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Author Topic: Isis ATP [Automated Trading Platform] - Discussion  (Read 44626 times)
meowmeowbrowncow
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May 16, 2013, 03:14:55 PM
 #501




And, btw, WTF is going on with MtGox.  Can't connect in AidoATP since last night?!?


blah+

"Bitcoin has been an amazing ride, but the most fascinating part to me is the seemingly universal tendency of libertarians to immediately become authoritarians the very moment they are given any measure of power to silence the dissent of others."  - The Bible
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Ianwhitbread
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May 16, 2013, 04:59:46 PM
 #502

That's why I said has anyone had any luck using AiDoATP. With the other exchanges
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May 16, 2013, 07:54:45 PM
 #503




And, btw, WTF is going on with MtGox.  Can't connect in AidoATP since last night?!?


blah+


i think i am connected Wink


btw. how to see my win/loss in simulation mode? grep through the log?

thanks
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May 16, 2013, 08:07:00 PM
 #504

No it's still down.

As from 21:07 gmt
Aido
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May 16, 2013, 09:10:30 PM
 #505

https://github.com/timmolter/XChange/issues/118

AidoATP is currently using v1 of the MtGox API.

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
Aido
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May 16, 2013, 09:23:17 PM
 #506

how to see my win/loss in simulation mode? grep through the log?

Profit/Loss is calculated by comparing the balance after a trade to balance when AidoATP was first started. However, trades are not performed in simulation mode so both balances will be the same. If a percentage profit/loss is reported in simulation mode it will be because of a change in the BTC price since startup.

But check a few posts back for how to extract profit/loss info from logfile:

what the quickest way to see the profit and lose

If you are using Linux just grep the log file for the word profit:

      grep -i profit aidoatp.log

If on Windows I suppose you can do something like the following from a DOS prompt:

      type aidoatp.log | find /I "profit"


This will allow you to use the log timestamps to compare profits/losses made to what market conditions were at a certain time, helping you pick the best trading logic.

Interesting Bash command line, try it Wink:
bitcoin-cli sendtoaddress 1Aidan4r4rqoCBprfp2dVZeYosZ5ryVqH6 `bitcoin-cli getbalance`
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May 16, 2013, 09:29:11 PM
 #507

Quote
Profit/Loss is calculated by comparing the balance after a trade to balance when AidoATP was first started. However, trades are not performed in simulation mode so both balances will be the same. If a percentage profit/loss is reported in simulation mode it will be because of a change in the BTC price since startup.
ok thanks.

Quote
If you are using Linux just grep the log file for the word profit:

      grep -i profit aidoatp.log

indeed i read this and used it Smiley
Ianwhitbread
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May 16, 2013, 09:51:05 PM
 #508

Just read the Xchange comment

That kinda sucks why the hell does Mtgox do that
Just mess with everyone lives

Aido please get the other exchanges up and running

I was only able to test for one day  had more down time then up time

Gtmox kinda sucks

Sorry I am really angry with them

Grr, grr, and more grrrr ( not at you aido,  just Mtgox)

Thanks

meowmeowbrowncow
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May 17, 2013, 08:51:40 AM
 #509




I've opened an issue with the XChange team and Mazi to investigate.  Two things happening:


1.  MtGox changed, slightly, their URI paths for their v1 API.  A slight change is a major f'up.

2.  XChange 1.7 using the MtGox v2 API should work, but it isn't.  There is a problem with Mazi.


So, as soon as I hear back I'll provide any response that gets my copy working.

"Bitcoin has been an amazing ride, but the most fascinating part to me is the seemingly universal tendency of libertarians to immediately become authoritarians the very moment they are given any measure of power to silence the dissent of others."  - The Bible
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May 17, 2013, 09:08:32 AM
 #510

Thank you for doing that

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May 17, 2013, 09:52:09 AM
 #511

Also meowmeowbrowncow

Did you have any luck with the other exchanges ?

Do you have them working on your version of AidoATP
Can they trade?

Thanks

Nova!
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May 18, 2013, 04:48:38 AM
 #512

So just to clarify, AidoATP is or is not working with MtGox at the moment?  Sorry having trouble following the thread.

