miaviator (OP)
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It's for the children!
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December 11, 2013, 02:04:32 AM
Last edit: August 16, 2014, 02:57:41 AM by miaviator |
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This is to be considered non-working code. There are at least 8 trade engines some complete and some not. There are also a few hundred configurable options. I am in no way offering to support, assist or implying or stating any warranty for this. Jude has been using an engine for some time and I believe making small profits. I have used various engines and rewrites to trade on micro-rolls and macro rolls with varying degrees of success. I left a lot of notes as this is the master code file with a lot of unfinished pieces. If I forgot to remove any personal information or keys, I would appreciate a PM vs an account hack. The most important settings are exchange, btcekey btcesecret and down towards the bottom the gox key and secret. There is a simulate feature that will just print output and should not execute any trades. If you can't figure out what this code does: just assume it steals all of your bitcoins. The EMA feature will take several price changes to start trading since it has to build the EMA table and does not remember it after the program is stopped. Also: The message exceeds the maximum allowed length (64000 characters). So it's in two posts. <pre>
<?php>
////////////////////////////////////////////////////////////////////
//Programs
////////////////////////////////////////////////////////////////////
//A - Currency Arbitrage, Choose UtoU or BtoB arbitrage through L
//B - Portfolio Balancing, Maintain 50% of two currencies at all times
//C - Custom trailing/advancing sell/sell bot for gna
//D - Buy Down, Buy 1/2 spread each .5 drop and sell 1 each $1 gain
//E - Rolling sell/sell on dips and spikes V1,1.1,1.2,V2,2.1
//F - 24 Hour high/low balancing bot, maintain (high-last)/(high-low) balance in USD and (last-low)/(high-low) in BTC
//G - EMA triggered rolling with Fibonacci shares and high/low balancing combination with micro-trade re-balancing.
//H - Custom Rolling bot based on dynamic thresholds
//I - Micro-Trade rolling bot with variable buy and sell orders and iterations
//J - Revamped micro-rebalance engine added as option - balances based on distance to high low
////////////////////////////////////////////////////////////////////
//Advance and Tail last price with orders ( commision + profit/2 )
//Set order amounts to min < all < max
//Buy as price falls
//Sell as price rises
//USE triple EMA + last to determine trends
//USE distance from high/low to determine funds to sell/buy
//NOTE Buy at last - threshold ( amount is min ( maxtrade, rebalance percentage )
//NOTE num orders is set for buy and sell, use $incriment for order difference
//NOTE 100 orders sell would be price1+.01+.01 etc
//Don't sell unless last > EMA1 > EMA2 > EMA3
//Don't buy unless last < EMA1 < EMA2 < EMA3
//Use micro-orders to play on spikes and dips
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//USER CONFIGURABLE
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//FEATURES
$DEBUG = TRUE; //Should the program Print Debug information
$simulate = FALSE; //RUNS IN SIMULATION MODE, NO TRADES ARE MADE just PRINT OUTPUT
$exchange = "G"; //Pick an exchange to run on
if ($exchange == "G") {$GOX = TRUE;$BTCE = FALSE;}
if ($exchange == "E") {$BTCE = TRUE;$GOX = FALSE;}
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//ENGINE Selection
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$ENGINE = "M";
//H - Hybrid Engine
//E - EMA engine
//S - Static Engine
//B - Filled Engine
//FF - 50/50 Balance Engine
//JOSH - JOSH's Trading Engine
//JUDE - JUDE's Trading Engine
//M - Micro-roll engine
//F
$HYBRID = $STATIC = $EMA = $BALANCE = $JOSH = $FF = $F = FALSE;
switch ($ENGINE) {
case "H":
$HYBRID = TRUE;
break;
case "E":
$EMA = TRUE;
//EMA times to use
$ema1Time = 5;
$ema2Time = 11;
$ema3Time = 22;
$ema1M = 2 / ( $ema1Time +1 );
$ema2M = 2 / ( $ema2Time +1 );
$ema3M = 2 / ( $ema3Time +1 );
break;
case "S":
$STATIC = TRUE;
break;
case "M":
$MICRO = TRUE;
////////////////////////////////////////////////////////////////////
//MICRO-TRADE SETTINGS
//array(0.023360861,0.035041292,0.040881508,0.055482046,0.06862253,0.089793311,0.113519186,0.146552904,0.186795638,0.239950723); //0,1,1.5,N1+N2/2,N2+N3/2... Modified Fibonacci shares 10 rounds.
/*
method fib - calculates fibonacci shares
1,2,3,5,8,13 multiplier X = 1/(sum of all numbers)*{series X}
method fib tame - calculates fibonacci shares with a divisor for n3+.
$microBuyAmountMultiplier = engineMultiplier('fibtame',4,$microBuyDivisor);
n1=1,n2=n1+n1/x,n3=n1+n2/x,etc.
method pow - exponential increase by iteration
2^x,2^x+1
method random - calculates random numbers
method double - doubles the amount each order
1,2,4,8,16
method cos - makes an arc using iteration and cos
method acos - makes a reverse arc using iteration and acos
method s arc, start at .5 move up to 1 move down to .5 move up for the remainder
4 points, 1 is half, 2 is full, 3 is half, 4 is last which should be tame,
*/
$microSellDivisor = 10; //number of Sell orders to place
$microBuyDivisor = 10; //Number of Buy orders to place
$microIteration = .5;//USD$ iteration for multiple orders
$microAmount = .01; //Amount of BTC per mini buy/sell round
$microProfit = .005; //The profit threshold, this is the minimum profit per trade to make,
$microStopLoss = 1; //The stop loss percent, Sell out at a loss
$microReBuy = .10; //The price change to rebuy after a loss
$microBuyAmountMultiplier = engineMultiplier('double',2,$microBuyDivisor);
if ($GOX){
$microSellDivisor = 10; //number of Sell orders to place
$microBuyDivisor = 10; //Number of Buy orders to place
$microIteration = .5;//USD$ iteration for multiple orders
$microAmount = .01; //Amount of BTC per mini buy/sell round
$microProfit = .004; //The profit threshold, this is the minimum profit per trade to make,
$microStopLoss = 1; //The stop loss percent, Sell out at a loss
$microReBuy = .1; //The price change to rebuy after a loss
$microBuyAmountMultiplier = engineMultiplier('rand',2,$microBuyDivisor);
}
$microSellCancel = TRUE; //Cancel orders every sell or keep old sell orders?
////////////////////////////////////////////////////////////////////
//NOT USER CONFIGURABLE
$engineProfit = $microProfit;
$engineAmount = $microAmount;
$engineSellDivisor = $microSellDivisor;
$engineBuyDivisor = $microBuyDivisor;
$countMicroBuy = $countMicroSell = 1;
$countMicroBuyTotal = $countMicroSellTotal = 0;
$microBuy = $microSell = FALSE;
$microThreshold = .60; // dynamic threshold defined arbitrarily.
$microTicker = 0; //This stores the last price used to calculate mini-trades
break;
case "B":
$BALANCE = TRUE;
$balanceBuy = $balanceSell = FALSE;
$balanceAmount = .025; //Amount of micro-balance trades
$balanceThreshold = .05; // .05 = 5% //Rebalancing leway - set to 1 to disable
break;
case "FF":
$BALANCE = TRUE;
$FF = TRUE;
break;
case "JOSH":
$JOSH = TRUE;
$joshAmount = 5; //In BTC
$joshThreshold = 5; //In USD
$joshStopLoss = .05; //as a percentage
$joshReBuy = .05; //as a percentage
break;
case "JUDE":
$JUDE = TRUE;
break;
}
//Stop Loss
$stop = array('target','ticker','over','under','count' => 0);
//Maximum play amounts (that's play not investment) this is after all technically a beta idea
$maxUSD = 500; //The maximum amount of USD to use -> includes B held * last price!
$maxBTC = 1; //The maximum amount of BTC to use
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//Main Trade Engine Settings
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$amountTrade = .256; //maxpertrade current engine 20130530
$sellDivisor = 3; //The number of sell orders to place
$buyDivisor = 3; //The number of buy orders to place
$tradeIteration = .10; //If not using compound interest, the amount to differ between trades when using sell/buy divisor above 1
$compoundInterest = FALSE; //Use $incriment or profit^(1+x)
$threshold = .60; //The price change threshold UNUSED as this is set later.
$profitTrade = .025; //The profit threshold, this is the minimum profit per trade to make,
$thresholdOrders = 0; //If using order based triggers vs static or EMA
$maxPendingOrders = 0; //Keep this many orders active when canceling
$maxOrders = 100;//$maxOrders = max orders to pull should be set? 100?
//Send email reports when orders are placed
$emailRCPTo = "SET IN KEY.PHP INCLUDE FILE";
$btceKey = ''; // your API-key
$btceSecret = ''; // your Secret-key
$emailSubject = "BTCbot Trade on {$exchange}";
//Time between runs
$nanosleep = 500000000; //nanoseconds
$sleepCancel = 500000; //nanoseconds to sleep between order cancellations
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//END USER CONFIGURABLE
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$minBidBTC = .01; //Minimum Bids the exchange will accept (BTC-E Mins)
$engineAmount = ( min($microAmount/$microSellDivisor,$microAmount/$microBuyDivisor) > $minBidBTC ? $microAmount : $minBidBTC );
//DEBUG need to add multiplier array lowest to this
if ($exchange == "E") $exchangeCommision = .002; //The exchange commision percent (as 1 - commision as decimal)
if ($exchange == "G") $exchangeCommision = .0001; //Gox Commision
//BTC-E Currency pairs & bid ask JSON names
$btcesymbol = array("btc_usd", "ltc_btc", "ltc_usd");
$btcebidorask = array("bids", "asks");
if (@$BTCE) $exchangeBuySell = array("buy","sell");
if (@$GOX) $exchangeBuySell = array("bid","ask");
$executeTrade = $postTrade = FALSE;
$SELL = $BUY = TRUE;
$DOT = $STOPLOSS = FALSE; //pretty output \n bool
//COUNTERS
$countIteration=1; //Iteration Counter
$countOrder = 0; //Order counter
$countError = 0; //Error counter
$countDuplicate = 0; //Duplicate last price counter
$countBuys = $countSells = 0; //The buy rate counter / incriments per buy rate so this isn't the number of buy orders but the number of buy rates tried
$countTrades = 0; //Trade execution counter
$countTickers = 0;
$b = $s = 0;
$countInValid = $countValid = 0;
$countCancelled = $countFilledBuy = $countFilledSell = $countFilled = $countFilledIterationBuy = $countFilledIterationSell = 0;
// Tickers
$ticker = $tickerLast = $tickers = array();
//get the incriment from our file
$nonce = readInc();// + 1;
//order cancel timer
$startTime = time();
$dateStart = date('Ymd H:i:s');
////////////////////////////////////////////////////////////////////
//Calculate $microBuyAmountMultiplier $engineMultiplier
////////////////////////////////////////////////////////////////////
function engineMultiplier($method=NULL,$iteration=NULL,$divisor=NULL)
{
switch ($method)
{
case "rand":
for ($i=1;$i<=$divisor;$i++){
$array[$i] = rand(1,$iteration);
}
$return = engineMultiplierPercentage($array);
break;
case "fib":
$first = 1; $second = 2;
$array[0] = $first;
$array[1] = $second;
for ($i=2;$i<=$divisor+1;$i++){
$final = $first + $second;
$first = $second;
$second = $final;
$array[$i] = $final;
}
$return = engineMultiplierPercentage($array);
break;
case "fibtame":
$first = 1; $second = $first + $first/$iteration;
$array[0] = $first;
$array[1] = $second;
for ($i=2;$i<=$divisor+1;$i++){
$final = $first + $second/$iteration;
$first = $second;
$second = $final;
$array[$i] = $final;
}
$return = engineMultiplierPercentage($array);
break;
case "exp":
$array[1] = 1;
$array[2] = 2;
for ($i=3;$i<=$divisor;$i++){
$array[$i] = pow($i,$iteration);
}
$return = engineMultiplierPercentage($array);
break;
case "double":
$array[0] = 1;
$array[1] = 2;
for ($i=2;$i<=$divisor;$i++){
$array[$i] = $array[$i-1]*2;
}
$return = engineMultiplierPercentage($array);
break;
case "cos":
//DEBUG fix so array 0 exists.
