April 23rd, 2024

Trading Pair: ETHUSDT

Exchange: Binance Perp

Length: Just for the day

Order Size: 30 USD

Result: -0.68 USD

Strategy:

• Ref Price is Mid
• 1% Bid and ask spread places around mid price
• Order refresh time: 30s
• If any order gets filled we wait another 30s
• Price floor and Ceiling is the 20 period bollinger bands

Errors:

- ERROR - Error checking if orders are filled: binance GET <https://fapi.binance.com/fapi/v1/order?timestamp=1713871770873&symbol=ETHUSDT&orderId=8389765674745396961&recvWindow=10000&signature=ae52ae726f3e31e2b741dc468daf211e7aacca2394d309a7be7fba0ffbb81409>

handle: <Handle Future.race.<locals>.callback(<Task finishe...>))>}, set())>) at C:\\Users\\markw\\Desktop\\atlas\\atlas_trade_prod\\venv\\Lib\\site-packages\\ccxt\\async_support\\base\\ws\\future.py:20>
Traceback (most recent call last):
  File "C:\\Program Files\\WindowsApps\\PythonSoftwareFoundation.Python.3.11_3.11.2544.0_x64__qbz5n2kfra8p0\\Lib\\asyncio\\events.py", line 84, in _run
    self._context.run(self._callback, *self._args)
  File "C:\\Users\\markw\\Desktop\\atlas\\atlas_trade_prod\\venv\\Lib\\site-packages\\ccxt\\async_support\\base\\ws\\future.py", line 24, in callback
    first_result = list(complete)[0].result()
                   ^^^^^^^^^^^^^^^^^^^^^^^^^^
ccxt.base.errors.NetworkError: 502, message='Invalid response status', url=URL('wss://fstream.binance.com/ws/0')

April 24rd, 2024

Same Script. Added try except on the watch order book and hasnt crashed once.

This is the perp strategy

“New opening orders are not being placed if one or more of existing opening orders were filled and the strategy holds a position. In that case, the position(s) is being evaluated on every tick whether to close it or not, and whether to either take a profit or a loss. These decisions are controlled by parameters long_profit_taking_spread, short_profit_taking_spread and stop_loss_spread.”