tokocrypto / hummingbot Goto Github PK

This project forked from hummingbot/hummingbot

Hummingbot: a client for crypto market making

License: Apache License 2.0

Python 77.60% Shell 0.40% Batchfile 0.01% Dockerfile 0.04% C++ 0.13% Makefile 0.01% JavaScript 0.02% TypeScript 11.94% Cython 9.86%

hummingbot's Introduction

Hummingbot is an open source client-side framework that helps you build, manage, and run automated trading strategies, or bots. This code is free and publicly available under the Apache 2.0 open source license!

Docs · Install · FAQ · Developers · CEX Connectors · DEX Connectors

Why Hummingbot?

CEX and DEX connectors: Hummingbot supports connectors to 30+ centralized exchanges and 7+ decentralized exchanges
Advanced market making strategies: Hummingbot ships with 10+ customizable strategy templates like Cross-Exchange Market Making, Avellaneda Market Making (based on the classic Avellaneda & Stoikov paper), and Spot Perpetual Arbitrage
Secure local client: Hummingbot is a local client software that you install and run on your own devices or cloud virtual machines. It encrypts your API keys and private keys and never exposes them to any third parties.
Community-driven: Inspired by Linux, Hummingbot is managed by a not-for-profit foundation that enables the community to govern how the codebase evolves, using the Hummingbot Governance Token (HBOT).

Help us democratize high-frequency trading and make powerful trading algorithms accessible to everyone in the world!

Certified Cryptocurrency Exchanges

Hummingbot's Exchange Certification program is a community-driven process that selects certain exchanges in the Hummingbot codebase to be certified. Certified exchanges are clearly differentiated from non-certified exchanges in the Hummingbot client and documentation, get developer bounties to fund bug fixes and improvements, priority support, and other benefits.

name	docs (by connector type)	signup code
AscendEx	spot	UEIXNXKW
Binance	spot	FQQNNGCD
Binance Futures	perps	hummingbot
Bybit	spot / perps
FTX	spot
Gate.io	spot	5868285
HitBTC	spot
Huobi Global	spot	en9k2223
KuCoin	spot	272KvRf
OKX	spot	1931920

Supported Centralized Exchange Connectors

name	docs (by connector type)	signup code
AltMarkets.io	spot
AscendEx	spot	UEIXNXKW
Beaxy	spot
Binance	spot	FQQNNGCD
Binance Futures	perps	hummingbot
Binance US	spot
Bitfinex	spot	dxCUrjvc
Bitget	perps
BitMart	spot	UM6fQV
Bitmex	spot / perps
Bittrex Global	spot
Blocktane	spot
BTC Markets	spot
Bybit	spot / perps
Coinbase Pro	spot
CoinFLEX	spot / perps
CoinZoom	spot
Crypto.com	spot
Digifinex	spot
FTX	spot
Gate.io	spot	5868285
HitBTC	spot
Huobi Global	spot	en9k2223
Kraken	spot
KuCoin	spot	272KvRf
Latoken	spot
Liquid	spot
MEXC Global	spot
NDAX	spot
OKX	spot	1931920
Probit Global	spot
Probit Korea	spot
WazirX	spot

Decentralized Exchange Connectors

logo	name	docs (by connector type)	certified	signup code
	dYdX Perpetual	perp clob
	Loopring	spot clob
	Pangolin	amm
	Quickswap	amm
	Sushiswap	amm
	TraderJoe	amm
	Uniswap	concentrated liquidity amm

Getting Started

Community

Other Hummingbot Repos

Hummingbot Site: Official website and documentation for Hummingbot - we welcome contributions here too!
Hummingbot Project Management: Agendas and recordings of regular Hummingbot developer and community calls
Awesome Hummingbot: All the Hummingbot links
Hummingbot StreamLit Apps: Hummingbot-related StreamLit data apps and dashboards

Contributions

Hummingbot belongs to its community, so we welcome contributions! Please review these guidelines first.

To have your pull request reviewed by the community, submit a Pull Request Proposal on our Snapshot. Note that you will need 1 HBOT in your Ethereum wallet to submit a Pull Request Proposal. See https://www.coingecko.com/coins/hummingbot for markets where HBOT trades.

