Binance Triangle Arbitrage Versions Save

Changes:

• Allow multiple base assets
• HUD shows "Age" metrics in terms of milliseconds
• Log warnings when cpu usage is high (common cause of Depth (0) errors)
• Calculate depth used per position for future use

Breaking Configuration Changes

• INVESTMENT is now configured in a different format:

// config.json
{
  
  "INVESTMENT": {
    "BTC": { 
      "MIN": 0.010,
      "MAX": 0.015,
      "STEP": 0.005
    }
  }
  
}

Changes:

• Remove "scheduled" scanning method
• Tweak default configs
• Fix dependency vulnerability identified by dependabot

Breaking Changes

• SCANNING.TIMEOUT removed

Changes:

• Fix dependency (systeminformation) vulnerability

Changes:

• Address the incorrect price logging (#117)

Changes:

• Introduction of "callback scanning" which is a rapid and entirely new way of calculating arbitrage opportunities!!
• Significantly improve efficiency of sorting bids/asks
• Address the disconnecting websocket issue (#98)
• Avoid displaying NaN age values in the HUD
• Dynamically wait for initial depth updates before beginning analyses
• Added more robust configuration validation
• Log expected and actual order book prices from execution
• Log positive and negative prices divergences after execution
• Many many other changes..

Breaking Changes: The configuration has been totally reworked. You will need to read through the documentation and update your existing config appropriately or start anew with the config.json.example file.

Changes:

• Avoid sorting depth caches more than required (HUUUUGE!! ~40% calculation cycle speed improvements)
• Other lesser optimizations
• Remove memory usage from status updates
• Ensure enough relationships exist before starting bot

Changes:

• Cease calculation cycles when executing a position
• Fix label in execution summary logging

Changes:

• Bug fix to correctly log network up/down stats (#112)
• Minor performance tweaks
• Additional config checking

Changes:

• More status update information
  • Average system CPU usage
  • CPU usage per core
  • Memory usage
  • Network usage
  • API latency

Note run npm install

Changes:

• Bundle multiple tickers into websockets for less connections! (configurable via WEBSOCKETS.BUNDLE_SIZE)
• Average CPU load updates (configurable via TIMING.STATUS_UPDATE_INTERVAL)
• Trimming depth cache snapshots instead of pruning the local depth cache
• Ensuring that depth cache snapshots are clones vs. references
• Increased startup logging for more insight

Note update your config.json!