Hey, first of all, this project is a nice idear. I installed it and want to trade at BTC-e But I get the Error-Message: Failed to load historical trades from bitcoincharts the "Interval" is set to 30 mins at the moment, I also tryed 15 and 5 mins. Has someone a solution? Greetings Edit: MtGox is working, but im looking for BTC-e P.S. Also if I dont want to trade at Bitstamp, I get the Error /home/gekko/methods/realtime-candle-fetcher.js:98
throw 'Failed to load historical trades from ' + this.watcher.name;
^
Failed to load historical trades from Bitstamp
BTC-e is working again, please update! I am looking at bitstamp right now. |
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I have not tried to run the bot with real trading and I was looking in the code for more details how it works and I found the buy/sell part of it: if(this.infinityOrderExchange)
amount = 10000;
else
amount = this.getBalance(this.currency) / this.ticker.ask; MtGox has infinityOrder so it will try to buy/sell 10000 Bitcoins everytime or usdBalance/currentBTCprice otherwise. My suggestion is to enable in the config some parameter that sets the amount (in USD) you ware willing to spend every trade. I don't want to run the bot on the full amount of my MtGox account, I want to setup some max value I'm willing to spend. I think it's a pretty good sugestion Good point, I am looking into changing the whole config structure to make everything more clear. |
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Yes, I can confirm the same problem with the ruby.exe being almost always on 25% CPU It's a Ruby software development kit. It uses a lot of memory which is normal. If it bothers too much, I would suggest upgrading to Gold, we'll host your robot on our cloud hosted VPS! Here's a better idea, you don't need to upgrade to premium software design platinum tier, it's free: fix the bot so it doesn't use 100% CPU when it trades once a week... it's not logical to "calculate" billions of operations per second when the actual decision is required once every few hours. I don't have a copy of the bot so I don't have any details but: Ruby is not the fastest language out there (and this bot appears to be written in it), and it is especially slow on windows. Besides that this bot is supposed to monitor the market constantly, this way the bots tries to make profitable trades (it needs to process all new trades coming in). Though this probably should not consume as much recourses I guess. |
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Yep, It appears the original reply by altoid has been deleted, though it was quoted multiple times: (probably berried in the desert or in a forest)
Somehow, I'm seeing tremendous increase of popularity of forest sightseeing  What an awesome thread! You guys have a ton of great ideas. Has anyone seen Silk Road yet? It's kind of like an anonymous amazon.com. I don't think they have heroin on there, but they are selling other stuff. They basically use bitcoin and tor to broker anonymous transactions. It's at http://tydgccykixpbu6uz.onion. Those not familiar with Tor can go to silkroad420.wordpress.com for instructions on how to access the .onion site. Let me know what you guys think So here we go, first Bitcoin drug store. We're going into deep water faster than i thought then. I wonder how long will it take for govs to start investigating Bitcoin. Interesting to read back on the conversation that happened two and a half years ago, and to see how much has changed since. |
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Could you post the full command you tried to run?
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Yep that conference in Amsterdam a couple of days ago. I was there and can confirm that btcrobot had a booth the whole 3 days ( proof). I only saw one guy there though. I talked to the one guy I saw there. After trying to explain that I am working on a open source trading bot (see my sig) the guy didn't understand me and gave me the general sales pitch. In the pitch where multiple incorrect details and I didn't get to see any running software. EDIT: Besides the booth I didn't see any presentation (= conference talk) from btcrobot, also didn't see the guy being on one of the panels. But I don't know for sure since I was not able to attend the full conference. |
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EDIT: Fixed by installing git.
Since the latest version you need git to pull in one of the dependencies, I'll ask the dependency maintainer to update it so this won't be an issue anymore. Edit: here is the issue I created  |
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I am back guys.
I fixed the email & underscore errors: pull the latest version and `npm install` to get it working.
(Thanks avert for the email fix suggestion: implemented it the same way. For underscore: they removed a function I was relying on so I am now shifting towards lodash)
I'll check the code fixes posted asap and merge it in. Remember guys: Pull requests are always welcome!
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whydifficult I realize I may be getting a little obnoxious about this, but I think I've found another bug in the backtester. When putting a unix timecode in the "from:" category the program misinterprets it (I think). The timecode is 1367989200 which should translate to 2013-05-08 05:00:00 but instead is read as 2013-08-16 17:00:00. Doing the same on the "to:" time works completely fine. Obviously this isn't a pressing issue, since I can still just edit the CSV files, it's just one I figured you should know about.
