Title: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on December 11, 2013, 02:04:32 AM
This is to be considered non-working code. There are at least 8 trade engines some complete and some not. There are also a few hundred configurable options. I am in no way offering to support, assist or implying or stating any warranty for this. Jude has been using an engine for some time and I believe making small profits. I have used various engines and rewrites to trade on micro-rolls and macro rolls with varying degrees of success. I left a lot of notes as this is the master code file with a lot of unfinished pieces. If I forgot to remove any personal information or keys, I would appreciate a PM vs an account hack. The most important settings are exchange, btcekey btcesecret and down towards the bottom the gox key and secret. There is a simulate feature that will just print output and should not execute any trades. If you can't figure out what this code does: just assume it steals all of your bitcoins. The EMA feature will take several price changes to start trading since it has to build the EMA table and does not remember it after the program is stopped. Also: The message exceeds the maximum allowed length (64000 characters). So it's in two posts. <pre>
<?php>
////////////////////////////////////////////////////////////////////
//Programs
////////////////////////////////////////////////////////////////////
//A - Currency Arbitrage, Choose UtoU or BtoB arbitrage through L
//B - Portfolio Balancing, Maintain 50% of two currencies at all times
//C - Custom trailing/advancing sell/sell bot for gna
//D - Buy Down, Buy 1/2 spread each .5 drop and sell 1 each $1 gain
//E - Rolling sell/sell on dips and spikes V1,1.1,1.2,V2,2.1
//F - 24 Hour high/low balancing bot, maintain (high-last)/(high-low) balance in USD and (last-low)/(high-low) in BTC
//G - EMA triggered rolling with Fibonacci shares and high/low balancing combination with micro-trade re-balancing.
//H - Custom Rolling bot based on dynamic thresholds
//I - Micro-Trade rolling bot with variable buy and sell orders and iterations
//J - Revamped micro-rebalance engine added as option - balances based on distance to high low
////////////////////////////////////////////////////////////////////
//Advance and Tail last price with orders ( commision + profit/2 )
//Set order amounts to min < all < max
//Buy as price falls
//Sell as price rises
//USE triple EMA + last to determine trends
//USE distance from high/low to determine funds to sell/buy
//NOTE Buy at last - threshold ( amount is min ( maxtrade, rebalance percentage )
//NOTE num orders is set for buy and sell, use $incriment for order difference
//NOTE 100 orders sell would be price1+.01+.01 etc
//Don't sell unless last > EMA1 > EMA2 > EMA3
//Don't buy unless last < EMA1 < EMA2 < EMA3
//Use micro-orders to play on spikes and dips
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//USER CONFIGURABLE
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//FEATURES
$DEBUG = TRUE; //Should the program Print Debug information
$simulate = FALSE; //RUNS IN SIMULATION MODE, NO TRADES ARE MADE just PRINT OUTPUT
$exchange = "G"; //Pick an exchange to run on
if ($exchange == "G") {$GOX = TRUE;$BTCE = FALSE;}
if ($exchange == "E") {$BTCE = TRUE;$GOX = FALSE;}
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//ENGINE Selection
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$ENGINE = "M";
//H - Hybrid Engine
//E - EMA engine
//S - Static Engine
//B - Filled Engine
//FF - 50/50 Balance Engine
//JOSH - JOSH's Trading Engine
//JUDE - JUDE's Trading Engine
//M - Micro-roll engine
//F
$HYBRID = $STATIC = $EMA = $BALANCE = $JOSH = $FF = $F = FALSE;
switch ($ENGINE) {
case "H":
$HYBRID = TRUE;
break;
case "E":
$EMA = TRUE;
//EMA times to use
$ema1Time = 5;
$ema2Time = 11;
$ema3Time = 22;
$ema1M = 2 / ( $ema1Time +1 );
$ema2M = 2 / ( $ema2Time +1 );
$ema3M = 2 / ( $ema3Time +1 );
break;
case "S":
$STATIC = TRUE;
break;
case "M":
$MICRO = TRUE;
////////////////////////////////////////////////////////////////////
//MICRO-TRADE SETTINGS
//array(0.023360861,0.035041292,0.040881508,0.055482046,0.06862253,0.089793311,0.113519186,0.146552904,0.186795638,0.239950723); //0,1,1.5,N1+N2/2,N2+N3/2... Modified Fibonacci shares 10 rounds.
/*
method fib - calculates fibonacci shares
1,2,3,5,8,13 multiplier X = 1/(sum of all numbers)*{series X}
method fib tame - calculates fibonacci shares with a divisor for n3+.
$microBuyAmountMultiplier = engineMultiplier('fibtame',4,$microBuyDivisor);
n1=1,n2=n1+n1/x,n3=n1+n2/x,etc.
method pow - exponential increase by iteration
2^x,2^x+1
method random - calculates random numbers
method double - doubles the amount each order
1,2,4,8,16
method cos - makes an arc using iteration and cos
method acos - makes a reverse arc using iteration and acos
method s arc, start at .5 move up to 1 move down to .5 move up for the remainder
4 points, 1 is half, 2 is full, 3 is half, 4 is last which should be tame,
*/
$microSellDivisor = 10; //number of Sell orders to place
$microBuyDivisor = 10; //Number of Buy orders to place
$microIteration = .5;//USD$ iteration for multiple orders
$microAmount = .01; //Amount of BTC per mini buy/sell round
$microProfit = .005; //The profit threshold, this is the minimum profit per trade to make,
$microStopLoss = 1; //The stop loss percent, Sell out at a loss
$microReBuy = .10; //The price change to rebuy after a loss
$microBuyAmountMultiplier = engineMultiplier('double',2,$microBuyDivisor);
if ($GOX){
$microSellDivisor = 10; //number of Sell orders to place
$microBuyDivisor = 10; //Number of Buy orders to place
$microIteration = .5;//USD$ iteration for multiple orders
$microAmount = .01; //Amount of BTC per mini buy/sell round
$microProfit = .004; //The profit threshold, this is the minimum profit per trade to make,
$microStopLoss = 1; //The stop loss percent, Sell out at a loss
$microReBuy = .1; //The price change to rebuy after a loss
$microBuyAmountMultiplier = engineMultiplier('rand',2,$microBuyDivisor);
}
$microSellCancel = TRUE; //Cancel orders every sell or keep old sell orders?
////////////////////////////////////////////////////////////////////
//NOT USER CONFIGURABLE
$engineProfit = $microProfit;
$engineAmount = $microAmount;
$engineSellDivisor = $microSellDivisor;
$engineBuyDivisor = $microBuyDivisor;
$countMicroBuy = $countMicroSell = 1;
$countMicroBuyTotal = $countMicroSellTotal = 0;
$microBuy = $microSell = FALSE;
$microThreshold = .60; // dynamic threshold defined arbitrarily.
$microTicker = 0; //This stores the last price used to calculate mini-trades
break;
case "B":
$BALANCE = TRUE;
$balanceBuy = $balanceSell = FALSE;
$balanceAmount = .025; //Amount of micro-balance trades
$balanceThreshold = .05; // .05 = 5% //Rebalancing leway - set to 1 to disable
break;
case "FF":
$BALANCE = TRUE;
$FF = TRUE;
break;
case "JOSH":
$JOSH = TRUE;
$joshAmount = 5; //In BTC
$joshThreshold = 5; //In USD
$joshStopLoss = .05; //as a percentage
$joshReBuy = .05; //as a percentage
break;
case "JUDE":
$JUDE = TRUE;
break;
}
//Stop Loss
$stop = array('target','ticker','over','under','count' => 0);
//Maximum play amounts (that's play not investment) this is after all technically a beta idea
$maxUSD = 500; //The maximum amount of USD to use -> includes B held * last price!
$maxBTC = 1; //The maximum amount of BTC to use
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//Main Trade Engine Settings
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$amountTrade = .256; //maxpertrade current engine 20130530
$sellDivisor = 3; //The number of sell orders to place
$buyDivisor = 3; //The number of buy orders to place
$tradeIteration = .10; //If not using compound interest, the amount to differ between trades when using sell/buy divisor above 1
$compoundInterest = FALSE; //Use $incriment or profit^(1+x)
$threshold = .60; //The price change threshold UNUSED as this is set later.
$profitTrade = .025; //The profit threshold, this is the minimum profit per trade to make,
$thresholdOrders = 0; //If using order based triggers vs static or EMA
$maxPendingOrders = 0; //Keep this many orders active when canceling
$maxOrders = 100;//$maxOrders = max orders to pull should be set? 100?
//Send email reports when orders are placed
$emailRCPTo = "SET IN KEY.PHP INCLUDE FILE";
$btceKey = ''; // your API-key
$btceSecret = ''; // your Secret-key
$emailSubject = "BTCbot Trade on {$exchange}";
//Time between runs
$nanosleep = 500000000; //nanoseconds
$sleepCancel = 500000; //nanoseconds to sleep between order cancellations
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//END USER CONFIGURABLE
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$minBidBTC = .01; //Minimum Bids the exchange will accept (BTC-E Mins)
$engineAmount = ( min($microAmount/$microSellDivisor,$microAmount/$microBuyDivisor) > $minBidBTC ? $microAmount : $minBidBTC );
//DEBUG need to add multiplier array lowest to this
if ($exchange == "E") $exchangeCommision = .002; //The exchange commision percent (as 1 - commision as decimal)
if ($exchange == "G") $exchangeCommision = .0001; //Gox Commision
//BTC-E Currency pairs & bid ask JSON names
$btcesymbol = array("btc_usd", "ltc_btc", "ltc_usd");
$btcebidorask = array("bids", "asks");
if (@$BTCE) $exchangeBuySell = array("buy","sell");
if (@$GOX) $exchangeBuySell = array("bid","ask");
$executeTrade = $postTrade = FALSE;
$SELL = $BUY = TRUE;
$DOT = $STOPLOSS = FALSE; //pretty output \n bool
//COUNTERS
$countIteration=1; //Iteration Counter
$countOrder = 0; //Order counter
$countError = 0; //Error counter
$countDuplicate = 0; //Duplicate last price counter
$countBuys = $countSells = 0; //The buy rate counter / incriments per buy rate so this isn't the number of buy orders but the number of buy rates tried
$countTrades = 0; //Trade execution counter
$countTickers = 0;
$b = $s = 0;
$countInValid = $countValid = 0;
$countCancelled = $countFilledBuy = $countFilledSell = $countFilled = $countFilledIterationBuy = $countFilledIterationSell = 0;
// Tickers
$ticker = $tickerLast = $tickers = array();
//get the incriment from our file
$nonce = readInc();// + 1;
//order cancel timer
$startTime = time();
$dateStart = date('Ymd H:i:s');
////////////////////////////////////////////////////////////////////
//Calculate $microBuyAmountMultiplier $engineMultiplier
////////////////////////////////////////////////////////////////////
function engineMultiplier($method=NULL,$iteration=NULL,$divisor=NULL)
{
switch ($method)
{
case "rand":
for ($i=1;$i<=$divisor;$i++){
$array[$i] = rand(1,$iteration);
}
$return = engineMultiplierPercentage($array);
break;
case "fib":
$first = 1; $second = 2;
$array[0] = $first;
$array[1] = $second;
for ($i=2;$i<=$divisor+1;$i++){
$final = $first + $second;
$first = $second;
$second = $final;
$array[$i] = $final;
}
$return = engineMultiplierPercentage($array);
break;
case "fibtame":
$first = 1; $second = $first + $first/$iteration;
$array[0] = $first;
$array[1] = $second;
for ($i=2;$i<=$divisor+1;$i++){
$final = $first + $second/$iteration;
$first = $second;
$second = $final;
$array[$i] = $final;
}
$return = engineMultiplierPercentage($array);
break;
case "exp":
$array[1] = 1;
$array[2] = 2;
for ($i=3;$i<=$divisor;$i++){
$array[$i] = pow($i,$iteration);
}
$return = engineMultiplierPercentage($array);
break;
case "double":
$array[0] = 1;
$array[1] = 2;
for ($i=2;$i<=$divisor;$i++){
$array[$i] = $array[$i-1]*2;
}
$return = engineMultiplierPercentage($array);
break;
case "cos":
//DEBUG fix so array 0 exists.
$array[1] = -1.5;
//print_r($array);
for ($i=3;$i<=$divisor+1;$i++){
$array[$i-1] = abs(cos($array[1] + ( (3/($divisor-1)) * ($i-2) )));
}
$array[1] = abs(cos(-1.5));
//print_r($array);
$return = engineMultiplierPercentage($array);
break;
}
return $return;
}
function engineMultiplierPercentage($array)
{
$percentage = 1/array_sum($array);
foreach ($array as $key => $value)
{
$return[$key] = $value * $percentage;
}
return $return;
}
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////Begin Infinite Loop.////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
while ( 'the answer to life the universe and everything' != '41'){
//include('key.php');
writeInc($nonce); //Write the nonce variable
$countIteration++; //incriment the iteration counter
$countDuplicate = $countOrder = $countError = 0; // New run reset the duplicate counter
$executeTrade = FALSE; //reset trade BOOL for next run
$return = $orderList = $TradeHistory = $rate = $amount = $type = array(); //remove previous values from trade arrays
////////////////////////////////////////////////////////////////////
//Poll data
////////////////////////////////////////////////////////////////////
$tickerOld['ticker']['last'] = @$ticker['ticker']['last']; //change the ticker to the last ticker
$ticker = array();
$sleep=rand(1, 10); //set a random sleep timer
while ( empty($ticker) ){
if (@$GOX) {
$ticker = json_decode(send( 'https://data.mtgox.com/api/2/BTCUSD/money/ticker' ), TRUE );
$ticker['ticker']['last'] = $ticker['data']['last']['value'];
}
if (@$BTCE) $ticker = json_decode(send( 'https://btc-e.com/api/2/btc_usd/ticker' ), TRUE );
if( !@$ticker ){
print_r($return);
$ticker = $return = $orderList = $TradeHistory = array();
//$sleep=rand(6, 36)*(++$countError);
$countError++;
print "\nError pulling data. Error #: {$countError} \n";
sleep(5);
continue;
}
////////////////////////////////////////////////////////////////////
//Duplicate Ticker
if ( $tickerOld['ticker']['last'] == $ticker['ticker']['last'] ){
$ticker = $return = $orderList = $TradeHistory = array();
if ( $countDuplicate == 59 ? print "\n." : print "." );
if ( $countDuplicate == 59 ? $countDuplicate = 0 : NULL );
$DOT = TRUE;
$countDuplicate++;
//Static Timer
time_nanosleep(0, $nanosleep);
continue;
}
////////////////////////////////////////////////////////////////////
//Calculate SMA & EMA
if ( $ticker['ticker']['last'] > 0 && $tickerOld['ticker']['last'] !== $ticker['ticker']['last'] && $EMA ){ //the later test of dup ticker should never be tested.
