Gekko - a javascript trading bot and backtesting platform

[whydifficult]

I'd be more interested in this if it could track the price on the same exchange as the one being traded on.  Personal choice is to not have anything to do with MtGox, so anything that can work strictly with CampBX, or BTC-e, would be best.

Every day I'm getting the feeling more and more people feel the same way. Gekko currently does not support this but will in the future, stay tuned!

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[Gimmoroy]

I'd be more interested in this if it could track the price on the same exchange as the one being traded on.  Personal choice is to not have anything to do with MtGox, so anything that can work strictly with CampBX, or BTC-e, would be best.

Every day I'm getting the feeling more and more people feel the same way. Gekko currently does not support this but will in the future, stay tuned!

Orders in trade :

mtGOX          ~$5.5M
bitstamp        ~$1M
btc-e             ~$100K
campbx          ~$50K

hehe...
 

[JTM29]

Would be cool if it could email me when a trend occurs, don't know if this is possible or not?

Been running it for a day now and nothing has been happening, just been holding, I guess its because the market is pretty stable at the moment 

[dwolfman]

Orders in trade :

mtGOX          ~$5.5M
bitstamp        ~$1M
btc-e             ~$100K
campbx          ~$50K

hehe...
 

Won't mean much if I'm effectively blocked from using MtGox if the lawsuit goes badly for them or if more than just the DHS seizure of their account at Dwolla happens.

As it is I'm not willing to take that risk any more.  I'll trade elsewhere, thank you.

And I'm glad you are looking to make what the source of the ticker is configurable, whydifficult. 

[Gimmoroy]

So maybe bitstamp?

[rikigst]

Hi, I'm getting this error upon install:

Code:

info installOne mtgox-apiv2@1.0.1
verbose installOne cb mtgox-apiv2@1.0.1
ERR! Unsupported
ERR! Not compatible with your version of node/npm: mtgox-apiv2@1.0.1
ERR! Required: {"node":"~0.10"}
ERR! Actual:   {"npm":"1.1.4","node":"0.6.19"}
ERR! 
ERR! System Linux 3.8.0-21-generic
ERR! command "/usr/bin/nodejs" "/usr/bin/npm" "install"
ERR! cwd /home/riccardo/gekko
ERR! node -v v0.6.19
ERR! npm -v 1.1.4
ERR! code ENOTSUP
ERR! message Unsupported
ERR! errno {}
verbose exit [ 1, true ]

Any idea?
Thanks

[Lucko]

Just a idea. Detect mtgox lag and sell when it is hi enough and buy when it is low enough + some time as a additional strategy. Of course not on a mtgox but on some other exchange...

[whydifficult]

Would be cool if it could email me when a trend occurs, don't know if this is possible or not?

Been running it for a day now and nothing has been happening, just been holding, I guess its because the market is pretty stable at the moment 

Good idea, also would be really easy to implement. Added it to my list.

So maybe bitstamp?

Yep, it's on the list of exchanges I need to add!

Hi, I'm getting this error upon install:

Code:

...

Any idea?
Thanks

It is saying that `mtgox-apiv2` (a dependency of Gekko) needs a more recent version of nodejs. It needs a version above 0.10 and you have 0.6.19 installed.

Quick tip: you can install something like nvm to easiliy manage and install new versions of nodejs.

Just a idea. Detect mtgox lag and sell when it is hi enough and buy when it is low enough + some time as a additional strategy. Of course not on a mtgox but on some other exchange...

So you mean when the lag at Mt. Gox is really high trade at other exchanges beacause Mt. Gox is lagging? Because what information can we get from knowing that the lag is really big? Also all the times Mt. Gox is not under stress the the lag is low.

[Lucko]

Just a idea. Detect mtgox lag and sell when it is hi enough and buy when it is low enough + some time as a additional strategy. Of course not on a mtgox but on some other exchange...

So you mean when the lag at Mt. Gox is really high trade at other exchanges beacause Mt. Gox is lagging? Because what information can we get from knowing that the lag is really big? Also all the times Mt. Gox is not under stress the the lag is low.

