[ANN] MarginBot - A Bitfinex Margin Lending Management Bot - page 12.

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

Quote from: Sukrim on November 28, 2014, 04:26:15 AM

as the returns seem viable (I'd still love to see data points back to before November, back when swaps rates were more sideways).

I put up returns through January already... about 5 posts back Wink

Quote from: HowardF on November 22, 2014, 02:46:56 PM

I just updated the shared spreadsheet at:

https://docs.google.com/spreadsheets/d/1QYSVhW_PM8V7kk64ar5KPauB504H3hswGZPopbHmc3w/edit?usp=sharing
with a new tab that has full data for as far back as I have it. However, this account was used for lots of other stuff in the past, so i marked the data up a bit to represent how reliable it is. Anything in red I'd be wary of, I was doing a lot of other things back then. Yellow means it probably is pretty accurate, but a few days may be a bit off, no color is probably pretty reliable (95% of days being completely accurate, the rest close enough to not matter much), and the green days are 100% representative of this bot's returns.

If other people want to share data in this same format, it will make comparison much easier going forwards...

(looking back at this chart, man I miss last January.... those were the days...)

Sukrim

legendary

Activity: 2618

Merit: 1007

Quote from: HowardF on November 27, 2014, 09:41:30 PM

Quote from: superbit on November 27, 2014, 09:24:43 PM

This is an awesome project, but I don't know much about the intricacies of coding, but how can a user be sure that there is nothing in the bot to send you an api key, do a withdraw to an unknown BTC account, or sabotage the account by trading lending funds to BTC at a terrible rate?

Thanks,

The full source code is available at the Github repository, and has been reviewed by everyone in this thread I imagine.

Not by me at least so far, I might have to do it though, as the returns seem viable (I'd still love to see data points back to before November, back when swaps rates were more sideways). I am not much of a fan of PHP and setting up MySQL just to run something that checks a market every 10 minutes and sends a couple orders - also I don't need the UI and stuff like that, so I might just carve out the algorithm and put it into a smaller commandline only bot...

Not to spam more about data collection, I'l just edit my thanks in this post:

Quote from: HowardF on November 28, 2014, 12:24:19 PM

Quote from: Sukrim on November 28, 2014, 04:26:15 AM

as the returns seem viable (I'd still love to see data points back to before November, back when swaps rates were more sideways).

I put up returns through January already... about 5 posts back Wink

... thanks! Cheesy

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

Quote from: superbit on November 27, 2014, 09:24:43 PM

This is an awesome project, but I don't know much about the intricacies of coding, but how can a user be sure that there is nothing in the bot to send you an api key, do a withdraw to an unknown BTC account, or sabotage the account by trading lending funds to BTC at a terrible rate?

Thanks,

The full source code is available at the Github repository, and has been reviewed by everyone in this thread I imagine. I believe a few bitfinex employees themselves have also looked at the code and while they didn't endorse the bot in any way, they also didn't warn against its use, as I'm sure they would be inclined to do if they thought I was trying to steal from their customers. Beyond that all I can say is your best bet would be to look through the code itself. Even without a good understanding of PHP, it should be pretty easy to spot anything that would constitute me trying to send data back to any urls I control, and there isn't any in the code. If you have any friends that are coders, you could also have them take a look I guess.

superbit

hero member

Activity: 763

Merit: 500

This is an awesome project, but I don't know much about the intricacies of coding, but how can a user be sure that there is nothing in the bot to send you an api key, do a withdraw to an unknown BTC account, or sabotage the account by trading lending funds to BTC at a terrible rate?

