Gekko - a javascript trading bot and backtesting platform

[whydifficult]

Big news Guys: Version 0.1.0 is finally out

Read the OP for all this complete overhaul (previously found in the localDB branch).

New features include:

- Support for: Mt. Gox, BTC-e, Bitstamp, Kraken, CEX.io (and cryptsy soon).
- New indicators: DEMA, MACD and PPO.
- A bunch of fun plugins, like the IRC bot and the mailer.
- Store historical market data automatically on disk.

[itod]

Big news Guys: Version 0.1.0 is finally out

Read the OP for all this complete overhaul (previously found in the localDB branch).

New features include:

- Support for: Mt. Gox, BTC-e, Bitstamp, Kraken, CEX.io (and cryptsy soon).
- New indicators: DEMA, MACD and PPO.
- A bunch of fun plugins, like the IRC bot and the mailer.
- Store historical market data automatically on disk.

This is getting better and better, congrats!

Is there a way to link the entire Ta-Lib instead of adding indicators one by one?

[whydifficult]

Big news Guys: Version 0.1.0 is finally out

Read the OP for all this complete overhaul (previously found in the localDB branch).

New features include:

- Support for: Mt. Gox, BTC-e, Bitstamp, Kraken, CEX.io (and cryptsy soon).
- New indicators: DEMA, MACD and PPO.
- A bunch of fun plugins, like the IRC bot and the mailer.
- Store historical market data automatically on disk.

This is getting better and better, congrats!

Is there a way to link the entire Ta-Lib instead of adding indicators one by one?

Will add a trading method so that one can be optionally installed (because it doesn't work well on Windows)!

[itod]

Will add a trading method so that one can be optionally installed (because it doesn't work well on Windows)!

Would this help?
https://github.com/oransel/node-talib

[Quora]

I'm on Windows 7 64-bit.
node -v 0.10.24
npm -v 1.3.21

If something is currently wrong with my OS (even though that's unlikely) I can try on AWS.

It appears to be a problem with nodejs or npm installation. If reinstalling those does not work, please try on AWS and let me know if that works.

Parsing json is OK now, updated to node 0.10.25 and npm 1.3.24 - now there are warnings for hawk@0.10.2, boom@0.3.8, sntp@0.1.4, hoek@0.7.6 and cryptiles@0.1.3 - node 0.8.x wanted. I'm not on AWS anymore.

[nitrox]

after last update i have this error

Code:

user@netbook:/home/user/gekko# node gekko config=config/user/cexio.js

/home/user/gekko/config/user/cexio.js:1
(function (exports, require, module, __filename, __dirname) { \// Everything
                                                              ^
SyntaxError: Unexpected token ILLEGAL
    at Module._compile (module.js:439:25)
    at Object.Module._extensions..js (module.js:474:10)
    at Module.load (module.js:356:32)
    at Function.Module._load (module.js:312:12)
    at Module.require (module.js:364:17)
    at require (module.js:380:17)
    at Object.util.getConfig (/home/user/gekko/core/util.js:18:15)
    at Object.<anonymous> (/home/user/gekko/core/util.js:144:19)
    at Module._compile (module.js:456:26)
    at Object.Module._extensions..js (module.js:474:10)

add: problem solved !
just delete first slash in setting file.

[whydifficult]

Would this help?
https://github.com/oransel/node-talib

Yes, I will be either using that wrapper or my own

Parsing json is OK now, updated to node 0.10.25 and npm 1.3.24 - now there are warnings for hawk@0.10.2, boom@0.3.8, sntp@0.1.4, hoek@0.7.6 and cryptiles@0.1.3 - node 0.8.x wanted. I'm not on AWS anymore.