$array[1] = -1.5;
//print_r($array);
for ($i=3;$i<=$divisor+1;$i++){
$array[$i-1] = abs(cos($array[1] + ( (3/($divisor-1)) * ($i-2) )));
}
$array[1] = abs(cos(-1.5));
//print_r($array);
$return = engineMultiplierPercentage($array);
break;
}
return $return;
}
function engineMultiplierPercentage($array)
{
$percentage = 1/array_sum($array);
foreach ($array as $key => $value)
{
$return[$key] = $value * $percentage;
}
return $return;
}
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////Begin Infinite Loop.////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
while ( 'the answer to life the universe and everything' != '41'){
//include('key.php');
writeInc($nonce); //Write the nonce variable
$countIteration++; //incriment the iteration counter
$countDuplicate = $countOrder = $countError = 0; // New run reset the duplicate counter
$executeTrade = FALSE; //reset trade BOOL for next run
$return = $orderList = $TradeHistory = $rate = $amount = $type = array(); //remove previous values from trade arrays
////////////////////////////////////////////////////////////////////
//Poll data
////////////////////////////////////////////////////////////////////
$tickerOld['ticker']['last'] = @$ticker['ticker']['last']; //change the ticker to the last ticker
$ticker = array();
$sleep=rand(1, 10); //set a random sleep timer
while ( empty($ticker) ){
if (@$GOX) {
$ticker = json_decode(send( 'https://data.mtgox.com/api/2/BTCUSD/money/ticker' ), TRUE );
$ticker['ticker']['last'] = $ticker['data']['last']['value'];
}
if (@$BTCE) $ticker = json_decode(send( 'https://btc-e.com/api/2/btc_usd/ticker' ), TRUE );
if( !@$ticker ){
print_r($return);
$ticker = $return = $orderList = $TradeHistory = array();
//$sleep=rand(6, 36)*(++$countError);
$countError++;
print "\nError pulling data. Error #: {$countError} \n";
sleep(5);
continue;
}
////////////////////////////////////////////////////////////////////
//Duplicate Ticker
if ( $tickerOld['ticker']['last'] == $ticker['ticker']['last'] ){
$ticker = $return = $orderList = $TradeHistory = array();
if ( $countDuplicate == 59 ? print "\n." : print "." );
if ( $countDuplicate == 59 ? $countDuplicate = 0 : NULL );
$DOT = TRUE;
$countDuplicate++;
//Static Timer
time_nanosleep(0, $nanosleep);
continue;
}
////////////////////////////////////////////////////////////////////
//Calculate SMA & EMA
if ( $ticker['ticker']['last'] > 0 && $tickerOld['ticker']['last'] !== $ticker['ticker']['last'] && $EMA ){ //the later test of dup ticker should never be tested.
$countTickers++;
$tickers[$countTickers] = $ticker['ticker']['last'];
$ema1 = $ema2 = $ema3 = NULL; //= $countTickers
$ema1 = array_sum( array_slice($tickers, -1, 1, true)) * $ema1M + (array_sum (array_slice($tickers, ($ema1Time*-1)-1, $ema1Time, true))/$ema1Time) *(1-$ema1M);
$ema2 = array_sum( array_slice($tickers, -1, 1, true)) * $ema2M + (array_sum (array_slice($tickers, ($ema2Time*-1)-1, $ema2Time, true))/$ema2Time) *(1-$ema2M);
$ema3 = array_sum( array_slice($tickers, -1, 1, true)) * $ema3M + (array_sum (array_slice($tickers, ($ema3Time*-1)-1, $ema3Time, true))/$ema3Time) *(1-$ema3M);
if ( $countTickers < $ema1Time + 1 ){//&& $EMA) {
if (@$DEBUG && $DOT) {print "\n"; $DOT = FALSE; }
print "Building EMA1 - Waiting for ";
print ($ema1Time + 1) - $countTickers;
print " more tickers\n ";
} elseif ( $countTickers < $ema2Time + 1 ){//&& $EMA) {
if (@$DEBUG && $DOT) {print "\n"; $DOT = FALSE; }
print "Building EMA2 - Waiting for ";
print ($ema2Time + 1) - $countTickers;
print " more tickers\n ";
} elseif ( $countTickers < $ema3Time + 1 ){//&& $EMA) {
if (@$DEBUG && $DOT) {print "\n"; $DOT = FALSE; }
print "Building EMA3 - Waiting for ";
print ($ema3Time + 1) - $countTickers;
print " more tickers\n ";
}
if ( $countTickers < $ema3Time + 1 ) { //If we haven't built ema3 and we are using ema
$tickerOld['ticker']['last'] = $ticker['ticker']['last'];
$ticker = $return = $orderList = $TradeHistory = array();
continue; //restart the loop until we build emas
}
//IF we wont execute a trade, print the ticker and then continue
//if (
//($ticker['ticker']['last'] >= $microTicker - $microThreshold && $ticker['ticker']['last'] <= $microTicker + $microThreshold) //We won't execute a microtrade
//&& ($EMA !(($ema1 > $ema2 && $ema2 > $ema3 ) && $SELL) // We won't buy
// && !(($ema1 < $ema2 && $ema2 < $ema3 ) && $SELL )//We won't sell
// ) //END EMA
// || ( $BALANCE
// && $currentBalanceUSD-$reBalanceUSD > 0
// && $currentBalanceBTC-$reBalanceBTC > 0)
// )//END BALANCE
//
// && $tickerOld['ticker']['last'] !== $ticker['ticker']['last'] //The ticker isn't a dup, (Should never be tested here)
// && $ticker['ticker']['last'] > 0 //The ticker is valid (should ever be tested here)
// && $countIteration > 2 ){ //This is a valid iteration
// $tmp4 = round($ticker['ticker']['last'],2); //round the ticker
// if ( $countDuplicate >= 59-6 ) {
// for ($countDuplicate=$countDuplicate; $countDuplicate < 59 ; $countDuplicate++) {
// print ".";
// }
// print "\n";
// $countDuplicate = 0;
// }
// print "{$tmp4}";
// $countDuplicate = $countDuplicate + 6;
// $tickerOld['ticker']['last'] = $ticker['ticker']['last'];
// $ticker = $return = $orderList = $TradeHistory = array();
// $tmp1 = $tmp2 = $tmp3 = $tmp4 = NULL;
//}
}//IMPLIED ELSE continue processing
}//END while ( empty($ticker) )
////////////////////////////////////////////////////////////////////
//Poll All data for trading
//reset the data points and pull all at once (GOX should be an exception because of rate limiting.)
$ticker = $return = $orderList = $TradeHistory = array(); //blank the tickers
while( empty($ticker) || empty($return) || empty($orderList) || empty($TradeHistory) ){
if ($BTCE){
$ticker = json_decode(send( 'https://btc-e.com/api/2/btc_usd/ticker' ), TRUE ); // BTCE Ticker
$orderList = json_decode(btce_query("OrderList", array("active" => 1, "pair" => "btc_usd")), TRUE);
$TradeHistory = json_decode(btce_query("TradeHistory", array("count" => $maxOrders, "pair" => "btc_usd")), TRUE);
$return = json_decode(btce_query('getInfo'), TRUE); //BTCE account info
}
if ($GOX){
$ticker = json_decode(send( 'https://data.mtgox.com/api/2/BTCUSD/money/ticker' ), TRUE ); //GOX Ticker
$ticker['ticker']['last'] = $ticker['data']['last']['value'];
$ticker['ticker']['buy'] = $ticker['data']['buy']['value'];
$ticker['ticker']['sell'] = $ticker['data']['sell']['value'];
$ticker['ticker']['high'] = $ticker['data']['high']['value'];
$ticker['ticker']['low'] = $ticker['data']['low']['value'];
$return = json_decode(mtgox_query('BTCUSD/money/info'), TRUE); //GOX account Info
( $return['result'] == "success" ? $return['success'] = 1 : $return['success'] = 0); //Translate GOX to BTCE
$return['return']['funds']['btc'] = $return['data']['Wallets']['BTC']['Balance']['value'];//Translate GOX to BTCE
$return['return']['funds']['usd'] = $return['data']['Wallets']['USD']['Balance']['value'];//Translate GOX to BTCE
$orderList = json_decode(mtgox_query('BTCUSD/money/orders'), TRUE);
$TradeHistory = json_decode(mtgox_query('BTCUSD/money/trades/fetch'), TRUE); //GOX account Info
$TradeHistory['return'] = $TradeHistory['data'];
unset($TradeHistory['data']);
foreach ( $TradeHistory['return'] as $key => $value){
$TradeHistory['return'][$key]['type'] = $TradeHistory['return'][$key]['trade_type'];
$TradeHistory['return'][$key]['rate'] = $TradeHistory['return'][$key]['price'];
$TradeHistory['return'][$key]['order_id'] = $key; //PHP Notice:
}
}
//Verify the ticker changed
if( !@$ticker || !@$return || !@$orderList || !@$TradeHistory || @$return['success'] !== 1 ){
print_r($return);
$ticker = $return = $orderList = $TradeHistory = array();
//$sleep=rand(6, 36)*(++$countError);
$countError++;
print "\nError pulling data. Error #: {$countError} \n";
sleep(5);
}
}
//Translate Gox data to btc-e Format
if (@$GOX){
$orderList['success'] = ( $orderList['result'] == "success" ? $orderList['success'] = 1 : $orderList['success'] = 0);
$orderList['return'] = array();
$orderList['return'] = $orderList['data'];
$orderList['data'] = NULL;
}
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//Setup Thresholds for kicking off trades
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
if ( $ticker['ticker']['last'] > 1 ){ //if the ticker is valid
if (@$GOX) {
if ( $return['data']['Trade_Fee'] > 0 ) $exchangeCommision = $return['data']['Trade_Fee']/100; //Gox Commision
}
$threshold = ceil( $ticker['ticker']['last']*( (1/(1-$exchangeCommision)/(1-$profitTrade/2)) -1) * 100) /100 ;
$microThreshold = ceil( $ticker['ticker']['last']*( (1/(1-$exchangeCommision)/(1-$microProfit/2)) -1) * 100) /100 ;
if (!@$microTicker || @$microTicker < 1 ) {
$microTicker = $ticker['ticker']['last'];
$microThresholdBuy = $microTicker + $microThreshold; //Buy Above Last to create trailing buys - Micro-Dip
$microThresholdSell = $microTicker - $microThreshold; //Sell below last to create advancing sells - Micro-Spike
}
if (!@$thresholdBuy || @$thresholdBuy < 1 ) $thresholdBuy = $ticker['ticker']['last'] + $threshold; //We set buy orders when the price increases (trailing buy)
if (!@$thresholdSell || @$thresholdSell < 1 ) $thresholdSell = $ticker['ticker']['last'] - $threshold; //We set sell orders when the price decreases (advancing sell)
} else { exit; }
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//Calculate Cost, Balances, and print summary of information.
