Bitcoin arbitrage on GitHub: ~2% monthly return, market-neutral long/short - page 4.

mxnsch

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Activity: 474

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For the reference:

Quote from: 796 support

Yes you can do margin trading with bitcoin here, we offer bitcoin futures and a variety of CFD products (indices, commodities, Forex) that trade with bitcoin.
We will launch Bitcoin spot trading soon after the Chinese New Year then you can sell your coins for US dollars.
But we don't have plans to accept US dollar deposit though you would be able to withdraw US dollar from our platform.

Hope that helps ;-)

mxnsch

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Activity: 474

Merit: 252

Quote from: butor on January 30, 2016, 06:15:14 PM

Quote from: mxnsch on January 28, 2016, 03:02:53 AM

I am currently trying to get 796 working, but struggling. Does anybody have a working 796 integration?

A first implementation of 796.com has been done (link to cpp file here) but has never been tested. The getLimitPrice() function has to be rewritten to match the other exchanges.

Note that 796.com only trade Bitcoin futures contracts.

I am running off master for a week now, does definitely not work for me. Segfault on start if 796 is enabled. Will look into it tomorrow afternoon.

mxnsch

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Activity: 474

Merit: 252

Quote from: butor on January 30, 2016, 06:15:14 PM

Quote from: mxnsch on January 28, 2016, 03:02:53 AM

I am currently trying to get 796 working, but struggling. Does anybody have a working 796 integration?

A first implementation of 796.com has been done (link to cpp file here) but has never been tested. The getLimitPrice() function has to be rewritten to match the other exchanges.

Note that 796.com only trade Bitcoin futures contracts.

I contacted their support and they will enable BTC/USD trading after chinese new year Wink

siameze

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Activity: 1064

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Quote from: butor on January 30, 2016, 06:15:14 PM

Quote from: mxnsch on January 28, 2016, 03:02:53 AM

I am currently trying to get 796 working, but struggling. Does anybody have a working 796 integration?

A first implementation of 796.com has been done (link to cpp file here) but has never been tested. The getLimitPrice() function has to be rewritten to match the other exchanges.

Note that 796.com only trade Bitcoin futures contracts.

Hey thanks for this! I will compile it in tommorow and report my experience later on. Nice work!

butor

newbie

Activity: 49

Merit: 0

Quote from: mxnsch on January 28, 2016, 03:02:53 AM

I am currently trying to get 796 working, but struggling. Does anybody have a working 796 integration?

A first implementation of 796.com has been done (link to cpp file here) but has never been tested. The getLimitPrice() function has to be rewritten to match the other exchanges.

Note that 796.com only trade Bitcoin futures contracts.

mxnsch

sr. member

Activity: 474

Merit: 252

Thank you for the feedback siameze!

Ok, i will try to integrate a new provider as PoC then and also add documentation about how to actually create / activate API keys for the existing ones. Will take a couple of days, especially since i am currently on the road for a couple of days.

siameze

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Quote from: mxnsch on January 28, 2016, 03:02:53 AM

Resolved it by activating the Bitstamp API Key. Yes, my bad. Obviously, Bitstamp does not activate new API Keys by default. A documentation for the setup of all supported exchanges and better error handling would be great.

I can take care of the documenation part if there is enough interest.

PS.: I am currently trying to get 796 working, but struggling. Does anybody have a working 796 integration?

Just checked this thread, but glad you got your API key working. I haven't tried 796 integration myself but it is most likely possible. Perhaps dev will add it in the future.

mxnsch

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Activity: 474

Merit: 252

Resolved it by activating the Bitstamp API Key. Yes, my bad. Obviously, Bitstamp does not activate new API Keys by default. A documentation for the setup of all supported exchanges and better error handling would be great.

I can take care of the documenation part if there is enough interest.

PS.: I am currently trying to get 796 working, but struggling. Does anybody have a working 796 integration?

butor

newbie

Activity: 49

Merit: 0

Hi enigma969, thank you for your interest.

Quote from: enigma969 on January 26, 2016, 02:20:38 PM

Let's say I have 3000$ available to invest, what exchanges would you recommend? Should I split money up over all exchanges that are currently supported?

Yes, if you want to maximize your exposure you should put $1,500 on Bitfinex and $1,500 on one of the other supported exchanges. But please first test with a small amount of money!

Quote from: enigma969 on January 26, 2016, 02:20:38 PM

What hosting solution do you recommend? You said something about a Google Server?

I don't have any specific recommendation. I personally use a laptop for programming and troubleshooting and a Google Cloud server (Compute Engine Micro) to run Blackbird 24/7.
The CPU and memory consumptions are usually low (C++ helps here) but you need a correct Internet connection.

