Isis ATP [Automated Trading Platform] - Discussion

[Askit2]

Welcome back Nova!

Aido seems to still be maintaining his fork. I just found it yesterday. I tried the binary Nova released and I couldn't make it work. MTGoX seems to have altered its API on April 15th. So although I made a perfectly good Key/secret pair it refused to connect. I did try repeatedly new key/sectret but to no avail. Initially bugfixes where putout by nomore something(have to look back and catch it). Then Aido started working on your last release with arbitrage and got it working with(mostly not) or without arbitrage and with or without trending engine. Also added more indicators and a way to change them while running while making it possible to specify why to trade and in a way when.

The only hold up for me is that on BTCe it try's to use market orders and those fail. Rejected by BTCe. Apparently BTCe only allows limit orders. Aido's ATP has worked great for me in theory. It monitors BTCe and when the indicators I setup trigger it usually seemed to try to do what I wanted. Downside is since it sent a market order I get an error back rather then a trade.

All in all it seems great in theory. It won't for me connect to MTGox (I wasn't going to fund for testing anyways) and can't sell on BTCe. Still I am impressed it (aside from not trading) works on BTCe.

Thanks Aido!

I just noticed another error. Not sure when its triggered. Trading is likely as it rarely comes up. The message said invalid sign.

Code:

2013-04-18 13:08:39,978 ←[34m:←[0;39m Used Conservative risk algorithm to calculate w
eight of 3.415067276825354E-5
2013-04-18 13:08:40,278 ←[1;31m:←[0;39m ERROR: Caught unexpected exception, shutting
down BTC-e trend following trading agent now!. Details are listed below.
com.xeiam.xchange.ExchangeException: BTCE returned an error: invalid sign
        at com.xeiam.xchange.btce.service.BTCEBasePollingService.checkResult(BTCEBase
PollingService.java:69)
        at com.xeiam.xchange.btce.service.account.polling.BTCEPollingAccountService.g
etAccountInfo(BTCEPollingAccountService.java:54)
        at org.aido.atp.AccountManager.refreshAccounts(AccountManager.java:121)
        at org.aido.atp.AccountManager.getBalance(AccountManager.java:105)
        at org.aido.atp.TrendTradingAgent.evalAsk(TrendTradingAgent.java:387)
        at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:344)
        at java.lang.Thread.run(Unknown Source)
2013-04-18 13:08:43,100 ←[34m:←[0;39m BTC-e High USD :-  Last: USD 91.5 | Bid: USD 90
.82 | Ask: USD 91.5 | Volume: 1354872 | Currency: BTC | TimeStamp: Thu Apr 18 12:24:1
4 MDT 2013



2013-04-18 13:09:23,373 ←[34m:←[0;39m Used Conservative risk algorithm to calculate w
eight of 3.2E-5
2013-04-18 13:09:23,673 ←[1;31m:←[0;39m ERROR: Caught unexpected exception, shutting
down BTC-e trend following trading agent now!. Details are listed below.
com.xeiam.xchange.ExchangeException: BTCE returned an error: invalid sign
        at com.xeiam.xchange.btce.service.BTCEBasePollingService.checkResult(BTCEBase
PollingService.java:69)
        at com.xeiam.xchange.btce.service.account.polling.BTCEPollingAccountService.g
etAccountInfo(BTCEPollingAccountService.java:54)
        at org.aido.atp.AccountManager.refreshAccounts(AccountManager.java:121)
        at org.aido.atp.AccountManager.getBalance(AccountManager.java:105)
        at org.aido.atp.TrendTradingAgent.evalAsk(TrendTradingAgent.java:387)
        at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:344)
        at java.lang.Thread.run(Unknown Source)
2013-04-18 13:09:25,784 ←[31m:←[0;39m WARNING: Testing connection to BTC-e exchange

Actually it seems like the same error twice.

[BCB]

Are you using the new endpoint

data.mtgox.com/api

[Askit2]

Are you using the new endpoint

data.mtgox.com/api

Isn't the address hard coded in the .bin file? I only ask because although it seems like a great thing to check, I am not absolutely sure I can change it. Also I don't remember being prompted for the address.

[Nova!]

Are you using the new endpoint

data.mtgox.com/api

Isn't the address hard coded in the .bin file? I only ask because although it seems like a great thing to check, I am not absolutely sure I can change it. Also I don't remember being prompted for the address.

Seems like it was, yes.  I'll start helping Aido on this where I can.  Let's make his the official fork. 
The Isis name has to go away for legal reasons, sorry guys.

