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ctubio / Krypto-trading-bot

Self-hosted crypto trading bot (automated high frequency market making) written in C++
https://127.0.0.1:3000
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Bitfinex Bug zombie orders in the order book #340

Closed Camille92 closed 6 years ago

Camille92 commented 6 years ago

capture d ecran 2017-10-27 a 13 48 09

In this picture, all the orders at 255 are past orders not updated.

Potential issues: in the quote creation that might consider those orders as real and in the calculation of the ewma.

Seriously, guys, we need to focus on the bugs for a while before doing improvements because at the moment nothing works correctly. 😞

b-seite commented 6 years ago

I am with you and i also think that we have to focus on the bugs. i will spend my time and coding skills to find and delete bugs in the code.

Let's find the 🐞 🐞🐞

Camille92 commented 6 years ago

A simple solution: why not restarting the bot or at least throwing away all the market book when Market width < 0? capture d ecran 2017-10-31 a 12 43 41

serzhiio commented 6 years ago

Definitely agree! We need some kind of bad data protection.

b-seite commented 6 years ago

seen it on bitfinex today: bildschirmfoto 2017-11-03 um 12 56 08 Negative market width and zombie quotes.

Camille92 commented 6 years ago

yes it happens to me all the time !

So do you think a "if market width < 0" -> restart bot is a solution?

ctubio commented 6 years ago

if after the next commit the order book shows zombie orders, that is not zombie orders, thats zombie levels in the UI only (not in the server)