Well usually big lag(or dos) at Mt.Gox means panic on all exchanges and the moment I see price drop and hi lag I sell(at BTC-e). Than I wait. Usually you see a big drop but then you will see also a bounce. If you are good enough to buy just before the bounce you are golden... So maybe lag can be a trigger to look for price drop and then you start looking for a bounce not just looking for lag getting smaller on Mt.Gox. This is what I saw happening... I know it is idiotic but that is what it is happening... My guess it that that way the price is manipulated. If you attack the biggest you need less money to change the price.

EDIT: I also looking for buy walls to figure out where the bounce will happen... You just must figure out which will hold.

[San1ty]

Hi,

I love Node.JS, and I will definitely give Gekko a try.
I'm mostly trading on Bitstamp, so a priority request for me would be bitstamp support.

I could easily write my own bot giving advice on current price trend, but what I would be struggling with is automated trading, I'm wondering how you would implement a situation like this (taking into account the capabilities of the bitstamp API):

https://www.bitstamp.net/api/

Every new interval depending on the interval size, my bot would look at the previous interval close and determine a buy, sell, hold signal. If my bot discovers a buy signal, I would want to buy at the close of the previous interval:

So I use the bitstamp API and fill in a BUY LIMIT ORDER at the price of the previous close (BITSTAMP doesn't support BUY MKT).

Now either, my order gets filled for the quantity I want, or there isn't enough available at that moment.

How would you deal with that? Only buy the quantity that is available at that price by first looking at the order book? Or buy more at a higher price? What would your threshold be?

PS:
Your trading method is actually MACD.

Regards,

[whydifficult]

Big update!

I've implemented some new features yesterday, the bot has been running overnight but it still needs a lot of more testing to determine how stable it is.

Gekko is now able to watch trends at BTC-e

It appears that it is not possible to get historical data from BTC-e, so when you set it to watch btc-e Gekko will use data from bitcoincharts instead. You can set Gekko to watch and trade at these different currencies at the moment: USD, EUR and RUR.

Gekko cannot handle altcoins at the moment because I can't find any datasource (API) for them.

Gekko can now automatically mail you on new advice

This currently only works for Gmail and Google apps accounts. To enable this you need to set your email in address, you also have to provide your email password because Gekko will use your email address to send mails to yourself.

Make sure you've looked at the code before you provide your email address and password. Under the hood Gekko uses the emailjs module to send the email. Gekko is in NO way able to read your email or whatever and your email address and password are only sent to the gmail servers (over SSL).

(I don't like this solution very much, but I'm also not comfortable with shipping an API key for a service like Sendgrid. If anybody has a better idea that works cross platform, please let me know)

You can set the new features in Gekko's config.

Helping with Gekko

To stabilise Gekko and remove all bugs we need a lot of testing. If you are interested in Gekko you could set it up in your system and let it run (without auto trading disabled for example), this would speed up the process by a lot!

Well usually big lag(or dos) at Mt.Gox means panic on all exchanges and the moment I see price drop and hi lag I sell(at BTC-e). Than I wait. Usually you see a big drop but then you will see also a bounce. If you are good enough to buy just before the bounce you are golden... So maybe lag can be a trigger to look for price drop and then you start looking for a bounce not just looking for lag getting smaller on Mt.Gox. This is what I saw happening... I know it is idiotic but that is what it is happening... My guess it that that way the price is manipulated. If you attack the biggest you need less money to change the price.

EDIT: I also looking for buy walls to figure out where the bounce will happen... You just must figure out which will hold.

The way Gekko is setup is that it implements trading methods. Right now it only knows about EMA. With the rules you are describing the best way to go would be to create a new trading method. Before we can go at this we do need all the rules clearly defined. I would have to give this idea some thought.

Hi,

I love Node.JS, and I will definitely give Gekko a try.
I'm mostly trading on Bitstamp, so a priority request for me would be bitstamp support.

I could easily write my own bot giving advice on current price trend, but what I would be struggling with is automated trading, I'm wondering how you would implement a situation like this (taking into account the capabilities of the bitstamp API):

https://www.bitstamp.net/api/

Every new interval depending on the interval size, my bot would look at the previous interval close and determine a buy, sell, hold signal. If my bot discovers a buy signal, I would want to buy at the close of the previous interval:

So I use the bitstamp API and fill in a BUY LIMIT ORDER at the price of the previous close (BITSTAMP doesn't support BUY MKT).

