Bug fixing + Ak 47 debroken but reopening #69

[Camille92]

Hello,

This pull request corrects the last bugs we have seen in the past days #76 #71 #70

After a big bunch of tries, I found out that two commits were prokoving the issues, so it's just reverting them.

https://github.com/ctubio/tribeca/commit/57d6c282d1abe79622b62150e1aca44df2d4bec3 and https://github.com/ctubio/tribeca/commit/4505416bfc2b3ddc5f26f7b597837b99ea100b10

But it reopens issue https://github.com/ctubio/tribeca/issues/69

However, as this is "cosmetic" I prefer to have fake orders on the UI but the bot functioning well than contrary.

On the plus side "fake orders" have a quantity of 0 and can easily be spotted and suppress. :)

[coveralls]

Coverage remained the same at 54.276% when pulling 8011e5dc146a49d2b4226328b90fea445b6fe649 on Camille92:Camille92-patch-1 into d71a90cb25d4152752b6d9cd8408c3bef8feb83e on ctubio:master.

[Camille92]

The Coinbase thing is a Work in progress, Ak47 is not working only there !

[coveralls]

Coverage remained the same at 54.276% when pulling 2883d9b38374753e3e69f1d0c3bb64139fe3c56b on Camille92:Camille92-patch-1 into d71a90cb25d4152752b6d9cd8408c3bef8feb83e on ctubio:master.

[coveralls]

Coverage remained the same at 54.276% when pulling 61dd5870b58894b5d198f8810543f2d546d7c531 on Camille92:Camille92-patch-1 into d71a90cb25d4152752b6d9cd8408c3bef8feb83e on ctubio:master.

[coveralls]

Coverage remained the same at 54.276% when pulling 61dd5870b58894b5d198f8810543f2d546d7c531 on Camille92:Camille92-patch-1 into d71a90cb25d4152752b6d9cd8408c3bef8feb83e on ctubio:master.

[coveralls]

Coverage remained the same at 54.276% when pulling 61dd5870b58894b5d198f8810543f2d546d7c531 on Camille92:Camille92-patch-1 into d71a90cb25d4152752b6d9cd8408c3bef8feb83e on ctubio:master.

[ctubio]

did you check how many orders end up accumulated at this._orderCache.allOrders and this._orderCache.exchIdsToClientIds? im sure with this modifications it will have an incremental (never decrementing) amount of orders :sob:

because done is not set to true anywhere in the gateways, only in the broker when an order is attempted to be canceled but it doesnt exists; in all other situations orders are not set to done so never deleted.

anyway, i would not recommend to recover this workarround of done flags, instead the gateway workflow should be corrected if its wrong (keeping forever or cleanning to early orders from memory)

[ctubio]

i think i found the error you were chasing about getting on top of market, im sorry i coulnd find you previous comment about it, the error is:

{"name":"main","hostname":"ip-172-31-0-119","pid":12047,"level":50,"err":{"message":"Cannot read property 'size' of undefined","name":"TypeError","stack":"TypeError: Cannot read property 'size' of undefined\n    at Object.getQuoteAtTopOfMarket (/home/admin/tribeca/app/server/quoting-styles/helpers.js:25:39)\n    at computeBoomerangQuote (/home/admin/tribeca/app/server/quoting-styles/ping-pong.js:65:30)\n    at BoomerangQuoteStyle.GenerateQuote (/home/admin/tribeca/app/server/quoting-styles/ping-pong.js:18:20)\n    at QuotingEngine.computeQuote (/home/admin/tribeca/app/server/quoting-engine.js:106:59)\n    at EventEmitter.QuotingEngine.recalcQuote (/home/admin/tribeca/app/server/quoting-engine.js:63:32)\n    at EventEmitter.emit (/home/admin/tribeca/node_modules/eventemitter3/index.js:150:33)\n    at Evt.trigger (/home/admin/tribeca/app/server/utils.js:12:46)\n    at MarketFiltration.set latestFilteredMarket [as latestFilteredMarket] (/home/admin/tribeca/app/server/market-filtration.js:44:36)\n    at EventEmitter.MarketFiltration.filterFullMarket (/home/admin/tribeca/app/server/market-filtration.js:20:39)\n    at EventEmitter.emit (/home/admin/tribeca/node_modules/eventemitter3/index.js:129:35)\n    at Evt.trigger (/home/admin/tribeca/app/server/utils.js:12:46)\n    at EventEmitter.MarketDataBroker.handleMarketData (/home/admin/tribeca/app/server/broker.js:25:29)\n    at EventEmitter.emit (/home/admin/tribeca/node_modules/eventemitter3/index.js:129:35)\n    at Evt.trigger (/home/admin/tribeca/app/server/utils.js:12:46)\n    at CoinbaseMarketDataGateway.raiseMarketData (/home/admin/tribeca/app/server/gateways/coinbase.js:257:33)\n    at CoinbaseMarketDataGateway.onOrderBookChanged (/home/admin/tribeca/app/server/gateways/coinbase.js:234:18)\n    at CoinbaseMarketDataGateway.onOpen (/home/admin/tribeca/app/server/gateways/coinbase.js:188:18)\n    at CoinbaseMarketDataGateway._client.on.m (/home/admin/tribeca/app/server/gateways/coinbase.js:263:43)"},"msg":"Unhandled exception!","time":"2017-05-13T19:44:46.732Z","v":0}

will fix soOn'¡

[Camille92]

Hey you're right,

I think it's bad to go back to a previous version. But I realized that Tribeca is functioning differently and I wanted to know why and when it happened.

Basically, the downgrade of coinbase gateway does nothing well.

But the downgrade of broker.ts does fix #71 as orders are sent all the time. So I guess there is a bug there :).

Thanks for the error, I was finding that weird as well!

[ctubio]

closing because https://github.com/ctubio/tribeca/commit/29306353681af1a966eb0fbb8fc89c1a4272c44c