Isis ATP [Automated Trading Platform] - Discussion

[Ianwhitbread]

Just seems strange

That the main website is up

And I am just getting errors on the API

502 gateway error. Would seem to be an internal fault, no?

[1714038065]

1714038065

[1714038065]

1714038065

[1714038065]

1714038065

[Aido]

New commit to github now available:

commit 6d26f893a4340c55898fa3691464367d21eeee1f

    Built with XChange 1.6.0

I recommend disabling CampBX for the time being. The CampBX API does not provide timestamp or volume info. I have fixed the timestamp problem (had same problem with the Bitstamp exchange) but need to think how to tackle a null value for volume. As it stands a null volume value is causing the CampBX exchange thread to crash.

[Ianwhitbread]

Thank you API seems to be back up and running

lets get  the testing on

[Aido]

Thank you API seems to be back up and running

For my next trick, now that XChange 1.6.0 has improved Streaming API functionality, I will re-enable the MtGox streaming ticker in AidoATP. Hopefully this will give a more stable connection to API.

[meowmeowbrowncow]

Are you getting DEBUG HTTP response 200 messages from MtGox with Xchange 1.6?  Seems that mmazi.rescu is catching 200 codes on each post/get to MtGox.  I suppose Xchange is doing the error handling.

Pretty annoying that I don't see any flags in the Xchange documentation to modify debug levels for HTTP responses.

These debug messages can to be disabled by editing the logback.xml file.

Thanks for the info and the 1.6 update.

[KillaGT]

we got an update? downloaded aido completely new, don't get it to work with btc-e ...same error as befor =(

--------------------------------

2013-05-02 11:20:47,793 ←[1;31m:←[0;39m ERROR: Caught unexpected exception, shut
ting 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:71)
        at org.aido.atp.ArbitrageEngine.executeTrade(ArbitrageEngine.java:174)
        at org.aido.atp.ArbitrageEngine.run(ArbitrageEngine.java:111)
        at java.lang.Thread.run(Unknown Source)

--------------------------------

and it seems there is a problem with the Ticker Data from TRC, too....in my other installation TRC, PPC and NMC got ignored....now it says it cannot collect TRC Ticker Data and actually cannot calculate profit/loss -> i'm in simulation mode and it simulates absolutely nothing because of this announcement with the ticker data's =(

[comal]

same here still no luck with btc-e

2013-05-02 16:22:18,409 : 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.placeMarke tOrder(BTCEPollingTradeService.java:71)
   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)

[Aido]

same here still no luck with btc-e

aw crap! I was hoping XChange 1.6.0 would fix it. I hadn't time to analyse the changes in it so just has fingers crossed.

I may have to do something in AidoATP instead to work around this.

[KillaGT]

what about the simulation mode? any tweaks known to fix the error with the trc ticker?

[Aido]

any tweaks known to fix the error with the trc ticker?

I thought I had fixed the error with the TRC ticker! Obviously not.

The following code in the AccountManager says do not launch TRC ticker:

Code:

if(!currency.getCode().equals("BTC") && !currency.getCode().equals("NMC") && !currency.getCode().equals("LTC") && !currency.getCode().equals("PPC") && !currency.getCode().equals("TRC") && !currency.getCode().equals("NVC") && !(exchangeName.equals("BitcoinCentral") && (currency.getCode().equals("CAD") || currency.getCode().equals("INR"))) ) {
 Thread tickermanagerManagerThread = new Thread(tickerThreadGroup,TickerManager.getInstance(exchangeName,currency));
 tickermanagerManagerThread.start();
}

Note the !currency.getCode().equals("TRC")

Refresh my memory, what's the error message?

[KillaGT]

want to re-proceed this error, but get another trouble in paradise =D

-------------------------

2013-05-02 21:28:18,138 ←[31m:←[0;39m Ignoring unknown currency FTC
2013-05-02 21:28:18,138 ←[1;31m:←[0;39m ERROR: Caught unexpected BTC-e exception
, ticker manager shutting down now!. Details are listed below.
org.joda.money.IllegalCurrencyException: Unknown currency 'Eur'
        at org.joda.money.CurrencyUnit.of(CurrencyUnit.java:213)
        at org.joda.money.CurrencyUnit.getInstance(CurrencyUnit.java:310)
        at org.aido.atp.ArbitrageEngine.<init>(ArbitrageEngine.java:68)
        at org.aido.atp.ArbitrageEngine.getInstance(ArbitrageEngine.java:57)
        at org.aido.atp.TickerManager.checkTick(TickerManager.java:165)
        at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:5
6)
        at org.aido.atp.TickerManager.run(TickerManager.java:91)
        at java.lang.Thread.run(Unknown Source)

