Isis ATP [Automated Trading Platform] - Discussion

[Raoul Duke]

It only works when there is an option passed.

If I do
java -jar isis.jar
it gives me an error.

Code:

nullException in thread "main" java.lang.reflect.InvocationTargetException
	at sun.reflect.NativeMethodAccessorImpl.invoke0(Native Method)
	at sun.reflect.NativeMethodAccessorImpl.invoke(NativeMethodAccessorImpl.java:57)
	at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAccessorImpl.java:43)
	at java.lang.reflect.Method.invoke(Method.java:601)
	at org.eclipse.jdt.internal.jarinjarloader.JarRsrcLoader.main(JarRsrcLoader.java:58)
Caused by: java.lang.NullPointerException
	at org.open.payment.alliance.isis.atp.Application.showAgreement(Application.java:110)
	at org.open.payment.alliance.isis.atp.Application.start(Application.java:74)
	at org.open.payment.alliance.isis.atp.Application.main(Application.java:52)
	... 5 more

If I pass an option it runs. It did run when I passed the --clear-config=true or --debug-live=true

[isis]

same for me, only works when i add --clear-config=true

For some reason the build process isn't packaging the license file correctly.  I'll look into it.  In the meantime use the debug-live flag for now to start it in live mode.

[Raoul Duke]

Is there a way to edit the config using a text editor?
It's a pain to config everything when you just want to change the algorithm or a single value.
Or maybe that's just the way I'm used to do stuff lol

[isis]

Is there a way to edit the config using a text editor?
It's a pain to config everything when you just want to change the algorithm or a single value.
Or maybe that's just the way I'm used to do stuff lol

Yes on linux it will be in the .java folder under your home directory
 

Code:

~/.java/.userPrefs/org/open/payment/alliance/isis/atp/prefs.xml

For windows it's going to be somewhere in the registry, just search for your API key.

[isis]

Even after that fix I am still getting this error; can't determine why (the funds are certainly there)

Code:

Sep 15, 2012 9:23:18 PM org.open.payment.alliance.isis.atp.TradingAgent evalAsk
INFO: 0.00000000 was less than the configured limit of 0.001
Increasing order size to 0.001
Sep 15, 2012 9:23:18 PM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
SEVERE: Failed to sell 0.001 at current market price.
Please investigate

I do use a yubikey. Does this matter?

I found the problem
You need to trade a minimum of 0.01BTC or basically 1 bit cent, so edit your configuration.

[isis]

can i change the registry while the bot is running ? or i need to restart ?

You can change it while it's running.  It does a sync every couple of minutes.  That's why I went with the Preferences API rather than a normal config file.

[isis]

Something is wrong with the Profit & Loss calculations.

Code:

Sep 16, 2012 12:17:39 AM org.open.payment.alliance.isis.atp.TradingAgent evalAsk
INFO: Attempting to sell 0.0000 of 0.9399 BTC available
Sep 16, 2012 12:17:39 AM org.open.payment.alliance.isis.atp.TradingAgent evalAsk
INFO: 0.0000 was less than the configured limit of 0.01
Increasing order size to 0.01
Sep 16, 2012 12:17:39 AM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
INFO: Successfully sold 0.01 at current market price.
Sep 16, 2012 12:17:39 AM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
INFO: Current P/L: BTC 0.9399 %0
Sep 16, 2012 12:17:39 AM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
INFO: Current P/L: USD -11.31077 %125.24200

P/L for our purposes is defined as percentage change to balance from application start until current time.

Problem is mine doesn't quite look right.  It might be that I started the application with a 0 BTC balance.  But would anyone else mind looking in AccountManager at CalculatePL and seeing if the algorithm for P/L is correct?

[isis]

Now it works. Building a Market profile. It started doing it right after the configuration. 55min remaining it says.
Do I need to restart it so it trades live? Will it need to build the profile again after I restart it, or can I let it run and restart it on live mode when it's ready?

From the commit:
Several bug fixes. Also added learning mode so it doesn't flush all your bitcoins to local at startup anymore if the market is doing something nuts.

Seems it will run a check each time it starts to make sure the market isn't in freefall.

Close, learning mode is to prevent causing a freefall.  Basically % change to vwap means nothing for about the first 5 or 10 minutes since there isn't enough data to truly see the trendline.  However during those first few minutes a 10% price change has the potential to tell the app to sell all it's currency through to btc or sell all btc to local.

It happened to me, stupid thing sold BOTH my bitcoins while the market was actually heading down for a few minutes instead of up.
Figured I'd save everyone else the hassle by forcing the bot to get more information before making a trading decision.

[zaj]

i know some very basic java but i dont really know what i am doing. i get this error everytime i try to run isis-atp in eclipse on windows.

