3,"details":"order with local id arby-ETH/BTC-buy-order has a quantity of 10000 satoshis on hold, try again later","metadata":{"internalRepr":{},"options":{}}} - cleaning up.
2021-01-07 03:49:11.1111 [Centralized] trace: ETHBTC stream closed
2021-01-07 03:49:11.1111 [OpenDEX] info: All OpenDEX orders have been removed
2021-01-07 03:49:11.1111 [Centralized] info: All CEX orders have been removed
Shutdown complete. Goodbye, Arby.
2021-01-07 15:49:12,157 INFO exited: arby (terminated by SIGSEGV (core dumped); not expected)
2021-01-07 15:49:13,163 INFO spawned: 'arby' with pid 86

> market-maker-tools@1.4.0 start:arby /app
> npm run compile && node dist/arby.js

> market-maker-tools@1.4.0 compile /app
> npm run lint && tsc && cross-os postcompile

> market-maker-tools@1.4.0 lint /app
> eslint . --ext .js,.ts

2021-01-07 15:49:14,401 INFO success: arby entered RUNNING state, process has stayed up for > than 1 seconds (startsecs)
2021-01-07 03:49:25.2525 [GLOBAL] info: Starting. Hello, Arby.
2021-01-07 03:49:25.2525 [GLOBAL] info: Running with config:
TEST_MODE: false
CEX: BINANCE
LOG_LEVEL: trace
DATA_DIR: /root/.arby
OPENDEX_CERT_PATH: /root/.xud/tls.cert
OPENDEX_RPC_HOST: xud
OPENDEX_RPC_PORT: 28886
MARGIN: 0.015
BASEASSET: ETH
QUOTEASSET: BTC
CEX_BASEASSET: ETH
CEX_QUOTEASSET: BTC
TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE: 123
TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE: 321
2021-01-07 03:49:26.2626 [OpenDEX] trace: Base asset balance 30 (maxinbound: 0.38759631, maxoutbound: 30) and quote asset balance 2.49999682 (maxinbound: 2.4499095, maxoutbound: 2.44999682).
2021-01-07 03:49:26.2626 [Centralized] info: Base asset balance 0.37296423 and quote asset balance 0.01946175
2021-01-07 03:49:26.2626 [Centralized] trace: ETHBTC established connection to wss://stream.binance.com:9443/ws/ethbtc@aggTrade
2021-01-07 03:49:26.2626 [Centralized] trace: heartbeat from ETHBTC socket
2021-01-07 03:49:26.2626 [Centralized] trace: New price: 0.032173
2021-01-07 03:49:26.2626 [OpenDEX] trace: Replacing ETH/BTC buy order with id arby-ETH/BTC-buy-order, quantity 0.36923458 and price 0.031690405
2021-01-07 03:49:26.2626 [OpenDEX] trace: Replacing ETH/BTC sell order with id arby-ETH/BTC-sell-order, quantity 0.5988603 and price 0.032655595
2021-01-07 03:49:26.2626 [OpenDEX] trace: Creating ETH/BTC sell order with id arby-ETH/BTC-sell-order, quantity 0.5988603 and price 0.032655595
2021-01-07 03:49:26.2626 [GLOBAL] info: Unrecoverable error: {"code":3,"details":"order with local id arby-ETH/BTC-buy-order has a quantity of 10000 satoshis on hold, try again later","metadata":{"internalRepr":{},"options":{}}} - cleaning up.
2021-01-07 15:49:27,337 INFO exited: arby (terminated by SIGSEGV (core dumped); not expected)
2021-01-07 15:49:28,342 INFO spawned: 'arby' with pid 165

> market-maker-tools@1.4.0 start:arby /app
> npm run compile && node dist/arby.js

> market-maker-tools@1.4.0 compile /app
> npm run lint && tsc && cross-os postcompile

