Fix getPortfolio function in Binance

[cmroche]

• What kind of change does this PR introduce? (Bug fix, feature, docs update, ...)

Bugfix

• What is the current behavior? (You can also link to an open issue here)

getPortfolio always returns 0 due to an incorrect use of _.first(...)

• What is the new behavior (if this is a feature change)?

Function now returns the 'free' balance, replaced _.first with _.find.

• Other information:

Should fix issue #1356

[ms121]

Hey @cmroche, it now throws the following;

TypeError: Cannot read property 'free' of undefined
at Trader.setBalance (/root/gekko/exchanges/binance.js:127:7)
at bound (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Request.request [as _callback] (/root/gekko/node_modules/binance/lib/rest.js:61:21)
at Request.self.callback (/root/gekko/node_modules/request/request.js:188:22)
at emitTwo (events.js:125:13)
at Request.emit (events.js:213:7)
at Request. (/root/gekko/node_modules/request/request.js:1171:10)
at emitOne (events.js:115:13)
at Request.emit (events.js:210:7)
at IncomingMessage. (/root/gekko/node_modules/request/request.js:1091:12)

Thanks for your quick response on the last issue!

[cmroche]

@ms121 Fixed bindings, try now please.

[ms121]

Seems to be working ill let it run and see how it goes!
I changed line 181 to; var result = _.first(data, function(ticker) {
and err.message was returning
'TypeError: Cannot read property 'message' of null
at Trader.setTicker (/root/gekko/exchanges/binance.js:192:18)
at bound (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Request.request [as _callback] (/root/gekko/node_modules/binance/lib/rest.js:61:21)
at Request.self.callback (/root/gekko/node_modules/request/request.js:188:22)
at emitTwo (events.js:125:13)
at Request.emit (events.js:213:7)
at Request. (/root/gekko/node_modules/request/request.js:1171:10)
at emitOne (events.js:115:13)
at Request.emit (events.js:210:7)
at IncomingMessage. (/root/gekko/node_modules/request/request.js:1091:12)'
Fixed it by changing it to just err.

[cmroche]

@ms121 Thanks for your help :) Same problem with getPortfolio, I used the wrong function... the update I just pushed should fix it. Thanks again.

[ms121]

@cmroche
As the bot tried to buy the following happened;

2017-12-03` 03:24:38 (INFO): Attempting to BUY 1.1992578439197714 NEO at binance price: 0.077
2017-12-03 03:24:38 (DEBUG): [binance.js] (addOrder) BUY 1.1992578439197714 NEO @ 0.077 ETH
2017-12-03 03:24:38 (DEBUG): [binance.js] entering "getTicker" callback after api call, err: { code: -1102,
msg: 'Mandatory parameter 'timestamp' was not sent, was empty/null, or malformed.' } data: { code: -1102,
msg: 'Mandatory parameter 'timestamp' was not sent, was empty/null, or malformed.' }
2017-12-03 03:24:38 (ERROR): [binance.js] unable to buy { code: -1102,
msg: 'Mandatory parameter 'timestamp' was not sent, was empty/null, or malformed.' }

/root/gekko/exchanges/binance.js:35
if (!error || !error.message.match(recoverableErrors)) {
^

TypeError: Cannot read property 'match' of undefined
at Trader.retry (/root/gekko/exchanges/binance.js:35:32)
at Trader.bound [as retry] (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Trader.setOrder (/root/gekko/exchanges/binance.js:232:19)
at bound (/root/gekko/node_modules/lodash/dist/lodash.js:729:21)
at Request.request [as _callback] (/root/gekko/node_modules/binance/lib/rest.js:52:21)
at Request.self.callback (/root/gekko/node_modules/request/request.js:188:22)
at emitTwo (events.js:125:13)
at Request.emit (events.js:213:7)
at Request. (/root/gekko/node_modules/request/request.js:1171:10)
at emitOne (events.js:115:13)

I am currently doing tests on the server time + my client time to see if that is the issue.

[cmroche]

@ms121 The binance node module normally automatically adds the timestamp to any authenticated queries, but look at the source it doesn't in the case of addOrder. Probably a bug on their side, but the fix is as simple as adding it to the query parameters so I've pushed a fix for it.

Also the comments said "getTicker" but actually that was a copy and paste error on my side, it was actually "addOrder" that was triggering it :)

Thank again, and let me know how it goes. I think we're pretty close now thanks to your help.

[ms121]

Thanks again @cmroche next error is the following; Going to double check it isn't because my trade is too small, although it might be to do with how many decimal places we are sending to binance.

2017-12-04 01:00:08 (DEBUG): [binance.js] entering "setOrder" callback after api call, err: { code: -1013, msg: 'Filter failure: LOT_SIZE' } data: { code: -1013, msg: 'Filter failure: LOT_SIZE' }
2017-12-04 01:00:08 (ERROR): [binance.js] unable to buy { code: -1013, msg: 'Filter failure: LOT_SIZE' }

I will try setting it to a precision of 6 and see if it makes the trade.