Thanks,

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

Well, thats a bit embarrassing... Roll Eyes

Forgot to test my installer before the last update and I'd introduced a show stopping bug. Its now fixed, but anyone who downloaded yesterday and had an issue with the installer will need to download the latest version. If your install went ok and the bot is running for you, regular update methods should be fine.

v0.1.04

* Added balance to the stats charts
* Changed chart coloring and layout styles
* Fixed a major bug in the install system introduced in 0.1.03

Update Instructions
Important - Make sure to backup your existing inc/config.php file FIRST

Updating from v0.1.03 or newer

Make a backup of your inc/config.php file, then download the most current version. Unzip the files and overwrite your existing install. Copy your inc/config.php backup back to the live server.

Updating from v0.1.02 or older

To update, make a backup of your inc/config.php file, then download the most current version. Unzip the files and overwrite your existing install.

In your inc/config.php file, update the following lines, copying over from your previous backup:

Code:

$config['db']['host'] = '';
$config['db']['dbname'] = '';
$config['db']['dbuser'] = '';
$config['db']['dbpass'] = '';

$config['db']['prefix'] = '';

$config['admin_email'] = '[email protected]';

If you have any difficulty with the install up upgrade, please don't hesitate to let me know here or at [email protected] .

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

Just to let everyone know i'm working on a bug in the install process right now. It should be fixed in the next few minutes, and uploaded to github. I'll update here when its live.

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

For anyone who may be interested, I decided to use the API to figure out what the returns would be if you were somehow able to keep 100% of your money out 100% of the time at the FRR. I had to make a few assumptions, and it is averaged by the hour, so this isn't exactly accurate, but its close enough for any meaningful comparison I think. ( On the columns that include the fee, please note I used 15% all the way back, so those columns aren't accurate to the real world before the fee change, but for my purposes using 15% works fine).

Find the document here:

https://docs.google.com/spreadsheets/d/1Fq0Ru1wXmxqUiaxkXtEfY1704rcCZrK9U49vibEglf4/edit?usp=sharing

Also, I'm wondering if we should start a new thread somewhere to keep and discuss all this data we've collected. As much as I like data updates and discussions bumping my bot to the top of the forum list, it would probably make more sense to put all this data in its own place.

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

Update v0.1.03 just posted

Added cron monitoring, to make sure the crons are running as often as they should. If the cron doesn't seem to have run recently, it will pop a warning on the dashboard to let you know that something isn't right.

Update Instructions
Important - Make sure to backup your existing inc/config.php file FIRST

From v0.01.02
To install just overwrite everything EXCEPT your inc/config.php file. You should be good to go.

From v0.01.01
To update, make a backup of your inc/config.php file, then download the most current version. Unzip the files and overwrite your existing install.

In your inc/config.php file, update the following lines, copying over from your previous backup:

Code:

$config['db']['host'] = '';
$config['db']['dbname'] = '';
$config['db']['dbuser'] = '';
$config['db']['dbpass'] = '';

$config['db']['prefix'] = '';

$config['admin_email'] = '[email protected]';

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

Quote from: Sukrim on November 22, 2014, 07:48:53 PM

Google docs has pretty time series graphs by the way, if you want to pimp your spreadsheet.

I put the data out there, you guys can take over and do as you will with those spreadsheets. I just wanted to get the information out, but my focus is on the bot, and I've already got a bunch of ideas and requests for the next version.

Sukrim

legendary

Activity: 2618

Merit: 1007

Google docs has pretty time series graphs by the way, if you want to pimp your spreadsheet.

noggin-scratcher

full member

Activity: 136

Merit: 100

To add to the analysis: just short of a year's worth of returns, all under more or less the same method... occasional periods where I took a little out to consider trading with it, but no trading returns included in the figures as quoted.

