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Trade not completing on GDAX #509

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claybrain opened this issue Aug 28, 2017 · 10 comments
Closed

Trade not completing on GDAX #509

claybrain opened this issue Aug 28, 2017 · 10 comments
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@claybrain
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After dropping --paper my trades don't appear to be going through live. Is there some setting I'm missing or have incorrect?

Launch:
zenbot trade --conf ~/zenbot/conf.js --trend_ema 10 --reset_profit

conf attached
conf_trunc.txt

screenshot from 2017-08-28 12-15-38

@rockcat
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rockcat commented Aug 29, 2017

I have a similar odd situation:

image

not even sure how that can happen - but I have also seen buy and sell events with no trades.
Was working fine a few days ago, all of a sudden no trades.

@kezhouca
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I have the same problem

@sniper7kills
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I've got the same issue, anyone have any idea? Or even where to start looking?

Error

@sniper7kills
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@szzhouke @rockcat @claybrain can ya'll run a zenbot balance and see if your currency is listing more than what GDAX says you have and help me confirm my suspicion with #638

@Stasevi4
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Same problem

@sniper7kills
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sniper7kills commented Oct 21, 2017

After some more debugging it looks like it may not be adjusting the size of the order on each buy but using more and more of the balance instead of using a fixed balance amount and changing the size?

2017-10-21 04:16:58 - buy order timed out, adjusting price

2017-10-21 04:16:58 - placing buy order...

placeOrder DEBUG:

{ price: '6129.81',
  size: '1.05241279',
  orig_size: '1.05241279',
  remaining_size: '1.05241279',
  orig_price: '6127.23',
  order_type: 'maker',
  cancel_after: 'day',
  product_id: 'BTC-USD',
  post_only: true,
  order_id: '71532a0d-b2f6-47c2-a945-e15ee80b5a4d',
  orig_time: 1508559366269,
  time: 1508559413168,
  local_time: 1508559413227,
  status: 'open' }

GDAX BUY DEBUG

{ id: 'c9d96adb-47d7-47e5-97dd-2ff4ac7499f3',
  price: '6129.81000000',
  size: '1.05241279',
  product_id: 'BTC-USD',
  side: 'buy',
  stp: 'dc',
  type: 'limit',
  time_in_force: 'GTT',
  expire_time: '2017-10-22T04:16:58.569',
  post_only: true,
  created_at: '2017-10-21T04:16:58.569488Z',
  fill_fees: '0.0000000000000000',
  filled_size: '0.00000000',
  executed_value: '0.0000000000000000',
  status: 'pending',
  settled: false }

2017-10-21 04:16:58 - buy order placed at 6129.81 USD

created pending buy order: 1.05241279 BTC at 6129.81 USD (total 6451.09 USD)

2017-10-21 04:16:57  6129.82 BTC-USD   +0.04%       24   79 ++++    0.0312   0.0054   buying  0.01621 BTC  6454.83 USD   +0.00%   -0.04%
2017-10-21 04:17:03 - order status: open
2017-10-21 04:17:03  6129.82 BTC-USD   +0.04%       24   79 ++++    0.0312   0.0054   buying  0.01621 BTC  6454.83 USD   +0.00%   -0.04%
2017-10-21 04:17:08 - order status: open
2017-10-21 04:17:10  6129.82 BTC-USD   +0.04%       29   79 ++++    0.0312   0.0054   buying  0.01621 BTC  6454.83 USD   +0.00%   -0.04%
2017-10-21 04:17:14 - order status: open
2017-10-21 04:17:15  6129.82 BTC-USD   +0.04%       30   79 ++++    0.0312   0.0054   buying  0.01621 BTC  6454.83 USD   +0.00%   -0.04%
2017-10-21 04:17:19 - order status: open

2017-10-21 04:17:19 - 6130.17 vs our 6129.81

2017-10-21 04:17:19 - cancelling order

DEBUG ORDER:

null

2017-10-21 04:17:19 - buy order timed out, adjusting price

2017-10-21 04:17:19 - placing buy order...

placeOrder DEBUG:

{ price: '6130.17',
  size: '1.05241279',
  orig_size: '1.05241279',
  remaining_size: '1.05241279',
  orig_price: '6127.23',
  order_type: 'maker',
  cancel_after: 'day',
  product_id: 'BTC-USD',
  post_only: true,
  order_id: 'c9d96adb-47d7-47e5-97dd-2ff4ac7499f3',
  orig_time: 1508559366269,
  time: 1508559418569,
  local_time: 1508559434040,
  status: 'open' }

GDAX BUY DEBUG

{ id: '5c43fd5a-8597-4943-8b2d-16d8a4e07785',
  price: '6130.17000000',
  size: '1.05241279',
  product_id: 'BTC-USD',
  side: 'buy',
  stp: 'dc',
  type: 'limit',
  time_in_force: 'GTT',
  expire_time: '2017-10-22T04:17:19.321',
  post_only: true,
  created_at: '2017-10-21T04:17:19.322053Z',
  fill_fees: '0.0000000000000000',
  filled_size: '0.00000000',
  executed_value: '0.0000000000000000',
  status: 'pending',
  settled: false }

2017-10-21 04:17:19 - buy order placed at 6130.17 USD

created pending buy order: 1.05241279 BTC at 6130.17 USD (total 6451.47 USD)

2017-10-21 04:17:20  6130.18 BTC-USD   +0.05%       33   79 ++++    0.0317   0.0054   buying  0.01621 BTC  6454.83 USD   +0.00%   -0.05%
2017-10-21 04:17:24 - order status: open

2017-10-21 04:17:24 - 6138.22 vs our 6130.17

2017-10-21 04:17:24 - cancelling order

DEBUG ORDER:

null

2017-10-21 04:17:24 - buy order timed out, adjusting price

2017-10-21 04:17:25 - placing buy order...

placeOrder DEBUG:

{ price: '6138.22',
  size: '1.05241279',
  orig_size: '1.05241279',
  remaining_size: '1.05241279',
  orig_price: '6127.23',
  order_type: 'maker',
  cancel_after: 'day',
  product_id: 'BTC-USD',
  post_only: true,
  order_id: '5c43fd5a-8597-4943-8b2d-16d8a4e07785',
  orig_time: 1508559366269,
  time: 1508559439322,
  local_time: 1508559439335,
  status: 'open' }

GDAX BUY DEBUG

{ message: 'Insufficient funds' }

2017-10-21 04:17:25 - not enough balance for buy, aborting

DEBUG ORDER:

false

2017-10-21 04:17:25 - not enough balance, or signal switched, cancel buy
2017-10-21 04:17:35  6138.23 BTC-USD   +0.18%       62   82 ++++    0.0414   0.0056           0.01621 BTC  6454.83 USD   +0.00%   -0.18%

@jespertje
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you guys found a fix? After 2 days off trading it stopt completing the trades.

Repository owner deleted a comment from rulox366 Oct 25, 2017
@Skeyelab
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@jespertje Mine started working when I put buy_pct = 99

@benjamincburns
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I've been digging into this just now. Relevant info over here on #868.

Setting buy_pct to 99 or lower helps a bit because it works around some rounding errors, but it doesn't work around them entirely, and overall it's a rather unsatisfying limitation that I can't trade all my currency/assets in one period.

@DeviaVir
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Closing this was in favor of #868

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