bmino/binance-triangle-arbitrage

This bot doesent not actually open trades

Closed this issue · 6 comments

Hi, im trying to use this bot, but if i look to order history is empty even if it seems it find profitable trades: Here is my config:


    "KEYS": {
        "API": "",
        "SECRET": ""
    },

    "INVESTMENT": {
        "USDT": {
            "MIN": 25,
            "MAX": 50,
            "STEP": 5
        }
    },

    "SCANNING": {
        "DEPTH": 50,
        "WHITELIST": []
    },

    "EXECUTION": {
        "ENABLED": true,
        "CAP": 5,
        "STRATEGY": "linear",
        "TEMPLATE":["*", "*", "*"],
        "FEE": 0.075,
        "THRESHOLD": {
            "PROFIT": 0.10,
            "AGE": 30
        }
    },

    "HUD": {
        "ENABLED": true,
        "ROWS": 10,
        "REFRESH_RATE": 500
    },

    "LOG": {
        "LEVEL": "debug",
        "PRETTY_PRINT": true,
        "STATUS_UPDATE_INTERVAL": 2
    },

    "WEBSOCKET": {
        "BUNDLE_SIZE": 1,
        "INITIALIZATION_INTERVAL": 200
    },

    "BINANCE_OPTIONS": {}

}

I also host this on aws japan.

bmino commented

Your config looks good so its not blocking execution. I've seen a few users think a trade should be executed, but the age was too high so the bot (correctly) did not execute the position. Check out the configuration readme at https://github.com/bmino/binance-triangle-arbitrage/tree/master/config#executionthresholdage-number

Hi thanks for reply. So, what can i do? Should i increase EXECUTION.THRESHOLD.AGE?

bmino commented

You could increase the threshold yup, but this means you are okay executing trades with older information. The correct answer is to decrease your latency

So, if i have a 33ms latency, i need to set EXECUTION.THRESHOLD.AGE = 40 to make sure orders are executed?

I upgraded my age threshold to 40, i started the bot and it says "Experiencing 27 ms of latency" but it still doesent open orders :/

I upgraded my age threshold to 40, i started the bot and it says "Experiencing 27 ms of latency" but it still doesent open orders :/

Any luck executing orders? What did you do to improve latency?