$countTickers++;
$tickers[$countTickers] = $ticker['ticker']['last'];
$ema1 = $ema2 = $ema3 = NULL; //= $countTickers
$ema1 = array_sum( array_slice($tickers, -1, 1, true)) * $ema1M + (array_sum (array_slice($tickers, ($ema1Time*-1)-1, $ema1Time, true))/$ema1Time) *(1-$ema1M);
$ema2 = array_sum( array_slice($tickers, -1, 1, true)) * $ema2M + (array_sum (array_slice($tickers, ($ema2Time*-1)-1, $ema2Time, true))/$ema2Time) *(1-$ema2M);
$ema3 = array_sum( array_slice($tickers, -1, 1, true)) * $ema3M + (array_sum (array_slice($tickers, ($ema3Time*-1)-1, $ema3Time, true))/$ema3Time) *(1-$ema3M);
if ( $countTickers < $ema1Time + 1 ){//&& $EMA) {
if (@$DEBUG && $DOT) {print "\n"; $DOT = FALSE; }
print "Building EMA1 - Waiting for ";
print ($ema1Time + 1) - $countTickers;
print " more tickers\n ";
} elseif ( $countTickers < $ema2Time + 1 ){//&& $EMA) {
if (@$DEBUG && $DOT) {print "\n"; $DOT = FALSE; }
print "Building EMA2 - Waiting for ";
print ($ema2Time + 1) - $countTickers;
print " more tickers\n ";
} elseif ( $countTickers < $ema3Time + 1 ){//&& $EMA) {
if (@$DEBUG && $DOT) {print "\n"; $DOT = FALSE; }
print "Building EMA3 - Waiting for ";
print ($ema3Time + 1) - $countTickers;
print " more tickers\n ";
}
if ( $countTickers < $ema3Time + 1 ) { //If we haven't built ema3 and we are using ema
$tickerOld['ticker']['last'] = $ticker['ticker']['last'];
$ticker = $return = $orderList = $TradeHistory = array();
continue; //restart the loop until we build emas
}
//IF we wont execute a trade, print the ticker and then continue
//if (
//($ticker['ticker']['last'] >= $microTicker - $microThreshold && $ticker['ticker']['last'] <= $microTicker + $microThreshold) //We won't execute a microtrade
//&& ($EMA !(($ema1 > $ema2 && $ema2 > $ema3 ) && $SELL) // We won't buy
// && !(($ema1 < $ema2 && $ema2 < $ema3 ) && $SELL )//We won't sell
// ) //END EMA
// || ( $BALANCE
// && $currentBalanceUSD-$reBalanceUSD > 0
// && $currentBalanceBTC-$reBalanceBTC > 0)
// )//END BALANCE
//
// && $tickerOld['ticker']['last'] !== $ticker['ticker']['last'] //The ticker isn't a dup, (Should never be tested here)
// && $ticker['ticker']['last'] > 0 //The ticker is valid (should ever be tested here)
// && $countIteration > 2 ){ //This is a valid iteration
// $tmp4 = round($ticker['ticker']['last'],2); //round the ticker
// if ( $countDuplicate >= 59-6 ) {
// for ($countDuplicate=$countDuplicate; $countDuplicate < 59 ; $countDuplicate++) {
// print ".";
// }
// print "\n";
// $countDuplicate = 0;
// }
// print "{$tmp4}";
// $countDuplicate = $countDuplicate + 6;
// $tickerOld['ticker']['last'] = $ticker['ticker']['last'];
// $ticker = $return = $orderList = $TradeHistory = array();
// $tmp1 = $tmp2 = $tmp3 = $tmp4 = NULL;
//}
}//IMPLIED ELSE continue processing
}//END while ( empty($ticker) )
////////////////////////////////////////////////////////////////////
//Poll All data for trading
//reset the data points and pull all at once (GOX should be an exception because of rate limiting.)
$ticker = $return = $orderList = $TradeHistory = array(); //blank the tickers
while( empty($ticker) || empty($return) || empty($orderList) || empty($TradeHistory) ){
if ($BTCE){
$ticker = json_decode(send( 'https://btc-e.com/api/2/btc_usd/ticker' ), TRUE ); // BTCE Ticker
$orderList = json_decode(btce_query("OrderList", array("active" => 1, "pair" => "btc_usd")), TRUE);
$TradeHistory = json_decode(btce_query("TradeHistory", array("count" => $maxOrders, "pair" => "btc_usd")), TRUE);
$return = json_decode(btce_query('getInfo'), TRUE); //BTCE account info
}
if ($GOX){
$ticker = json_decode(send( 'https://data.mtgox.com/api/2/BTCUSD/money/ticker' ), TRUE ); //GOX Ticker
$ticker['ticker']['last'] = $ticker['data']['last']['value'];
$ticker['ticker']['buy'] = $ticker['data']['buy']['value'];
$ticker['ticker']['sell'] = $ticker['data']['sell']['value'];
$ticker['ticker']['high'] = $ticker['data']['high']['value'];
$ticker['ticker']['low'] = $ticker['data']['low']['value'];
$return = json_decode(mtgox_query('BTCUSD/money/info'), TRUE); //GOX account Info
( $return['result'] == "success" ? $return['success'] = 1 : $return['success'] = 0); //Translate GOX to BTCE
$return['return']['funds']['btc'] = $return['data']['Wallets']['BTC']['Balance']['value'];//Translate GOX to BTCE
$return['return']['funds']['usd'] = $return['data']['Wallets']['USD']['Balance']['value'];//Translate GOX to BTCE
$orderList = json_decode(mtgox_query('BTCUSD/money/orders'), TRUE);
$TradeHistory = json_decode(mtgox_query('BTCUSD/money/trades/fetch'), TRUE); //GOX account Info
$TradeHistory['return'] = $TradeHistory['data'];
unset($TradeHistory['data']);
foreach ( $TradeHistory['return'] as $key => $value){
$TradeHistory['return'][$key]['type'] = $TradeHistory['return'][$key]['trade_type'];
$TradeHistory['return'][$key]['rate'] = $TradeHistory['return'][$key]['price'];
$TradeHistory['return'][$key]['order_id'] = $key; //PHP Notice:
}
}
//Verify the ticker changed
if( !@$ticker || !@$return || !@$orderList || !@$TradeHistory || @$return['success'] !== 1 ){
print_r($return);
$ticker = $return = $orderList = $TradeHistory = array();
//$sleep=rand(6, 36)*(++$countError);
$countError++;
print "\nError pulling data. Error #: {$countError} \n";
sleep(5);
}
}
//Translate Gox data to btc-e Format
if (@$GOX){
$orderList['success'] = ( $orderList['result'] == "success" ? $orderList['success'] = 1 : $orderList['success'] = 0);
$orderList['return'] = array();
$orderList['return'] = $orderList['data'];
$orderList['data'] = NULL;
}
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//Setup Thresholds for kicking off trades
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
if ( $ticker['ticker']['last'] > 1 ){ //if the ticker is valid
if (@$GOX) {
if ( $return['data']['Trade_Fee'] > 0 ) $exchangeCommision = $return['data']['Trade_Fee']/100; //Gox Commision
}
$threshold = ceil( $ticker['ticker']['last']*( (1/(1-$exchangeCommision)/(1-$profitTrade/2)) -1) * 100) /100 ;
$microThreshold = ceil( $ticker['ticker']['last']*( (1/(1-$exchangeCommision)/(1-$microProfit/2)) -1) * 100) /100 ;
if (!@$microTicker || @$microTicker < 1 ) {
$microTicker = $ticker['ticker']['last'];
$microThresholdBuy = $microTicker + $microThreshold; //Buy Above Last to create trailing buys - Micro-Dip
$microThresholdSell = $microTicker - $microThreshold; //Sell below last to create advancing sells - Micro-Spike
}
if (!@$thresholdBuy || @$thresholdBuy < 1 ) $thresholdBuy = $ticker['ticker']['last'] + $threshold; //We set buy orders when the price increases (trailing buy)
if (!@$thresholdSell || @$thresholdSell < 1 ) $thresholdSell = $ticker['ticker']['last'] - $threshold; //We set sell orders when the price decreases (advancing sell)
} else { exit; }
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//Calculate Cost, Balances, and print summary of information.
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//DEBUG need to calculate cost in $sellDivisor iterations for amounts that will be traded.
//DEBUG REFERENCE FILLED ORDERS! Prevent calculating cost based on filled sell orders!
$BTCO = $USDO = 0;
$sellOrders = $buyOrders = array(); //blank the order books for each new run (Infinite Loop issue)
$b = $s = 0; //FIXED order clearing if no open orders
if ( $orderList['success'] > 0 ){
foreach ( $orderList['return'] as $key => $value){
if (@$GOX){
$tmp1 = $value['amount']['value'];
$value['amount'] = NULL;
$value['amount'] = $tmp1;
$value['rate'] = $value['price']['value'];
$tmp1 = NULL; $tmp1 = $value['amount'] * $value['rate'];
$tmp1 = NULL;
}
if ( $value['type'] == $exchangeBuySell[1] ){
$BTCO = $BTCO + $value['amount']; //BTC = sum of sell orders and amounts //PHP Fatal error: Unsupported operand types in /arbot/buydownbotBTCG.php on line 281
$sellOrders[$s] = $value['rate'];
$s++;
}
//if ( $value['type'] == $exchangeBuySell[1] && $value['amount'] == $engineAmount ){
// $reserveBTC = ( $reserveBTC - $value['amount'] >= 0 ? $reserveBTC - $value['amount'] : 0); //
//
//}
if ( $value['type'] == $exchangeBuySell[0] ) {
$USDO = $USDO + $value['amount'] * $value['rate']; //USD = sum of buy orders amount*rate
$buyOrders[$b] = $value['rate'];
$b++;
}
//if ( $value['type'] == $exchangeBuySell[0] && $value['amount'] == $engineAmount) {
// //FIXED reserve usd wasnt decreasing
// $reserveUSD = ( $reserveUSD - $value['amount'] * $value['rate'] >= 0 ? $reserveUSD - $value['amount'] * $value['rate'] : 0 ); //USD = sum of buy orders amount*rate
//}
}
/*if ( $countIteration < 3 && $ORDERS ){
rsort($buyOrders); //ReverseSort orders and discard keys
sort($sellOrders); //Sort orders and discard keys
if ( !@$thresholdBuy ) $thresholdBuy = ( count($sellOrders) <= $thresholdOrders ? @$sellOrders[$countOrder] : @$sellOrders[$thresholdOrders] ); //Fill Xth order before trading
if ( !@$thresholdSell ) $thresholdSell = ( count($buyOrders) <= $thresholdOrders ? @$buyOrders[$countOrder] : @$buyOrders[$thresholdOrders] ); //Fill Xth order before trading
}*/
//SOLVED this is set in the threshold section now.
