First step is disable all strategies except the one you want to debug use enabled: false in yaml or comment the section with '#'
Most crypto-currency are quoted in USD which has a quote_precision = 2
But every exchange practice different precision
Reminder, on the market BTCUSD, BTC is base currency, USD is quote currency Amounts will be in BTC, price in USD
For Binance use:
curl https://www.binance.com/api/v1/exchangeInfo | jq
For OpenDAX use:
curl https://stage.emirex.com/api/v2/peatio/public/markets | jq
correct the following values:
base_precision: 5 # Precision for base currency
quote_precision: 2 # Precision for quote currency
We advise you to copy the configuration on your linux desktop and debug using your computer.
You can run arke container and mount config in config/strategies.yml
On first run follow the error in logs You may have permissions denied, precision config issues
Also the exchange may not accept your order if amount is too small
Every parameter of the copy and orderback strategies will impact the output orderbook.
Those strategies build the orderbook with the following steps:
To understand how the strategy build the orderbook you should first enable the debug mode on the strategy itself (debug: true).
You will see from the logs the following outputs:
step "2_ob" shows the source orderbook aggregated according to your levels: (The price is on the left, the level volume on right)
D, [2019-10-28T14:34:03.282304 #13710] DEBUG -- : 2_ob:
asks
182.97571942 479.09274000000005
183.20013710 359.41229999999996
183.46955547 339.52265000000006
183.77569465 317.8778
183.92952722 19.818489999999994
bids
182.60651941 518.40322
182.44573305 433.26763999999986
182.17163169 349.86021999999997
181.94000310 335.43544
181.64365371 462.15312
step "3_ob_adjusted" shows the orderbook after volumes adjusted to user expectations
D, [2019-10-28T14:34:03.282366 #13710] DEBUG -- : 3_ob_adjusted:
asks
182.97571942 3.1608178423092577
183.20013710 2.3712252675450842
183.46955547 2.2400031567752863
183.77569465 2.0972011012189697
183.92952722 0.13075263215140262
bids
182.60651941 2.469622074518821
182.44573305 2.064044524875199
182.17163169 1.666699759905062
181.94000310 1.5979815233399466
181.64365371 2.2016521173609718
D, [2019-10-28T14:34:03.282432 #13710] DEBUG -- : 4_ob_spread:
asks
183.52464658 3.1608178423092577
183.74973751 2.3712252675450842
184.01996414 2.2400031567752863
184.32702174 2.0972011012189697
184.48131580 0.13075263215140262
bids
182.05869986 2.469622074518821
181.89839585 2.064044524875199
181.62511680 1.666699759905062
181.39418309 1.5979815233399466
181.09872275 2.2016521173609718
Notice that if the final volume of the level is lower than min_bid_amount or min_ask_amount the order amount will be truncated to the corresponding value.