[cmroche]

@ms121 It's because the min order was wrong, the info wasn't readily available at the time I put this together but found it now. THe markets have been cleaned up, and the min orders fixed.

[ms121]

Tested still throwing the same error;
2017-12-04 01:55:41 (INFO): Attempting to BUY 59.90620811174061 POWR at binance price: 0.00154501
2017-12-04 01:55:41 (DEBUG): [binance.js] (addOrder) BUY 59.90620811174061 POWR @ 0.00154501 ETH
2017-12-04 01:55:42 (DEBUG): [binance.js] entering "setOrder" callback after api call, err: { code: -1013, msg: 'Filter failure: LOT_SIZE' } data: { code: -1013, msg: 'Filter failure: LOT_SIZE' }
2017-12-04 01:55:42 (ERROR): [binance.js] unable to buy { code: -1013, msg: 'Filter failure: LOT_SIZE' }

[askmike]

@cmroche @ms121

[binance.js] entering "setOrder" callback after api call, err: { code: -1013, msg: 'Filter failure: LOT_SIZE' } data: { code: -1013, msg: 'Filter failure: LOT_SIZE' }
2017-12-04 01:55:42 (ERROR): [binance.js] unable to buy { code: -1013, msg: 'Filter failure: LOT_SIZE' }

LOT_SIZE errors in binance have to do with the rounding of either the amount of the volume, which is different per market. In binance there are 2 checks for minimal orders:

• is the amount above the minimum (for some small coins it needs be 1+)?
• is the total amount (rate * amount) above another minimum (I think: 0.001 for BTC pairs and 0.01 for ETH pairs)?

After that the amount and the rate are checked for rounding: the amount and the rate both need to be rounded according to some rounding, else you get this error. I am pretty sure this is not handled by the lib we are using.

[cmroche]

@askmike All of the currency pairs specific use 8 decimals places for input, are you saying that Gekko will attempt to use more decimal places than that? If so I can push a fix tonight.

[cmroche]

@ms121 @askmike After a bit of research on this issue, it looks like Binance uses minOrder as the precision for the asset, and tickSize as the precision for the currency. I've added a rounding function for both of these now, hopefully that addresses the issue.

[ms121]

Thanks again @cmroche, problem now is the Price is being calculated the same as the amount by the looks of it;
2017-12-05 01:09:47 (DEBUG): [binance.js] (addOrder) BUY 60 POWR @ 60 ETH
2017-12-05 01:09:48 (DEBUG): [binance.js] entering "setOrder" callback after api call, err: { code: -2010,
msg: 'Account has insufficient balance for requested action.' } data: { code: -2010,
msg: 'Account has insufficient balance for requested action.' }
2017-12-05 01:09:48 (ERROR): [binance.js] unable to buy { code: -2010,
msg: 'Account has insufficient balance for requested action.' }

[cmroche]

@ms121 Ooof :S That was a nasty copy and paste error, I'm glad it didn't work.

Fixed now.

[ms121]

HAHA I thought so as well! I am testing it now.
@cmroche We now have an open order I will see how it goes!
Thanks Again!

[cmroche]

@askmike The build pipeline errors are related to using an older npm version, I don't think I can fix this on my side.

[askmike]

No problem, I'll work on upgrading dependencies. I'll merge this for now and if more problems arise we can address them in new PRs. Thanks a lot @cmroche!

[ms121]

@cmroche after 10 hours of running (bought a sold 5 times no problems) it decided to throw this out;

2017-12-06 02:02:12 (DEBUG): [binance.js] entering "setOrder" callback after api call, err: { code: -1013, msg: 'Filter failure: MIN_NOTIONAL' } data: { code: -1013, msg: 'Filter failure: MIN_NOTIONAL' }
It was trying to use under 1 BNB to ETH.

Looking at line 492 It looks to be correctly set to 1 not sure why it decided to try and buy. I would also note that it did throw the;

/root/gekko/exchanges/binance.js:35
if (!error || !error.message.match(recoverableErrors)) {

[cmroche]

@ms121 Did it terminate the process, or continue?

Either way, if it continued to buy, then there is probably a bug in the Binance API... unless the buy you saw was not related, and perhaps there are rounding errors bringing it just slightly under the minimal amount? I could throw a Math.max in there and see if it fixes it, would be a bit of a guess though unless you could catch the error and print out the amount it is trying to request.

[ms121]

Ended up terminating the process. It might have actually been a rounding issue. I believe it might have round up thinking it was over 1 but was in fact just under.

Oh and I've found when it does round up at times it misses the buy because it is like 0.003 higher than the order price (not a big issue though).

[cmroche]

Refer to PR #1427 now please.