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(feat) simplify funding payment loop #6656

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wants to merge 22 commits into from
Closed

(feat) simplify funding payment loop #6656

wants to merge 22 commits into from

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cardosofede
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Before submitting this PR, please make sure:

  • Your code builds clean without any errors or warnings
  • You are using approved title ("feat/", "fix/", "docs/", "refactor/")

A description of the changes proposed in the pull request:
Simplify the tasks that request funding payments for each trading pair.

Tests performed by the developer:

Tips for QA testing:

@rapcmia rapcmia linked an issue Nov 16, 2023 that may be closed by this pull request
Feature Request : Improvements on funding payment info #6654
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@rapcmia
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rapcmia commented Nov 16, 2023

PR update:

  • Review log files of script running for multiple market pairs runtime 15hrs
  • We did not observe errors related to Binance perpetual - Unexpected error updating funding info. #6653
  • However there are still instances of Unexpected error while fetching last fee payment.. 
    2023-11-16 07:20:37,330 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for WLD-USDT.
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/perpetual_derivative_py_base.py", line 407, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 777, in _fetch_last_fee_payment
    payment_response = await self._api_get(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 863, in _api_get
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request GET https://fapi.binance.com/fapi/v1/income. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}

logs_v2_market-making_dman_v3_multiple_pairs6_5x6.log

@nikspz
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nikspz commented Nov 17, 2023

commit 0d6f14b
Test performed:

  • Cloned and installed feature branch
  • connected binance_perpetual
  • Set up longrun using script v2_market-making_dman_v3_multiple_pairs running with 5 pairs and 6 order levels each
  • Error after ~16.8 hours Network status has changed to NetworkStatus.NOT_CONNECTED. and then re- CONNECTED again
  • Client initialized order book for LINK,XRP,MTL (3/5) (NOT initialized order book for WLD-USDT)
  • Network status has again changed to NetworkStatus.NOT_CONNECTED. Stopping networking...
  • Unexpected error while fetching last fee payment for WLD-USDT (Error executing request GET https://fapi.binance.com/fapi/v1/income. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."})
  • 2023-11-16 07:20:37,403 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - WARNING - Could not fetch last fee payment for WLD-USDT. Check network connection.
  • First error fetching last fee payment happened after ~17 hours (time 07:20:37,403)
  • keep showing for other pairs, 3162 mentions during first 24 hours of Error while fetching last fee payment showed
  • first ban warning showed after 25 hours of run OSError: Error executing request GET https://fapi.binance.com/fapi/v1/time. HTTP status is 418. Error: {"code":-1003,"msg":"Way too many requests; IP(63.250.52.24) banned until 1700149679295. Please use the websocket for live updates to avoid bans."}
  • ban warning continue to showing after that as well, since ban was temporary
  • Reviewed the logs after 40 hours run and see that bot flooded with Could not fetch last fee payment for different pairs. Check network connection. Unexpected error while fetching last fee payment for MTL-USDT.
  • on the end review bot also get this warning: Error executing request GET https://fapi.binance.com/fapi/v1/income. HTTP status is 418. Error: {"code":-1003,"msg":"Way too many requests; IP(63.250.52.24) banned until 1700205284254. Please use the websocket for live updates to avoid bans."}
  • Stopped the bot and review Client not canceled the orders and not closed the positions. Had to force exit and cancel/close orders/positions manually

Traceback for first fundning payment errors:

