hummingbot: Huobi - Failed to start Avellaneda MM strategy: stuck into Calculating volatility… no trades tick
Huobi - Avellaneda Market Making strategy stuck into Calculating volatility… no trades tick. Did not strated to place orders
Steps To Reproduce create/start avellaneda_market_making strategy using Huobi
Actual:
After Bot stuck into Calculating volatility, estimating order book liquidity ... no trades tick
Expected: Bot start placing orders after volatility calculation
logs_conf_avellaneda_market_making_1.log logs_conf_avellaneda_market_making_2.log !Avellaneda huobi.zip
Screenshots
Release version dev-1.9.0, master 1.8.0
About this issue
- Original URL
- State: closed
- Created 2 years ago
- Comments: 22 (7 by maintainers)
This is related with TradingIntensity kappa not converging. Would recommend to enlarge trading intensity buffer if after several minutes it still doesn’t start trading
I can confirm that after sometimes both the pair BTC/USD and BTC/USDT are working on FTX.
Tried to retest using FTX, It takes some time for bot to start trading. (Also should have sufficient balance (Base and Quote))
Some exchanges needs some time to finally calculate volatility (because of no trades happened)
Avellaneda works (Bot place orders) for: Binance, ascendex, kucoin, okx, gate.io, bybit, ftx
https://github.com/hummingbot/hummingbot/blob/433df629f3a486a1b6e83bfd8a19493ba20e7e85/hummingbot/strategy/avellaneda_market_making/avellaneda_market_making.pyx#L641
Why is this labelled as P3? Avellaneda strategy isn’t functional at all. Not working for Huobi, FTX and even binance_papertrade. This is rendering Avellaneda strategy useless in hummingbot.