Hi All,
I have a similar problem with Binance futures and “many” assets.
The code below works fine (-at least it runs for a few hours...) using 3 assets but it breaks quite quickly with 8!
I worked with the latest Zorro Beta (2.55.6b) and the Binance Futures plugin version is 1.0.3.1.
The code
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#include <profile.c>
#define MAX_ACTIVE_SYMBOLS 50
string ActiveSymbols[MAX_ACTIVE_SYMBOLS];
#define SYMBOLS_TEST_WORKS "BTCUSDT","ETHUSDT","BNBUSDT"
#define SYMBOLS_TEST_FAILS "BTCUSDT","ETHUSDT","BNBUSDT","XRPUSDT","LINKUSDT","DOTUSDT","LTCUSDT","ADAUSDT"
#define SYMBOLS SYMBOLS_TEST_FAILS
static int NUM_SYMBOLS = 0;
function tock()
{
if (!is(LOOKBACK))
{
string tdate = strf("%04i-%02i-%02i %02i:%02i", year(), month(), day(), hour(), minute());
printf("\n\n[%i - %s] Checking the Bin-sever %f ... \n", Bar, tdate, brokerCommand(2002,0) );
if(brokerCommand(2002,0) > 90000.0)
{
printf("\n\n[%i - %s] ------------ fixing connection \n", Bar, tdate );
brokerCommand(2001,0);
}
}
return;
}
function run()
{
set(TICKS, LOGFILE, NFA);
resf(BarMode, BR_WEEKEND);
setf(BarMode, BR_FLAT);
StartDate = 2021;
EndDate = 2023;
BarPeriod = 1440;
LookBack = 50;
TickTime = 500;
TockTime = 60000;
Verbose = 3;
Capital = 1000 * 1000;
// History = "C:\\co\\adata\\crypto_daily\\binance\\spot\\*.t6";
// History = "C:\\co\\adata\\crypto_daily\\binance\\um\\*.t6";
History = "C:\\co\\adata\\crypto_futures\\binance\\um\\*.t6";
if (is(FIRSTINITRUN)) {
assetList("AssetsBinanceFutUM");
NUM_SYMBOLS = 0;
string temp_str;
while( temp_str = of(SYMBOLS) ){
ActiveSymbols[NUM_SYMBOLS] = temp_str;
++NUM_SYMBOLS;
if (NUM_SYMBOLS > MAX_ACTIVE_SYMBOLS)
quit("Error - array index value !");
}
printf("\nFIRSTINITRUN: %d active symbols\n", NUM_SYMBOLS);
}
if (is(TRADEMODE))
{
string tdate = strf("%04i-%02i-%02i %02i:%02i", year(), month(), day(), hour(), minute());
if (is(LOOKBACK))
printf("\n\n[%i - %s] New day in LOOKBACK\n", Bar, tdate );
else
printf("\n\n[%i - %s] New day in trading\n", Bar, tdate );
}
int i = 0;
int longs = 0;
int shorts = 0;
for (i = 0; i < NUM_SYMBOLS; i++) {
asset(ActiveSymbols[i]);
if(is(INITRUN))
{
if (is(TRADEMODE))
{
printf("\nTaking a nap for a minute... ");
Sleep(1000 * 30);
printf("waking up!\n");
}
}
vars myclose = series(priceClose());
}
}
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The log file:
-----------------------------------------------------------------------------------------------------------------------------
...
[0 - 0000-00-00 00:00] New day in LOOKBACK
!BTCUSDT: Subscribing...
Warning 054: BTCUSDT LotAmount 1.0 -> 0.0010
Warning 054: BTCUSDT PIP 0.000001000 -> 0.1000
!BTCUSDT 12-04 00:11:51 to 03-04 12:11:51
!=> 03-03 11:13:00 to 03-04 12:12:00, 1500 ticks
Load BTCUSDT prices..
!BTCUSDT 12-04 00:11:51 to 03-03 11:12:30
!=> 03-02 10:14:00 to 03-03 11:13:00, 1500 ticks 110927 min
BTCUSDT 110927 ticks read
76(111292) bars 2022-12-19..2023-03-04 generated
BTCUSDT: 0..111291
Taking a nap for a minute... waking up!
!ETHUSDT: Subscribing...
Warning 054: ETHUSDT LotAmount 1.0 -> 0.0010
Warning 054: ETHUSDT PIP 0.000001000 -> 0.01000
Load ETHUSDT prices.. 110927 min
ETHUSDT 110927 ticks read
ETHUSDT: 0..111291
Taking a nap for a minute... waking up!
...
!ADAUSDT: Subscribing...
Warning 054: ADAUSDT PIP 0.000001000 -> 0.0001000
Load ADAUSDT prices.. 110926 min
ADAUSDT 110926 ticks read
ADAUSDT: 0..111291
Taking a nap for a minute... waking up!
V 2.556 on Sat 23-03-04 04:33:47
LookBack set to 50 bars
...
Lookback 50 bars, 2023-01-14..2023-03-04
[26: Sat 23-01-14 15:40] 1418.40/1644.92\1406.29/1525.33 -0.01
[26 - 2023-01-14 15:40] New day in LOOKBACK
.
[27: Sun 23-01-15 15:40] 1525.33/1564.00\1516.02/1545.63 -0.01
...
[73 - 2023-03-02 15:40] New day in LOOKBACK
[74: Fri 23-03-03 15:40] 1626.89/1657.76\1534.85/1566.33 -0.01
[74 - 2023-03-03 15:40] New day in LOOKBACK
Bar 75 continued until 15:40:00 Sat
End of lookback period at 12:33:54 Sat
[75 - 2023-03-04 12:34] Checking the Bin-sever 8.793820...
[75 - 2023-03-04 12:35] Checking the Bin-sever 1.727340...
[75 - 2023-03-04 12:36] Checking the Bin-sever 1.709770...
[75 - 2023-03-04 12:37] Checking the Bin-sever 11.141770...
[75 - 2023-03-04 12:38] Checking the Bin-sever 19.492480...
...
[75 - 2023-03-04 13:03] Checking the Bin-sever 10.628200...
[75 - 2023-03-04 13:04] Checking the Bin-sever 1.831130...
[75 - 2023-03-04 13:05] Checking the Bin-sever 7.644880...
[75 - 2023-03-04 13:06] Checking the Bin-sever 1.552680...
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!BrokerAsset: stopped
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!BrokerAsset: stopped
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!BrokerAsset: stopped
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!BrokerAsset: stopped
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!BrokerAsset: stopped
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!BrokerAsset: stopped
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!BrokerAsset: stopped
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!BrokerAsset: stopped
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
[75 - 2023-03-04 13:07] Checking the Bin-sever 19.044920...
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!FEED_WS: readloop_handler: The WebSocket stream was gracefully closed at both endpoints
...
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It looks like that the solution "if(brokerCommand(2002,0) > 120000.) brokerCommand(2001,0); " is not catching the problem ???
Have I missed something?
Thank you for your comments!