2023-11-16 07:19:59,559 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119197.0, "type": "OrderType.LIMIT", "trading_pair": "XRP-USDT", "amount": "23.6", "price": "0.6344", "order_id": "x-3QreWesyBXPUT60a3fd8c315469880", "creation_timestamp": 1700119194.0, "exchange_order_id": "45071124871", "leverage": 20, "position": "OPEN", "event_name": "BuyOrderCreatedEvent", "event_source": "binance_perpetual"}
2023-11-16 07:20:10,018 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2023-11-16 07:20:13,732 - 1239167 - hummingbot.core.data_type.order_book_tracker - INFO - Initialized order book for LINK-USDT. 1/5 completed.
2023-11-16 07:20:16,153 - 1239167 - hummingbot.core.data_type.order_book_tracker - INFO - Initialized order book for XRP-USDT. 2/5 completed.
2023-11-16 07:20:20,006 - 1239167 - hummingbot.core.data_type.order_book_tracker - INFO - Initialized order book for MTL-USDT. 3/5 completed.
2023-11-16 07:20:20,007 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_api_order_book_data_source.BinancePerpetualAPIOrderBookDataSource - INFO - Subscribed to public order book, trade and funding info channels...
2023-11-16 07:20:21,452 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_user_stream_data_source.BinancePerpetualUserStreamDataSource - INFO - Successfully obtained listen key qnrTnlvvjr1uaMTkPVDVDk0cWYFbctkowLtQAj5ERIRbUPpSzN5CvIu71qcUEOjO
2023-11-16 07:20:30,178 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - INFO - Network status has changed to NetworkStatus.NOT_CONNECTED. Stopping networking...
2023-11-16 07:20:37,330 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for WLD-USDT.
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/perpetual_derivative_py_base.py", line 407, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 777, in _fetch_last_fee_payment
    payment_response = await self._api_get(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 863, in _api_get
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request GET https://fapi.binance.com/fapi/v1/income. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:20:37,403 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - WARNING - Could not fetch last fee payment for WLD-USDT. Check network connection.
2023-11-16 07:20:41,199 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for XRP-USDT.
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/perpetual_derivative_py_base.py", line 407, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 777, in _fetch_last_fee_payment
    payment_response = await self._api_get(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 863, in _api_get
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request GET https://fapi.binance.com/fapi/v1/income. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:20:41,201 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - WARNING - Could not fetch last fee payment for XRP-USDT. Check network connection.
2023-11-16 07:20:41,218 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for LTC-USDT.
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/perpetual_derivative_py_base.py", line 407, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 777, in _fetch_last_fee_payment
    payment_response = await self._api_get(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 863, in _api_get
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request GET https://fapi.binance.com/fapi/v1/income. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:20:41,219 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - WARNING - Could not fetch last fee payment for LTC-USDT. Check network connection.
2023-11-16 07:20:41,225 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for LINK-USDT.
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/perpetual_derivative_py_base.py", line 407, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 777, in _fetch_last_fee_payment
    payment_response = await self._api_get(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 863, in _api_get
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request GET https://fapi.binance.com/fapi/v1/income. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:20:41,226 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - WARNING - Could not fetch last fee payment for LINK-USDT. Check network connection.
2023-11-16 07:20:41,227 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for MTL-USDT.
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/perpetual_derivative_py_base.py", line 407, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 777, in _fetch_last_fee_payment
    payment_response = await self._api_get(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 863, in _api_get
