V2 strategy - Market orders to close executor are stuck on hummingbot resulting to "Waiting for close order to be filled" #6980
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Reproduced when testing dydx_v4 connector (oneway mode, hedge not supported)
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If you are in one way mode, you can’t open long and short at the same time.
The long will reduce the short always.
Which strategy are you using?
…On Fri, 10 May 2024 at 8:49 AM rapcmia ***@***.***> wrote:
Reproduced when testing dydx_v4 connector
<#6987> (oneway mode, hedge
not supported)
2024-05-10 19:28:12,028 - 5142 - hummingbot.strategy.script_strategy_base - INFO - Creating LINK-USD sell order: price: 14.2965 amount: 0.6994718987164690658552792642.
2024-05-10 19:28:14,442 - 5142 - hummingbot.connector.client_order_tracker - INFO - Created MARKET SELL order 864108787 for 0 to OPEN a LINK-USD position.
2024-05-10 19:28:14,443 - 5142 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715340494.0, "type": "OrderType.MARKET", "trading_pair": "LINK-USD", "amount": "0", "price": "14.2965", "order_id": "864108787", "creation_timestamp": 1715340492.0, "exchange_order_id": null, "leverage": 20, "position": "OPEN", "event_name": "SellOrderCreatedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-10 19:28:16,052 - 5142 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715340496.0, "order_id": "864108787", "base_asset": "LINK", "quote_asset": "USD", "base_asset_amount": "0", "quote_asset_amount": "0", "order_type": "OrderType.MARKET", "exchange_order_id": "cf334570-8374-5bde-bbf6-696b08bb1586", "event_name": "SellOrderCompletedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-10 19:28:16,052 - 5142 - hummingbot.connector.client_order_tracker - INFO - SELL order 864108787 completely filled.
2024-05-10 19:28:16,052 - 5142 - hummingbot.connector.client_order_tracker - INFO - The SELL order 864108787 amounting to 1/0 LINK has been filled.
2024-05-10 19:28:16,053 - 5142 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715340496.0, "order_id": "864108787", "trading_pair": "LINK-USD", "trade_type": "TradeType.SELL", "order_type": "OrderType.MARKET", "price": "14.298", "amount": "1", "trade_fee": {"percent": "0", "percent_token": "USD", "flat_fees": [{"token": "USD", "amount": "0.007149"}]}, "exchange_trade_id": "5aa35da7-b994-56dd-9b47-0bfcbd393aac", "exchange_order_id": "cf334570-8374-5bde-bbf6-696b08bb1586", "leverage": 20, "position": "OPEN", "event_name": "OrderFilledEvent", "event_source": "dydx_v4_perpetual"}
2024-05-10 19:31:00,397 - 5142 - hummingbot.strategy.script_strategy_base - INFO - Creating LINK-USD buy order: price: 14.2835 amount: 0.7001085168201071166030734764.
2024-05-10 19:31:02,801 - 5142 - hummingbot.connector.client_order_tracker - INFO - Created MARKET BUY order 1032477151 for 0 to OPEN a LINK-USD position.
2024-05-10 19:31:02,805 - 5142 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715340662.0, "type": "OrderType.MARKET", "trading_pair": "LINK-USD", "amount": "0", "price": "14.2835", "order_id": "1032477151", "creation_timestamp": 1715340660.0, "exchange_order_id": null, "leverage": 20, "position": "OPEN", "event_name": "BuyOrderCreatedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-10 19:31:04,367 - 5142 - hummingbot.connector.client_order_tracker - INFO - The BUY order 1032477151 amounting to 1/0 LINK has been filled.
2024-05-10 19:31:04,367 - 5142 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715340664.0, "order_id": "1032477151", "trading_pair": "LINK-USD", "trade_type": "TradeType.BUY", "order_type": "OrderType.MARKET", "price": "14.284", "amount": "1", "trade_fee": {"percent": "0", "percent_token": "USD", "flat_fees": [{"token": "USD", "amount": "0.007142"}]}, "exchange_trade_id": "75f4fa33-d5f7-5bb1-aaf0-e60e31af3787", "exchange_order_id": "9e131492-88c3-57b6-ab9a-b558130f245c", "leverage": 20, "position": "OPEN", "event_name": "OrderFilledEvent", "event_source": "dydx_v4_perpetual"}
2024-05-10 19:31:04,378 - 5142 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1715340664.0, "order_id": "1032477151", "base_asset": "LINK", "quote_asset": "USD", "base_asset_amount": "1", "quote_asset_amount": "14.284", "order_type": "OrderType.MARKET", "exchange_order_id": "9e131492-88c3-57b6-ab9a-b558130f245c", "event_name": "BuyOrderCompletedEvent", "event_source": "dydx_v4_perpetual"}
2024-05-10 19:31:04,382 - 5142 - hummingbot.connector.client_order_tracker - INFO - BUY order 1032477151 completely filled.
- Got an opportunity to open short position
- After few secs, got another to open for long position but instead it
closes the short position
- Now no position opened but we have active executor displayed on
status
- Execute stop command:
image.png (view on web)
<https://github.com/hummingbot/hummingbot/assets/73840223/e185898b-d16d-4702-99e4-b0acd6e74c7a>
- If the executor reaches the time_limit or stop command executed,
it creates a market order only on the hummingbot client. This order does
not have exchange_order_id
- The executor stuck on a endless loop of Waiting for close order
to be filled...
- Repeats itself every 2s
logs_conf_v2_generic_with_controllers_1.log
<https://github.com/hummingbot/hummingbot/files/15274587/logs_conf_v2_generic_with_controllers_1.log>
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Hi @cardosofede thanks for the reply, its the same bollinger_v1 controller-config |
I think this is something to do with my bb thresholds, set values are too tight therefore when it has opportunity to go either long or short, it immediate creates market orders |
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Describe the bug
When testing
directional_trading.bollinger_v1on development usingbinance_perpetualas connector with couple of controllers added to script config, observed that there are instances of when we are closing a position executor (or atleast runstopcommand when there are active executors) the market orders created are stuck on hummingbot andwaiting for close order to be filled..when these are already completed on exchangetimestamps, onlyNaNexchange_order_idavailableorder_idbelow still no gox-3QreWesyBBEUT616d1a0fc50c20f3fx-3QreWesyBBEUT616d1a0fc505a0f3fx-3QreWesyBBEUT616d1a0fc51c00f3fx-3QreWesyBBEUT616d1a0fc516c0f3fWaiting for close order to be filledstopcommand twice but still no go, continues the same behavior spamming on logs. User have to useexitSteps to reproduce
take_profit_order_typeto 1 (market order type) with tighttake_profittime_limitstopcommandRelease version
dev-1.27.0
Type of installation
Source
Attach required files
04242024.zip
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