KuCoin Cyclic Arbitrage, using Event-Driven Async Rust
Home Page: https://docs.rs/kucoin_arbitrage
License: MIT License
My name is Sho and I'm a Rustascean, currently doing full remote software engineer
✨ Creating bugs since 2012
📚 I'm currently learning different sorts of trading strategies for crypto
🎯 Goals: retire with my crypto bot
🎲 Fun fact: I'm Japan-Hong Kong mix, and party name is Mohammed Bin Sho (MBS) I love both tech and techno
![dependabot[bot] avatar](https://avatars.githubusercontent.com/in/29110?v=4 "dependabot[bot]")
[2023-10-27 21:57:43][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeMatch [335561405913109708508436045567613047709]
[2023-10-27 21:57:43][INFO][kucoin_arbitrage::broker::order::kucoin] Limit order placement successful [335561405913109708508436045567613047709]
[2023-10-27 21:57:43][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeFilled [335561405913109708508436045567613047709]
[2023-10-27 21:57:48][INFO][kucoin_arbitrage::monitor::task] Broadcast channel MPS
[2023-10-27 21:57:48][INFO][kucoin_arbitrage::monitor::task] order : 1 messages ( 0mps)
[2023-10-27 21:57:48][INFO][kucoin_arbitrage::monitor::task] trade : 2 messages ( 0mps)
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::monitor::task] Broadcast channel MPS
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::monitor::task] order : 1 messages ( 0mps)
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::monitor::task] trade : 0 messages ( 0mps)
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeMatch [80848103607579503676599271329919883293]
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeFilled [80848103607579503676599271329919883293]
[2023-10-27 21:57:58][INFO][kucoin_arbitrage::broker::order::kucoin] Limit order placement successful [80848103607579503676599271329919883293]
[2023-10-27 21:58:08][INFO][kucoin_arbitrage::monitor::task] Broadcast channel MPS
[2023-10-27 21:58:08][INFO][kucoin_arbitrage::monitor::task] order : 0 messages ( 0mps)
[2023-10-27 21:58:08][INFO][kucoin_arbitrage::monitor::task] trade : 2 messages ( 0mps)
[2023-10-27 21:58:13][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeMatch [295437004754534137248699779684710492288]
[2023-10-27 21:58:13][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeFilled [295437004754534137248699779684710492288]
[2023-10-27 21:58:13][INFO][kucoin_arbitrage::broker::order::kucoin] Limit order placement successful [295437004754534137248699779684710492288]
[2023-10-28 15:01:18][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] All Taker Chance found!
[2023-10-28 15:01:18][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] TriangularArbitrageChance { profit: OrderedFloat(0.0004159016320031128), actions: [ActionInfo { Buy LINK-USDT at 11.1751 for 4.474200000000001}, ActionInfo { Sell LINK-BTC at 0.00032844 for 4.4697000000000005}, ActionInfo { Sell BTC-USDT at 34127.8 for 0.00146656}] }
[2023-10-28 15:01:18][ERROR][kucoin_arbitrage::broker::order::kucoin] Invalid order size increment LimitOrder { id: "78570f60-1db6-4f81-ad08-3b56633c7b2a", order_type: Limit, side: Buy, symbol: "LINK-USDT", amount: "4.474200000000001", price: "11.1751" }
[2023-10-30 17:34:33][INFO][kucoin_arbitrage::monitor::task] orderbook : 29601 messages ( 986mps)
[2023-10-30 17:34:33][INFO][kucoin_arbitrage::monitor::task] best_price : 3772 messages ( 125mps)
[2023-10-30 17:34:33][INFO][kucoin_arbitrage::monitor::task] chance : 0 messages ( 0mps)
[2023-10-30 17:34:33][INFO][kucoin_arbitrage::monitor::task] order : 0 messages ( 0mps)
[2023-10-30 17:34:33][INFO][kucoin_arbitrage::monitor::task] trade : 0 messages ( 0mps)
thread 'tokio-runtime-worker' panicked at 'called `Option::unwrap()` on a `None` value', src/model/orderbook.rs:59:51
note: run with `RUST_BACKTRACE=1` environment variable to display a backtrace
core ended first Err(ErrorMessage { msg: "unexpected error [Infrastructure task pool error [Some(Err(JoinError::Panic(Id(17), ...)))]]" })
we do not need strings mod if we have a nice struct that does all of it
[2023-11-23 19:01:55][WARN][kucoin_arbitrage::broker::orderbook::kucoin] orderbook[UQC-USDT] did not respond (101 tries) [HTTP(reqwest::Error { kind: Decode, source: Error("invalid type: null, expected a string", line: 1, column: 49) })]
HTTP request for UQC fails all the time.
[2023-10-23 17:39:46][INFO][chaiwala_service] Received [SIGINT] signal
[2023-10-23 17:39:46][INFO][chaiwala_service] received external signal, Good bye!