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request GET https://fapi.binance.com/fapi/v1/income. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:20:41,228 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - WARNING - Could not fetch last fee payment for MTL-USDT. Check network connection.
2023-11-16 07:20:43,446 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - (MTL-USDT) Canceling the limit order x-3QreWesySMLUT60a3fc95f29b99880. [clock=2023-11-16 07:20:37+00:00]
2023-11-16 07:20:45,411 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - INFO - Funding payment of 0.00150451 paid on XRP-USDT market.
2023-11-16 07:20:45,429 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700064001000, "market": "binance_perpetual", "trading_pair": "XRP-USDT", "amount": "-0.00150451", "funding_rate": "0.00010000", "event_name": "FundingPaymentCompletedEvent", "event_source": "binance_perpetual"}
2023-11-16 07:20:45,431 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - INFO - Funding payment of 0.00141540 received on WLD-USDT market.
2023-11-16 07:20:45,434 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700092804000, "market": "binance_perpetual", "trading_pair": "WLD-USDT", "amount": "0.00141540", "funding_rate": "0.00010000", "event_name": "FundingPaymentCompletedEvent", "event_source": "binance_perpetual"}
2023-11-16 07:20:47,239 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - (MTL-USDT) Canceling the limit order x-3QreWesySMLUT60a3fc9e8c6039880. [clock=2023-11-16 07:20:46+00:00]
2023-11-16 07:20:49,482 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119246.0, "order_id": "x-3QreWesySMLUT60a3fc9e8c6039880", "exchange_order_id": "4392363572", "event_name": "OrderCancelledEvent", "event_source": "binance_perpetual"}
2023-11-16 07:20:49,555 - 1239167 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order x-3QreWesySMLUT60a3fc9e8c6039880.
2023-11-16 07:20:51,437 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119250.0, "order_id": "x-3QreWesySMLUT60a3fc95f29b99880", "exchange_order_id": "4392363368", "event_name": "OrderCancelledEvent", "event_source": "binance_perpetual"}
2023-11-16 07:20:51,460 - 1239167 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order x-3QreWesySMLUT60a3fc95f29b99880.
2023-11-16 07:20:52,012 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - Creating MTL-USDT sell order: price: 2.023226284544717020696685882 amount: 7.413901309301852549014154774.
2023-11-16 07:20:52,014 - 1239167 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing open order
2023-11-16 07:20:57,333 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - Creating MTL-USDT sell order: price: 1.938836267526604891854341533 amount: 7.736599655800573476139129327.
2023-11-16 07:20:57,334 - 1239167 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing open order
2023-11-16 07:20:57,842 - 1239167 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT SELL order x-3QreWesySMLUT60a3fdc1793019880 for 7 to OPEN a MTL-USDT position.
2023-11-16 07:20:57,920 - 1239167 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Open Order Created
2023-11-16 07:20:57,925 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119256.0, "type": "OrderType.LIMIT", "trading_pair": "MTL-USDT", "amount": "7", "price": "2.0232", "order_id": "x-3QreWesySMLUT60a3fdc1793019880", "creation_timestamp": 1700119250.0, "exchange_order_id": "4392378917", "leverage": 20, "position": "OPEN", "event_name": "SellOrderCreatedEvent", "event_source": "binance_perpetual"}
2023-11-16 07:20:59,543 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - (MTL-USDT) Canceling the limit order x-3QreWesySMLUT60a3fca9751e59880. [clock=2023-11-16 07:20:56+00:00]
2023-11-16 07:20:59,867 - 1239167 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT SELL order x-3QreWesySMLUT60a3fdc68c2669880 for 7 to OPEN a MTL-USDT position.
2023-11-16 07:20:59,903 - 1239167 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Open Order Created
2023-11-16 07:21:00,193 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119258.0, "type": "OrderType.LIMIT", "trading_pair": "MTL-USDT", "amount": "7", "price": "1.9388", "order_id": "x-3QreWesySMLUT60a3fdc68c2669880", "creation_timestamp": 1700119252.0, "exchange_order_id": "4392379080", "leverage": 20, "position": "OPEN", "event_name": "SellOrderCreatedEvent", "event_source": "binance_perpetual"}
2023-11-16 07:21:02,176 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119260.0, "order_id": "x-3QreWesySMLUT60a3fca9751e59880", "exchange_order_id": "4392363738", "event_name": "OrderCancelledEvent", "event_source": "binance_perpetual"}
2023-11-16 07:21:02,196 - 1239167 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order x-3QreWesySMLUT60a3fca9751e59880.
2023-11-16 07:21:02,269 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - (MTL-USDT) Canceling the limit order x-3QreWesySMLUT60a3fcab6b5099880. [clock=2023-11-16 07:21:00+00:00]