> market-maker-tools@1.4.0 lint /app
> eslint . --ext .js,.ts

2021-01-07 15:49:29,561 INFO success: arby entered RUNNING state, process has stayed up for > than 1 seconds (startsecs)
2021-01-07 03:49:40.4040 [GLOBAL] info: Starting. Hello, Arby.
2021-01-07 03:49:40.4040 [GLOBAL] info: Running with config:
TEST_MODE: false
CEX: BINANCE
LOG_LEVEL: trace
DATA_DIR: /root/.arby
OPENDEX_CERT_PATH: /root/.xud/tls.cert
OPENDEX_RPC_HOST: xud
OPENDEX_RPC_PORT: 28886
MARGIN: 0.015
BASEASSET: ETH
QUOTEASSET: BTC
CEX_BASEASSET: ETH
CEX_QUOTEASSET: BTC
TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE: 123
TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE: 321
2021-01-07 03:49:41.4141 [OpenDEX] trace: Base asset balance 30 (maxinbound: 0.38759631, maxoutbound: 30) and quote asset balance 2.49999682 (maxinbound: 2.4499095, maxoutbound: 2.44999682).
2021-01-07 03:49:41.4141 [Centralized] info: Base asset balance 0.37296423 and quote asset balance 0.01946175
2021-01-07 03:49:42.4242 [Centralized] trace: ETHBTC established connection to wss://stream.binance.com:9443/ws/ethbtc@aggTrade
2021-01-07 03:49:42.4242 [Centralized] trace: heartbeat from ETHBTC socket
2021-01-07 03:49:43.4343 [Centralized] trace: New price: 0.03218
2021-01-07 03:49:43.4343 [OpenDEX] trace: Replacing ETH/BTC buy order with id arby-ETH/BTC-buy-order, quantity 0.36923458 and price 0.0316973
2021-01-07 03:49:43.4343 [OpenDEX] trace: Replacing ETH/BTC sell order with id arby-ETH/BTC-sell-order, quantity 0.59873003 and price 0.0326627
2021-01-07 03:49:43.4343 [OpenDEX] trace: Order arby-ETH/BTC-sell-order created
2021-01-07 03:49:43.4343 [Centralized] trace: New price: 0.032179
2021-01-07 03:49:43.4343 [Centralized] trace: New price: 0.032178
2021-01-07 03:49:43.4343 [GLOBAL] info: Unrecoverable error: {"code":3,"details":"order with local id arby-ETH/BTC-buy-order has a quantity of 10000 satoshis on hold, try again later","metadata":{"internalRepr":{},"options":{}}} - cleaning up.
2021-01-07 15:49:43,574 INFO exited: arby (terminated by SIGSEGV (core dumped); not expected)
2021-01-07 15:49:44,580 INFO spawned: 'arby' with pid 244

> market-maker-tools@1.4.0 start:arby /app
> npm run compile && node dist/arby.js

> market-maker-tools@1.4.0 compile /app
> npm run lint && tsc && cross-os postcompile

> market-maker-tools@1.4.0 lint /app
> eslint . --ext .js,.ts

2021-01-07 15:49:45,819 INFO success: arby entered RUNNING state, process has stayed up for > than 1 seconds (startsecs)
2021-01-07 03:49:57.5757 [GLOBAL] info: Starting. Hello, Arby.
2021-01-07 03:49:57.5757 [GLOBAL] info: Running with config:
TEST_MODE: false
CEX: BINANCE
LOG_LEVEL: trace
DATA_DIR: /root/.arby
OPENDEX_CERT_PATH: /root/.xud/tls.cert
OPENDEX_RPC_HOST: xud
OPENDEX_RPC_PORT: 28886
MARGIN: 0.015
BASEASSET: ETH
QUOTEASSET: BTC
CEX_BASEASSET: ETH
CEX_QUOTEASSET: BTC
TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE: 123
TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE: 321
2021-01-07 03:49:57.5757 [Centralized] info: Base asset balance 0.37296423 and quote asset balance 0.01946175
2021-01-07 03:49:57.5757 [OpenDEX] trace: Base asset balance 30 (maxinbound: 0.38759631, maxoutbound: 30) and quote asset balance 2.49999682 (maxinbound: 2.4499095, maxoutbound: 2.44999682).
2021-01-07 03:49:58.5858 [Centralized] trace: ETHBTC established connection to wss://stream.binance.com:9443/ws/ethbtc@aggTrade
2021-01-07 03:49:58.5858 [Centralized] trace: heartbeat from ETHBTC socket
2021-01-07 03:49:58.5858 [Centralized] trace: New price: 0.0322
2021-01-07 03:49:58.5858 [OpenDEX] trace: Replacing ETH/BTC buy order with id arby-ETH/BTC-buy-order, quantity 0.36923458 and price 0.031717
2021-01-07 03:49:58.5858 [OpenDEX] trace: Replacing ETH/BTC sell order with id arby-ETH/BTC-sell-order, quantity 0.59835815 and price 0.032683
2021-01-07 03:49:58.5858 [Centralized] trace: New price: 0.032203
2021-01-07 03:49:58.5858 [OpenDEX] trace: Order arby-ETH/BTC-sell-order created
2021-01-07 03:49:58.5858 [GLOBAL] info: Unrecoverable error: {"code":3,"details":"order with local id arby-ETH/BTC-buy-order has a quantity of 10000 satoshis on hold, try again later","metadata":{"internalRepr":{},"options":{}}} - cleaning up.
2021-01-07 03:49:58.5858 [Centralized] trace: ETHBTC stream closed
2021-01-07 03:49:58.5858 [OpenDEX] info: All OpenDEX orders have been removed
2021-01-07 03:49:59.5959 [Centralized] info: All CEX orders have been removed
Shutdown complete. Goodbye, Arby.
2021-01-07 15:49:59,035 INFO exited: arby (exit status 0; expected)
2021-01-07 15:50:00,040 INFO spawned: 'arby' with pid 323