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//DEBUG need to calculate cost in $sellDivisor iterations for amounts that will be traded.
//DEBUG REFERENCE FILLED ORDERS! Prevent calculating cost based on filled sell orders!
$BTCO = $USDO = 0;
$sellOrders = $buyOrders = array(); //blank the order books for each new run (Infinite Loop issue)
$b = $s = 0; //FIXED order clearing if no open orders
if ( $orderList['success'] > 0 ){
foreach ( $orderList['return'] as $key => $value){
if (@$GOX){
$tmp1 = $value['amount']['value'];
$value['amount'] = NULL;
$value['amount'] = $tmp1;
$value['rate'] = $value['price']['value'];
$tmp1 = NULL; $tmp1 = $value['amount'] * $value['rate'];
$tmp1 = NULL;
}
if ( $value['type'] == $exchangeBuySell[1] ){
$BTCO = $BTCO + $value['amount']; //BTC = sum of sell orders and amounts //PHP Fatal error: Unsupported operand types in /arbot/buydownbotBTCG.php on line 281
$sellOrders[$s] = $value['rate'];
$s++;
}
//if ( $value['type'] == $exchangeBuySell[1] && $value['amount'] == $engineAmount ){
// $reserveBTC = ( $reserveBTC - $value['amount'] >= 0 ? $reserveBTC - $value['amount'] : 0); //
//
//}
if ( $value['type'] == $exchangeBuySell[0] ) {
$USDO = $USDO + $value['amount'] * $value['rate']; //USD = sum of buy orders amount*rate
$buyOrders[$b] = $value['rate'];
$b++;
}
//if ( $value['type'] == $exchangeBuySell[0] && $value['amount'] == $engineAmount) {
// //FIXED reserve usd wasnt decreasing
// $reserveUSD = ( $reserveUSD - $value['amount'] * $value['rate'] >= 0 ? $reserveUSD - $value['amount'] * $value['rate'] : 0 ); //USD = sum of buy orders amount*rate
//}
}
/*if ( $countIteration < 3 && $ORDERS ){
rsort($buyOrders); //ReverseSort orders and discard keys
sort($sellOrders); //Sort orders and discard keys
if ( !@$thresholdBuy ) $thresholdBuy = ( count($sellOrders) <= $thresholdOrders ? @$sellOrders[$countOrder] : @$sellOrders[$thresholdOrders] ); //Fill Xth order before trading
if ( !@$thresholdSell ) $thresholdSell = ( count($buyOrders) <= $thresholdOrders ? @$buyOrders[$countOrder] : @$buyOrders[$thresholdOrders] ); //Fill Xth order before trading
}*/
//SOLVED this is set in the threshold section now.
} else {
if ( $orderList['error'] !== "no orders" ) {
print_r($orderList);
}
}
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
// Calculate FUNDS
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$USDB = $BTCB = $USDT = $BTCT = $BTC = $USD = 0;
//Calculate the TOTAL we have in orders and balance and USD/last BTCTotal
if ($GOX) $BTCT = $return['return']['funds']['btc'] + $return['return']['funds']['usd']/$ticker['ticker']['last'];
if ($BTCE) $BTCT = $return['return']['funds']['btc'] + $BTCO + $return['return']['funds']['usd']/$ticker['ticker']['last'] + $USDO/$ticker['ticker']['last'];
//Calculate the TOTAL USD we have in buy orders, sell orders, BTC balance, USD Balance
if ($GOX) $USDT = ($return['return']['funds']['btc'])*$ticker['ticker']['last'] + $return['return']['funds']['usd'];
if ($BTCE) $USDT = ($return['return']['funds']['btc'] + $BTCO)*$ticker['ticker']['last'] + $USDO + $return['return']['funds']['usd'];
//Calculate the BALANCE we have in orders and funds BTCBalance USDBalance
if ($GOX) $BTCB = $return['return']['funds']['btc'];
if ($BTCE) $BTCB = $return['return']['funds']['btc'] + $BTCO;
if ($GOX) $USDB = $return['return']['funds']['usd'];
if ($BTCE) $USDB = $return['return']['funds']['usd'] + $USDO;
//Calculate the TRADE amount we have in funds and orders BTCTrade USDTrade
$BTC = ( $BTCB >= $maxBTC ? $maxBTC - $BTCO : $BTCB - $BTCO );
$USD = ( $USDB >= $maxUSD ? $maxUSD - $USDO : $USDB - $USDO );
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
// Calculate BTC Cost of BTCBalance
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$dollarCostTotal = $dollarCostShares = $idealSellRate = $idealSellAmount = $dollarCostAverage = $countBuys = 0;
$countFilledIterationBuy = $countFilledIterationSell = $countFilledIteration = 0;
$costBalance = array( "total" => 0, "shares" => 0, "average" => 0, "ideal" => 0);
$costFilled = array( "total" => 0, "shares" => 0, "average" => 0, "ideal" => 0);
$profitFilled = array( "total" => 0, "shares" => 0, "average" => 0, "ideal" => 0);
$BTCremaining = $BTCB;
if ($BALANCE) $BTCremaining = $BTC*($currentBalanceBTC-$reBalanceBTC);
foreach ( $TradeHistory['return'] as $key => $value){
//DEBUG use this information to calculate trades/costs/profits
if ( $value['type'] == $exchangeBuySell[0] && $BTCremaining >= $minBidBTC ) {
$costBalance['total'] = $costBalance['total'] + $value['rate']*$value['amount'];
$costBalance['shares'] = $costBalance['shares'] + $value['amount'];//$amountTrade[0]; Total shares analysed not / spread
$BTCremaining = $BTCremaining - $value['amount'];
$countBuys++;
}
/*
{
"success":1,
"return":{
"166830":{
"pair":"btc_usd",
"type":"sell",
"amount":1,
"rate":1,
"order_id":343148,
"is_your_order":1,
"timestamp":1342445793
}
}
}*/
//DEBUG gox compatibility
if ( @$ordersPlaced && array_key_exists ( $value['order_id'] , $ordersPlaced )){ //PHP Notice: Undefined index: order_id in /arbot/buydownbotBTCG.php on line 532
$filledOrders[$value['order_id']] = array(); //Define the array
$filledOrders[$value['order_id']] = $ordersPlaced[$value['order_id']]; //Store the order info in the array
$ordersFilledIteration[$countIteration-1] = array(); //Define the last iteration array
$ordersFilledIteration[$countIteration-1][$value['order_id']] = array(); //Define the last iteration array
$ordersFilledIteration[$countIteration-1][$value['order_id']] = $ordersPlaced[$value['order_id']]; //Store the order info in the array
unset($ordersPlaced[$value['order_id']]);
$countFilled++;$countFilledIteration++;
if ($value['type'] == $exchangeBuySell[0]){
$costFilled['total'] = $costFilled['total'] + $value['rate']*$value['amount'];
$costFilled['shares'] = $costFilled['shares'] + $value['amount'];//$amountTrade[0]; Total shares analysed not / spread
$countFilledBuy++;$countFilledIterationBuy++;
}
if ($value['type'] == $exchangeBuySell[1]){
$profitFilled['total'] = $profitFilled['total'] + $value['rate']*$value['amount'];
$profitFilled['shares'] = $profitFilled['shares'] + $value['amount'];//$amountTrade[0]; Total shares analysed not / spread
$countFilledSell++;$countFilledIterationSell++;
}
}
}
if (@$costBalance['shares'] > 0){
$costBalance['average'] = $costBalance['total']/$costBalance['shares']; //Total cost / Number of shares is purchase price
$costBalance['ideal'] = ( ($costBalance['total'])/(1-$exchangeCommision)/(1-$exchangeCommision)/(1-$engineProfit) )/$costBalance['shares'];//Average cost + UtoB commision + BtoU Commision is 0% profit sell rate
$stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss);
} else $stop['target'] = 0;
if (@$costFilled['shares'] > 0){
$costFilled['average'] = $costFilled['total']/$costFilled['shares']; //Total cost / Number of shares is purchase price
$costFilled['ideal'] = ($costFilled['average'])/(1-$exchangeCommision)/(1-$exchangeCommision)/(1-$engineProfit);//Average cost + UtoB commision + BtoU Commision is 0% profit sell rate
}
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
// Primary output header block
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
$message = "\n";
if (@$DEBUG && $DOT) {print "\n"; $DOT = FALSE; }
print "\n\n\n\n\n";
print "**********************************************************\n"; //Print Separator
print "----------------------------------------------------------\n"; //Print Separator
print "**********************************************************\n"; //Print Separator
print " Started:{$dateStart}\n";
//$dateCurrent = date('Ymd H:i:s');
print " Current:".date('Ymd H:i:s')."\n"; //Print Separator
$elapsed = time() - $startTime;
$tmp1 = $elapsed/ 86400 % 1;
$tmp2 = $elapsed/ 3600 % 24;
$tmp3 = $elapsed/ 60 % 60;
$tmp4 = $elapsed % 60;
print " Runtime: {$tmp1}:Days {$tmp2}:H {$tmp3}:M {$tmp4}:S\n";
print "----------------------------------------------------------\n"; //Print Separator
//$tmp1 = round($stop['target'],2);
$tmp1 = ( $STOPLOSS ? "ACTIVE" : ( $stop['target'] == 0 ? "NO INVESTMENT" : round($stop['target'],2)) );
print "Iteration: {$countIteration} Ticker:\${$ticker['ticker']['last']} *****StopLoss:{$tmp1}*****\n"; //Print Separator
print "----------------------------------------------------------\n"; //Print Separator
print "---------------- Trade Target Information ----------------\n";
print "Threshold: Fees:{$exchangeCommision}% Trades:{$threshold} Micro:{$microThreshold}\n";
if (@$ORDERS || @$STATIC) print "Targets: Over:\${$thresholdBuy} Last:\${$ticker['ticker']['last']} Under:\${$thresholdSell}\n";
if ($MICRO && !$STOPLOSS ) print "Micro-Targets: Over:\${$microThresholdBuy} Tick:\${$microTicker} Under:\${$microThresholdSell}\n";
if ($STOPLOSS) print "Rebuy Targets: Over:{$stop['over']} Tick:{$stop['ticker']} Under:{$stop['under']}\n";
print "----------------------------------------------------------\n"; //Print Separator
print "------------------- Funds Information -------------------\n";
$tmp1 = round($BTCT,2);$tmp2 = round($USDT,2);
print " Cash Out: BTC:{$tmp1} USD:\${$tmp2}\n";
$tmp1 = round($BTCB,2);$tmp2 = round($USDB,2);
print " Balance: BTC:{$tmp1} USD:\${$tmp2}\n";
print " Maximums: BTC:{$maxBTC} USD:\${$maxUSD}\n";
$engineAmount = max($BTCB,$USDB/$ticker['ticker']['last']);
$engineAmount = min ($engineAmount,$microAmount);
$engineAmount = round($engineAmount,8);
$tmp1 = round($engineAmount,2);
//DEBUG not compatible with other engines, needed to create a tradeAmount or a buyamount and sellamount.