2023-11-16 07:21:04,563 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119262.0, "order_id": "x-3QreWesySMLUT60a3fcab6b5099880", "exchange_order_id": "4392363758", "event_name": "OrderCancelledEvent", "event_source": "binance_perpetual"}
2023-11-16 07:21:04,620 - 1239167 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order x-3QreWesySMLUT60a3fcab6b5099880.
2023-11-16 07:21:05,592 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - Creating MTL-USDT sell order: price: 2.107596921625744400957830629 amount: 7.117110414276652858740686155.
2023-11-16 07:21:05,594 - 1239167 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing open order
2023-11-16 07:21:09,019 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2023-11-16 07:21:10,273 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - Creating MTL-USDT sell order: price: 2.191979809341856527889135221 amount: 6.843128725945591852780537362.
2023-11-16 07:21:10,273 - 1239167 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing open order
2023-11-16 07:21:10,456 - 1239167 - hummingbot.core.data_type.order_book_tracker - INFO - Initialized order book for LINK-USDT. 1/5 completed.
2023-11-16 07:21:10,586 - 1239167 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT SELL order x-3QreWesySMLUT60a3fdce6cc109880 for 7 to OPEN a MTL-USDT position.
2023-11-16 07:21:10,613 - 1239167 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Open Order Created
2023-11-16 07:21:10,740 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119269.0, "type": "OrderType.LIMIT", "trading_pair": "MTL-USDT", "amount": "7", "price": "2.1075", "order_id": "x-3QreWesySMLUT60a3fdce6cc109880", "creation_timestamp": 1700119264.0, "exchange_order_id": "4392379330", "leverage": 20, "position": "OPEN", "event_name": "SellOrderCreatedEvent", "event_source": "binance_perpetual"}
2023-11-16 07:21:13,546 - 1239167 - hummingbot.core.data_type.order_book_tracker - INFO - Initialized order book for XRP-USDT. 2/5 completed.
2023-11-16 07:21:14,111 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - (MTL-USDT) Canceling the limit order x-3QreWesySMLUT60a3fcb6f33b69880. [clock=2023-11-16 07:21:13+00:00]
2023-11-16 07:21:15,677 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119274.0, "order_id": "x-3QreWesySMLUT60a3fcb6f33b69880", "exchange_order_id": "4392364680", "event_name": "OrderCancelledEvent", "event_source": "binance_perpetual"}
2023-11-16 07:21:15,719 - 1239167 - hummingbot.connector.client_order_tracker - INFO - Successfully canceled order x-3QreWesySMLUT60a3fcb6f33b69880.
2023-11-16 07:21:16,479 - 1239167 - hummingbot.core.data_type.order_book_tracker - INFO - Initialized order book for MTL-USDT. 3/5 completed.
2023-11-16 07:21:16,483 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_api_order_book_data_source.BinancePerpetualAPIOrderBookDataSource - INFO - Subscribed to public order book, trade and funding info channels...
2023-11-16 07:21:18,881 - 1239167 - hummingbot.connector.client_order_tracker - INFO - Created LIMIT SELL order x-3QreWesySMLUT60a3fdd2e32d79880 for 6 to OPEN a MTL-USDT position.
2023-11-16 07:21:18,930 - 1239167 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Open Order Created
2023-11-16 07:21:19,076 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119274.0, "type": "OrderType.LIMIT", "trading_pair": "MTL-USDT", "amount": "6", "price": "2.1919", "order_id": "x-3QreWesySMLUT60a3fdd2e32d79880", "creation_timestamp": 1700119269.0, "exchange_order_id": "4392379524", "leverage": 20, "position": "OPEN", "event_name": "SellOrderCreatedEvent", "event_source": "binance_perpetual"}
2023-11-16 07:21:19,371 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_user_stream_data_source.BinancePerpetualUserStreamDataSource - INFO - Successfully obtained listen key qnrTnlvvjr1uaMTkPVDVDk0cWYFbctkowLtQAj5ERIRbUPpSzN5CvIu71qcUEOjO
2023-11-16 07:21:21,781 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - Creating MTL-USDT sell order: price: 2.276367830847539741575772346 amount: 6.589444727135852960474952530.
2023-11-16 07:21:21,783 - 1239167 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing open order
2023-11-16 07:21:23,043 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - (MTL-USDT) Canceling the limit order x-3QreWesySMLUT60a3fcbfd6af59880. [clock=2023-11-16 07:21:20+00:00]
2023-11-16 07:21:23,222 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - (WLD-USDT) Canceling the limit order x-3QreWesySWDUT60a3fcc1429bc9880. [clock=2023-11-16 07:21:22+00:00]
2023-11-16 07:21:30,082 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - (WLD-USDT) Canceling the limit order x-3QreWesySWDUT60a3fcc5718449880. [clock=2023-11-16 07:21:26+00:00]
2023-11-16 07:21:30,096 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - (WLD-USDT) Canceling the limit order x-3QreWesySWDUT60a3fcc6b50349880. [clock=2023-11-16 07:21:26+00:00]
