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bmino / binance-triangle-arbitrage

Detect in-market cryptocurrency arbitrage
MIT License
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Filter failure MIN_NOTIONAL when selling #180

Open Foxel05 opened 2 years ago

Foxel05 commented 2 years ago

I have a Filter failure MIN_NOTIONAL when i try to sell.

For example:

[5/16/2022, 3:23:00 PM] INFO: Attempting to execute BTC-IDEX-BNB with an age of 507 ms and expected profit of 5.2295%
[5/16/2022, 3:23:00 PM] INFO: Buying 172 IDEXBTC @ market price
[5/16/2022, 3:23:00 PM] INFO: Attempting to execute BTC-IDEX-BNB with an age of 122 ms and expected profit of 5.1545%
[5/16/2022, 3:23:00 PM] INFO: Buying 172 IDEXBTC @ market price
[5/16/2022, 3:23:00 PM] INFO: Successfully bought 172.00000000 IDEXBTC @ a quote of 0.00037324 in 55 ms
[5/16/2022, 3:23:00 PM] INFO: Selling 172 IDEXBNB @ market price
[5/16/2022, 3:23:00 PM] INFO: Successfully bought 172.00000000 IDEXBTC @ a quote of 0.00037152 in 54 ms
[5/16/2022, 3:23:00 PM] INFO: Selling 172 IDEXBNB @ market price
[5/16/2022, 3:23:00 PM] ERROR: Filter failure: MIN_NOTIONAL
[5/16/2022, 3:23:00 PM] ERROR: Filter failure: MIN_NOTIONAL

[5/16/2022, 5:10:45 PM] INFO: Attempting to execute BTC-ANC-BNB with an age of 115 ms and expected profit of 5.5425%
[5/16/2022, 5:10:45 PM] INFO: Buying 85.51 ANCBTC @ market price
[5/16/2022, 5:10:45 PM] INFO: Attempting to execute BTC-ANC-BNB with an age of 130 ms and expected profit of 5.4675%
[5/16/2022, 5:10:45 PM] INFO: Buying 85.51 ANCBTC @ market price
[5/16/2022, 5:10:45 PM] INFO: Successfully bought 85.51000000 ANCBTC @ a quote of 0.00035914 in 54 ms
[5/16/2022, 5:10:45 PM] INFO: Selling 85.51 ANCBNB @ market price
[5/16/2022, 5:10:46 PM] INFO: Successfully bought 85.51000000 ANCBTC @ a quote of 0.00035572 in 52 ms
[5/16/2022, 5:10:46 PM] INFO: Selling 85.51 ANCBNB @ market price
[5/16/2022, 5:10:46 PM] ERROR: Filter failure: MIN_NOTIONAL

Do I have to increase my INVESTMENT.[].MIN to avoid this error?

flfsbr commented 2 years ago

Can you share your configuration file?

Foxel05 commented 2 years ago

Yeah sure, this is my config

{

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

    "INVESTMENT": {
        "BTC": {
            "MIN": 0.00072,
            "MAX": 0.00112,
            "STEP": 0.0002
        }
    },

    "SCANNING": {
        "DEPTH": 10,
        "WHITELIST": []
    },

    "EXECUTION": {
        "ENABLED": true,
        "CAP": 0,
        "STRATEGY": "linear",
        "TEMPLATE": ["BUY", "SELL", "SELL"],
        "FEE": 0.075,
        "THRESHOLD": {
            "PROFIT": 1.5,
            "AGE": 1000
        }
    },

    "HUD": {
        "ENABLED": false,
        "ROWS": 3,
        "REFRESH_RATE": 500
    },

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

    "WEBSOCKET": {
        "BUNDLE_SIZE": 4,
        "INITIALIZATION_INTERVAL": 200
    },

    "BINANCE_OPTIONS": {
        "useServerTime": true
    }

}

I found some things related to this topic

choppnz commented 2 years ago

I don't know much about coding but the only thing I can see is that "INVESTMENT": { "BTC": { "MIN": 0.00072, "MAX": 0.00112, "STEP": 0.0002 } }, Has lines for BTC, and the BTC part is executing in your script, but when it goes to the next currency, it results in an error.

Do you need min max step values for all other currencies ie BTC-IDEX-BNB, for IDEX and BNB?