ADJ timeout

debian/changelog

@@ -1,3 +1,12 @@
+mmbot (2:21.1.1) unstable; urgency=medium
+
+  * hotfix some exchanges doesn't update trade history immediately (new option introduced ADJ timeou)
+  * improvement: dynamic reduce changed
+  * improvement: reduction
+
+ -- Ondra Novak <[email protected]>  Sun, 24 Jan 2021 00:00:00 +0200
+
+
 mmbot (2:21.1) unstable; urgency=medium
 
   * fdc5bad fix url in datasource, last dir in leveraged strategy can report alert

src/brokers/bitfinex/interface.cpp

@@ -260,7 +260,7 @@ IStockApi::TradesSync Interface::syncTrades(json::Value lastId, const std::strin
 			bool wasAnchor = data[ln][0] == anchor;
 			out.lastId = {data[ln][0], data[ln][2].getUIntLong()+(wasAnchor?1:0)};
 		} else {
-			out.lastId = lastId;
+			out.lastId = {lastId[0],lastId[1].getUIntLong()+1};
 		}
 		std::string spair(pair);
 		auto fiter = fees.find(spair);

src/main/mtrader.cpp

@@ -64,6 +64,7 @@ void MTrader_Config::loadConfig(json::Value data, bool force_dry_run) {
 	dynmult_mode = strDynmult_mode[data["dynmult_mode"].getValueOrDefault("half_alternate")];
 
 	accept_loss = data["accept_loss"].getValueOrDefault(1);
+	adj_timeout = data["adj_timeout"].getValueOrDefault(60);
 	max_leverage = data["max_leverage"].getValueOrDefault(0);
 	external_balance= data["ext_bal"].getValueOrDefault(0.0);
 
@@ -116,7 +117,6 @@ MTrader::MTrader(IStockSelector &stock_selector,
 		uid = rnd();
 	}
 
-	need_live_balance = strategy.needLiveBalance();
 
 }
 
@@ -231,18 +231,18 @@ void MTrader::perform(bool manually) {
 			buy_alert.reset();
 		}
 
-		if (!anytrades && cfg.enabled
+		if (!anytrades && cfg.adj_timeout && cfg.enabled
 				&& std::abs(status.assetBalance - *asset_balance)
 						/std::abs(status.assetBalance + *asset_balance) > 0.01) {
-			logNote("Need adjust $1 => $2, stage: $3",  *asset_balance, status.assetBalance, adj_wait);
-			if (adj_wait>59) { //still issue on binance - wait aprox 1 hour before adjst
-				double last_price = trades.empty()?status.curPrice:trades.back().eff_price;
-				dorovnani(status, *asset_balance, last_price);
+			if (adj_wait>cfg.adj_timeout) {
+				dorovnani(status, *asset_balance, adj_wait_price);
 				anytrades = processTrades(status);
 				logNote("Adjust added: result - $1", *asset_balance);
 				adj_wait = 0;
 			} else {
+				if (adj_wait == 0) adj_wait_price = status.curPrice;
 				adj_wait++;
+				logNote("Need adjust $1 => $2, stage: $3/$4 price: $5",  *asset_balance, status.assetBalance, adj_wait ,cfg.adj_timeout, adj_wait_price);
 			}
 		} else {
 			adj_wait = 0;
@@ -933,6 +933,8 @@ void MTrader::loadState() {
 			achieve_mode = state["achieve_mode"].getBool();
 			need_initial_reset = state["need_initial_reset"].getBool();
 			swapped = state["swapped"].getBool();
+			adj_wait = state["adj_wait"].getUInt();
+			adj_wait_price = state["adj_wait_price"].getNumber();
 		}
 		auto chartSect = st["chart"];
 		if (chartSect.defined()) {
@@ -1008,6 +1010,8 @@ void MTrader::saveState() {
 		if (achieve_mode) st.set("achieve_mode", achieve_mode);
 		if (cfg.swap_symbols) st.set("swapped", cfg.swap_symbols);
 		if (need_initial_reset) st.set("need_initial_reset", need_initial_reset);
+		st.set("adj_wait",adj_wait);
+		if (adj_wait) st.set("adj_wait_price", adj_wait_price);
 	}
 	{
 		auto ch = obj.array("chart");
@@ -1122,6 +1126,8 @@ void MTrader::clearStats() {
 	init();
 	trades.clear();
 	asset_balance.reset();
+	adj_wait = 0;
+	adj_wait_price = 0;
 	saveState();
 }
 

