Hi,

You can get the source code, which comes together with a light version of the DotNetNuke module. I suppose the current version works only with an older version of DNN, I'll try to make a new release ASAP.

Also, to be honest, I'd rather change the algorithm if I were you.

The market making strategy wasn't so efficient over the past year, as many of those here who gave a try have realized .
We basically provided a lot of liquidity that went mainly into MtGox fees, though we've probably been a pain for them too ;-)
As I mentioned, I'm no financial expert and I didn't find the sweat spot with my idea. I suppose overall it was still a good thing for the community though, and I'm thrived to see that there are only winners anyway, considering the amazing rally we've had. I think a good strategy of this kind would more carefully match the damped sines of each return, whereas the current bots tend to catch too late on the initial return, and lose their gains on the following moves.   

Anyway, I tried to make it so that you guys can replace the trading code as easily as I could: basically there's just a single c# class with a single contextful method to override, and your custom properties will turn automagically into a collection of control tabs with a couple additional attributes. I had good hope that some of you would join the effort, and I'm still hopeful somehow, though DotNetNuke didn't get much interest here (which I'm sadly used to though, don't mention it in the pirate party ^^).

I recently tried to code ambitious extensions, but I was diverted to other priorities:

• Simulations: that part is finished and works well, I also got to speed up the whole thing by several orders of magnitude by skipping bot runs when the price does not move according to certain thresholds. You could run parametrized queued series in decent time.
   I did not commit anything yet though
• Commercial version: I got some parts done for a payment system outside of trading account (essentially to  request no additional API privileges). You enter a instawallet url and a bot with a sequence of simple http requests, quite similar to the trading ones, will harvest the corresponding account when there's no credit left, in order to refill an local counter. Ideally I'd take a tiny part on the volume and another one the benefit. User rankings could be a great tool too and I would hope to see an additional system with inter-user services using other instawallet bots.
• Open Strategies: that was probably the most ambitious part. I was initially quite happy with the code expression text box which the current configuration provide (4th tab), but that did not catch too much attention either. The dynamic compilation underneath is quite powerful I reckon,and you could think of using many similar textboxes easily , it's just that the current overall strategy is not so convenient. In the next version, you 'd get to compute custom boolean code expressions and then choose amongst a series of distinct independent strategy types for the triggers, with simple buy/sell strategy kinds available, which I suppose everyone would like to see. Most of this is also done.
  That is also where I would love to see community efforts coming, and we'd be happy to host contributer strategies or whole portals. It's just that the right skills are elsewhere in the community right now, and we're quite busy with making ends differently.
  

Anyway, It's been a long time now, but all of this still holds, and again to be honest, those days, it wouldn't be a luxury if we can get a little push from here.

Regards,

Jesse

Hi all,

I had to stop our bot platform today because of technical issues, and it won't be restarted until I can find some time to work on the next upgrade.
Thank you for your understanding,

Jesse

Thanks davout, kudos too for the Paymium adventure.
As soon as I get my head above water, I'll jump on my longboard and ride across Paris to give you a visit.

Hi guys,

I'm very sorry I got idle on that project for quite some time now, though I had nearly finished an improved version with on demand simulations based on the bitcoincharts feeds, and multi-purpose strategies.

Things got a bit rough here, not sure if our company is gonna make it, and on top of that I was elected on the board of the French Pirate Party, which is a time killer. I don't forget you though, and I hope I'll be able to finalize that release in a couple of weeks.

As for the small orders, they are directly related to the highest orders on the same side, which in turn are related to your available resources on that side. I tried to explain how you can tweak the parameters earlier in this thread. Hopefully you can make something of it.

Regards,

Jesse

Hi,

sorry for the late reply.
I'm a bit at lost with your bot.
Apart from yours, all bots enabled seem to work ok.
Maybe you could install the version locally to generate logs and get more information.

In the mean time, I applied a few bug fixes and I have started working on a commercial version of the platform.

The trading strategies will be more flexible with conditions and various strategy types available.
Simulations will be available against historic data.

