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Memecoin Equal Weighted Index (Base) beta

Equally-weighted index for memecoins

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Main loop terminated. Entering to the web server wait mode. Run-time version was: Trade-executor Docker version: v931 Commit hash: 261ed793f67198874a39f607fc1cd679e4303bfe Commit message: More Base trade debug (#1137)
LiveSchedulingTaskFailed('trade-executor closed because one of the scheduled tasks failed')
Traceback (most recent call last): (12 lines) File "/usr/src/trade-executor/tradeexecutor/cli/loop.py", line 1206, in live_cycle universe = self.tick( ^^^^^^^^^^ File "/usr/src/trade-executor/tradeexecutor/cli/loop.py", line 503, in tick self.runner.tick( File "/usr/src/trade-executor/tradeexecutor/strategy/runner.py", line 881, in tick self.execution_model.execute_trades( File "/usr/src/trade-executor/tradeexecutor/ethereum/execution.py", line 559, in execute_trades self.broadcast_and_resolve_mev_blocker( File "/usr/src/trade-executor/tradeexecutor/ethereum/execution.py", line 369, in broadcast_and_resolve_mev_blocker assert onchain_treasury_balance >= needed_usd, \ ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ AssertionError: Not enough treasury to buy token in the middle of rebalance run, should not happen. Trades done: 9, total trades: 14 Balance: 51.98, USD needed: 132.44Total sales: 247.75 USD, expected sales: 1269.84 USD, diff -80.49%Trade: <Buy #536 24146.25899838512086814927457 SAINT at 0.005484779952709176, started phase> The above exception was the direct cause of the following exception: Traceback (most recent call last): File "/usr/src/trade-executor/tradeexecutor/cli/commands/start.py", line 590, in start loop.run_with_state(state) File "/usr/src/trade-executor/tradeexecutor/cli/loop.py", line 1492, in run_with_state return self.run_live(state) ^^^^^^^^^^^^^^^^^^^^ File "/usr/src/trade-executor/tradeexecutor/cli/loop.py", line 1390, in run_live raise LiveSchedulingTaskFailed("trade-executor closed because one of the scheduled tasks failed") from crash_exception tradeexecutor.cli.loop.LiveSchedulingTaskFailed: trade-executor closed because one of the scheduled tasks failed
trade-executor base-memex execution loop crashed
AssertionError('Not enough treasury to buy token in the middle of rebalance run, should not happen.\nTrades done: 9, total trades: 14\nBalance: 51.98, USD needed: 132.44Total sales: 247.75 USD, expected sales: 1269.84 USD, diff -80.49%Trade: <Buy #536 24146.25899838512086814927457 SAINT at 0.005484779952709176, started phase>')
Traceback (most recent call last): (6 lines) File "/usr/src/trade-executor/tradeexecutor/cli/loop.py", line 1206, in live_cycle universe = self.tick( ^^^^^^^^^^ File "/usr/src/trade-executor/tradeexecutor/cli/loop.py", line 503, in tick self.runner.tick( File "/usr/src/trade-executor/tradeexecutor/strategy/runner.py", line 881, in tick self.execution_model.execute_trades( File "/usr/src/trade-executor/tradeexecutor/ethereum/execution.py", line 559, in execute_trades self.broadcast_and_resolve_mev_blocker( File "/usr/src/trade-executor/tradeexecutor/ethereum/execution.py", line 369, in broadcast_and_resolve_mev_blocker assert onchain_treasury_balance >= needed_usd, \ ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ AssertionError: Not enough treasury to buy token in the middle of rebalance run, should not happen. Trades done: 9, total trades: 14 Balance: 51.98, USD needed: 132.44Total sales: 247.75 USD, expected sales: 1269.84 USD, diff -80.49%Trade: <Buy #536 24146.25899838512086814927457 SAINT at 0.005484779952709176, started phase>
