Cycle 25 (v2 cycle #7), day 2:
The doge pump followed by the xrp pump made my system trade like crazy.
My current monthly trading volume is now about 300K. It did peak at around 310K but now it deflates a little bit now that the madness is gone.
At its peak, I had a screen with a list containing over 400 trades for the last 48h...
It does bring some quality problems...
For one, I was thinking that this would now be the regular pace... and I was seeing myself reaching the next fee bracket which is at $500K in a week or so...
but what I did experience was an anomaly...
but with all that activity, the log file got incredibly bigger. I need to change my way of analyzing it. First time that it grew up because of an exchange glitch, it became 20MB big and it has been a pain to review it....
The last sequence of trading frenzy generated 70MB of logs... No way that I can go thoroughly over all of it...
I search for plan execution summary traces and I just pass over the whole thing when it was positive. I only go more deeply if something went wrong...
Yesterday, during some execution, I did spot a small anomaly. I did search like a beast the log to undestand what the problem was. I was looking for a bug and instead I found and fix 3!
It was hard to spot due to some lack of logging in that area. I had to make some assumptions. The funny thing is that the one bug that I was looking for, it is as if I was blind and I couldn't see it. It must have been in my face for at least 3 hours without me seeing it.
A return statement in the middle of a function that was making the code following it essentially dead code. Code that never get executed... It is weird I thought that the compiler would have warned me about that but it didn't... I'll review the compiler switch. If I activate some maybe I am going to catch some other errors like this one simply by recompiling the code...
Once you know what it was, it was kinda obvious. I knew that the problem was in that function but I just couldn't see the problem despite the code was in front of me... Could it be subconscious sabotage... this feels like that was something like that...
They were quite serious... By having squashed them, I wonder how it was possible that the system was performing quite well despite their presence...
I have become addicted to low latency... the latency reduction did make my trading quantity explode... I'm in the process of finding another way to reduce further the latency because despite doing more trading, I still miss a lot because my system isn't fast enough...
So on one hand, this is super thrilling but at the same time, it is a source of fear because more trading means more logging and that logging thing becomes unmanageable to a certain point.
It is better to make sure that all the serious remaining bugs are found and removed before letting the trading explode otherwise, this is going to be painful to manage.
OTOH, the last week has demonstrated that even in the presence of bugs, the system is still profitable because of the trading volume...
Update:
Another rare occurance bug fixed!
The doge pump followed by the xrp pump made my system trade like crazy.
My current monthly trading volume is now about 300K. It did peak at around 310K but now it deflates a little bit now that the madness is gone.
At its peak, I had a screen with a list containing over 400 trades for the last 48h...
It does bring some quality problems...
For one, I was thinking that this would now be the regular pace... and I was seeing myself reaching the next fee bracket which is at $500K in a week or so...
but what I did experience was an anomaly...
but with all that activity, the log file got incredibly bigger. I need to change my way of analyzing it. First time that it grew up because of an exchange glitch, it became 20MB big and it has been a pain to review it....
The last sequence of trading frenzy generated 70MB of logs... No way that I can go thoroughly over all of it...
I search for plan execution summary traces and I just pass over the whole thing when it was positive. I only go more deeply if something went wrong...
Yesterday, during some execution, I did spot a small anomaly. I did search like a beast the log to undestand what the problem was. I was looking for a bug and instead I found and fix 3!
It was hard to spot due to some lack of logging in that area. I had to make some assumptions. The funny thing is that the one bug that I was looking for, it is as if I was blind and I couldn't see it. It must have been in my face for at least 3 hours without me seeing it.
A return statement in the middle of a function that was making the code following it essentially dead code. Code that never get executed... It is weird I thought that the compiler would have warned me about that but it didn't... I'll review the compiler switch. If I activate some maybe I am going to catch some other errors like this one simply by recompiling the code...
Once you know what it was, it was kinda obvious. I knew that the problem was in that function but I just couldn't see the problem despite the code was in front of me... Could it be subconscious sabotage... this feels like that was something like that...
They were quite serious... By having squashed them, I wonder how it was possible that the system was performing quite well despite their presence...
I have become addicted to low latency... the latency reduction did make my trading quantity explode... I'm in the process of finding another way to reduce further the latency because despite doing more trading, I still miss a lot because my system isn't fast enough...
So on one hand, this is super thrilling but at the same time, it is a source of fear because more trading means more logging and that logging thing becomes unmanageable to a certain point.
It is better to make sure that all the serious remaining bugs are found and removed before letting the trading explode otherwise, this is going to be painful to manage.
OTOH, the last week has demonstrated that even in the presence of bugs, the system is still profitable because of the trading volume...
Update:
Another rare occurance bug fixed!