print " EngineAmount:{$tmp1} Sells:{$engineSellDivisor} Buys:{$engineBuyDivisor} Profit:{$engineProfit}\n ";
$tmp1 = round($BTC,2);$tmp2 = round($USD,2);
print " Tradable: BTC:{$tmp1} USD:\${$tmp2}\n";
print "----------------------------------------------------------\n"; //Print Separator
print "------------------- Order Information -------------------\n";
print " Open: Buys:{$b} Sells:{$s}\n";
print " Placed:Valid:{$countValid} Invalid:{$countInValid} Cancelled:{$countCancelled}\n";
print "Completed: Buys:{$countFilledBuy} Total:{$countFilled} Sells:{$countFilledSell} \n";
print " Last Run: Buys:{$countFilledIterationBuy} Total:{$countFilledIteration} Sells:{$countFilledIterationSell}\n";
print "----------------------------------------------------------\n"; //Print Separator
print "------------------- Cost Information -------------------\n";
if (@$costBalance['shares'] > 0){
$tmp1 = round($costBalance['total'],2);
$tmp2 = round($costBalance['shares'],2);
$tmp3 = round($costBalance['average'],2);
$tmp4 = round($costBalance['ideal'],2);
print "Balance Costs: Total:{$tmp1} Shares:{$tmp2} Average:{$tmp3} Ideal:{$tmp4}\n";
$tmp1 = $tmp2 = $tmp3 = $tmp4 = NULL;
} else $costBalance['ideal'] = $ticker['ticker']['last'] * 2;
if (@$costFilled['shares'] > 0){
$tmp1 = round($costFilled['total'],2);
$tmp2 = round($costFilled['shares'],2);
$tmp3 = round($costFilled['average'],2);
$tmp4 = round($costFilled['ideal'],2);
print "Order Costs: Total:{$tmp1} Shares:{$tmp2} Average:{$tmp3} Ideal:{$tmp4}\n";
$tmp1 = $tmp2 = $tmp3 = $tmp4 = NULL;
}
if ( (@$costFilled['shares'] == 0) && (@$costBalance['shares'] == 0)){
print "Order Costs: Not holding any BTC! \n";
}
print "----------------------------------------------------------\n"; //Print Separator
print "------------------- Profit Information -------------------\n";
if ( $countIteration < 3 ){
$profit = array('initial' => array('balanceBTC' => $BTCB,'balanceUSD' => $USDB,'ticker' => $ticker['ticker']['last'], 'totalBTC' => $BTCT, 'totalUSD' => $USDT ) );
}
//
$profit['buy'] = array('amountBTC' => 0, 'amountUSD' => 0);
$profit['sell'] = array('amountBTC' => 0, 'amountUSD' => 0);
if (@$filledOrders){
foreach ( $filledOrders as $key => $value ){
if ( $value['type'] == $exchangeBuySell[0] ){
$profit['buy']['amountBTC'] = $profit['buy']['amountBTC'] + $value['amount'];
$profit['buy']['amountUSD'] = $profit['buy']['amountUSD'] + $value['rate'] * $value['amount'];
}
if ( $value['type'] == $exchangeBuySell[1] ){
$profit['sell']['amountBTC'] = $profit['sell']['amountBTC'] + $value['amount'];
$profit['sell']['amountUSD'] = $profit['sell']['amountUSD'] + $value['rate'] * $value['amount'];
}
}
//FIXED PHP Warning: Division by zero in /arbot/buydownbotBTC.php on line 659
if ( $profit['buy']['amountBTC'] > 0 ) $profit['buy']['cost'] = round($profit['buy']['amountUSD']/$profit['buy']['amountBTC'],2);
if ( $profit['sell']['amountBTC'] > 0 ) $profit['sell']['cost'] = round($profit['sell']['amountUSD']/$profit['sell']['amountBTC'],2);
}
//Initial Balance
$tmp1 = round($profit['initial']['balanceBTC'],2);
$tmp2 = round($profit['initial']['balanceUSD'],2);
print "Initial Balance: BTC:{$tmp1} USD:{$tmp2} Rate:{$profit['initial']['ticker']} \n";
//Current Balance
$tmp1 = round($BTCB,2);
$tmp2 = round($USDB,2);
print "Current Balance: BTC:{$tmp1} USD:{$tmp2} Rate:{$ticker['ticker']['last']}\n";
//Difference
$tmp1 = round($USDB - $profit['initial']['balanceUSD'],2);
$tmp2 = round($BTCB - $profit['initial']['balanceBTC'],2);
$tmp3 = round(($ticker['ticker']['last'] - $profit['initial']['ticker']),2);
print " Difference: BTC:{$tmp2} USD:{$tmp1} Rate:{$tmp3}\n";
if (@$profit['buy']['amountBTC'] > 0){
//BTC purchased {amountBTC} {costBTC} {totalcost}
$tmp1 = round($profit['buy']['amountBTC'],2);
$tmp2 = round($profit['buy']['cost'],2);
$tmp3 = round($profit['buy']['amountUSD'],2);
print " Trade Buys: BTC:{$tmp1} Rate:{$tmp2} Total:{$tmp3}\n";
}
if (@$profit['sell']['amountBTC'] > 0){
//BTC sold {amountBTC} {costBTC} {totalprofit}
$tmp1 = round($profit['sell']['amountBTC'],2);
$tmp2 = round($profit['sell']['cost'],2);
$tmp3 = round($profit['sell']['amountUSD'],2);
print " Trade Sells: BTC:{$tmp1} Rate:{$tmp2} Total:{$tmp3}\n";
}
//Gains
//sell - buy + BTCholdings*last*commision - initialBTCbalance*initialLast*commision
$tmp1 = round($profit['sell']['amountUSD'] - $profit['buy']['amountUSD'] + ($BTCB*$ticker['ticker']['last']*.998) - ($profit['initial']['balanceBTC']*$profit['initial']['ticker']*.998),2);
$tmp2 = round($USDT - $profit['initial']['totalUSD'] - $tmp1,2);
print " Profit From Trading:{$tmp1} \n";
print " Unrealized Gains:{$tmp2} \n";
//BTC Appreciation = start btc * start rate - startbtc * current rate
$tmp1 = round($profit['initial']['totalBTC'] * $profit['initial']['ticker'],2);
$tmp2 = round($profit['initial']['totalBTC'] * $ticker['ticker']['last'],2);
$tmp4 = round($tmp1 - $tmp2,2);
print " BTC Appreciation: Start:{$tmp1} Current:{$tmp2} Difference:{$tmp4}\n";
//Run Value = profit - appreciation
//$tmp1 = round($profit['initial']['balanceBTC']*$profit['initial']['ticker']*.998 + $profit['initial']['balanceUSD'],2);
$tmp3 = round($USDT - $profit['initial']['totalUSD'],2);
print " Program Value:{$tmp3}\n";
$message = $message . " Program Value:{$tmp3}\n";
$tmp1 = $tmp2 = $tmp3 = $tmp4 = 0;
print "----------------------------------------------------------\n"; //Print Separator
|
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Whoever mines the block which ends up containing your transaction will get its fee.
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Advertised sites are not endorsed by the Bitcoin Forum. They may be unsafe, untrustworthy, or illegal in your jurisdiction.
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miaviator (OP)
Donator
Hero Member
Offline
Activity: 686
Merit: 519
It's for the children!
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December 11, 2013, 02:05:00 AM |
|
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////TRADE ENGINES/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////Micro-Roll ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//DEBUG $stop target ticker over under count
//SOLVED Need to record amounts and rates to prevent cancellation
//DEBUG Need to set a stop loss to cancel all orders, sell all B and restart (use main trade engine)
//SOLVED Need to prevent duplicate rate orders
//SOLVED Need to use MINI for this section and MICRO for balance trades or Micro for this and balance for balance trades.
//SOLVED you should never set sell orders if you don't have buy orders, you should always have buy orders,
//SOLVED you shouldn't need to set rate at threshold*count,
//SOLVED just use duplicate rate protection and set to iteration higher each time.
if ($MICRO){
print "------------------- Micro-Trade Block -------------------\n";
//print " Stop-Loss: Under:\${$microThresholdSell}\n";
//print " Stop-Loss: Over:\${$microThresholdBuy} Tick:\${$microTicker} Under:\${$microThresholdSell}\n";
print "Checking Micro-Trades: ";
if ($STOPLOSS){
if ( $ticker['ticker']['last'] > $stop['over'] || $ticker['ticker']['last'] < $stop['under'] ){
$STOPLOSS = FALSE;
$REBUY = TRUE;
//Rebuy orders
print "\n *********************************************** \n";
print "\n *****Stop Loss in Lifted - Trades Resumed ***** \n";
print "\n *********************************************** \n";
$microTicker = $ticker['ticker']['last'];
$microThresholdBuy = $microTicker + $microThreshold;//$rate[$countOrder - floor($tmp1/2)]; //array_sum($tmp0) / count($tmp0); //Fill an order first $microTicker + $microThreshold;//*$countMicroSell;//Trailing Buy orders, if this sell order fills, Buy More
$microThresholdSell = $microTicker - $microThreshold; //Sell again if last drops below to create advancing sells - Micro-Spike
print "New-Micro-Targets: Over:\${$microThresholdBuy} Tick:\${$microTicker} Under:\${$microThresholdSell}\n";
} else {
print "\n *********************************************** \n";
print "\n ****** Stop Loss Active - Trades Frozen ******* \n";
print "\n *********************************************** \n";
}
}
if ( $ticker['ticker']['last'] < $stop['target'] && !$STOPLOSS ){
$STOPLOSS = TRUE; $REBUY = FALSE;
print "\n *********************************************** \n";
print "\n ***** Stop Loss Activated - Trades Frozen ***** \n";
print "\n *********************************************** \n";
$stop = array('target' ,'ticker' => $ticker['ticker']['last'],'over' => $ticker['ticker']['last']*(1+$microReBuy) ,'under' => $ticker['ticker']['last']*(1-$microReBuy),'count' => $stop['count']++ );
print_r($stop);
print "DEBUG THIS SECTION OF CODE";
print "BTC: COST: LAST:\n";
print "Rebuy Targets: Over:{$stop['over']} Tick:{$stop['ticker']} Under:{$stop['under']}\n";
}
//$stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss);
$microBTCRemaining = $BTCB;
$microUSDRemaining = $USDB;
////////////////////////////////////////////////////////////////////
// First run cancel, buy and sell
if ( $countIteration < 3 && !$STOPLOSS ){
print "First Run Trades.\n";
$microTicker = $ticker['ticker']['last'];
//First Run, Cancel Orders
cancelOrders($exchangeBuySell[0]);
cancelOrders($exchangeBuySell[1]);
//First Run, Check USD, BTC, costBalance, place buy and sell.