> market-maker-tools@1.4.0 start:arby /app
> npm run compile && node dist/arby.js

> market-maker-tools@1.4.0 compile /app
> npm run lint && tsc && cross-os postcompile

> market-maker-tools@1.4.0 lint /app
> eslint . --ext .js,.ts

2021-01-07 15:50:01,284 INFO success: arby entered RUNNING state, process has stayed up for > than 1 seconds (startsecs)
2021-01-07 03:50:12.1212 [GLOBAL] info: Starting. Hello, Arby.
2021-01-07 03:50:12.1212 [GLOBAL] info: Running with config:
TEST_MODE: false
CEX: BINANCE
LOG_LEVEL: trace
DATA_DIR: /root/.arby
OPENDEX_CERT_PATH: /root/.xud/tls.cert
OPENDEX_RPC_HOST: xud
OPENDEX_RPC_PORT: 28886
MARGIN: 0.015
BASEASSET: ETH
QUOTEASSET: BTC
CEX_BASEASSET: ETH
CEX_QUOTEASSET: BTC
TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE: 123
TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE: 321
2021-01-07 03:50:13.1313 [OpenDEX] trace: Base asset balance 30 (maxinbound: 0.38759631, maxoutbound: 30) and quote asset balance 2.49999682 (maxinbound: 2.4499095, maxoutbound: 2.44999682).
2021-01-07 03:50:13.1313 [Centralized] info: Base asset balance 0.37296423 and quote asset balance 0.01946175
2021-01-07 03:50:14.1414 [Centralized] trace: ETHBTC established connection to wss://stream.binance.com:9443/ws/ethbtc@aggTrade
2021-01-07 03:50:14.1414 [Centralized] trace: heartbeat from ETHBTC socket
2021-01-07 03:50:14.1414 [Centralized] trace: New price: 0.032177
2021-01-07 03:50:14.1414 [OpenDEX] trace: Replacing ETH/BTC buy order with id arby-ETH/BTC-buy-order, quantity 0.36923458 and price 0.031694345
2021-01-07 03:50:14.1414 [OpenDEX] trace: Replacing ETH/BTC sell order with id arby-ETH/BTC-sell-order, quantity 0.59878585 and price 0.032659655
2021-01-07 03:50:14.1414 [Centralized] trace: New price: 0.032182
2021-01-07 03:50:14.1414 [OpenDEX] trace: Creating ETH/BTC sell order with id arby-ETH/BTC-sell-order, quantity 0.59878585 and price 0.032659655
2021-01-07 03:50:14.1414 [Centralized] trace: New price: 0.032183
2021-01-07 03:50:14.1414 [GLOBAL] info: Unrecoverable error: {"code":3,"details":"order with local id arby-ETH/BTC-buy-order has a quantity of 10000 satoshis on hold, try again later","metadata":{"internalRepr":{},"options":{}}} - cleaning up.
2021-01-07 03:50:14.1414 [Centralized] trace: ETHBTC stream closed
2021-01-07 03:50:14.1414 [OpenDEX] info: All OpenDEX orders have been removed
2021-01-07 03:50:14.1414 [Centralized] info: All CEX orders have been removed
Shutdown complete. Goodbye, Arby.
2021-01-07 15:50:14,698 INFO exited: arby (terminated by SIGSEGV (core dumped); not expected)
2021-01-07 15:50:15,704 INFO spawned: 'arby' with pid 402

> market-maker-tools@1.4.0 start:arby /app
> npm run compile && node dist/arby.js

> market-maker-tools@1.4.0 compile /app
> npm run lint && tsc && cross-os postcompile