Code:

SLF4J: Failed to load class "org.slf4j.impl.StaticLoggerBinder".
SLF4J: Defaulting to no-operation (NOP) logger implementation
SLF4J: See http://www.slf4j.org/codes.html#StaticLoggerBinder for further details.
[INFO] Scanning for projects...
[INFO] ------------------------------------------------------------------------
[INFO] BUILD FAILURE
[INFO] ------------------------------------------------------------------------
[INFO] Total time: 0.155s
[INFO] Finished at: Sun Sep 16 14:02:35 CEST 2012
[INFO] Final Memory: 4M/15M
[INFO] ------------------------------------------------------------------------
[ERROR] No goals have been specified for this build. You must specify a valid lifecycle phase or a goal in the format <plugin-prefix>:<goal> or <plugin-group-id>:<plugin-artifact-id>[:<plugin-version>]:<goal>. Available lifecycle phases are: validate, initialize, generate-sources, process-sources, generate-resources, process-resources, compile, process-classes, generate-test-sources, process-test-sources, generate-test-resources, process-test-resources, test-compile, process-test-classes, test, prepare-package, package, pre-integration-test, integration-test, post-integration-test, verify, install, deploy, pre-site, site, post-site, site-deploy, pre-clean, clean, post-clean. -> [Help 1]
[ERROR] 
[ERROR] To see the full stack trace of the errors, re-run Maven with the -e switch.
[ERROR] Re-run Maven using the -X switch to enable full debug logging.
[ERROR] 
[ERROR] For more information about the errors and possible solutions, please read the following articles:
[ERROR] [Help 1] http://cwiki.apache.org/confluence/display/MAVEN/NoGoalSpecifiedException

and if i run it as a normal java project :

Code:

No config file could be found.
Beginning Interactive Mode
No console could be found, exiting application.

[isis]

i know some very basic java but i dont really know what i am doing. i get this error everytime i try to run isis-atp in eclipse on windows.

Code:

SLF4J: Failed to load class "org.slf4j.impl.StaticLoggerBinder".
SLF4J: Defaulting to no-operation (NOP) logger implementation
SLF4J: See http://www.slf4j.org/codes.html#StaticLoggerBinder for further details.
[INFO] Scanning for projects...
[INFO] ------------------------------------------------------------------------
[INFO] BUILD FAILURE
[INFO] ------------------------------------------------------------------------
[INFO] Total time: 0.155s
[INFO] Finished at: Sun Sep 16 14:02:35 CEST 2012
[INFO] Final Memory: 4M/15M
[INFO] ------------------------------------------------------------------------
[ERROR] No goals have been specified for this build. You must specify a valid lifecycle phase or a goal in the format <plugin-prefix>:<goal> or <plugin-group-id>:<plugin-artifact-id>[:<plugin-version>]:<goal>. Available lifecycle phases are: validate, initialize, generate-sources, process-sources, generate-resources, process-resources, compile, process-classes, generate-test-sources, process-test-sources, generate-test-resources, process-test-resources, test-compile, process-test-classes, test, prepare-package, package, pre-integration-test, integration-test, post-integration-test, verify, install, deploy, pre-site, site, post-site, site-deploy, pre-clean, clean, post-clean. -> [Help 1]
[ERROR] 
[ERROR] To see the full stack trace of the errors, re-run Maven with the -e switch.
[ERROR] Re-run Maven using the -X switch to enable full debug logging.
[ERROR] 
[ERROR] For more information about the errors and possible solutions, please read the following articles:
[ERROR] [Help 1] http://cwiki.apache.org/confluence/display/MAVEN/NoGoalSpecifiedException

and if i run it as a normal java project :

Code:

No config file could be found.
Beginning Interactive Mode
No console could be found, exiting application.

You need to add
 
--debug-live=true

[isis]

I evaluated the PL calculation by running the numbers by hand and it was incorrect.
This is why the stop loss wasn't working.  But I gutted the stop loss, so I will need to reimplement it soon.

I've now fixed the PL calculation and will be uploading shortly.  But other than stop loss the PL really isn't used for anything except maybe bragging rights.

I'm also cutting the learnTime to 10 minutes instead of an hour.  This is because trends are fairly short things and an hour can mean a huge difference in actual prices, thus increasing the probability of a loss if the system had to be restarted.

[isis]

For fun I decided to create a new branch and modify the application to look at crosspair arbitrage.
It can now arbitrage trade across all 16 currency pairs, simultaneously.

You will need at least 32BTC you are willing to risk, if you want to fully test arbitrage.


*How Arbitrage Works*

Quite frequently there is a difference in the price of BTC in different currency pairs.

