aureliano90/futures-spot-arbitrage-okex-v5

An async program for futures-spot arbitrage on OKEx using V5 API.

futures-spot-arbitrage-okex-v5's Issues

local variable 'json_res' referenced before assignment

Hi, Aureliano90, I have this error if I try to monitor existing connections for example:

Monitor__await__(BTC) error
local variable 'json_res' referenced before assignment
Crypto BTC does not exist.

I have MongoDB running, may be I should configure it somehow?

Thank you

Project refactor and overhaul

This project was started when I was a newbie in Python and software development. I am glad it gathers a decent number of stars and hopefully some usage. However it feels outdated and lacking maintenance even though it still functions and makes money.

Therefore I'm soliciting feedbacks or suggestions to make an improvement plan. Given enough feedbacks and community contribution, an improvement plan will take effect.

Parameter accountid is not passed when creating FundingRate object

In src/menu.py, line 355: fundingRate = FundingRate() , I suggest to change to: fundingRate = FundingRate(accountid) , otherwise the fundingRate object with always initialized with the default accountid, 3 , the object will always uses the test API.

Same issue goes to:

• src/menu.py line 27, 140
• src/monitor.py line 84
• src/record.py line 61

@Aureliano90

新版本执行后异常报错

大佬，用你昨天刚刚迭代的版本执行后，报非法IP，但是用的还是同一个VPS，所以想请教一下，是我那个地方还需要调整的吗？麻烦帮忙看一下。谢谢！！！

点击记录行情，pymongo报连接池异常

第一次连接的时候是正常，但是退出程序在执行的时候就报这个连接池异常，这个是什么问题？

Telegram Group Chat

Hi there

Would appreciate a telegram group chat in order to talk FAQ and other bug orientated solutions, this might be quite technical for people that are not very familiar with coding.

For example, my self I can not understand where to enter my priv keys and although I made a .env file I still get error when running the command 1.

coroutine 'record' was never awaited

hello, im using the latest version on linux and I get this stdout when I fetch Ticker (5):

Process Process-2:
Traceback (most recent call last):
  File "/usr/lib/python3.9/multiprocessing/process.py", line 315, in _bootstrap
    self.run()
  File "/usr/lib/python3.9/multiprocessing/process.py", line 108, in run
    self._target(*self._args, **self._kwargs)
  File "/home/panpansh/Projects/Futures-Spot-Arbitrage-OKEx-V5/src/record.py", line 51, in record_ticker
    loop.run_until_complete(record())
  File "/usr/lib/python3.9/asyncio/base_events.py", line 623, in run_until_complete
    self._check_running()
  File "/usr/lib/python3.9/asyncio/base_events.py", line 583, in _check_running
    raise RuntimeError('This event loop is already running')
RuntimeError: This event loop is already running
/usr/lib/python3.9/multiprocessing/process.py:331: RuntimeWarning: coroutine 'record' was never awaited
  traceback.print_exc()
RuntimeWarning: Enable tracemalloc to get the object allocation traceback

looking fine

Hi there,
I'm going through your code checking a little bit the concept.
Out of the box i get this error:

async def get_crypto(accountid: int) -> tuple[str, Monitor]: TypeError: 'type' object is not subscriptable

Do you know what could be wrong here?

资金汇率 和资金费率 计算问题

Futures-Spot-Arbitrage-OKEx-V5/src/monitor.py

Line 101 in 0385a64

spot_trade_fee, swap_trade_fee, liquidation_price = await gather(self.spot_trade_fee(), self.swap_trade_fee(),

一个是u 一个是币 相加是不是有点问题

Futures-Spot-Arbitrage-OKEx-V5/src/monitor.py

Line 148 in 0385a64

# Expected funding rates too low.

资金费率 是百分比而比较的是u

Monitoring existing position give this warning

So, on debian using virtualenv with python 3.9 when I try to use monitor. (demo account)
Regards.