Also occasional periods where I was either away from home and only able to check on 'finex intermittently, or just got dispirited with suddenly crappy returns and effectively quit for a few days (e.g. the last couple of days of 2013, where it went abruptly from ~1%/day to jack-all)

Code:

21/11/14	0.06998%
20/11/14	0.07252%
19/11/14	0.07194%
18/11/14	0.07078%
17/11/14	0.06897%
16/11/14	0.06744%
15/11/14	0.06344%
14/11/14	0.09826%
13/11/14	0.09960%
12/11/14	0.05897%
11/11/14	0.05898%
10/11/14	0.05967%
09/11/14	0.05684%
08/11/14	0.05952%
07/11/14	0.06055%
06/11/14	0.06390%
05/11/14	0.06399%
04/11/14	0.06619%
03/11/14	0.06649%
02/11/14	0.06717%
01/11/14	0.06302%
31/10/14	0.06774%
30/10/14	0.07083%
29/10/14	0.07163%
28/10/14	0.07423%
27/10/14	0.07531%
26/10/14	0.07576%
25/10/14	0.07729%
24/10/14	0.07737%
23/10/14	0.07833%
22/10/14	0.08016%
21/10/14	0.08106%
20/10/14	0.07925%
19/10/14	0.08478%
18/10/14	0.08416%
17/10/14	0.08524%
16/10/14	0.08367%
15/10/14	0.08706%
14/10/14	0.08468%
13/10/14	0.08556%
12/10/14	0.08660%
11/10/14	0.07594%
10/10/14	0.06726%
09/10/14	0.05624%
08/10/14	0.04312%
07/10/14	0.04430%
06/10/14	0.04285%
05/10/14	0.04317%
04/10/14	0.04447%
03/10/14	0.04194%
02/10/14	0.04493%
01/10/14	0.04530%
30/09/14	0.04536%
29/09/14	0.04460%
28/09/14	0.04633%
27/09/14	0.04520%
26/09/14	0.04384%
25/09/14	0.04554%
24/09/14	0.04107%
23/09/14	0.05393%
22/09/14	0.04279%
21/09/14	0.08309%
20/09/14	0.06421%
19/09/14	0.06776%
18/09/14	0.03990%
17/09/14	0.03349%
16/09/14	0.03184%
15/09/14	0.03364%
14/09/14	0.03264%
13/09/14	0.03304%
12/09/14	0.03340%
11/09/14	0.03205%
10/09/14	0.03291%
09/09/14	0.03199%
08/09/14	0.03234%
07/09/14	0.03006%
06/09/14	0.03264%
05/09/14	0.03345%
04/09/14	0.03346%
03/09/14	0.03528%
02/09/14	0.03248%
01/09/14	0.03558%
31/08/14	0.03616%
30/08/14	0.03458%
29/08/14	0.03782%
28/08/14	0.03945%
27/08/14	0.03247%
26/08/14	0.04075%
25/08/14	0.03948%
24/08/14	0.03611%
23/08/14	0.04338%
22/08/14	0.04400%
21/08/14	0.04323%
20/08/14	0.04343%
19/08/14	0.04678%
18/08/14	0.05062%
17/08/14	0.06473%
16/08/14	0.07323%
15/08/14	0.07783%
14/08/14	0.07910%
13/08/14	0.08269%
12/08/14	0.08787%
11/08/14	0.08561%
10/08/14	0.08548%
09/08/14	0.09569%
08/08/14	0.09731%
07/08/14	0.09824%
06/08/14	0.09916%
05/08/14	0.10236%
