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Author Topic: Isis ATP [Automated Trading Platform] - Discussion  (Read 44647 times)
Aido
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December 07, 2012, 11:49:24 AM
 #301

@ewibit: Do you connect through a proxy?

If so, you may need to set the http_proxy system variable.

I see you use Ubuntu. This link may be useful:

http://ubuntuforums.org/showthread.php?t=1575

have I to be logged in before I start the program?

No, IsisATP is a stand alone application that does its own login.

I tried that 'interesting bash command.'  It worked once, but then there were problems.  What gives?

I see that, thank you very much for your 0.05 BTC "donation" Cheesy:

http://blockexplorer.com/address/1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
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ewibit
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December 07, 2012, 12:53:22 PM
 #302

@ewibit: Do you connect through a proxy?
I see you use Ubuntu.
Yes I use Ubuntu 12.04 but I do not use a proxy
perhaps an issue with java version?
Aido
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December 07, 2012, 01:35:55 PM
 #303

.
perhaps an issue with java version?

aido.jar requires Java 7

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
ewibit
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December 07, 2012, 02:08:19 PM
 #304

aido.jar requires Java 7
Code:
java -version
java version "1.7.0_07"
Java(TM) SE Runtime Environment (build 1.7.0_07-b10)
Java HotSpot(TM) 64-Bit Server VM (build 23.3-b01, mixed mode)
Aido
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December 07, 2012, 06:31:38 PM
 #305

Code:
2012-12-07 12:15:20,735 : WARNING: Testing connection to exchange
2012-12-07 12:15:20,839 : Isis ATP has started successfully
2012-12-07 12:15:20,840 : Using trend following to decide some trades.
2012-12-07 12:15:20,841 : Using arbitrage to decide some trades.

The first thing IsisATP does is login to MtGox to get your account information and balances.

A successful login should look like this:

Code:
2012-12-07 00:59:20,588 : DEBUG org.open.payment.alliance.isis.atp.IsisMtGoxExchange [main] - MtGox API Key: xxxxxxxxxxxxxxxxxxxxxxxxxxxxx
2012-12-07 00:59:20,602 : DEBUG org.open.payment.alliance.isis.atp.IsisMtGoxExchange [main] - MtGox Secret Key: xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
2012-12-07 00:59:24,241 : INFO  org.open.payment.alliance.isis.atp.AccountManager [main] - AccountInfo as String: AccountInfo [username=xxx, wallets=[Wallet [currency=BTC, balance=BTC 0.0], Wallet [currency=USD, balance=USD 0.0]]]
2012-12-07 00:59:24,742 : INFO  org.open.payment.alliance.isis.atp.StreamingTickerManager [main] - Attempting to open market data file /home/xxxx/IsisATP/bin/USD.dat
2012-12-07 00:59:25,286 : INFO  org.open.payment.alliance.isis.atp.Application [main] - Isis ATP has started successfully


Without showing me your API key, secret Key or balances, may I see the first few lines of your log file? Just before the Isis ATP has started successfully message. Maybe delete the old aido.log file first so it is easier to see what's happening.

ewibit is the only person reporting this problem so I am almost sure it is a local configuration issue rather than a problem with IsisATP.

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
ewibit
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December 07, 2012, 07:14:02 PM
 #306

Code:
2012-12-07 00:59:20,588 : DEBUG org.open.payment.alliance.isis.atp.IsisMtGoxExchange [main] - MtGox API Key: xxxxxxxxxxxxxxxxxxxxxxxxxxxxx
2012-12-07 00:59:20,602 : DEBUG org.open.payment.alliance.isis.atp.IsisMtGoxExchange [main] - MtGox Secret Key: xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
2012-12-07 00:59:24,241 : INFO  org.open.payment.alliance.isis.atp.AccountManager [main] - AccountInfo as String: AccountInfo [username=xxx, wallets=[Wallet [currency=BTC, balance=BTC 0.0], Wallet [currency=USD, balance=USD 0.0]]]
2012-12-07 00:59:24,742 : INFO  org.open.payment.alliance.isis.atp.StreamingTickerManager [main] - Attempting to open market data file /home/xxxx/IsisATP/bin/USD.dat
2012-12-07 00:59:25,286 : INFO  org.open.payment.alliance.isis.atp.Application [main] - Isis ATP has started successfully


Without showing me your API key, secret Key or balances, may I see the first few lines of your log file? Just before the Isis ATP has started successfully message.


