ATP [Advanced Trading Platform]

[Askit2]

So if I want less then a 60M average I need a max ticker size that is lower.

It really responds far to slow for what I am trying to do either EMA or SMA. Well unless the market went up really slowly and had a really flat top before trading back down.

I was looking for logic that would give me a specific signal quickly after the market started down. Actually in a larger trading window EMA and SMA may work but with a 2$ swing it really doesn't. By the time they cross the Long average I am back below or nearly below the VWAP.

Maybe since MACD can be tailored I can get that working better.

Thanks for the code section. I had hoped it was the ticks for starting trading not the whole window averaged.

Also my ticker hit 80 USD ticks with 30S poll and 60M max ticks. It wasn't the 120 it should be in a perfect world but it had far less misses either way.

[joesmoe2012]

I'm just trying to run in arbitrage mode, using only one exchange, btc-e, and here's what I'm getting (same error in both sim and live mode).

Thanks for the great work!

2013-06-25 16:34:23,603 ←[34m:←[0;39m Aido ATP has started successfully
2013-06-25 16:34:23,619 ←[34m:←[0;39m Using arbitrage to decide some trades.
2013-06-25 16:34:24,196 ←[34m:←[0;39m Connecting to BTC-e Exchange
2013-06-25 16:34:25,257 ←[34m:←[0;39m BTC-e AccountInfo as String: AccountInfo [username=null, wallets=[Wallet [currency
=USD, balance=USD 397.60105849], Wallet [currency=BTC, balance=BTC 2.22266382], Wallet [currency=LTC, balance=LTC 3432.7
1777202], Wallet [currency=NMC, balance=NMC 499.00000001], Wallet [currency=RUR, balance=RUR 312.8380495], Wallet [curre
ncy=EUR, balance=EUR 0], Wallet [currency=NVC, balance=NVC 0], Wallet [currency=TRC, balance=TRC 449.10000001], Wallet [
currency=PPC, balance=PPC 1896.20000001], Wallet [currency=FTC, balance=FTC 0], Wallet [currency=CNC, balance=CNC 0]]]
2013-06-25 16:34:25,584 ←[34m:←[0;39m Attempting to open market data file C:\Users\Administrator\Documents\GitHub\AidoAT
P\bin/BTC-e_USD.dat
2013-06-25 16:34:25,600 ←[34m:←[0;39m Attempting to open market data file C:\Users\Administrator\Documents\GitHub\AidoAT
P\bin/BTC-e_RUR.dat
2013-06-25 16:34:25,616 ←[34m:←[0;39m Attempting to open market data file C:\Users\Administrator\Documents\GitHub\AidoAT
P\bin/BTC-e_EUR.dat
2013-06-25 16:34:25,881 ←[34m:←[0;39m Arbitrage Engine cannot find an arbitrage opportunity on BTC-e at this time.
2013-06-25 16:34:25,943 ←[34m:←[0;39m Arbitrage Engine has detected an after fee profit opportunity of 9,999.6% on curre
ncy pair USD/RUR on BTC-e
2013-06-25 16:34:26,177 ←[1;31m:←[0;39m ERROR: Caught unexpected exception, shutting down BTC-e arbitrage engine now!. D
etails are listed below.
java.lang.UnsupportedOperationException: Market orders not supported by BTCE API.
        at com.xeiam.xchange.btce.service.polling.BTCEPollingTradeService.placeMarketOrder(BTCEPollingTradeService.java:
70)
        at org.aido.atp.ArbitrageEngine.executeTrade(ArbitrageEngine.java:189)
        at org.aido.atp.ArbitrageEngine.run(ArbitrageEngine.java:119)
        at java.lang.Thread.run(Unknown Source)
2013-06-25 16:34:26,177 ←[34m:←[0;39m Arbitrage Engine has detected an after fee profit opportunity of 9,999.6% on curre
ncy pair EUR/USD on BTC-e
2013-06-25 16:34:26,302 ←[31m:←[0;39m WARNING: Testing connection to BTC-e exchange

[Aido]

New commit available in the develop branch:

commit 3d17d46dc146cf4aa63ee7ecc3d9a1ce15f876ba

    Rough draft of new arbitrage class

This is a very rough and ready draft of the arbitrage code for testing purposes only. I'm not even sure if its going to work.