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Nova!
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May 18, 2013, 05:17:48 AM
 #513

any idea why this happen?

Code:
2013-04-22 03:46:41,561 : ERROR: Caught unexpected exception, shutting down BTC-e arbitrage engine now!. Details are listed below.
java.lang.UnsupportedOperationException: Market orders not supported by BTCE API.
at com.xeiam.xchange.btce.service.trade.polling.BTCEPollingTradeService.placeMarketOrder(BTCEPollingTradeService.java:68)
at org.aido.atp.ArbitrageEngine.executeTrade(ArbitrageEngine.java:174)
at org.aido.atp.ArbitrageEngine.run(ArbitrageEngine.java:111)
at java.lang.Thread.run(Thread.java:722)

Because BTCe will not take market orders as I asked about 2x above. Posted same error. If it took a market rather then limit order the ATP would work. Since BTCe works only on limit orders as is ATP will not work on BTCe.

I've opened a BTC-e account and have been active on there.  Now I have a few bucks on the exchange, I'll see what I can do to get limit orders working.

I've realized most of the time when I suffer a loss it's because the quote and the execute prices are not the same as the system was expecting, i.e. order lag. 
It may only vary by a few cents, but those pennies add up quick and negatively impact the bottom line.

My code change would make limit orders the default. That way the system doesn't accidentally suffer a loss when the market turns against it in the time it takes it to decide an order needs to be created and the time that order finally executes at market pricing. 

Back in the day this was my original plan, but I got lazy because market orders were just so much easier (no need to track & cancel if needed).

I've managed to recover my account key at github, I'll grab Aido's code, do a merge, then push to the Isis-ATP repo (possibly with a new project designator), then change things over to the limit system and issue a pull request to Aido.

This would be a HUGE breaking change, so please for the love of God and everything holy, run the dang thing in simulation mode or only with money you can afford to lose.  We know what problems this change will fix, but we do not know yet what problems this change will cause.

BTW my non-compete officially expired today, so let's see what the knowledge I gained working for a major financial services firm building automated trading systems can do for a little ol' open source project like this Smiley

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Nova!
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May 18, 2013, 07:30:50 AM
 #514

This is an interesting error.
Code:

May 18, 2013 2:04:08 AM java.util.prefs.WindowsPreferences <init>
WARNING: Could not open/create prefs root node Software\JavaSoft\Prefs at root 0
x80000002. Windows RegCreateKeyEx(...) returned error code 5.
2013-05-18 02:04:08,738 ←[34m:←[0;39m No config file could be found.
2013-05-18 02:04:08,759 ←[34m:←[0;39m Beginning Interactive Mode

Anyone else seeing it?  (First run of a new checkout)

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Ianwhitbread
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May 18, 2013, 08:16:34 AM
 #515

Welcome back nova

Looking forward to you working with Aido

Lets get Isis / aidoATP

Working soon on multiple exchanges

Mtgox. Is far too unreliable

Thank you

Ian
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May 18, 2013, 08:27:03 AM
 #516

Lovely...

Code:
2013-05-18 03:05:05,579 ←[31m:←[0;39m WARNING: Testing connection to exchange Mt
Gox
Exception in thread "Thread-1" si.mazi.rescu.HttpException: Problem POSTing (IO)

        at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:194)
        at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:93)
        at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.
java:59)
        at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java
:54)
        at com.sun.proxy.$Proxy6.getAccountInfo(Unknown Source)
        at com.xeiam.xchange.mtgox.v1.service.account.MtGoxPollingAccountService
.getAccountInfo(MtGoxPollingAccountService.java:75)
        at org.aido.atp.AccountManager.refreshAccounts(AccountManager.java:121)
        at org.aido.atp.AccountManager.run(AccountManager.java:101)
        at java.lang.Thread.run(Unknown Source)
Caused by: javax.net.ssl.SSLHandshakeException: sun.security.validator.Validator
Exception: PKIX path building failed: sun.security.provider.certpath.SunCertPath
BuilderException: unable to find valid certification path to requested target
        at sun.security.ssl.Alerts.getSSLException(Unknown Source)

I'm guessing gox is using a self signed cert on their SSL connection??