Code:
2012-12-07 20:04:23,312 : DEBUG org.open.payment.alliance.isis.atp.IsisMtGoxExchange [main] - MtGox API Key: xxxxxxxxxxxxxxxxxxxxxxxxxxxxx
2012-12-07 20:04:23,336 : DEBUG org.open.payment.alliance.isis.atp.IsisMtGoxExchange [main] - MtGox Secret Key:
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
2012-12-07 20:04:26,379 : WARN  org.open.payment.alliance.isis.atp.AccountManager [main] - WARNING: Testing connection to exchange
2012-12-07 20:04:26,523 : INFO  org.open.payment.alliance.isis.atp.Application [main] - Isis ATP has started successfully
2012-12-07 20:04:26,524 : INFO  org.open.payment.alliance.isis.atp.Application [main] - Using trend following to decide some trades.
2012-12-07 20:04:26,524 : INFO  org.open.payment.alliance.isis.atp.Application [main] - Using arbitrage to decide some trades.
I have seen that this line is not at my log:
Code:
AccountManager [main] - AccountInfo as String: AccountInfo [username=xxx, wallets=[Wallet [currency=BTC, balance=BTC 0.0], Wallet [currency=USD, balance=USD 0.0]]]
Aido
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December 07, 2012, 09:09:30 PM
 #307

I have seen that this line is not at my log:
Code:
AccountManager [main] - AccountInfo as String: AccountInfo [username=xxx, wallets=[Wallet [currency=BTC, balance=BTC 0.0], Wallet [currency=USD, balance=USD 0.0]]]

OK, this means it couldn't log in to get the account info.

Double check that the API Key and Secret key in your debug message (first 2 lines of your log) are EXACTLY the same as the keys on your MtGox account. If you say your internet connection is working fine and not proxied this is the only other reason I can think of.

I will assume that the newline character after MtGox Secret Key: is a typo from when you typed all the xxxxx's and not actually in the log file.

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
segabtc
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December 09, 2012, 07:57:19 PM
 #308

yea the 403 error is the api keys are not correct, please check the keys CAREFULLY. Check the "O" and "0"! the key has to be entered exact.

on another note I have had this up and running for last few hours and no trades at all. Used conservative and max 3, min 0.1   . "market trend is up" , "there just isn't enough momentum to trade at this time". Is this correct for others?

edit: java -jar isis.jar --debug-live=true  old one

edit2: java -jar aido --debug-live=true    new one
anything special need to be setup to use arb thru gox??
Aido
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December 09, 2012, 11:45:08 PM
 #309

I have had this up and running for last few hours and no trades at all. Used conservative and max 3, min 0.1   . "market trend is up" , "there just isn't enough momentum to trade at this time". Is this correct for others?

I have had it running for several hours today and it has executed several trades. Although, I have been using the high risk option and a much lower minimum. The Profit/Loss output is reporting a small loss at the moment. It has been doing a lot of selling. Hopefully this will turn around soon when the market turns and it starts to buy.


edit2: java -jar aido --debug-live=true    new one

If you are using --debug-live=true you are probably not using the most recent version. --debug-live was removed in favour of the more descriptive --simulation-mode.

There have been some fairly fundamental changes to Isis ATP over the past week or so. Please read https://github.com/aido/IsisATP#isis-atp.

If you download and run the most recent version please use java -jar aido.jar --clear-config=true to update your configuration settings.


anything special need to be setup to use arb thru gox??

No, nothing special. Arbitrage can either be enabled through the configuration settings or by using --use-arbitrage=true on the command line.

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
segabtc
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December 10, 2012, 01:01:13 AM
 #310

thank you aido, I was just curious if I was doing something wrong or get the config wrong, but it appears to be working like you stated aido, just mostly selling today. I was unsure if this was working correctly, and yes I did grab the latest version. When using arb, does it constantly looking for arb opportunities? I also grabbed the source and I am slowly going thru to "understand" what everything does. Man talking about jumping straight into the DEEP end of the pool! Will try to help out as much as I can with the code. If I modify anything I will drop the code to you and let you decide if you want to use it.

EDIT: Is there anyway to run a P/L since I started? Or for a particular group of time? say like from 00:00 to 23:59 on a particular day.
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December 10, 2012, 01:18:08 AM
 #311

When using arb, does it constantly looking for arb opportunities?

All trading threads are triggered when a ticker is received by the StreamingTickerManager. The flow is as follows. The StreamingTickerManager receives a tick and triggers the ArbitrageEngine thread which looks for an arbitrage opportunity. If it finds one, it first blocks the TrendTradingAgent from performing a trade, then performs an arbitrage trade, then re-enables TrendTradingAgent trading.

Along with the ArbitrageEngine, the StreamingTickerManager also triggers the TrendObserver thread. The TrendObserver calculates Advance/Decline spread, VWAP, EMA and SMA. The TrendObserver then triggers the TrendTradingAgent which makes a trade decision based on this data.

Simples!  Smiley


Is there anyway to run a P/L since I started? Or for a particular group of time? say like from 00:00 to 23:59 on a particular day.