//DEBUG check funds for buy and sell trades.
if ( $BTCB >= $minBidBTC ){
$executeTrade = TRUE; //turn on trading
$tmp1 = 0;
$microSellPrice = max($costBalance['ideal'],$ticker['ticker']['last']);
while ( $tmp1 <= ($BTCB/$engineAmount)*$microSellDivisor && $microBTCRemaining >= $minBidBTC ){
$type[$countOrder] = $exchangeBuySell[1];
$rate[$countOrder] = $microSellPrice + .01*$tmp1;
$rate[$countOrder] = ceil($rate[$countOrder]*100)/100;
$amount[$countOrder] = max($BTCB/(($BTCB/$engineAmount)*$microSellDivisor),$minBidBTC); //sell everything
$amount[$countOrder] = floor($amount[$countOrder]*pow(10,8))/pow(10,8);
//$amount[$countOrder] = min($amount[$countOrder],$BTCB);
$amount[$countOrder] = ($BTCB < $amount[$countOrder] ? $BTCB : $amount[$countOrder] ); //if we don't have that much B
print "Micro-Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}\n";
$microBTCRemaining = $microBTCRemaining - $amount[$countOrder];
$countOrder++;$tmp1++;
}
$countMicroSellTotal++;
}
if ( $USDB >= $minBidBTC*$ticker['ticker']['last'] ){
$executeTrade = TRUE; //turn on trading
$tmp1 = 0;
while ( $tmp1 <= $microBuyDivisor && $microUSDRemaining >= ($ticker['ticker']['last']-$microThreshold-$microIteration*$tmp1)*$minBidBTC ){
$type[$countOrder] = $exchangeBuySell[0];
$rate[$countOrder] = $ticker['ticker']['last'] - $microThreshold - $microIteration*$tmp1;
$rate[$countOrder] = floor($rate[$countOrder]*100)/100;
$amount[$countOrder] = max( ($engineAmount*$microBuyAmountMultiplier[$tmp1]) ,$minBidBTC);
$amount[$countOrder] = floor($amount[$countOrder]*pow(10,8))/pow(10,8);
print "Micro-Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}\n";
$microUSDRemaining = $microUSDRemaining - $amount[$countOrder] * $rate[$countOrder];
$countOrder++;$tmp1++;
}
$countMicroBuyTotal++;
}
}
////////////////////////////////////////////////////////////////////
// Stop Loss and Rebuy
if ( $STOPLOSS ){
if ( $BTCB > $minBidBTC && $STOPLOSS ) { //in case we lifted stop loss above.
cancelOrders($exchangeBuySell[0]);
cancelOrders($exchangeBuySell[1]);
print "\n *********************************************** \n";
print "\n **** Stop Loss Activated - Liquidating BTC **** \n";
print "\n *********************************************** \n";
$tmp1 = $tmp2 = 0;
while ( $tmp1 <= $microSellDivisor ){
$executeTrade = TRUE;
$type[$countOrder] = $exchangeBuySell[1];
$rate[$countOrder] = $ticker['ticker']['last'] - $microThreshold - $microIteration*$tmp1;
$rate[$countOrder] = floor($rate[$countOrder]*100)/100;
//If we cancel orders first, we don't need repeat order protection
//while ( in_array($rate[$countOrder],$sellOrders) ){
// $rate[$countOrder] = $ticker['ticker']['last'] - $microThreshold - $microIteration*$tmp2;
// $rate[$countOrder] = ceil($rate[$countOrder]*100)/100;
// $tmp2++;
//}
$amount[$countOrder] = max($BTCB/$microSellDivisor,$minBidBTC);
$amount[$countOrder] = floor($amount[$countOrder]*pow(10,8))/pow(10,8);
print "Micro-Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}\n";
$BTC = $BTC - $amount[$countOrder];
$countOrder++;$tmp1++;
}
$tmp1 = $tmp2 = 0;
}
}
////////////////////////////////////////////////////////////////////
// Micro-Trade Engine Primary
if ($countIteration > 2 && !$STOPLOSS ){ // && !$REBUY){ DEBUG Haven't build rebuy code yet, use primary engine
$countOrder = 0;
//If ticker is above Buy or Below Sell or we filled an order (Needs to be a buy order!)
if ( $countFilledIterationSell > 0 || $ticker['ticker']['last'] > $microThresholdBuy || $ticker['ticker']['last'] < $microThresholdSell || $countFilledIterationBuy > 0 || $b == 0 || $BTC > $minBidBTC || $ticker['ticker']['last'] >= $costBalance['ideal']) {
if ( $BTC > $minBidBTC || $USDB >= ($ticker['ticker']['last'] - $microThreshold)*$minBidBTC || $countFilledIterationBuy > 0 ){
//FIXED change USD test from micro amount to minbidbtc.
//FIXED changed micro, test, from btc > amount to btc > minbid to sell after an error.
if ( $countFilledIterationBuy > 0 ) print "Buy Order Filled.\n";
if ( $USDB >= ($ticker['ticker']['last'] - $microThreshold)*$engineAmount ) print "USD Funds Available {$USDB}.\n";
if ( $BTC > $minBidBTC ) print "BTC Funds Available {$BTC}.\n";
if ( $b == 0 ) print "No open buy orders.\n"; //FIXED added B == 0 will rebuy after stoploss.
if ( $ticker['ticker']['last'] > $microThresholdBuy || $ticker['ticker']['last'] < $microThresholdSell) print "Threshold Crossed.\n";
if ( $ticker['ticker']['last'] >= $costBalance['ideal'] ) print "Balance Ideal sell price crossed. Selling.\n";
//Iteration: 170 Ticker:$119.682 *****StopLoss:118*****
//Balance Costs: Total:118.1 Shares:0.99 Average:118.95 Ideal:119.67
//Checking Micro-Trades: No Trades.
////////////////////////////////////////////////////////////////////
// Sell Code Block
//DEBUG changed all amounts to BTC from BTCB as we are not cancelling orders here
if ( $BTC > $minBidBTC || ($ticker['ticker']['last'] >= $costBalance['ideal'] && $costBalance['ideal'] > 0) || $ticker['ticker']['last'] < $microThresholdSell){ //Sell
//----------------------------------------------------------
//------------------- Cost Information -------------------
//Order Costs: Not holding any BTC!
//----------------------------------------------------------
//------------------- Profit Information -------------------
//Initial Balance: BTC:0 USD:580.06 Rate:121.26682
//Current Balance: BTC:0 USD:580.06 Rate:121.44665
// Difference: BTC:0 USD:0 Rate:0.18
// Profit From Trading:0
// Unrealized Gains:0
// BTC Appreciation: Start:580.06 Current:580.92 Difference:-0.86
// Program Value:0
//----------------------------------------------------------
//------------------- Micro-Trade Block -------------------
//Checking Micro-Trades: USD Funds Available 580.05604.
//Balance Ideal sell price crossed. Selling.
print "\n";
if ($countFilledIterationBuy > 0 && !$microSellCancel ) { //We filled orders last run
NULL;
//Set amount
$microSellAmount = $costFilled['shares']*.998;//Lol i put total //DEBUG Needs to be reduced for commision?
$microSellAmount = $BTC; //My .998 multiplier was acurate to to many decimals? its either this or floor.
//Set price
$microSellPrice = $costFilled['ideal'];
} elseif ($ticker['ticker']['last'] >= $costBalance['ideal'] || $microSellCancel) {// We didn't fill orders but have BTC or want to cancel
//------------------- Micro-Trade Block -------------------
//Checking Micro-Trades: USD Funds Available 2202.166858729.
//Threshold Crossed.
//
//Canceling Orders
//
//Cancelled 0 sell Orders
cancelOrders($exchangeBuySell[1]);
//keep amount
$microSellAmount = $BTCB; //We always sell all BTC available
//set price
$microSellPrice = $costBalance['ideal'];
} else {
$microSellAmount = $BTC;
$microSellPrice = $costBalance['ideal'];
}
///// SELL TRADE /////
$tmp1 = $tmp2 = 0;
//DEBUG FIXED change <= to < for sell divisor, if 1 order is requested the initial value is 0 so it must be less than.
while ( $tmp1 < $microSellDivisor && $microBTCRemaining >= $minBidBTC ){
$executeTrade = TRUE; //turn on trading
$microTicker = $ticker['ticker']['last'];
$type[$countOrder] = $exchangeBuySell[1];
//$rate[$countOrder] = $ticker['ticker']['last'] + $microThreshold*$countMicroSell + $microIteration*$tmp1;
//CHANGELOG 31 removed multiplier from rate, added duplicate price protection
$rate[$countOrder] = $microSellPrice + $microIteration*$tmp1 + $microIteration*$tmp2;
$rate[$countOrder] = max($microSellPrice + $microIteration*$tmp1 + $microIteration*$tmp2,$ticker['ticker']['last']);
$rate[$countOrder] = ceil100($rate[$countOrder]);
while ( in_array($rate[$countOrder],$sellOrders) ){
$rate[$countOrder] = max($microSellPrice + $microIteration*$tmp1 + $microIteration*$tmp2,$ticker['ticker']['last']);
$rate[$countOrder] = ceil($rate[$countOrder]*100)/100;
$tmp2++;
}
$amount[$countOrder] = max($microSellAmount/$microSellDivisor,$minBidBTC);
$amount[$countOrder] = floor($amount[$countOrder]*pow(10,8))/pow(10,8);
print "Micro-Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}\n";
$microBTCRemaining = $microBTCRemaining - $amount[$countOrder];
$countOrder++;$tmp1++;
}
//if ( $microBTCRemaining < 0 ){
// $amount[$countOrder-1] = $amount[$countOrder-1] + $microBTCRemaining; //Debug last order over amount, not working...
// $countOrder--;
//}
$tmp1 = $tmp2 = 0;
$microBuy = FALSE; //We didn't Buy
$microSell = TRUE; //We did Sell
if ($microSell) {$countMicroSell++;$countMicroSellTotal++;$countMicroBuy = 1;} else {$countMicroSell = 1;}
$microThresholdBuy = ( $rate[0] > 0 ? $rate[0] : $ticker['ticker']['last'] + $microThreshold );
//array_sum($tmp0) / count($tmp0); //Fill an order first $microTicker + $microThreshold;//*$countMicroSell;//Trailing Buy orders, if this sell order fills, Buy More
$microThresholdSell = $ticker['ticker']['last'] - $microThreshold; //Sell again if last drops below to create advancing sells - Micro-Spike
print "New-Micro-Targets: Over:\${$microThresholdBuy} Tick:\${$ticker['ticker']['last']} Under:\${$microThresholdSell}\n";
} else print "BTC Funds Not Available. \n";
////////////////////////////////////////////////////////////////////
// BUY Code Block
//FIXED no buy orders active If threshold was crossed and we have funds or there are no buy orders and we have funds
//DEBUG TESTING if we filled a sell order replace all buy orders.
