Merge branch 'develop'

.gitignore

@@ -101,3 +101,4 @@ $RECYCLE.BIN/
 !*.example
 
 src/sandbox/
+**/Sandbox*.js

config/config.json.example

@@ -8,7 +8,7 @@
     "INVESTMENT": {
         "BASE": "BTC",
         "MIN": 0.015,
-        "MAX": 0.035,
+        "MAX": 0.030,
         "STEP": 0.005
     },
 
@@ -17,9 +17,9 @@
         "EXECUTION_STRATEGY": "linear",
         "EXECUTION_TEMPLATE": ["BUY", "SELL", "SELL"],
         "EXECUTION_CAP": 1,
-        "TAKER_FEE": 0.00,
-        "PROFIT_THRESHOLD": 0.30,
-        "AGE_THRESHOLD": 300,
+        "TAKER_FEE": 0.10,
+        "PROFIT_THRESHOLD": 0.00,
+        "AGE_THRESHOLD": 100,
         "WHITELIST": []
     },
 
@@ -30,12 +30,13 @@
 
     "LOG": {
         "LEVEL": "debug",
+        "VERBOSE": true,
         "PRETTY_PRINT": true
     },
 
     "DEPTH": {
         "SIZE": 50,
-        "PRUNE": false,
+        "PRUNE": true,
         "INITIALIZATION_INTERVAL": 75
     },
 

config/readme.md

@@ -34,7 +34,7 @@ Upon each version update you should copy the new syntax from `config.json.exampl
 * Description: Minimum investment amount of the base currency to consider
 
 #### `INVESTMENT.MAX` (Number)
-* Default: `0.035`
+* Default: `0.030`
 * Description: Maximum investment amount of the base currency to consider
 
 #### `INVESTMENT.STEP` (Number)
@@ -72,18 +72,18 @@ Upon each version update you should copy the new syntax from `config.json.exampl
     * `0` - No limit on executions
 
 #### `TRADING.TAKER_FEE` (Number)
-* Default: `0.00`
+* Default: `0.10`
 * Description: Market taker fee (percent)
 * Example: 0.015% would be entered as 0.015
 
 #### `TRADING.PROFIT_THRESHOLD` (Number)
-* Default: `0.30`
+* Default: `0.00`
 * Description: Minimum profit (percent) required to consider executing a position
-* Example: 0.30% would be entered as 0.30
+* Example: 0.50% would be entered as 0.50
 
 #### `TRADING.AGE_THRESHOLD` (Number)
-* Default: `300`
-* Description: Maximum time (ms) since the oldest depth tick involved in the position
+* Default: `100`
+* Description: Maximum time (ms) since the oldest depth tick involved in the position required to consider executing a position
 
 #### `TRADING.WHITELIST` (Array | String)
 * Default: `[]`
@@ -101,7 +101,7 @@ Upon each version update you should copy the new syntax from `config.json.exampl
 
 #### `HUD.ARB_COUNT` (Number)
 * Default: `10`
-* Description: Number of arbs shown on the HUD
+* Description: Number of triangular arbitrage positions shown on the HUD
 
 
 ---
@@ -111,7 +111,7 @@ Upon each version update you should copy the new syntax from `config.json.exampl
 
 #### `LOG.LEVEL` (String)
 * Default: `"debug"`
-* Description: Log level to configure how verbose logging messages are
+* Description: Log level to configure how verbose logging messages are. Output can be found in the /log directory
 * Values:
     * `"fatal"`
     * `"error"`
@@ -121,6 +121,10 @@ Upon each version update you should copy the new syntax from `config.json.exampl
     * `"trace"`
     * `"silent"`
 
+### `LOG.VERBOSE` (Boolean)
+* Default: `true`
+* Description: Enables more detailed log messages from the Binance api wrapper
+
 #### `LOG.PRETTY_PRINT` (Boolean)
 * Default: `true`
 * Description: Format the logs with pino-pretty. Read the logs via a terminal for best results
@@ -144,7 +148,7 @@ Upon each version update you should copy the new syntax from `config.json.exampl
     * `500`
 
