Isis ATP [Automated Trading Platform] - Discussion

[Askit2]

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.

Not saying your wrong but wouldn't it take 2 if statements to sort out transactions heading to BTCe and then fab up a limit order by deciding if its a bid or an ask based then use the bid or ask price that opposes the one you are trying to trade? Since I don't know XChange I am assuming that if you send the code a limit order it would pass on a limit order. I likely have that very wrong.

Thank You for your hard work!

[comal]

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.

well i am completle new to this and just found today this great project
i get the same error about btc-e

would it be bad to have mtgox and btc-e active in the same time or should i better have only one of them active?
thanks a lot

[meowmeowbrowncow]

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

Getting same issue.  Win 7 64 bit.

Updated the java sec strength policies.  No change.

Downloaded Mtgox 509 der cert and imported in to java cacerts.  No change.

Copied the security dir from jre/lib to jdk/lib (likely a documentation typo at oracle).  No change.

[comal]

i have this now since my first post here running, but it did never trade anything, does it just take more time or is it because i have to less bitcoins?
is there some minimum bitcoins i need?

[Rawted]

i have this now since my first post here running, but it did never trade anything, does it just take more time or is it because i have to less bitcoins?
is there some minimum bitcoins i need?

what are your limits set at?

[comal]

i have this now since my first post here running, but it did never trade anything, does it just take more time or is it because i have to less bitcoins?
is there some minimum bitcoins i need?

what are your limits set at?

I took the values from the suggested settings in the readme, but i have not much BTC 0.13 i should hire a bodyguard
it would be great if it works also on btc-e there i have almost a fortune in btc and even a few $

Code:

<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<!DOCTYPE map SYSTEM "http://java.sun.com/dtd/preferences.dtd">
<map MAP_XML_VERSION="1.0">
  <entry key="AskLogic" value="ADS_Down &amp;&amp; EMA_Up &amp;&amp; SMA_Up"/>
  <entry key="BTC-eApiKey" value="key"/>
  <entry key="BTC-eSecretKey" value="secret ;)"/>
  <entry key="BidLogic" value="ADS_Up &amp;&amp; EMA_Down &amp;&amp; SMA_Down"/>
  <entry key="LocalCurrency" value="USD"/>
  <entry key="LongMACDTickSize" value="26"/>
  <entry key="MaxBTC" value="100"/>
  <entry key="MaxLocal" value="100000"/>
  <entry key="MaxLoss" value="0.25"/>
  <entry key="MaxTickAge" value="60"/>
  <entry key="MinBTC" value="0.01"/>
  <entry key="MinLocal" value="0.1"/>
  <entry key="MinTickSize" value="16"/>
  <entry key="MtGoxApiKey" value="key"/>
  <entry key="MtGoxSecretKey" value="secret ;)"/>
  <entry key="PollingInterval" value="25"/>
  <entry key="RiskAlgorithm" value="1"/>
  <entry key="ShortMACDTickSize" value="12"/>
  <entry key="ShortMATickSize" value="17"/>
  <entry key="SigLineMACDSize" value="9"/>
  <entry key="TargetProfit" value="0.10"/>
  <entry key="TradingFee" value="0.006"/>
  <entry key="UseArbitrage" value="1"/>
  <entry key="UseBTC-e" value="0"/>
  <entry key="UseBitcoinCentral" value="0"/>
  <entry key="UseBitstamp" value="0"/>
  <entry key="UseCampBX" value="0"/>
  <entry key="UseMtGox" value="1"/>
  <entry key="UseTrend" value="1"/>
</map>

it is nonstop running, a few times i did see a message that it couldn't trade because "was less than the configured limit of BTC 0.01"

edit:
right now it would like to buy btc but thats not possible since there are no $ on mtgox, but could i use that info to buy BTC with my $ at btc-e and when the trader engine would like to sell them again i do that on btc-e?
or is that far away from any sense?

[alexcamp]

Does this .jar file only runs on Linux?

[Aido]

Does this .jar file only runs on Linux?

No, it should run on any OS that supports Java 7.

[alexcamp]

Well I have the java runtime 7 installed and I can't run the file, says file corrupt

running Win7 64

[Aido]

Hi alexcamp,

You seem to be the only one reporting a corrupt jar file so the problem must be local to you. Have you tried downloading the jar a second time and trying again?

What command are you using to run?

Can you post the exact error message you get please.

[comal]

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)

[Askit2]

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.

[comal]

well so i guess btc-e will not work, i will have to stick with my bad trading skills
has anyone a tip for trading with a tiny btc fortune?
on mt gox the trading platform did not make one order

sorry for re asking

[Askit2]

Well it does look like I am way wrong on the if statements. Although they could be added. There is on way to force Xchange to do a limit order.....
Seems odd to say its supported and have it broken at the same time.

This was an Xchange comment not an ATP comment. ATP is trying Xchange is dying.

[bit-fxtrader]

is it possible to put limit order at the bid with one click with this platform? Or does it make the placing of limit orders easier?

[ewibit]

it would be great if it works also on btc-e there i have almost a fortune in btc and even a few $

btc-e (or any other as mtgox) has never worked for me...

[comal]

it would be great if it works also on btc-e there i have almost a fortune in btc and even a few $

btc-e (or any other as mtgox) has never worked for me...

so its not likely that it will ever work
or are there some secret plans?
i have not much to offer but i would donate a share of the profits, just be aware its not much i have

[Askit2]

Posted a message here

https://bitcointalk.org/index.php?topic=136989.0

I would suppose since that portion of the ATP isn't actually developed or maintained here it would be best to either let the peeps know by github or bitcointalk. Though I am betting bitcointalk isn't the best way.

[Aido]

A lot of exchange issues have been reported on ATP lately. Unfortunately my employer has sent me on a foreign assignment so, long story short, my ability to investigate and hopefully fix some of these issues is hampered.

I hope to be back home next week and hopefully I will have some time to look into these.

[meowmeowbrowncow]

Re:  XChange/PXIX SSL/TSL handshake traceback error for new users.

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

Ok, I've made slight progress re: the SSL/TLS handshake issue with the XChange library used in ATP.


After importing the entire SSL cert chain from both

1.  mtgox.com
2.  https://data.mtgox.com


To java cacerts, version 1.7_u13 64 bit, I no longer receive the PXIX/handshake/xchange traceback.

you'll need to download and install java SE 7 update 13. 

Use your browser to download all of the CA and site certs (In Chrome you can do this by downloading in .P7B format when viewing the cert properties).  Then, for Windows you'll need to import the P7B in to the Certificate manager, then perform an export of all of the CA and site certs to individual x509 DER files.

Use java's keytool utility to import each cert.

Confirmed working.