------------------------

cannot simulate the trc ticker error again, but it said that it cannot calculate profit/loss because there's no ticker data of trc collected...it hangs on this statement for at least 2 hours until i closed the window =/

-> the text below is the new error i'm gettin =/ -> landing directly in my command line after this

[Ianwhitbread]

And I am getting this error

Had no trades today 
Which kinda sucks


2013-05-02 21:00:03,398 : DEBUG org.aido.atp.TrendTradingAgent [Thread-5824] - Bitstamp: Long MACD: USD 104.76149180 | Short MACD: USD 104.98185025 | MACD Line: USD 0.22035845 | MACD Signal Line: USD 0.26409241
2013-05-02 21:00:03,398 : INFO  org.aido.atp.TrendTradingAgent [Thread-5824] - Bitstamp MACD has determined that the USD market is trending up.
2013-05-02 21:00:03,398 : INFO  org.aido.atp.TrendTradingAgent [Thread-5824] - Bitstamp MACD algorithm has determined that the USD MACD Line is below the MACD Signal Line.
2013-05-02 21:00:03,398 : DEBUG org.aido.atp.TrendTradingAgent [Thread-5824] - Ask Logic: VWAPCross_Up && MACD_Positive && MACD_Up
2013-05-02 21:00:03,399 : DEBUG org.aido.atp.TrendTradingAgent [Thread-5824] - Bid Logic: VWAPCross_Down && MACD_Negative && MACD_Down
2013-05-02 21:00:03,406 : INFO  org.aido.atp.TrendTradingAgent [Thread-5824] - Bitstamp Trend following trading agent has decided no USD action will be taken

[Aido]

org.joda.money.IllegalCurrencyException: Unknown currency 'Eur'

By any chance are you using 'Eur' instead of 'EUR' as the local currency in your configuration?

[Aido]

And I am getting this error
.
.
2013-05-02 21:00:03,406 : INFO  org.aido.atp.TrendTradingAgent [Thread-5824] - Bitstamp Trend following trading agent has decided no USD action will be taken

That isn't an error. It probably means that the trading logic or limits you have set are too restrictive for current market conditions.

[Ianwhitbread]

Makes sense

I need to put some money is my Bitstamp and Mtgox
 But do have 1.8 bitcoins in Mtgox. And about 50p in cash

Hopefully Mtgox will merge my two mtgox accounts

Then I will some cash and BitCoin to play with

[Aido]

2013-05-02 21:28:18,138 ←[31m:←[0;39m Ignoring unknown currency FTC

I presume FTC is FeatherCoin? This should not cause a problem as it seems AidoATP is just ignoring it. I will however put in some code so that even the ignore message doesn't appear i.e. add !currency.getCode().equals("FTC") to the section of code mentioned 2 or 3 posts back

Code:

if(!currency.getCode().equals("BTC") && !currency.getCode().equals("NMC") && !currency.getCode().equals("LTC") && !currency.getCode().equals("PPC") && !currency.getCode().equals("TRC") && !currency.getCode().equals("NVC") && !(exchangeName.equals("BitcoinCentral") && (currency.getCode().equals("CAD") || currency.getCode().equals("INR"))) ) {
 Thread tickermanagerManagerThread = new Thread(tickerThreadGroup,TickerManager.getInstance(exchangeName,currency));
 tickermanagerManagerThread.start();
}

[arkaideman]

would it be possible to add an option to remove/adjust the factor that the weight gets reduced by after making successive trades in a trend?  it seems to be missing out on some key trades due to this.

[Ianwhitbread]

One request from me too please

 Ok so I have a problem because aidoATP Never pulls in any data from THB and CNY currencies

Because the markets don't have enough tickets simple due to the lack of activity

Because of this. AidoATP never produces a Profit  and Loss report

So I typed

grep -i  successfully aidoatp.log

To list the successful trades  to manually add up the profit and loss

2013-05-07 00:00:25,938 : INFO  org.aido.atp.TrendTradingAgent [Thread-161] - Successfully sold 0.01385042 BTC at current MtGox USD market price.
2013-05-08 03:21:16,606 : INFO  org.aido.atp.TrendTradingAgent [Thread-5211] - Successfully sold 0.01714286 BTC at current MtGox CAD market price.

Now is it possible to list the trade price instead of using the words market price ?

It would save me loads of time  cross referring to the charts so I don't have to look at price at the time of trade

If you get what I am trying to say?

Or is there just an easier way ?