Cheers,

Jesse

Hi,

your earnings depend quite a bit of your original balance. If you entered with btc mainly and the market moved up mainly, then the bot could be outperformed by just holding, as overall you may have sold more than you bought.
If the price falls again then your bot will start making a earning. Now this is if your balance is properly balanced while the price move across your trading band, which might require manual tweaks to the outer bounds during particular move sequences or narrow bands, and I see quite a bit of variance in the MtGox bots depending on the time when they started and their original conditions. Generally it is quite safe to keep a balanced hand of btcs and $ and outer bounds far apart from the current ticker. The bot will aim naturally for this position equilibrium, but the pace at which the bot fits the trading band could be arguably improved to prevent certain out of bounds oscillations, just as frequency analysis could probably help too. Any help welcome there.

Now, I'm not sure about Crypto X Change.
My bot (JSB) had strange orders executed at some point (see the spike on April 6th) but it seems ok overall and I had orders executed during the last rise. What does your history say ?


Cheers,

Jesse

That has to be the "Account for trends" parameters, which won't issue orders against the current trend if any.
Feel free to uncheck it so that both kinds of orders get issued, and maybe check it again when everything is in place, as it prevents potential duplicates with small oscillations.

You don't need a windows web server. Any windows will do, provided you have IIS enabled and sql server express installed.
Using Web Platform Installer or Web Matrix from the DotNetNuke download page will take care of most of those things.
DotNetNuke in turns has got an install wizard that does most of the job, and there's another wizard to install the bot farm extensions, with the bitcoin bots and user bots installed by default.
It's really all about checking boxes and clicking buttons before you can have your own dnnbitcoin locally with admin access to the engine and definitions.


It's ok, the variable names are a bit cumbersome and they haven't changed for a while. Just keep in mind that the bot won't issue orders with unprovisioned resources to you have to figure out the right tradeoff, by making progressive changes from a stable config. Don't hesitate to make the 2 changes mentioned in my previous post to get rid of cancels and trends accounting.
 

That looks alright to me. The exponential distribution will change everything. You can progressively increase the boundaries by refering to your history: the balance associated with passed series or orders represents the available resources at the time of the computation (accounting for the reserve and provisioned resources for existing orders). This is the value to compare to your outer bounds and update multipliers.

The key is to reduce the number of orders if you want them of higher value, to account for your limited resources. This is explained in those earlier posts.   

I just checked your account; you chose to reduce the band width to 8% of the price, with 20% of your resources allocated to outer orders, 30% of those 20% to central orders and a linear variation in value in between. You also kept the 99% linear step progression, while reducing the central margin to 0.3%.
From your history, it seems that your asks have been getting cancelled every other run, probably because of the "Low resource reset factor" parameter, which I just set from 2 to 0 to prevent further cancels for now (about 8 orders from 20% to 7% of your resources ==> there was less than 2 * the outer ask value =40% of resources after everything issued, thus the reset)

That also means your current settings are still a little too high. Also, I reckon that only reducing the band width is a bit risky to account for larger price changes. I would suggest looking at the orders distribution steps: either go for an exponential distribution to have close steps near the ticker and larger steps going outwards, or set a larger near constant linear step (e.g 95% instead of 99%), which implies increasing the central margin, because you won't want a central margin narrower than the central distribution steps.

I also unchecked the "Account for trends" parameter to make sure asks and bids always get issued while you're updating your configuration.
You may want to check that parameter again when you're satisfied and everything is set.

Edit: Apparently you're doing some changes yourself at the moment, so I'd rather post this now.
BTW, did you try installing the platform locally to do your tests in real time?

Regards,

Jesse

Hi,

there are several parameters to adjust the ask/bid ratio:

The easiest are the reserve percentages: if you have significantly more btcs than $ and wish to keep the unbalance, then define a higher ask reserve percentage than the bid reserve percentage. Otherwise, the bot will naturally tend  to balance both resources on the long run thus issue higher asks than bids.

