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ronaldlam / Autotrageur

Automated arbitrageur
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Arbitrage: Handle Cloudflare exception at arbseeker calls #44

Closed jaonewguy closed 6 years ago

jaonewguy commented 6 years ago

There is an instance of a get_full_orderbook which is not catching ccxt.NetworkError, causing to bot to sometimes crash due to a cloudflare exception.

Stack trace:

2018-05-07 16:06:28.902 INFO     [fcf_autotrageur.py:_execute_trade:149] **Dry run - end fake execution
2018-05-07 16:06:35.602 INFO     [arbseeker.py:get_arb_opportunities_by_orderbook:79] gemini buy of 20000, ETH price: 748.9579564395475
2018-05-07 16:06:35.603 INFO     [arbseeker.py:get_arb_opportunities_by_orderbook:82] bithumb buy of 20000, ETH price: 778.543900000078
2018-05-07 16:06:35.604 INFO     [arbseeker.py:get_arb_opportunities_by_orderbook:85] gemini sell of 20000, ETH price: 747.3357488512611
2018-05-07 16:06:35.605 INFO     [arbseeker.py:get_arb_opportunities_by_orderbook:88] bithumb sell of 20000, ETH price: 777.6148499999974
2018-05-07 16:06:35.606 INFO     [arbseeker.py:get_arb_opportunities_by_orderbook:101] Ex2 (bithumb) sell Ex1 (gemini) buy spread: (3.82623527983883)
2018-05-07 16:06:35.607 INFO     [arbseeker.py:get_arb_opportunities_by_orderbook:105] Ex2 (bithumb) buy Ex1 (gemini) sell spread: (4.175921089923418)
2018-05-07 16:06:35.608 INFO     [fcf_autotrageur.py:_execute_trade:143] Subject: Arb Forward-Spread Alert!
The spread of ETH is 3.82623527983883
2018-05-07 16:06:35.609 INFO     [fcf_autotrageur.py:_is_within_tolerance:61] 
Previous spread of: 3.820407 Current spread of: 3.826235
spread tolerance of: 0.500000
2018-05-07 16:06:35.610 INFO     [fcf_autotrageur.py:_execute_trade:147] **Dry run - begin fake execution
Traceback (most recent call last):
  File "/home/pi/dev_rnd/Autotrageur/venv/lib/python3.6/site-packages/ccxt/base/exchange.py", line 356, in fetch
    response.raise_for_status()
  File "/home/pi/dev_rnd/Autotrageur/venv/lib/python3.6/site-packages/requests/models.py", line 935, in raise_for_status
    raise HTTPError(http_error_msg, response=self)
requests.exceptions.HTTPError: 525 Server Error: Origin SSL Handshake Error for url: https://api.bithumb.com/public/orderbook/ETH

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "run_autotrageur.py", line 24, in <module>
    autotrageur.run_autotrageur(arguments)
  File "/home/pi/dev_rnd/Autotrageur/bot/arbitrage/autotrageur.py", line 178, in run_autotrageur
    self._execute_trade()
  File "/home/pi/dev_rnd/Autotrageur/bot/arbitrage/fcf_autotrageur.py", line 148, in _execute_trade
    arbseeker.execute_arbitrage(self.spread_opp)
  File "/home/pi/dev_rnd/Autotrageur/bot/arbitrage/arbseeker.py", line 154, in execute_arbitrage
    bids = sell_trading_client.get_full_orderbook()[BIDS]
  File "/home/pi/dev_rnd/Autotrageur/bot/trader/ccxt_trader.py", line 272, in get_full_orderbook
    return self.fetcher.get_full_orderbook(self.base, self.quote)
  File "/home/pi/dev_rnd/Autotrageur/libs/trade/fetcher/ccxt_fetcher.py", line 113, in get_full_orderbook
    return self.exchange.fetch_order_book(base + "/" + quote)
  File "/home/pi/dev_rnd/Autotrageur/venv/lib/python3.6/site-packages/ccxt/bithumb.py", line 138, in fetch_order_book
    response = self.publicGetOrderbookCurrency(self.extend(request, params))
  File "/home/pi/dev_rnd/Autotrageur/venv/lib/python3.6/site-packages/ccxt/bithumb.py", line 323, in request
    response = self.fetch2(path, api, method, params, headers, body)
  File "/home/pi/dev_rnd/Autotrageur/venv/lib/python3.6/site-packages/ccxt/base/exchange.py", line 295, in fetch2
    return self.fetch(request['url'], request['method'], request['headers'], request['body'])
  File "/home/pi/dev_rnd/Autotrageur/venv/lib/python3.6/site-packages/ccxt/base/exchange.py", line 369, in fetch
    self.handle_rest_errors(e, response.status_code, self.last_http_response, url, method)
  File "/home/pi/dev_rnd/Autotrageur/venv/lib/python3.6/site-packages/ccxt/base/exchange.py", line 398, in handle_rest_errors
    self.raise_error(error, url, method, exception if exception else http_status_code, response)
  File "/home/pi/dev_rnd/Autotrageur/venv/lib/python3.6/site-packages/ccxt/base/exchange.py", line 280, in raise_error
    raise exception_type(output)
ccxt.base.errors.ExchangeNotAvailable: bithumb https://api.bithumb.com/public/orderbook/ETH GET 525 Server Error: Origin SSL Handshake Error for url: https://api.bithumb.com/public/orderbook/ETH <!DOCTYPE html>
<!--[if lt IE 7]> <html class="no-js ie6 oldie" lang="en-US"> <![endif]-->
<!--[if IE 7]>    <html class="no-js ie7 oldie" lang="en-US"> <![endif]-->
<!--[if IE 8]>    <html class="no-js ie8 oldie" lang="en-US"> <![endif]-->
<!--[if gt IE 8]><!--> <html class="no-js" lang="en-US"> <!--<![endif]-->
<head>
<meta http-equiv="refresh" content="0">