} else {
if ( $orderList['error'] !== "no orders" ) {
print_r($orderList);
}
}
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
// Calculate FUNDS
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$USDB = $BTCB = $USDT = $BTCT = $BTC = $USD = 0;
//Calculate the TOTAL we have in orders and balance and USD/last BTCTotal
if ($GOX) $BTCT = $return['return']['funds']['btc'] + $return['return']['funds']['usd']/$ticker['ticker']['last'];
if ($BTCE) $BTCT = $return['return']['funds']['btc'] + $BTCO + $return['return']['funds']['usd']/$ticker['ticker']['last'] + $USDO/$ticker['ticker']['last'];
//Calculate the TOTAL USD we have in buy orders, sell orders, BTC balance, USD Balance
if ($GOX) $USDT = ($return['return']['funds']['btc'])*$ticker['ticker']['last'] + $return['return']['funds']['usd'];
if ($BTCE) $USDT = ($return['return']['funds']['btc'] + $BTCO)*$ticker['ticker']['last'] + $USDO + $return['return']['funds']['usd'];
//Calculate the BALANCE we have in orders and funds BTCBalance USDBalance
if ($GOX) $BTCB = $return['return']['funds']['btc'];
if ($BTCE) $BTCB = $return['return']['funds']['btc'] + $BTCO;
if ($GOX) $USDB = $return['return']['funds']['usd'];
if ($BTCE) $USDB = $return['return']['funds']['usd'] + $USDO;
//Calculate the TRADE amount we have in funds and orders BTCTrade USDTrade
$BTC = ( $BTCB >= $maxBTC ? $maxBTC - $BTCO : $BTCB - $BTCO );
$USD = ( $USDB >= $maxUSD ? $maxUSD - $USDO : $USDB - $USDO );
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
// Calculate BTC Cost of BTCBalance
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$dollarCostTotal = $dollarCostShares = $idealSellRate = $idealSellAmount = $dollarCostAverage = $countBuys = 0;
$countFilledIterationBuy = $countFilledIterationSell = $countFilledIteration = 0;
$costBalance = array( "total" => 0, "shares" => 0, "average" => 0, "ideal" => 0);
$costFilled = array( "total" => 0, "shares" => 0, "average" => 0, "ideal" => 0);
$profitFilled = array( "total" => 0, "shares" => 0, "average" => 0, "ideal" => 0);
$BTCremaining = $BTCB;
if ($BALANCE) $BTCremaining = $BTC*($currentBalanceBTC-$reBalanceBTC);
foreach ( $TradeHistory['return'] as $key => $value){
//DEBUG use this information to calculate trades/costs/profits
if ( $value['type'] == $exchangeBuySell[0] && $BTCremaining >= $minBidBTC ) {
$costBalance['total'] = $costBalance['total'] + $value['rate']*$value['amount'];
$costBalance['shares'] = $costBalance['shares'] + $value['amount'];//$amountTrade[0]; Total shares analysed not / spread
$BTCremaining = $BTCremaining - $value['amount'];
$countBuys++;
}
/*
{
"success":1,
"return":{
"166830":{
"pair":"btc_usd",
"type":"sell",
"amount":1,
"rate":1,
"order_id":343148,
"is_your_order":1,
"timestamp":1342445793
}
}
}*/
//DEBUG gox compatibility
if ( @$ordersPlaced && array_key_exists ( $value['order_id'] , $ordersPlaced )){ //PHP Notice: Undefined index: order_id in /arbot/buydownbotBTCG.php on line 532
$filledOrders[$value['order_id']] = array(); //Define the array
$filledOrders[$value['order_id']] = $ordersPlaced[$value['order_id']]; //Store the order info in the array
$ordersFilledIteration[$countIteration-1] = array(); //Define the last iteration array
$ordersFilledIteration[$countIteration-1][$value['order_id']] = array(); //Define the last iteration array
$ordersFilledIteration[$countIteration-1][$value['order_id']] = $ordersPlaced[$value['order_id']]; //Store the order info in the array
unset($ordersPlaced[$value['order_id']]);
$countFilled++;$countFilledIteration++;
if ($value['type'] == $exchangeBuySell[0]){
$costFilled['total'] = $costFilled['total'] + $value['rate']*$value['amount'];
$costFilled['shares'] = $costFilled['shares'] + $value['amount'];//$amountTrade[0]; Total shares analysed not / spread
$countFilledBuy++;$countFilledIterationBuy++;
}
if ($value['type'] == $exchangeBuySell[1]){
$profitFilled['total'] = $profitFilled['total'] + $value['rate']*$value['amount'];
$profitFilled['shares'] = $profitFilled['shares'] + $value['amount'];//$amountTrade[0]; Total shares analysed not / spread
$countFilledSell++;$countFilledIterationSell++;
}
}
}
if (@$costBalance['shares'] > 0){
$costBalance['average'] = $costBalance['total']/$costBalance['shares']; //Total cost / Number of shares is purchase price
$costBalance['ideal'] = ( ($costBalance['total'])/(1-$exchangeCommision)/(1-$exchangeCommision)/(1-$engineProfit) )/$costBalance['shares'];//Average cost + UtoB commision + BtoU Commision is 0% profit sell rate
$stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss);
} else $stop['target'] = 0;
if (@$costFilled['shares'] > 0){
$costFilled['average'] = $costFilled['total']/$costFilled['shares']; //Total cost / Number of shares is purchase price
$costFilled['ideal'] = ($costFilled['average'])/(1-$exchangeCommision)/(1-$exchangeCommision)/(1-$engineProfit);//Average cost + UtoB commision + BtoU Commision is 0% profit sell rate
}
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
// Primary output header block
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$message = "\n";
if (@$DEBUG && $DOT) {print "\n"; $DOT = FALSE; }
print "\n\n\n\n\n";
print "**********************************************************\n"; //Print Separator
print "----------------------------------------------------------\n"; //Print Separator
print "**********************************************************\n"; //Print Separator
print " Started:{$dateStart}\n";
//$dateCurrent = date('Ymd H:i:s');
print " Current:".date('Ymd H:i:s')."\n"; //Print Separator
$elapsed = time() - $startTime;
$tmp1 = $elapsed/ 86400 % 1;
$tmp2 = $elapsed/ 3600 % 24;
$tmp3 = $elapsed/ 60 % 60;
$tmp4 = $elapsed % 60;
print " Runtime: {$tmp1}:Days {$tmp2}:H {$tmp3}:M {$tmp4}:S\n";
print "----------------------------------------------------------\n"; //Print Separator
//$tmp1 = round($stop['target'],2);
$tmp1 = ( $STOPLOSS ? "ACTIVE" : ( $stop['target'] == 0 ? "NO INVESTMENT" : round($stop['target'],2)) );
print "Iteration: {$countIteration} Ticker:\${$ticker['ticker']['last']} *****StopLoss:{$tmp1}*****\n"; //Print Separator
print "----------------------------------------------------------\n"; //Print Separator
print "---------------- Trade Target Information ----------------\n";
print "Threshold: Fees:{$exchangeCommision}% Trades:{$threshold} Micro:{$microThreshold}\n";
if (@$ORDERS || @$STATIC) print "Targets: Over:\${$thresholdBuy} Last:\${$ticker['ticker']['last']} Under:\${$thresholdSell}\n";
if ($MICRO && !$STOPLOSS ) print "Micro-Targets: Over:\${$microThresholdBuy} Tick:\${$microTicker} Under:\${$microThresholdSell}\n";
if ($STOPLOSS) print "Rebuy Targets: Over:{$stop['over']} Tick:{$stop['ticker']} Under:{$stop['under']}\n";
print "----------------------------------------------------------\n"; //Print Separator
print "------------------- Funds Information -------------------\n";
$tmp1 = round($BTCT,2);$tmp2 = round($USDT,2);
print " Cash Out: BTC:{$tmp1} USD:\${$tmp2}\n";
$tmp1 = round($BTCB,2);$tmp2 = round($USDB,2);
print " Balance: BTC:{$tmp1} USD:\${$tmp2}\n";
print " Maximums: BTC:{$maxBTC} USD:\${$maxUSD}\n";
$engineAmount = max($BTCB,$USDB/$ticker['ticker']['last']);
$engineAmount = min ($engineAmount,$microAmount);
$engineAmount = round($engineAmount,8);
$tmp1 = round($engineAmount,2);
//DEBUG not compatible with other engines, needed to create a tradeAmount or a buyamount and sellamount.
print " EngineAmount:{$tmp1} Sells:{$engineSellDivisor} Buys:{$engineBuyDivisor} Profit:{$engineProfit}\n ";
$tmp1 = round($BTC,2);$tmp2 = round($USD,2);
print " Tradable: BTC:{$tmp1} USD:\${$tmp2}\n";
print "----------------------------------------------------------\n"; //Print Separator
print "------------------- Order Information -------------------\n";
print " Open: Buys:{$b} Sells:{$s}\n";
print " Placed:Valid:{$countValid} Invalid:{$countInValid} Cancelled:{$countCancelled}\n";
print "Completed: Buys:{$countFilledBuy} Total:{$countFilled} Sells:{$countFilledSell} \n";
print " Last Run: Buys:{$countFilledIterationBuy} Total:{$countFilledIteration} Sells:{$countFilledIterationSell}\n";
print "----------------------------------------------------------\n"; //Print Separator
print "------------------- Cost Information -------------------\n";
if (@$costBalance['shares'] > 0){
$tmp1 = round($costBalance['total'],2);
$tmp2 = round($costBalance['shares'],2);
$tmp3 = round($costBalance['average'],2);
$tmp4 = round($costBalance['ideal'],2);
print "Balance Costs: Total:{$tmp1} Shares:{$tmp2} Average:{$tmp3} Ideal:{$tmp4}\n";
$tmp1 = $tmp2 = $tmp3 = $tmp4 = NULL;
} else $costBalance['ideal'] = $ticker['ticker']['last'] * 2;
if (@$costFilled['shares'] > 0){
$tmp1 = round($costFilled['total'],2);
$tmp2 = round($costFilled['shares'],2);
$tmp3 = round($costFilled['average'],2);
$tmp4 = round($costFilled['ideal'],2);
print "Order Costs: Total:{$tmp1} Shares:{$tmp2} Average:{$tmp3} Ideal:{$tmp4}\n";
$tmp1 = $tmp2 = $tmp3 = $tmp4 = NULL;
}
if ( (@$costFilled['shares'] == 0) && (@$costBalance['shares'] == 0)){
print "Order Costs: Not holding any BTC! \n";
}
print "----------------------------------------------------------\n"; //Print Separator
print "------------------- Profit Information -------------------\n";
if ( $countIteration < 3 ){
$profit = array('initial' => array('balanceBTC' => $BTCB,'balanceUSD' => $USDB,'ticker' => $ticker['ticker']['last'], 'totalBTC' => $BTCT, 'totalUSD' => $USDT ) );
}
//
$profit['buy'] = array('amountBTC' => 0, 'amountUSD' => 0);
$profit['sell'] = array('amountBTC' => 0, 'amountUSD' => 0);
if (@$filledOrders){
foreach ( $filledOrders as $key => $value ){
if ( $value['type'] == $exchangeBuySell[0] ){
$profit['buy']['amountBTC'] = $profit['buy']['amountBTC'] + $value['amount'];
$profit['buy']['amountUSD'] = $profit['buy']['amountUSD'] + $value['rate'] * $value['amount'];
}
if ( $value['type'] == $exchangeBuySell[1] ){
$profit['sell']['amountBTC'] = $profit['sell']['amountBTC'] + $value['amount'];
$profit['sell']['amountUSD'] = $profit['sell']['amountUSD'] + $value['rate'] * $value['amount'];
}
}
//FIXED PHP Warning: Division by zero in /arbot/buydownbotBTC.php on line 659
if ( $profit['buy']['amountBTC'] > 0 ) $profit['buy']['cost'] = round($profit['buy']['amountUSD']/$profit['buy']['amountBTC'],2);
if ( $profit['sell']['amountBTC'] > 0 ) $profit['sell']['cost'] = round($profit['sell']['amountUSD']/$profit['sell']['amountBTC'],2);
}
//Initial Balance
$tmp1 = round($profit['initial']['balanceBTC'],2);
$tmp2 = round($profit['initial']['balanceUSD'],2);
print "Initial Balance: BTC:{$tmp1} USD:{$tmp2} Rate:{$profit['initial']['ticker']} \n";
//Current Balance
$tmp1 = round($BTCB,2);
$tmp2 = round($USDB,2);
print "Current Balance: BTC:{$tmp1} USD:{$tmp2} Rate:{$ticker['ticker']['last']}\n";
//Difference
$tmp1 = round($USDB - $profit['initial']['balanceUSD'],2);
$tmp2 = round($BTCB - $profit['initial']['balanceBTC'],2);
$tmp3 = round(($ticker['ticker']['last'] - $profit['initial']['ticker']),2);
print " Difference: BTC:{$tmp2} USD:{$tmp1} Rate:{$tmp3}\n";
if (@$profit['buy']['amountBTC'] > 0){
//BTC purchased {amountBTC} {costBTC} {totalcost}
$tmp1 = round($profit['buy']['amountBTC'],2);
$tmp2 = round($profit['buy']['cost'],2);
$tmp3 = round($profit['buy']['amountUSD'],2);
print " Trade Buys: BTC:{$tmp1} Rate:{$tmp2} Total:{$tmp3}\n";
}
if (@$profit['sell']['amountBTC'] > 0){
//BTC sold {amountBTC} {costBTC} {totalprofit}
$tmp1 = round($profit['sell']['amountBTC'],2);
$tmp2 = round($profit['sell']['cost'],2);
$tmp3 = round($profit['sell']['amountUSD'],2);
print " Trade Sells: BTC:{$tmp1} Rate:{$tmp2} Total:{$tmp3}\n";
}
//Gains
//sell - buy + BTCholdings*last*commision - initialBTCbalance*initialLast*commision
$tmp1 = round($profit['sell']['amountUSD'] - $profit['buy']['amountUSD'] + ($BTCB*$ticker['ticker']['last']*.998) - ($profit['initial']['balanceBTC']*$profit['initial']['ticker']*.998),2);
$tmp2 = round($USDT - $profit['initial']['totalUSD'] - $tmp1,2);
print " Profit From Trading:{$tmp1} \n";
print " Unrealized Gains:{$tmp2} \n";
//BTC Appreciation = start btc * start rate - startbtc * current rate
$tmp1 = round($profit['initial']['totalBTC'] * $profit['initial']['ticker'],2);
$tmp2 = round($profit['initial']['totalBTC'] * $ticker['ticker']['last'],2);
$tmp4 = round($tmp1 - $tmp2,2);
print " BTC Appreciation: Start:{$tmp1} Current:{$tmp2} Difference:{$tmp4}\n";
//Run Value = profit - appreciation
//$tmp1 = round($profit['initial']['balanceBTC']*$profit['initial']['ticker']*.998 + $profit['initial']['balanceUSD'],2);
$tmp3 = round($USDT - $profit['initial']['totalUSD'],2);
print " Program Value:{$tmp3}\n";
$message = $message . " Program Value:{$tmp3}\n";
$tmp1 = $tmp2 = $tmp3 = $tmp4 = 0;
print "----------------------------------------------------------\n"; //Print Separator
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on December 11, 2013, 02:05:00 AM
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////TRADE ENGINES/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////Micro-Roll ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//DEBUG $stop target ticker over under count
//SOLVED Need to record amounts and rates to prevent cancellation
//DEBUG Need to set a stop loss to cancel all orders, sell all B and restart (use main trade engine)
//SOLVED Need to prevent duplicate rate orders
//SOLVED Need to use MINI for this section and MICRO for balance trades or Micro for this and balance for balance trades.
//SOLVED you should never set sell orders if you don't have buy orders, you should always have buy orders,
//SOLVED you shouldn't need to set rate at threshold*count,
//SOLVED just use duplicate rate protection and set to iteration higher each time.
if ($MICRO){
print "------------------- Micro-Trade Block -------------------\n";
//print " Stop-Loss: Under:\${$microThresholdSell}\n";
//print " Stop-Loss: Over:\${$microThresholdBuy} Tick:\${$microTicker} Under:\${$microThresholdSell}\n";
print "Checking Micro-Trades: ";
if ($STOPLOSS){
if ( $ticker['ticker']['last'] > $stop['over'] || $ticker['ticker']['last'] < $stop['under'] ){
$STOPLOSS = FALSE;
$REBUY = TRUE;
//Rebuy orders
print "\n *********************************************** \n";
print "\n *****Stop Loss in Lifted - Trades Resumed ***** \n";
print "\n *********************************************** \n";
$microTicker = $ticker['ticker']['last'];
$microThresholdBuy = $microTicker + $microThreshold;//$rate[$countOrder - floor($tmp1/2)]; //array_sum($tmp0) / count($tmp0); //Fill an order first $microTicker + $microThreshold;//*$countMicroSell;//Trailing Buy orders, if this sell order fills, Buy More
$microThresholdSell = $microTicker - $microThreshold; //Sell again if last drops below to create advancing sells - Micro-Spike
print "New-Micro-Targets: Over:\${$microThresholdBuy} Tick:\${$microTicker} Under:\${$microThresholdSell}\n";
} else {
print "\n *********************************************** \n";
print "\n ****** Stop Loss Active - Trades Frozen ******* \n";
print "\n *********************************************** \n";
}
}
if ( $ticker['ticker']['last'] < $stop['target'] && !$STOPLOSS ){
$STOPLOSS = TRUE; $REBUY = FALSE;
print "\n *********************************************** \n";
print "\n ***** Stop Loss Activated - Trades Frozen ***** \n";
print "\n *********************************************** \n";
$stop = array('target' ,'ticker' => $ticker['ticker']['last'],'over' => $ticker['ticker']['last']*(1+$microReBuy) ,'under' => $ticker['ticker']['last']*(1-$microReBuy),'count' => $stop['count']++ );
print_r($stop);
print "DEBUG THIS SECTION OF CODE";
print "BTC: COST: LAST:\n";
print "Rebuy Targets: Over:{$stop['over']} Tick:{$stop['ticker']} Under:{$stop['under']}\n";
}
//$stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss);
$microBTCRemaining = $BTCB;
$microUSDRemaining = $USDB;
////////////////////////////////////////////////////////////////////
// First run cancel, buy and sell
if ( $countIteration < 3 && !$STOPLOSS ){
print "First Run Trades.\n";
$microTicker = $ticker['ticker']['last'];
//First Run, Cancel Orders
cancelOrders($exchangeBuySell[0]);
cancelOrders($exchangeBuySell[1]);
//First Run, Check USD, BTC, costBalance, place buy and sell.