[Askit2]

I'm just trying to run in arbitrage mode, using only one exchange, btc-e, and here's what I'm getting (same error in both sim and live mode).

Thanks for the great work!

2013-06-25 16:34:23,603 ←[34m:←[0;39m Aido ATP has started successfully
2013-06-25 16:34:23,619 ←[34m:←[0;39m Using arbitrage to decide some trades.
2013-06-25 16:34:24,196 ←[34m:←[0;39m Connecting to BTC-e Exchange
2013-06-25 16:34:25,257 ←[34m:←[0;39m BTC-e AccountInfo as String: AccountInfo [username=null, wallets=[Wallet [currency
=USD, balance=USD 397.60105849], Wallet [currency=BTC, balance=BTC 2.22266382], Wallet [currency=LTC, balance=LTC 3432.7
1777202], Wallet [currency=NMC, balance=NMC 499.00000001], Wallet [currency=RUR, balance=RUR 312.8380495], Wallet [curre
ncy=EUR, balance=EUR 0], Wallet [currency=NVC, balance=NVC 0], Wallet [currency=TRC, balance=TRC 449.10000001], Wallet [
currency=PPC, balance=PPC 1896.20000001], Wallet [currency=FTC, balance=FTC 0], Wallet [currency=CNC, balance=CNC 0]]]
2013-06-25 16:34:25,584 ←[34m:←[0;39m Attempting to open market data file C:\Users\Administrator\Documents\GitHub\AidoAT
P\bin/BTC-e_USD.dat
2013-06-25 16:34:25,600 ←[34m:←[0;39m Attempting to open market data file C:\Users\Administrator\Documents\GitHub\AidoAT
P\bin/BTC-e_RUR.dat
2013-06-25 16:34:25,616 ←[34m:←[0;39m Attempting to open market data file C:\Users\Administrator\Documents\GitHub\AidoAT
P\bin/BTC-e_EUR.dat
2013-06-25 16:34:25,881 ←[34m:←[0;39m Arbitrage Engine cannot find an arbitrage opportunity on BTC-e at this time.
2013-06-25 16:34:25,943 ←[34m:←[0;39m Arbitrage Engine has detected an after fee profit opportunity of 9,999.6% on curre
ncy pair USD/RUR on BTC-e
2013-06-25 16:34:26,177 ←[1;31m:←[0;39m ERROR: Caught unexpected exception, shutting down BTC-e arbitrage engine now!. D
etails are listed below.
java.lang.UnsupportedOperationException: Market orders not supported by BTCE API.
        at com.xeiam.xchange.btce.service.polling.BTCEPollingTradeService.placeMarketOrder(BTCEPollingTradeService.java:
70)
        at org.aido.atp.ArbitrageEngine.executeTrade(ArbitrageEngine.java:189)
        at org.aido.atp.ArbitrageEngine.run(ArbitrageEngine.java:119)
        at java.lang.Thread.run(Unknown Source)
2013-06-25 16:34:26,177 ←[34m:←[0;39m Arbitrage Engine has detected an after fee profit opportunity of 9,999.6% on curre
ncy pair EUR/USD on BTC-e
2013-06-25 16:34:26,302 ←[31m:←[0;39m WARNING: Testing connection to BTC-e exchange

Xchange is the underlying system for connecting to the exchanges only supports market orders. Ironically BTCE doesn't support market orders at all.
BTCe Will not work with ATP. It is a known issue and short of ATP being redone for limit orders ATP will not work on BTCe.

[joesmoe2012]

Great, thanks for the heads up. I don't know if i already have them or not, but if you give joesmoe @ github access to your github, i'll update the ReadMe some to help avoid some of these questions. I'm no programmer, but i can certainly pitch in for the documentation effort!

[Simonsays]

Great, thanks for the heads up. I don't know if i already have them or not, but if you give joesmoe @ github access to your github, i'll update the ReadMe some to help avoid some of these questions. I'm no programmer, but i can certainly pitch in for the documentation effort!

Would be good to have in the Readme. There are hints to this when reading through the original ATP and this ATP post that MtGox is the only usable exchange with the ATP as it currently stands due to making market orders.  Certainly it is not as clear as it should be.

