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Bug hunting

This commit is contained in:
Nicolás Sánchez 2024-10-30 18:19:58 -03:00
parent 8981353230
commit a26dbf41b5
4 changed files with 32 additions and 21 deletions
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4
changelog.txt
View File

@ -1,3 +1,7 @@
2024.10.30:
. Changes trying to catch the wrong base amount bug.
. Simplified new_market_order code.
2024.10.29:
. New functions to get top ask and top bid prices.
. Improvements when dealing with shallow orderbooks.

28
exchange_wrapper.py
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@ -39,7 +39,6 @@ class broker:
self.exchange.load_markets()
def all_markets(self,no_retries=False):
retries = self.retries
while retries>0:
@ -674,22 +673,21 @@ class broker:
if side=="buy":
to_buy = float(size)
if not amount_in_base:
order_book = self.get_order_book(symbol)
if order_book=={}:
self.logger.log_this(f"new_market_order - Orderbook request returned an empty dictionary - Not using orderbook. Switching to a less precise method.",1,symbol)
price = self.get_ticker_price(symbol)
else:
price = self.average_price_depth(order_book,size,side)
if price is None:
#Something failed, back to the basics
self.logger.log_this(f"new_market_order - average_price_depth returned None. Switching to a less precise method.",1,symbol)
price = self.get_ticker_price(symbol)
to_buy = float(size)/price
#order_book = self.get_order_book(symbol)
#if order_book=={}:
# self.logger.log_this(f"new_market_order - Orderbook request returned an empty dictionary - Not using orderbook. Switching to a less precise method.",1,symbol)
# price = self.get_ticker_price(symbol)
#else:
# price = self.average_price_depth(order_book,size,side)
# if price is None:
# #Something failed, back to the basics
# self.logger.log_this(f"new_market_order - average_price_depth returned None. Switching to a less precise method.",1,symbol)
# price = self.get_ticker_price(symbol)
to_buy = float(size)/self.get_top_ask_price(pair)
amount = self.amount_to_precision(pair,to_buy)
else:
amount = self.amount_to_precision(pair,size) #Market sell orders are ALWAYS nominated in baseexchange.create_order(pair,"market",side,amount)
#self.logger.log_this(f"Order to be sent: {side} {amount}",1,pair)
amount = self.amount_to_precision(pair,size) #Market sell orders are always nominated in base currency
order_to_send = self.exchange.create_order(pair,"market",side,amount)
time.sleep(self.wait_time)
return self.get_order(order_to_send["id"],pair)

2
main.py
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@ -22,7 +22,7 @@ In case the permissions of the certificate changes, reset them this way:
# ll /etc/letsencrypt/
'''
version = "2024.10.29"
version = "2024.10.30"
'''
Color definitions. If you want to change them, check the reference at https://en.wikipedia.org/wiki/ANSI_escape_code#Colors

19
trader.py
View File

@ -120,6 +120,8 @@ class trader:
#Reset some variables
self.safety_order_index = 0
self.status_dict["deal_order_history"].clear()
self.tp_order = self.broker.get_empty_order()
self.so = self.broker.get_empty_order()
#Reloads the market
new_market_data = self.broker.fetch_market(self.pair)
@ -214,13 +216,19 @@ class trader:
#Wait until the first order gets filled
self.status_dict["pause_reason"] = "start_bot - waiting for the first order to get filled"
while True:
time.sleep(self.broker.get_wait_time())
#Wait a bit longer, to catch a bug:
#Sometimes the amount of base taken into account by the trader is lower than the amount bought,
# which ends up misrepresenting the trade cost per unit of base, which causes the take profit price to skyrocket.
# Maybe is the first market order getting "closed" before is fully filled?
# Or is there an error later in the trader?
#UPDATE: A rogue order appeared selling half of the last filled safety order.
# Is Gate.io pulling shady stuff?
time.sleep(self.broker.get_wait_time()*self.broker.get_cooldown_multiplier())
returned_order = self.broker.get_order(first_order["id"],self.pair)
if returned_order==self.broker.get_empty_order():
self.broker.logger.log_this("Problems with the initial order",1,self.pair)
return 1
elif returned_order["status"]=="closed":
self.tp_order = returned_order #Why????
break
elif returned_order["status"]=="expired":
self.broker.logger.log_this(f"First order expired. Id: {returned_order['id']}",1,self.pair)
@ -250,7 +258,8 @@ class trader:
if returned_order["filled"]!=None:
self.total_amount_of_base = returned_order["filled"]
if not self.is_short:
self.total_amount_of_base -= self.parse_fees(returned_order)[0] #The substraction is because some exchanges charges some fees in base
#self.total_amount_of_base -= self.parse_fees(returned_order)[0] #The substraction is because some exchanges charges some fees in base
self.total_amount_of_base -= self.fees_paid_in_base
self.total_amount_of_quote = returned_order["cost"]
else:
self.broker.logger.log_this("Error starting bot. Aborting.",1,self.pair)
@ -900,8 +909,8 @@ class trader:
self.status_dict["pause_reason"] = "take_profit_routine - var cleanup"
self.fees_paid_in_quote = 0
self.fees_paid_in_base = 0
self.tp_order = self.broker.get_empty_order()
self.so = self.broker.get_empty_order()
#self.tp_order = self.broker.get_empty_order()
#self.so = self.broker.get_empty_order()
self.safety_price_table.clear()
#self.safety_order_index = 0
self.config_dict = self.reload_config_dict()