Now this is because the inner order values are computed from the outer order boundaries, which in turn are issued automatically as the "Default Max Order" percentage of your available resources (accounting for your reserve percentages), and then dynamically increased by the "Volume increase factor" parameter or reset by the "Low resource reset factor" parameter while your available resources change.
You can also choose to manually define your outer orders as you see fit and control the whole distribution that way; just make sure that those last 2 parameters won't cancel your manual setup (for instance you may increase "volume increase factor" to prevent a small outer order being automatically increased, and decrease "low resource reset factor" to prevent a high outer order relative to the corresponding resource triggering a cancel)

Finally, you can also start playing with the inner orders distributions and pricer expressions, which can be defined independently for asks and for bids. i'm pretty sure there is some room for improvements in that section, and that the default asymmetrical expressions to account for linear order values are largely sub-optimal.

In any case, feel free to install the platform locally to do your tests as suggested earlier, since having to wait for each run is not very practical.

Cheers,

Jesse

Hi,
thanks for you valuable feedback.
I'll try to address some of your concerns


I have to agree the user interface is far from perfect. This is mainly due to the fact that it is automatically generated by Reflection on the DOM classes properties (there is no Bitcoin specific UI).
Although that default behavior won't be changed soon, I reckon I can improve the usability by reducing the number of postbacks needed to navigate the various sections.
I'll look into this before applying the next upgrade


That was asked already, and I'll consider introducing previews and charts although that probably won't be for the next release.
In the mean time, if you want to experiment with the available parameters, I highly encourage you to install the platform locally from the source repository.
You'll be able to run your bot on demand with no delay, and you can report your settings online when you're happy with your local custom strategy.


It is quite unusual but we've add a couple of issues with our web farming environment recently, which required application restarts.
This is getting sorted and it might have been the cause for your account getting logged out.


Master and User bots are website administrators concerns: admins can create master bot definitions online, and optionally turn them into "user bots" available individually to the regular website users with a subset of editable parameters.
The read-only Master bot definition, which you can browse below your configuration, simply displays the inner workings of your bot.

Regards,

Jesse

Hi,

We are currently concentrating our efforts on releasing a documented version of the underlying general purpose bot platform.
When this is done, I will update the source repository with a clean package, and I will make another call for contributions.
Supporting new APIs or implementing distinct Strategies is quite straight forward if you know C# or any other .Net language.
Hopefully we can get a couple of coders to adopt the hosting environment and contribute to the trading material or simply push their own flavor of the dnnbitcoin demo website.

Cheers,

Jesse

Hi,

The bots seem to run quite smoothly now.
Thanks for dealing with the time out issue.

No problem, take your time as I guess you have more urgent stuff to deal with right now.
I'll stop the bot if it gets too messy but for now, it might just be that the requests get lost after being accounted for, which is OK to some extent.

Regards

Hi Ken, Erik,

did you guys get my emails concerning the new dnnbitcoin Crypto X Change bots?
It keeps filling my logs with timeout exceptions, even though most Http Requests seem to reach your engine.
Setting the Http Client's timeout to 30s didn't improve over 5s.

Could it be that something gets lost down the response? Or am I doing something wrong?
Could you guys register a bot so that you can compare what's getting out in your dnnbitcoin history from what's reaching your server?

ATM, I had to extend the trading frequency to 30mn to avoid stalling the whole platform.

Regards,

Jesse

Thanks for your support.
As you may know, we're looking for active contributors now.
If you have .Net skills or if you can think of improvements, please let us know.

Cheers

Things should be alright now.

I had to restore many bots, which got disabled for some reason.
I'm sorry if you got notification emails related to that issues.
In case something similar happen again, further notification email will include the Json Response that triggered the ban, and I'll keep a log of that event too.

Cheers

Hi,

I did a couple of updates today, and apparently something went wrong with the invalid credentials detection mechanism.
I'm investigating that right now.

Sorry for the inconvenience,

Jesse

Hi Talpan,

Sorry for the late bump, I just committed the latest version with a DNN 6 compatible extension.