src/main/mtrader.h

@@ -52,6 +52,7 @@ struct MTrader_Config {
 	Dynmult_mode dynmult_mode;
 
 	unsigned int accept_loss;
+	unsigned int adj_timeout;
 
 	double force_spread;
 	double report_position_offset;
@@ -271,12 +272,12 @@ class MTrader {
 	bool first_cycle = true;
 	bool achieve_mode = false;
 	bool need_initial_reset = true;
-	int adj_wait = 0;
+	unsigned int adj_wait = 0;
+	double adj_wait_price = 0;
 	double lastPriceOffset = 0;
 	json::Value test_backup;
 	json::Value lastTradeId = nullptr;
 	std::optional<double> sell_alert, buy_alert;
-	bool need_live_balance;
 
 	using TradeItem = IStockApi::Trade;
 	using TWBItem = IStatSvc::TradeRecord;
@@ -286,7 +287,6 @@ class MTrader {
 
 	std::optional<double> asset_balance;
 	std::optional<double> currency_balance;
-//	std::optional<double> currency_unadjusted_balance;
 
 	size_t magic = 0;
 	size_t uid = 0;

www/admin/code.js

@@ -529,6 +529,7 @@ App.prototype.fillForm = function (src, trg) {
 	data.cstep = 0;
 	data.acum_factor = 0;
 	data.external_assets = 0;
+	data.adj_timeout=60
 	data.kv_valinc = 0;
 	data.kv_halfhalf=false;
 	data.st_power={"value":1.7};
@@ -634,6 +635,7 @@ App.prototype.fillForm = function (src, trg) {
 	data.zigzag = filledval(src.zigzag,false);
 	data.max_leverage = filledval(src.max_leverage,10);
 	data.ext_bal = filledval(src.ext_bal,0);
+	data.adj_timeout = filledval(src.adj_timeout,60);
 	data.emul_leverage = filledval(src.emulate_leveraged,0);
 
 
@@ -799,6 +801,7 @@ App.prototype.saveForm = function(form, src) {
 	trader.force_spread = Math.log(data.force_spread/100+1);
 	trader.ext_bal = data.ext_bal;
 	trader.emulate_leveraged = data.emul_leverage;
+	trader.adj_timeout = data.adj_timeout;
 	if (isFinite(data.min_balance)) trader.min_balance = data.min_balance;
 	if (isFinite(data.max_balance)) trader.max_balance = data.max_balance;
 	return trader;

www/admin/index.html

@@ -286,6 +286,7 @@
 the same order, they are ordered by its ID - this is the default ordering. Modifying this number you can change the default ordering.
 </span></span><input type="number" step="any" data-name="report_order"></label>
 <label class="adv"><span>Force spread [%](0=disabled)<span class="tooltip">Specifies exact spread in % width and disables the internal spread detection</span></span><input type="number" step="any" data-name="force_spread"></label>
+<label class="adv"><span>ADJ trade timeout [min] (0=disabled)<span class="tooltip">Specifies timeout after which a fake (ADJ) trade is put to trade history if there is a difference between calculated position and actual position reported by the broker. This allows to detect deposits and withdraws and report them as a trade, however, on some markets, trading data may be delayed, which causes puting wrong ADJ trades before the updated list of trades is being populated from the market. The value is in minutes, default value is set to 60 = aprx 1 hour. If you have experienced such wrong ADJ trades, you can increase the timeout or disable it by setting this option to 0. Note: The timer is reset after each trade, so setting a large value can cause, that ADJ trade also never appear.</span></span><input type="number" step="any" data-name="adj_timeout"></label>
 </x-section>
 <div></div>
 </x-form>