I noticed this too and assumed it had to do with UTC/GMT offsets. Hmm that's very strange, might be the offset but I'll try to verify this. I don't mind at all, please let me know everything you find. I am keeping a list of stuff I need todo for Gekko. Unfortunatly I have very little spare time right now, as soon as I have some I'll work on some issues with Gekko!Strange, I get the same issue by editing the CSV files to only the dates I want, but only when using daily candles... Hourly candles in the same date range work just fine. Here is the candles file. noted, will look into this. Any plans to adding possibility to trade with non btc pairs as well as altcoin exchanges like cryptsy etc?
Yep, I am working on offering all required trade data for this soon. --- My current situation offers me very little spare time to work on Gekko, as soon as I have some I will. I have noted all issues and when I have some spare time I'll look into everything. In the meantime Gekko is open to pull requests, and when you find a bug it would be great if you could describe it as clear as possible, thanks! I am working on a platform that provides market data for a lot of different exchanges, the reason I have some time to work on this and less on Gekko is because Wizbit is going to be part of my graduation project, which means I can do this in university hours so to say (but I don't have a lot of time to work on this either). |
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I am also experiencing lots of problems with their streaming API. It appears to be an issue on their side: most of the time I check the live chart from Clark which also doesn't receive new updates. |
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Gekko is a good reason to start with nodeJS - I always wanted to learn it. I just started an little bot that also has a web frontend (express & jade) based on / inspired by gekko. Maybe I will be able to contribute something to gekko some day. For now I don't like (or am not familiar enough with) some of the coding styles in gekko like these emit("someMethod") calls that are quiet hard to track down with the IDE. There are quiet a lot of frameworks / DSLs to learn in the JS world But thats what I want to understand. So let's see where it ends. That sounds awesome. If you're on to something I would love to see it, and it would be awesome if you would one day contribute to Gekko. About the coding style: I'm not a programmer with XX years of experience or anything, I am just a student with a focus on web technologies. In my spare time I am discovering the trading world with Gekko. It could be possible that the coding style is strange / unfamiliar and I am very willing to see how this can be improved to something more understandable for other people then me. -- The Emit methods (events) are an easy way to glue separate pieces of code together (once you get the hang of it), they are extremely handy for a lot of different (async) things you are doing with node (except for doing stuff like serving jade templates). It's hard to track down what happens when an event gets triggered but that is also the advantage: you can just plug functions in and out without altering the original function. So for example the piece of code responsible for doing trades doesn't have anything to do with whether or not an email needs to be send, it just emits a 'doing new trade' event and the email function is listening to it based on the cofiguration, etc. They are also pretty popular on the frontend, with jQuery for example (the difference is that you are almost always listening to events going through the DOM instead of creating them). You can take a look at a pretty popular frontend framework called Backbone, which does not deal with the DOM but is handy when you are creating more complicated web apps. Backbone also uses events everywhere. If you need any help with understanding it in Gekko, let me know. |
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I'm builidng something which gathers data from a lot of different exchanges, so lately I have been looking at a lot of different API docs. this is what I currently need per Exchange API: Public API- ticker - recent trades, preferably like this- order book, preferably like thisPrivate API (with some way of authenticating)- account balance - place order (check order status, cancel order) |
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Well, any ideas whydifficult?
Hmm that's very strange, I did heard some similar things before though. Unfortunately I am not able to reproduce it, could you please send me the candle file you used + the EMA settings? That way I can debug the behaviour more easy without staring in the dark. |
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When there are no trades during a giving candle interval the candles are removed from the files. While instead they should have an OHLC of close of the previous candle, I guess this could be the cause.
EDIT: I will update the candles including empty candles ASAP.
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That's awesome! I've added this link to the OP. -- On a sidenote, I am working on my own platform which will offer candles for a lot of different exchanges / markets in a similar format as the candles above. If you want to get notified you can signup on our website: wizbit |
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whydifficult, do you have an ETA on the email fix?
It's fixed! The mail dependency I was using broke the authentication with the gmail, luckily someone submitted a fix for it. How to apply fix: - git pull
- browse to `gekko/node_modules/` and delete the whole folder `emailjs`
- npm install
whydifficult.. thank you!.. just started playing with your code today. i will of course inform you of anything interesting I find while testing!
keep up the good work guys!
