albatrossautomated / blue_collar_gdax Goto Github PK
View Code? Open in Web Editor NEWPrototype market maker specialized to trade on CoinbasePro
License: MIT License
Prototype market maker specialized to trade on CoinbasePro
License: MIT License
First encountered recently. This was during very high exchange trading activity. Seems either the exchange returned a "settled": true
with an inaccurate "filled_size"
, a bug has been introduced with new code, or the issue arises when BlueCollar runs non-locally.
"Checking BID: 187.58"
2018-03-08T01:33:53.634009+00:00 app[run.2923]: - "Trades flipped: 0"
2018-03-08T01:33:53.634010+00:00 app[run.2923]: - "Checking BID: 187.58"
2018-03-08T01:33:53.634011+00:00 app[run.2923]: - D, [2018-03-08T01:33:52.546750 #4] DEBUG -- : (1.8ms) SELECT COUNT(*) FROM "flipped_trades" WHERE "flipped_trades"."sell_pending" = $1 [["sell_pending", "f"]]
2018-03-08T01:33:53.634012+00:00 app[run.2923]: - "Trades flipped: 0"
2018-03-08T01:33:53.634013+00:00 app[run.2923]: - "Checking BID: 187.58"
2018-03-08T01:33:53.634014+00:00 app[run.2923]: - D, [2018-03-08T01:33:53.247630 #4] DEBUG -- : (1.8ms) SELECT COUNT(*) FROM "flipped_trades" WHERE "flipped_trades"."sell_pending" = $1 [["sell_pending", "f"]]
2018-03-08T01:33:53.634015+00:00 app[run.2923]: - "Trades flipped: 0"
2018-03-08T01:33:53.634016+00:00 app[run.2923]: - "The SCRUM filled"
2018-03-08T01:33:53.634017+00:00 app[run.2923]: - D, [2018-03-08T01:33:53.630556 #4] DEBUG -- : (1.5ms) BEGIN
2018-03-08T01:33:53.634024+00:00 app[run.2923]: - D, [2018-03-08T01:33:53.633757 #4] DEBUG -- : SQL (2.0ms) INSERT INTO "flipped_trades" ("trade_pair", "base_currency_purchased", "buy_price", "cost", "buy_order_id", "created_at", "updated_at") VALUES ($1, $2, $3, $4, $5, $6, $7) RETURNING "id" [["trade_pair", "LTC-USD"], ["base_currency_purchased", "0.00013058"], ["buy_price", "187.58"], ["cost", "0.0244941964"], ["buy_order_id", "ddd4589e-53e3-455a-84ef-06506de63a5c"], ["created_at", "2018-03-08 01:33:53.630750"], ["updated_at", "2018-03-08 01:33:53.630750"]]
2018-03-08T01:34:05.171999+00:00 heroku[run.6057]: - Awaiting client
2018-03-08T01:34:05.234461+00:00 heroku[run.6057]: - Starting process with command `bash`
2018-03-08T01:34:05.303233+00:00 heroku[run.6057]: - State changed from starting to up
2018-03-08T01:34:05.974811+00:00 app[run.2923]: - D, [2018-03-08T01:33:53.636504 #4] DEBUG -- : (2.3ms) COMMIT
2018-03-08T01:34:05.974840+00:00 app[run.2923]: - "Buy fees incurred: 0.0"
2018-03-08T01:34:05.974842+00:00 app[run.2923]: - "Selling at 187.88 for an estimated profit of 0.00003917 USD and 0.0 LTC."
2018-03-08T01:34:05.974844+00:00 app[run.2923]: - "LIMIT SELL: 0.00013058 LTC @ $187.88"
2018-03-08T01:34:05.974846+00:00 app[run.2923]: - "API Error: {\"message\":\"size is too small. Minimum size is 0.1\"}, Msg: {\"message\":\"size is too small. Minimum size is 0.1\"}, Class: Coinbase::Exchange::BadRequestError"
2018-03-08T01:34:05.974849+00:00 app[run.2923]: - "API Error: {\"message\":\"size is too small. Minimum size is 0.1\"}, Msg: {\"message\":\"size is too small. Minimum size is 0.1\"}, Class: Coinbase::Exchange::BadRequestError"
2018-03-08T01:34:05.974851+00:00 app[run.2923]: - "LIMIT SELL: 0.00013058 LTC @ $187.88"
2018-03-08T01:34:05.974848+00:00 app[run.2923]: - "LIMIT SELL: 0.00013058 LTC @ $187.88"
Happens rarely, during periods of very high exchange trading activity.
When a request to place a buy order is placed successfully, but the response times out, the time out is rescued and the trader places another buy. It carries on trading but the initial buy untracked/unaccounted. This leaves the quantity of the initial buy in the base currency exchange account.
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