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KrakenEUR prices are incorrect (by 1500+ EUR) #68

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jpretori opened this issue Oct 14, 2020 · 2 comments
Open

KrakenEUR prices are incorrect (by 1500+ EUR) #68

jpretori opened this issue Oct 14, 2020 · 2 comments

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@jpretori
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When I run $ python -m arbitrage -d

I wait a few minutes, then it outputs, among other prices:

2020-10-14 19:40:23,848 [VERBOSE] ticker: KrakenEUR - {'ask': {'price': 11367.5375, 'amount': 0.098}, 'bid': {'price': 11364.9525, 'amount': 0.112}}
2020-10-14 19:40:23,849 [VERBOSE] ticker: KrakenUSD - {'ask': {'price': 11355.6, 'amount': 3.942}, 'bid': {'price': 11355.5, 'amount': 0.537}}

The ticker price of KrakenUSD is quite close to the actual value just now, which I can see on trade.kraken.com is about 11350.
The ticker price of KrakenEUR however, is FAR away from what trade.kraken.com is reporting, which is closer to 9669... which seems to me to mean that bitcoin-arbitrage is misreporting the price.

Screenshot from 2020-10-14 19-47-51

@jpretori
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jpretori commented Oct 14, 2020

I intend to fix this myself and submit a pull request

@jpretori
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Turns out the fix is real simple - just make it clear that bitcoin-arbitrage converts all prices to USD before displaying them on the CLI. In fact, it seems it does this before doing pretty much anything at all.

In market.py:
def ask_update_depth(self): try: self.update_depth() self.convert_to_usd() self.depth_updated = time.time()

jpretori added a commit to jpretori/bitcoin-arbitrage that referenced this issue Oct 14, 2020
Fixes issue maxme#68 by setting expectations.
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