Isis ATP [Automated Trading Platform] - Discussion

[isis]

Thanks for your efforts, isis.


Would it be possible to get a final prototype jar that addresses the VWAP/VWAC issue you mentioned.  Is the thread deadlock issue only occuring with the arbitrage logic?

If you think it would be a fruitless effort - that's fine. Thanks.

I'm knee deep in a refactor to fix the thread locking issue.
If you go back to the version right before the arbitrage version and fix the askArrow (it had bidArrow+,+ bidArrow-- twice) issue in the trend observer it should actually trade pretty well now.

I'm going to be a couple of days before I get this new version out.
I'm using a custom framework model to support dynamically loading and unloading exchanges plus I'm putting in a command interpreter so you can set limits, turn on & shut off exchanges, get depth etc.  About the only thing I'm keep from the old version is the name.

[MaxSan]

Thats fine. Im curious when watching logs i get this line:

INFO: You are in simulation mode, the transaction below did NOT actually occur.

What is this exactly?

Looking forward to your new release !

[zaj]

you  need to run it with the debug = true flag

[nedbert9]

Thanks for your efforts, isis.


Would it be possible to get a final prototype jar that addresses the VWAP/VWAC issue you mentioned.  Is the thread deadlock issue only occuring with the arbitrage logic?

If you think it would be a fruitless effort - that's fine. Thanks.

I'm knee deep in a refactor to fix the thread locking issue.
If you go back to the version right before the arbitrage version and fix the askArrow (it had bidArrow+,+ bidArrow-- twice) issue in the trend observer it should actually trade pretty well now.

I'm going to be a couple of days before I get this new version out.
I'm using a custom framework model to support dynamically loading and unloading exchanges plus I'm putting in a command interpreter so you can set limits, turn on & shut off exchanges, get depth etc.  About the only thing I'm keep from the old version is the name.

Good tip.  I'll look in to it.  Thanks again.  Don't work too hard.

[isis]

Thanks for your efforts, isis.


Would it be possible to get a final prototype jar that addresses the VWAP/VWAC issue you mentioned.  Is the thread deadlock issue only occuring with the arbitrage logic?

If you think it would be a fruitless effort - that's fine. Thanks.

I'm knee deep in a refactor to fix the thread locking issue.
If you go back to the version right before the arbitrage version and fix the askArrow (it had bidArrow+,+ bidArrow-- twice) issue in the trend observer it should actually trade pretty well now.

I'm going to be a couple of days before I get this new version out.
I'm using a custom framework model to support dynamically loading and unloading exchanges plus I'm putting in a command interpreter so you can set limits, turn on & shut off exchanges, get depth etc.  About the only thing I'm keep from the old version is the name.

Good tip.  I'll look in to it.  Thanks again.  Don't work too hard.

Lord, you'd never guess English is my first language from looking at my posts.

[isis]

Just sent 80 bitcents your way. It seems your native dialect is object oriented, and that suits you just fine. Remember, Java requires occasional coffee breaks. It's the rules, I think.

Thanks!  I appreciate the donations, it helps with the motivation and the 12 hour days

[isis]

Anything is appreciated.

BTW would anyone mind running some trades over at www.bitme.com ?
That's the exchange I use to sweep with since they can direct deposit via ACH into my bank account for only $0.25
The lowest ask is currently $12.99, but the highest bid is only $10.80.
I'm about to price all 4 of mine @ $12.25 which is the MtGox low right now.

I wouldn't ask, but my ISP is threatening to shutoff my internet in a few days and since I'm between contracts right now, this is how I expect I'll be paying it.

I just transferred from MtGox to BitMe, usually takes about an hour or so to complete and then I'll post the orders.

Thanks!

[BCB]

What's BitMe.  Never heard of it.  Who is it and and what is your association with them?

[isis]

What's BitMe.  Never heard of it.  Who is it and and what is your association with them?

BitMe is just another exchange.  They charge $0.25USD for ACH withdrawals and my experience has been that they process the ACH requests very quickly.   It's irrelevant now that that Bitfloor has come back, since there is now a free ACH path at a place with significant liquidity.

Anyways, crisis has been resolved, thanks!

