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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Bug OkCoin: Ghost orders stay in orderbook #80

Closed Camille92 closed 7 years ago

Camille92 commented 7 years ago

Hi Carles,

Some ghost orders stay in the order book and mess with the width and everything (ewma calculation and all).

I can't cancel the order in Tribeca, it reappears!

Tell me if you need more details capture d ecran 2017-05-14 a 12 53 25

ctubio commented 7 years ago

im sorry i try super hard but there is not way im abgle to reproduce this, for me OkCoin cancels works super niiiiice.

Camille92 commented 7 years ago

are you free on irc ?

Camille92 commented 7 years ago

APR BUG: capture d ecran 2017-05-14 a 14 36 49

ctubio commented 7 years ago

.:2823analpaper19:. ok so the problem with APR, is that it doesnt cancel orders if is an order active in a side that is not expected to place orders 19.:2823analpaper19:. so when APR is on and active orders are in side Buy, it will not cancel orders in side Sell 19.:2823analpaper19:. cos is only working in Buy side, and doesn't care whats going on on Sell side (and happens to be an avtive order) 28.:192420Camille9228:. Yepp

Camille92 commented 7 years ago

Hello !

I have some news for this issue so the so called: "APR BUG" is fixed but the issue "Immortal Zombies orders" come back after a few time running.

It makes the web UI practically unusable after a few hours of running both for LTC and BTC.

However: The bot still send and cancel orders.

I think it has an effect on Ewma basic but I'm not sure.

Can you please reopen ? capture d ecran 2017-05-15 a 10 30 08

ctubio commented 7 years ago

in what echange and what mode it was? is OkCoin with AK-47?

Camille92 commented 7 years ago

Yes it's OkCoin with AK-47, it doesn't happen in other exchanges!

Maybe I'll switch to boomerang if it protects me from that

Camille92 commented 7 years ago

So after using boomerang for around a day, I can confirm that it only happens on OkCoin with Ak-47.

I switched to Boomerang to fix the issue :)

Camille92 commented 7 years ago

I spoke too fast, they happen as well on Boomerang :s

ctubio commented 7 years ago

ok, today i experienced this also in OkCoin/Boomerang

ctubio commented 7 years ago

fixed at https://github.com/ctubio/tribeca/commit/2a49c9e491bd476544f7f780b519296480b8cd95