[2023-10-23 17:39:46][ERROR][kucoin_arbitrage::broker::orderbook::kucoin] Orderbook event publish error, check receiver
[2023-10-23 17:39:46][ERROR][kucoin_arbitrage::broker::orderbook::kucoin] Orderbook event publish error, check receiver
hello
Please explain how to Run this project
[2023-10-30 17:44:55][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] All Taker Chance found!
[2023-10-30 17:44:55][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] TriangularArbitrageChance { profit: OrderedFloat(0.024062122741007386), actions: [ActionInfo { Buy FTM-USDT at 0.24025 for 208.1165}, ActionInfo { Sell FTM-BTC at 0.00000703 for 207.9083}, ActionInfo { Sell BTC-USDT at 34294.3 for 0.00146013}] }
[2023-10-30 17:44:55][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] waiting for TradeInfo from KuCoin server
[2023-10-30 17:44:55][INFO][kucoin_arbitrage::broker::trade::kucoin] TradeOpen[37999890520258331277283304113892230095]
[2023-10-30 17:44:55][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] waiting for TradeInfo from KuCoin server
[2023-10-30 17:44:55][INFO][kucoin_arbitrage::broker::order::kucoin] Limit order placement successful [37999890520258331277283304113892230095]
[2023-10-23 18:22:55][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] All Taker Chance found!
[2023-10-23 18:22:55][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] TriangularArbitrageChance { profit: OrderedFloat(0.016376796710005692), actions: [ActionInfo { Buy BTC-USDT at 30900.1 for 0.00323623}, ActionInfo { Buy HBAR-BTC at 0.000001593 for 2029.5001000000002}, ActionInfo { Sell HBAR-USDT at 0.04938 for 2027.4705000000001}] }
[2023-10-23 18:22:55][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] time_sent: SystemTime { tv_sec: 1698078175, tv_nsec: 779915767 }
[2023-10-23 18:22:55][ERROR][kucoin_arbitrage::broker::order::kucoin] ErrorMessage { msg: "global timer [order_placement_broadcast] is not found" }
[2023-10-23 18:22:55][INFO][kucoin_arbitrage::broker::order::kucoin] order placement
LimitOrder { id: "390KyrWm18SG3nP5ioEk71ZZUB8QvPgy2-mTWcol", order_type: Limit, side: Buy, symbol: "BTC-USDT", amount: "0.00323623", price: "30900.1" }
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] Broadcast channel data rate
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] orderbook : 194488 points ( 3241mps)
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] best_price: 23920 points ( 398mps)
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] chance : 356 points ( 5mps)
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] order : 1 points ( 0mps)
[2023-10-23 18:23:18][INFO][chaiwala::report::counter] orderchange: 0 points ( 0mps)
TriangularArbitrageChance { profit: OrderedFloat(0.025960391571992147), actions: [ActionInfo { Buy EWT-USDT at 1.76 for 28.409000000000002}, ActionInfo { Sell EWT-BTC at 0.00005216 for 28.3805}, ActionInfo { Sell BTC-USDT at 33861.7 for 0.00147884}] }
[2023-10-27 23:37:16][ERROR][kucoin_arbitrage::broker::orderbook::kucoin] Orderbook event publish error, check receiver
core ended first Err(ErrorMessage { msg: "unexpected error [Infrastructure task pool error [Some(Ok(Err(ErrorMessage { msg: \"unrecognised code [\\\"400100\\\"]\" })))]]" })
Good bye!
[2023-10-27 23:37:16][ERROR][kucoin_arbitrage::broker::orderbook::kucoin] Orderbook event publish error, check receiver
[2023-10-25 14:40:33][INFO][kucoin_arbitrage::broker::order::kucoin] order_placement_broadcast: 158.196µs
[2023-10-25 14:40:33][INFO][kucoin_arbitrage::broker::order::kucoin] order placement
LimitOrder { id: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob", order_type: Limit, side: Buy, symbol: "BTC-USDT", amount: "0.001", price: "40000" }
[2023-10-25 14:40:34][INFO][kucoin_arbitrage::broker::orderchange::kucoin] message: WelcomeMsg(DefaultMsg { id: "lthOjqTzii", type: "welcome" })
[2023-10-25 14:40:34][INFO][kucoin_arbitrage::broker::orderchange::kucoin] message: WelcomeMsg(DefaultMsg { id: "1698241234562", type: "ack" })
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::order::kucoin] order_placement_broadcast: 10.001355413s
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::order::kucoin] order placement
LimitOrder { id: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob", order_type: Limit, side: Buy, symbol: "BTC-USDT", amount: "0.001", price: "40000" }
