bmino / binance-triangle-arbitrage

Detect in-market cryptocurrency arbitrage
MIT License
1.06k stars 337 forks source link

This bot doesent not actually open trades #162

Closed dariotarantini closed 3 years ago

dariotarantini commented 3 years ago

Hi, im trying to use this bot, but if i look to order history is empty even if it seems it find profitable trades: Here is my config:


    "KEYS": {
        "API": "",
        "SECRET": ""
    },

    "INVESTMENT": {
        "USDT": {
            "MIN": 25,
            "MAX": 50,
            "STEP": 5
        }
    },

    "SCANNING": {
        "DEPTH": 50,
        "WHITELIST": []
    },

    "EXECUTION": {
        "ENABLED": true,
        "CAP": 5,
        "STRATEGY": "linear",
        "TEMPLATE":["*", "*", "*"],
        "FEE": 0.075,
        "THRESHOLD": {
            "PROFIT": 0.10,
            "AGE": 30
        }
    },

    "HUD": {
        "ENABLED": true,
        "ROWS": 10,
        "REFRESH_RATE": 500
    },

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

    "WEBSOCKET": {
        "BUNDLE_SIZE": 1,
        "INITIALIZATION_INTERVAL": 200
    },

    "BINANCE_OPTIONS": {}

}

I also host this on aws japan.

bmino commented 3 years ago

Your config looks good so its not blocking execution. I've seen a few users think a trade should be executed, but the age was too high so the bot (correctly) did not execute the position. Check out the configuration readme at https://github.com/bmino/binance-triangle-arbitrage/tree/master/config#executionthresholdage-number

dariotarantini commented 3 years ago

Hi thanks for reply. So, what can i do? Should i increase EXECUTION.THRESHOLD.AGE?

bmino commented 3 years ago

You could increase the threshold yup, but this means you are okay executing trades with older information. The correct answer is to decrease your latency

dariotarantini commented 3 years ago

So, if i have a 33ms latency, i need to set EXECUTION.THRESHOLD.AGE = 40 to make sure orders are executed?

dariotarantini commented 3 years ago

I upgraded my age threshold to 40, i started the bot and it says "Experiencing 27 ms of latency" but it still doesent open orders :/

ScuzzyHoulihan commented 3 years ago

I upgraded my age threshold to 40, i started the bot and it says "Experiencing 27 ms of latency" but it still doesent open orders :/

Any luck executing orders? What did you do to improve latency?