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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

TradeMatched TradeFilled gets detected faster than LimitOrderPlacement reply #36

Open kanekoshoyu opened 11 months ago

kanekoshoyu commented 11 months ago 
[2023-10-27 21:57:43][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeMatch [335561405913109708508436045567613047709]
[2023-10-27 21:57:43][INFO][kucoin_arbitrage::broker::order::kucoin] Limit order placement successful [335561405913109708508436045567613047709]
[2023-10-27 21:57:43][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeFilled [335561405913109708508436045567613047709]
[2023-10-27 21:57:48][INFO][kucoin_arbitrage::monitor::task] Broadcast channel MPS
[2023-10-27 21:57:48][INFO][kucoin_arbitrage::monitor::task] order       :     1 messages (    0mps)
[2023-10-27 21:57:48][INFO][kucoin_arbitrage::monitor::task] trade       :     2 messages (    0mps)
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::monitor::task] Broadcast channel MPS
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::monitor::task] order       :     1 messages (    0mps)
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::monitor::task] trade       :     0 messages (    0mps)
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeMatch [80848103607579503676599271329919883293]
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeFilled [80848103607579503676599271329919883293]
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::broker::order::kucoin] Limit order placement successful [80848103607579503676599271329919883293]
[2023-10-27 21:58:08][INFO][kucoin_arbitrage::monitor::task] Broadcast channel MPS
[2023-10-27 21:58:08][INFO][kucoin_arbitrage::monitor::task] order       :     0 messages (    0mps)
[2023-10-27 21:58:08][INFO][kucoin_arbitrage::monitor::task] trade       :     2 messages (    0mps)
[2023-10-27 21:58:13][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeMatch [295437004754534137248699779684710492288]
[2023-10-27 21:58:13][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeFilled [295437004754534137248699779684710492288]
[2023-10-27 21:58:13][INFO][kucoin_arbitrage::broker::order::kucoin] Limit order placement successful [295437004754534137248699779684710492288]
kanekoshoyu commented 11 months ago

we could perhaps make use of this property and minimize await time by the limit order. currently this is not that important.