Merge branch 'develop'

bmino · Sep 16, 2020 · 86ef13a · 86ef13a
2 parents 93058e7 + f93d5bc
commit 86ef13a
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Showing 5 changed files with 32 additions and 22 deletions.
diff --git a/package-lock.json b/package-lock.json
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "binance-triangle-arbitrage",
-  "version": "5.6.2",
+  "version": "5.6.3",
   "repository": {
     "type": "git",
     "url": "https://github.com/bmino/binance-triangle-arbitrage.git"

diff --git a/src/main/ArbitrageExecution.js b/src/main/ArbitrageExecution.js
@@ -13,8 +13,6 @@ const ArbitrageExecution = {
     executeCalculatedPosition(calculated) {
         const startTime = Date.now();
 
-        if (!ArbitrageExecution.isSafeToExecute(calculated)) return false;
-
         const { symbol } = calculated.trade;
         const age = {
             ab: startTime - calculated.depth.ab.eventTime,
@@ -56,9 +54,9 @@ const ArbitrageExecution = {
                 logger.execution.debug(`Price Error:          ${variation.ab.toFixed(8)}%`);
                 logger.execution.debug();
                 logger.execution.debug(`${calculated.trade.bc.ticker} Stats:`);
-                logger.execution.debug(`BC Expected Conversion:  ${calculated.b.spent.toFixed(8)} ${symbol.b} into ${calculated.c.earned.toFixed(8)} ${symbol.c}`);
-                logger.execution.debug(`BC Observed Conversion:  ${actual.b.spent.toFixed(8)} ${symbol.b} into ${actual.c.earned.toFixed(8)} ${symbol.c}`);
-                logger.execution.debug(`BC Price Error:          ${variation.bc.toFixed(8)}%`);
+                logger.execution.debug(`Expected Conversion:  ${calculated.b.spent.toFixed(8)} ${symbol.b} into ${calculated.c.earned.toFixed(8)} ${symbol.c}`);
+                logger.execution.debug(`Observed Conversion:  ${actual.b.spent.toFixed(8)} ${symbol.b} into ${actual.c.earned.toFixed(8)} ${symbol.c}`);
+                logger.execution.debug(`Price Error:          ${variation.bc.toFixed(8)}%`);
                 logger.execution.debug();
                 logger.execution.debug(`${calculated.trade.ca.ticker} Stats:`);
                 logger.execution.debug(`Expected Conversion:  ${calculated.c.spent.toFixed(8)} ${symbol.c} into ${calculated.a.earned.toFixed(8)} ${symbol.a}`);

diff --git a/src/main/CalculationNode.js b/src/main/CalculationNode.js
@@ -4,14 +4,14 @@ const CalculationNode = {
 
     cycleCount: 0,
 
-    cycle(relationships, depthCacheClone, errorCallback, executionCallback) {
+    cycle(relationships, depthCacheClone, errorCallback, executionCheckCallback, executionCallback) {
         const startTime = Date.now();
 
         let successCount = 0;
         let errorCount = 0;
         let results = {};
 
-        relationships.forEach(relationship => {
+        for (const relationship of relationships) {
             try {
                 const depthSnapshot = {
                     ab: depthCacheClone[relationship.ab.ticker],
@@ -22,13 +22,16 @@ const CalculationNode = {
                 if (calculated) {
                     successCount++;
                     if (CONFIG.HUD.ENABLED) results[calculated.id] = calculated;
-                    executionCallback(calculated);
+                    if (executionCheckCallback(calculated)) {
+                        executionCallback(calculated);
+                        break;
+                    }
                 }
             } catch (error) {
                 errorCount++;
                 errorCallback(error.message);
             }
-        });
+        }
 
         const calculationTime = Date.now() - startTime;
 

diff --git a/src/main/Main.js b/src/main/Main.js
@@ -63,23 +63,32 @@ checkConfig()
     .catch(handleError);
 
 function calculateArbitrage() {
-    const depthSnapshots = BinanceApi.getDepthSnapshots(MarketCache.tickers.watching);
-    MarketCache.pruneDepthCacheAboveThreshold(depthSnapshots, CONFIG.DEPTH.SIZE);
+    if (isSafeToCalculateArbitrage()) {
+        const depthSnapshots = BinanceApi.getDepthSnapshots(MarketCache.tickers.watching);
+        MarketCache.pruneDepthCacheAboveThreshold(depthSnapshots, CONFIG.DEPTH.SIZE);
 
-    const { calculationTime, successCount, errorCount, results } = CalculationNode.cycle(
-        MarketCache.relationships,
-        depthSnapshots,
-        (e) => logger.performance.warn(e),
-        ArbitrageExecution.executeCalculatedPosition
-    );
+        const {calculationTime, successCount, errorCount, results} = CalculationNode.cycle(
+            MarketCache.relationships,
+            depthSnapshots,
+            (e) => logger.performance.warn(e),
+            ArbitrageExecution.isSafeToExecute,
+            ArbitrageExecution.executeCalculatedPosition
+        );
 
-    recentCalculationTimes.push(calculationTime);
-    if (CONFIG.HUD.ENABLED) refreshHUD(results);
+        recentCalculationTimes.push(calculationTime);
+        if (CONFIG.HUD.ENABLED) refreshHUD(results);
+
+        displayCalculationResults(successCount, errorCount, calculationTime);
+    }
 
-    displayCalculationResults(successCount, errorCount, calculationTime);
     setTimeout(calculateArbitrage, CONFIG.TIMING.CALCULATION_COOLDOWN);
 }
 
+function isSafeToCalculateArbitrage() {
+    if (ArbitrageExecution.inProgressIds.size > 0) return false;
+    return true;
+}
+
 function displayCalculationResults(successCount, errorCount, calculationTime) {
     if (errorCount === 0) return;
     const totalCalculations = successCount + errorCount;