> market-maker-tools@1.4.0 lint /app
> eslint . --ext .js,.ts

2021-01-07 15:50:16,946 INFO success: arby entered RUNNING state, process has stayed up for > than 1 seconds (startsecs)
2021-01-07 03:50:29.2929 [GLOBAL] info: Starting. Hello, Arby.
2021-01-07 03:50:29.2929 [GLOBAL] info: Running with config:
TEST_MODE: false
CEX: BINANCE
LOG_LEVEL: trace
DATA_DIR: /root/.arby
OPENDEX_CERT_PATH: /root/.xud/tls.cert
OPENDEX_RPC_HOST: xud
OPENDEX_RPC_PORT: 28886
MARGIN: 0.015
BASEASSET: ETH
QUOTEASSET: BTC
CEX_BASEASSET: ETH
CEX_QUOTEASSET: BTC
TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE: 123
TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE: 321
2021-01-07 03:50:29.2929 [OpenDEX] trace: Base asset balance 30 (maxinbound: 0.38759631, maxoutbound: 30) and quote asset balance 2.49999682 (maxinbound: 2.4499095, maxoutbound: 2.44999682).
2021-01-07 03:50:29.2929 [Centralized] info: Base asset balance 0.37296423 and quote asset balance 0.01946175
2021-01-07 03:50:30.3030 [Centralized] trace: ETHBTC established connection to wss://stream.binance.com:9443/ws/ethbtc@aggTrade
2021-01-07 03:50:30.3030 [Centralized] trace: heartbeat from ETHBTC socket
2021-01-07 03:50:30.3030 [Centralized] trace: New price: 0.032162
2021-01-07 03:50:30.3030 [OpenDEX] trace: Replacing ETH/BTC buy order with id arby-ETH/BTC-buy-order, quantity 0.36923458 and price 0.03167957
2021-01-07 03:50:30.3030 [OpenDEX] trace: Replacing ETH/BTC sell order with id arby-ETH/BTC-sell-order, quantity 0.59906512 and price 0.03264443
2021-01-07 03:50:30.3030 [GLOBAL] info: Unrecoverable error: {"code":3,"details":"order with local id arby-ETH/BTC-buy-order has a quantity of 10000 satoshis on hold, try again later","metadata":{"internalRepr":{},"options":{}}} - cleaning up.
2021-01-07 03:50:30.3030 [Centralized] trace: ETHBTC stream closed
2021-01-07 03:50:30.3030 [OpenDEX] info: All OpenDEX orders have been removed
2021-01-07 03:50:30.3030 [Centralized] info: All CEX orders have been removed
Shutdown complete. Goodbye, Arby.
2021-01-07 15:50:30,747 INFO exited: arby (terminated by SIGSEGV (core dumped); not expected)
2021-01-07 15:50:31,753 INFO spawned: 'arby' with pid 481

> market-maker-tools@1.4.0 start:arby /app
> npm run compile && node dist/arby.js

> market-maker-tools@1.4.0 compile /app
> npm run lint && tsc && cross-os postcompile