 #### `DEPTH.PRUNE` (Boolean)
-* Default: `false`
+* Default: `true`
 * Description: Remove depth cache entries with a depth greater than `DEPTH.SIZE` before each calculation cycle
 
 #### `DEPTH.INITIALIZATION_INTERVAL` (Number)
@@ -157,4 +161,4 @@ Upon each version update you should copy the new syntax from `config.json.exampl
 
 #### `CALCULATION_COOLDOWN` (Number)
 * Default: `250`
-* Description: Delay (ms) after calculations are performed before starting another cycle
+* Description: Delay (ms) between completing calculations and starting another cycle

package.json

@@ -1,6 +1,6 @@
 {
   "name": "binance-triangle-arbitrage",
-  "version": "5.3.0",
+  "version": "5.4.0",
   "repository": {
     "type": "git",
     "url": "https://github.com/bmino/binance-triangle-arbitrage.git"
@@ -9,17 +9,17 @@
     "name": "Brandon Mino"
   },
   "engines": {
-    "node": "12.16.3",
+    "node": "12.18.3",
     "npm": "6.14.5"
   },
   "scripts": {
     "start": "node src/main/Main.js"
   },
   "dependencies": {
     "blessed": "^0.1.81",
-    "node-binance-api": "^0.11.4",
-    "pino": "^6.2.1",
-    "pino-pretty": "^4.0.0"
+    "node-binance-api": "^0.11.11",
+    "pino": "^6.5.0",
+    "pino-pretty": "^4.1.0"
   },
   "license": "MIT"
 }

src/main/ArbitrageExecution.js

@@ -8,7 +8,6 @@ const ArbitrageExecution = {
     inProgressIds: new Set(),
     inProgressSymbols: new Set(),
     attemptedPositions: {},
-    balances: {},
 
     executeCalculatedPosition(calculated) {
         const startTime = new Date().getTime();
@@ -82,7 +81,6 @@ const ArbitrageExecution = {
                 logger.execution.info();
             })
             .catch((err) => logger.execution.error(err.message))
-            .then(ArbitrageExecution.refreshBalances)
             .then(() => {
                 ArbitrageExecution.inProgressIds.delete(calculated.id);
                 ArbitrageExecution.inProgressSymbols.delete(symbol.a);
@@ -135,11 +133,6 @@ const ArbitrageExecution = {
         return true;
     },
 
-    refreshBalances() {
-        return BinanceApi.getBalances()
-            .then(balances => ArbitrageExecution.balances = balances);
-    },
-
     getAttemptedPositionsCount() {
         return Object.keys(ArbitrageExecution.attemptedPositions).length;
     },

src/main/BinanceApi.js

@@ -3,7 +3,9 @@ const logger = require('./Loggers');
 const binance = require('node-binance-api')({
     APIKEY: CONFIG.KEYS.API,
     APISECRET: CONFIG.KEYS.SECRET,
-    test: !CONFIG.TRADING.ENABLED
+    test: !CONFIG.TRADING.ENABLED,
+    log: (msg) => logger.binance.info(msg),
+    verbose: CONFIG.LOG.VERBOSE,
 });
 
 const BinanceApi = {

src/main/Loggers.js

@@ -24,7 +24,8 @@ if (!fs.existsSync(LOG_DIR)){
 const Loggers = {
     LINE: '-'.repeat(50),
     'performance': pino(PINO_OPTS, pino.destination(`${LOG_DIR}/performance.log`)),
-    'execution': pino(PINO_OPTS, pino.destination(`${LOG_DIR}/execution.log`))
+    'execution': pino(PINO_OPTS, pino.destination(`${LOG_DIR}/execution.log`)),
+    'binance': pino(PINO_OPTS, pino.destination(`${LOG_DIR}/binance.log`)),
 };
 
 module.exports = Loggers;