Now either, my order gets filled for the quantity I want, or there isn't enough available at that moment.

How would you deal with that? Only buy the quantity that is available at that price by first looking at the order book? Or buy more at a higher price? What would your threshold be?

PS:
I read you have no real trading experience and you are using the bot currently live, note that EMA is an extremely simple indicator and is most likely to not turn up a lot of profit.

Regards,

Thanks! Note that Gekko is at this moment in no way an advanced trading bot. I also would like bitstamp in there, but because of the problem you are describing and the fact that there is no NPM module for bitstamp at this moment (I would have to create my own, not hard at all but it takes some time).

I'm still figuring out a decent way to solve the problem you are describing (BTC-e has the same problem). I was thinking of determining the price based on the last trades and the way the trend is heading at what speed. But that would be pretty dangerous as Gekko is not only speculating what is going to happen but also at what price it should buy.

I think there will be a threshold that determines (when buying for example) a higher price (more sure to get filled but less profitable). I don't think there is historical data about the order book which makes backtesting not really possible (have to look into this per exchange). I also think Gekko should monitor the orders, if they don't get filled after x minutes it will re try at a different price. (It isn't even doing that right now).

I'm open to suggestions!

About the algo: EMAs popularity is caused by Goomboo. But Gekko is currently setup so that new trading methods could get implemented rather easily: Describe your trading method in Gekko's methods, receive a object which fetches trade data and emit an advice event when you want to buy or sell.

I'm open to suggestions, what method would you like to see in Gekko?

[davider]

Thank you!

Regarding altcoin hystorical data, what about storing locally for few hours the BTC-E ticker and only then enable trading?
https://btc-e.com/api/2/ltc_usd/ticker

It's not very elegant but it should be effective. Another dirty hack could be the scraping of cryptcoincharts

http://www.cryptocoincharts.info/period-charts.php?period=2-days&resolution=hour&pair=ltc-usd&market=btc-e

Inside the page source:
var data = google.visualization.arrayToDataTable([["Date","L","O","C","H"],["2013-05-20 17h",3.0109,3.0149,3.023,3.029],["2013-05-20 18h",2.98,3.0229,2.9817,3.033],["2013-05-20 19h",2.96,2.9817,2.97011,3],["2013-05-20 20h",2.97011,2.989,2.98,3.0183],["2013-05-20 21h",2.94,2.9801,2.95699,3.00979],["2013-05-20 22h",2.94951,2.9799,2.9583,2.9799],["2013-05-20 23h",2.95249,2.95831,2.96,2.9799],["2013-05-21 00h",2.9543,2.97768,2.9736,2.98021],["2013-05-21 01h",2.9,2.9551,2.93,2.9734],["2013-05-21 02h",2.9,2.9034,2.93102,2.94943],["2013-05-21 03h",2.88,2.9,2.88,2.94],["2013-05-21 04h",2.85,2.9,2.89,2.90854],["2013-05-21 05h",2.8703,2.899,2.94,2.95],["2013-05-21 06h",2.9,2.94,2.91869,2.94999],["2013-05-21 07h",2.91245,2.91374,2.91572,2.93435],["2013-05-21 08h",2.89151,2.91572,2.909,2.9329],["2013-05-21 09h",2.9001,2.9001,2.918,2.92],["2013-05-21 10h",2.9001,2.918,2.9001,2.92],["2013-05-21 11h",2.892,2.9001,2.9042,2.92],["2013-05-21 12h",2.8765,2.90438,2.9,2.9189],["2013-05-21 13h",2.88019,2.9003,2.89,2.91173],["2013-05-21 14h",2.88,2.88,2.89986,2.906],["2013-05-21 15h",2.89,2.89986,2.94,2.94998],["2013-05-21 16h",2.8901,2.94987,2.943,2.94987],["2013-05-21 17h",2.93,2.943,2.949,2.969],["2013-05-21 18h",2.93,2.939,2.955,2.965],["2013-05-21 19h",2.93112,2.955,2.95,2.96],["2013-05-21 20h",2.938,2.951,2.95,2.9649],["2013-05-21 21h",2.8902,2.9388,2.9254,2.95],["2013-05-21 22h",2.91019,2.918,2.93406,2.945],["2013-05-21 23h",2.9,2.921,2.93807,2.94242],["2013-05-22 00h",2.91,2.912,2.94451,2.95],["2013-05-22 01h",2.936,2.94451,2.936,2.95903],["2013-05-22 02h",2.92957,2.936,2.93,2.947],["2013-05-22 03h",2.92962,2.9298,2.92962,2.94489],["2013-05-22 04h",2.9175,2.92962,2.92695,2.94],["2013-05-22 05h",2.9171,2.925,2.954,2.95842],["2013-05-22 06h",2.95,2.954,2.95,2.959],["2013-05-22 07h",2.9098,2.95001,2.92,2.95835],["2013-05-22 08h",2.90203,2.91,2.90215,2.92898],["2013-05-22 09h",2.902,2.90203,2.92485,2.92485],["2013-05-22 10h",2.91,2.92485,2.91402,2.94],["2013-05-22 11h",2.913,2.91402,2.92578,2.928],["2013-05-22 12h",2.913,2.92578,2.9309,2.93499],["2013-05-22 13h",2.913,2.93,2.9131,2.93],["2013-05-22 14h",2.91305,2.92085,2.92795,2.92944],["2013-05-22 15h",2.91102,2.915,2.91894,2.93],["2013-05-22 16h",2.91893,2.92966,2.93,2.93]]);