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Nova!
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May 18, 2013, 08:38:34 AM
 #517

Welcome back nova

Looking forward to you working with Aido

Lets get Isis / aidoATP

Working soon on multiple exchanges

Mtgox. Is far too unreliable

Thank you

Ian

Well reliability, but more importantly they're a HUGE single target.
That and I noticed there is a significant arbitrage opportunity across exchanges if we get the cross exchange thing functioning correctly.  First part though is converting to limit orders.  I don't think we're taking the order book into account either, might be neat to pull that data in and see what kind of discovery we can do, esp if the market depth is there.

Cross exchange arbitrage has a significant delay though.  I just manually arb'd a trade that took 2 hours.  Original expected profit was $50 on the trade, by the time I could fully execute it I was down to $3.00 Sad 

Also I'm concerned about the stability of the exchanges in general.  Even the venerable gox could one day be shut down.  While I can do nothing about fiat balances, it might be good to have a solution in place for bitcoins.

What I'm considering here would mean integrating a wallet (encrypted of course), that most of your money is swept into.  A minimum balance would be kept on the exchanges for active trading and when an arbitrage opportunity opens up it would start buying on x and selling on y until the opportunity is no longer profitable, or becomes the least profitable option.  When not arbing, the engine would keep enough in the exchanges to fund an average of 1 days trading + 10% this way significant opportunities aren't missed (as often), but balances are kept close to home.

Just a thought.

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Ianwhitbread
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May 18, 2013, 09:24:52 AM
 #518

Wow. Some very big plans there.. ( and heavy coding)

And all very good ideas. I really look forward to seeing this in action

The cross exchange dealing would be Amazing and so would the local wallet
To protect When an exchange gets closed or hacked

Thank you for the hard work and again welcome back into the mix
All the best from me

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May 18, 2013, 10:31:03 AM
 #519

Lovely...

Code:
2013-05-18 03:05:05,579 ←[31m:←[0;39m WARNING: Testing connection to exchange Mt
Gox
Exception in thread "Thread-1" si.mazi.rescu.HttpException: Problem POSTing (IO)

        at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:194)
        at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:93)
        at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.
java:59)
        at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java
:54)
        at com.sun.proxy.$Proxy6.getAccountInfo(Unknown Source)
        at com.xeiam.xchange.mtgox.v1.service.account.MtGoxPollingAccountService
.getAccountInfo(MtGoxPollingAccountService.java:75)
        at org.aido.atp.AccountManager.refreshAccounts(AccountManager.java:121)
        at org.aido.atp.AccountManager.run(AccountManager.java:101)
        at java.lang.Thread.run(Unknown Source)
Caused by: javax.net.ssl.SSLHandshakeException: sun.security.validator.Validator
Exception: PKIX path building failed: sun.security.provider.certpath.SunCertPath
BuilderException: unable to find valid certification path to requested target
        at sun.security.ssl.Alerts.getSSLException(Unknown Source)

I'm guessing gox is using a self signed cert on their SSL connection??

I've investigated this further and found that it's because mtgox cheaped out and started using a cert from a company called startcom.
Java does not recognize this company as a valid certificate authority and thus does not recognize the certificate as being valid.
You will need to visit https://data.mtgox.com/api/2 (you will get an error on the page but just ignore it).
You will need to download the cert and manually install it. You can do this in most cases by clicking the "lock" icon in your browser and going to "export".

I don't think there is a way to automate this particular process.  If someone comes up with one please let me know.
 

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daybyter
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May 18, 2013, 11:27:25 AM
 #520

My code has a feature to download certs from exchanges, but cannot add it to the keystore as a regular user AFAIK.

Cross-Site trading: I've started some code to get data from btc-e to withdraw and deposit. Would be cool, if someone came up with the rest of the code to do so. Someone in this forum mentioned, that there's an API method to perform such stuff, but this method is not public and has to be enabled by the sysadmin there.... Sad
So I'd be interested to collaborate to complete my code, that just parses and posts to the website.

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