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CLOB connector - Could not find exchange rate #204

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rapcmia opened this issue Sep 19, 2023 · 0 comments
Open

CLOB connector - Could not find exchange rate #204

rapcmia opened this issue Sep 19, 2023 · 0 comments
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bug Something isn't working P2

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@rapcmia
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rapcmia commented Sep 19, 2023

Describe the bug
When reviewing dexalot log file, observed that when a market pair does not have the conversion rate on supported rate oracle sources {binance, kucoin, gate_io, coingecko and coincap} it will return a spam of warning related to PNL not inconsistent due to exchange rate not available

2023-09-17 20:35:45,211 - 16 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (ALOT-USDC) Maker buy order of 25.000000000000000000 ALOT filled. [clock=2023-09-17 20:35:45+00:00]
2023-09-17 20:35:45,337 - 16 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1694982945.0, "order_id": "0x0000000000000000001dfd846dc347698bb165cc223fc2180d1ba92bbc8e8023", "trading_pair": "ALOT-USDC", "trade_type": "TradeType.BUY", "order_type": "OrderType.LIMIT_MAKER", "price": "0.284300000000000000", "amount": "25.000000000000000000", "trade_fee": {"percent": "0", "percent_token": null, "flat_fees": [{"token": "ALOT", "amount": "0.050000000000000000"}]}, "exchange_trade_id": 1689922575, "exchange_order_id": "0x0000000000000000000000000000000000000000000000000000000064b40635", "leverage": 1, "position": "NIL", "event_name": "OrderFilledEvent", "event_source": "dexalot_avalanche_dexalot"}
2023-09-17 20:35:47,121 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:35:49,127 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:35:50,391 - 16 - hummingbot.strategy.pure_market_making.pure_market_making - INFO - (ALOT-USDC) Maker buy order 0x0000000000000000001dfd846dc347698bb165cc223fc2180d1ba92bbc8e8023 (25.00 ALOT @ 0.2843 USDC) has been completely filled. [clock=2023-09-17 20:35:50+00:00]
2023-09-17 20:35:50,409 - 16 - hummingbot.core.event.event_reporter - EVENT_LOG - {"timestamp": 1694982950.0, "order_id": "0x0000000000000000001dfd846dc347698bb165cc223fc2180d1ba92bbc8e8023", "base_asset": "ALOT", "quote_asset": "USDC", "base_asset_amount": "25.000000000000000000", "quote_asset_amount": "7.107500000000000000000000000", "order_type": "OrderType.LIMIT_MAKER", "exchange_order_id": "0x0000000000000000000000000000000000000000000000000000000064b40635", "event_name": "BuyOrderCompletedEvent", "event_source": "dexalot_avalanche_dexalot"}
2023-09-17 20:35:50,409 - 16 - hummingbot.connector.client_order_tracker - INFO - BUY order 0x0000000000000000001dfd846dc347698bb165cc223fc2180d1ba92bbc8e8023 completely filled.
2023-09-17 20:35:51,133 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:35:53,141 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:35:55,148 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:35:57,164 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:35:59,170 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:36:03,127 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:36:05,135 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:36:07,236 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:36:09,283 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:36:11,290 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:36:13,297 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:36:15,303 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:36:17,311 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.
2023-09-17 20:36:19,317 - 16 - hummingbot.client.performance - WARNING - Could not find exchange rate for ALOT-USDC using binance rate oracle. PNL value will be inconsistent.

We are assuming this would the same case of other upcoming CLOB connectors and create this ticket for reference incase it occurred.

Steps To Reproduce

  1. Run a PMM strategy on any supported CLOB connector
  2. Wait until you have a successful order filled event
  3. Observe behavior

Here are the steps to reproduce the issue (see attachments in the section below):

  1. Set up your configuration file with these parameters: ...
  2. Start the bot using this command: ...
    ...

Screenshots
// If applicable, add screenshots to help explain your problem.

Release version
dev-1.20.0

Attachments
// It is important that you attach the required files for us to be able to investigate the issue.
// Please attach the chain.yml file from your gateway "conf" folder, e.g ethereum.yml
logs_pmm-dexalot-01.log

@rapcmia rapcmia added bug Something isn't working P2 labels Sep 19, 2023
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