[davider]

I found another source for LTC on BTC-E, this is better, 72 hours, 10 minutes intervals

http://ltc.block-explorer.com/charts/BTC-E/candlestick
http://ltc.block-explorer.com/data/BTC-E/ohlc

http://ltc.block-explorer.com/charts/BTC-E/line
http://ltc.block-explorer.com/data/BTC-E/lha

[davider]

In the meantime I'm testing it on BTC-E with BTC/USD.

I'm quite bullish with BTC, could you add an option to calculate profits in BTC instead of USD? 

[whydifficult]

Thank you!

Regarding altcoin hystorical data, what about storing locally for few hours the BTC-E ticker and only then enable trading?
https://btc-e.com/api/2/ltc_usd/ticker

It's not very elegant but it should be effective. Another dirty hack could be the scraping of cryptcoincharts

http://www.cryptocoincharts.info/period-charts.php?period=2-days&resolution=hour&pair=ltc-usd&market=btc-e

Inside the page source:
…

I found another source for LTC on BTC-E, this is better, 72 hours, 10 minutes intervals

http://ltc.block-explorer.com/charts/BTC-E/candlestick
http://ltc.block-explorer.com/data/BTC-E/ohlc

http://ltc.block-explorer.com/charts/BTC-E/line
http://ltc.block-explorer.com/data/BTC-E/lha

Thanks for the research! I don't think it's a good idea to put a scraper in Gekko: It's not really nice towards the website and if they change a tiny thing in the HTML everyone has got a non working trade bot until I fix Gekko and everyone updates (manually).

The good news is that `ltc.block-explorer.com` pulls the data from an API (as you've shown). However I can't find any documentation on the API, so I don't think it's wise to use this private API for the same reasons. I think I will email the guys behind the site to ask.

In the meantime I'm testing it on BTC-E with BTC/USD.

I'm quite bullish with BTC, could you add an option to calculate profits in BTC instead of USD?  

Cool, thanks for testing! Let me know if Gekko runs in to any trouble. I've also got Gekko running on BTC-e since the last update (almost 24h) and it just passed a threshold:



(and the math seems to add up)

(ADVICE) 2013-05-22 21:36:51 HOLD @ 117.100 (0.191)
(PROFIT REPORT) 2013-05-22 21:36:51 -0.176% profit (in 1 trades)
(ADVICE) 2013-05-22 21:56:53 HOLD @ 117.500 (0.235)
(PROFIT REPORT) 2013-05-22 21:56:53 0.165% profit (in 1 trades)
(ADVICE) 2013-05-22 22:16:52 HOLD @ 117.088 (0.231)
(PROFIT REPORT) 2013-05-22 22:16:52 -0.187% profit (in 1 trades)
(ADVICE) 2013-05-22 22:36:52 BUY @ 117.515 (0.258)
(PROFIT REPORT) 2013-05-22 22:36:52 0.177% profit (in 2 trades)
2013-05-22 22:36:52 NOW going to BUY @ BTC-E
2013-05-22 22:36:54 Send advice via email.