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::orderchange::kucoin] message: TradeMatchMsg(WSResp { type: "message", topic: "/spotMarket/tradeOrders", subject: "orderChange", data: TradeMatch { symbol: "BTC-USDT", order_type: "limit", side: "buy", liquidity: "taker", type: "match", order_id: "65391adb7877490007663031", order_time: 1698241243615, size: "0.001", filled_size: "0.001", price: "40000", match_price: "34404.8", match_size: "0.001", trade_id: "5665652239777793", client_oid: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob", remain_size: "0", status: "match", ts: 1698241243630000000 } })
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::orderchange::kucoin] TradeMatchMsg: "/spotMarket/tradeOrders"
TradeMatch {
symbol: "BTC-USDT",
order_type: "limit",
side: "buy",
liquidity: "taker",
type: "match",
order_id: "65391adb7877490007663031",
order_time: 1698241243615,
size: "0.001",
filled_size: "0.001",
price: "40000",
match_price: "34404.8",
match_size: "0.001",
trade_id: "5665652239777793",
client_oid: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob",
remain_size: "0",
status: "match",
ts: 1698241243630000000,
}
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::orderchange::kucoin] message: TradeFilledMsg(WSResp { type: "message", topic: "/spotMarket/tradeOrders", subject: "orderChange", data: TradeFilled { symbol: "BTC-USDT", order_type: "limit", side: "buy", type: "filled", order_id: "65391adb7877490007663031", order_time: 1698241243615, size: "0.001", filled_size: "0.001", price: "40000", client_oid: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob", remain_size: "0", status: "done", ts: 1698241243630000000 } })
[2023-10-25 14:40:43][INFO][kucoin_arbitrage::broker::orderchange::kucoin] TradeFilledMsg: "/spotMarket/tradeOrders"
TradeFilled {
symbol: "BTC-USDT",
order_type: "limit",
side: "buy",
type: "filled",
order_id: "65391adb7877490007663031",
order_time: 1698241243615,
size: "0.001",
filled_size: "0.001",
price: "40000",
client_oid: "13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob",
remain_size: "0",
status: "done",
ts: 1698241243630000000,
}
thread 'tokio-runtime-worker' panicked at 'Publishing OrderFilled failed: SendError(OrderFilled((0, "TradeFilled { symbol: \"BTC-USDT\", order_type: \"limit\", side: \"buy\", type: \"filled\", order_id: \"65391adb7877490007663031\", order_time: 1698241243615, size: \"0.001\", filled_size: \"0.001\", price: \"40000\", client_oid: \"13ps68ZRGTOhrqC1irUO3C_qYBlSUwiBX2-EE-ob\", remain_size: \"0\", status: \"done\", ts: 1698241243630000000 }")))', /home/sho/Documents/personal/kucoin_arbitrage/src/broker/orderchange/kucoin.rs:46:32
note: run with `RUST_BACKTRACE=1` environment variable to display a backtrace
After running cargo build I get following output:
➜ kucoin_arbitrage git:(master) cargo build
Compiling proc-macro2 v1.0.59
Compiling parking_lot v0.12.1
Compiling ahash v0.7.6
Compiling core-foundation v0.9.3
Compiling security-framework-sys v2.9.0
Compiling tempfile v3.5.0
Compiling tracing-core v0.1.31
Compiling percent-encoding v2.2.0
error[E0635]: unknown feature `proc_macro_span_shrink`
--> /home/mimir/.cargo/registry/src/index.crates.io-6f17d22bba15001f/proc-macro2-1.0.59/src/lib.rs:92:30
|
92 | feature(proc_macro_span, proc_macro_span_shrink)
| ^^^^^^^^^^^^^^^^^^^^^^
For more information about this error, try `rustc --explain E0635`.
error: could not compile `proc-macro2` (lib) due to previous
[2023-10-23 17:53:13][INFO][kucoin_arbitrage::broker::gatekeeper::kucoin] time_sent: SystemTime { tv_sec: 1698076393, tv_nsec: 843016101 }
[2023-10-23 17:53:13][ERROR][kucoin_arbitrage::broker::order::kucoin] ErrorMessage { msg: "global timer [order_placement_broadcast] is not found" }
[2023-10-23 17:53:13][INFO][kucoin_arbitrage::broker::order::kucoin] order placement
LimitOrder { id: "MhESL0T33wphLG8OvQS4evTEWFa-oZrAbDPCi7H0", order_type: Limit, side: Buy, symbol: "BCH-USDT", amount: "0.40740000000000004", price: "245.44" }
[2023-10-23 17:53:17][INFO][chaiwala::report::counter] Broadcast channel data rate
[2023-10-23 17:53:17][INFO][chaiwala::report::counter] orderbook : 25482 points ( 5096mps)
[2023-10-23 17:53:17][INFO][chaiwala::report::counter] best_price: 2589 points ( 517mps)
[2023-10-23 17:53:17][INFO][chaiwala::report::counter] chance : 0 points ( 0mps)
[2023-10-23 17:53:17][INFO][chaiwala::report::counter] order : 0 points ( 0mps)
[2023-10-23 17:53:17][INFO][chaiwala::report::counter] orderchange: 0 points ( 0mps)
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