Legal

License: Hummingbot is licensed under Apache 2.0.
Data collection: read important information regarding Hummingbot Data Collection.

hummingbot's People

Contributors

Stargazers

Watchers

Forkers

bangtopnasution silencebeat techuntukmu tecnocritik

hummingbot's Issues

Tokocrypto: Number of filled trades differ on the client and on the exchange

Describe the bug
There is a discrepancy on recorded filled orders on the exchange and on the client/tradecsv. On my most recent test, I got 8 trades recorded in the exchange.

But on the client, it shows 15

Steps To Reproduce
1.Create a PMM strategy using tokocrypto
2.set a tight spread to get orders filled easily.
3.Run the bot for 10-20 minutes. Compare result on the history/history --verbose vs the recorded filled trades on the exchange

Release version
Version: dev-1.10.0

Attachments
tokotrades.zip

Tokocrypto: response server time log at the start of the client

Describe the bug
Opening this ticket for confirmation if this is an expected behavior.

The following message is shown right after starting the client, although this doesn't affect the bots behavior, it's just not clear where it is coming from. Maybe this can be hidden or we just need a confirmation from the dev what triggers the message.

Steps To Reproduce
Here are the steps to reproduce the issue (see attachments in the section below):

Set up your configuration file with these parameters: ...
Start the bot using this command: ...
...

Screenshots
Similar message are seen after adding and API key and starting the strategy

Release version
Version: dev-1.10.0

Attachments
Logs not required since message is not added in the log file

Tokocrypto: Failed to refresh listen key

Describe the bug
Captured this error while running a bot for an hour. So far I only had one instance of this error on an hour of run time.

2022-11-18 09:32:52,640 - 6030 - hummingbot.connector.exchange.tokocrypto.tokocrypto_api_user_stream_data_source.TokocryptoAPIUserStreamDataSource - WARNING - Failed to refresh the listen key xKuUaZszvDGgSRmqBoLMVfxP4rqPqUkDFFb0JeEKPbNNWSORcFwzQaA89QXB: {'code': 3702, 'msg': 'Invalid signature.', 'timestamp': 1668735172744}
2022-11-18 09:32:52,643 - 6030 - hummingbot.connector.exchange.tokocrypto.tokocrypto_api_user_stream_data_source.TokocryptoAPIUserStreamDataSource - ERROR - Error occurred renewing listen key ...

Steps To Reproduce

Run the client
Connect Tokocrypto API key
Create and run a pure market making strategy

Release version
Version: dev-1.10.0

Attachments
Logs and config: tokocrypto_logs_config.zip

Kapan ada exchange TKO IDR ?

Selamat siang tokocrypto, kapan hummingbot versi tokocrypto ada exchange tko idr ?

Tokocrypto: Invalid API response message not detailed

Describe the bug
When an invalid API key for Tokocrypto is added, the following response message is shown:

We need a better response message so that users will be aware on what could have possibly happen or the next step to take.

Steps To Reproduce
Here are the steps to reproduce the issue (see attachments in the section below):

Start the Hummingbot client
Connect to Tokocrypto by running connect tokocrypto
Add random keys
...

Release version
Version: dev-1.10.0

Attachments

Tokocrypto: Invalid variable type: value should be str or int, got None of type <class 'NoneType'>.

Describe the bug

Getting an error during fetching status update Invalid variable type: value should be str or int, got None of type <class 'NoneType'>. Tracking down the orders affected, It seems the bot trying to fetch the order id xTKOTCSUTDI5edbd8769a3d55647cb05 (not yet created) and creating an order with the same order id at the same time.