As for the feature: Simple request and I hope I'm able to do it tonight, else tomorrow

[teamnigel]

Whoa this thing is amazing. I've got it running on my VPS using forever and I tweaked the email a bit so it's short enough to be forwarded to my phone.

One thing I've noticed is that when it does to buy at BTCe, it will say "now buying" but nothing actually happens. Not sure if the same thing happens on Gox, because I hate it.

Thanks a lot for this, you inspired me to make something similar to this using Java for altcoins, but I'm doing something wrong with the EMAs.

[whydifficult]

Update

• The profit calculating options are now configurable.
• Gekko now supports Bitstamp (alpha stage).

This means that Gekko now supports the three biggest exchanges. The auto buying and selling should be considered alpha (but is more stable than the BTC-e counterpart I think).

Whoa this thing is amazing. I've got it running on my VPS using forever and I tweaked the email a bit so it's short enough to be forwarded to my phone.

One thing I've noticed is that when it does to buy at BTCe, it will say "now buying" but nothing actually happens. Not sure if the same thing happens on Gox, because I hate it.

Thanks a lot for this, you inspired me to make something similar to this using Java for altcoins, but I'm doing something wrong with the EMAs.

Thanks!

Gekko is really early stage at the moment and one of the biggest issues at the moment are automatic placing orders on exchanges that don't support MKT orders through their API. Gekko also isn't keeping track of the orders, it's basically fire and forget (really unacceptable for a trade bot). Gekko doesn't have this problem at Mt. Gox because it will place a MKT order and Mt. Gox will figure out what the market price is and make sure the order gets filled.

So the biggest todo will be to improve this and make sure that when Gekko detects a trend it will make sure all it's orders are filled at all supported exchanges.

I'm really curious on you are going to solve some of the problems I'm running into (like altcoins data for example, see couple of post above). My goal for Gekko, besides learning, is to improve the quality of the open source trade bots out there .

[teamnigel]

Yeah the only altcoin data I can get are the last 40 or so candles on BTC-e's home page for the altcoin, which only covers 24 hours... Sucks.

[keewee]

Hi, I left this running in demo mode over the weekend while I was away from the computer and returned to find this message "(PROBLEM) 2013-05-27 09:06:06 Server responded with an error or no data, sleeping" repeating four times in sequence, once a minute. I waited for the next trade to take place and found that the last price seemed to be up to date. I restarted it and it reconnected immediately. This has not recurred so far (about 1.5 hours runtime).
Is it able to reconnect if the connection is lost? Should it have in this instance?

[whydifficult]

Hi, I left this running in demo mode over the weekend while I was away from the computer and returned to find this message "(PROBLEM) 2013-05-27 09:06:06 Server responded with an error or no data, sleeping" repeating four times in sequence, once a minute. I waited for the next trade to take place and found that the last price seemed to be up to date. I restarted it and it reconnected immediately. This has not recurred so far (about 1.5 hours runtime).
Is it able to reconnect if the connection is lost? Should it have in this instance?

Thanks for trying it out!

Well there was a bug in Gekko since around friday: Because of wrong error handling every try to buy/sell would result in Gekko trying to refetch trade data with the error message above (instead of buying/selling again). This is fixed now so you should download the latest version.

Also check that the default currency in your Mt. Gox account is USD. Gekko will support all currencies supported by Mt. Gox in the near future. But for now you have to set the default currency to USD or disable real trading.

----

I am currently adding a portfolio manager that will take care of a lot of trade things that are really messy now:

• Proper buy and sell order on BTC-e and Bitstamp by first checking the lowest ask / highest bid. And checking afterwards wether the order went through and if not retry.
• Better error handling, verifying real trade settings
• Better profit tracking based on your real portfolio instead of virtual balance

Community Request

It is not fully working yet but with this portfolio manager I am proposing a universal way at which different exchanges could be implemented the same way through different (javascript) projects. I am talking about the `portfolio managers expectations` and the `trading method expectations` as described in docs/Exchanges.md. I think standards like this would really speed up the development of different projects. If anybody has any ideas of things that need to be different / added to the document please let me know (or submit a pull request if you are a developer).