For instance USD/BTC rate at this moment is $11.80 whereas the EUR/BTC rate is 9.14

At the same time the USD/EUR rate is 0.77... and the EUR/USD rate is 1.29

According to the math, as of this moment, you could buy BTC in USD, then turn around and sell that same BTC back into EUR and make a tidy little profit of 0.52 EUR.  Next you buy BTC with all the 0.52EUR profit you just made and sell that BTC back to USD for a profit of 0.67USD

1 BTC = 11.80USD
1 BTC = 9.14EUR

1USD = 0.76EUR
1EUR = 1.29USD

For our purposes, the arbitrage engine would use the current trading algorithm to find the highest profit place to sell when it detects that the market conditions are right to sell.  

Buys would take place as normal, but only do so on the pair with the lowest cost real cost (BTCAsk * normalizing factor (pair1/pair2))

Let me know if anyone is interested in testing this branch.  

[Raoul Duke]

I am interested. Can it use euro for profit taking intersect USD

[isis]

I am interested. Can it use euro for profit taking intersect USD

Yeah it'll just use whatever you've got configured as your local currency for profit taking.
I could probably add a prefered currency, but it seems kinda pointless.

[isis]

Sep 16, 2012 11:52:52 PM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
INFO: Current P/L: BTC -0.47275185 %4827.51850000
Sep 16, 2012 11:52:52 PM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
INFO: Current P/L: USD 5.49177 %0.75600

my first profit was 0.00336317 btc after the bot stopped working due to 0 balance

i added more btc

The PL calculator had the wrong formula.  I'm about to fix it.  The algorithm is naive though and doesn't understand the concept of a deposit.  You mustve added 4 BTC hence the %4800 increase.

I'm about to upload a new binary that addresses the formula, but if you're going to make a deposit you will need to stop and restart the app.

Thanks for the numbers though!

[nedbert9]

Sep 16, 2012 11:52:52 PM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
INFO: Current P/L: BTC -0.47275185 %4827.51850000
Sep 16, 2012 11:52:52 PM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
INFO: Current P/L: USD 5.49177 %0.75600

my first profit was 0.00336317 btc after the bot stopped working due to 0 balance

i added more btc

The PL calculator had the wrong formula.  I'm about to fix it.  The algorithm is naive though and doesn't understand the concept of a deposit.  You mustve added 4 BTC hence the %4800 increase.

I'm about to upload a new binary that addresses the formula, but if you're going to make a deposit you will need to stop and restart the app.

Thanks for the numbers though!

Thanks for the interesting software!

[BCB]

For fun I decided to create a new branch and modify the application to look at crosspair arbitrage.
It can now arbitrage trade across all 16 currency pairs, simultaneously.

You will need at least 32BTC you are willing to risk, if you want to fully test arbitrage.


*How Arbitrage Works*

Quite frequently there is a difference in the price of BTC in different currency pairs.

For instance USD/BTC rate at this moment is $11.80 whereas the EUR/BTC rate is 9.14

At the same time the USD/EUR rate is 0.77... and the EUR/USD rate is 1.29

According to the math, as of this moment, you could buy BTC in USD, then turn around and sell that same BTC back into EUR and make a tidy little profit of 0.52 EUR.  Next you buy BTC with all the 0.52EUR profit you just made and sell that BTC back to USD for a profit of 0.67USD

1 BTC = 11.80USD
1 BTC = 9.14EUR

1USD = 0.76EUR
1EUR = 1.29USD

For our purposes, the arbitrage engine would use the current trading algorithm to find the highest profit place to sell when it detects that the market conditions are right to sell.  

Buys would take place as normal, but only do so on the pair with the lowest cost real cost (BTCAsk * normalizing factor (pair1/pair2))

Let me know if anyone is interested in testing this branch.  

I'd be interested

[BCB]

cloned
configured
ran
collected data
traded ( in simulation mode)

Just tried to restart and got this:

Code:

forgot to add "--debug-live=true" 

[/s]
Also are we messaging you trading data?

[isis]

cloned
configured
ran
collected data
traded ( in simulation mode)

Just tried to restart and got this:

Code:

forgot to add "--debug-live=true" 

[/s]
Also are we messaging you trading data?

No you're not messaging any trading data or data of any kind.  I'd like you to give me a a daily P/L just so I can see how it performs on different accounts and different account sizes.  But it's up to you and you have to post it, I don't have a way of getting it.

I had considered allowing the bots to message each other with trade info, but I think it's more effort than it's worth.  Plus it may run afoul of laws against collusion & price fixing, but honestly I'm not sure.

[BCB]

Thanks. 

How do I take this out of stimulation mode.  (it's currently building a market profile)