1
Crypto    Current  Predicted
SOL     -0.016%    -0.001%
SOL    Today's APR: -11.34%, 7 day APR: -1.62%, overall APR: -1211.42%
SOL    Today's APY: -10.72%, 7 day APY: -1.61%, overall APY: -100.00%
menu.py:36: RuntimeWarning: coroutine 'run_with_cancel.<locals>.wrapper.<locals>._coro' was never awaited
  mon.watch()
RuntimeWarning: Enable tracemalloc to get the object allocation traceback
menu.py:36: RuntimeWarning: coroutine 'Monitor.watch' was never awaited
  mon.watch()
RuntimeWarning: Enable tracemalloc to get the object allocation traceback

I'm not sure I really understand the principle. does he manage on his own? I need to close my positions manually, right?
I need to use screen to fetch/monitor ? thanks

你好，我用了你的代码，非常棒，输入币的时候，有个问题，可以解答一下吗？不胜感激

Move away from MongoDB

My local MongoDB service is consuming 7 GBs of memory. It also seems to be slow.

Hereby suggestions for alternative dbs are welcomed. A switch will take place if there is enough demand and community contribution.

谢谢，大佬，还有一个问题想请教一下，就是我点击记录行情的时候，总是报错，是因为我的timeout设置的过小吗？

Cross Margin ?

I did a proof of concept doing funding arbitrage on okx, while i was trying to make a production version i found your project which is exactly what i was trying to do. This really is great work.

But I was wondering why wouldnt you go cross margin usdt. It's very unlikely you will get a margin call considering the spread on okx. Like when your short position loose money, your long will gain some anyway. Doing isolated need stoplosses whereas cross shouldnt need any.

Is my thought wrong or please would you clarify on that ?

Thanks you for your work

Questions on src/monitor.py

你好，在理解运行代码的时候遇到一些问题想请教下：

从src/monitor.py开始处的注释来看，该文件主要实现了以下三个功能：

# 1. 监控一个币种，如果当期资金费+预测资金费小于重新开仓成本（开仓期现差价-平仓期现差价-手续费），进行平仓。
# 2. 如果合约仓位到达下级杠杆，进行减仓。如果合约仓位到达上级杠杆，进行加仓。
# 3. 如果距离下期资金费3小时以上，（开仓期现差价-平仓期现差价-手续费）>0.2%，进行套利。

Question 1
1.1 对于注释中功能1. 我的理解是， 如果资金费利润(当期资金费+下期预测资金费)小于期现差价利润(开仓期现差价-平仓期现差价-手续费)，则进行平仓直接赚取期现差价利润而舍弃资金费利润。请问这样理解是对的吗？你注释中所写的重新开仓成本就是开仓平仓是期现差价利润的意思吗？ 如果不是可否麻烦解释下？

1.2 代码中147行计算重新开仓成本， cost = open_pd - close_pd + 2 * trade_fee 这里的trade_fee 为什么是相加而不是相减呢？

Futures-Spot-Arbitrage-OKEx-V5/src/monitor.py

Line 147 in 4361da6

cost = open_pd - close_pd + 2 * trade_fee

1.3 代码143-146行中，开仓期现差价和平仓期现差价都是用该标的的过去一段时间内的统计平均加减标准差得来。为什么不能直接计算该仓位开仓时的期现差价，和当前时间点的期现差价作为平仓期现差价呢？

  assert (recent := Stat.recent_open_stat()), lang.fetch_ticker_first
  open_pd = recent['avg'] + recent['std']
  recent = Stat.recent_close_stat()
  close_pd = recent['avg'] - recent['std']

Question 2
对于注释中功能3.我好像没有在src/monitor.py找到相应的代码，是该功能还没有实现吗？或者是我遗漏了哪部分代码？

P.S. 代码写的好好，感谢无私的分享！！

关于数据库的问题

当初始化程序的时候，按下监控现有仓位这个功能时候，数据库里没有数据，会报一个数据库为空的错误，请问这个问题应该怎么解决呢