orderchange receiver not handling the event properly
Opened this issue · 2 comments
kanekoshoyu commented
[2023-10-25 14:40:33][INFO][kucoin_arbitrage::broker::order::kucoin] order_placement_broadcast: 158.196µs
[2023-10-25 14:40:33][INFO][kucoin_arbitrage::broker::order::kucoin] order placement
LimitOrder { id: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob", order_type: Limit, side: Buy, symbol: "BTC-USDT", amount: "0.001", price: "40000" }
[2023-10-25 14:40:34][INFO][kucoin_arbitrage::broker::orderchange::kucoin] message: WelcomeMsg(DefaultMsg { id: "lthOjqTzii", type: "welcome" })
[2023-10-25 14:40:34][INFO][kucoin_arbitrage::broker::orderchange::kucoin] message: WelcomeMsg(DefaultMsg { id: "1698241234562", type: "ack" })
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::order::kucoin] order_placement_broadcast: 10.001355413s
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::order::kucoin] order placement
LimitOrder { id: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob", order_type: Limit, side: Buy, symbol: "BTC-USDT", amount: "0.001", price: "40000" }
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::orderchange::kucoin] message: TradeMatchMsg(WSResp { type: "message", topic: "/spotMarket/tradeOrders", subject: "orderChange", data: TradeMatch { symbol: "BTC-USDT", order_type: "limit", side: "buy", liquidity: "taker", type: "match", order_id: "65391adb7877490007663031", order_time: 1698241243615, size: "0.001", filled_size: "0.001", price: "40000", match_price: "34404.8", match_size: "0.001", trade_id: "5665652239777793", client_oid: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob", remain_size: "0", status: "match", ts: 1698241243630000000 } })
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::orderchange::kucoin] TradeMatchMsg: "/spotMarket/tradeOrders"
TradeMatch {
symbol: "BTC-USDT",
order_type: "limit",
side: "buy",
liquidity: "taker",
type: "match",
order_id: "65391adb7877490007663031",
order_time: 1698241243615,
size: "0.001",
filled_size: "0.001",
price: "40000",
match_price: "34404.8",
match_size: "0.001",
trade_id: "5665652239777793",
client_oid: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob",
remain_size: "0",
status: "match",
ts: 1698241243630000000,
}
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::orderchange::kucoin] message: TradeFilledMsg(WSResp { type: "message", topic: "/spotMarket/tradeOrders", subject: "orderChange", data: TradeFilled { symbol: "BTC-USDT", order_type: "limit", side: "buy", type: "filled", order_id: "65391adb7877490007663031", order_time: 1698241243615, size: "0.001", filled_size: "0.001", price: "40000", client_oid: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob", remain_size: "0", status: "done", ts: 1698241243630000000 } })
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::orderchange::kucoin] TradeFilledMsg: "/spotMarket/tradeOrders"
TradeFilled {
symbol: "BTC-USDT",
order_type: "limit",
side: "buy",
type: "filled",
order_id: "65391adb7877490007663031",
order_time: 1698241243615,
size: "0.001",
filled_size: "0.001",
price: "40000",
client_oid: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob",
remain_size: "0",
status: "done",
ts: 1698241243630000000,
}
thread 'tokio-runtime-worker' panicked at 'Publishing OrderFilled failed: SendError(OrderFilled((0, "TradeFilled { symbol: \"BTC-USDT\", order_type: \"limit\", side: \"buy\", type: \"filled\", order_id: \"65391adb7877490007663031\", order_time: 1698241243615, size: \"0.001\", filled_size: \"0.001\", price: \"40000\", client_oid: \"13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob\", remain_size: \"0\", status: \"done\", ts: 1698241243630000000 }")))', /home/sho/Documents/personal/kucoin_arbitrage/src/broker/orderchange/kucoin.rs:46:32
note: run with `RUST_BACKTRACE=1` environment variable to display a backtrace
kanekoshoyu commented
trade open was not received
kanekoshoyu commented
[2023-10-25 14:54:00][INFO][kucoin_arbitrage::broker::order::kucoin] order_placement_broadcast: 146.329µs
[2023-10-25 14:54:00][INFO][kucoin_arbitrage::broker::order::kucoin] order placement
[2023-10-25 14:54:00][INFO][kucoin_arbitrage::broker::order::kucoin] LimitOrder { id: "rJ0ecRWrImKuT-DNK5RadBEX-iCTyn_8KWNcr5lc", order_type: Limit, side: Buy, symbol: "BTC-USDT", amount: "0.001", price: "35000" }
[2023-10-25 14:54:01][INFO][kucoin_arbitrage::broker::orderchange::kucoin] message: WelcomeMsg(DefaultMsg { id: "ltiMIALBuC", type: "welcome" })
[2023-10-25 14:54:01][INFO][kucoin_arbitrage::broker::orderchange::kucoin] message: WelcomeMsg(DefaultMsg { id: "1698242041011", type: "ack" })
[2023-10-25 14:54:10][INFO][kucoin_arbitrage::broker::order::kucoin] order_placement_broadcast: 10.001293195s
[2023-10-25 14:54:10][INFO][kucoin_arbitrage::monitor::task] Broadcast channel MPS
[2023-10-25 14:54:10][INFO][kucoin_arbitrage::broker::order::kucoin] order placement
[2023-10-25 14:54:10][INFO][kucoin_arbitrage::monitor::task] order : 2 messages ( 0mps)
[2023-10-25 14:54:10][INFO][kucoin_arbitrage::broker::order::kucoin] LimitOrder { id: "rJ0ecRWrImKuT-DNK5RadBEX-iCTyn_8KWNcr5lc", order_type: Limit, side: Buy, symbol: "BTC-USDT", amount: "0.001", price: "35000" }
[2023-10-25 14:54:10][INFO][kucoin_arbitrage::monitor::task] orderchange : 0 messages ( 0mps)
[2023-10-25 14:54:20][INFO][kucoin_arbitrage::broker::order::kucoin] order_placement_broadcast: 20.00219475s
[2023-10-25 14:54:20][INFO][kucoin_arbitrage::broker::order::kucoin] order placement
[2023-10-25 14:54:20][INFO][kucoin_arbitrage::broker::order::kucoin] LimitOrder { id: "rJ0ecRWrImKuT-DNK5RadBEX-iCTyn_8KWNcr5lc", order_type: Limit, side: Buy, symbol: "BTC-USDT", amount: "0.001", price: "35000" }
[2023-10-25 14:54:20][INFO][kucoin_arbitrage::monitor::task] Broadcast channel MPS
[2023-10-25 14:54:20][INFO][kucoin_arbitrage::monitor::task] order : 1 messages ( 0mps)
[2023-10-25 14:54:20][INFO][kucoin_arbitrage::monitor::task] orderchange : 0 messages ( 0mps)
^C[2023-10-25 14:54:25][INFO][test_kucoin_order_private_latency] Received [SIGINT] signal```