2023-11-16 07:21:31,348 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - INFO - Network status has changed to NetworkStatus.NOT_CONNECTED. Stopping networking...
2023-11-16 07:21:32,247 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - (XRP-USDT) Canceling the limit order x-3QreWesyBXPUT60a3fcc813c169880. [clock=2023-11-16 07:21:31+00:00]
2023-11-16 07:21:39,603 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for XRP-USDT.
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/perpetual_derivative_py_base.py", line 407, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 777, in _fetch_last_fee_payment
    payment_response = await self._api_get(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 863, in _api_get
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request GET https://fapi.binance.com/fapi/v1/income. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:21:39,604 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - WARNING - Could not fetch last fee payment for XRP-USDT. Check network connection.
2023-11-16 07:21:39,605 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - NETWORK - Unexpected error while fetching last fee payment for LINK-USDT.
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/perpetual_derivative_py_base.py", line 407, in _update_funding_payment
    timestamp, funding_rate, payment_amount = await self._fetch_last_fee_payment(trading_pair=trading_pair)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 777, in _fetch_last_fee_payment
    payment_response = await self._api_get(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 863, in _api_get
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request GET https://fapi.binance.com/fapi/v1/income. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:21:39,606 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - WARNING - Could not fetch last fee payment for LINK-USDT. Check network connection.
2023-11-16 07:21:45,576 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - INFO - Network status has changed to NetworkStatus.CONNECTED. Starting networking...
2023-11-16 07:21:49,450 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - ERROR - Failed to cancel order x-3QreWesySWDUT60a3fcc6b50349880
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 520, in _execute_order_cancel
    cancelled = await self._execute_order_cancel_and_process_update(order=order)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 540, in _execute_order_cancel_and_process_update
    cancelled = await self._place_cancel(order.client_order_id, order)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 218, in _place_cancel
    cancel_result = await self._api_delete(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 875, in _api_delete
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request DELETE https://fapi.binance.com/fapi/v1/order. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:21:49,455 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - ERROR - Failed to cancel order x-3QreWesySWDUT60a3fcc5718449880
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 520, in _execute_order_cancel
    cancelled = await self._execute_order_cancel_and_process_update(order=order)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 540, in _execute_order_cancel_and_process_update
    cancelled = await self._place_cancel(order.client_order_id, order)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 218, in _place_cancel
    cancel_result = await self._api_delete(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 875, in _api_delete
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request DELETE https://fapi.binance.com/fapi/v1/order. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:21:50,390 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - INFO - Funding payment of 0.00141540 received on WLD-USDT market.
2023-11-16 07:21:50,395 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700092804000, "market": "binance_perpetual", "trading_pair": "WLD-USDT", "amount": "0.00141540", "funding_rate": "0.00010000", "event_name": "FundingPaymentCompletedEvent", "event_source": "binance_perpetual"}
2023-11-16 07:21:51,003 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - NETWORK - Error submitting sell LIMIT order to Binance_perpetual for 6 MTL-USDT 2.2763.
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 452, in _create_order
    await self._place_order_and_process_update(order=order, **kwargs,)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 469, in _place_order_and_process_update
    exchange_order_id, update_timestamp = await self._place_order(
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 264, in _place_order
    order_result = await self._api_post(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 867, in _api_post