I haven't looked at the P/L code at all so do not know how it calculates the percentage. All I know is that P/L is not stored in a file so it is calculated only for the instance of aido.jar that is currently running. At the moment there are a few connection issues with aido.jar. Connection drops every couple of hours. Having to restart aido.jar every so often messes up the P/L calculations.

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
segabtc
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December 10, 2012, 01:24:08 AM
 #312

ok thanks for the diagram on this all works, like I said I am gonna look thru code to understand how to initialize the vars. that are in use.
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December 10, 2012, 12:14:31 PM
 #313

yea the 403 error is the api keys are not correct, please check the keys CAREFULLY. Check the "O" and "0"! the key has to be entered exact.
I have tried it with a new api key and secret -> have always copied and pasted and checked -> same error again...
(perhaps a locales problem? Gox@Windows and Me@Linux?)
Aido
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December 11, 2012, 11:18:53 AM
 #314

I'm curious, is anyone turning a regular profit running Aido's version?

Unfortunately not. With the configuration I am currently using it seems to be slowly losing a cent here and a cent there. Sometimes a trade makes a profit but overall its down.

I am currently changing the Profit/Loss reporting so it reports the entire starting balance as a normalised BTC balance (converting all wallets to BTC using then current ask price). It will then compare this starting balance to the BTC equivalent balance after a trade.

So, once I get the profit/loss output sorted I can then better test the different options to optimise for a profit.

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
daybyter
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December 15, 2012, 02:00:15 PM
 #315

Aido, are you interested?

https://bitcointalk.org/index.php?topic=130966.0



Aido
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December 30, 2012, 02:40:37 AM
 #316

I'm curious, is anyone turning a regular profit running Aido's version?

I've been testing various configuration combinations on and off over the past couple of week. I can now say that with the correct configuration aido.jar can return a modest profit.



I was going to drop this project but in the past few days I see that it can make a profit. So I may continue.

The core of the trend trade decision making logic is contained in the following two lines of code:

Code:
evalBid = (adsUp && ((emaDown || !useEMA) && (smaDown || !useSMA))) || (!useADS && ((emaUp && (smaDown || !useSMA)) || (!useEMA && smaUp)));

evalAsk = (adsDown && ((emaUp || !useEMA) && (smaUp || !useSMA))) || (!useADS && ((emaDown && (smaUp || !useSMA)) || (!useEMA && smaDown)));

It may be possible to use ANTLR to parse similar, more readable boolean logic from the config file or other file. This will then give the user more control over the use of the different trading algorithms rather than having it hardcoded.

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
daybyter
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December 30, 2012, 01:33:15 PM
 #317

Would be cool, if we could collaborate on such a language or system, Aido.

I already got some Drools controlled trading decisions running, but they are pretty much unreadable. Therefore the Antlr idea...


Aido
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January 12, 2013, 04:37:23 AM
 #318

This thread has been dead for a couple of weeks but I'll give an update anyway on a fundamental change I have made in recent days.

Trading logic is now dynamic, in that the logic that decides trades is now contained in the configuration file rather than being hardcoded. This gives the user far more flexibility with what algorithms to use in a trade decision.

An explanation is contained in the README found here:


And the latest jar file may now be found here:


Trading logic may be changed on-the-fly with no need to restart the application if the configuration is changed.

I suggest using the --clear-config=true option to reset the configuration and input the new values

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
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January 12, 2013, 08:04:33 PM
 #319

This thread has been dead for a couple of weeks but I'll give an update anyway on a fundamental change I have made in recent days.

Trading logic is now dynamic, in that the logic that decides trades is now contained in the configuration file rather than being hardcoded. This gives the user far more flexibility with what algorithms to use in a trade decision.

An explanation is contained in the README found here:


And the latest jar file may now be found here:


Trading logic may be changed on-the-fly with no need to restart the application if the configuration is changed.

I suggest using the --clear-config=true option to reset the configuration and input the new values

I'm still following, and occasionally running this. I'm really low on BTC until ASIC's eventually arrived (I'm SO glad I diversified my orders, at least I know I will have something, whenever it gets around to shipping) but I plan on feeding a small bot once it's a smaller portion of my portfolio.

I really appreciate the continued work on this and think you just made an much needed improvement that should allow more to play with this more easily. If there is a relatively simple set of parameters that anyone has Identified and would liek to share as a starting point for others,

Personally my settings have gotten so mangled that it doesn't fire for any conditions, so I'll be starting over again.

Thanks!

"...as simple as possible, but no simpler" -AE
BTC/TRC/FRC: 1ScrybeSNcjqgpPeYNgvdxANArqoC6i5u Ripple:rf9gutfmGB8CH39W2PCeRbLWMKRauYyVfx LTC:LadmiD6tXq7gFZvMibhFUZegUHKXgbu1Gb
Aido
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January 13, 2013, 09:36:33 PM
 #320

Have now added an MACD algorithm into the mix. See here how to use it:


Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
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