Insight into Depth Cache Events

Tickers with low volume might not emit a depth cache update during long periods of time
bmino · May 3, 2019 · ae18afb · ae18afb
1 parent 449c65e
commit ae18afb
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Showing 2 changed files with 7 additions and 0 deletions.
diff --git a/src/main/Main.js b/src/main/Main.js
@@ -78,6 +78,9 @@ function calculateArbitrage() {
     const msg = `Completed ${completedCalculations}/${totalCalculations} (${((completedCalculations/totalCalculations)*100).toFixed(1)}%) calculations in ${calculationTime} ms`;
     (errorCount > 0) ? logger.performance.info(msg) : logger.performance.trace(msg);
 
+    const tickersWithoutDepthUpdate = MarketCache.getTickersWithoutDepthCacheUpdate();
+    (tickersWithoutDepthUpdate.length > 0) && logger.execution.trace(`Found ${tickersWithoutDepthUpdate.length} tickers without a depth cache update: [${tickersWithoutDepthUpdate}]`);
+
     if (CONFIG.HUD.ENABLED) refreshHUD(results);
 
     setTimeout(calculateArbitrage, CONFIG.CALCULATION_COOLDOWN);

diff --git a/src/main/MarketCache.js b/src/main/MarketCache.js
@@ -61,6 +61,10 @@ const MarketCache = {
         return trades;
     },
 
+    getTickersWithoutDepthCacheUpdate() {
+        return MarketCache.getTickerArray().filter(ticker => !binance.depthCache(ticker).eventTime);
+    },
+
     createTrade(a, b, c) {
         const ab = MarketCache.getRelationship(a, b);
         if (!ab) return;