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request POST https://fapi.binance.com/fapi/v1/order. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:21:51,004 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - WARNING - Failed to submit SELL order to Binance_perpetual. Check API key and network connection.
2023-11-16 07:21:51,410 - 1239167 - hummingbot.strategy.script_strategy_base - INFO - Creating MTL-USDT sell order: price: 2.276367830847539741575772346 amount: 6.589444727135852960474952530.
2023-11-16 07:21:51,411 - 1239167 - hummingbot.smart_components.executors.position_executor.position_executor - INFO - Placing open order
2023-11-16 07:21:51,461 - 1239167 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1700119309.0, "order_id": "x-3QreWesySMLUT60a3fddddd0f09880", "order_type": "OrderType.LIMIT", "event_name": "MarketOrderFailureEvent", "event_source": "binance_perpetual"}
2023-11-16 07:21:51,479 - 1239167 - hummingbot.connector.client_order_tracker - INFO - Order x-3QreWesySMLUT60a3fddddd0f09880 has failed. Order Update: OrderUpdate(trading_pair='MTL-USDT', update_timestamp=1700119309.0, new_state=<OrderState.FAILED: 6>, client_order_id='x-3QreWesySMLUT60a3fddddd0f09880', exchange_order_id=None, misc_updates=None)
2023-11-16 07:21:51,775 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - ERROR - Failed to cancel order x-3QreWesyBXPUT60a3fcc813c169880
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 520, in _execute_order_cancel
    cancelled = await self._execute_order_cancel_and_process_update(order=order)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 540, in _execute_order_cancel_and_process_update
    cancelled = await self._place_cancel(order.client_order_id, order)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 218, in _place_cancel
    cancel_result = await self._api_delete(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 875, in _api_delete
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request DELETE https://fapi.binance.com/fapi/v1/order. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:21:51,800 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - ERROR - Failed to cancel order x-3QreWesySWDUT60a3fcc1429bc9880
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 520, in _execute_order_cancel
    cancelled = await self._execute_order_cancel_and_process_update(order=order)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 540, in _execute_order_cancel_and_process_update
    cancelled = await self._place_cancel(order.client_order_id, order)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 218, in _place_cancel
    cancel_result = await self._api_delete(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 875, in _api_delete
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request DELETE https://fapi.binance.com/fapi/v1/order. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:21:51,802 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_derivative.BinancePerpetualDerivative - ERROR - Failed to cancel order x-3QreWesySMLUT60a3fcbfd6af59880
Traceback (most recent call last):
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 520, in _execute_order_cancel
    cancelled = await self._execute_order_cancel_and_process_update(order=order)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 540, in _execute_order_cancel_and_process_update
    cancelled = await self._place_cancel(order.client_order_id, order)
  File "/home/nikita/fix6656/hummingbot/connector/derivative/binance_perpetual/binance_perpetual_derivative.py", line 218, in _place_cancel
    cancel_result = await self._api_delete(
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 875, in _api_delete
    return await self._api_request(*args, **kwargs)
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 925, in _api_request
    raise last_exception
  File "/home/nikita/fix6656/hummingbot/connector/exchange_py_base.py", line 905, in _api_request
    request_result = await rest_assistant.execute_request(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 47, in execute_request
    response = await self.execute_request_and_get_response(
  File "/home/nikita/fix6656/hummingbot/core/web_assistant/rest_assistant.py", line 99, in execute_request_and_get_response
    raise IOError(f"Error executing request {method.name} {url}. HTTP status is {response.status}. "
OSError: Error executing request DELETE https://fapi.binance.com/fapi/v1/order. HTTP status is 400. Error: {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}
2023-11-16 07:21:56,132 - 1239167 - hummingbot.connector.derivative.binance_perpetual.binance_perpetual_api_order_book_data_source.BinancePerpetualAPIOrderBookDataSource - INFO - Subscribed to public order book, trade and funding info channels...