04/08/14	0.10528%
03/08/14	0.11195%
02/08/14	0.11406%
01/08/14	0.12414%
31/07/14	0.13097%
30/07/14	0.13009%
29/07/14	0.13547%
28/07/14	0.13405%
27/07/14	0.13322%
26/07/14	0.13447%
25/07/14	0.13818%
24/07/14	0.13814%
23/07/14	0.14163%
22/07/14	0.14015%
21/07/14	0.14210%
20/07/14	0.14063%
19/07/14	0.13592%
18/07/14	0.14293%
17/07/14	0.14339%
16/07/14	0.14342%
15/07/14	0.14070%
14/07/14	0.14332%
13/07/14	0.13771%
12/07/14	0.14088%
11/07/14	0.14273%
10/07/14	0.15336%
09/07/14	0.15019%
08/07/14	0.15232%
07/07/14	0.15149%
06/07/14	0.14606%
05/07/14	0.15349%
04/07/14	0.15052%
03/07/14	0.15231%
02/07/14	0.15228%
01/07/14	0.14606%
30/06/14	0.15983%
29/06/14	0.16436%
28/06/14	0.16689%
27/06/14	0.17158%
26/06/14	0.14913%
25/06/14	0.13931%
24/06/14	0.16383%
23/06/14	0.19351%
22/06/14	0.18701%
21/06/14	0.18860%
20/06/14	0.18313%
19/06/14	0.20472%
18/06/14	0.21314%
17/06/14	0.19941%
16/06/14	0.28588%
15/06/14	0.42936%
14/06/14	0.39128%
13/06/14	0.37471%
12/06/14	0.18875%
11/06/14	0.16495%
10/06/14	0.15816%
09/06/14	0.13655%
08/06/14	0.13210%
07/06/14	0.12818%
06/06/14	0.17192%
05/06/14	0.24909%
04/06/14	0.30102%
03/06/14	0.34649%
02/06/14	0.30518%
01/06/14	0.20349%
31/05/14	0.16909%
30/05/14	0.14373%
29/05/14	0.15736%
28/05/14	0.16225%
27/05/14	0.14994%
26/05/14	0.12253%
25/05/14	0.17539%
24/05/14	0.09054%
23/05/14	0.09838%
22/05/14	0.08651%
21/05/14	0.08796%
20/05/14	0.06921%
19/05/14	0.06341%
18/05/14	0.06480%
17/05/14	0.06473%
16/05/14	0.05110%
15/05/14	0.04990%
14/05/14	0.05323%
13/05/14	0.06995%
12/05/14	0.07247%
11/05/14	0.07795%
10/05/14	0.09579%
09/05/14	0.09321%
08/05/14	0.07248%
07/05/14	0.05507%
06/05/14	0.05376%
05/05/14	0.06408%
04/05/14	0.07112%
03/05/14	0.08080%
02/05/14	0.10884%
01/05/14	0.10301%
30/04/14	0.09395%
29/04/14	0.09368%
28/04/14	0.10784%
27/04/14	0.10011%
26/04/14	0.07344%
25/04/14	0.04076%
24/04/14	0.03223%
23/04/14	0.03820%
22/04/14	0.03671%
21/04/14	0.03434%
20/04/14	0.05104%
19/04/14	0.04951%
18/04/14	0.03620%
17/04/14	0.04264%
16/04/14	0.03621%
15/04/14	0.06718%
14/04/14	0.05083%
13/04/14	0.00333%
12/04/14	0.00535%
11/04/14	0.01960%
10/04/14	0.06618%
09/04/14	0.09996%
08/04/14	0.14108%
07/04/14	0.16608%
06/04/14	0.16390%
05/04/14	0.15498%
04/04/14	0.15747%
03/04/14	0.13942%
02/04/14	0.12368%
01/04/14	0.12543%