Trade <Buy #533 286236.2714820681189644878332 AKUMA at 0.0007515140701260335, failed phase> failed and freezing the position: execution reverted: UniswapV2Router: INSUFFICIENT_OUTPUT_AMOUNT
Trade <Sell #529 16322767.55388146638870239258 TURBO at 6.262871088652541e-05, failed phase> failed and freezing the position: execution reverted: TransferHelper: TRANSFER_FROM_FAILED
For <TURBO at 0xba5e66fb16944da22a62ea4fd70ad02008744460> we have on-chain: 7853541177235382 < required: 16322767553881466, but we skip balance check since check_balances=False
New trades to be executed Sell #535 SPX-USDC v:$103.22 p:$1.5009/SPX q:68.77546898674593478517635958 SPX , 24.16% of existing position #60 Existing position: <Open position #60 <Pair SPX-USDC spot_market_hold at 0x037818b04ac34ea8b54b6683b79ef24d23c0e7cb (1.0000% fee) on exchange uniswap-v3> $424.773566>, with pre-trade balance: 284.70142835 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v3/spx-usdc-fee-100 Sell #531 SKICAT-WETH v:$39.36 p:$0.0057/SKICAT q:6864.265939892887217865791172 SKICAT , 10.91% of existing position #76 Existing position: <Open position #76 <Pair SKICAT-WETH spot_market_hold at 0x8a72f8c0184b825c724f0cc3d2229cc6c36ea9d7 (0.3000% fee) on exchange uniswap-v2> $360.025007>, with pre-trade balance: 62905.024095161131418832 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v2/skicat-eth Sell #530 TOSHI-WETH v:$56.45 p:$0.0005/TOSHI q:121638.5579030994558706879616 TOSHI , 14.96% of existing position #47 Existing position: <Open position #47 <Pair TOSHI-WETH spot_market_hold at 0x4b0aaf3ebb163dd45f663b38b6d93f6093ebc2d3 (1.0000% fee) on exchange uniswap-v3> $377.241333>, with pre-trade balance: 813330.601082159933770190 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v3/toshi-eth-fee-100-2 Sell #529 TURBO-WETH v:$1,022.27 p:$0.0001/TURBO q:16322767.55388146638870239258 TURBO , 207.84% of existing position #71 Existing position: <Open position #71 <Pair TURBO-WETH spot_market_hold at 0xc1a6d4ccb0e913c7f785fcc60811b34bc8cc801c (0.3000% fee) on exchange uniswap-v2> $1331.6286484539928>, with pre-trade balance: 7853541.177235382 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v2/turbo-eth Sell #528 KEYCAT-WETH v:$48.54 p:$0.0047/KEYCAT q:10323.05503688407043227925897 KEYCAT , 11.45% of existing position #38 Existing position: <Open position #38 <Pair KEYCAT-WETH spot_market_hold at 0x377feeed4820b3b28d1ab429509e7a0789824fca (0.3000% fee) on exchange uniswap-v2> $369.2607001603897>, with pre-trade balance: 90187.816986322383464522 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v2/keycat-eth Buy #527 NPC-WETH v:$320.44 p:$0.0283/NPC q:11325.09001818877281777653096 NPC Opens a new position Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v2/npc-eth Buy #532 LUNA-WETH v:$82.44 p:$0.0702/LUNA q:1173.813644660844097987788271 LUNA , 33.61% of existing position #85 Existing position: <Open position #85 <Pair LUNA-WETH spot_market_hold at 0x3a3dc4a26d1aceae12fd1026a5856f12d20658ea (1.0000% fee) on exchange uniswap-v3> $239.78210099999998>, with pre-trade balance: 3492.906697414419545559 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v3/luna-eth-fee-100 Buy #533 AKUMA-WETH v:$215.11 p:$0.0008/AKUMA q:286236.2714820681189644878332 AKUMA , 51.42% of existing position #81 Existing position: <Open position #81 <Pair AKUMA-WETH spot_market_hold at 0x55f3b570a62a346e98d88e20a36cc41c5da69980 (0.3000% fee) on exchange uniswap-v2> $413.85204799999997>, with pre-trade balance: 556655.628860616830017376 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v2/akuma-eth Buy #534 BITCOIN-WETH v:$320.44 p:$0.2162/BITCOIN q:1482.189316020000075606346747 BITCOIN Opens a new position Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v3/bitcoin-eth-fee-100 Buy #536 SAINT-WETH