//DEBUG check funds for buy and sell trades.
if ( $BTCB >= $minBidBTC ){
$executeTrade = TRUE; //turn on trading
$tmp1 = 0;
$microSellPrice = max($costBalance['ideal'],$ticker['ticker']['last']);
while ( $tmp1 <= ($BTCB/$engineAmount)*$microSellDivisor && $microBTCRemaining >= $minBidBTC ){
$type[$countOrder] = $exchangeBuySell[1];
$rate[$countOrder] = $microSellPrice + .01*$tmp1;
$rate[$countOrder] = ceil($rate[$countOrder]*100)/100;
$amount[$countOrder] = max($BTCB/(($BTCB/$engineAmount)*$microSellDivisor),$minBidBTC); //sell everything
$amount[$countOrder] = floor($amount[$countOrder]*pow(10,8))/pow(10,8);
//$amount[$countOrder] = min($amount[$countOrder],$BTCB);
$amount[$countOrder] = ($BTCB < $amount[$countOrder] ? $BTCB : $amount[$countOrder] ); //if we don't have that much B
print "Micro-Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}\n";
$microBTCRemaining = $microBTCRemaining - $amount[$countOrder];
$countOrder++;$tmp1++;
}
$countMicroSellTotal++;
}
if ( $USDB >= $minBidBTC*$ticker['ticker']['last'] ){
$executeTrade = TRUE; //turn on trading
$tmp1 = 0;
while ( $tmp1 <= $microBuyDivisor && $microUSDRemaining >= ($ticker['ticker']['last']-$microThreshold-$microIteration*$tmp1)*$minBidBTC ){
$type[$countOrder] = $exchangeBuySell[0];
$rate[$countOrder] = $ticker['ticker']['last'] - $microThreshold - $microIteration*$tmp1;
$rate[$countOrder] = floor($rate[$countOrder]*100)/100;
$amount[$countOrder] = max( ($engineAmount*$microBuyAmountMultiplier[$tmp1]) ,$minBidBTC);
$amount[$countOrder] = floor($amount[$countOrder]*pow(10,8))/pow(10,8);
print "Micro-Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}\n";
$microUSDRemaining = $microUSDRemaining - $amount[$countOrder] * $rate[$countOrder];
$countOrder++;$tmp1++;
}
$countMicroBuyTotal++;
}
}
////////////////////////////////////////////////////////////////////
// Stop Loss and Rebuy
if ( $STOPLOSS ){
if ( $BTCB > $minBidBTC && $STOPLOSS ) { //in case we lifted stop loss above.
cancelOrders($exchangeBuySell[0]);
cancelOrders($exchangeBuySell[1]);
print "\n *********************************************** \n";
print "\n **** Stop Loss Activated - Liquidating BTC **** \n";
print "\n *********************************************** \n";
$tmp1 = $tmp2 = 0;
while ( $tmp1 <= $microSellDivisor ){
$executeTrade = TRUE;
$type[$countOrder] = $exchangeBuySell[1];
$rate[$countOrder] = $ticker['ticker']['last'] - $microThreshold - $microIteration*$tmp1;
$rate[$countOrder] = floor($rate[$countOrder]*100)/100;
//If we cancel orders first, we don't need repeat order protection
//while ( in_array($rate[$countOrder],$sellOrders) ){
// $rate[$countOrder] = $ticker['ticker']['last'] - $microThreshold - $microIteration*$tmp2;
// $rate[$countOrder] = ceil($rate[$countOrder]*100)/100;
// $tmp2++;
//}
$amount[$countOrder] = max($BTCB/$microSellDivisor,$minBidBTC);
$amount[$countOrder] = floor($amount[$countOrder]*pow(10,8))/pow(10,8);
print "Micro-Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}\n";
$BTC = $BTC - $amount[$countOrder];
$countOrder++;$tmp1++;
}
$tmp1 = $tmp2 = 0;
}
}
////////////////////////////////////////////////////////////////////
// Micro-Trade Engine Primary
if ($countIteration > 2 && !$STOPLOSS ){ // && !$REBUY){ DEBUG Haven't build rebuy code yet, use primary engine
$countOrder = 0;
//If ticker is above Buy or Below Sell or we filled an order (Needs to be a buy order!)
if ( $countFilledIterationSell > 0 || $ticker['ticker']['last'] > $microThresholdBuy || $ticker['ticker']['last'] < $microThresholdSell || $countFilledIterationBuy > 0 || $b == 0 || $BTC > $minBidBTC || $ticker['ticker']['last'] >= $costBalance['ideal']) {
if ( $BTC > $minBidBTC || $USDB >= ($ticker['ticker']['last'] - $microThreshold)*$minBidBTC || $countFilledIterationBuy > 0 ){
//FIXED change USD test from micro amount to minbidbtc.
//FIXED changed micro, test, from btc > amount to btc > minbid to sell after an error.
if ( $countFilledIterationBuy > 0 ) print "Buy Order Filled.\n";
if ( $USDB >= ($ticker['ticker']['last'] - $microThreshold)*$engineAmount ) print "USD Funds Available {$USDB}.\n";
if ( $BTC > $minBidBTC ) print "BTC Funds Available {$BTC}.\n";
if ( $b == 0 ) print "No open buy orders.\n"; //FIXED added B == 0 will rebuy after stoploss.
if ( $ticker['ticker']['last'] > $microThresholdBuy || $ticker['ticker']['last'] < $microThresholdSell) print "Threshold Crossed.\n";
if ( $ticker['ticker']['last'] >= $costBalance['ideal'] ) print "Balance Ideal sell price crossed. Selling.\n";
//Iteration: 170 Ticker:$119.682 *****StopLoss:118*****
//Balance Costs: Total:118.1 Shares:0.99 Average:118.95 Ideal:119.67
//Checking Micro-Trades: No Trades.
////////////////////////////////////////////////////////////////////
// Sell Code Block
//DEBUG changed all amounts to BTC from BTCB as we are not cancelling orders here
if ( $BTC > $minBidBTC || ($ticker['ticker']['last'] >= $costBalance['ideal'] && $costBalance['ideal'] > 0) || $ticker['ticker']['last'] < $microThresholdSell){ //Sell
//----------------------------------------------------------
//------------------- Cost Information -------------------
//Order Costs: Not holding any BTC!
//----------------------------------------------------------
//------------------- Profit Information -------------------
//Initial Balance: BTC:0 USD:580.06 Rate:121.26682
//Current Balance: BTC:0 USD:580.06 Rate:121.44665
// Difference: BTC:0 USD:0 Rate:0.18
// Profit From Trading:0
// Unrealized Gains:0
// BTC Appreciation: Start:580.06 Current:580.92 Difference:-0.86
// Program Value:0
//----------------------------------------------------------
//------------------- Micro-Trade Block -------------------
//Checking Micro-Trades: USD Funds Available 580.05604.
//Balance Ideal sell price crossed. Selling.
print "\n";
if ($countFilledIterationBuy > 0 && !$microSellCancel ) { //We filled orders last run
NULL;
//Set amount
$microSellAmount = $costFilled['shares']*.998;//Lol i put total //DEBUG Needs to be reduced for commision?
$microSellAmount = $BTC; //My .998 multiplier was acurate to to many decimals? its either this or floor.
//Set price
$microSellPrice = $costFilled['ideal'];
} elseif ($ticker['ticker']['last'] >= $costBalance['ideal'] || $microSellCancel) {// We didn't fill orders but have BTC or want to cancel
//------------------- Micro-Trade Block -------------------
//Checking Micro-Trades: USD Funds Available 2202.166858729.
//Threshold Crossed.
//
//Canceling Orders
//
//Cancelled 0 sell Orders
cancelOrders($exchangeBuySell[1]);
//keep amount
$microSellAmount = $BTCB; //We always sell all BTC available
//set price
$microSellPrice = $costBalance['ideal'];
} else {
$microSellAmount = $BTC;
$microSellPrice = $costBalance['ideal'];
}
///// SELL TRADE /////
$tmp1 = $tmp2 = 0;
//DEBUG FIXED change <= to < for sell divisor, if 1 order is requested the initial value is 0 so it must be less than.
while ( $tmp1 < $microSellDivisor && $microBTCRemaining >= $minBidBTC ){
$executeTrade = TRUE; //turn on trading
$microTicker = $ticker['ticker']['last'];
$type[$countOrder] = $exchangeBuySell[1];
//$rate[$countOrder] = $ticker['ticker']['last'] + $microThreshold*$countMicroSell + $microIteration*$tmp1;
//CHANGELOG 31 removed multiplier from rate, added duplicate price protection
$rate[$countOrder] = $microSellPrice + $microIteration*$tmp1 + $microIteration*$tmp2;
$rate[$countOrder] = max($microSellPrice + $microIteration*$tmp1 + $microIteration*$tmp2,$ticker['ticker']['last']);
$rate[$countOrder] = ceil100($rate[$countOrder]);
while ( in_array($rate[$countOrder],$sellOrders) ){
$rate[$countOrder] = max($microSellPrice + $microIteration*$tmp1 + $microIteration*$tmp2,$ticker['ticker']['last']);
$rate[$countOrder] = ceil($rate[$countOrder]*100)/100;
$tmp2++;
}
$amount[$countOrder] = max($microSellAmount/$microSellDivisor,$minBidBTC);
$amount[$countOrder] = floor($amount[$countOrder]*pow(10,8))/pow(10,8);
print "Micro-Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}\n";
$microBTCRemaining = $microBTCRemaining - $amount[$countOrder];
$countOrder++;$tmp1++;
}
//if ( $microBTCRemaining < 0 ){
// $amount[$countOrder-1] = $amount[$countOrder-1] + $microBTCRemaining; //Debug last order over amount, not working...
// $countOrder--;
//}
$tmp1 = $tmp2 = 0;
$microBuy = FALSE; //We didn't Buy
$microSell = TRUE; //We did Sell
if ($microSell) {$countMicroSell++;$countMicroSellTotal++;$countMicroBuy = 1;} else {$countMicroSell = 1;}
$microThresholdBuy = ( $rate[0] > 0 ? $rate[0] : $ticker['ticker']['last'] + $microThreshold );
//array_sum($tmp0) / count($tmp0); //Fill an order first $microTicker + $microThreshold;//*$countMicroSell;//Trailing Buy orders, if this sell order fills, Buy More
$microThresholdSell = $ticker['ticker']['last'] - $microThreshold; //Sell again if last drops below to create advancing sells - Micro-Spike
print "New-Micro-Targets: Over:\${$microThresholdBuy} Tick:\${$ticker['ticker']['last']} Under:\${$microThresholdSell}\n";
} else print "BTC Funds Not Available. \n";
////////////////////////////////////////////////////////////////////
// BUY Code Block
//FIXED no buy orders active If threshold was crossed and we have funds or there are no buy orders and we have funds
//DEBUG TESTING if we filled a sell order replace all buy orders.
if ( ($ticker['ticker']['last'] > $microThresholdBuy || $b == 0 || $countFilledIterationSell > 0 ) && $USDB >= ($ticker['ticker']['last'] - $microThreshold)*$minBidBTC ){ //
cancelOrders($exchangeBuySell[0]);
print "\n";
$tmp1 = $tmp2 = 0;
while ( $tmp1 < $microBuyDivisor && $microUSDRemaining > 0 ){//DEBUG
$executeTrade = TRUE; //turn on trading
$microTicker = $ticker['ticker']['last'];
$type[$countOrder] = $exchangeBuySell[0];
$rate[$countOrder] = $ticker['ticker']['last'] - $microThreshold - $microIteration*$tmp1;
$rate[$countOrder] = floor($rate[$countOrder]*100)/100;
while ( in_array($rate[$countOrder],$buyOrders) ){
$tmp2++;
$rate[$countOrder] = $ticker['ticker']['last'] - $microThreshold - $microIteration*$tmp1 - $microIteration*$tmp2;
}
$amount[$countOrder] = max($BTCB/(($BTCB/$engineAmount)*$microSellDivisor),$minBidBTC); //sell everything
$amount[$countOrder] = max( ($engineAmount*$microBuyAmountMultiplier[$tmp1]) ,$minBidBTC);
$amount[$countOrder] = floor($amount[$countOrder]*pow(10,8))/pow(10,8);
print "Micro-Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}\n";
$microUSDRemaining = $microUSDRemaining - $amount[$countOrder] * $rate[$countOrder];
$countOrder++;$tmp1++;
}
$microBuy = TRUE;
$microSell = FALSE;
if ($microBuy) {$countMicroBuy++;$countMicroBuyTotal++;$countMicroSell = 1;} else {$countMicroBuy = 1;}
$microThresholdSell = $ticker['ticker']['last'] - $microThreshold;//$rate[$countOrder - floor($tmp1/2)];// array_sum($tmp0) / count($tmp0);//*$countMicroBuy;//Advancing Sell orders, if this buy order fills, sell more
$microThresholdBuy = $ticker['ticker']['last'] + $microThreshold; //Buy Above Last to create trailing buys - Micro-Dip
$tmp0 = $tmp1 = $tmp2 = 0;
print "New-Micro-Targets: Over:\${$microThresholdBuy} Tick:\${$ticker['ticker']['last']} Under:\${$microThresholdSell}\n";
} elseif ($ticker['ticker']['last'] <= $microThresholdBuy) {
print "Buy Threshold not met.\n";
} elseif ($USD < ($ticker['ticker']['last'] - $microThreshold)*$engineAmount){
print "USD Funds Not Available. \n";
}
} else print "Funds Not Available. \n";
} else print "No Trades. \n";
$tmp1 = $countMicroBuy - 1;
$tmp2 = $countMicroSell - 1;
print "Micro-Hits Total: Buys:{$countMicroBuyTotal} Sells:{$countMicroSellTotal}\n";
print "Micro-Hits Active: Buys:{$tmp1} Sells:{$tmp2}\n";
$tmp1 = $tmp2 = NULL;
}
}
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////Balance ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//DEBUG you may want to use threshold crossing for these to prevent mass ordering.
