mm: implement full cex api for simnet binance #2737
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| // also available online at https://blueoakcouncil.org/license/1.0.0. | |||
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| package libxc | |||
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client/cmd/testbinance/main.go
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| apiKey := extractAPIKey(r) | ||
| f.bookedOrdersMtx.Lock() | ||
| ord, found := f.bookedOrders[tradeID] | ||
| delete(f.bookedOrders, tradeID) |
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Could keep these around, and just return the order in the cancelled status. Still should log if cancelling an order that was already cancelled.
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| // Start a ticker to fill booked orders | ||
| go func() { | ||
| // 50% chance of filling all booked orders every 5 to 30 seconds. |
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Should test partial fills as well.
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I think there's a bunch of little tweaks we can make. Will add as needed.
client/mm/libxc/binance.go
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| b.mtx.Lock() | ||
| oldCM := b.cm | ||
| b.cm = cm | ||
| b.mtx.Unlock() | ||
| if oldCM != nil { | ||
| oldCM.Disconnect() | ||
| } |
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When will there ever be a new connection master? Isn't sync only called once after the binanceOrderBook is created?
client/cmd/testbinance/main.go
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| // CancelledOrderID | ||
| ClientOrderID: tradeID, |
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| // CancelledOrderID | |
| ClientOrderID: tradeID, | |
| ClientOrderID: hex.EncodeToString(encode.RandomByte(20)) | |
| CancelledOrderID: tradeID, |
| if closer != nil { | ||
| closer.Disconnect() | ||
| } | ||
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The sync goroutine was just running forever wasn't it?
client/mm/libxc/binance.go
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| } | ||
| book = newBinanceOrderBook(baseCfg.conversionFactor, quoteCfg.conversionFactor, mktID, getSnapshot, bnc.log) | ||
| bnc.books[mktID] = book | ||
| go book.sync(ctx) |
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This doesn't need a new goroutine anymore.
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A couple errors that popped up testing on simnet. From the binance server:
$ ./testbinance
2024-04-26 15:38:41.438 [INF] C: Server listening on 0.0.0.0:37346
2024-04-26 15:38:41.438 [INF] C: Server listening on [::]:37346
2024-04-26 16:01:30.013 [ERR] TB: DELETE request received from user X-MBX-APIKEY for unknown order 164ea268145dafbfcb9500000001
2024-04-26 16:08:15.019 [ERR] TB: DELETE request received from user X-MBX-APIKEY for unknown order 164ea268145dafbfcb9500000002
2024-04-26 16:15:15.019 [ERR] TB: DELETE request received from user X-MBX-APIKEY for unknown order 164ea268145dafbfcb9500000003
2024-04-26 16:22:15.017 [ERR] TB: DELETE request received from user X-MBX-APIKEY for unknown order 164ea268145dafbfcb9500000004
2024-04-26 16:29:15.021 [ERR] TB: DELETE request received from user X-MBX-APIKEY for unknown order 164ea268145dafbfcb9500000005
2024-04-26 16:36:15.020 [ERR] TB: DELETE request received from user X-MBX-APIKEY for unknown order 164ea268145dafbfcb9500000006
And one for client:
2024-04-26 07:21:13.865 [ERR] MM[CEX-BinanceUS]: Error sending keep-alive request: http error (405) 405 Method Not Allowed
Also audit u.balancesMtx. I had a deadlock at (*MarketMaker).Status -> (*unifiedExchangeAdaptor).stats
Were you just running an arb-mm bot for a while to get the unknown order errors? I have no idea how the users api key is being parsed as "X-MBX-APIKEY". |
Yeah... I put X-MBX-APIKEY as the api key I think... Maybe you don't need to put anything for simnet? |
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I'll keep an eye on that missing order error. I didn't generate one overnight and it doesn't seem critical. |
In order to fully test the arb bots, we need full control over the markets as well as functional deposits and withdrawals. This branch updates the testbinance program to implement the full binance API. We can add coins and markets as needed.
Market are randomized in a small range around a basis price based on current coinpap fiat rates.
Did a fair amount of refactoring and fixed a couple of bugs.
Adds trace logging for arb-mm bot. Run
./walletpair.sh --simnet --no-embed-site --log MM=traceto enable trace logging for just the mm package.