31/03/14	0.13035%
30/03/14	0.10225%
29/03/14	0.10049%
28/03/14	0.09765%
27/03/14	0.09199%
26/03/14	0.08697%
25/03/14	0.10289%
24/03/14	0.10198%
23/03/14	0.09167%
22/03/14	0.10196%
21/03/14	0.09406%
20/03/14	0.08662%
19/03/14	0.08568%
18/03/14	0.06605%
17/03/14	0.10754%
16/03/14	0.08800%
15/03/14	0.11692%
14/03/14	0.13664%
13/03/14	0.14181%
12/03/14	0.13881%
11/03/14	0.13325%
10/03/14	0.12983%
09/03/14	0.11338%
08/03/14	0.12178%
07/03/14	0.13326%
06/03/14	0.13636%
05/03/14	0.09085%
04/03/14	0.07954%
03/03/14	0.07330%
02/03/14	0.06328%
01/03/14	0.09567%
28/02/14	0.10827%
27/02/14	0.13531%
26/02/14	0.13262%
25/02/14	0.13254%
24/02/14	0.10707%
23/02/14	0.09929%
22/02/14	0.09219%
21/02/14	0.07561%
20/02/14	0.09003%
19/02/14	0.08866%
18/02/14	0.08347%
17/02/14	0.08644%
16/02/14	0.09002%
15/02/14	0.08934%
14/02/14	0.09730%
13/02/14	0.14186%
12/02/14	0.14419%
11/02/14	0.13546%
10/02/14	0.16444%
09/02/14	0.21017%
08/02/14	0.22267%
07/02/14	0.22377%
06/02/14	0.23084%
05/02/14	0.23612%
04/02/14	0.22161%
03/02/14	0.22045%
02/02/14	0.21603%
01/02/14	0.19879%
31/01/14	0.21470%
30/01/14	0.24017%
29/01/14	0.23532%
28/01/14	0.23558%
27/01/14	0.25518%
26/01/14	0.19593%
25/01/14	0.22959%
24/01/14	0.24787%
23/01/14	0.28522%
22/01/14	0.29071%
21/01/14	0.31656%
20/01/14	0.31549%
19/01/14	0.32917%
18/01/14	0.35430%
17/01/14	0.32820%
16/01/14	0.35051%
15/01/14	0.43171%
14/01/14	0.56549%
13/01/14	0.36198%
12/01/14	0.35851%
11/01/14	0.27675%
10/01/14	0.37779%
09/01/14	0.50182%
08/01/14	0.59695%
07/01/14	0.49588%
06/01/14	0.32589%
05/01/14	0.15037%
04/01/14	0.07666%
03/01/14	0.07051%
02/01/14	0.09232%
01/01/14	0.00681%
31/12/13	0.01431%
30/12/13	0.02475%
29/12/13	0.02683%
28/12/13	0.02198%
27/12/13	0.09332%
26/12/13	0.67913%
25/12/13	0.89971%
24/12/13	0.90691%
23/12/13	0.90697%
22/12/13	0.90549%
21/12/13	0.81664%
20/12/13	0.87225%
19/12/13	0.45687%
18/12/13	0.21964%
17/12/13	0.17311%
16/12/13	0.22494%
15/12/13	0.20890%
14/12/13	0.20063%
13/12/13	0.31472%
12/12/13	0.53393%
11/12/13	0.63791%
10/12/13	0.59213%
09/12/13	0.73736%
08/12/13	0.73616%
07/12/13	0.62273%
06/12/13	0.37476%
05/12/13	0.75527%
04/12/13	0.76656%
03/12/13	0.76399%
02/12/13	0.77736%
01/12/13	0.68380%
30/11/13	0.34922%
29/11/13	0.41774%
28/11/13	0.39704%
27/11/13	0.09549%