if ( $BALANCE ){
////////////////////////////////////////////////////////////////////
//Calculate distance, difference, portfolio balance
$distanceFromHigh = $ticker['ticker']['high'] - $ticker['ticker']['last'];
$distanceFromLow = $ticker['ticker']['last'] - $ticker['ticker']['low'];
$spreadHighLow = $ticker['ticker']['high'] - $ticker['ticker']['low'];
//Calculate new preffered balance amounts
$reBalanceBTC = floor(($distanceFromLow/$spreadHighLow)*100)/100;
$reBalanceUSD = 1-$reBalanceBTC; //Prefer USD during rebalance
$currentBalanceBTC = floor(($BTCB/$BTCT)*100)/100;
$currentBalanceUSD = 1-$currentBalanceBTC; //$USDB/$USDT;
$reBalanceUSDDisplay = $reBalanceUSD*100;
$reBalanceBTCDisplay = $reBalanceBTC*100;
$currentBalanceUSDDisplay = $currentBalanceUSD*100;
$currentBalanceBTCDisplay = $currentBalanceBTC*100;
print "------------ Portfolio Balancing Information ------------\n";
$tmp1 = round($distanceFromHigh,2);$tmp2 = round($distanceFromLow,2);$tmp3 = round($spreadHighLow,2);
print "From High:{$tmp1} From Low:{$tmp2} Spread:{$tmp3}\n";
$tmp1 = $tmp2 = $tmp3 = NULL;
print "Current Balance: USD:{$currentBalanceUSDDisplay}% BTC:{$currentBalanceBTCDisplay}%\n";
print "Target Balance: USD:{$reBalanceUSDDisplay}% BTC:{$reBalanceBTCDisplay}%\n";
////////////////////////////////////////////////////////////////////
//Setup Buy orders
$USDremaining = $USD;
$balanceBuy = FALSE;
print "------------------- Mini-Balance-Trade Block -------------------\n";
print "Checking Micro-Balance Buy Funds and Balance: ";
if ( $BALANCE && ($USDT*($currentBalanceUSD-$reBalanceUSD))/($ticker['ticker']['last'] - $threshold) > 0 && $balanceSell = FALSE ){ //Trade USD for BTC
print "Increasing BTC - Decreasing USD. \n";
$executeTrade = TRUE; //turn on trading
$balanceBuy = TRUE; //Let the next part know we bought
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor100($ticker['ticker']['last'] - $threshold);
$amount[$countOrder] = round( ($USDT*($currentBalanceUSD-$reBalanceUSD))/$rate[$countOrder] ,2); //the amount of the trade
$amount[$countOrder] = min($amount[$countOrder],$balanceAmount);
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of \${$rate[$countOrder]} \${$USDremaining} left.\n";
$balanceThresholdBuy = $rate[$countOrder];
$countOrder++;
} else print "No Buy Trades.\n";
////////////////////////////////////////////////////////////////////
//Setup Sell Orders
$BTCremaining = $BTC;
$balanceSell = FALSE;
print "Checking Micro-Balance Sell Funds and Balance: ";
if ( $BALANCE && $BTCT*($currentBalanceBTC-$reBalanceBTC) > 0 && $balanceBuy = FALSE ){ //Trade BTC for USD
print "Increasing USD - Decreasing BTC. \n";
$executeTrade = TRUE; //turn on trading
$balanceSell = TRUE;
$type[$countOrder] = $exchangeBuySell[1]; //The type of trade
$rate[$countOrder] = ceil((($ticker['ticker']['last'] + $threshold))*100)/100;
$amount[$countOrder] = round( ($BTCT*($currentBalanceBTC-$reBalanceBTC)) ,2); //the amount of the trade
$amount[$countOrder] = min($amount[$countOrder],$balanceAmount);
$BTCremaining = $BTCremaining - $amount[$countOrder] ;
print "Selling {$amount[$countOrder]}B at a rate of \${$rate[$countOrder]} \${$USDremaining} left.\n";
$thresholdSell = $rate[$countOrder];
$countOrder++;
} else print "No Sell Trades.\n";
}
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////JOSH's ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
if ($JOSH){
//$joshAmount = 5; //In BTC
//$joshThreshold = 5; //In USD
//$joshStopLoss = .05; //as a percentage
//$joshReBuy = .05; //as a percentage
if ( !@$joshTicker ) $joshTicker = $ticker['ticker']['last'];
////////////////////////////////////////////////////////////////////
//Reset Funds and print Header Block
$USDremaining = $USD;
$BTCremaining = $BTC;
print "------------------- JOSH's ENGINE TRADE BLOCK -------------------\n";
print "Threshold: Fees:{$exchangeCommision}% Trades:{$joshThreshold}";
$tmp1 = $joshTicker + $joshThreshold; $tmp2 = $joshTicker - $joshThreshold;
if (@$DEBUG ) print "Josh-Targets: Over:\${$tmp1} Tick:\${$joshTicker} Under:\${$tmp2}\n";
print "Checking JOSH Buy Funds and Balance: ";
//DEBUG need to get last two order ID's to check if they filled?
////////////////////////////////////////////////////////////////////
//Reset the ticker
if ( $ticker['ticker']['last'] > $joshTicker + $joshThreshold || $ticker['ticker']['last'] < $joshTicker - $joshThreshold ){
$joshTicker = $ticker['ticker']['last'];
}
////////////////////////////////////////////////////////////////////
//Cancel all orders
cancelOrders($exchangeBuySell[0]); //cancel current buy orders to replace;
cancelOrders($exchangeBuySell[1]); //cancel current sell orders to replace;
////////////////////////////////////////////////////////////////////
//Setup Buy orders
if ( 'josh' == 'cool' && $USD > $joshAmount*($ticker['ticker']['last']-$joshThreshold) ){ //BUY
print "\n";
$executeTrade = TRUE; //turn on trading
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor100($ticker['ticker']['last'] - $joshThreshold);
$amount[$countOrder] = $joshAmount; //the amount of the trade
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of \${$rate[$countOrder]} \${$USDremaining} left.\n";
$countOrder++;
} else print "No Buy Trades.\n";
////////////////////////////////////////////////////////////////////
//Setup Sell Orders
if ( 'josh' == 'cool' && $BTC > $joshAmount ){ //SELL
print "\n";
$executeTrade = TRUE; //turn on trading
$type[$countOrder] = $exchangeSellSell[1]; //The type of trade
$rate[$countOrder] = ceil100($ticker['ticker']['last'] + $joshThreshold);
$amount[$countOrder] = $joshAmount; //the amount of the trade
$BTCremaining = $BTCremaining - $amount[$countOrder];
print "Selling {$amount[$countOrder]}B at a rate of \${$rate[$countOrder]} \${$BTCremaining} left.\n";
$countOrder++;
} else print "No Sell Trades.\n";
}
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////STATIC ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//set reference ticker
//buy at ticker -$5
//sell at ticker +$5
//repeat until all funds are used
//wait for a $5 movement
//Do it again
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////Fibonacci ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////EMA ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
if ($EMA){
print "------------------- EMA ENGINE TRADE BLOCK -------------------\n";
$tmp1 = round($ema1,2);$tmp2 = round($ema2,2);$tmp3 = round($ema3,2);
if (@$DEBUG && $EMA ) print "EMAs: EMA{$ema1Time}:\${$tmp1} EMA{$ema2Time}:\${$tmp2} EMA{$ema3Time}:\${$tmp3} \n"; //&& $EMA
$tmp1 = $tmp2 = $tmp3 = NULL;
}
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////BALANCE ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////Hybrid EMA/FIB/BALANCE ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//Setup Buy orders
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
/*
$USDremaining = $USD;// + $USDO; //
//if ( $countOrder > 0 ) $countOrder++;
print "Checking Buy Funds and Threshold: ";
if ( ( ($ema1 > $ema2 && $ema2 > $ema3 ) && $BUY && $USDremaining > $minBidUSD*$sharesBuy && !$BALANCE )
|| ( $BALANCE && ($USDT*($currentBalanceUSD-$reBalanceUSD)) /($ticker['ticker']['last'] - $threshold) > 0 ) ){ //The price is moving upward, set buy orders
//DEBUG DOES THIS CHANGE WITH EMA CROSSING VS THRESHOLD CROSSING?
print "Buying. \n";
$executeTrade = TRUE; //turn on trading
$SELL = TRUE;$BUY = FALSE; //Only buy after selling and sell after buying
cancelOrders($exchangeBuySell[0]); //cancel current buy orders to replace;
//DEBUG you should now have your balance including orders in $return
$countBuys = 1;
if ($BALANCE){
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor((($ticker['ticker']['last'] - $threshold))*100)/100;
$amount[$countOrder] = round( ($USDT*($currentBalanceUSD-$reBalanceUSD))/$rate[$countOrder] ,2); //the amount of the trade
$amount[$countOrder] = min($amount[$countOrder],$amountTrade);
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$USDremaining} left.\n";
$thresholdBuy = $rate[$countOrder];
$countBuys++;$countOrder++;
}
if (!$BALANCE){
//First Order
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor((($ticker['ticker']['last'] - $threshold)*(1-$exchangeCommision))*100)/100;
$amount[$countOrder] = round(($amountBuyTrade[$countBuys]*$USDremaining)/$rate[$countOrder],2); //the amount of the trade
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$USDremaining} left.\n";
$countBuys++;$countOrder++;
if ( $buyDivisor > 1 ){
//Second through n-1th order
while ( $countBuys < $buyDivisor ){
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor( ($rate[$countOrder-1] - (($distanceFromLow/($buyDivisor+1))*$countBuys) )*100)/100;
$amount[$countOrder] = round(($amountBuyTrade[$countBuys]*$USDremaining)/$rate[$countOrder],2); //the amount of the trade
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$USDremaining} left.\n";
$countBuys++;$countOrder++;
}
}
if ( $buyDivisor > 2 ){
//Nth (Last) Order
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor( ($rate[$countOrder-2] - (($distanceFromLow/($buyDivisor+1))*$countBuys) )*100)/100;
$amount[$countOrder] = floor($USDremaining/$rate[$countOrder]); //the amount of the trade
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$USDremaining} left.\n";
$countBuys++;$countOrder++;
}
rsort($buyOrders); //ReverseSort orders and discard keys
sort($sellOrders); //Sort orders and discard keys
$thresholdSell = ( count($buyOrders) <= $thresholdOrders ? $buyOrders[$countOrder] : $buyOrders[$thresholdOrders] ); //Fill Xth order before trading
print "New Targets: Sell:{$thresholdSell} Last:{$ticker['ticker']['last']} Buy:{$thresholdBuy}\n";
}
} else print "No Buy Trades.\n";
////////////////////////////////////////////////////////////////////
//Setup Sell Orders
////////////////////////////////////////////////////////////////////
$BTCremaining = $BTC;
print "Checking Sell Funds and Threshold: ";
if ( ( ($ema1 < $ema2 && $ema2 < $ema3 ) && $SELL && $BTCremaining > $minBidBTC*$sharesSell && !$BALANCE )
|| ( $BALANCE && $BTCT*($currentBalanceBTC-$reBalanceBTC) > 0 ) ){ //The price is moving upward, set buy orders
print "Selling. \n";
$executeTrade = TRUE; //turn on trading
$SELL = FALSE;$BUY = TRUE; //Only buy after selling and sell after buying
cancelOrders($exchangeBuySell[1]); //cancel current buy orders to replace;
$countSells = 1;
if ($BALANCE){
$type[$countOrder] = $exchangeBuySell[1]; //The type of trade
$rate[$countOrder] = ceil(($idealSellRate*(1+$profitTrade)*100))/100;
if ($GOX) $rate[$countOrder] = ceil((($ticker['ticker']['last'] + $threshold))*100)/100;
$amount[$countOrder] = round( ($BTCT*($currentBalanceBTC-$reBalanceBTC)) ,2); //the amount of the trade
$amount[$countOrder] = min($amount[$countOrder],$amountTrade);
$BTCremaining = $BTCremaining - $amount[$countOrder] ;
print "Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$USDremaining} left.\n";
$thresholdSell = $rate[$countOrder];
$countSells++;$countOrder++;
}
if (!$BALANCE){
//First Order
$type[$countOrder] = $exchangeBuySell[1]; //The type of trade
$rate[$countOrder] = ceil(($idealSellRate*(1+($profitTrade*$countSells)))*100)/100 ; //Compound interest style sell rate http://php.net/manual/en/function.pow.php
$rate[$countOrder] = max($rate[$countOrder],$ticker['ticker']['last']+$threshold*$countSells);
$amount[$countOrder] = round(($amountSellTrade[$countSells]*$BTC),2); //the amount of the trade
$BTCremaining = $BTCremaining - $amount[$countOrder] ;
print "Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$BTCremaining} left.\n";
$countSells++;$countOrder++;
if ( $sellDivisor > 1 ){
//Second through n-1th order
while ( $countSells < $sellDivisor ){
$type[$countOrder] = $exchangeBuySell[1]; //The type of trade
$rate[$countOrder] = ceil(($idealSellRate*(1+($profitTrade*$countSells)))*100)/100 ; //Compound interest style sell rate http://php.net/manual/en/function.pow.php
$rate[$countOrder] = max($rate[$countOrder],$ticker['ticker']['last']+$threshold*$countSells);
$amount[$countOrder] = round(($amountSellTrade[$countSells]*$BTC),2); //the amount of the trade
$BTCremaining = $BTCremaining - $amount[$countOrder] ;
print "Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$BTCremaining} left.\n";
$countSells++;$countOrder++;
}
}
if ( $sellDivisor > 2 ){
//Nth (Last) Order
$type[$countOrder] = $exchangeBuySell[1]; //The type of trade
$rate[$countOrder] = ceil(($idealSellRate*(1+($profitTrade*$countSells)))*100)/100 ; //Compound interest style sell rate http://php.net/manual/en/function.pow.php
$rate[$countOrder] = max($rate[$countOrder],$ticker['ticker']['last']+$threshold*$countSells);
$amount[$countOrder] = $BTCremaining; //the amount of the trade
$BTCremaining = $BTCremaining - $amount[$countOrder];
print "Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$BTCremaining} left.\n";
$countSells++;$countOrder++;
}
//NOTE Trailing buys, as price rises set new buy orders - after filling buy orders set sell orders
rsort($buyOrders); //ReverseSort orders and discard keys
sort($sellOrders); //Sort orders and discard keys
$thresholdBuy = ( count($sellOrders) <= $thresholdOrders ? $sellOrders[$countOrder] : $sellOrders[$thresholdOrders] ); //Fill Xth order before trading
//$thresholdSell = ( count($buyOrders) <= $thresholdOrders ? $buyOrders[$countOrder] : $buyOrders[$thresholdOrders] ); //Fill Xth order before trading
print "New Targets: Sell:{$thresholdSell} Last:{$ticker['ticker']['last']} Buy:{$thresholdBuy}\n";
}
} else print "No Sell Trades.\n";
*/
////////////////////////////////////////////////////////////////////
//Modular Trade Code
////////////////////////////////////////////////////////////////////
//$executeTrade = FALSE;
if ($simulate) $executeTrade = FALSE;
if (@$executeTrade ){
$countTrades = 0;
while ( $countTrades <= $countOrder ){
if ( !empty($type[$countTrades]) ){
if (@$BTCE) $trade = json_decode(btce_query("Trade", array("pair" => "btc_usd", "type" => $type[$countTrades], "amount" => $amount[$countTrades], "rate" => $rate[$countTrades])), TRUE);
if (@$GOX) $trade = json_decode(mtgox_query("BTCUSD/money/order/add", array('type' => $type[$countTrades], 'amount' => $amount[$countTrades], 'price' => $rate[$countTrades])), TRUE);
if (@$GOX) ( $trade['result'] == "success" ? $trade['success'] = 1 : $trade['success'] = 0);
if ( $trade['success'] !== 1 ) {
print "Failed: {$type[$countTrades]} {$amount[$countTrades]}BTC at \${$rate[$countTrades]}\n";