Thanks

Whitty

[small502]

Ok I'm having a bit of an issue. Whenever i run the simulation version, it'll begin but die suddenly, here's the error:

C:\Users\small502\Desktop\Bitcoin\AidoATP-master\bin>java -jar aidoatp.jar --sim
ulation-mode=true
16:00:33,818 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Could NOT
 find resource [logback.groovy]
16:00:33,818 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Could NOT
 find resource [logback-test.xml]
16:00:33,818 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Found res
ource [logback.xml] at [jar:file:/C:/Users/small502/Desktop/Bitcoin/AidoATP-mast
er/bin/aidoatp.jar!/logback.xml]
16:00:33,836 |-INFO in ch.qos.logback.core.joran.spi.ConfigurationWatchList@6ea4
ce0d - URL [jar:file:/C:/Users/small502/Desktop/Bitcoin/AidoATP-master/bin/aidoa
tp.jar!/logback.xml] is not of type file
16:00:33,901 |-INFO in ch.qos.logback.classic.joran.action.ConfigurationAction -
 debug attribute not set
16:00:33,923 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - About t
o instantiate appender of type [ch.qos.logback.core.ConsoleAppender]
16:00:33,935 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - Naming
appender as [STDOUT]
16:00:33,978 |-INFO in ch.qos.logback.core.joran.action.NestedComplexPropertyIA
- Assuming default type [ch.qos.logback.classic.encoder.PatternLayoutEncoder] fo
r [encoder] property
16:00:34,039 |-INFO in ch.qos.logback.core.ConsoleAppender[STDOUT] - Enabling JA
NSI WindowsAnsiOutputStream for the console.
16:00:34,039 |-WARN in ch.qos.logback.core.ConsoleAppender[STDOUT] - Failed to c
reate WindowsAnsiOutputStream. Falling back on the default stream. ch.qos.logbac
k.core.util.DynamicClassLoadingException: Failed to instantiate type org.fusesou
rce.jansi.WindowsAnsiOutputStream
        at ch.qos.logback.core.util.DynamicClassLoadingException: Failed to inst
antiate type org.fusesource.jansi.WindowsAnsiOutputStream
        at      at ch.qos.logback.core.util.OptionHelper.instantiateByClassNameA
ndParameter(OptionHelper.java:73)
        at      at ch.qos.logback.core.util.OptionHelper.instantiateByClassNameA
ndParameter(OptionHelper.java:42)
        at      at ch.qos.logback.core.ConsoleAppender.getTargetStreamForWindows
(ConsoleAppender.java:94)
        at      at ch.qos.logback.core.ConsoleAppender.start(ConsoleAppender.jav
a:85)
        at      at ch.qos.logback.core.joran.action.AppenderAction.end(AppenderA
ction.java:96)
        at      at ch.qos.logback.core.joran.spi.Interpreter.callEndAction(Inter
preter.java:317)
        at      at ch.qos.logback.core.joran.spi.Interpreter.endElement(Interpre
ter.java:196)
        at      at ch.qos.logback.core.joran.spi.Interpreter.endElement(Interpre
ter.java:182)
        at      at ch.qos.logback.core.joran.spi.EventPlayer.play(EventPlayer.ja
va:62)
        at      at ch.qos.logback.core.joran.GenericConfigurator.doConfigure(Gen
ericConfigurator.java:149)
        at      at ch.qos.logback.core.joran.GenericConfigurator.doConfigure(Gen
ericConfigurator.java:135)
        at      at ch.qos.logback.core.joran.GenericConfigurator.doConfigure(Gen
ericConfigurator.java:99)
        at      at ch.qos.logback.core.joran.GenericConfigurator.doConfigure(Gen
ericConfigurator.java:49)
        at      at ch.qos.logback.classic.util.ContextInitializer.configureByRes
ource(ContextInitializer.java:75)
        at      at ch.qos.logback.classic.util.ContextInitializer.autoConfig(Con
textInitializer.java:148)
        at      at org.slf4j.impl.StaticLoggerBinder.init(StaticLoggerBinder.jav
a:85)
        at      at org.slf4j.impl.StaticLoggerBinder.<clinit>(StaticLoggerBinder
.java:55)
        at      at org.slf4j.LoggerFactory.bind(LoggerFactory.java:128)
        at      at org.slf4j.LoggerFactory.performInitialization(LoggerFactory.j
ava:107)
        at      at org.slf4j.LoggerFactory.getILoggerFactory(LoggerFactory.java:
295)
        at      at org.slf4j.LoggerFactory.getLogger(LoggerFactory.java:269)
        at      at org.slf4j.LoggerFactory.getLogger(LoggerFactory.java:281)
        at      at org.aido.atp.Application.<init>(Application.java:54)
        at      at org.aido.atp.Application.getInstance(Application.java:67)
        at      at org.aido.atp.Application.main(Application.java:75)
Caused by: java.lang.ClassNotFoundException: org.fusesource.jansi.WindowsAnsiOut
putStream
        at      at java.net.URLClassLoader$1.run(Unknown Source)
        at      at java.net.URLClassLoader$1.run(Unknown Source)
        at      at java.security.AccessController.doPrivileged(Native Method)
        at      at java.net.URLClassLoader.findClass(Unknown Source)
        at      at java.lang.ClassLoader.loadClass(Unknown Source)
        at      at sun.misc.Launcher$AppClassLoader.loadClass(Unknown Source)
        at      at java.lang.ClassLoader.loadClass(Unknown Source)
        at      at ch.qos.logback.core.util.OptionHelper.instantiateByClassNameA
ndParameter(OptionHelper.java:60)
        at      ... 24 common frames omitted
16:00:34,040 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - About t
o instantiate appender of type [ch.qos.logback.core.rolling.RollingFileAppender]

