Combo bot can not deal with wicks

Bug Reports
1

Please take a look at this deal:

Bug info:

https://app.gainium.io/combo/6656c2dea2e215301d81d2dd

I’m running a combo bot for the pair KDABTC on Binance. There was a sudden wick upwards around 5pm (utc+2). This resulted in 15 consecutive sell orders, as it should since these orders were already placed. Logically the bot should buy back 15x the same amount that was sold at a lower price point. Instead the bot bought back 60-70x the base amount. To make it worse, the price has since gone down further. This is the second time it happens. The previous time you mentioned that the bug was fixed: Combo bot executes 27 buy orders instead of 1 This deal is already running since before you fixed that bug. So I hope this bug fix only affects deal that were started after you fixed the bug. If not, you better have a look at this. I don’t feel comfortable starting a new deal if the bot can not properly handle these wicks.

2

There was another 25% wick at 2 am (utc+2). Similar behaviour occurred. The combo bot does not know how to deal with placing multiple buy orders after multiple sell ordered were triggered. These wicks should be a great opportunity to lower the breakeven point, but instead it messes everything up.

3

Response from Maksym:

I updated combo bot order processing to better handle wick moments. Updated queue sorting and last filled levels.

Bot has 1 grid order and 1 active DCA. So bot placed DCA multiple times after closing minigrid.

I made a unit test simulating upward candle wick in long combo bot

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