> market-maker-tools@1.4.0 lint /app
> eslint . --ext .js,.ts

2021-01-07 15:50:32,981 INFO success: arby entered RUNNING state, process has stayed up for > than 1 seconds (startsecs)
2021-01-07 03:50:44.4444 [GLOBAL] info: Starting. Hello, Arby.
2021-01-07 03:50:44.4444 [GLOBAL] info: Running with config:
TEST_MODE: false
CEX: BINANCE
LOG_LEVEL: trace
DATA_DIR: /root/.arby
OPENDEX_CERT_PATH: /root/.xud/tls.cert
OPENDEX_RPC_HOST: xud
OPENDEX_RPC_PORT: 28886
MARGIN: 0.015
BASEASSET: ETH
QUOTEASSET: BTC
CEX_BASEASSET: ETH
CEX_QUOTEASSET: BTC
TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE: 123
TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE: 321
2021-01-07 03:50:44.4444 [Centralized] info: Base asset balance 0.37296423 and quote asset balance 0.01946175
2021-01-07 03:50:44.4444 [OpenDEX] trace: Base asset balance 30 (maxinbound: 0.38759631, maxoutbound: 30) and quote asset balance 2.49999682 (maxinbound: 2.4499095, maxoutbound: 2.44999682).
2021-01-07 03:50:45.4545 [Centralized] trace: ETHBTC established connection to wss://stream.binance.com:9443/ws/ethbtc@aggTrade
2021-01-07 03:50:45.4545 [Centralized] trace: heartbeat from ETHBTC socket
2021-01-07 03:50:45.4545 [Centralized] trace: New price: 0.032157
2021-01-07 03:50:45.4545 [OpenDEX] trace: Replacing ETH/BTC buy order with id arby-ETH/BTC-buy-order, quantity 0.36923458 and price 0.031674645
2021-01-07 03:50:45.4545 [OpenDEX] trace: Replacing ETH/BTC sell order with id arby-ETH/BTC-sell-order, quantity 0.59915827 and price 0.032639355
2021-01-07 03:50:45.4545 [OpenDEX] trace: Creating ETH/BTC sell order with id arby-ETH/BTC-sell-order, quantity 0.59915827 and price 0.032639355
2021-01-07 03:50:45.4545 [GLOBAL] info: Unrecoverable error: {"code":3,"details":"order with local id arby-ETH/BTC-buy-order has a quantity of 10000 satoshis on hold, try again later","metadata":{"internalRepr":{},"options":{}}} - cleaning up.
2021-01-07 03:50:45.4545 [Centralized] trace: ETHBTC stream closed
2021-01-07 03:50:45.4545 [OpenDEX] info: All OpenDEX orders have been removed
2021-01-07 03:50:45.4545 [Centralized] info: All CEX orders have been removed
Shutdown complete. Goodbye, Arby.
2021-01-07 15:50:45,942 INFO exited: arby (exit status 0; expected)
2021-01-07 15:50:46,949 INFO spawned: 'arby' with pid 560

> market-maker-tools@1.4.0 start:arby /app
> npm run compile && node dist/arby.js

> market-maker-tools@1.4.0 compile /app
> npm run lint && tsc && cross-os postcompile

> market-maker-tools@1.4.0 lint /app
> eslint . --ext .js,.ts

2021-01-07 15:50:48,203 INFO success: arby entered RUNNING state, process has stayed up for > than 1 seconds (startsecs)
2021-01-07 03:50:59.5959 [GLOBAL] info: Starting. Hello, Arby.
2021-01-07 03:50:59.5959 [GLOBAL] info: Running with config:
TEST_MODE: false
CEX: BINANCE
LOG_LEVEL: trace
DATA_DIR: /root/.arby
OPENDEX_CERT_PATH: /root/.xud/tls.cert
OPENDEX_RPC_HOST: xud
OPENDEX_RPC_PORT: 28886
MARGIN: 0.015
BASEASSET: ETH
QUOTEASSET: BTC
CEX_BASEASSET: ETH
CEX_QUOTEASSET: BTC
TEST_CENTRALIZED_EXCHANGE_BASEASSET_BALANCE: 123
TEST_CENTRALIZED_EXCHANGE_QUOTEASSET_BALANCE: 321
2021-01-07 03:51:00.000 [OpenDEX] trace: Base asset balance 30 (maxinbound: 0.38769631, maxoutbound: 30) and quote asset balance 2.5 (maxinbound: 2.4499095, maxoutbound: 2.45).
2021-01-07 03:51:00.000 [Centralized] info: Base asset balance 0.37296423 and quote asset balance 0.01946175
2021-01-07 03:51:00.000 [Centralized] trace: ETHBTC established connection to wss://stream.binance.com:9443/ws/ethbtc@aggTrade
2021-01-07 03:51:00.000 [Centralized] trace: heartbeat from ETHBTC socket
2021-01-07 03:51:01.011 [Centralized] trace: New price: 0.03214
2021-01-07 03:51:01.011 [OpenDEX] trace: Replacing ETH/BTC buy order with id arby-ETH/BTC-buy-order, quantity 0.36923458 and price 0.0316579
2021-01-07 03:51:01.011 [OpenDEX] trace: Replacing ETH/BTC sell order with id arby-ETH/BTC-sell-order, quantity 0.59947518 and price 0.0326221
2021-01-07 03:51:01.011 [OpenDEX] trace: Creating ETH/BTC buy order with id arby-ETH/BTC-buy-order, quantity 0.36923458 and price 0.0316579
2021-01-07 03:51:01.011 [OpenDEX] trace: Order arby-ETH/BTC-buy-order created
2021-01-07 03:51:01.011 [OpenDEX] trace: Order arby-ETH/BTC-sell-order created
2021-01-07 03:51:02.022 [Centralized] trace: New price: 0.032141
2021-01-07 03:51:02.022 [Centralized] trace: New price: 0.03214