You can ignore those warnings, I'm seeing them as well.

after last update i have this error

Code:

user@netbook:/home/user/gekko# node gekko config=config/user/cexio.js

/home/user/gekko/config/user/cexio.js:1
(function (exports, require, module, __filename, __dirname) { \// Everything
                                                              ^
SyntaxError: Unexpected token ILLEGAL
    at Module._compile (module.js:439:25)
    at Object.Module._extensions..js (module.js:474:10)
    at Module.load (module.js:356:32)
    at Function.Module._load (module.js:312:12)
    at Module.require (module.js:364:17)
    at require (module.js:380:17)
    at Object.util.getConfig (/home/user/gekko/core/util.js:18:15)
    at Object.<anonymous> (/home/user/gekko/core/util.js:144:19)
    at Module._compile (module.js:456:26)
    at Object.Module._extensions..js (module.js:474:10)

add: problem solved !
just delete first slash in setting file.

Well those config files are extremely outdated, please use the file `config.js` and read here how to configure it:

https://github.com/askmike/gekko/blob/master/docs/Configuring_gekko.md

[5150]

Awsome, im going to try it and install it on my raspberry pi

 

[Quora]

You can ignore those warnings, I'm seeing them as well.

Great! Can't wait for Wizbit too.

[nitrox]

what is the time for refresh ?
can i decrease it ?

[Thom]

@whydifficult - I often ctrl-c gekko so I can manually trade without it disagreeing wildly in my face, but when the graph goes flat again and I fire Gekko up so I can stop trading, it has to recalc candles. IMO what it needs most is a hotkey to toggle the trader (during which it would keep running, advising, simulating, candle gathering, etc). Right now it's a lumpen cancel-changeconfig-restart scenario that resets sim trading values etc.

Only a few things stop the show so far - nonce increment fail, which t recovers from but only when the next trading advice is issued:

Code:

2014-02-09 08:57:05 (INFO): attempting to BUY <some> GHS at cex.io
2014-02-09 08:57:06 (ERROR):  unable to buy: Nonce must be incremented
2014-02-09 10:57:14 (INFO): Trader Received advice to go short Selling  GHS

and this not-too-esoteric error:

Code:

2014-02-06 17:06:13 (ERROR):  unable to buy: { [Error: socket hang up] code: 'ECONNRESET' }
2014-02-06 17:06:29 (ERROR):  unable to buy: { [Error: connect ETIMEDOUT] code: 'ETIMEDOUT', errno: 'ETIMEDOUT', syscall: 'connect' }

Happy to report that it can deal with all manner of esoteric balances though:

Code:

2014-02-06 19:16:12 (INFO): wanted to buy GHS but the amount is to small (-0.0004199288335019076) at cex.io

- Woow that is a really smart idea. Really want those toggles in there. I've put them on the todo now.
- I'll rename the error to something more sain, it means that CEX.io API is not responding correctly. So to clarify: when the unable to buy happened Gekko did not retry to buy?
- Awesome!

I've built a completely differently-oriented standalone cexbot of my own in python this week, so I know cex's API returns pretty well now.

Toggles - Awesome! I added toggles to my bot by adding a quick "Trade, Simulate, Quit? >" prompt that happens on ctrl-c / keyboardinterrupt. Should be easy in node?
Error - yeah cexapi gets sleepy and times out sometimes. And gekko didn't retry the buy - it just left the order open and didn't do anything else until next advice time (by which time i'd cancelled the order manually). Happened twice now.
Awesome - awesome!

Leaping between your Gekko's DEMA for the candle action and my Librium's high-speed balancing and reporting for the flatlines and sleepytimes is working out nicely so far. With toggles on both and autorecovery from timeouts, they can run in harmony for evaaaaar <3

[g0re79]

I ran 2 instances of gekko on kraken exchange, LTC/USD and XBT/EUR. After several hours with no advice to buy/sell at all (even that I altered settings a bit and saw nice opportunities) both crashed:

Code:

....
2014-02-14 04:07:45 (DEBUG):    Requested LTC/USD trade data from Kraken ...
2014-02-14 04:07:46 (DEBUG):    Trade fetch came back empty. Rescheduling...
2014-02-14 04:08:34 (DEBUG):    Requested LTC/USD trade data from Kraken ...
2014-02-14 04:08:35 (DEBUG):    Fetched 1 new trades, from 2014-02-14 03:08:25 UTC to 2014-02-14 03:08:25 UTC

Gekko encountered an error and can't continue

Meta debug info:

Gekko version: v0.1.0
Nodejs version: v0.10.25

Error:

FATAL: Fetch data appears from the future, don't know how to process

Error: kill ESRCH
    at errnoException (node.js:540:13)
    at process.kill (node.js:729:15)
    at Object.util.die (C:\gekko-kraken_LTC-USD\core\util.js:140:13)
    at Manager.processTrades (C:\gekko-kraken_LTC-USD\core\candleManager.js:575:10)
    at bound (C:\gekko-kraken_LTC-USD\node_modules\lodash\dist\lodash.js:729:21)
    at EventEmitter.emit (events.js:117:20)
    at bound [as emit] (C:\gekko-kraken_LTC-USD\node_modules\lodash\dist\lodash.js:729:21)
    at Fetcher.processTrades (C:\gekko-kraken_LTC-USD\core\tradeFetcher.js:191:8)
    at bound (C:\gekko-kraken_LTC-USD\node_modules\lodash\dist\lodash.js:729:21)
    at process (C:\gekko-kraken_LTC-USD\exchanges\kraken.js:112:7)

C:\gekko-kraken_LTC-USD>

Code:

....
2014-02-14 00:54:57 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:54:58 (DEBUG):    Fetched 5 new trades, from 2014-02-13 23:55:58 UTC to 2014-02-13 23:56:09 UTC
2014-02-14 00:54:58 (DEBUG):    minimum trade treshold: 2014-02-13 23:53:45 UTC
2014-02-14 00:54:58 (DEBUG):    processing 5 trade(s)
2014-02-14 00:54:58 (DEBUG):    from 2014-02-13T23:55:58+00:00 to 2014-02-13T23:56:09+00:00
2014-02-14 00:54:58 (DEBUG):    Skipping creation of already loaded database 2014-02-13
2014-02-14 00:54:58 (DEBUG):    inserting candle 1433 (2014-02-13 23:53:00 UTC)volume: 1.8900000000000001
2014-02-14 00:54:58 (DEBUG):    inserting candle 1434 (2014-02-13 23:54:00 UTC)volume: 0
2014-02-14 00:54:58 (DEBUG):    inserting candle 1435 (2014-02-13 23:55:00 UTC)volume: 1.5781
2014-02-14 00:54:58 (DEBUG):    Processed trades, sleeping for a minute...
2014-02-14 00:55:46 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:55:46 (DEBUG):    Trade fetch came back empty. Rescheduling...
2014-02-14 00:56:34 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:56:35 (DEBUG):    Trade fetch came back empty. Rescheduling...
2014-02-14 00:57:23 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:57:24 (DEBUG):    Trade fetch came back empty. Rescheduling...
2014-02-14 00:58:12 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:58:13 (DEBUG):    Trade fetch came back empty. Rescheduling...
2014-02-14 00:59:01 (DEBUG):    Requested XBT/EUR trade data from Kraken ...
2014-02-14 00:59:02 (DEBUG):    Fetched 2 new trades, from 2014-02-14 00:00:08 UTC to 2014-02-14 00:00:14 UTC

Gekko encountered an error and can't continue

Meta debug info:

Gekko version: v0.1.0
Nodejs version: v0.10.25

Error:

FATAL: Fetch data appears from the future, don't know how to process

Error: kill ESRCH
    at errnoException (node.js:540:13)
    at process.kill (node.js:729:15)
    at Object.util.die (C:\gekko-new\core\util.js:140:13)
    at Manager.processTrades (C:\gekko-new\core\candleManager.js:575:10)
    at bound (C:\gekko-new\node_modules\lodash\dist\lodash.js:729:21)
    at EventEmitter.emit (events.js:117:20)
    at bound [as emit] (C:\gekko-new\node_modules\lodash\dist\lodash.js:729:21)
    at Fetcher.processTrades (C:\gekko-new\core\tradeFetcher.js:191:8)
    at bound (C:\gekko-new\node_modules\lodash\dist\lodash.js:729:21)
    at process (C:\gekko-new\exchanges\kraken.js:112:7)

C:\gekko-new>

Any advices? BTW It would be really nice if gekko could fetch data from future 

[nitrox]

maybe it is a stupid question but i must to ask :

in DEMA method what thresholds down and up mean ?

and why one is negative value ?

[nitrox]

and other question :
where is the log file ?
how to get logs ?

nothing find in log folder.

[memeyou]

afaik it logs to stdio so just pipe the output to a logfile.

[memeyou]

Here's the exchange files i'm currently using for Bter/Mcxnow.  I only had to submit one issue upstream - but it's settled.  I'm only using it for MAX/BTC atm - have to set a high minimum - i don't think you can make trades that put your BTC under .005 - gekko kept trying to buy .02 max otherwise.  I'm using a bunch of other symbols for monitoring but not private API yet.

BTER: https://gist.github.com/memeyou/9031171
MCXNOW: https://gist.github.com/memeyou/9068360 (and a node-mcxnow https://www.npmjs.org/package/mcxnow)

edit: added mcxnow; submitted mcxnow to npm

Now this was my personal preference... for irc I added color, made message fit on one line (helpful when you have 6+ bots running), and added extra info from the methods (time since trend, price etc).  

less spammy w/ pretty irc colors: https://gist.github.com/memeyou/9031218

[wolfy]

I want to trial this bot for its effectiveness on historical data. Is there a simple way to fetch trading data from a previous date till present day and have the bot run over that data? I see there is a back testing feature but I'm not sure how to set it up (or if it works) and how to get historical data for a particular exchange. I'm looking to run it over Bitstamp data for the past month.

Cheers

[Eisenherz]

I ran 2 instances of gekko on kraken exchange, LTC/USD and XBT/EUR. After several hours with no advice to buy/sell at all (even that I altered settings a bit and saw nice opportunities) both crashed:

Same here! I've got the same error message for kraken.com.

[Bajawah]

Here's the exchange files i'm currently using for Bter/Mcxnow.  I only had to submit one issue upstream - but it's settled.  I'm only using it for MAX/BTC atm - have to set a high minimum - i don't think you can make trades that put your BTC under .005 - gekko kept trying to buy .02 max otherwise.  I'm using a bunch of other symbols for monitoring but not private API yet.

BTER: https://gist.github.com/memeyou/9031171
MCXNOW: https://gist.github.com/memeyou/9068360 (and a node-mcxnow https://www.npmjs.org/package/mcxnow)

edit: added mcxnow; submitted mcxnow to npm

Now this was my personal preference... for irc I added color, made message fit on one line (helpful when you have 6+ bots running), and added extra info from the methods (time since trend, price etc).  

less spammy w/ pretty irc colors: https://gist.github.com/memeyou/9031218

Nice job on Bter.  I am checking it out now.

For colors, this is also nice.

https://github.com/marak/colors.js/

*edit* - So, I am running multiple instances building databases. Few questions.

Is their any way for us to share our data with each other or merge it?

It would be nice to be able to run logic based on 2-week windows.

*edit 2* - these are the pairs I am building on Bter, FYI.

currency: '-',  // 'BTC', CNY'
asset:     '-'   // 'BTC', LTC', 'VTC', 'DOGE', 'MAX'

[phenomens]

Hello everyone. I'm interested by gekko and i've installed it.

I've edited config file and launched gekko with node. Everything seems good, but gekko tells me he needs 2 days to get informations... Is it normal ?

Thanks for your answers !