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scanner_settings [2020/07/06 03:52]
administrator [Main]
scanner_settings [2024/04/12 08:59] (current)
administrator [Price Lines]
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-====== Scanner Settings ======+====== Intra-exchange scanner settings ======
  
-Scanner settings are divided into multiple categories for easier and cleaner view.+Scanner settings are divided into multiple categories for easier navigation.
  
 ===== Exchange ===== ===== Exchange =====
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 Here we have the most basic settings, choosing exchange and setting exchange fee percent. Here we have the most basic settings, choosing exchange and setting exchange fee percent.
  
-{{:scanner_settings_exchange.png?direct&600|}}+{{:scanner_settings_exchange.png?direct|}}
  
 **Fields:** **Fields:**
   * Select exchange - choose the desired exchange from the drop down menu (only exchanges for which you have license will be enabled).   * Select exchange - choose the desired exchange from the drop down menu (only exchanges for which you have license will be enabled).
   * Taker fee - set the taker fee for the selected exchange. There is default values provided for each exchange, however make sure the values are correct by checking them on the exchange's site.   * Taker fee - set the taker fee for the selected exchange. There is default values provided for each exchange, however make sure the values are correct by checking them on the exchange's site.
 +===== Main =====
  
-e===== Main ===== +{{:scanner_settings_main.png?direct|}}
- +
-{{:scanner_settings_main.png?direct&600|}}+
  
 **Fields:** **Fields:**
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 In this section you will find the bank related options. In this section you will find the bank related options.
  
-{{:scanner_settings_bank.png?direct&600|}}+{{:scanner_settings_bank.png?direct|}}
  
 **Fields:** **Fields:**
-  * Bank check interval - represents the interval between checking if held funds in the bank can be converted to base. 
   * Minimum bank profit - represents the minimum profit percent needed when converting held funds to base.   * Minimum bank profit - represents the minimum profit percent needed when converting held funds to base.
   * Orders before limit - represents the amount of orders that can be used before using only funds held in the bank. Later you can set individual orders before limit values for each currency from the bank monitor.   * Orders before limit - represents the amount of orders that can be used before using only funds held in the bank. Later you can set individual orders before limit values for each currency from the bank monitor.
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 Price lines represents the lines from the orderbook which you want to scan on. Price lines represents the lines from the orderbook which you want to scan on.
  
-{{:scanner_settings_price_lines.png?direct&600|}}+{{:scanner_settings_price_lines.png?direct|}}
  
 We are using the top 10 prices from the order book. \\ We are using the top 10 prices from the order book. \\
-0 is the lowest value, 9 is the highest vlaue.+0 is the lowest value, 9 is the highest value.
  
-**OKEX:** \\ 
-We are using the top 5 prices from the order book. \\ 
-0 is the lowest value, 4 is the highest vlaue. 
  
 On pair #1 we have buy/sell value. \\ On pair #1 we have buy/sell value. \\
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 On pair #3 we have sell value. \\ On pair #3 we have sell value. \\
  
-When buying 0 is the most aggresive line ("Best Price"). \\ +When buying 0 is the most aggressive line ("Best Price"). \\ 
-When selling 9 is the most aggresive line ("Best Price"). \\ +When selling 9 is the most aggressive line ("Best Price"). \\
- +
-**OKEX:** \\ +
-When buying 0 is the most aggresive line ("Best Price"). \\ +
-When selling 4 is the most aggresive line ("Best Price"). \\+
  
 "Best Price" is the "top of the book". \\ "Best Price" is the "top of the book". \\
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 The one at the top. \\ The one at the top. \\
  
-Aggressive price lines has higher chances of unfilled order, but also higher chance for bigger profit.  \\+Aggressive price lines has higher chances of unfilled order, but also chance for bigger profit.  \\
 If you want to reduce the amount of unfilled orders on specific pair #, just use a less aggressive price line on it. \\ If you want to reduce the amount of unfilled orders on specific pair #, just use a less aggressive price line on it. \\
-Change the values by at time and observe the results before making other changes. \\+Change the values by one at time and observe the results before making other changes. \\ 
 + 
 +If you attach a [[rules|rule]] to specific pair, even if there is an arbitrage event that matches all other parameters, it will not be executed until the rule is valid. \\ 
 +You can attach multiple rules to each pair number.
  
 **Fields:** **Fields:**
-  * Pair #1 Buy - price line for pair #1 when we triangular combo starts with buy. +  * Pair #1 Buy - price line for pair #1 when the arbitrage event starts with buy order
-  * Pair #1 Sell - price line for pair #1 when we triangular combo starts with sell.+  * Pair #1 Sell - price line for pair #1 when the arbitrage event starts with sell order.
   * Pair #2 Buy - price line for pair #2.   * Pair #2 Buy - price line for pair #2.
   * Pair #3 Sell - price line for pair #3.   * Pair #3 Sell - price line for pair #3.
 +  * Pair #1 Use highest volume - ignore the selected price line and use the one with the highest available volume.
 +  * Pair #2 Use highest volume - ignore the selected price line and use the one with the highest available volume.
 +  * Pair #3 Use highest volume - ignore the selected price line and use the one with the highest available volume.
 +  * Pair #1 buy rules - rules for pair #1 when the arbitrage events starts with buy order.
 +  * Pair #1 sell rules - rules for pair #1 when the arbitrage events starts with sell order.
 +  * Pair #2 rules - rules for pair #2.
 +  * Pair #3 rules - rules for pair #3.
  
 External resources that may be helpful: External resources that may be helpful:
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 Have in mind that volume checks does not guarantee that your orders will be filled, it just guarantees that the volume was available at the beginning of the arbitrage execution. Have in mind that volume checks does not guarantee that your orders will be filled, it just guarantees that the volume was available at the beginning of the arbitrage execution.
  
