nkaz001/hftbacktest

In LiveBot, eventReceiver always timeout

Closed this issue · 5 comments

lli839 commented

Version: 2.0.0

Hi, I'm writing simple code to listen live events. However, this line in bot.rs always get a timeout error:

hftbacktest/hftbacktest/src/live/bot.rs

Lines 444 to 446 in c7767c8

Err(RecvTimeoutError::Timeout) => {
return Ok(true);
}

Any idea?

Here is my code:

use std::{fmt::Debug};
use hftbacktest::connector::binancefutures::{BinanceFutures, Endpoint};
use hftbacktest::live::{LiveBot, LoggingRecorder};
use hftbacktest::prelude::*;

pub fn listen_orders<MD, I, R>(
    hbt: &mut I,
    recorder: &mut R,
) -> Result<(), i64>
where
    MD: MarketDepth,
    I: Bot<MD>,
    <I as Bot<MD>>::Error:Debug,
    R: Recorder,
    <R as Recorder>::Error:Debug,
{
    while hbt.elapse(1000_000_000).unwrap() {
        let depth = hbt.depth(0);
        println!("best bid={}, best_ask={}", depth.best_bid(), depth.best_ask());
    }
    println!("all done");
    Ok(())
}

const ORDER_PREFIX: &str = "";
// mainnet
const API_KEY: &str = "<MAINNET_API_KEY>";
const SECRET: &str = "<MAINNET_SECRET>";


fn prepare_live() -> LiveBot<HashMapMarketDepth> {
    let binance_futures = BinanceFutures::builder()
        .endpoint(Endpoint::Public)
        .api_key(API_KEY)
        .secret(SECRET)
        .order_prefix(ORDER_PREFIX)
        .build()
        .unwrap();

    let mut hbt = LiveBot::builder()
        .register("binancefutures", binance_futures)
        .add("binancefutures", "BTCUSDT", 0.1, 0.001)
        .depth(|asset| HashMapMarketDepth::new(asset.tick_size, asset.lot_size))
        .build()
        .unwrap();

    hbt.run().unwrap();
    hbt
}

fn main() {
    tracing_subscriber::fmt::init();
    let mut hbt = prepare_live();
    let mut recorder = LoggingRecorder::new();
    listen_orders(
        &mut hbt,
        &mut recorder,
    )
        .unwrap();
    hbt.close().unwrap();
}

As a result, the println!() only prints NaN.

best bid=NaN, best_ask=NaN
best bid=NaN, best_ask=NaN
best bid=NaN, best_ask=NaN
best bid=NaN, best_ask=NaN
nkaz001 commented

The Timeout error just indicates that there is no market feed during the given elapsed duration. Currently, the Connector doesn't have a feature to retrieve a market depth snapshot, so no bid/ask data is retrieved until the market is updated.

lli839 commented

The Timeout error just indicates that there is no market feed during the given elapsed duration. Currently, the Connector doesn't have a feature to retrieve a market depth snapshot, so no bid/ask data is retrieved until the market is updated.

hi @nkaz001 , thanks for the reply. The code keeps running for couple of minutes. It always returns time out error. Is it normal?

nkaz001 commented

I ran your code on the testnet(Endpoint::Testnet), and it works as expected. Perhaps the Endpoint::Public might be incorrect. Could you try testing it by manually inputting the endpoints

The following endpoint is what Endpoint::Public refers to.

let binance_futures = BinanceFutures::builder()
    .api_url("https://fapi.binance.com")
    .stream_url("wss://fstream.binance.com")
    .api_key(API_KEY)
    .secret(SECRET)
    .order_prefix(ORDER_PREFIX)
    .build()
    .unwrap();
lli839 commented
nkaz001 commented

I couldn't open the file. Please let me know which part needs to be fixed or PR.