ctubio / tribeca

Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++
https://127.0.0.1:3000
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Price Too Precise Messages #47

Closed beegmon closed 7 years ago

beegmon commented 7 years ago

Hello,

I am giving your fork of Tribeca a spin with it's interesting AK-47 strategy and I am seeing a lot these in the logs. To be fair I am currently only experimenting, but I am also running really small and tight bullet range, ping/ping width and size.

I pulled from master as of an hour or so and am seeing a lot of these in the logs:

{ message: 'price too precise (1257.6200000000001)' }","time":"2017-04-24T23:56:18.256Z","v":0}

This are posted several times per second. The overall effect is a significant reduction in accepted trades on the exchange, or at least it appears that way. I can reduce these messages by increasing the range and width parameters, but that also doesn't currently suit my testing purposes. Any hints or pointers would be greatly appreciated.

Thanks!

ctubio commented 7 years ago

maybe #44 is not really fixed; i didn't saw that error in my logs never but will reinvestigate'¡

thanks for your report'¡

Camille92 commented 7 years ago

Fixed there apparently: https://github.com/michaelgrosner/tribeca/commit/ef51333bf72cda81f5105a360f130e8015d5db40

ctubio commented 7 years ago

true, coinbase gateway seems to have now improved decimal precision, I will merge it asap at #49'¡

ctubio commented 7 years ago

I was able to reproduce this :D thanks again'¡!

Xagire commented 7 years ago

Also have it with code from 4 hours ago:

{"name":"tribeca:gateway:CoinbaseOE","hostname":"xxxxxx","pid":14,"level":40,"msg":"WARNING FROM GATEWAY: xxxxxx null { message: 'price too precise (0.05346000000000001)' }","time":"2017-05-01T22:31:29.726Z","v":0}

ctubio commented 7 years ago

it was with BTC/USD?

Xagire commented 7 years ago

It is with ETH/BTC

ctubio commented 7 years ago

i can't reproduce the error anymore (again), hope is fixed with the last commit'¡!

Xagire commented 7 years ago

Works fantastic! Thanks!