image
binance6656-2

@nikspz
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Contributor

nikspz commented Nov 20, 2023 •
edited

Restarted the bot using clean AWS instance t4g.medium. Script v2_mm_dman_v3 using 5 trading pairs with order levels 5

Summary:

  • CPU Usage is high: 80 - 90-100% (Client) 📈 AWS application ~50% CPU Utilization ✅
  • Runtime: 54 hours (still running) ✅
  • Trades: 305 (still ongoing) ✅
  • Trade PnL: 1.86 Usdt (0.34%) ✅
  • Errors:
    • 1st day: no errors ✅
    • 2nd day:
      • after 47 hours:
        • At 00:54:03 there are errors fetching order updates due to timestamp issues (code 1021)
          • Error fetching status update for the order x-3QreWesySCIUT60a8ae9a1806b52dd: {'code': -1021, 'msg': "Timestamp for this request was 1000ms ahead of the server's time."}.
          • Bot was able to recover ✅
    • 6 hours of 3rd day:
      • no errors ✅

Test6656-1120.zip
v2_market-making_dman_v3_multiple_pairs.py.log
binance6656simplify funding payment loop
image

Pending: ongoing longrun

@nikspz
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nikspz commented Nov 21, 2023

longrun update:
Summary:

  • CPU Usage is high: 80 - 90-100% (Client) 📈 AWS application ~50% up to CPU Utilization ✅
  • Runtime: 54 hours (still running) ✅
  • Trades: 305 (still ongoing) ✅
  • Trade PnL: 1.86 Usdt (0.34%) ✅
  • Errors:
    • 1st day: no errors ✅
    • 2nd day:
      • after 47 hours:
        • At 00:54:03 there are errors fetching order updates due to timestamp issues (code 1021)
          • Error fetching status update for the order x-3QreWesySCIUT60a8ae9a1806b52dd: {'code': -1021, 'msg': "Timestamp for this request was 1000ms ahead of the server's time."}.
          • Bot was able to recover ✅
    • 3rd day:
      • at ~57 hours there are errors fetching order updates due to timestamp issues (code 1021)
      • bot runs into issues with the exchange API giving "Timestamp for this request was 1000ms ahead" errors on several requests. 861 more errors (code 1021) during next 10 hours. This causes failures to fetch account updates, cancel orders, and get order status updates.
      • at ~63 hour first instance of OrderState.FAILED
      • at ~ 68 hour Client got Unexpected error updating funding info. (for 5 trading pairs)
      • then going to initialize order books for these pairs again
      • after 3 minutes same got Unexpected error updating funding info. (for 5 trading pairs) then initializing trading pairs again
    • 4th day:
      • The bot encountered a large number of HTTP 429 errors from the Binance Perpetual API, indicating it was sending too many requests. This resulted in an IP ban until the timestamp 1700545318718 (Nov 21, 2023 05:41:58 UTC).
      • at ~73.5 hour got frequent API rate limit messages on REQUEST_WEIGHT (2400 calls per 60s) has almost reached.
      • at 76 hour got banned by IP with Error: {"code":-1003,"msg":"Way too many requests; IP(43.206.233.9) banned until 1700545318718. Please use the websocket for live updates to avoid bans."}
      • then starting get error executing requests, and Could not refresh server time. Check network connection.
      • then got banned again every ~hour and getting errors executing requests

test6656-1121.zip

binance6656simplify funding payment loop 4 days

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@cardosofede cardosofede marked this pull request as ready for review November 28, 2023 21:55
@MementoRC MementoRC mentioned this pull request Jan 4, 2024
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@nikspz
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nikspz commented Jan 9, 2024

Closing because alternative #6749 merged to latest development

@nikspz nikspz closed this Jan 9, 2024
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@nikspz nikspz nikspz approved these changes

@rapcmia rapcmia Awaiting requested review from rapcmia

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Feature Request : Improvements on funding payment info
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@cardosofede @rapcmia @nikspz @fengtality @Nullably