//print "\n Result:";
print_r($trade);
print "USD {$USD} B{$USDB} T{$USDT} BTC {$BTC} B{$BTCB} T{$BTCB}\n";
//print "\n Type:{$type[$countTrades]}";
//print "\n Amount:{$amount[$countTrades]}";
//print "\n Rate:{$rate[$countTrades]}\n";
$countInValid++;
}
if ( $trade['success'] == 1 ){
$countValid++;
//print "\n Result:";
//print_r($trade);
print "Ordered: {$type[$countTrades]} {$amount[$countTrades]}BTC at \${$rate[$countTrades]}\n";
if (@$GOX) $trade['return']['order_id'] = $trade['data'];
$ordersPlaced[$trade['return']['order_id']] = array(
"type" => $type[$countTrades],
"amount" => $amount[$countTrades],
"rate" => $rate[$countTrades]);
//print "\n orders placed:";
//print_r($ordersPlaced);
}
// The message
$message = $message . "Type:{$type[$countTrades]} Amount:{$amount[$countTrades]}BTC at Rate:{$rate[$countTrades]}\n";
if (@$GOX) sleep(rand(1,10));
}
$countTrades++;
}
$message = $message . "\n BTC Balance:{$BTCB} USD Bal:{$USDB}\n";
mail($emailRCPTo, $emailSubject, $message);
}
$message = NULL;
////////////////////////////////////////////////////////////////////
//END Modular Trade Code
////////////////////////////////////////////////////////////////////
}
print "\n\n DANGER the answer to life the universe and everything is no longer 42? \n\n";
exit;
////////////////////////////////////////////////////////////////////
// FUNCTIONS
////////////////////////////////////////////////////////////////////
function floor100( $value = NULL )
{
$result = floor($value*100)/100;
return $result;
}
function ceil100( $value = NULL )
{
$result = ceil($value*100)/100;
return $result;
}
function btce_query( $method = NULL, $req = array() )
{
global $btceKey;
global $btceSecret;
global $nonce;
$key = $btceKey;
$secret = $btceSecret;
// API settings
$req['method'] = $method;
$req['nonce'] = $GLOBALS['nonce']++;
// generate the POST data string
$postData = http_build_query($req, '', '&');
// generate the extra headers
$headers = array(
'Sign: '.hash_hmac("sha512", $postData, $secret)
,"Key: {$key}"
);
$ch = curl_init();
curl_setopt($ch, CURLOPT_HEADER, FALSE);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, TRUE);
curl_setopt($ch, CURLOPT_USERAGENT, 'Mozilla/4.0 (compatible; BTCE PHP client; '.php_uname('s').'; PHP/'.phpversion().')');
curl_setopt($ch, CURLOPT_URL, 'https://btc-e.com/tapi');
curl_setopt($ch, CURLOPT_POSTFIELDS, $postData);
curl_setopt($ch, CURLOPT_HTTPHEADER, $headers);
curl_setopt($ch, CURLOPT_SSL_VERIFYPEER, FALSE);
writeInc($GLOBALS['nonce']);
return curl_exec($ch);
}
function mtgox_query($path, array $req = array()) {
$key = ''; //Your API Key
$secret = ''; //Your API Secret
$req['nonce'] = $GLOBALS['nonce']++; //Incriment the Global Nonce (Allows for multiple polls per second)
$post_data = http_build_query($req, '', '&'); // generate the POST data string
$prefix = $path."\0";
// generate the extra headers
$headers = array(
'Rest-Key: '.$key,
'Rest-Sign: '.base64_encode(hash_hmac('sha512', $prefix.$post_data, base64_decode($secret), true)),
);
//Everyone sets this to null and then uses if==null <- It always LOLZ
$ch = null;
$ch = curl_init();
//curl_setopt($ch, CURLOPT_HEADER, FALSE);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, TRUE);
curl_setopt($ch, CURLOPT_USERAGENT, 'Mozilla/4.0 (compatible; GOXBOT; '.php_uname('s').'; PHP/'.phpversion().')');
curl_setopt($ch, CURLOPT_URL, 'https://data.mtgox.com/api/2/'.$path);
curl_setopt($ch, CURLOPT_POSTFIELDS, $post_data);
curl_setopt($ch, CURLOPT_HTTPHEADER, $headers);
curl_setopt($ch, CURLOPT_SSL_VERIFYPEER, FALSE);
writeInc($GLOBALS['nonce']);
return curl_exec($ch);
}
function writeInc( $value = NULL )
{
if (@$GLOBALS['BTCE']) $fp = fopen('nonce','w');
if (@$GLOBALS['GOX']) $fp = fopen('nonceg','w');
fwrite($fp, $value);
fclose($fp);
return;
}
function readInc()
{
if (@$GLOBALS['BTCE']) $fp = fopen('nonce','r');
if (@$GLOBALS['GOX']) $fp = fopen('nonceg','r');
$value = (int)fread($fp, 8);
fclose($fp);
return $value;
}
function cancelOrders( $type = NULL ) //modified to only cancel buy orders.
{
global $GOX;
global $BTCE;
global $exchangeBuySell;
global $sleepCancel;
global $engineAmount;
global $simulate;
global $maxPendingOrders;
global $countCancelled;
global $ordersPlaced;
if (@$GLOBALS['BTCE']) $return = json_decode(btce_query("OrderList"), TRUE);
if (@$GOX){
$return = json_decode(mtgox_query('BTCUSD/money/orders'), TRUE);
( $return['result'] == "success" ? $return['success'] = 1 : $return['success'] = 0);
$return['return'] = $return['data'];
}
if($return['success'] > 0){
$countCancel=0;
$tmp2 = 0; print "Canceling Orders\n";
foreach ($return['return'] as $key => $value){
$order_id = $key;
if (@$GOX){
$tmp1 = $value['amount']['value'];
$value['amount'] = NULL;
$value['amount'] = $tmp1;
$value['rate'] = $value['price']['value'];
$order_id = $value['oid'];
}
if ( $value['type'] == $type && (@$value['pair'] == "btc_usd" || @$value['item'] == "BTC") ){ //$value['amount'] != $engineAmount &&
if (!$simulate && $countCancel >= $maxPendingOrders ) {
if ( $tmp2 == 50 ) {print "\nCanceling";$tmp2=0;} else {print ".";$tmp2++;};
if (@$BTCE) $trade = json_decode(btce_query("CancelOrder", array("order_id" => $order_id)), TRUE);
if (@$GOX) $trade = json_decode(mtgox_query("BTCUSD/money/order/cancel", array("oid" => $order_id)), TRUE);
if (@$GOX) ( $trade['result'] == "success" ? $trade['success'] = 1 : $trade['success'] = 0);
}
if ($trade['success'] == 1){
$countCancel++;
$countCancelled++;
unset($ordersPlaced[$order_id]); //remove this order from our orders placed list
}
time_nanosleep(0,$sleepCancel);
}
}
print "\nCancelled {$countCancel} {$type} Orders \n";
}
while ( empty($return) ){
if (@$GLOBALS['BTCE']) $GLOBALS['return'] = json_decode(btce_query('getInfo'), TRUE);
if (@$GLOBALS['GOX']) $GLOBALS['return'] = json_decode(mtgox_query('BTCUSD/money/info'), TRUE);
time_nanosleep(0,$sleepCancel);
}
}
function send( $url = NULL )
{
$ch = curl_init();
curl_setopt($ch, CURLOPT_URL, $url);
curl_setopt($ch, CURLOPT_HEADER, FALSE);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, TRUE);
$result = curl_exec($ch);
curl_close($ch);
return $result;
}
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//Calculate Fibonacci based shares for buy/sell orders
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
/*
$fibonacciShares = array();
$fibonacciShares['numbers'] = array(1,2);
$fibonacciShares['shares'] = array(1,3);
$fibonacciShares['multiplier'] = array(1,1/3);
$first = 1; $second = 2;$shares = 0;
for($i=2;$i<=25;$i++){
$final = $first + $second;
$first = $second;
$second = $final;
$fibonacciShares['numbers'][$i] = $final;
$fibonacciShares['shares'][$i] = $final + $fibonacciShares['shares'][$i-1];
$fibonacciShares['multiplier'][$i] = (1/$fibonacciShares['shares'][$i])*$final;
print " Number:{$fibonacciShares['numbers'][$i]} Shares:{$fibonacciShares['shares'][$i]} Multiplier:{$fibonacciShares['multiplier'][$i]}\n";
}
////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////*/
/* MICRO TRADE ENGINE NOTES
*Buy in arcs, .5 .75 1 .75 .5 abandon
*buy in spurts at key amounts in increasing spreads
*last - threshold, last - threshold - fibonacci *1 *2 *3 *5 *8 *13
*use amountmini/miniselldivisor for while counter < miniselldivisor price - counter
*StopLoss in effect, abondon B at stoploss and try again
*microthresholds change as price falls and rises,
*sell all microholdings at an advance for a profit - keep buys in array
*IF a buy is filled calculate the cost,
*Set a stoploss and a trail amount, once the trail amount is hit place the order, (last will be above price so you can't leave the order)
*make a micro array to store orders
*this is more becoming the macro-engine?
*it still should play micro spikes,
*the code can be used in a macro-engine though with larger amounts
*/
?>
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on December 11, 2013, 02:06:44 AM
Reserved to bitch about how my OP won't show the code as code.
I think the character limit is actually less than 64000?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: motd2k on December 11, 2013, 11:36:53 AM
Extra kudos for... while ( 'the answer to life the universe and everything' != '41'){
::)
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: btc-mike on December 14, 2013, 05:27:52 AM
miaviator - thank you for sharing. i had been using your previous ARB code.
are you using this still? if not, what are you using? other PHP code? MT4?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on December 14, 2013, 02:04:56 PM
I use the micro roll engine sometimes when the price seems stable. Other than that I have not been trading much lately. Some others are using customized versions of these engines. This is the master code file which I built off of.
I really thought a decent exchange would come up with advanced order executions making most of this useless. Doesn't seem like that has happened though.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: Timmieman on December 19, 2013, 08:59:40 AM
Thanks for posting Miaviator! ;D
I`m currently using the micro-rolling bot and playing with some of the values, i`ll let you know how I feel about it.
When the price is as volatile as it is of these few days, what engine would you suggest?
EMA 10/21?
Keep up the good work!!
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on December 20, 2013, 03:44:02 PM
Thanks for posting Miaviator! ;D
I`m currently using the micro-rolling bot and playing with some of the values, i`ll let you know how I feel about it.
When the price is as volatile as it is of these few days, what engine would you suggest?
EMA 10/21?
Keep up the good work!!
I usually fill the orderbook with micro trades on an exponential or Fibonacci spread so I will buy an increasing amount as the drops and sell an increasing amount as the price rises.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: gabbello on December 25, 2013, 08:34:51 PM
Very nice work. I'll be playing with it a bit to see how it works.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: Timmieman on December 28, 2013, 08:07:10 PM
I`ve been trying out the bot for some time now, and it seems to make some profit.
Though stoploss isn't functioning at the moment and i`m using the M trade engine.
Do you have any idea what the problem might be?
I saw in the code that some debugging still had to be done
Thanks
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on December 28, 2013, 08:55:02 PM
I`ve been trying out the bot for some time now, and it seems to make some profit.
Though stoploss isn't functioning at the moment and i`m using the M trade engine.
Do you have any idea what the problem might be?
I saw in the code that some debugging still had to be done
Thanks
It should show your stop targets at each printout?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: Timmieman on December 29, 2013, 10:39:47 PM
I`ve been trying out the bot for some time now, and it seems to make some profit.
Though stoploss isn't functioning at the moment and i`m using the M trade engine.
Do you have any idea what the problem might be?
I saw in the code that some debugging still had to be done
Thanks
It should show your stop targets at each printout? It's showing the stop targets though it's not performing the order. At stoploss it's stating "No investment" Is this due to the commented line shown below? //$stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss);
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on December 30, 2013, 01:58:30 AM
I`ve been trying out the bot for some time now, and it seems to make some profit.
Though stoploss isn't functioning at the moment and i`m using the M trade engine.
Do you have any idea what the problem might be?
I saw in the code that some debugging still had to be done
Thanks
It should show your stop targets at each printout? It's showing the stop targets though it's not performing the order. At stoploss it's stating "No investment" Is this due to the commented line shown below? //$stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss); Could be, No Investment means it's not showing that you have any B to sell off
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: Timmieman on December 31, 2013, 12:45:24 AM
I`ve been trying out the bot for some time now, and it seems to make some profit.
Though stoploss isn't functioning at the moment and i`m using the M trade engine.
Do you have any idea what the problem might be?
I saw in the code that some debugging still had to be done
Thanks
It should show your stop targets at each printout? It's showing the stop targets though it's not performing the order. At stoploss it's stating "No investment" Is this due to the commented line shown below? //$stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss); Could be, No Investment means it's not showing that you have any B to sell off For anyone interested, The reason behind this was the following line: $microStopLoss = .01; //The stop loss percent, Sell out at a loss It's stated as percentage but filled in as number, thus 1% is 0.01 This is due to the following implementation $stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss);
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: Timmieman on January 02, 2014, 09:38:07 PM
I`m still having some troubles with the Stoploss
At the moment when a stoploss value is reached, trades are frozen, and the $stop([target]) is set to zero afterwards, which means that stop loss will be active for ever.
Also, $stop([over]) and $stop([under]) are more then +-10%!
Would you know what could be the problem with this?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: illinois on January 02, 2014, 10:42:21 PM
well miaviator... i'm trying to understand something... well... is not easy but thanks a lot.
;D
so... can you give an example of key.php that i guess is needed?
thanks
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on January 03, 2014, 02:22:39 AM
well miaviator... i'm trying to understand something... well... is not easy but thanks a lot.
;D
so... can you give an example of key.php that i guess is needed?
thanks
<?php
//MAIN KEY
$key = 'key here'; // your API-key
$secret = 'secret here'; // your Secret-key
?>
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: illinois on January 03, 2014, 08:52:56 AM
well miaviator... i'm trying to understand something... well... is not easy but thanks a lot.