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

done.

noggin-scratcher

full member

Activity: 136

Merit: 100

Can I suggest reversing the direction of your data? (newest at the top) -- that way if you have contributions from different people that go back in time by different amounts, they can be aligned to the same dates without leaving lots of empty space at the top of the sheet.

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

Quote from: Sukrim on November 22, 2014, 06:28:45 AM

Just to make sure: My returns are mostly but not purely FRR 30 day autolend - about 10-15% are fixed rate.

I decided to publish a bit more data (again: mostly, but NOT purely FRR!) to be able to average out a bit more. Would it be possible to use a bit more lightwheight backend for your bot? I don't want to have to configure and run a whole mySQL database just for a handful of values...

Would be cool to get this kind of data by other bot authors by the way... it is really easy to produce, doesn't leak any info (do you lend 1000 USD or 100k? Percentages don't really care unless you run it with very low amounts that can't be put on the books).

I just updated the shared spreadsheet at:

https://docs.google.com/spreadsheets/d/1QYSVhW_PM8V7kk64ar5KPauB504H3hswGZPopbHmc3w/edit?usp=sharing
with a new tab that has full data for as far back as I have it. However, this account was used for lots of other stuff in the past, so i marked the data up a bit to represent how reliable it is. Anything in red I'd be wary of, I was doing a lot of other things back then. Yellow means it probably is pretty accurate, but a few days may be a bit off, no color is probably pretty reliable (95% of days being completely accurate, the rest close enough to not matter much), and the green days are 100% representative of this bot's returns.

If other people want to share data in this same format, it will make comparison much easier going forwards...

(looking back at this chart, man I miss last January.... those were the days...)

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

Update v0.1.02 just posted

Just a few minor bug fixes, changed the default minimum lend rate, and moved some stuff out of the config.php file to make future updates easier for people who already have the app installed. In the future upgrading to a new version should just require backing up your config.php file then overwriting everything else, but this version takes a little more work because I didn't correctly plan the config file out.... oops.

If you need any help updating, just let me know and I assist how I can.

Update Instructions
Important - Make sure to backup your existing inc/config.php file FIRST

To update, make a backup of your inc/config.php file, then download the most current version. Unzip the files and overwrite your existing install.

In your inc/config.php file, update the following lines, copying over from your previous backup:

Code:

$config['db']['host'] = '';
$config['db']['dbname'] = '';
$config['db']['dbuser'] = '';
$config['db']['dbpass'] = '';

$config['db']['prefix'] = '';

$config['admin_email'] = '[email protected]';

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

Quote from: Sukrim on November 22, 2014, 06:28:45 AM

Would it be possible to use a bit more lightwheight backend for your bot? I don't want to have to configure and run a whole mySQL database just for a handful of values...

I could probably make it use a noSQL solution, like MongoDB, but to be perfectly honest, 99.9% of people who run PHP on a server are going to have mySQL installed and ready to go. If this is a feature lots of people want, I guess I could make the DB type an extension though....

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

I'll post more data later, I'm out of the house right now, but as I said, my data isn't pure beyond about Oct 1st, because I was using the account to do some day trading, and during really terrible FRR walls I pulled a ton of money out and put it into other investments. The data is probably reasonably accurate, but wouldn't represent 100% pure bot returns, so I'm not sure how fair a comparison it would be ( most days it would probably be much lower than my real returns, since I likely pulled some money out, did something else with it so it wasn't earning interest from loans, then put it back in before the end of the day, thus i'm dividing swap_return by a dep_balance that's much higher than what was actually earning from swaps) .

Sukrim

legendary

Activity: 2618

Merit: 1007

Just to make sure: My returns are mostly but not purely FRR 30 day autolend - about 10-15% are fixed rate.

I decided to publish a bit more data (again: mostly, but NOT purely FRR!) to be able to average out a bit more. Would it be possible to use a bit more lightwheight backend for your bot? I don't want to have to configure and run a whole mySQL database just for a handful of values...

Anyways, here are my returns in % for interest (calculated as before: interest received / balance AFTER receiving interest) since June (as you said, you have ~5 months of data) - USD only (It would be interesting to see this bot on BTC btw.):

[Again: From time to time there can be quite heavy manual intervention in there, this is NOT 100% representative of 30 day FRR autolend, but I would call it relatively low maintenance mode - checking rates maybe once every few days to decide if I continue autolending]

Code:

0,16253%	01.06.2014
0,16241%	02.06.2014
0,20568%	03.06.2014
0,34525%	04.06.2014
0,27556%	05.06.2014
0,17703%	06.06.2014
0,15182%	07.06.2014
0,15150%	08.06.2014
0,14268%	09.06.2014
0,13070%	10.06.2014
0,12775%	11.06.2014
0,14125%	12.06.2014
0,18729%	13.06.2014
0,22851%	14.06.2014
0,23010%	15.06.2014
0,21886%	16.06.2014
0,19884%	17.06.2014
0,18296%	18.06.2014
0,17672%	19.06.2014
0,16868%	20.06.2014
0,10190%	21.06.2014
0,15184%	22.06.2014
0,16362%	23.06.2014
0,14050%	24.06.2014
0,14804%	25.06.2014
0,10659%	26.06.2014
0,13180%	27.06.2014
0,17049%	28.06.2014
0,13822%	29.06.2014
0,14926%	30.06.2014
0,14680%	01.07.2014
0,14086%	02.07.2014
0,13296%	03.07.2014
0,13731%	04.07.2014
0,13662%	05.07.2014
0,10275%	06.07.2014
0,15265%	07.07.2014
0,15260%	08.07.2014
0,15233%	09.07.2014
0,11333%	10.07.2014
0,14309%	11.07.2014
0,13786%	12.07.2014
0,13777%	13.07.2014
0,14285%	14.07.2014
0,14393%	15.07.2014
0,14349%	16.07.2014
0,14329%	17.07.2014
0,14320%	18.07.2014
0,14322%	19.07.2014
0,14295%	20.07.2014
0,14290%	21.07.2014
0,14244%	22.07.2014
0,14156%	23.07.2014
0,13898%	24.07.2014
0,14011%	25.07.2014
0,13774%	26.07.2014
0,13601%	27.07.2014
0,13527%	28.07.2014
0,13410%	29.07.2014
0,13243%	30.07.2014
0,13183%	31.07.2014
0,12571%	01.08.2014
0,11115%	02.08.2014
0,06339%	03.08.2014
0,06297%	04.08.2014
0,06334%	05.08.2014
0,09062%	06.08.2014
0,09752%	07.08.2014
0,09553%	08.08.2014
0,08966%	09.08.2014
0,03936%	10.08.2014
0,03936%	11.08.2014
0,04148%	12.08.2014
0,03923%	13.08.2014
0,07416%	14.08.2014
0,07478%	15.08.2014
0,07962%	16.08.2014
0,07510%	17.08.2014
0,01814%	18.08.2014
0,00151%	19.08.2014
0,00117%	20.08.2014
0,00117%	21.08.2014
0,00117%	22.08.2014
0,00117%	23.08.2014
0,00983%	24.08.2014
0,01565%	25.08.2014
0,01548%	26.08.2014
0,01709%	27.08.2014
0,02310%	28.08.2014
0,03960%	29.08.2014
0,03863%	30.08.2014
0,03471%	31.08.2014
0,02335%	01.09.2014
0,01625%	02.09.2014
0,01639%	03.09.2014
0,02753%	04.09.2014
0,03761%	05.09.2014
0,03739%	06.09.2014
0,03714%	07.09.2014
0,03703%	08.09.2014
0,03689%	09.09.2014
0,03683%	10.09.2014
0,03588%	11.09.2014
0,03427%	12.09.2014
0,03579%	13.09.2014
0,03682%	14.09.2014
0,03621%	15.09.2014
0,03444%	16.09.2014
0,03449%	17.09.2014
0,03494%	18.09.2014
0,04196%	19.09.2014
0,05311%	20.09.2014
0,04865%	21.09.2014
0,06061%	22.09.2014
0,02475%	23.09.2014
0,03946%	24.09.2014
0,04229%	25.09.2014
0,04176%	26.09.2014
0,04058%	27.09.2014
0,04116%	28.09.2014
0,04105%	29.09.2014
0,04091%	30.09.2014
0,04088%	01.10.2014
0,04090%	02.10.2014
0,04096%	03.10.2014
0,03461%	04.10.2014
0,03365%	05.10.2014
0,03985%	06.10.2014
0,03910%	07.10.2014
0,04127%	08.10.2014
0,04306%	09.10.2014
0,06093%	10.10.2014
0,08203%	11.10.2014
0,08648%	12.10.2014
0,08804%	13.10.2014
0,08064%	14.10.2014
0,07468%	15.10.2014
0,07122%	16.10.2014
0,06920%	17.10.2014
0,07852%	18.10.2014
0,08137%	19.10.2014
0,08611%	20.10.2014
0,08204%	21.10.2014
0,07797%	22.10.2014
0,07580%	23.10.2014
0,06454%	24.10.2014
0,06401%	25.10.2014
0,05821%	26.10.2014
0,06924%	27.10.2014
0,06922%	28.10.2014
0,06904%	29.10.2014
0,06877%	30.10.2014
0,06373%	31.10.2014
0,06140%	01.11.2014
0,06727%	02.11.2014
0,06598%	03.11.2014
0,06663%	04.11.2014
0,06504%	05.11.2014
0,06206%	06.11.2014
0,05659%	07.11.2014
0,05555%	08.11.2014
0,05490%	09.11.2014
0,05887%	10.11.2014
0,06133%	11.11.2014
0,05927%	12.11.2014
0,05223%	13.11.2014
0,07998%	14.11.2014
0,06349%	15.11.2014
0,04800%	16.11.2014
0,04660%	17.11.2014
0,06829%	18.11.2014
0,06706%	19.11.2014
0,06721%	20.11.2014
0,06621%	21.11.2014
0,04586%	22.11.2014

