Trade Fills Sometimes Not Detected

msolters / gdax-multipong

Multi-bucket range trading for the GDAX exchange

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Trade Fills Sometimes Not Detected #4

Open msolters opened 6 years ago

msolters commented 6 years ago

Sometimes (especially when the market is extremely active) a buy or sell is filled, but the bot misses the websocket message.

Two double-checks should be implemented:

If the midmarket price falls one bucket or more beneath a trade's buy price, and it's still not full, sync it.
If the midmarket price rises one bucket or more above a trade's sell price, and it's still not complete, sync it.

msolters commented 6 years ago

This naiive approach seems to be blocking trades (maybe they're getting stuck in some kind of re-sync loop)

dlasher commented 6 years ago

see : https://github.com/msolters/gdax-multipong/issues/5

dlasher commented 6 years ago

The final answer trusted should be from GDAX - if they say it's not found, then log it to an error log somewhere, maybe queue it to try again later (in case the API is being stupid) and remove it from the active list.