-{{:scanner_settings_volume_multipliers.png?direct&600|}}+{{:scanner_settings_volume_multipliers.png?direct|}}
  
 **Fields:** **Fields:**
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 You can exclude whole market or only specific triangular combination. You can exclude whole market or only specific triangular combination.
  
-{{:scanner_settings_blacklist.png?direct&600|}}+{{:scanner_settings_blacklist.png?direct|}}
  
 **Fields:** **Fields:**
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 ===== MISC ===== ===== MISC =====
  
-{{:scanner_settings_misc.png?direct&600|}}+{{:scanner_settings_misc.png?direct|}}
  
 **Fields:** **Fields:**
 +  * Max open orders per pair - if you have more than **n** amount of open orders on the same symbol, arbitrage event will not be executed.
   * Autostart - if enabled scanner will be automatically started on creation and when you start the bot next time.   * Autostart - if enabled scanner will be automatically started on creation and when you start the bot next time.
   * Verbose logging - if enabled detailed pre-calculations log will be generated. No need to keep an eye on the logs size anymore. Now we have integrated log rotation.   * Verbose logging - if enabled detailed pre-calculations log will be generated. No need to keep an eye on the logs size anymore. Now we have integrated log rotation.
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 The last step before creating your new scanner instance. The last step before creating your new scanner instance.
  
-{{:scanner_settings_done.png?direct&400|}}+{{:scanner_settings_done.png?direct|}}
  
 If you want to go back and edit some of the settings you can click "Back". \\ If you want to go back and edit some of the settings you can click "Back". \\
-If you want to reset the whole form, click on "Reset". \\+If you want to close the whole form without saving, click on "Cancel". \\
 If you want to proceed with creating your new scanner click "Submit". \\ If you want to proceed with creating your new scanner click "Submit". \\
 +
 +====== Inter-exchange scanner settings ======
 +
 +Scanner settings are divided into multiple categories for easier navigation.
 +
 +===== Pair and exchanges =====
 +
 +{{:pair_and_exchanges.png?direct|}}
 +
 +**Fields:**
 +  * Select pair - select the pair that you want to scan.
 +  * Select exchange A - choose the desired starting exchange from the drop down menu
 +  * Taker fee exchange A - taker fee for the starting exchange
 +  * Select exchange B - choose the desired ending exchange from the drop down menu
 +  * Taker fee exchange A - taker fee for the ending exchange
 +
 +===== Main =====
 +
 +{{:inter_scanner_settings_main.png?direct|}}
 +
 +**Fields:**
 +  * Scanner instance name - that is the name of your scanner.
 +  * Select currency to accumulate - If you want to accumulate BTC you need to set it to BTC.
 +  * Balance per trade - that is the amount which will be used for each arbitrage event found.
 +  * Min. profit - minimum profit percent for the arbitrage events. Events with lower profit percent will not be executed. Min. profit value is 0.01.
 +  * Select trading mode - you can choose from "Real Money" and "Paper Trading" modes. Real money mode place real orders, while paper trading mode only simulate placing orders.
 +
 +===== Price lines =====
 +
 +Price lines represents the lines from the orderbook which you want to scan on.
 +
 +{{:inter_scanner_settings_price_lines.png?direct|}}
 +
 +We are using the top 10 prices from the order book. \\
 +0 is the lowest value, 9 is the highest value.
 +
 +When buying 0 is the most aggressive line ("Best Price"). \\
 +When selling 9 is the most aggressive line ("Best Price"). \\
 +
 +"Best Price" is the "top of the book". \\
 +The best price in the order book. \\
 +The one at the top. \\
 +
 +Aggressive price lines has higher chances of unfilled order, but also chance for bigger profit.  \\
 +If you want to reduce the amount of unfilled orders on specific pair #, just use a less aggressive price line on it. \\
 +Change the values by one at a time and observe the results before making other changes. \\
 +
 +**Fields:**
 +  * Pair A buy - price line for pair A when placing buy orders
 +  * Pair A sell - price line for pair A when placing sell orders
 +  * Use highest volume for pair A - Ignore the selected price line and use the one with the highest available volume.
 +  * Pair B buy - price line for pair B when placing buy orders
 +  * Pair B sell - price line for pair B when placing sell orders
 +  * Use highest volume for pair A - Ignore the selected price line and use the one with the highest available volume.
 +
 +External resources that may be helpful:
 +
 +https://www.investopedia.com/terms/o/order-book.asp  \\
 +https://www.investopedia.com/terms/m/matchingorders.asp  \\
 +https://en.wikipedia.org/wiki/Order_matching_system  \\
 +https://www.investopedia.com/terms/t/triangulararbitrage.asp
 +
 +===== Volume Multipliers =====
 +
 +Volume multipliers acts as a threshold.
 +For example volume multiplier for pair A with value of 2, means that the available volume should be at least 2 times higher than the amount we need in order to proceed further.
 +
 +Have in mind that volume checks does not guarantee that your orders will be filled, it just guarantees that the volume was available at the beginning of the arbitrage execution.
 +
 +{{:inter_scanner_settings_volume_multipliers.png?direct|}}
 +
 +**Fields:**
 +  * Pair A - volume multiplier for pair A.
 +  * Pair B - volume multiplier for pair B.
 +
 +===== Done =====
 +
 +The last step before creating your new scanner instance.
 +
 +{{:inter_scanner_settings_done.png?direct|}}
 +
 +If you want to go back and edit some of the settings you can click "Back". \\
 +If you want to close the whole form without saving, click on "Cancel". \\
 +If you want to proceed with creating your new scanner click "Submit". \\
 +