bmino / binance-triangle-arbitrage

Detect in-market cryptocurrency arbitrage
MIT License
1.07k stars 337 forks source link

Age grows and grows as time passes #151

Closed gaffelosked closed 3 years ago

gaffelosked commented 3 years ago

Tried changing config step by step, no change. Getting loads of 'Bid depth (0) too shallow to convert' even for very small amounts like 10 EUR to XRP

image

`"INVESTMENT": { "EUR": { "MIN": 10, "MAX": 4500, "STEP": 10 } },

"SCANNING": {
    "DEPTH": 100,
    "WHITELIST": []
},

"EXECUTION": {
    "ENABLED": false,
    "CAP": 1,
    "STRATEGY": "linear",
    "TEMPLATE": ["BUY", "SELL", "SELL"],
    "FEE": 0.075,
    "THRESHOLD": {
        "PROFIT": 0.01,
        "AGE": 25
    }
},

"HUD": {
    "ENABLED": true,
    "ROWS": 10,
    "REFRESH_RATE": 200
},

"LOG": {
    "LEVEL": "debug",
    "PRETTY_PRINT": true,
    "STATUS_UPDATE_INTERVAL": 2
},

"WEBSOCKET": {
    "BUNDLE_SIZE": 1,
    "INITIALIZATION_INTERVAL": 10
},

"BINANCE_OPTIONS": {}`
gaffelosked commented 3 years ago

CPU clock usage for calculations: 98.36%, probably my CPU which is an AMD Ryzen 5 5600X, will try on server.

bmino commented 3 years ago

You have a big range of min to max investment with a small step size. This means many calculations must be done each cycle and will really tax your cpu