2022-11-18 20:06:00,450 - 1238491 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - NETWORK - Error fetching status update for the order xTKOTCSUTDI5edbd8769a3d55647cb05: Invalid variable type: value should be str or int, got None of type <class 'NoneType'>.
2022-11-18 20:06:00,450 - 1238491 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Failed to fetch status update for the order xTKOTCSUTDI5edbd8769a3d55647cb05.
2022-11-18 20:06:00,533 - 1238491 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT_MAKER SELL order xTKOTCSUTDI5edbd8769a3d55647cb05 for 11.00000000 USDT-DAI.
2022-11-18 20:06:00,543 - 1238491 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668773160.0, "type": "OrderType.LIMIT_MAKER", "trading_pair": "USDT-DAI", "amount": "11.00000000", "price": "1.00910000", "order_id": "xTKOTCSUTDI5edbd8769a3d55647cb05", "creation_timestamp": 1668773160.0, "exchange_order_id": "157117125", "leverage": 1, "position": "NIL", "event_name": "SellOrderCreatedEvent", "event_source": "tokocrypto"}
2022-11-18 20:06:10,002 - 1238491 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Canceling the limit order xTKOTCSUTDI5edbd8769a3d55647cb05. [clock=2022-11-18 12:06:10+00:00]
2022-11-18 20:06:10,202 - 1238491 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668773170.0, "order_id": "xTKOTCSUTDI5edbd8769a3d55647cb05", "exchange_order_id": "157117125", "event_name": "OrderCancelledEvent", "event_source": "tokocrypto"}
2022-11-18 20:06:10,202 - 1238491 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order xTKOTCSUTDI5edbd8769a3d55647cb05.

Confirmed that these orders are being created and cancelled on the exchange.

Other order id's captured on the logs with the same issue as above:

xTKOTCSUTDI5edc15b614b695647cb05
xTKOTCSUTDI5edc15b614c1d5647cb05
xTKOTCSUTDI5edc889a484195647cb05

Steps To Reproduce

Create a PMM strategy using tokocrypto
Set order refresh time to 10 sec and disable order refresh tolerance
Enable multiple order level (3 or more)
Start the strategy and run the bot for longer time (overnight)

Release version
Version: dev-1.10.0

Attachments
toko.zip

Tokocrypto: Random instance where it fails to create order and update balance

Describe the bug
Captured a scenario wherein the client stopped placing an order for about 2 min. It turns out that the balance did not update during this period. If we checked the exchanged, there was no open order at that time. So far I've seen it happened twice.

In the logs, the client created 4 ask orders (1 fail due to insufficient balance)