[daybyter]

hmmh...why not handle market order at the API implementation level? If the implementation grabs the current price and then places an order at that price?

[Askit2]

hmmh...why not handle market order at the API implementation level? If the implementation grabs the current price and then places an order at that price?

Because it isn't ATP talking directly to the exchange. Xchange is handling the communication. So ATP communicates with xchange's code to the exchanges that xchange works with. Some exchanges are not fully supported by xchange. So when someone tries to use BTCe (I used to trade on there a lot) they get ticker data, and account data but can not trade as BTCe doesn't allow market orders.

As far as the API handling it the API code isn't provided by ATP developers. So if you can't do something it isn't ATP directly that is the cause. The request does go to the API.

The error for BTCe on a denied trade isn't about the API, its about BTCe not allowing market orders.

[daybyter]

Yup...

Replace xchange with another API implementation and add the code there.

I could add an order type for market orders, but my code doesn't use this feature yet...

[Askit2]

I really wish MtGoX would stop cloudflaring the API. It crashed a few currency pairs overnight.
Thanks MTGox.

Aido is there a way to not fault currency pairs into not working when MTGoX gets overrun rather then losing that pair entirely?

[scibe]

Anyone that is looking into backtesting their algos might take a look at this Goomboo's Journal entry that outlines how he pulls historical data from bitcoincharts.com into the free version of NinjaTrader. The whole topic is a good read and informative.

https://bitcointalk.org/index.php?topic=60501.msg776354#msg776354

[MobGod]

can someone point my in the right direction to compile this on a mac or try to compile it?

[Ianwhitbread]

You don't need too

Just run in the terminal

Make sure you download java 1.7

And make sure you read the read me

It will be made all clear

[MobGod]

You don't need too

Just run in the terminal

Make sure you download java 1.7

And make sure you read the read me

It will be made all clear

I have read the read me but don't see anything on how to get it going i got the git but thats about it i also have java 1.7 could you point out what to do next btw thanks for the quick answer

[MobGod]

ok can anyone tell me how to fix this issue now??
Exception in thread "main" java.lang.UnsupportedClassVersionError: org/aido/atp/Application : Unsupported major.minor version 51.0
   at java.lang.ClassLoader.defineClass1(Native Method)
   at java.lang.ClassLoader.defineClassCond(ClassLoader.java:631)
   at java.lang.ClassLoader.defineClass(ClassLoader.java:615)
   at java.security.SecureClassLoader.defineClass(SecureClassLoader.java:141)
   at java.net.URLClassLoader.defineClass(URLClassLoader.java:283)
   at java.net.URLClassLoader.access$000(URLClassLoader.java:58)
   at java.net.URLClassLoader$1.run(URLClassLoader.java:197)
   at java.security.AccessController.doPrivileged(Native Method)
   at java.net.URLClassLoader.findClass(URLClassLoader.java:190)
   at java.lang.ClassLoader.loadClass(ClassLoader.java:306)
   at sun.misc.Launcher$AppClassLoader.loadClass(Launcher.java:301)
   at java.lang.ClassLoader.loadClass(ClassLoader.java:247)

[daybyter]

Use a recent java version.

[Aido]

I have read the read me but don't see anything on how to get it going i got the git but thats about it i also have java 1.7 could you point out what to do next btw thanks for the quick answer

You don't need the entire git repository. Just download the jar file aidoatp.jar and follow the readme using Java 1.7.

Another user has this working on Mac so it should be fairly straightforward.

[MobGod]

I have read the read me but don't see anything on how to get it going i got the git but thats about it i also have java 1.7 could you point out what to do next btw thanks for the quick answer

You don't need the entire git repository. Just download the jar file aidoatp.jar and follow the readme using Java 1.7.

Another user has this working on Mac so it should be fairly straightforward.

Can you point me to this user so I can ask him or her what was done to get it working ?

[MobGod]

Use a recent java version.

I have the latest just downloaded from the site

[Aido]

Can you point me to this user search this forum for the word "Mac" for me   so I can ask him or her what was done to get it working ?

yes I got adioATP working on a mac

you can install 1.7  from oracle