Would be cool to get this kind of data by other bot authors by the way... it is really easy to produce, doesn't leak any info (do you lend 1000 USD or 100k? Percentages don't really care unless you run it with very low amounts that can't be put on the books).

noggin-scratcher

full member

Activity: 136

Merit: 100

I may perhaps be a bit of a spreadsheet nerd. The one I have set up to track my swaps, I enter the details of each one (amount, rate, start/end times) and record the daily payments, and from there it will...

calculate the duration and expected return of each swap
calculate the expected return each day
track the 'total error' (accumulated difference between expectation and reality) - needed to do this to compensate for accumulated error in the predictions, but it provides a check that I'm getting as much as I expect to in the long-term even if day to day it varies a little
calculate how much I have lent out, and checks that isn't more than my balance (which would suggest that I've forgotten to tell it that a swap has ended
calculate the average rate of open swaps... two averages actually; the average pre-fee rate of active swaps, and the implied post-fee rate as a percentage of my balance
record the USD/GBP conversion rate each day so I can separate gains due to swaps from gains due to currency fluctuations
keep track of all manner of running totals and averages on a summary page
project that average forward until the end of the year
reverse that calculation - "To hit some specified target point by the end of the year, the average rate needs to be X"

and my personal favourite new thing that it does: I've started telling it the initial maximum duration of each swap, so now it can summarise the total amount I'm expecting repaid on each day, so I know what durations to offer to keep that relatively even across the week ahead (without having to bust out a calculator, and without worrying about having missed a large swap in amongst the shrapnel of $0.002 swaps that 'finex seems to like to create lately). Also the number of individual swaps due to be repaid and their average rate, just because. I mean, that was practically the same formula.

It started out fairly simple, then just kind of... grew.

HowardF

full member

Activity: 145

Merit: 100

I do Stuff, and stuff.....

Quote from: noggin-scratcher on November 21, 2014, 02:18:45 PM

End conclusion: I'm spending a lot of time on not quite keeping up with a surprisingly simple algorithm. I should probably get a bot.

If it makes you feel any better, for a while I was spending 8+ hours a day trying to figure out how best to keep my Margin lending maxed. I came up with some insanely complex algorithms, but after testing, it turned out none of them could outperform this pretty simple bot. It really comes down to keep it lent always. Every hour lost is way more than a few .0001% higher rate can make up.

Topic: [ANN] MarginBot - A Bitfinex Margin Lending Management Bot - page 12. (Read 45937 times)