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kanekoshoyu / kucoin_arbitrage

KuCoin Cyclic Arbitrage, using Event-Driven Async Rust
https://docs.rs/kucoin_arbitrage
MIT License
129 stars 15 forks source link

Imcomplete gatekeeper, only trades one out of three pairs #34

Open kanekoshoyu opened 11 months ago

kanekoshoyu commented 11 months ago 
[2023-10-23 18:22:55][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] All Taker Chance found!
[2023-10-23 18:22:55][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] TriangularArbitrageChance { profit: OrderedFloat(0.016376796710005692), actions: [ActionInfo { Buy BTC-USDT at 30900.1 for 0.00323623}, ActionInfo { Buy HBAR-BTC at 0.000001593 for 2029.5001000000002}, ActionInfo { Sell HBAR-USDT at 0.04938 for 2027.4705000000001}] }
[2023-10-23 18:22:55][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] time_sent: SystemTime { tv_sec: 1698078175, tv_nsec: 779915767 }
[2023-10-23 18:22:55][ERROR][kucoin_arbitrage::broker::order::kucoin] ErrorMessage { msg: "global timer [order_placement_broadcast] is not found" }
[2023-10-23 18:22:55][INFO][kucoin_arbitrage::broker::order::kucoin] order placement
LimitOrder { id: "390KyrWm18SG3nP5ioEk71ZZUB8QvPgy2-mTWcol", order_type: Limit, side: Buy, symbol: "BTC-USDT", amount: "0.00323623", price: "30900.1" }
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] Broadcast channel data rate
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] orderbook : 194488 points ( 3241mps)
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] best_price: 23920 points (  398mps)
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] chance    :   356 points (    5mps)
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] order     :     1 points (    0mps)
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] orderchange:     0 points (    0mps)