bmino / binance-triangle-arbitrage

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

Ask depth (0) too shallow #159

Closed jp054 closed 3 years ago

jp054 commented 3 years ago

Hi ! :) Firstly, thanks for sharing. The bot works but does not make any transactions. I have the following messages :

[30/04/2021, 15:31:42] WARN: Ask depth (0) too shallow to convert 10 USDT to MATIC using MATICUSDT .... [30/04/2021, 15:46:10] WARN: Ask depth (1) too shallow to convert 0.7530999999999999 USDT to HOT using HOTUSDT ... Any ideas ? I can't find the reason for my problem. I tested different values ​​of 'DEPTH' and added a whitelist. I have a good network connection... ....

Performance.log : image

Execution.log : image

Binance.log : image

Config.json : "KEYS": { "API": "", "SECRET": "" },

"INVESTMENT": {
    "USDT": {
        "MIN": 10,
        "MAX": 20,
        "STEP": 1
    }
},

"SCANNING": {
    "DEPTH": 10,
    "WHITELIST": ["USDT","BTC","MATIC","BUSD","ONE","HOT","BRL","BTT","TRX","WIN","BNB","XLM","DAI","YFI","DOGE","STRAX"]
},

"EXECUTION": {
    "ENABLED": true,
    "CAP": 0,
    "STRATEGY": "linear",
    "TEMPLATE": ["BUY", "SELL", "SELL"],
    "FEE": 0.075,
    "THRESHOLD": {
        "PROFIT": 1,
        "AGE": 300
    }
},

"HUD": {
    "ENABLED": true,
    "ROWS": 30,
    "REFRESH_RATE": 500
},

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

"WEBSOCKET": {
    "BUNDLE_SIZE": 1,
    "INITIALIZATION_INTERVAL": 100
},

"BINANCE_OPTIONS": {}

}

bmino commented 3 years ago

Great, thanks for providing so much relevant info! I think you are having a different symptom than most people who experience this. I only see this with one pair. Likely the pair had a couple bids or asks removed/exhausted faster than new ones were added. Increase your DEPTH value to something higher like 50