I'll do a pull of his sources and see if we can make that API address a configurable thing.

Great work Aido!

[Aido]

It shouldn't be too difficult to make exchange URIs configurable. Each exchange has it's own class file ATP<exchange name>.java in the exchanges subdirectory. Each class was created so that in future I could easily change whether an exchange uses a streaming or polling ticker, uses a username/password or apikey/secret combo etc. Basically it's a way to easily change hardcoded config settings for each exchange.

I didn't originally make the URI configurable as it is not something that would normally change that often.

If not making the MtGox API URI configurable updating it in hard code would involve a simple edit in just one place, ATPMtGoxExchange.java lines 61 and 62:

Code:

exchangeSpecification.setUri("https://mtgox.com");
exchangeSpecification.setHost("mtgox.com");

https://github.com/aido/AidoATP/blob/master/src/main/java/org/aido/atp/exchanges/ATPMtGoxExchange.java

[BCB]

Getting this error running AidoATP

Could not find the main class: org/aido/atp/Application. Program will exit.

[Aido]

Getting this error running AidoATP

Could not find the main class: org/aido/atp/Application. Program will exit.

At a guess I would say you are using the wrong Java version.

https://github.com/aido/AidoATP/issues/1

AidoATP relies on Java 1.7

[Nova!]

Getting this error running AidoATP

Could not find the main class: org/aido/atp/Application. Program will exit.

At a guess I would say you are using the wrong Java version.

https://github.com/aido/AidoATP/issues/1

AidoATP relies on Java 1.7

That's probably a bad idea.  You should set the compilation target to 1.5 unless there is something specific that's been changed.  1.5 has the widest adoption rate.  I'm not positive but I don't think for example that OSX even has 1.7 yet.

[BCB]

how do I change the java version

[Aido]

That's probably a bad idea.  You should set the compilation target to 1.5 unless there is something specific that's been changed.  1.5 has the widest adoption rate.  I'm not positive but I don't think for example that OSX even has 1.7 yet.

At the time I made the decision to switch java versions I had a good reason to use 1.7 but that reason escapes me now. I think it may have been related to a deadlock issue.

I just did a quick check and to make the current code Java 1.6 compatible I would need to not use multi-catch statements in 3 places. Not a big change.

For Java 1.5 compatibility the same changes are needed.

Although, I'd like to think about it for a while because I'm sure I had a very good reason to change to 1.7.

[Aido]

New commit to update the MtGox API URI:

commit 21d92a910f2caf57caf5c0bc4fa4498f4e4a56be

    Changed URI for MtGox API


URI is still hardcoded though.

[Nova!]

That's probably a bad idea.  You should set the compilation target to 1.5 unless there is something specific that's been changed.  1.5 has the widest adoption rate.  I'm not positive but I don't think for example that OSX even has 1.7 yet.

At the time I made the decision to switch java versions I had a good reason to use 1.7 but that reason escapes me now. I think it may have been related to a deadlock issue.

I just did a quick check and to make the current code Java 1.6 compatible I would need to not use multi-catch statements in 3 places. Not a big change.

For Java 1.5 compatibility the same changes are needed.

Although, I'd like to think about it for a while because I'm sure I had a very good reason to change to 1.7.

I'll have to look into it, but IIRC you can code to 1.7 to take advantage of the syntactic sugar and compile to 1.5.  Been awhile since I've done that though.  Still at least going to 1.6 would be a good idea because a majority of Apple users aren't going to be able to use 1.7 unless the thread deadlock issue was related to quirk in 1.6 and going to 1.7 was the only way to solve it.

I'll be re-opening the OpenPay repo as soon as I can recover my account and doing some clean up.  Probably going to need to eliminate or at least rename Isis-ATP.   Also I'll need to yank any references to the word "Isis" from the code base in general.  I'm content with calling this Aido ATP and giving your fork primacy though.  You've done much more work on it than I ever did   Still if you could start refactoring out the Isis name from the code base (even just a search and replace) that would be a very positive thing for me from a legal standpoint.

[Askit2]

Just fired up new .bin file I get the following.