Thanks If you need any help sifting through the code just let me know. Unfortunately I have very little spare time as of late so I don't have as much time as I had hoped to work on Gekko the last couple of weeks. |
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Hi, thanks for taking the time to reply! Let's see if I'm getting everything right. When you say "a different history" you mean to say that when I change the number of candles to retain for calculation, I'm basically evaluating a different timeframe = different history, correct?
On another note, I was looking through the source code to see if I could write a tester that would automatically find the optimum EMA values for a given timeframe, but I haven't had much time to do so.
the number of candles means two things right now: - the amount of candles to grab from before `now` to base the EMA history on. - the amount of candles at any time to keep in memory (this doesn't have to be here at all since you only need the last once you started). So it influences how pure the EMA calculation will be based on the grabbed history. But because the EMA is recalculated every interval, after running Gekko for a long time this difference will be almost gone. This is also where things are currently broken in Bitstamp & BTC-e: the APIs have changed on how to get older trades. Thanks a million for your answer.
I am trying with really small ema (1/4) periods and 720 minutes but i only manage to get it a really small number of candles With only one it gives an error. With two it just stays there waiting for 12 hours until it gets the minimum to calculate an ema crossover then gives you an advice. With 3 it just says that it could not download the historical data. I have tried also with the standard values but still it gives the failed to load historical trades from bitstamp error.
Thanks again,
That's a pretty big interval, if you set the amount of candles to 100 Gekko would need to fetch all trades from the last 12 hours * 100. It can't ask for candles so it needs to fetch all those trades and calculate the candles. You could try to turn on debug in the config to get more information on what works and what doesn't. The only other option you have left is Mt. Gox right now. Note that the new website I am building offers a solution this problem by offering candles (very light weight) instead of all the trades needed to calculate those candles. |
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Thanks a lot for your bot. It is awesome !
One question. To minimize risk of exchange shutdown and also to greately reduce slippage but still have different configurations i would like to run different ema and percent values on different exchanges. Can i just copy the gekko folder and run different instances with different configurations?
I have copied the folder to ...\Desktop\gekko-master\gekko-master2\ and run node gekko (i have already one running on ...\Desktop\gekko-master\gekko-master\ . Both gekko bots have different EMA configurations. Why? i have very different trading rates and backtesting that seems to heavily change the benefit i get depending on EMAs and percent thresholds.
The first one with btc-e is running fine but with the second one (gekko-master2) i am just getting a "Failed to load historical trades from Bitstamp". I don't know if there has been a change in their api or it is a problem of my configuration. I have api activated and email verified on bitstamp. It seems to be connecting right because it displays the correct amount of BTC and USD but fails getting historical data. I have tried lowering the number of candles from 300 to even 5 and it does the same.
What do you think might be happening? I have latest gekko version.
Thanks!
The first question about running multiple Gekkos with different settings: You can also copy the config file and run a second Gekko and tell it to use the other config file, you can read more information in the docs. But you can also copy the whole folder. The problem with Bitstamp is has to do with them changing the API. I am working on distrubiting candles using my own platform, but in the meantime you can try this solution. |
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As I've said before I am working on my own solution for the exchanges API problem. Here you can see a sneak preview WizbitNice, can you give some more details? Sure It started out with me working on Gekko and getting tired of all the API changes and how difficult it is to get historical trade data. Bitcoincharts has a lot of nice data, but they also changed their API silently twice now since I started Gekko. So basically I am trying to setup a service where I offer a lot of exchange trade data (in charts as well as through an API), similar to bitcoincharts but also supporting alt coins, a stable API and more asian (chinese) markets. I have started watching a bunch of different exchanges and I am working on exposing candles for all these markets through a beta version of Wizbit soon. Here is the list of markets I am currently watching, as well as some DB info: http://wizb.it/watcher.txt* Note that I do this all in my free time, so a solid platform may never come, I also have a couple of bugs in Gekko I still need to fix so it may take a while to get somewhere. |
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There are people running Gekko on a raspberry PI, however I am not familar with such a LED display on a PI (I am on an Arduino). In the long term I want to offer an easy API so that people (who own such cool stuff) can route the output to wherever they want: on their raspberry PI LED, on their website, to their Google glass, etc. --- As I've said before I am working on my own solution for the exchanges API problem. Here you can see a sneak preview Wizbit |
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