A market making bot similar to HitBTC one. Except Okex sucks ass so
- Websocket has to be baited to stay open with heartbeat. Idleness will cause the connection to be irresponsive so the bot has to disconnect and reconnect it.
- No broadcast. Bot cannot know when an order is taken.
- Order cannot be set with custom id. So we cannot know which order corresponds to which response.
- Send order will return just order id. We cannot know if it's filled, unfilled, ...
- Order has to be checked with BOTH symbol and id. Ws method only returns order id.
- This means that websocket methods are almost useless. Unlike rest, ws doesn't associate request with response so we can't even obtain the request info.
- Critical methods (send order, cancel order) CANNOT be sent to websocket. It may raise 20100 time out error and as I said, we cannot retrieve the original request.
- Somehow sending a ws order info request returns more orderinfo response and trade response.
- Many ws methods don't work i.e trade
POST /api/v1/order_history Only the most recent 2 days are returned- All unfilled orders are returned -> Active orders
- Filled orders returned are only from the past 2 days
- Server can return 10005, 10007, and CLoudfare html when it's overloaded. These errors will be retried.
This bot is a modified HitBTC bot with Bot sends order request with REST. All these ids are verified with REST order info. Once verified, they info is stored in orderbook . A scheduler checks these orders for status. Depending on the status (filled, unfilled,...) the bot will act.
Look at HitBTC config
Replace signature with API secret and set "nonce" with empty string.
Determines how the bot seeds the orderbook
- lastOwn : Start from own last filled trade
- lastTicker : Start from last market tick
- contAsIs : No seed, starts from current orderbook
- Any value : Starts from this value
Any last method clears the orderbook before it (re)starts.
Any cont method keeps the orderbook when it (re)starts.
cont should pick up orderbook created with last . This means you have to manually change the config when you restart the bot.