Console log incorrectly reports all trades as PONG

[eniware-org]

Self explanatory, really.

[eniware-org]

Actually, there are PINGs, but only when the bot starts...
Maybe SellPing should be infinity, instead of 0.0000?

[ctubio]

im sorry maybe is cos is to late here but what means SellPing?

in any case having a value of 0 or infinity doesnt looks right to me.

[ctubio]

🐨 i cannot reproduce this, but let me know if you still want to reopen the issue :S

[eniware-org]

Yes, it is still an issue. Have a look here:

... and in the console:

Here is on the SELL side:

As the QE is treating it as PONG, it also does not respect trades/sec protection. Also, The bot should only ping at BidSide, but fails to stop pinging at SellSide!!!

When I restart K.sh, things are back to normal!

Please, reopen this and let me know if you need any other information.

[eniware-org]

So, here, after I restarted the bot all is fine until all pings are pong-ed. Then it always pongs:

[MiningInMySleep]

Any update on this? It's related to the issue described in this discussion thread: #1069

If the bot does not reliably ping/pong, strategies involving HFT are not viable (on boomerang?) because the bot will not reliably close positions (AKA take profit) when opportunities present themselves. There have been cases where K has pong'd itself into TBP held state with no actual pings available.

Once again, to illustrate my point, this should not happen with a pongWidth% of 0.001:

50017 -> 49537 is almost a 1% move and it wasn't registering a pong under boomerang.

[eniware-org]

@MiningInMySleep As I mentioned earlier, you can restart the BOT (not just the QE) to go back to the normal behavior, but this is not really a solution.
Just noticed that you are complaining about constant PINGs as I worry about constant PONGs - two opposite symptoms, but there must be the same reason and unfortunately - the same bad consequences.

[oorzkws]

Ran into the same pong issue today, it has a pretty heavy effect on the trade logic.

edit: even after a few restarts, had left it for 4h and lost 5% on both sides.

edit 2: This has gotten significantly worse over the last few days.

[andy1245]

I ran into the same issue on bitmex. I must confess, that I'm new to your project, but it seems, that K does always PONGs.

[ctubio]

thanks for insist on this; i can reproduce it as well

in case someone wanna fix it, the issue must be all inside the single file src/bin/trading-bot/trading-bot.data.h

otherwise i will attempt to find the solution soOn'' (cannot now cos i need to find myself first :S sorry)

[Corfucinas]

@ctubio

Maybe we can all work on this together to solve it, what do you suggest? should we create a group to communicate easier?

[ctubio]

finally this will be fixed at #1096

seems is because the quoting engine calculate safeties each second but orders can be filled faster, so a pong order can become a ping before the quoting engine notices it; cos an order is just filled and closed the last opened position so no more pongs really can exists (since pings are limited but pongs are freely done, this trade that really is now a ping will not be limited cos the quoting engine thinks that is a pong still)

[Corfucinas]

Strong debug skills

[ctubio]