v:$132.44 p:$0.0055/SAINT q:24146.25899838512086814927457 SAINT Opens a new position Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v3/saint-eth-fee-100 Buy #537 AEROBUD-WETH v:$106.81 p:$0.0188/AEROBUD q:5674.790142472057005602100785 AEROBUD , 48.12% of existing position #61 Existing position: <Open position #61 <Pair AEROBUD-WETH spot_market_hold at 0x51b8f730f8bf77236e6040cc503a560b3c52e12c (0.3000% fee) on exchange uniswap-v2> $219.15697099999997>, with pre-trade balance: 11792.057156773549988938 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v2/aerobud-eth Buy #538 $mfer-WETH v:$97.58 p:$0.0178/$mfer q:5491.218328534910575359216393 $mfer , 41.81% of existing position #63 Existing position: <Open position #63 <Pair $mfer-WETH spot_market_hold at 0x7ec18abf80e865c6799069df91073335935c4185 (1.0000% fee) on exchange uniswap-v3> $228.38338499999998>, with pre-trade balance: 13135.171878385090865445 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v3/mfer-eth-fee-100-2 Buy #539 BRETT-WETH v:$103.93 p:$0.1313/BRETT q:791.8443848680628231156889362 BRETT , 45.81% of existing position #64 Existing position: <Open position #64 <Pair BRETT-WETH spot_market_hold at 0xba3f945812a83471d709bce9c3ca699a19fb46f7 (1.0000% fee) on exchange uniswap-v3> $222.03347300000001>, with pre-trade balance: 1728.407526335576288733 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v3/brett-eth-fee-100 Buy #540 LUM-WETH v:$121.30 p:$6.9702/LUM q:17.40212244198457086044105594 LUM , 57.73% of existing position #65 Existing position: <Open position #65 <Pair LUM-WETH spot_market_hold at 0x717358a47ac99f3cd233e723be331756b3951164 (1.0000% fee) on exchange uniswap-v3> $205.41866800000003>, with pre-trade balance: 30.143968610782639086 Trading pair link: https://tradingstrategy.ai/trading-view/base/uniswap-v3/lum-eth-fee-100
Cycle: #35 (2025-01-17 20:00:00) Rebalanced: 👍 Open/about to open positions: 39 Max position value change: 1,011.19 USD Rebalance threshold: 75.00 USD Trades decided: 14 Pairs total: 63 Pairs meeting inclusion criteria: 34 Pairs meeting volume inclusion criteria: 40 Pairs meeting volatility inclusion criteria: 52 Pairs meeting TVL inclusion criteria: 43 Signals created: 34 Total equity: 12,105.43 USD Cash: 527.55 USD Redemption queue: 0.00 USD Investable equity: 10,894.88 USD Accepted investable equity: 10,734.53 USD Allocated to signals: 10,734.53 USD Discarted allocation because of lack of lit liquidity: 188.00 USD Rebalance volume: 0.00 USD WETH volatility: 0.006694927685867799 Most volatility pair: - Most volatility pair vol: 0 Most volatility pair signal value: - Most volatility pair signal weight: - Top signal pair: FAI-WETH Top signal volatility: 0.03073350680512281 Top signal value: 1.0 Top signal weight: 1 Top signal weight (normalised): 2.99 % (got 100.00 % of asked size) Signals with flag capped_by_pool_size: 1 Signals with flag individual_trade_size_too_small: 20
Strategy thinking Strategy cycle #35: 2025-01-17 20:00:00 UTC, now is 2025-01-17 20:09:44.994099 WETH / USDC Last candle at: 2025-01-17 20:00:00 UTC, market data and action lag: 0 days 00:09:44.996485 Price open:3440.4242730000565 Close:3436.7404915176603 NPC / WETH Last candle at: 2025-01-17 20:00:00 UTC, market data and action lag: 0 days 00:09:44.996934 Price open:0.02764047620913596 Close:0.02764047620913596 toby / WETH Last candle at: 2025-01-17 20:00:00 UTC, market data and action lag: 0 days 00:09:44.997249 Price open:2.8206063649157053e-08 Close:2.8206063649157053e-08
Charts not yet available for this strategy type. Pair count: 63
MemoryIndicatorStorage does not support multiprocessing, setting max_workers and max_readers to 1
Webhook rate limited: sleeping for 0.45 seconds...