if ( ($ticker['ticker']['last'] > $microThresholdBuy || $b == 0 || $countFilledIterationSell > 0 ) && $USDB >= ($ticker['ticker']['last'] - $microThreshold)*$minBidBTC ){ //
cancelOrders($exchangeBuySell[0]);
print "\n";
$tmp1 = $tmp2 = 0;
while ( $tmp1 < $microBuyDivisor && $microUSDRemaining > 0 ){//DEBUG
$executeTrade = TRUE; //turn on trading
$microTicker = $ticker['ticker']['last'];
$type[$countOrder] = $exchangeBuySell[0];
$rate[$countOrder] = $ticker['ticker']['last'] - $microThreshold - $microIteration*$tmp1;
$rate[$countOrder] = floor($rate[$countOrder]*100)/100;
while ( in_array($rate[$countOrder],$buyOrders) ){
$tmp2++;
$rate[$countOrder] = $ticker['ticker']['last'] - $microThreshold - $microIteration*$tmp1 - $microIteration*$tmp2;
}
$amount[$countOrder] = max($BTCB/(($BTCB/$engineAmount)*$microSellDivisor),$minBidBTC); //sell everything
$amount[$countOrder] = max( ($engineAmount*$microBuyAmountMultiplier[$tmp1]) ,$minBidBTC);
$amount[$countOrder] = floor($amount[$countOrder]*pow(10,8))/pow(10,8);
print "Micro-Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}\n";
$microUSDRemaining = $microUSDRemaining - $amount[$countOrder] * $rate[$countOrder];
$countOrder++;$tmp1++;
}
$microBuy = TRUE;
$microSell = FALSE;
if ($microBuy) {$countMicroBuy++;$countMicroBuyTotal++;$countMicroSell = 1;} else {$countMicroBuy = 1;}
$microThresholdSell = $ticker['ticker']['last'] - $microThreshold;//$rate[$countOrder - floor($tmp1/2)];// array_sum($tmp0) / count($tmp0);//*$countMicroBuy;//Advancing Sell orders, if this buy order fills, sell more
$microThresholdBuy = $ticker['ticker']['last'] + $microThreshold; //Buy Above Last to create trailing buys - Micro-Dip
$tmp0 = $tmp1 = $tmp2 = 0;
print "New-Micro-Targets: Over:\${$microThresholdBuy} Tick:\${$ticker['ticker']['last']} Under:\${$microThresholdSell}\n";
} elseif ($ticker['ticker']['last'] <= $microThresholdBuy) {
print "Buy Threshold not met.\n";
} elseif ($USD < ($ticker['ticker']['last'] - $microThreshold)*$engineAmount){
print "USD Funds Not Available. \n";
}
} else print "Funds Not Available. \n";
} else print "No Trades. \n";
$tmp1 = $countMicroBuy - 1;
$tmp2 = $countMicroSell - 1;
print "Micro-Hits Total: Buys:{$countMicroBuyTotal} Sells:{$countMicroSellTotal}\n";
print "Micro-Hits Active: Buys:{$tmp1} Sells:{$tmp2}\n";
$tmp1 = $tmp2 = NULL;
}
}
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////Balance ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//DEBUG you may want to use threshold crossing for these to prevent mass ordering.
if ( $BALANCE ){
////////////////////////////////////////////////////////////////////
//Calculate distance, difference, portfolio balance
$distanceFromHigh = $ticker['ticker']['high'] - $ticker['ticker']['last'];
$distanceFromLow = $ticker['ticker']['last'] - $ticker['ticker']['low'];
$spreadHighLow = $ticker['ticker']['high'] - $ticker['ticker']['low'];
//Calculate new preffered balance amounts
$reBalanceBTC = floor(($distanceFromLow/$spreadHighLow)*100)/100;
$reBalanceUSD = 1-$reBalanceBTC; //Prefer USD during rebalance
$currentBalanceBTC = floor(($BTCB/$BTCT)*100)/100;
$currentBalanceUSD = 1-$currentBalanceBTC; //$USDB/$USDT;
$reBalanceUSDDisplay = $reBalanceUSD*100;
$reBalanceBTCDisplay = $reBalanceBTC*100;
$currentBalanceUSDDisplay = $currentBalanceUSD*100;
$currentBalanceBTCDisplay = $currentBalanceBTC*100;
print "------------ Portfolio Balancing Information ------------\n";
$tmp1 = round($distanceFromHigh,2);$tmp2 = round($distanceFromLow,2);$tmp3 = round($spreadHighLow,2);
print "From High:{$tmp1} From Low:{$tmp2} Spread:{$tmp3}\n";
$tmp1 = $tmp2 = $tmp3 = NULL;
print "Current Balance: USD:{$currentBalanceUSDDisplay}% BTC:{$currentBalanceBTCDisplay}%\n";
print "Target Balance: USD:{$reBalanceUSDDisplay}% BTC:{$reBalanceBTCDisplay}%\n";
////////////////////////////////////////////////////////////////////
//Setup Buy orders
$USDremaining = $USD;
$balanceBuy = FALSE;
print "------------------- Mini-Balance-Trade Block -------------------\n";
print "Checking Micro-Balance Buy Funds and Balance: ";
if ( $BALANCE && ($USDT*($currentBalanceUSD-$reBalanceUSD))/($ticker['ticker']['last'] - $threshold) > 0 && $balanceSell = FALSE ){ //Trade USD for BTC
print "Increasing BTC - Decreasing USD. \n";
$executeTrade = TRUE; //turn on trading
$balanceBuy = TRUE; //Let the next part know we bought
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor100($ticker['ticker']['last'] - $threshold);
$amount[$countOrder] = round( ($USDT*($currentBalanceUSD-$reBalanceUSD))/$rate[$countOrder] ,2); //the amount of the trade
$amount[$countOrder] = min($amount[$countOrder],$balanceAmount);
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of \${$rate[$countOrder]} \${$USDremaining} left.\n";
$balanceThresholdBuy = $rate[$countOrder];
$countOrder++;
} else print "No Buy Trades.\n";
////////////////////////////////////////////////////////////////////
//Setup Sell Orders
$BTCremaining = $BTC;
$balanceSell = FALSE;
print "Checking Micro-Balance Sell Funds and Balance: ";
if ( $BALANCE && $BTCT*($currentBalanceBTC-$reBalanceBTC) > 0 && $balanceBuy = FALSE ){ //Trade BTC for USD
print "Increasing USD - Decreasing BTC. \n";
$executeTrade = TRUE; //turn on trading
$balanceSell = TRUE;
$type[$countOrder] = $exchangeBuySell[1]; //The type of trade
$rate[$countOrder] = ceil((($ticker['ticker']['last'] + $threshold))*100)/100;
$amount[$countOrder] = round( ($BTCT*($currentBalanceBTC-$reBalanceBTC)) ,2); //the amount of the trade
$amount[$countOrder] = min($amount[$countOrder],$balanceAmount);
$BTCremaining = $BTCremaining - $amount[$countOrder] ;
print "Selling {$amount[$countOrder]}B at a rate of \${$rate[$countOrder]} \${$USDremaining} left.\n";
$thresholdSell = $rate[$countOrder];
$countOrder++;
} else print "No Sell Trades.\n";
}
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////JOSH's ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
if ($JOSH){
//$joshAmount = 5; //In BTC
//$joshThreshold = 5; //In USD
//$joshStopLoss = .05; //as a percentage
//$joshReBuy = .05; //as a percentage
if ( !@$joshTicker ) $joshTicker = $ticker['ticker']['last'];
////////////////////////////////////////////////////////////////////
//Reset Funds and print Header Block
$USDremaining = $USD;
$BTCremaining = $BTC;
print "------------------- JOSH's ENGINE TRADE BLOCK -------------------\n";
print "Threshold: Fees:{$exchangeCommision}% Trades:{$joshThreshold}";
$tmp1 = $joshTicker + $joshThreshold; $tmp2 = $joshTicker - $joshThreshold;
if (@$DEBUG ) print "Josh-Targets: Over:\${$tmp1} Tick:\${$joshTicker} Under:\${$tmp2}\n";
print "Checking JOSH Buy Funds and Balance: ";
//DEBUG need to get last two order ID's to check if they filled?
////////////////////////////////////////////////////////////////////
//Reset the ticker
if ( $ticker['ticker']['last'] > $joshTicker + $joshThreshold || $ticker['ticker']['last'] < $joshTicker - $joshThreshold ){
$joshTicker = $ticker['ticker']['last'];
}
////////////////////////////////////////////////////////////////////
//Cancel all orders
cancelOrders($exchangeBuySell[0]); //cancel current buy orders to replace;
cancelOrders($exchangeBuySell[1]); //cancel current sell orders to replace;
////////////////////////////////////////////////////////////////////
//Setup Buy orders
if ( 'josh' == 'cool' && $USD > $joshAmount*($ticker['ticker']['last']-$joshThreshold) ){ //BUY
print "\n";
$executeTrade = TRUE; //turn on trading
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor100($ticker['ticker']['last'] - $joshThreshold);
$amount[$countOrder] = $joshAmount; //the amount of the trade
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of \${$rate[$countOrder]} \${$USDremaining} left.\n";
$countOrder++;
} else print "No Buy Trades.\n";
////////////////////////////////////////////////////////////////////
//Setup Sell Orders
if ( 'josh' == 'cool' && $BTC > $joshAmount ){ //SELL
print "\n";
$executeTrade = TRUE; //turn on trading
$type[$countOrder] = $exchangeSellSell[1]; //The type of trade
$rate[$countOrder] = ceil100($ticker['ticker']['last'] + $joshThreshold);
$amount[$countOrder] = $joshAmount; //the amount of the trade
$BTCremaining = $BTCremaining - $amount[$countOrder];
print "Selling {$amount[$countOrder]}B at a rate of \${$rate[$countOrder]} \${$BTCremaining} left.\n";
$countOrder++;
} else print "No Sell Trades.\n";
}
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////STATIC ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//set reference ticker
//buy at ticker -$5
//sell at ticker +$5
//repeat until all funds are used
//wait for a $5 movement
//Do it again
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////Fibonacci ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////EMA ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
if ($EMA){
print "------------------- EMA ENGINE TRADE BLOCK -------------------\n";
$tmp1 = round($ema1,2);$tmp2 = round($ema2,2);$tmp3 = round($ema3,2);
if (@$DEBUG && $EMA ) print "EMAs: EMA{$ema1Time}:\${$tmp1} EMA{$ema2Time}:\${$tmp2} EMA{$ema3Time}:\${$tmp3} \n"; //&& $EMA
$tmp1 = $tmp2 = $tmp3 = NULL;
}
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////BALANCE ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////Hybrid EMA/FIB/BALANCE ENGINE/////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//Setup Buy orders
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
/*
$USDremaining = $USD;// + $USDO; //
//if ( $countOrder > 0 ) $countOrder++;
print "Checking Buy Funds and Threshold: ";
if ( ( ($ema1 > $ema2 && $ema2 > $ema3 ) && $BUY && $USDremaining > $minBidUSD*$sharesBuy && !$BALANCE )
|| ( $BALANCE && ($USDT*($currentBalanceUSD-$reBalanceUSD)) /($ticker['ticker']['last'] - $threshold) > 0 ) ){ //The price is moving upward, set buy orders
//DEBUG DOES THIS CHANGE WITH EMA CROSSING VS THRESHOLD CROSSING?