2022-11-17 14:23:50,020 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 4 ask orders at (Size, Price): ['15 USDT, 0.9992 DAI', '15 USDT, 1.0092 DAI', '15 USDT, 1.0192 DAI', '4.2 USDT, 1.0292 DAI']
2022-11-17 14:23:50,056 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:23:50,096 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666230.0, "order_id": "xTKOTCSUTDI5eda4a1e39c752ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:23:50,099 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a1e39c752ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666230.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a1e39c752ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:23:50,452 - 15901 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT_MAKER SELL order xTKOTCSUTDI5eda4a1e39c432ebbfafe for 15.00000000 USDT-DAI.
2022-11-17 14:23:50,452 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666230.0, "type": "OrderType.LIMIT_MAKER", "trading_pair": "USDT-DAI", "amount": "15.00000000", "price": "1.00920000", "order_id": "xTKOTCSUTDI5eda4a1e39c432ebbfafe", "creation_timestamp": 1668666230.0, "exchange_order_id": "156974359", "leverage": 1, "position": "NIL", "event_name": "SellOrderCreatedEvent", "event_source": "tokocrypto"}
2022-11-17 14:23:50,458 - 15901 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT_MAKER SELL order xTKOTCSUTDI5eda4a1e39c612ebbfafe for 15.00000000 USDT-DAI.
2022-11-17 14:23:50,459 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666230.0, "type": "OrderType.LIMIT_MAKER", "trading_pair": "USDT-DAI", "amount": "15.00000000", "price": "1.01920000", "order_id": "xTKOTCSUTDI5eda4a1e39c612ebbfafe", "creation_timestamp": 1668666230.0, "exchange_order_id": "156974360", "leverage": 1, "position": "NIL", "event_name": "SellOrderCreatedEvent", "event_source": "tokocrypto"}
2022-11-17 14:23:50,499 - 15901 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT_MAKER SELL order xTKOTCSUTDI5eda4a1e39bdd2ebbfafe for 15.00000000 USDT-DAI.
2022-11-17 14:23:50,499 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666230.0, "type": "OrderType.LIMIT_MAKER", "trading_pair": "USDT-DAI", "amount": "15.00000000", "price": "0.99920000", "order_id": "xTKOTCSUTDI5eda4a1e39bdd2ebbfafe", "creation_timestamp": 1668666230.0, "exchange_order_id": "156974361", "leverage": 1, "position": "NIL", "event_name": "SellOrderCreatedEvent", "event_source": "tokocrypto"}
2022-11-17 14:24:00,083 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Canceling the limit order xTKOTCSUTDI5eda4a1e39bdd2ebbfafe. [clock=2022-11-17 06:24:00+00:00]
2022-11-17 14:24:00,083 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Canceling the limit order xTKOTCSUTDI5eda4a1e39c432ebbfafe. [clock=2022-11-17 06:24:00+00:00]
2022-11-17 14:24:00,083 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Canceling the limit order xTKOTCSUTDI5eda4a1e39c612ebbfafe. [clock=2022-11-17 06:24:00+00:00]
2022-11-17 14:24:00,572 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666240.0, "order_id": "xTKOTCSUTDI5eda4a1e39bdd2ebbfafe", "exchange_order_id": "156974361", "event_name": "OrderCancelledEvent", "event_source": "tokocrypto"}
2022-11-17 14:24:00,576 - 15901 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order xTKOTCSUTDI5eda4a1e39bdd2ebbfafe.
2022-11-17 14:24:00,577 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666240.0, "order_id": "xTKOTCSUTDI5eda4a1e39c612ebbfafe", "exchange_order_id": "156974360", "event_name": "OrderCancelledEvent", "event_source": "tokocrypto"}
2022-11-17 14:24:00,580 - 15901 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order xTKOTCSUTDI5eda4a1e39c612ebbfafe.
2022-11-17 14:24:00,616 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666240.0, "order_id": "xTKOTCSUTDI5eda4a1e39c432ebbfafe", "exchange_order_id": "156974359", "event_name": "OrderCancelledEvent", "event_source": "tokocrypto"}
2022-11-17 14:24:00,619 - 15901 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order xTKOTCSUTDI5eda4a1e39c432ebbfafe.

After this orders are canceled, the client starts to create a single ask order however it fails due to not meeting the exchange requirement. This is when we can see that there are no orders in the client for about 2min.