<title>api.bithumb.com | 525: SSL handshake failed</title>
<meta charset="UTF-8" />
<meta http-equiv="Content-Type" content="text/html; charset=UTF-8" />
<meta http-equiv="X-UA-Compatible" content="IE=Edge,chrome=1" />
<meta name="robots" content="noindex, nofollow" />
<meta name="viewport" content="width=device-width,initial-scale=1,maximum-scale=1" />
<link rel="stylesheet" id="cf_styles-css" href="/cdn-cgi/styles/cf.errors.css" type="text/css" media="screen,projection" />
<!--[if lt IE 9]><link rel="stylesheet" id='cf_styles-ie-css' href="/cdn-cgi/styles/cf.errors.ie.css" type="text/css" media="screen,projection" /><![endif]-->
<style type="text/css">body{margin:0;padding:0}</style>

</head>
<body>
<div id="cf-wrapper">

    <div id="cf-error-details" class="cf-error-details-wrapper">
        <div class="cf-wrapper cf-error-overview">
            <h1>

              <span class="cf-error-type">Error</span>
              <span class="cf-error-code">525</span>
              <small class="heading-ray-id">Ray ID: 417078b589d879ff &bull; 2018-05-07 03:06:36 UTC</small>
            </h1>
            <h2 class="cf-subheadline">SSL handshake failed</h2>
        </div><!-- /.error-overview -->

        <div class="cf-section cf-highlight cf-status-display">
            <div class="cf-wrapper">
                <div class="cf-columns cols-3">

<div id="cf-browser-status" class="cf-column cf-status-item cf-browser-status ">
  <div class="cf-icon-error-container">
    <i class="cf-icon cf-icon-browser"></i>
    <i class="cf-icon-status cf-icon-ok"></i>
  </div>
  <span class="cf-status-desc">You</span>
  <h3 class="cf-status-name">Browser</h3>
  <span class="cf-status-label">Working</span>
</div>

<div id="cf-cloudflare-status" class="cf-column cf-status-item cf-cloudflare-status ">
  <div class="cf-icon-error-container">
    <i class="cf-icon cf-icon-cloud"></i>
    <i class="cf-icon-status cf-icon-ok"></i>
  </div>
  <span class="cf-status-desc">Seattle</span>
  <h3 class="cf-status-name">Cloudflare</h3>
  <span class="cf-status-label">Working</span>
</div>

<div id="cf-host-status" class="cf-column cf-status-item cf-host-status cf-error-source">
  <div class="cf-icon-error-container">
    <i class="cf-icon cf-icon-server"></i>
    <i class="cf-icon-status cf-icon-error"></i>
  </div>
  <span class="cf-status-desc">api.bithumb.com</span>
  <h3 class="cf-status-name">Host</h3>
  <span class="cf-status-label">Error</span>
</div>

                </div>

            </div>
        </div><!-- /.status-display -->

        <div class="cf-section cf-wrapper">
            <div class="cf-columns two">
                <div class="cf-column">
                    <h2>What happened?</h2>
                    <p>Cloudflare is unable to establish an SSL connection to the origin server.</p>
                </div>

                <div class="cf-column">
                    <h2>What can I do?</h2>
                          <h5>If you're a visitor of this website:</h5>
      <p>Please try again in a few minutes.</p>

      <h5>If you're the owner of this website:</h5>
      <p><span>It appears that the SSL configuration used is not compatible with Cloudflare. This could happen for a several reasons, including no shared cipher suites.</span> <a href="https://support.cloudflare.com/hc/en-us/articles/200278659">Additional troubleshooting information here.</a></p>
                </div>
            </div>

        </div><!-- /.section -->

        <div class="cf-error-footer cf-wrapper">
  <p>
    <span class="cf-footer-item">Cloudflare Ray ID: <strong>417078b589d879ff</strong></span>
    <span class="cf-footer-separator">&bull;</span>
    <span class="cf-footer-item"><span>Your IP</span>: 75.157.140.200</span>
    <span class="cf-footer-separator">&bull;</span>
    <span class="cf-footer-item"><span>Performance &amp; security by</span> <a href="https://www.cloudflare.com/5xx-error-landing?utm_source=error_footer" id="brand_link" target="_blank">Cloudflare</a></span>

  </p>
</div><!-- /.error-footer -->

    </div><!-- /#cf-error-details -->
</div><!-- /#cf-wrapper -->
</body>
</html>
jaonewguy commented 6 years ago

This will be addressed in fcf_autotrageur testing as we just need to change _execute_trade to catch NetworkError instead of RequestTimeout like _poll_opportunity does

jaonewguy commented 6 years ago

Part of #46 review