;D
so... can you give an example of key.php that i guess is needed?
thanks
<?php
//MAIN KEY
$key = 'key here'; // your API-key
$secret = 'secret here'; // your Secret-key
?> thanks... those are for BTC-E?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on January 03, 2014, 12:21:56 PM
Wait. That key.php was for V1.xxx The correct key.php format for BTC-E is: //Send email reports when orders are placed
$emailRCPTo = "SET IN KEY.PHP INCLUDE FILE";
$btceKey = ''; // your API-key
$btceSecret = ''; // your Secret-key
For gox you have to look down to the gox api function: function mtgox_query($path, array $req = array()) {
$key = ''; //Your API Key
$secret = ''; //Your API SecretI don't believe cex or any other exchanges are the public version. So that should be it for keys.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: illinois on January 04, 2014, 05:07:31 PM
most probably i'm missing something... at the beginning of the script i define $key and $secret but i'm still having Array ( [success] => 0 [error] => api key not specified ) Error pulling data. Error #: 1
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on January 04, 2014, 05:10:54 PM
most probably i'm missing something... at the beginning of the script i define $key and $secret but i'm still having Array ( [success] => 0 [error] => api key not specified ) Error pulling data. Error #: 1
key and secret are for gox btceKey and btceSecret are for btce
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: Voodah on January 07, 2014, 07:10:50 AM
Interesting. I'll try this out when I've got more time.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: macioman on January 10, 2014, 04:13:26 PM
Hi, can you explain me the initial setup please? I have already changed the basic information: "exchange, btcekey btcesecret, gox key and secret". I have started the script from shell and this is the output (after 20 minutes): **********************************************************
----------------------------------------------------------
**********************************************************
Started:20140110 10:47:34
Current:20140110 11:03:28
Runtime: 0:Days 0:H 15:M 54:S
----------------------------------------------------------
Iteration: 48 Ticker:$821.989 *****StopLoss:NO INVESTMENT*****
----------------------------------------------------------
---------------- Trade Target Information ----------------
Threshold: Fees:0.002% Trades:12.08 Micro:1.86
Micro-Targets: Over:$819.558 Tick:$817.708 Under:$815.858
----------------------------------------------------------
------------------- Funds Information -------------------
Cash Out: BTC:0.01 USD:$6.81
Balance: BTC:0.01 USD:$0
Maximums: BTC:1 USD:$500
EngineAmount:0 Sells:10 Buys:10 Profit:0.0005
Tradable: BTC:0.01 USD:$0
----------------------------------------------------------
------------------- Order Information -------------------
Open: Buys:0 Sells:0
Placed:Valid:0 Invalid:0 Cancelled:0
Completed: Buys:0 Total:0 Sells:0
Last Run: Buys:0 Total:0 Sells:0
----------------------------------------------------------
------------------- Cost Information -------------------
Order Costs: Not holding any BTC!
----------------------------------------------------------
------------------- Profit Information -------------------
Initial Balance: BTC:0.01 USD:0 Rate:817.708
Current Balance: BTC:0.01 USD:0 Rate:821.989
Difference: BTC:0 USD:0 Rate:4.28
Profit From Trading:0.04
Unrealized Gains:-0
BTC Appreciation: Start:6.78 Current:6.81 Difference:-0.03
Program Value:0.04
----------------------------------------------------------
------------------- Micro-Trade Block -------------------
Checking Micro-Trades: Funds Not Available.
Micro-Hits Total: Buys:0 Sells:0
Micro-Hits Active: Buys:0 Sells:0 This is my config: $DEBUG = TRUE; //Should the program Print Debug information
$simulate = FALSE; //RUNS IN SIMULATION MODE, NO TRADES ARE MADE just PRINT OUTPUT
$exchange = "E"; //Pick an exchange to run on
$ENGINE = "M";
$microSellDivisor = 10; //number of Sell orders to place
$microBuyDivisor = 10; //Number of Buy orders to place
$microIteration = .5;//USD$ iteration for multiple orders
$microAmount = .001; //Amount of BTC per mini buy/sell round
$microProfit = .0005; //The profit threshold, this is the minimum profit per trade to make,
$microStopLoss = 1; //The stop loss percent, Sell out at a loss
$microReBuy = .10; //The price change to rebuy after a loss
$microBuyAmountMultiplier = engineMultiplier('double',2,$microBuyDivisor); My balance in the exchanges: BTC-E: 0.0083 BTC - USD: 0.00 MTGOX: 0.00 BTC - USD: 0.00 I do not understand where I'm wrong because it is not made any transaction: Checking Micro-Trades: Funds Not Available. Micro-Hits Total: Buys:0 Sells:0 Micro-Hits Active: Buys:0 Sells:0 I'm sorry for newbie questions :)
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on January 10, 2014, 05:16:14 PM
My balance in the exchanges:
BTC-E: 0.0083 BTC - USD: 0.00
You can't trade .0083 on BTC-E as defined here: $minBidBTC = .01; //Minimum Bids the exchange will accept (BTC-E Mins)
The exchange minimum may have changed? If that's the case you can just change this definition to .001.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: macioman on January 10, 2014, 08:30:47 PM
My balance in the exchanges:
BTC-E: 0.0083 BTC - USD: 0.00
You can't trade .0083 on BTC-E as defined here: $minBidBTC = .01; //Minimum Bids the exchange will accept (BTC-E Mins)
The exchange minimum may have changed? If that's the case you can just change this definition to .001. Ok, thank you! The exchange minimum haven't changed.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: macioman on January 11, 2014, 10:16:31 AM
I don't understand this: if ($exchange == "E") $exchangeCommision = .002; //The exchange commision percent (as 1 - commision as decimal) At the moment, the fee for transactions is 0.2% and not 0.002%.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on January 11, 2014, 03:04:49 PM
I don't understand this: if ($exchange == "E") $exchangeCommision = .002; //The exchange commision percent (as 1 - commision as decimal) At the moment, the fee for transactions is 0.2% and not 0.002%. Correct. That value is decimal not percentage. That comment is likely outdated :)
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: macioman on January 12, 2014, 11:10:13 AM
This is my final question ... I promise ::) My engine setting is: Micro-roll engine Why stoploss has not intervened? -> Difference: BTC:0.02 USD:-17.81 Rate:-48.01**********************************************************
Started:20140111 19:31:22
Current:20140112 05:58:29
Runtime: 0:Days 10:H 27:M 7:S
----------------------------------------------------------
Iteration: 3073 Ticker:$846.995 *****StopLoss:NO INVESTMENT*****
----------------------------------------------------------
---------------- Trade Target Information ----------------
Threshold: Fees:0.002% Trades:12.45 Micro:3.83
Micro-Targets: Over:$898.77 Tick:$890.3 Under:$886.28
----------------------------------------------------------
------------------- Funds Information -------------------
Cash Out: BTC:0.04 USD:$30.58
Balance: BTC:0.03 USD:$5.56
Maximums: BTC:1 USD:$500
EngineAmount:0.01 Sells:10 Buys:10 Profit:0.005
Tradable: BTC:0.01 USD:$5.56
----------------------------------------------------------
------------------- Order Information -------------------
Open: Buys:0 Sells:2
Placed:Valid:5 Invalid:0 Cancelled:1
Completed: Buys:2 Total:2 Sells:0
Last Run: Buys:0 Total:0 Sells:0
----------------------------------------------------------
------------------- Cost Information -------------------
Balance Costs: Total:17.81 Shares:0.02 Average:890.7 Ideal:898.77
----------------------------------------------------------
------------------- Profit Information -------------------
Initial Balance: BTC:0.01 USD:23.37 Rate:895
Current Balance: BTC:0.03 USD:5.56 Rate:846.995
Difference: BTC:0.02 USD:-17.81 Rate:-48.01
Trade Buys: BTC:0.02 Rate:890.7 Total:17.81
Profit From Trading:-1.4
Unrealized Gains:0.03
BTC Appreciation: Start:31.95 Current:30.23 Difference:1.72
Program Value:-1.37
----------------------------------------------------------
------------------- Micro-Trade Block -------------------
Checking Micro-Trades: Funds Not Available.
Micro-Hits Total: Buys:1 Sells:2
Micro-Hits Active: Buys:0 Sells:2
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: psikogeek on January 14, 2014, 12:03:25 PM
I too am in awe of the line while ( 'the answer to life the universe and everything' != '41'){
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: JasperDX7 on January 14, 2014, 02:30:47 PM
I too am in awe of the line while ( 'the answer to life the universe and everything' != '41'){
There's a reason it says "Begin Infinite Loop" above it. That statement you copy and pasted is always going to be true so the loop will continue until the user kills the script. @miaviator - why not add this to GIT so developers can contribute and make it better?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on January 14, 2014, 06:27:24 PM
I too am in awe of the line while ( 'the answer to life the universe and everything' != '41'){
There's a reason it says "Begin Infinite Loop" above it. That statement you copy and pasted is always going to be true so the loop will continue until the user kills the script. @miaviator - why not add this to GIT so developers can contribute and make it better? I am fully baffled by the question. There is no reason why this and my last bot shouldn't be on git. https://github.com/SOCIT/bitcoin-rolling-bot-php There you go.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: JasperDX7 on January 14, 2014, 07:39:00 PM
I too am in awe of the line while ( 'the answer to life the universe and everything' != '41'){
There's a reason it says "Begin Infinite Loop" above it. That statement you copy and pasted is always going to be true so the loop will continue until the user kills the script. @miaviator - why not add this to GIT so developers can contribute and make it better? I am fully baffled by the question. There is no reason why this and my last bot shouldn't be on git. https://github.com/SOCIT/bitcoin-rolling-bot-php There you go. Thanks!
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: Jude Austin on April 04, 2014, 04:00:17 AM
Oh hey!
Yes, I have used this bot on BTC-e with some success.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: SportsBet on April 04, 2014, 08:28:06 AM
Extra kudos for... while ( 'the answer to life the universe and everything' != '41'){
::) It should be '42'
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on April 04, 2014, 04:35:14 PM
Extra kudos for... while ( 'the answer to life the universe and everything' != '41'){
::) It should be '42' You are correct. The loop is While the answer to life the universe and everything is not equal to 41. Which as we all know it is not. It is equal to 42. So the loop runs forever. I get bored with while true and while 1=1 loops.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: bavoogd on April 14, 2014, 03:25:44 PM
Hi there I filled in my api code and everything. but if i run the script i get the following: Array
(
)
Error pulling data. Error #: 1
Array
(
)
Error pulling data. Error #: 2
Array
(
)
Error pulling data. Error #: 3
Array
(
)
Error pulling data. Error #: 4
Array
(
)
Error pulling data. Error #: 5
Array
(
)
Error pulling data. Error #: 6
Fatal error: Maximum execution time of 30 seconds exceeded in C:\xampp\htdocs\arbot.php on line 359 Does anyone have an idea what i am doing wrong? Thanks
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: btc-mike on April 16, 2014, 04:07:47 PM
Hi there I filled in my api code and everything. but if i run the script i get the following: Array
(
)
Error pulling data. Error #: 1
...
Fatal error: Maximum execution time of 30 seconds exceeded in C:\xampp\htdocs\arbot.php on line 359 Does anyone have an idea what i am doing wrong? Thanks Check xampp settings. Can you ping internet address from xampp?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: bavoogd on April 18, 2014, 03:54:33 PM
Hi there I filled in my api code and everything. but if i run the script i get the following: Array
(
)
Error pulling data. Error #: 1
...
Fatal error: Maximum execution time of 30 seconds exceeded in C:\xampp\htdocs\arbot.php on line 359 Does anyone have an idea what i am doing wrong? Thanks Check xampp settings. Can you ping internet address from xampp? i was running from xampp. it didnt work, got it running under linux, but i want it to get running under windows. So i installed php5.5.11 enabled the curl plugin but i get the same error as above, only not the maximum exectution time, so it keeps saying error pulling data for ever Any ideas?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: btc-mike on April 18, 2014, 06:32:09 PM
Hi there I filled in my api code and everything. but if i run the script i get the following: Array
(
)
Error pulling data. Error #: 1
...
Fatal error: Maximum execution time of 30 seconds exceeded in C:\xampp\htdocs\arbot.php on line 359 Does anyone have an idea what i am doing wrong? Thanks Check xampp settings. Can you ping internet address from xampp? i was running from xampp. it didnt work, got it running under linux, but i want it to get running under windows. So i installed php5.5.11 enabled the curl plugin but i get the same error as above, only not the maximum exectution time, so it keeps saying error pulling data for ever Any ideas? it is your php settings. you already proved to yourself the script is fine by getting it to work in linux.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on April 18, 2014, 07:25:23 PM
I'm surprised that API still exists.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: bavoogd on April 22, 2014, 03:20:35 PM
Actually the bot works really fine on linux, it makes some profit,
but do you have any idea then how to change the php settings?
and eventually which settings?
Thanks
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: Pikespeak_Marol on April 30, 2014, 09:34:49 AM
Ive Removed MTGox from the Bot.
Code is available on Github:
https://github.com/pikespeak/bitcoin-rolling-bot-php
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: SirGeekalot on May 06, 2014, 02:34:37 PM
Hi, I'm getting this error: Array
(
[success] => 0
[error] => invalid nonce parameter; on key:1399375681, you sent:5
)
Error pulling data. Error #: 2
can you point me in the direction of fixing it? i have looked at the code and the nonce should be updating from the Nonce file, but i dont get where its getting the key from.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: btc-mike on May 06, 2014, 03:21:26 PM
Hi, I'm getting this error: Array
(
[success] => 0
[error] => invalid nonce parameter; on key:1399375681, you sent:5
)
Error pulling data. Error #: 2
can you point me in the direction of fixing it? i have looked at the code and the nonce should be updating from the Nonce file, but i dont get where its getting the key from. I didn't use this version much but had nonce problems on other code form miaviator. I did this and it worked //Create nonce
$mt = explode(' ', microtime());
$nonce = $mt[1];
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: SirGeekalot on May 07, 2014, 07:04:12 AM
Cheers,
That worked a charm.
Title: Micro roll Engine
Post by: bavoogd on May 07, 2014, 10:22:55 AM
Hi there,
I changed the microamount for the micro roll engine,
but it keeps trading only 0.1 LTC
Any suggestions?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: SirGeekalot on May 07, 2014, 01:29:24 PM
What are the references to the Programs at the top of the Bot for?
i cant find anything to do with them in the Configuration.
Title: Re: Micro roll Engine
Post by: btc-mike on May 07, 2014, 01:56:55 PM
Hi there,
I changed the microamount for the micro roll engine,
but it keeps trading only 0.1 LTC
Any suggestions?
keep trying What are the references to the Programs at the top of the Bot for?
i cant find anything to do with them in the Configuration.