2022-11-17 14:24:01,000 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:24:01,001 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:24:01,002 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666241.0, "order_id": "xTKOTCSUTDI5eda4a28b26fe2ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:24:01,004 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a28b26fe2ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666241.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a28b26fe2ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:24:12,064 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:24:12,065 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:24:12,066 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666252.0, "order_id": "xTKOTCSUTDI5eda4a333f8c52ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:24:12,068 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a333f8c52ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666252.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a333f8c52ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:24:23,009 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:24:23,009 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:24:23,010 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666263.0, "order_id": "xTKOTCSUTDI5eda4a3daf94e2ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:24:23,013 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a3daf94e2ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666263.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a3daf94e2ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:24:34,049 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:24:34,050 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:24:34,050 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666274.0, "order_id": "xTKOTCSUTDI5eda4a4836f0f2ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:24:34,053 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a4836f0f2ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666274.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a4836f0f2ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:24:45,001 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:24:45,002 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:24:45,003 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666285.0, "order_id": "xTKOTCSUTDI5eda4a52a8dbc2ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:24:45,005 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a52a8dbc2ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666285.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a52a8dbc2ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:24:56,001 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:24:56,002 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:24:56,003 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666296.0, "order_id": "xTKOTCSUTDI5eda4a5d266db2ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:24:56,006 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a5d266db2ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666296.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a5d266db2ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:25:07,029 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:25:07,030 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:25:07,031 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666307.0, "order_id": "xTKOTCSUTDI5eda4a67aae052ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:25:07,034 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a67aae052ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666307.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a67aae052ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:25:18,001 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:25:18,002 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:25:18,003 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666318.0, "order_id": "xTKOTCSUTDI5eda4a722182f2ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:25:18,006 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a722182f2ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666318.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a722182f2ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:25:29,001 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:25:29,003 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:25:29,004 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666329.0, "order_id": "xTKOTCSUTDI5eda4a7c9f5872ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:25:29,006 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a7c9f5872ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666329.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a7c9f5872ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:25:40,055 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:25:40,056 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:25:40,057 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666340.0, "order_id": "xTKOTCSUTDI5eda4a8729c5c2ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:25:40,059 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a8729c5c2ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666340.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a8729c5c2ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:25:51,044 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 1 ask orders at (Size, Price): ['4.2 USDT, 0.9992 DAI']
2022-11-17 14:25:51,045 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:25:51,046 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666351.0, "order_id": "xTKOTCSUTDI5eda4a91a4a1f2ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}
2022-11-17 14:25:51,048 - 15901 - hummingbot.connector.client_order_tracker - INFO - Order xTKOTCSUTDI5eda4a91a4a1f2ebbfafe has failed. Order Update: OrderUpdate(trading_pair='USDT-DAI', update_timestamp=1668666351.0, new_state=<OrderState.FAILED: 6>, client_order_id='xTKOTCSUTDI5eda4a91a4a1f2ebbfafe', exchange_order_id=None, misc_updates=None)
2022-11-17 14:26:02,028 - 15901 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (USDT-DAI) Creating 4 ask orders at (Size, Price): ['15 USDT, 0.9992 DAI', '15 USDT, 1.0092 DAI', '15 USDT, 1.0192 DAI', '4.2 USDT, 1.0292 DAI']
2022-11-17 14:26:02,057 - 15901 - hummingbot.connector.exchange.tokocrypto.tokocrypto_exchange.TokocryptoExchange - WARNING - Sell order amount 0 is lower than the minimum order size 0.10000000. The order will not be created.
2022-11-17 14:26:02,091 - 15901 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1668666362.0, "order_id": "xTKOTCSUTDI5eda4a9c1e5b92ebbfafe", "order_type": "OrderType.LIMIT_MAKER", "event_name": "MarketOrderFailureEvent", "event_source": "tokocrypto"}

Steps To Reproduce

Possible step on how to replicate the behavior:

Create a PMM strategy using tokocrypto
Set order refresh time to 10 sec and disable order refresh tolerance
Enable multiple order level (3 or more)
Start the strategy and run the status --live command.
Monitor the status
Note: This is random so it can occur within 10 min or within an hour.

Release version
Version: dev-1.10.0

Attachments
tokocrypto-test-logs-and-config.zip

Tokocrypto: Incorrect filled order timestamp

Describe the bug
Executing trades thru the bot using Tokocrypto results to an incorrect filled order timestamp. Upon further checking I noticed that on all instances the trades are only recorded whenever the orders are about to get cancelled.

Example:

Actual timestamp of this order on the exchange 2022-11-21 09:26:25

Filled order timestamp on the bot 2022-11-21 09:26:47

Same result when executing history --verbose command

Steps To Reproduce

Create and run a pure market making bot using Tokocrypto
Set tight spreads to execute trades faster
Monitor the trade history on the exchange
Check the bot and notice that the filled trade doesn't appear yet and will only be recorded when the order is about to be cancelled

Release version
Version: dev-1.10.0

Attachments
Logs, config and data files:
toko_filled.zip

Recommend Projects

React

A declarative, efficient, and flexible JavaScript library for building user interfaces.
Vue.js

🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
Typescript

TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
TensorFlow

An Open Source Machine Learning Framework for Everyone
Django

The Web framework for perfectionists with deadlines.
Laravel

A PHP framework for web artisans
D3

Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

javascript

JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
web

Some thing interesting about web. New door for the world.
server

A server is a program made to process requests and deliver data to clients.
Machine learning

Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Visualization

Some thing interesting about visualization, use data art
Game

Some thing interesting about game, make everyone happy.

Recommend Org

Facebook

We are working to build community through open source technology. NB: members must have two-factor auth.
Microsoft

Open source projects and samples from Microsoft.
Google

Google ❤️ Open Source for everyone.
Alibaba

Alibaba Open Source for everyone
D3

Data-Driven Documents codes.
Tencent

China tencent open source team.

Jobs

Jooble