Are you still interested in looking up the source code?
Here's the procedure to get started:

• Install DotNetNuke 6
• Download the latest dnnbitcoin source from the codeplex site
• In the PortalKeeper folder, you'll find 2 extension Zips to be installed within DNN. The Shared extensions must be installed first. To install a DNN extension, log as a super user and move to the Host/Extensions,  Manage Extensions/Install Extension Wizard. Then it's all about checkbox and validation buttons until an App restart
• Once both extensions installed (they should appear in the list), create a dedicated page (Top Panel/Pages/Add Page), and within that page, instantiate the PortalKeeper module (Top Panel/Modules/Select with Categories=All/Add Module)
• Once the module is displaying, click "Register components" (it will update your web.config file with dedicated parameters)
• The module now displays your main configuration form. There is a default Firewall tab, move to the Scheduler Bots tabs
• The scheduled farm is disabled by default. You won't want to enable it directly, only after having done prior tests through on-demand runs with the "Run Forced Bot" button
• The farm contains a series of "Master" bots, which can optionally be transformed into "User bots". User Bots are copies of master bots where authorized site users can have their own instance of a selection of the parameters. Enabling a user bot usually comes in pair with defining default parameters in the master's definition and disabling the master instance. This is the case with the existing Bitcoin bots.
• The default configuration features 2 trading bots (MtGox and CryptoXChange APIs) and 3 corresponding user bots (2 distinct types of strategies for MtGox and one for CryptoXChange). You'll have to choose  and enable a user bot, and include the master bot in the forced bots selection.
• Next step is to create a dedicated portal user, distinct from the super-user, and to configure the user bot display for such a user.
• This is done in the module's Manage/Settings page. In the permission tab, you'll want to grant "Edit" permission to the target user role (or simply "registered users" if you don't care about authorization roles). In the "Portal Keeper Settings" tab, check "Assign User Bot" and choose the user bot to display for this specific module instance (Super users always get the global configuration display, where as regular users get the display configured here for this specific module instance)
• If you come back as a regular user (you can use distinct browsers to keep both sessions), you'll be familiar with the form, identical on dnnbitcoin, and you can save an instance of your parameters (don't forget to disable it on dnnbitcoin.aricie.com first if you plan on using the same Exchange account)
• come back again as a super user to perform your tests. In order to get detailed logs, move to admin/event viewer/Manage/Edit log settings/Add Log Setting/Type=Debug Info (this is the log type used by the module and it is disabled on a default DNN installation). Event logs will be reported in the admin/event viewer page. You can enable logging for a bot in its "technical settings" tab.
• Click the "Run Forced bots" button. If everything went fine, you should see the result on the exchange platform, in the event viewer, and in your user's bot history
• Once you get the bot running, you can configure the scheduler. DNN comes with a event scheduler, which has 2 modes: timer or request (default). You'll want to switch to timer mode (Host/Host Settings) or to enable the bot that pings the site on the desired frequency in order to get a consistant schedule. The scheduled bot farm is embedded into a single DNN Scheduled task (Host/Schedule), but it maintains its own additional frequency as well as each individual bot (Technical Settings).
• Finally about the code itself. A bots is made of a XML definition and related .Net libraries declared and consumed within the definition.  There are 2 dlls for the trading material: You can build the related VB.Net and C# projects from the source and replace the original dlls in the bin folder to start debugging. You can also edit the definition within the configuration form, and Export/Imports files are located at the root of your site's directory (~/Portals/0/)

Well I think that's about it.
Let me know if you have any additional question.
As for me, I'm still to upgrade the dnnbitcoin website to dnn 6 and install the new CryptoXChange bot.

Regards,

Jesse

Hi all,

We have decided to terminate the support for MtGox Legacy API early, after one of our user reported a hacking attempt on his MtGox account.
We believe it is unlikely that the password leak came from our platform, since even site admins need specific and global bot updates to get access to that data, which is stored encrypted and not sent to the client browser.

As the new API does not require your password, and can be limited to trading only, we thought it is a safer move to completely disable the legacy bot right now, and delete the related user data.
Existing legacy users were notified by email and invited to register a new bot for the most recent API.

In the mean time, we will be reviewing the site's security and let you know of any upgrades.

Regards,

Jesse
CTO Aricie