[isis]

As I go through my new design I realize that if I implement it as designed I'm re-inventing the wheel, lots and lots of wheels.
Pretty much all of the components I need to implement this, except the very specific bits related to trading algorithms are already present in products such as Jboss.  Additionally OpenShift will let you dev and run for free.  I consider that a major plus.

Is anyone opposed to me creating this thing as a jboss module (or collection of them)?  Should make deployment much easier, configuration could occur through a web interface and instead of a bunch of .dat files that expire out we could use a database and a message queue to to ensure no ticks get lost.

Thoughts?

[isis]

Almost forgot to mention, settling on JBoss (or any other EAP), solves a lot of problems for OpenPay in general and I expect to create the reference implementation from it if the Isis-ATP app turns out alright.

[isis]

Is anyone opposed to me creating this thing as a jboss module (or collection of them)?  Should make deployment much easier, configuration could occur through a web interface and instead of a bunch of .dat files that expire out we could use a database and a message queue to to ensure no ticks get lost.

Thoughts?

I'm not opposed, though I'm not entirely clear on what JBoss is. Is it essentially an extension for Eclipse? As long as it is open-source, I don't think you'll find issue with any potential users. Better adoption if it's easy to build/run though.

JBoss is an Enterprise Application Platform.  Basically a container, a set of modules and a collection of tools for building applications in a standardized way.

From your perspective you would simply install JBoss (or go to OpenShift.com) and deploy the .ear file (a collection of .jars) to your JBoss server.  JBoss then handles the loading, provisioning of services and overall running of the application.  Once it's deployed you'd just use a web interface to configure and administer it just like logging into a website.

[isis]

Is this something that would be run locally, or through a central website, with a client? I'm game either way, but now I'm curious as hell.
Edit: This looks like it would/could be run locally, possibly updated on-the-go if you have a server/proper port access. Am I crazy?

It can be either way.  I come from a web services background, so it will be much easier for me to just whip out bunch of servlets and .jsp files and let you admin it through a web-browser.

However the trading platform itself would run as a collection of daemon like modules (yipee no more thread dead-lock issues!).  So it's not like you'd need to sit with a browser open all day.

[nedbert9]

Here's my report.

Corrected the 2x bidArrow bug in the version prior to arbitrage.

Down about 9% after 18 hours.

[BCB]

Are these edits being added/incorporated to the source.  I haven't downloaded an update recently.  Waiting for further development.

Thanks.

[isis]

Here's my report.

Corrected the 2x bidArrow bug in the version prior to arbitrage.

Down about 9% after 18 hours.

Can you post the section of code you fixed?  It shouldnt be able to drop like that.

[zaj]

any progress updates?

[isis]

any progress updates?

Tons of progress, no updates.
JBoss turned out to be a non-starter, so I migrated the code from EJB to OSGi.  The advantage being OSGi modules will run on nearly anything (except JBoss on OpenShift oddly enough) and will allow much of the same code to be deployed to a mobile device meaning all we will need to do is add the UI layer for a mobile.  There will also be a stand-alone jar option, it just won't be quite so flexible, but the OSGi modules will be wrapping the standalone jars.

Isis-ATP is being rolled back into the regular OpenPay stack and will just be an OpenPay OSGi module.

Had to refactor an ungodly amount of Bitcoinj & Xchange to make it all work together, but I should have a commit up shortly.

[isis]

Sounds great. Looking forward to testing.

It's official, I've just been brought on full-time on a project with a major bank (Not JcPenny's but the first letters are JP), to build their next gen trading platform.

Isis-ATP was the catalyst for their bringing me on, that along with my knowledge of Bitcoin.  Still I'm not sure what their plans are yet, and I won't be allowed to tell you once I do know what they've got planned, but I've been told I have until Oct 8th to finish Isis-ATP.  I'll still be allowed to work on OpenPay beyond that, but they want me to get Isis-ATP out the door before I start with them.

Now we have a hard cutoff date, that means It's crunch time people, so here I go!

(This does mean someone else will have to take over maintainer-ship of Isis-ATP during my tenure with this client (1 year) and during the 2 year non-compete period, so do we have any volunteers?)

[squid]

keep up the good work!