This repository has been archived by the owner on Feb 15, 2022. It is now read-only.
Fix live trading for GDAX (and others) add a message to improve low volume pre-roll #470
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
cmroche
commented
Aug 14, 2017
| @@ -114,11 +114,10 @@ module.exports = function container (get, set, clear) { | |||
| limit: 1000 | |||
| } | |||
| if (db_cursor) { | |||
| trade_cursor = db_cursor | |||
There was a problem hiding this comment.
This line isn't actually necessary, was added in a previous PR I sent. This conditional branch once getNext is called following any valid data. The function passed to engine.update which set the db_cursor will also properly set the trade_cursor using a call to s.exchange.getCursor as one would expect.
cmroche
commented
Aug 14, 2017
| opts.query.time = {$gt: db_cursor} | ||
| } | ||
| else { | ||
| trade_cursor = query_start |
There was a problem hiding this comment.
This line however is necessary, since we may quit pre-roll after 1 iteration and no data may be present. In that case we would have an invalid trade_cursor once we started updating the engine causing exchange.getTrades to return and process as many results as possible in a single API call.
cmroche
changed the title
DeviaVir
approved these changes
Aug 14, 2017
supersabbath
pushed a commit
to supersabbath/zenbot
that referenced
this pull request
Oct 2, 2017
…olume pre-roll (DeviaVir#470) * Show a message now while waiting for first live trade * Fixing pre-roll trade_cursor for exchanges that don't paginate on timestamps
This was referenced Apr 13, 2021
This was referenced Apr 27, 2021
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This is an improvement to the previous low volume fix. In low volume markets there may not be any trades during the pre_roll or initial live trading periods, it is not possible to show reports in that case which gives the impression that the bot it broken. Now we will at least show a message indicating that we are waiting for data before reporting starts.
Also provide a fix for broken trading GDAX. The exchange doesn't use timestamps so it is necessary to call getCursor when setting the trade_cursor.