print "Buying. \n";
$executeTrade = TRUE; //turn on trading
$SELL = TRUE;$BUY = FALSE; //Only buy after selling and sell after buying
cancelOrders($exchangeBuySell[0]); //cancel current buy orders to replace;
//DEBUG you should now have your balance including orders in $return
$countBuys = 1;
if ($BALANCE){
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor((($ticker['ticker']['last'] - $threshold))*100)/100;
$amount[$countOrder] = round( ($USDT*($currentBalanceUSD-$reBalanceUSD))/$rate[$countOrder] ,2); //the amount of the trade
$amount[$countOrder] = min($amount[$countOrder],$amountTrade);
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$USDremaining} left.\n";
$thresholdBuy = $rate[$countOrder];
$countBuys++;$countOrder++;
}
if (!$BALANCE){
//First Order
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor((($ticker['ticker']['last'] - $threshold)*(1-$exchangeCommision))*100)/100;
$amount[$countOrder] = round(($amountBuyTrade[$countBuys]*$USDremaining)/$rate[$countOrder],2); //the amount of the trade
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$USDremaining} left.\n";
$countBuys++;$countOrder++;
if ( $buyDivisor > 1 ){
//Second through n-1th order
while ( $countBuys < $buyDivisor ){
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor( ($rate[$countOrder-1] - (($distanceFromLow/($buyDivisor+1))*$countBuys) )*100)/100;
$amount[$countOrder] = round(($amountBuyTrade[$countBuys]*$USDremaining)/$rate[$countOrder],2); //the amount of the trade
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$USDremaining} left.\n";
$countBuys++;$countOrder++;
}
}
if ( $buyDivisor > 2 ){
//Nth (Last) Order
$type[$countOrder] = $exchangeBuySell[0]; //The type of trade
$rate[$countOrder] = floor( ($rate[$countOrder-2] - (($distanceFromLow/($buyDivisor+1))*$countBuys) )*100)/100;
$amount[$countOrder] = floor($USDremaining/$rate[$countOrder]); //the amount of the trade
$USDremaining = $USDremaining - $rate[$countOrder] * $amount[$countOrder] ;
print "Buying {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$USDremaining} left.\n";
$countBuys++;$countOrder++;
}
rsort($buyOrders); //ReverseSort orders and discard keys
sort($sellOrders); //Sort orders and discard keys
$thresholdSell = ( count($buyOrders) <= $thresholdOrders ? $buyOrders[$countOrder] : $buyOrders[$thresholdOrders] ); //Fill Xth order before trading
print "New Targets: Sell:{$thresholdSell} Last:{$ticker['ticker']['last']} Buy:{$thresholdBuy}\n";
}
} else print "No Buy Trades.\n";
////////////////////////////////////////////////////////////////////
//Setup Sell Orders
////////////////////////////////////////////////////////////////////
$BTCremaining = $BTC;
print "Checking Sell Funds and Threshold: ";
if ( ( ($ema1 < $ema2 && $ema2 < $ema3 ) && $SELL && $BTCremaining > $minBidBTC*$sharesSell && !$BALANCE )
|| ( $BALANCE && $BTCT*($currentBalanceBTC-$reBalanceBTC) > 0 ) ){ //The price is moving upward, set buy orders
print "Selling. \n";
$executeTrade = TRUE; //turn on trading
$SELL = FALSE;$BUY = TRUE; //Only buy after selling and sell after buying
cancelOrders($exchangeBuySell[1]); //cancel current buy orders to replace;
$countSells = 1;
if ($BALANCE){
$type[$countOrder] = $exchangeBuySell[1]; //The type of trade
$rate[$countOrder] = ceil(($idealSellRate*(1+$profitTrade)*100))/100;
if ($GOX) $rate[$countOrder] = ceil((($ticker['ticker']['last'] + $threshold))*100)/100;
$amount[$countOrder] = round( ($BTCT*($currentBalanceBTC-$reBalanceBTC)) ,2); //the amount of the trade
$amount[$countOrder] = min($amount[$countOrder],$amountTrade);
$BTCremaining = $BTCremaining - $amount[$countOrder] ;
print "Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$USDremaining} left.\n";
$thresholdSell = $rate[$countOrder];
$countSells++;$countOrder++;
}
if (!$BALANCE){
//First Order
$type[$countOrder] = $exchangeBuySell[1]; //The type of trade
$rate[$countOrder] = ceil(($idealSellRate*(1+($profitTrade*$countSells)))*100)/100 ; //Compound interest style sell rate http://php.net/manual/en/function.pow.php
$rate[$countOrder] = max($rate[$countOrder],$ticker['ticker']['last']+$threshold*$countSells);
$amount[$countOrder] = round(($amountSellTrade[$countSells]*$BTC),2); //the amount of the trade
$BTCremaining = $BTCremaining - $amount[$countOrder] ;
print "Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$BTCremaining} left.\n";
$countSells++;$countOrder++;
if ( $sellDivisor > 1 ){
//Second through n-1th order
while ( $countSells < $sellDivisor ){
$type[$countOrder] = $exchangeBuySell[1]; //The type of trade
$rate[$countOrder] = ceil(($idealSellRate*(1+($profitTrade*$countSells)))*100)/100 ; //Compound interest style sell rate http://php.net/manual/en/function.pow.php
$rate[$countOrder] = max($rate[$countOrder],$ticker['ticker']['last']+$threshold*$countSells);
$amount[$countOrder] = round(($amountSellTrade[$countSells]*$BTC),2); //the amount of the trade
$BTCremaining = $BTCremaining - $amount[$countOrder] ;
print "Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$BTCremaining} left.\n";
$countSells++;$countOrder++;
}
}
if ( $sellDivisor > 2 ){
//Nth (Last) Order
$type[$countOrder] = $exchangeBuySell[1]; //The type of trade
$rate[$countOrder] = ceil(($idealSellRate*(1+($profitTrade*$countSells)))*100)/100 ; //Compound interest style sell rate http://php.net/manual/en/function.pow.php
$rate[$countOrder] = max($rate[$countOrder],$ticker['ticker']['last']+$threshold*$countSells);
$amount[$countOrder] = $BTCremaining; //the amount of the trade
$BTCremaining = $BTCremaining - $amount[$countOrder];
print "Selling {$amount[$countOrder]}B at a rate of {$rate[$countOrder]}U {$BTCremaining} left.\n";
$countSells++;$countOrder++;
}
//NOTE Trailing buys, as price rises set new buy orders - after filling buy orders set sell orders
rsort($buyOrders); //ReverseSort orders and discard keys
sort($sellOrders); //Sort orders and discard keys
$thresholdBuy = ( count($sellOrders) <= $thresholdOrders ? $sellOrders[$countOrder] : $sellOrders[$thresholdOrders] ); //Fill Xth order before trading
//$thresholdSell = ( count($buyOrders) <= $thresholdOrders ? $buyOrders[$countOrder] : $buyOrders[$thresholdOrders] ); //Fill Xth order before trading
print "New Targets: Sell:{$thresholdSell} Last:{$ticker['ticker']['last']} Buy:{$thresholdBuy}\n";
}
} else print "No Sell Trades.\n";
*/
////////////////////////////////////////////////////////////////////
//Modular Trade Code
////////////////////////////////////////////////////////////////////
//$executeTrade = FALSE;
if ($simulate) $executeTrade = FALSE;
if (@$executeTrade ){
$countTrades = 0;
while ( $countTrades <= $countOrder ){
if ( !empty($type[$countTrades]) ){
if (@$BTCE) $trade = json_decode(btce_query("Trade", array("pair" => "btc_usd", "type" => $type[$countTrades], "amount" => $amount[$countTrades], "rate" => $rate[$countTrades])), TRUE);
if (@$GOX) $trade = json_decode(mtgox_query("BTCUSD/money/order/add", array('type' => $type[$countTrades], 'amount' => $amount[$countTrades], 'price' => $rate[$countTrades])), TRUE);
if (@$GOX) ( $trade['result'] == "success" ? $trade['success'] = 1 : $trade['success'] = 0);
if ( $trade['success'] !== 1 ) {
print "Failed: {$type[$countTrades]} {$amount[$countTrades]}BTC at \${$rate[$countTrades]}\n";
//print "\n Result:";
print_r($trade);
print "USD {$USD} B{$USDB} T{$USDT} BTC {$BTC} B{$BTCB} T{$BTCB}\n";
//print "\n Type:{$type[$countTrades]}";
//print "\n Amount:{$amount[$countTrades]}";
//print "\n Rate:{$rate[$countTrades]}\n";
$countInValid++;
}
if ( $trade['success'] == 1 ){
$countValid++;
//print "\n Result:";
//print_r($trade);
print "Ordered: {$type[$countTrades]} {$amount[$countTrades]}BTC at \${$rate[$countTrades]}\n";
if (@$GOX) $trade['return']['order_id'] = $trade['data'];
$ordersPlaced[$trade['return']['order_id']] = array(
"type" => $type[$countTrades],
"amount" => $amount[$countTrades],
"rate" => $rate[$countTrades]);
//print "\n orders placed:";
//print_r($ordersPlaced);
}
// The message
$message = $message . "Type:{$type[$countTrades]} Amount:{$amount[$countTrades]}BTC at Rate:{$rate[$countTrades]}\n";
if (@$GOX) sleep(rand(1,10));
}
$countTrades++;
}
$message = $message . "\n BTC Balance:{$BTCB} USD Bal:{$USDB}\n";
mail($emailRCPTo, $emailSubject, $message);
}
$message = NULL;
////////////////////////////////////////////////////////////////////
//END Modular Trade Code
////////////////////////////////////////////////////////////////////
}
print "\n\n DANGER the answer to life the universe and everything is no longer 42? \n\n";
exit;
////////////////////////////////////////////////////////////////////
// FUNCTIONS
////////////////////////////////////////////////////////////////////
function floor100( $value = NULL )
{
$result = floor($value*100)/100;
return $result;
}
function ceil100( $value = NULL )
{
$result = ceil($value*100)/100;
return $result;
}
function btce_query( $method = NULL, $req = array() )
{
global $btceKey;
global $btceSecret;
global $nonce;
$key = $btceKey;
$secret = $btceSecret;
// API settings
$req['method'] = $method;
$req['nonce'] = $GLOBALS['nonce']++;
// generate the POST data string
$postData = http_build_query($req, '', '&');
// generate the extra headers
$headers = array(
'Sign: '.hash_hmac("sha512", $postData, $secret)
,"Key: {$key}"
);
$ch = curl_init();
curl_setopt($ch, CURLOPT_HEADER, FALSE);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, TRUE);
curl_setopt($ch, CURLOPT_USERAGENT, 'Mozilla/4.0 (compatible; BTCE PHP client; '.php_uname('s').'; PHP/'.phpversion().')');
curl_setopt($ch, CURLOPT_URL, 'https://btc-e.com/tapi');
curl_setopt($ch, CURLOPT_POSTFIELDS, $postData);
curl_setopt($ch, CURLOPT_HTTPHEADER, $headers);
curl_setopt($ch, CURLOPT_SSL_VERIFYPEER, FALSE);
writeInc($GLOBALS['nonce']);
return curl_exec($ch);
}
function mtgox_query($path, array $req = array()) {
$key = ''; //Your API Key
$secret = ''; //Your API Secret
$req['nonce'] = $GLOBALS['nonce']++; //Incriment the Global Nonce (Allows for multiple polls per second)
$post_data = http_build_query($req, '', '&'); // generate the POST data string
$prefix = $path."\0";
// generate the extra headers
$headers = array(
'Rest-Key: '.$key,
'Rest-Sign: '.base64_encode(hash_hmac('sha512', $prefix.$post_data, base64_decode($secret), true)),
);
//Everyone sets this to null and then uses if==null <- It always LOLZ
$ch = null;
$ch = curl_init();
//curl_setopt($ch, CURLOPT_HEADER, FALSE);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, TRUE);
curl_setopt($ch, CURLOPT_USERAGENT, 'Mozilla/4.0 (compatible; GOXBOT; '.php_uname('s').'; PHP/'.phpversion().')');
curl_setopt($ch, CURLOPT_URL, 'https://data.mtgox.com/api/2/'.$path);
curl_setopt($ch, CURLOPT_POSTFIELDS, $post_data);
curl_setopt($ch, CURLOPT_HTTPHEADER, $headers);
curl_setopt($ch, CURLOPT_SSL_VERIFYPEER, FALSE);
writeInc($GLOBALS['nonce']);
return curl_exec($ch);
}
function writeInc( $value = NULL )
{
if (@$GLOBALS['BTCE']) $fp = fopen('nonce','w');
if (@$GLOBALS['GOX']) $fp = fopen('nonceg','w');
fwrite($fp, $value);
fclose($fp);
return;
}
function readInc()
{
if (@$GLOBALS['BTCE']) $fp = fopen('nonce','r');
if (@$GLOBALS['GOX']) $fp = fopen('nonceg','r');
$value = (int)fread($fp, 8);
fclose($fp);
return $value;
}
function cancelOrders( $type = NULL ) //modified to only cancel buy orders.
