michaelgrosner / tribeca

A high frequency, market making cryptocurrency trading platform in node.js
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API error 10100:auth - Bitfinex #156

Open interwebcoding opened 6 years ago

interwebcoding commented 6 years ago

Anybody else getting this on Bitfinex?

First I am suddenly getting the "cannot compute a quote since no position report exists!", and then a it just thrashes the logs with "Exceeded rate limit"

"level":40,"msg":"cannot compute a quote since no position report exists!" "level":50,"msg":"Exceeded rate limit { nRequests: 3253, max: 60, durationMs: 60000 }

Nothing changed in my config. I had previously had it working on 3 different servers (Dev,staging,prod) One day it was all working, the next it was busted, and when I try shutdown and start up one of the previous servers that it was working on, like staging and dev, it does the same thing. So it's pointing to some sort of issue with my Bitfinex account or API? Keen to know if anybody else is having similar problems? Started yesterday morning.

{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"TradedPair = EOS/ETH","time":"2017-07-25T00:02:26.748Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"WebClientUsername = xxxxx","time":"2017-07-25T00:02:26.764Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"WebClientPassword = xxxxx","time":"2017-07-25T00:02:26.765Z","v":0}
{"name":"tribeca:main","hostname":"htpc","pid":14364,"level":30,"msg":"Requiring authentication to web client","time":"2017-07-25T00:02:26.765Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"WebClientListenPort = 3333","time":"2017-07-25T00:02:26.770Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"EXCHANGE = bitfinex","time":"2017-07-25T00:02:26.777Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"MongoDbUrl = mongodb://localhost:27017/tribeca","time":"2017-07-25T00:02:26.778Z","v":0}
{"name":"tribeca:main","hostname":"htpc","pid":14364,"level":30,"msg":"Listening to admins on *: 3333","time":"2017-07-25T00:02:26.805Z","v":0}
{"name":"persister:trades","hostname":"htpc","pid":14364,"level":30,"selector":{"exchange":6,"pair":{"base":30,"quote":6}},"limit":10000,"nLoaded":750,"dbName":"trades","msg":"load docs completed","time":"2017-07-25T00:02:27.029Z","v":0}
{"name":"persister:rfv","hostname":"htpc","pid":14364,"level":30,"selector":{"exchange":6,"pair":{"base":30,"quote":6}},"limit":50,"nLoaded":50,"dbName":"rfv","msg":"load docs completed","time":"2017-07-25T00:02:27.039Z","v":0}
{"name":"persister:msg","hostname":"htpc","pid":14364,"level":30,"selector":{"exchange":6,"pair":{"base":30,"quote":6}},"limit":50,"nLoaded":50,"dbName":"msg","msg":"load docs completed","time":"2017-07-25T00:02:27.041Z","v":0}
{"name":"persister:mt","hostname":"htpc","pid":14364,"level":30,"selector":{"exchange":6,"pair":{"base":30,"quote":6}},"limit":100,"nLoaded":100,"dbName":"mt","msg":"load docs completed","time":"2017-07-25T00:02:27.248Z","v":0}
{"name":"persister:osr","hostname":"htpc","pid":14364,"level":30,"selector":{"exchange":6,"pair":{"base":30,"quote":6},"source":{"$gte":2}},"limit":10000,"nLoaded":1,"dbName":"osr","msg":"load docs completed","time":"2017-07-25T00:02:27.302Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"BitfinexHttpUrl = https://api.bitfinex.com/v1","time":"2017-07-25T00:02:27.303Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"BitfinexHttpUrl = https://api.bitfinex.com/v1","time":"2017-07-25T00:02:29.147Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"BitfinexKey = xxxxxmykey","time":"2017-07-25T00:02:29.147Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"BitfinexSecret = xxxxxmysecret","time":"2017-07-25T00:02:29.147Z","v":0}
{"name":"tribeca:gateway:BitfinexHTTP","hostname":"htpc","pid":14364,"level":30,"msg":"Starting nonce:  1500940949147","time":"2017-07-25T00:02:29.147Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"BitfinexOrderDestination = Bitfinex","time":"2017-07-25T00:02:29.148Z","v":0}
{"name":"tribeca:config","hostname":"htpc","pid":14364,"level":30,"msg":"TRIBECA_MODE = prod","time":"2017-07-25T00:02:29.160Z","v":0}