The code was miaviator's personal project and he was nice enough to share. Comments may be missing or just plain wrong.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: cpgeek on May 07, 2014, 04:48:04 PM
When i run this bot, I keep getting the error PHP Notice: Undefined index: return in /root/bitcoin-rolling-bot-php-master/arbot.php on line 513
PHP Warning: Invalid argument supplied for foreach() in /root/bitcoin-rolling-bot-php-master/arbot.php on line 513 the line of code it indicates is the second line in this block. if ($BALANCE) $BTCremaining = $BTC*($currentBalanceBTC-$reBalanceBTC);
foreach ( $TradeHistory['return'] as $key => $value){
//DEBUG use this information to calculate trades/costs/profits
if ( $value['type'] == $exchangeBuySell[0] && $BTCremaining >= $minBidBTC ) {
$costBalance['total'] = $costBalance['total'] + $value['rate']*$value['amount'];
$costBalance['shares'] = $costBalance['shares'] + $value['amount'];//$amountTrade[0]; Total shares analysed not / spread
$BTCremaining = $BTCremaining - $value['amount'];
$countBuys++;
}
/*
{
"success":1,
"return":{
"166830":{
"pair":"btc_usd",
"type":"sell",
"amount":1,
"rate":1,
"order_id":343148,
"is_your_order":1,
"timestamp":1342445793
}
}
}*/
I don't know php at all so I was hoping someone might be able to help me with this... it doesn't seem to want to make any trades and simply reiterates when it reaches this line. can someone please help me out with debugging this? upon asking a code ninja I know about the issue, he says that $TradeHistory doesnt have the 'return' key populated so the foreach gets a null (or whatever php uses), and promptly goes 'wtf?' but i'm still clueless about how to repair it.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on May 07, 2014, 07:18:42 PM
What are the references to the Programs at the top of the Bot for?
i cant find anything to do with them in the Configuration.
I had developed several engines and releases of this project for different customers. Most of the notes and comment blocks related to that. When I released the base engine publicly I had to remove any code blocks which were sold or custom designed for buyers.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: Igloro on May 12, 2014, 10:46:52 AM
Maybe someone has modified version Which Logs data into Mysql? So the bot can be turned as cronjob? lets say each minute, with 1-many iterations depends on sleep between iterations. :)
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: howardb on June 21, 2014, 03:22:00 PM
Whats the theoretical basis for this bot? I'm familiar with margin bots, how does this one make it's profit?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on June 22, 2014, 04:53:57 AM
Whats the theoretical basis for this bot? I'm familiar with margin bots, how does this one make it's profit?
I almost hope it doesn't now days! When btce first got USD/BTC/LTC there were some interesting discrepancies in the order book. Normally in an HFT market these are handled by the exchange or a close third party. Basically the bot was designed to exploit differences in the USD/BTC BTC/LTC LTC/USD trade books. Using the following paths: BULB -> Trade BTC for USD, Trade USD for LTC, Trade LTC for BTC You would end up with more btc than you started with! BLUB -> Trade BTC for LTC, Trade LTC for USD, Trade USD for BTC. You could also start and end in USD with the bot. The difference between this code and most other bot codes was the recursive order sizing. The bot would parse the order book from B to U to L to B or any other direction, find the MAXIMUM trade size for the entire trade leg, then execute the trade leg. The practice of currency arbitrage especially for BTC was a lot more solid back then. You used to be able to snail mail a money order to CampBX, exchange it for BTC, move the BTC to another exchange, trade the BTC for USD, withdraw the USD and repeat and make 2-8% profit per trade route!
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: howardb on June 22, 2014, 07:15:14 AM
Whats the theoretical basis for this bot? I'm familiar with margin bots, how does this one make it's profit?
I almost hope it doesn't now days! When btce first got USD/BTC/LTC there were some interesting discrepancies in the order book. Normally in an HFT market these are handled by the exchange or a close third party. Basically the bot was designed to exploit differences in the USD/BTC BTC/LTC LTC/USD trade books. Using the following paths: BULB -> Trade BTC for USD, Trade USD for LTC, Trade LTC for BTC You would end up with more btc than you started with! BLUB -> Trade BTC for LTC, Trade LTC for USD, Trade USD for BTC. You could also start and end in USD with the bot. The difference between this code and most other bot codes was the recursive order sizing. The bot would parse the order book from B to U to L to B or any other direction, find the MAXIMUM trade size for the entire trade leg, then execute the trade leg. The practice of currency arbitrage especially for BTC was a lot more solid back then. You used to be able to snail mail a money order to CampBX, exchange it for BTC, move the BTC to another exchange, trade the BTC for USD, withdraw the USD and repeat and make 2-8% profit per trade route! Oh, so it's really just an ordinary triangular trade bot with optimised trade size? Whats all the micro trading then? I gave it BTC0.5 to play with for 48 hours and can certainly confirm it doesn't do much of anything now! down $5 Worth adding I have a very fast c++ triangular arb bot running on btc-e and it never see's an opportunity. This leads me to believe BTC-e have internalised the arbitrage opportunity (ie are running their own or a partners bot internally with much faster access). Need a ratio of better than 1.006 to be worth trading, these are typical values at btc-e: no profit 0.995522 ltc/usd+btc/ltc+usd/btc no profit 1.001279 nmc/usd+btc/nmc+usd/btc no profit 0.995022 nvc/usd+btc/nvc+usd/btc no profit 0.980696 btc/eur+ltc/btc+eur/ltc no profit 0.989050 ltc/eur+btc/ltc+eur/btc no profit 0.990046 btc/cnh+ltc/btc+cnh/ltc no profit 0.989207 ltc/cnh+btc/ltc+cnh/btc no profit 0.986928 btc/rur+ltc/btc+rur/ltc no profit 0.977465 ltc/rur+btc/ltc+rur/btc no profit 0.993305 ltc/btc+usd/ltc+btc/usd no profit 0.995522 ppc/usd+btc/ppc+usd/btc no profit 0.997972 Also, the very fact that the ratio is usually just below 1 is further proof of internalisation, as only an arb bot that did not have trade costs could keep the ratio's at that level.
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: BlueComb on September 20, 2014, 06:07:49 PM
Hi, I'm new user here and I need your help with this bot. It gives me a lot of error outputs. How can I solve that? roko@roko-Aspire-5830TG:~/Pobrane/bitcoin_bot$ php arbot.php
PHP Notice: Undefined variable: EMA in /home/roko/Pobrane/bitcoin_bot/engine_ema.php on line 9
PHP Notice: Undefined variable: BALANCE in /home/roko/Pobrane/bitcoin_bot/engine_balance.php on line 14
PHP Notice: Undefined variable: JOSH in /home/roko/Pobrane/bitcoin_bot/engine_josh.php on line 9
PHP Notice: Undefined variable: microSellDivisor in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 145
PHP Notice: Undefined variable: microAmount in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 145
PHP Warning: Division by zero in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 145
PHP Notice: Undefined variable: microBuyDivisor in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 145
PHP Notice: Undefined variable: microAmount in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 145
PHP Warning: Division by zero in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 145
PHP Notice: Undefined variable: microProfit in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 397
PHP Notice: Undefined variable: reBalanceBTC in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 480
PHP Notice: Undefined variable: currentBalanceBTC in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 480
PHP Notice: Undefined index: return in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 481
PHP Warning: Invalid argument supplied for foreach() in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 481
**********************************************************
----------------------------------------------------------
**********************************************************
Started:20140920 20:01:02
Current:20140920 20:01:05
Runtime: 0:Days 0:H 0:M 3:S
----------------------------------------------------------
Iteration: 2 Ticker:$399.05 *****StopLoss:NO INVESTMENT*****
----------------------------------------------------------
---------------- Trade Target Information ----------------
Threshold: Fees:0.02% Trades:13.3 Micro:8.15
PHP Notice: Undefined variable: MICRO in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 567
----------------------------------------------------------
------------------- Funds Information -------------------
Cash Out: BTC:0.01 USD:$2.71
Balance: BTC:0.01 USD:$0
Maximums: BTC:1 USD:$500
PHP Notice: Undefined variable: microAmount in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 579
PHP Notice: Undefined variable: engineSellDivisor in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 585
PHP Notice: Undefined variable: engineBuyDivisor in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 585
PHP Notice: Undefined variable: engineProfit in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 585
EngineAmount:0 Sells: Buys: Profit:
Tradable: BTC:0.01 USD:$0
----------------------------------------------------------
------------------- Order Information -------------------
Open: Buys:0 Sells:0
Placed:Valid:0 Invalid:0 Cancelled:0
Completed: Buys:0 Total:0 Sells:0
Last Run: Buys:0 Total:0 Sells:0
----------------------------------------------------------
------------------- Cost Information -------------------
Order Costs: Not holding any BTC!
----------------------------------------------------------
------------------- Profit Information -------------------
Initial Balance: BTC:0.01 USD:0 Rate:399.05
Current Balance: BTC:0.01 USD:0 Rate:399.05
Difference: BTC:0 USD:0 Rate:0
Profit From Trading:0
Unrealized Gains:0
BTC Appreciation: Start:2.71 Current:2.71 Difference:0
Program Value:0
----------------------------------------------------------
PHP Notice: Undefined variable: MICRO in /home/roko/Pobrane/bitcoin_bot/arbot.php on line 717
........^C
roko@roko-Aspire-5830TG:~/Pobrane/bitcoin_bot$ cd ..
Thanks a lot! :) edit: I'm running Xubuntu 14.04 with PHP 5.5.9
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on September 20, 2014, 10:53:00 PM
I don't know what you did there. It's like you activated all of the engine's running code without activating an engines variables?
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: BlueComb on September 21, 2014, 10:31:28 AM
I don't know what you did there. It's like you activated all of the engine's running code without activating an engines variables?
I'm sorry to say that, but I'm totally noob in programming and coding, so I'll put here as much info as I can. -I've put to bot as many "patches" as I could. In fact - messed this thing up. So today I've downloaded fresh zip file from github and I'm working on it now. -Config.php filled with my API data, arbot.php set to run EMA engine. -Fixed nonce bug Array
(
[success] => 0
[error] => invalid nonce parameter; on key:1399375681, you sent:5
)
Error pulling data. Error #: 2
//Create nonce
$mt = explode(' ', microtime());
$nonce = $mt[1]; Despite of this I get still the same errors: PHP Notice: Undefined variable: EMA in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/engine_ema.php on line 9
PHP Notice: Undefined variable: BALANCE in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/engine_balance.php on line 14
PHP Notice: Undefined variable: JOSH in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/engine_josh.php on line 9
PHP Notice: Undefined variable: microSellDivisor in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 177
PHP Notice: Undefined variable: microAmount in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 177
PHP Warning: Division by zero in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 177
PHP Notice: Undefined variable: microBuyDivisor in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 177
PHP Notice: Undefined variable: microAmount in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 177
PHP Warning: Division by zero in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 177
Building EMA1 - Waiting for 5 more tickers
........
Building EMA1 - Waiting for 4 more tickers
........
Building EMA1 - Waiting for 3 more tickers
...................................
Building EMA1 - Waiting for 2 more tickers
....
Building EMA1 - Waiting for 1 more tickers
....
...
Building EMA2 - Waiting for 6 more tickers
......
Building EMA2 - Waiting for 5 more tickers
....
Building EMA2 - Waiting for 4 more tickers
........
Building EMA2 - Waiting for 3 more tickers
...........
Building EMA2 - Waiting for 2 more tickers
..
Building EMA2 - Waiting for 1 more tickers
....
Building EMA3 - Waiting for 11 more tickers
.......
Building EMA3 - Waiting for 10 more tickers
..............
..................
Building EMA3 - Waiting for 9 more tickers
........................
Building EMA3 - Waiting for 8 more tickers
.................
.........
Building EMA3 - Waiting for 7 more tickers
.........
Building EMA3 - Waiting for 6 more tickers
....
Building EMA3 - Waiting for 5 more tickers
.....
Building EMA3 - Waiting for 4 more tickers
..
Building EMA3 - Waiting for 3 more tickers
........
Building EMA3 - Waiting for 2 more tickers
.......
Building EMA3 - Waiting for 1 more tickers
..PHP Notice: Undefined variable: microProfit in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 429
PHP Notice: Undefined index: return in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 513
PHP Warning: Invalid argument supplied for foreach() in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 513
**********************************************************
----------------------------------------------------------
**********************************************************
Started:20140921 11:32:30
Current:20140921 11:36:01
Runtime: 0:Days 0:H 3:M 31:S
----------------------------------------------------------
Iteration: 2 Ticker:$383 *****StopLoss:NO INVESTMENT*****
----------------------------------------------------------
---------------- Trade Target Information ----------------
Threshold: Fees:0.2% Trades:101.82 Micro:95.75
PHP Notice: Undefined variable: MICRO in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 599
----------------------------------------------------------
------------------- Funds Information -------------------
Cash Out: BTC:0.01 USD:$2.6
Balance: BTC:0.01 USD:$0
Maximums: BTC:1 USD:$500
PHP Notice: Undefined variable: microAmount in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 611
PHP Notice: Undefined variable: engineSellDivisor in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 617
PHP Notice: Undefined variable: engineBuyDivisor in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 617
PHP Notice: Undefined variable: engineProfit in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 617
EngineAmount:0 Sells: Buys: Profit:
Tradable: BTC:0.01 USD:$0
----------------------------------------------------------
------------------- Order Information -------------------
Open: Buys:0 Sells:0
Placed:Valid:0 Invalid:0 Cancelled:0
Completed: Buys:0 Total:0 Sells:0
Last Run: Buys:0 Total:0 Sells:0
----------------------------------------------------------
------------------- Cost Information -------------------
Order Costs: Not holding any BTC!
----------------------------------------------------------
------------------- Profit Information -------------------
Initial Balance: BTC:0.01 USD:0 Rate:383
Current Balance: BTC:0.01 USD:0 Rate:383
Difference: BTC:0 USD:0 Rate:0
Profit From Trading:0
Unrealized Gains:0
BTC Appreciation: Start:2.6 Current:2.6 Difference:0
Program Value:0
----------------------------------------------------------
PHP Notice: Undefined variable: MICRO in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 749
.PHP Notice: Undefined variable: microProfit in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 429
PHP Notice: Undefined index: return in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 513
PHP Warning: Invalid argument supplied for foreach() in /home/roko/Pobrane/bitcoin-rolling-bot-php-master/arbot.php on line 513
I really don't know if something is missing or wrong in my system. I'm glad you want to help me :) edit: I've decided to install another Linux distro, maybe it will help :P
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: BTC Turkiye on November 04, 2014, 06:51:16 PM
1- Does this still work?
2- Which areas we need to change to make it work? Right now If I just save the code as index.php and view it in a browser, it shows me a blank screen.
3- What is the easiest and most simple way to run this?
Thanks for your help
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: ildandi on November 11, 2014, 11:44:25 PM
I unzipped all files, edited config file for set BTC-e APIs but when I run arbor.php still loading.... I'm using MAMP
Thanks
Title: Re: BTC-E + GOX Rolling bot, Rocking bot, Trading bot, Full-Code
Post by: miaviator on November 12, 2014, 05:26:41 AM
1- Does this still work?
2- Which areas we need to change to make it work? Right now If I just save the code as index.php and view it in a browser, it shows me a blank screen.
3- What is the easiest and most simple way to run this?
Thanks for your help
I still can't believe this code is still being looked at and used! I have no idea on a simple way to run it, I'd call a PHP developer to get it running at this point.
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