{
global $GOX;
global $BTCE;
global $exchangeBuySell;
global $sleepCancel;
global $engineAmount;
global $simulate;
global $maxPendingOrders;
global $countCancelled;
global $ordersPlaced;
if (@$GLOBALS['BTCE']) $return = json_decode(btce_query("OrderList"), TRUE);
if (@$GOX){
$return = json_decode(mtgox_query('BTCUSD/money/orders'), TRUE);
( $return['result'] == "success" ? $return['success'] = 1 : $return['success'] = 0);
$return['return'] = $return['data'];
}
if($return['success'] > 0){
$countCancel=0;
$tmp2 = 0; print "Canceling Orders\n";
foreach ($return['return'] as $key => $value){
$order_id = $key;
if (@$GOX){
$tmp1 = $value['amount']['value'];
$value['amount'] = NULL;
$value['amount'] = $tmp1;
$value['rate'] = $value['price']['value'];
$order_id = $value['oid'];
}
if ( $value['type'] == $type && (@$value['pair'] == "btc_usd" || @$value['item'] == "BTC") ){ //$value['amount'] != $engineAmount &&
if (!$simulate && $countCancel >= $maxPendingOrders ) {
if ( $tmp2 == 50 ) {print "\nCanceling";$tmp2=0;} else {print ".";$tmp2++;};
if (@$BTCE) $trade = json_decode(btce_query("CancelOrder", array("order_id" => $order_id)), TRUE);
if (@$GOX) $trade = json_decode(mtgox_query("BTCUSD/money/order/cancel", array("oid" => $order_id)), TRUE);
if (@$GOX) ( $trade['result'] == "success" ? $trade['success'] = 1 : $trade['success'] = 0);
}
if ($trade['success'] == 1){
$countCancel++;
$countCancelled++;
unset($ordersPlaced[$order_id]); //remove this order from our orders placed list
}
time_nanosleep(0,$sleepCancel);
}
}
print "\nCancelled {$countCancel} {$type} Orders \n";
}
while ( empty($return) ){
if (@$GLOBALS['BTCE']) $GLOBALS['return'] = json_decode(btce_query('getInfo'), TRUE);
if (@$GLOBALS['GOX']) $GLOBALS['return'] = json_decode(mtgox_query('BTCUSD/money/info'), TRUE);
time_nanosleep(0,$sleepCancel);
}
}
function send( $url = NULL )
{
$ch = curl_init();
curl_setopt($ch, CURLOPT_URL, $url);
curl_setopt($ch, CURLOPT_HEADER, FALSE);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, TRUE);
$result = curl_exec($ch);
curl_close($ch);
return $result;
}
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
//Calculate Fibonacci based shares for buy/sell orders
////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////
/*
$fibonacciShares = array();
$fibonacciShares['numbers'] = array(1,2);
$fibonacciShares['shares'] = array(1,3);
$fibonacciShares['multiplier'] = array(1,1/3);
$first = 1; $second = 2;$shares = 0;
for($i=2;$i<=25;$i++){
$final = $first + $second;
$first = $second;
$second = $final;
$fibonacciShares['numbers'][$i] = $final;
$fibonacciShares['shares'][$i] = $final + $fibonacciShares['shares'][$i-1];
$fibonacciShares['multiplier'][$i] = (1/$fibonacciShares['shares'][$i])*$final;
print " Number:{$fibonacciShares['numbers'][$i]} Shares:{$fibonacciShares['shares'][$i]} Multiplier:{$fibonacciShares['multiplier'][$i]}\n";
}
////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////*/
/* MICRO TRADE ENGINE NOTES
*Buy in arcs, .5 .75 1 .75 .5 abandon
*buy in spurts at key amounts in increasing spreads
*last - threshold, last - threshold - fibonacci *1 *2 *3 *5 *8 *13
*use amountmini/miniselldivisor for while counter < miniselldivisor price - counter
*StopLoss in effect, abondon B at stoploss and try again
*microthresholds change as price falls and rises,
*sell all microholdings at an advance for a profit - keep buys in array
*IF a buy is filled calculate the cost,
*Set a stoploss and a trail amount, once the trail amount is hit place the order, (last will be above price so you can't leave the order)
*make a micro array to store orders
*this is more becoming the macro-engine?
*it still should play micro spikes,
*the code can be used in a macro-engine though with larger amounts
*/
?>
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miaviator (OP)
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Activity: 686
Merit: 519
It's for the children!
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December 11, 2013, 02:06:44 AM |
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Reserved to bitch about how my OP won't show the code as code.
I think the character limit is actually less than 64000?
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motd2k
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December 11, 2013, 11:36:53 AM |
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Extra kudos for... while ( 'the answer to life the universe and everything' != '41'){
 |
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btc-mike
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December 14, 2013, 05:27:52 AM |
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miaviator - thank you for sharing. i had been using your previous ARB code.
are you using this still? if not, what are you using? other PHP code? MT4?
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miaviator (OP)
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It's for the children!
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December 14, 2013, 02:04:56 PM |
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I use the micro roll engine sometimes when the price seems stable. Other than that I have not been trading much lately. Some others are using customized versions of these engines. This is the master code file which I built off of.
I really thought a decent exchange would come up with advanced order executions making most of this useless. Doesn't seem like that has happened though.
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Timmieman
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December 19, 2013, 08:59:40 AM |
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Thanks for posting Miaviator!  I`m currently using the micro-rolling bot and playing with some of the values, i`ll let you know how I feel about it. When the price is as volatile as it is of these few days, what engine would you suggest? EMA 10/21? Keep up the good work!! |
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miaviator (OP)
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Activity: 686
Merit: 519
It's for the children!
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December 20, 2013, 03:44:02 PM |
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Thanks for posting Miaviator! I`m currently using the micro-rolling bot and playing with some of the values, i`ll let you know how I feel about it. When the price is as volatile as it is of these few days, what engine would you suggest? EMA 10/21? Keep up the good work!! I usually fill the orderbook with micro trades on an exponential or Fibonacci spread so I will buy an increasing amount as the drops and sell an increasing amount as the price rises. |
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gabbello
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Activity: 116
Merit: 11
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December 25, 2013, 08:34:51 PM |
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Very nice work. I'll be playing with it a bit to see how it works.
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Timmieman
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December 28, 2013, 08:07:10 PM |
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I`ve been trying out the bot for some time now, and it seems to make some profit.
Though stoploss isn't functioning at the moment and i`m using the M trade engine.
Do you have any idea what the problem might be?
I saw in the code that some debugging still had to be done
Thanks
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miaviator (OP)
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Activity: 686
Merit: 519
It's for the children!
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December 28, 2013, 08:55:02 PM |
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I`ve been trying out the bot for some time now, and it seems to make some profit.
Though stoploss isn't functioning at the moment and i`m using the M trade engine.
Do you have any idea what the problem might be?
I saw in the code that some debugging still had to be done
Thanks
It should show your stop targets at each printout? |
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Timmieman
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December 29, 2013, 10:39:47 PM |
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I`ve been trying out the bot for some time now, and it seems to make some profit.
Though stoploss isn't functioning at the moment and i`m using the M trade engine.
Do you have any idea what the problem might be?
I saw in the code that some debugging still had to be done
Thanks
It should show your stop targets at each printout? It's showing the stop targets though it's not performing the order. At stoploss it's stating "No investment" Is this due to the commented line shown below? //$stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss); |
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miaviator (OP)
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Offline
Activity: 686
Merit: 519
It's for the children!
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December 30, 2013, 01:58:30 AM |
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I`ve been trying out the bot for some time now, and it seems to make some profit.
Though stoploss isn't functioning at the moment and i`m using the M trade engine.
Do you have any idea what the problem might be?
I saw in the code that some debugging still had to be done
Thanks
It should show your stop targets at each printout? It's showing the stop targets though it's not performing the order. At stoploss it's stating "No investment" Is this due to the commented line shown below? //$stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss); Could be, No Investment means it's not showing that you have any B to sell off |
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Timmieman
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December 31, 2013, 12:45:24 AM |
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I`ve been trying out the bot for some time now, and it seems to make some profit.
Though stoploss isn't functioning at the moment and i`m using the M trade engine.
Do you have any idea what the problem might be?
I saw in the code that some debugging still had to be done
Thanks
It should show your stop targets at each printout? It's showing the stop targets though it's not performing the order. At stoploss it's stating "No investment" Is this due to the commented line shown below? //$stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss); Could be, No Investment means it's not showing that you have any B to sell off For anyone interested, The reason behind this was the following line: $microStopLoss = .01; //The stop loss percent, Sell out at a loss It's stated as percentage but filled in as number, thus 1% is 0.01 This is due to the following implementation $stop['target'] = $costBalance['ideal']*.998*.998*(1-$microStopLoss); |
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Timmieman
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January 02, 2014, 09:38:07 PM |
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I`m still having some troubles with the Stoploss
At the moment when a stoploss value is reached, trades are frozen, and the $stop([target]) is set to zero afterwards, which means that stop loss will be active for ever.
Also, $stop([over]) and $stop([under]) are more then +-10%!
Would you know what could be the problem with this?
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illinois
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January 02, 2014, 10:42:21 PM |
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well miaviator... i'm trying to understand something... well... is not easy but thanks a lot. so... can you give an example of key.php that i guess is needed? thanks |
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miaviator (OP)
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It's for the children!
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January 03, 2014, 02:22:39 AM |
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well miaviator... i'm trying to understand something... well... is not easy but thanks a lot. so... can you give an example of key.php that i guess is needed? thanks <?php
//MAIN KEY
$key = 'key here'; // your API-key
$secret = 'secret here'; // your Secret-key
?> |
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illinois
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January 03, 2014, 08:52:56 AM |
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well miaviator... i'm trying to understand something... well... is not easy but thanks a lot. so... can you give an example of key.php that i guess is needed? thanks <?php
//MAIN KEY
$key = 'key here'; // your API-key
$secret = 'secret here'; // your Secret-key
?> thanks... those are for BTC-E? |
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miaviator (OP)
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January 03, 2014, 12:21:56 PM |
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Wait. That key.php was for V1.xxx The correct key.php format for BTC-E is: //Send email reports when orders are placed
$emailRCPTo = "SET IN KEY.PHP INCLUDE FILE";
$btceKey = ''; // your API-key
$btceSecret = ''; // your Secret-key
For gox you have to look down to the gox api function: function mtgox_query($path, array $req = array()) {
$key = ''; //Your API Key
$secret = ''; //Your API SecretI don't believe cex or any other exchanges are the public version. So that should be it for keys. |
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illinois
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January 04, 2014, 05:07:31 PM |
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most probably i'm missing something... at the beginning of the script i define $key and $secret but i'm still having Array ( [success] => 0 [error] => api key not specified ) Error pulling data. Error #: 1
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