{"name":"tribeca:main","hostname":"htpc","pid":14364,"level":30,"pair":"EOS/ETH","minTick":0.00001,"hasSelfTradePrevention":false,"msg":"using the following exchange details","time":"2017-07-25T00:02:29.166Z","v":0}
{"name":"tribeca:qpr","hostname":"htpc","pid":14364,"level":30,"msg":"Starting parameter: { width: 0.00008,\n  size: 70,\n  mode: 0,\n  fvModel: 0,\n  targetBasePosition: 210,\n  positionDivergence: 71,\n  ewmaProtection: false,\n  autoPositionMode: 0,\n  aggressivePositionRebalancing: false,\n  tradesPerMinute: 0.9,\n  tradeRateSeconds: 69,\n  longEwma: 0.095,\n  shortEwma: 0.19,\n  quotingEwma: 0.095,\n  aprMultiplier: 3,\n  stepOverSize: 0.1,\n  exchange: 6,\n  pair: { base: 30, quote: 6 } }","time":"2017-07-25T00:02:29.172Z","v":0}
{"name":"tribeca:active","hostname":"htpc","pid":14364,"level":30,"msg":"Starting saved quoting state:  false","time":"2017-07-25T00:02:29.174Z","v":0}
{"name":"ewma","hostname":"htpc","pid":14364,"level":30,"msg":"Unable to compute EMWA value","time":"2017-07-25T00:02:29.177Z","v":0}
{"name":"mt:broker","hostname":"htpc","pid":14364,"level":30,"msg":"loaded 100 market trades","time":"2017-07-25T00:02:29.189Z","v":0}
{"name":"ex:broker","hostname":"htpc","pid":14364,"level":30,"msg":"Connection status changed :: Disconnected :: (md: Disconnected) (oe: Connected)","time":"2017-07-25T00:02:29.196Z","v":0}
{"name":"ex:broker","hostname":"htpc","pid":14364,"level":30,"msg":"Connection status changed :: Connected :: (md: Connected) (oe: Connected)","time":"2017-07-25T00:02:29.197Z","v":0}
{"name":"quotingengine","hostname":"htpc","pid":14364,"level":40,"msg":"cannot compute a quote since no position report exists!","time":"2017-07-25T00:02:29.598Z","v":0}
{"name":"quotingengine","hostname":"htpc","pid":14364,"level":40,"msg":"cannot compute a quote since no position report exists!","time":"2017-07-25T00:02:30.179Z","v":0}
{"name":"quotingengine","hostname":"htpc","pid":14364,"level":40,"msg":"cannot compute a quote since no position report exists!","time":"2017-07-25T00:02:30.186Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher pa","time":"2017-07-25T00:02:30.668Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher q","time":"2017-07-25T00:02:30.670Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher fv","time":"2017-07-25T00:02:30.670Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher md","time":"2017-07-25T00:02:30.671Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher osr","time":"2017-07-25T00:02:30.671Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher t","time":"2017-07-25T00:02:30.672Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher ac","time":"2017-07-25T00:02:30.672Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher qp-sub","time":"2017-07-25T00:02:30.673Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher mt","time":"2017-07-25T00:02:30.674Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher msg","time":"2017-07-25T00:02:30.674Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher qs","time":"2017-07-25T00:02:30.674Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher tbp","time":"2017-07-25T00:02:30.674Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher tsv","time":"2017-07-25T00:02:30.674Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher pos","time":"2017-07-25T00:02:30.674Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Publisher ec","time":"2017-07-25T00:02:30.674Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Receiver ac","time":"2017-07-25T00:02:30.674Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Receiver qp-sub","time":"2017-07-25T00:02:30.675Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Receiver sno","time":"2017-07-25T00:02:30.675Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Receiver cxl","time":"2017-07-25T00:02:30.675Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA connected for Receiver cao","time":"2017-07-25T00:02:30.675Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic pa","time":"2017-07-25T00:02:30.713Z","v":0}