Code:

Please type your response : I Agree
2013-04-19 20:07:36,553 ←[34m:←[0;39m Aido ATP has started successfully
2013-04-19 20:07:36,553 ←[34m:←[0;39m Using trend following to decide some trades.
2013-04-19 20:07:36,563 ←[34m:←[0;39m Connecting to BTC-e Exchange
2013-04-19 20:07:36,563 ←[34m:←[0;39m Connecting to MtGox Exchange
2013-04-19 20:07:42,645 ←[31m:←[0;39m WARNING: Testing connection to exchange MtGox
Exception in thread "Thread-2" com.xeiam.xchange.rest.HttpException: Problem POSTing
(IO)
        at com.xeiam.xchange.rest.HttpTemplate.executeRequest(HttpTemplate.java:198)
        at com.xeiam.xchange.rest.HttpTemplate.executeRequest(HttpTemplate.java:97)
        at com.xeiam.xchange.rest.RestInvocationHandler.invokeHttp(RestInvocationHand
ler.java:61)
        at com.xeiam.xchange.rest.RestInvocationHandler.invoke(RestInvocationHandler.
java:56)
        at com.sun.proxy.$Proxy7.getAccountInfo(Unknown Source)
        at com.xeiam.xchange.mtgox.v1.service.account.MtGoxPollingAccountService.getA
ccountInfo(MtGoxPollingAccountService.java:74)
        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.ValidatorExcep
tion: PKIX path building failed: sun.security.provider.certpath.SunCertPathBuilderExc
eption: unable to find valid certification path to requested target
        at sun.security.ssl.Alerts.getSSLException(Unknown Source)
        at sun.security.ssl.SSLSocketImpl.fatal(Unknown Source)
        at sun.security.ssl.Handshaker.fatalSE(Unknown Source)
        at sun.security.ssl.Handshaker.fatalSE(Unknown Source)
        at sun.security.ssl.ClientHandshaker.serverCertificate(Unknown Source)
        at sun.security.ssl.ClientHandshaker.processMessage(Unknown Source)
        at sun.security.ssl.Handshaker.processLoop(Unknown Source)
        at sun.security.ssl.Handshaker.process_record(Unknown Source)
        at sun.security.ssl.SSLSocketImpl.readRecord(Unknown Source)
        at sun.security.ssl.SSLSocketImpl.performInitialHandshake(Unknown Source)
        at sun.security.ssl.SSLSocketImpl.startHandshake(Unknown Source)
        at sun.security.ssl.SSLSocketImpl.startHandshake(Unknown Source)
        at sun.net.www.protocol.https.HttpsClient.afterConnect(Unknown Source)
        at sun.net.www.protocol.https.AbstractDelegateHttpsURLConnection.connect(Unkn
own Source)
        at sun.net.www.protocol.http.HttpURLConnection.getOutputStream(Unknown Source
)
        at sun.net.www.protocol.https.HttpsURLConnectionImpl.getOutputStream(Unknown
Source)
        at com.xeiam.xchange.rest.HttpTemplate.executeRequest(HttpTemplate.java:181)
        ... 8 more
Caused by: sun.security.validator.ValidatorException: PKIX path building failed: sun.
security.provider.certpath.SunCertPathBuilderException: unable to find valid certific
ation path to requested target
        at sun.security.validator.PKIXValidator.doBuild(Unknown Source)
        at sun.security.validator.PKIXValidator.engineValidate(Unknown Source)
        at sun.security.validator.Validator.validate(Unknown Source)
        at sun.security.ssl.X509TrustManagerImpl.validate(Unknown Source)
        at sun.security.ssl.X509TrustManagerImpl.checkTrusted(Unknown Source)
        at sun.security.ssl.X509TrustManagerImpl.checkServerTrusted(Unknown Source)
        ... 21 more
Caused by: sun.security.provider.certpath.SunCertPathBuilderException: unable to find
 valid certification path to requested target
        at sun.security.provider.certpath.SunCertPathBuilder.engineBuild(Unknown Sour
ce)
        at java.security.cert.CertPathBuilder.build(Unknown Source)
        ... 27 more

[Nova!]

Just fired up new .bin file I get the following.

Code:

