Inconsistent time delay between [ORDER] statusChange: FILLED and tradeCompleted Event

[cstegmann]

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[ ] question about the decisions made in the repository

Action taken (what you did)
I have gekko on develop branch running in pm2. In the config file I have the event Logger set to true with tradeCompleted being watched. The time between an order being filled and the tradeCompleted event is too long and varies wildly.

Expected result (what you hoped would happen)
Right after the [ORDER] statusChange: FILLED, a tradeCompleted Event should follow, maybe with 1-2 seconds delay.

Actual result (unexpected outcome)
tradeCompleted is delayed from anywhere between 25 seconds to 1 minute 40 seconds from what I observed today.

Other information (e.g. detailed explanation, stacktraces, related issues, suggestions how to fix, links for us to have context, eg. stackoverflow, etc)

[askmike]

[ORDER] statusChange: FILLED fires the millisecond Gekko Broker knows the order was filled. However Gekko needs more information than the simple fact it was filled (for example average execution cost, fees paid, etc). It figures this out by asking Gekko Broker to create a summary of the order, this involves fetching all orders that had a partial fill and calculating some statistics. That fetching takes up 99% of the time you described:

gekko/exchange/orders/sticky.js

Lines 469 to 477 in 8bb1b23

	const checkOrders = _.keys(this.orders)
	.map(id => next => {
	if(!this.orders[id].filled) {
	return next();
	}
	setTimeout(() => this.api.getOrder(id, next), this.timeout);
	});

Though 1 minute and 40 seconds is very long.. Could you provide some more information like:

• What exchange?
• What kind of internet connection?
• Did you trade a big amount (compared to the market you are trading on)?

[askmike]

Looking at the code some more: that this.timeout is wrong, it should be this.checkInterval. Will push a fix, let's hope that solves your issue!

[askmike]

I've updated the interval, let's hope that fixes your problem. If it doesn't, please see these questions: #2449 (comment)

I'm closing this since I don't think it's a bug, but just part of the current design. It IS possible to split up the events Gekko passes around in 2: one the second it's filled and another one later to follow up with more information regarding execution price. But before we do that I'd like to understand your problem a bit better first. For me the difference between the filled event and the tradeCompleted event is never more than 2 seconds.

[cstegmann]

@askmike Thanks, I'm in the process of updating to the hotfix/binance-insufficient-funds and will change this as well. As for the additional info:

Exchange: Binance
Internet Connection: Root server in Frankfurt, so pretty fast
Trade Amount: like $2000 dollars , pairs have volume of ~1.5 million to ~16 million
Tickrate: 10 (don't know if that matters, i liked that more).

[askmike]

I'm in the process of updating to the hotfix/binance-insufficient-funds

and will change this as well. That branch does not have this specific fix, so make you apply it manually as well! Not the biggest markets but also not that small. Please let me know if you are still experiencing this after the fix.

…

---- While 2 minutes is way too long and definitely strange, I do quickly want to point out that Gekko is not optimized for high frequency trading: if you are interesting in looking at the market under a minute resolution you probably don't want to build strategies on top of candles (a summary of the market). In that case you want to look at raw trades and the orderbook on top of that you also want to control execution a lot better. This is a very different type of trading. Read this to know what Gekko is designed for: https://gekko.wizb.it/docs/introduction/scope.html

On Thu, Aug 16, 2018 at 5:08 PM, cstegmann ***@***.***> wrote: @askmike <https://github.com/askmike> Thanks, I'm in the process of updating to the hotfix/binance-insufficient-funds and will change this as well. As for the additional info: Exchange: Binance Internet Connection: Root server in Frankfurt, so pretty fast Trade Amount: like $2000 dollars , pairs have volume of ~1.5 million to ~16 million Tickrate: 10 (don't know if that matters, i liked that more). — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#2449 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AA7MD65CMUxcnc5QpG5T3mXnGDiYcd7aks5uRTZ2gaJpZM4V-vX3> .

-- PGP key at keybase.io/mikevanrossum <https://keybase.io/mikevanrossum/key.asc>

[cstegmann]

That branch does not have this specific fix, so make you apply it manually as well!

I did, thanks.

[askmike]

@cstegmann did the fix help get the speed down? Whichever case, I am afraid I have to close this as fetching details about trades is necessary to give information about the trade. And fetching details takes time. I might add partial fill events (Gekko Broker already emits them, but they are only logged and not exposed as a gekko event (though strats, plugins, etc).

[cstegmann]

@askmike Didn't really speed up, not sure if it slowed down or not but it usually takes a minute for the tradeCompleted event to show up in the debug logs. I'm not really fussed since I only use it for my telegrambot and it doesn't really matter if the the BUY/SELL notification is a little slow when I'm at work or whatever. I just thought it was weird that it took so long.

[askmike]

I just thought it was weird that it took so long.

Thanks for watching out and reporting these things. I'm lacking documentation on most things so feel free to open issues for whatever you encounter.

---

I would advice to run your trader close to the exchange, if you trading on binance think about renting a server in AWS tokyo (same datacenter as binance), if you are trading on the other side of the world every API call (of which Gekko needs to do a few) can take considerable time.

[cstegmann]

Ah, maybe I can do that next year. I am using the server that used to host my Teamspeak for a few friends before we switched to discord and I still have time left on that contract.