{"name":"quotingengine","hostname":"htpc","pid":14364,"level":40,"msg":"cannot compute a quote since no position report exists!","time":"2017-07-25T00:02:31.185Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic tbp","time":"2017-07-25T00:02:31.646Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic tsv","time":"2017-07-25T00:02:31.648Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic msg","time":"2017-07-25T00:02:31.650Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic t","time":"2017-07-25T00:02:31.657Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic mt","time":"2017-07-25T00:02:31.661Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic osr","time":"2017-07-25T00:02:31.668Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic pos","time":"2017-07-25T00:02:31.672Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic md","time":"2017-07-25T00:02:31.673Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic q","time":"2017-07-25T00:02:31.673Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic qs","time":"2017-07-25T00:02:31.674Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic fv","time":"2017-07-25T00:02:31.675Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic ec","time":"2017-07-25T00:02:31.676Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic ac","time":"2017-07-25T00:02:31.676Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic qp-sub","time":"2017-07-25T00:02:31.678Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic ec","time":"2017-07-25T00:02:31.679Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic ac","time":"2017-07-25T00:02:31.684Z","v":0}
{"name":"tribeca:messaging","hostname":"htpc","pid":14364,"level":30,"msg":"socket /#oDKD8RWJ5CeoQx6kAAAA asking for snapshot on topic qp-sub","time":"2017-07-25T00:02:31.686Z","v":0}
{"name":"quotingengine","hostname":"htpc","pid":14364,"level":40,"msg":"cannot compute a quote since no position report exists!","time":"2017-07-25T00:02:32.185Z","v":0}
{"name":"quotingengine","hostname":"htpc","pid":14364,"level":40,"msg":"cannot compute a quote since no position report exists!","time":"2017-07-25T00:02:33.186Z","v":0}
{"name":"quotingengine","hostname":"htpc","pid":14364,"level":40,"msg":"cannot compute a quote since no position report exists!","time":"2017-07-25T00:02:34.187Z","v":0}
{"name":"quotingengine","hostname":"htpc","pid":14364,"level":40,"msg":"cannot compute a quote since no position report exists!","time":"2017-07-25T00:02:34.565Z","v":0}
{"name":"quotingengine","hostname":"htpc","pid":14364,"level":40,"msg":"cannot compute a quote since no position report exists!","time":"2017-07-25T00:02:35.187Z","v":0}
{"name":"quotingengine","hostname":"htpc","pid":14364,"level":40,"msg":"cannot compute a quote since no position report exists!","time":"2017-07-25T00:02:36.193Z","v":0}
interwebcoding commented 6 years ago

Have some new information. I tried Kbot on the same API set, and I got a bit more logging out:

bitfinex Error on Bitfinex API: 10100:auth: invalid

After triple checking the API credentials, I created a new API key - and I still get the same thing.

interwebcoding commented 6 years ago

Error Codes 10100 : Authentication failure (generic) 10101 : Already authenticated 10102 : Authentication Payload Error 10103 : Authentication Signature Error 10104 : Authentication HMAC Error

interwebcoding commented 6 years ago

Ok, it's 100% API related. Using the "Bitfinex Websocket API Playground",

If I send a request payload using my API, or any new API key that I create, I get the following back: { "event": "error", "msg": "auth: dup", "code": 10100 }

I have another Bitfinex account, I created an API key there, and it seems to work fine. Do we go to API jail when running these trading bots?

arrrgi commented 6 years ago

Could be the Bitfinex API rate limiter kicking in, their API doc clearly states that exceeding 90 requests to an endpoint in a 60 second period will result in an ERR_RATE_LIMIT JSON response from the API service

See here https://bitfinex.readme.io/v2/docs/getting-started