16:00:34,042 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - Naming
appender as [FILE]
16:00:34,063 |-INFO in ch.qos.logback.core.rolling.FixedWindowRollingPolicy@7a52
91d9 - Will use gz compression
16:00:34,072 |-INFO in ch.qos.logback.core.joran.action.NestedComplexPropertyIA
- Assuming default type [ch.qos.logback.classic.encoder.PatternLayoutEncoder] fo
r [encoder] property
16:00:34,079 |-INFO in ch.qos.logback.core.rolling.RollingFileAppender[FILE] - A
ctive log file name: aidoatp.log
16:00:34,079 |-INFO in ch.qos.logback.core.rolling.RollingFileAppender[FILE] - F
ile property is set to [aidoatp.log]
16:00:34,083 |-INFO in ch.qos.logback.classic.joran.action.LoggerAction - Settin
g level of logger [com.xeiam.xchange] to WARN
16:00:34,083 |-INFO in ch.qos.logback.classic.joran.action.LoggerAction - Settin
g level of logger [si.mazi.rescu] to WARN
16:00:34,083 |-INFO in ch.qos.logback.classic.joran.action.RootLoggerAction - Se
tting level of ROOT logger to DEBUG
16:00:34,083 |-INFO in ch.qos.logback.core.joran.action.AppenderRefAction - Atta
ching appender named [FILE] to Logger[ROOT]
16:00:34,084 |-INFO in ch.qos.logback.core.joran.action.AppenderRefAction - Atta
ching appender named [STDOUT] to Logger[ROOT]
16:00:34,084 |-INFO in ch.qos.logback.classic.joran.action.ConfigurationAction -
 End of configuration.
16:00:34,086 |-INFO in ch.qos.logback.classic.joran.JoranConfigurator@42e57c4c -
 Registering current configuration as safe fallback point

2013-05-08 16:00:34,119 ←[34m:←[0;39m Aido ATP has started successfully
2013-05-08 16:00:34,127 ←[34m:←[0;39m Entering simulation mode. Trades will not
be executed.
2013-05-08 16:00:34,129 ←[34m:←[0;39m Using trend following to decide some trade
s.
2013-05-08 16:00:34,130 ←[34m:←[0;39m Using arbitrage to decide some trades.
2013-05-08 16:00:34,406 ←[34m:←[0;39m Connecting to Bitstamp Exchange
2013-05-08 16:00:34,416 ←[34m:←[0;39m Connecting to CampBX Exchange
2013-05-08 16:00:34,649 ←[34m:←[0;39m Connecting to MtGox Exchange
2013-05-08 16:00:34,649 ←[34m:←[0;39m Connecting to BTC-e Exchange
2013-05-08 16:00:35,882 ←[31m:←[0;39m WARNING: Testing connection to exchange Mt
Gox
2013-05-08 16:00:36,783 ←[31m:←[0;39m WARNING: Testing connection to exchange Ca
mpBX
2013-05-08 16:00:36,794 ←[31m:←[0;39m WARNING: Testing connection to exchange BT
C-e
Exception in thread "Thread-4" 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.$Proxy8.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)
        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
(Unknown Source)
        at sun.net.www.protocol.http.HttpURLConnection.getOutputStream(Unknown S
ource)
        at sun.net.www.protocol.https.HttpsURLConnectionImpl.getOutputStream(Unk
nown Source)
        at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:177)
        ... 8 more
Caused by: sun.security.validator.ValidatorException: PKIX path building failed:
 sun.security.provider.certpath.SunCertPathBuilderException: unable to find vali
d certification 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 Sour
ce)
        ... 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
 Source)
        at java.security.cert.CertPathBuilder.build(Unknown Source)
        ... 27 more
2013-05-08 16:00:37,421 ←[31m:←[0;39m WARNING: Testing connection to exchange Bi
tstamp

I have no idea what i couldve done wrong

[daybyter]

ssl cert missing in java?