Webhook status code 400: {"embeds": ["0"]}
Portfolio status (before rebalance), tick #35 Total equity: $12,105.43, in cash: $527.55 Life-time positions: 87, trades: 526 … Currently open positions: 🔻 #34 FAI-WETH spot value: $304.77, 0.03% of portfolio profit: -7.26 % (-32.8861 USD), just opened 🌲 #35 Fartcoin-WETH spot value: $250.63, 0.02% of portfolio profit: 78.55 % (258.0625 USD), just opened 🌲 #38 KEYCAT-WETH spot value: $369.26, 0.03% of portfolio profit: 46.98 % (184.6103 USD), just opened 🌲 #40 SIMMI-WETH spot value: $250.96, 0.02% of portfolio profit: 3.91 % (16.5708 USD), just opened … 🌲 #41 AIXBT-USDC spot value: $300.48, 0.02% of portfolio profit: 39.92 % (142.0938 USD), just opened 🌲 #42 PEPE-WETH spot value: $307.63, 0.03% of portfolio profit: 4.38 % (23.5773 USD), just opened 🌲 #43 SKI-WETH spot value: $320.41, 0.03% of portfolio profit: 1.19 % (4.5069 USD), just opened 🌲 #44 HENLO-WETH spot value: $285.79, 0.02% of portfolio profit: 10.38 % (73.9839 USD), just opened … 🌲 #46 DEGEN-WETH spot value: $311.98, 0.03% of portfolio profit: 0.63 % (2.2373 USD), just opened 🌲 #47 TOSHI-WETH spot value: $377.24, 0.03% of portfolio profit: 112.01 % (405.1485 USD), just opened 🌲 #48 BENJI-WETH spot value: $314.88, 0.03% of portfolio profit: 31.25 % (111.4975 USD), just opened 🌲 #51 ANON-WETH spot value: $282.14, 0.02% of portfolio profit: 4.96 % (17.7518 USD), just opened … 🌲 #53 TYBG-WETH spot value: $305.63, 0.03% of portfolio profit: 20.28 % (70.4024 USD), just opened 🌲 #57 CHAD-WETH spot value: $338.88, 0.03% of portfolio profit: 26.17 % (98.0695 USD), just opened 🌲 #60 SPX-USDC spot value: $424.77, 0.04% of portfolio profit: 24.21 % (95.1470 USD), just opened 🔻 #67 BAMBOO-WETH spot value: $311.69, 0.03% of portfolio profit: -1.55 % (-5.9836 USD), just opened … 🌲 #69 AiSTR-WETH spot value: $296.24, 0.02% of portfolio profit: 67.97 % (283.6783 USD), just opened 🌲 #70 BOBO-WETH spot value: $338.56, 0.03% of portfolio profit: 6.11 % (26.8637 USD), just opened 🌲 #74 VADER-WETH spot value: $12.72, 0.00% of portfolio profit: 54.37 % (153.5244 USD), just opened 🌲 #45 VADER-WETH spot value: $296.14, 0.02% of portfolio profit: 10.82 % (28.9193 USD), just opened … 🔻 #81 AKUMA-WETH spot value: $413.85, 0.03% of portfolio profit: -3.58 % (-17.2082 USD), just opened 🔻 #85 LUNA-WETH spot value: $239.78, 0.02% of portfolio profit: -10.04 % (-26.7578 USD), just opened 🔻 #65 LUM-WETH spot value: $205.42, 0.02% of portfolio profit: -6.32 % (-15.8165 USD), just opened 🔻 #72 AKUMA-WETH spot value: $619.80, 0.05% of portfolio profit: -6.96 % (-58.9054 USD), just opened … 🔻 #68 AKUMA-WETH spot value: $105.33, 0.01% of portfolio profit: -43.60 % (-81.4110 USD), just opened 🔻 #71 TURBO-WETH spot value: $1,331.63, 0.11% of portfolio profit: -4.17 % (-62.5773 USD), just opened 🌲 #76 SKICAT-WETH spot value: $360.03, 0.03% of portfolio profit: 9.60 % (35.7080 USD), just opened 🔻 #52 LUNA-WETH spot value: $237.99, 0.02% of portfolio profit: -5.34 % (-15.2102 USD), just opened … 🔻 #55 RGOAT-USDC spot value: $308.24, 0.03% of portfolio profit: -11.47 % (-39.9468 USD), just opened 🌲 #79 GLUTEU-WETH spot value: $284.60, 0.02% of portfolio profit: 7.43 % (19.6772 USD), just opened 🌲 #37 MIGGLES-WETH spot value: $325.53, 0.03% of portfolio profit: 34.69 % (101.1006 USD), just opened 🔻 #61 AEROBUD-WETH spot value: $219.16, 0.02% of portfolio profit: -3.91 % (-11.1188 USD), just opened … 🌲 #62 MOCHI-WETH spot value: $270.62, 0.02% of portfolio profit: 58.82 % (189.1872 USD), just opened 🌲 #63 $mfer-WETH spot value: $228.38, 0.02% of portfolio profit: 0.00 % (0.0065 USD), just opened 🌲 #64 BRETT-WETH spot value: $222.03, 0.02% of portfolio profit: 3.93 % (11.6986 USD), just opened 🔻 #87 LUM-WETH spot value: $204.67, 0.02% of portfolio profit: -6.62 % (-14.5109 USD), just opened … … Reserves: 527.55 USDC
Funding flow event: Funding event #57 deposit_and_redemption 500.194964 tokens for strategy reserves at block 25,177,592 from None
Data missing warning: We asked OHLCV data for 63 trading pairs, but only got for 59 pairs. This is usually because time period 2024-12-19 20:08:11.043311 - None does not have OHLCV data for all asked pairs.
Performing strategy tick #35 for timestamp 2025-01-17 20:00:00, cycle length is 4h, trigger time was 2025-01-17 20:08:00.000487, live trading is True, trading univese is None, version 0.5, max cycles None