Please type your response : I Agree
2013-04-19 20:07:36,553 ←[34m:←[0;39m Aido ATP has started successfully
2013-04-19 20:07:36,553 ←[34m:←[0;39m Using trend following to decide some trades.
2013-04-19 20:07:36,563 ←[34m:←[0;39m Connecting to BTC-e Exchange
2013-04-19 20:07:36,563 ←[34m:←[0;39m Connecting to MtGox Exchange
2013-04-19 20:07:42,645 ←[31m:←[0;39m WARNING: Testing connection to exchange MtGox
Exception in thread "Thread-2" com.xeiam.xchange.rest.HttpException: Problem POSTing
(IO)
        at com.xeiam.xchange.rest.HttpTemplate.executeRequest(HttpTemplate.java:198)
        at com.xeiam.xchange.rest.HttpTemplate.executeRequest(HttpTemplate.java:97)
        at com.xeiam.xchange.rest.RestInvocationHandler.invokeHttp(RestInvocationHand
ler.java:61)
        at com.xeiam.xchange.rest.RestInvocationHandler.invoke(RestInvocationHandler.
java:56)
        at com.sun.proxy.$Proxy7.getAccountInfo(Unknown Source)
        at com.xeiam.xchange.mtgox.v1.service.account.MtGoxPollingAccountService.getA
ccountInfo(MtGoxPollingAccountService.java:74)
        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.ValidatorExcep
tion: PKIX path building failed: sun.security.provider.certpath.SunCertPathBuilderExc
eption: unable to find valid certification path to requested target
        at sun.security.ssl.Alerts.getSSLException(Unknown Source)
        at sun.security.ssl.SSLSocketImpl.fatal(Unknown Source)
        at sun.security.ssl.Handshaker.fatalSE(Unknown Source)
        at sun.security.ssl.Handshaker.fatalSE(Unknown Source)
        at sun.security.ssl.ClientHandshaker.serverCertificate(Unknown Source)
        at sun.security.ssl.ClientHandshaker.processMessage(Unknown Source)
        at sun.security.ssl.Handshaker.processLoop(Unknown Source)
        at sun.security.ssl.Handshaker.process_record(Unknown Source)
        at sun.security.ssl.SSLSocketImpl.readRecord(Unknown Source)
        at sun.security.ssl.SSLSocketImpl.performInitialHandshake(Unknown Source)
        at sun.security.ssl.SSLSocketImpl.startHandshake(Unknown Source)
        at sun.security.ssl.SSLSocketImpl.startHandshake(Unknown Source)
        at sun.net.www.protocol.https.HttpsClient.afterConnect(Unknown Source)
        at sun.net.www.protocol.https.AbstractDelegateHttpsURLConnection.connect(Unkn
own Source)
        at sun.net.www.protocol.http.HttpURLConnection.getOutputStream(Unknown Source
)
        at sun.net.www.protocol.https.HttpsURLConnectionImpl.getOutputStream(Unknown
Source)
        at com.xeiam.xchange.rest.HttpTemplate.executeRequest(HttpTemplate.java:181)
        ... 8 more
Caused by: sun.security.validator.ValidatorException: PKIX path building failed: sun.
security.provider.certpath.SunCertPathBuilderException: unable to find valid certific
ation path to requested target
        at sun.security.validator.PKIXValidator.doBuild(Unknown Source)
        at sun.security.validator.PKIXValidator.engineValidate(Unknown Source)
        at sun.security.validator.Validator.validate(Unknown Source)
        at sun.security.ssl.X509TrustManagerImpl.validate(Unknown Source)
        at sun.security.ssl.X509TrustManagerImpl.checkTrusted(Unknown Source)
        at sun.security.ssl.X509TrustManagerImpl.checkServerTrusted(Unknown Source)
        ... 21 more
Caused by: sun.security.provider.certpath.SunCertPathBuilderException: unable to find
 valid certification path to requested target
        at sun.security.provider.certpath.SunCertPathBuilder.engineBuild(Unknown Sour
ce)
        at java.security.cert.CertPathBuilder.build(Unknown Source)
        ... 27 more

Read your error.  It's saying it can't auth MtGox's certificate chain.  This can be caused by a few things.
Possibly MtGox isn't using a valid cert.
Possibly you are being man in the middled and the middle cert can't be verified (you can check these things in firefox).
The final possibility is that you live in a country where your copy of Java does not ship with proper crypto and the cert chain can't be validated.
If that's the case you will need to download the Java unlimited strength crypto policy available from here... http://www.oracle.com/technetwork/java/javase/downloads/jce-7-download-432124.html

[BCB]

upgraded to java 1.7

was able to start the bot in simulation mode

kept getting this error

Code:

