Welcome to kucoin_arbitrage Discussions!

[kanekoshoyu]

I just set up this discussion channel so that you can ask technical questions here and other people can see it.

[kanekoshoyu]

Hi Michael, Thanks for keeping me into the loop, I really appreciate it. I've been way too busy and stuck at my day job there's not much progress for the arbitrage bot. But I will soon make a pull request on the serial order placement, programmable budget via config.ini and some more documentations. I hope I can get it done this weekend. Best, Sho

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On Thu, Jun 29, 2023, 22:49 Mihaug ***@***.***> wrote: Hey boss, Any updates on the progress? — Reply to this email directly, view it on GitHub <#6 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ADBQWVRA5CRDSKAY267MKLTXNXZ7RANCNFSM6AAAAAAXJGGTUI> . You are receiving this because you authored the thread.Message ID: ***@***.*** com>

[kanekoshoyu]

Hi @Mihaug,
I have finished a prototype on the sequential order placement, but I still need to fix several things. I've been having problems trying to subscribe to the tradeOrderV2 private websocket channel which publishes a message when an order is placed or filled. Apparently I cannot get those messages, so instead I tried using Balances channel which publishes when there is a change in the trading account currency changes. However, this back and forth seems a bit too slow for the triangular arbitrage to run, there is quite a lot of slippage. I am doing a few more tests on the network latency to see if this issue improves. The upcoming version 0.0.10 will include these updates.

[kanekoshoyu]

@Mihaug I fixed the issue with TradeOrder API and now the pipeline is fixed. You can set your budget within the config. I updated a bit of docs so its easier to follow the code. USE AT YOUR OWN RISK, I haven't got enough time to test everything.

However, the sequential order placement highlights the network latency issue. I did some benchmark with test_kucoin_order_private_latency.rs, and I am seeling around 320ms of latency between before order placement and TradeReceivedMsg reception (order_placement_network). I added a test_network_latency.rs code which prints the ping RTT with the kucoin endpoint, which I am seeing 80-250ms. I will deploy the code into AWS to see how much of it can be reduced, I am aiming the order_placement_network to be less than 30ms.

[Kinoshnik91]

Hi!I'm new to programming.Can you tell me how to solve the problem?I'm using VS code.

error[E0432]: unresolved import tokio::signal::unix
--> src\bin\event_triangular.rs:21:20
|
21 | use tokio::signal::unix::{signal, SignalKind};
| ^^^^ could not find unix in signal

[kanekoshoyu]

I have been building this in both Linux and macOS. Are you using Windows? I suspect you do not have unix stuff in Windows, and that's why it's complaining.

[TraderHN]

Hello, can someone help me fix this problem. WARN tokio-runtime-worker kucoin_arbitrage::strategy::all_taker_btc_usd: 48: trying to get from unregistered orderbook [BTC-USDT]

[kanekoshoyu]

Hi, I have lately not been updating the repo since I wanted to do a rewrite of some components such that I can properly implement a backtesting module (i.e. this repo is half dead for now). If it is any software design suggestion I would like to hear, but for any debugging I won't answer directly.

[kanekoshoyu]

plus if I am not mistaken I saw you posting links to NSFW contents in my discord server which is upsetting. Please behave.