2013-04-19 23:26:18,906 : ERROR: Caught unexpected exception, shutting down MtGox trend following trading agent now!. Details are listed below.
org.codehaus.commons.compiler.CompileException: Line 0, Column 0: Unexpected token "End-Of-File" in primary
        at org.codehaus.janino.Parser.throwCompileException(Parser.java:2593)
        at org.codehaus.janino.Parser.parsePrimary(Parser.java:2163)
        at org.codehaus.janino.Parser.parseUnaryExpression(Parser.java:1886)
        at org.codehaus.janino.Parser.parseMultiplicativeExpression(Parser.java:1846)
        at org.codehaus.janino.Parser.parseAdditiveExpression(Parser.java:1826)
        at org.codehaus.janino.Parser.parseShiftExpression(Parser.java:1806)
        at org.codehaus.janino.Parser.parseRelationalExpression(Parser.java:1774)
        at org.codehaus.janino.Parser.parseEqualityExpression(Parser.java:1751)
        at org.codehaus.janino.Parser.parseAndExpression(Parser.java:1730)
        at org.codehaus.janino.Parser.parseExclusiveOrExpression(Parser.java:1709)
        at org.codehaus.janino.Parser.parseInclusiveOrExpression(Parser.java:1688)
        at org.codehaus.janino.Parser.parseConditionalAndExpression(Parser.java:1667)
        at org.codehaus.janino.Parser.parseConditionalOrExpression(Parser.java:1646)
        at org.codehaus.janino.Parser.parseConditionalExpression(Parser.java:1627)
        at org.codehaus.janino.Parser.parseAssignmentExpression(Parser.java:1607)
        at org.codehaus.janino.Parser.parseExpression(Parser.java:1593)
        at org.codehaus.janino.ExpressionEvaluator.makeStatements(ExpressionEvaluator.java:255)
        at org.codehaus.janino.ScriptEvaluator.cook(ScriptEvaluator.java:454)
        at org.codehaus.janino.ScriptEvaluator.cook(ScriptEvaluator.java:345)
        at org.codehaus.janino.SimpleCompiler.cook(SimpleCompiler.java:194)
        at org.codehaus.commons.compiler.Cookable.cook(Cookable.java:80)
        at org.codehaus.commons.compiler.Cookable.cook(Cookable.java:72)
        at org.codehaus.janino.ExpressionEvaluator.<init>(ExpressionEvaluator.java:100)
        at org.aido.atp.TrendTradingAgent.evalLogic(TrendTradingAgent.java:612)
        at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:345)
        at java.lang.Thread.run(Thread.java:722)

[Nova!]

I don't have a copy of the code right now.  But it looks like the trend trading agent is trying to compile something or another.  Check that whatever it is compiling is complete, it almost looks like it ran into a corrupted file somehow.

[Askit2]

Since this is the only error I couldn't thus far ignore or fix. I can ignore MTGoX, and apparently I missed a logic operator when redoing my bids and asks.

Code:

2013-04-18 00:09:05,889 ←[34m:←[0;39m BTC-eTrend following trade agent is attempting
to sell BTC 0.02253166 of BTC 0.15021104 available
2013-04-18 00:09:05,889 ←[1;31m:←[0;39m ERROR: Caught unexpected exception, shutting
down BTC-e trend following trading agent now!. Details are listed below.
java.lang.UnsupportedOperationException: Market orders not supported by BTCE API.
        at com.xeiam.xchange.btce.service.trade.polling.BTCEPollingTradeService.place
MarketOrder(BTCEPollingTradeService.java:68)
        at org.aido.atp.TrendTradingAgent.marketOrder(TrendTradingAgent.java:554)
        at org.aido.atp.TrendTradingAgent.evalAsk(TrendTradingAgent.java:432)
        at org.aido.atp.TrendTradingAgent.run(TrendTradingAgent.java:344)
        at java.lang.Thread.run(Unknown Source)
2013-04-18 00:09:12,001 ←[34m:←[0;39m BTC-e High RUR :-  Last: RUR 2979.9 | Bid: RUR

Same error on newest version.
Can anyone successfully use BTCe? As I see it that error pretty decisively means I can't trade on BTCe.

[Aido]

Still if you could start refactoring out the Isis name from the code base (even just a search and replace) that would be a very positive thing for me from a legal standpoint.

I did a quick search and the only reference to Isis is in the README:

Aido ATP is forked from IsisATP courtesy of the Open Payment Alliance

[Aido]

upgraded to java 1.7

was able to start the bot in simulation mode

kept getting this error
.
.
.

But it looks like the trend trading agent is trying to compile something or another.  Check that whatever it is compiling is complete, it almost looks like it ran into a corrupted file somehow.

Nova is probably correct. I think it is trying to compile your trading logic and failing. Please double check that you don't have a typo in your logic. Post it here or PM me if you wish and I'll have a look.

[Aido]

Same error on newest version.
Can anyone successfully use BTCe? As I see it that error pretty decisively means I can't trade on BTCe.

I think that to fix this one we would need to use the latest version i.e. development branch of XChange. I am reluctant to do this until XChange release a more stable 1.6.0 version.

However, I may create a development/unstable branch of AidoATP and use the development branch of XChange in there instead.