Quote from: enigma969 on January 26, 2016, 02:20:38 PM

I always get warnings like "WARNING: 2 second(s) too late at 01/26/2016 19:47:51" - It's because of latency right?

Yes this is probably due to the latency of your Internet connection. See a workaround here (issue #39).

mxnsch

sr. member

Activity: 474

Merit: 252

Hi siameze,

thanks for the fast feedback. Tested current master with a clean Ubuntu 14.04 VM and had the same effect (Segfault).

Quote

root@ubuntu:~/trader/blackbird# ./blackbird
Blackbird Bitcoin Arbitrage
DISCLAIMER: USE THE SOFTWARE AT YOUR OWN RISK

Log file generated: blackbird_log_20160126_204710.log
Blackbird is running... (pid 10118)

Segmentation fault (core dumped)

Quote

root@ubuntu:~/trader/blackbird# cat blackbird_log_20160126_204710.log
--------------------------------------------
| Blackbird Bitcoin Arbitrage Log File |
--------------------------------------------

Blackbird started on 01/26/2016 20:47:10

[ Targets ]
Spread Entry: 0.80%
Spread Target: 0.30%
[ Current balances ]

Quote

Starting program: /root/trader/blackbird/blackbird
Traceback (most recent call last):
  File "/usr/share/gdb/auto-load/usr/lib/x86_64-linux-gnu/libstdc++.so.6.0.19-gdb.py", line 63, in
   from libstdcxx.v6.printers import register_libstdcxx_printers
ImportError: No module named 'libstdcxx'
[Thread debugging using libthread_db enabled]
Using host libthread_db library "/lib/x86_64-linux-gnu/libthread_db.so.1".
Blackbird Bitcoin Arbitrage
DISCLAIMER: USE THE SOFTWARE AT YOUR OWN RISK

Log file generated: blackbird_log_20160126_205556.log
Blackbird is running... (pid 11317)

[New Thread 0x7ffff1808700 (LWP 11321)]
[Thread 0x7ffff1808700 (LWP 11321) exited]
[New Thread 0x7ffff1808700 (LWP 11322)]
[Thread 0x7ffff1808700 (LWP 11322) exited]
[New Thread 0x7ffff1808700 (LWP 11323)]
[Thread 0x7ffff1808700 (LWP 11323) exited]

Program received signal SIGSEGV, Segmentation fault.
0x00007ffff64af54c in __GI_____strtod_l_internal (nptr=0x0, endptr=0x0, group=, loc=0x7ffff682d060 <_nl_global_locale>) at strtod_l.c:608
608   strtod_l.c: No such file or directory.
(gdb) bt
#0 0x00007ffff64af54c in __GI_____strtod_l_internal (nptr=0x0, endptr=0x0, group=, loc=0x7ffff682d060 <_nl_global_locale>) at strtod_l.c:608
#1 0x000000000040cfc5 in atof (__nptr=) at /usr/include/x86_64-linux-gnu/bits/stdlib-float.h:28
#2 Bitstamp::getAvail (params=..., currency=...) at src/bitstamp.cpp:51
#3 0x0000000000404add in main (argc=, argv=) at src/main.cpp:250

EDIT: As it is pretty obvious that there is a problem with the bitstamp configuration, i removed it.

Works now, but now i am curious what leads to this crash ;-)

siameze

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Quote from: mxnsch on January 26, 2016, 02:29:05 PM

Hi guys,

did anybody test it with OSX 10.10? I am getting segfaults with the current git master when i disable demoMode.

Thanks for your work!

I haven't tested it on OSX but did manage a BSD build, which is similar. I'll see if I can find a friend using osx to test, never used it xD.

mxnsch

sr. member

Activity: 474

Merit: 252

Hi guys,

did anybody test it with OSX 10.10? I am getting segfaults with the current git master when i disable demoMode.

Thanks for your work!

enigma969

newbie

Activity: 1

Merit: 0

Hey,

your project sounds very nice! Too bad I just can write in Java, would be very interested to contribute. I am very looking forward to use your software and so I would be very happy if you can answer some questions:

Let's say I have 3000$ available to invest, what exchanges would you recommend? Should I split money up over all exchanges that are currently supported?

What hosting solution do you recommend? You said something about a Google Server?

I always get warnings like "WARNING: 2 second(s) too late at 01/26/2016 19:47:51" - It's because of latency right?

Thanks a lot in advance!

siameze

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Activity: 1064

Merit: 1000

Quote from: frankenmint on January 22, 2016, 06:06:28 AM

Quote from: siameze on January 20, 2016, 01:05:06 PM

Quote from: butor on January 20, 2016, 12:26:12 PM

Quote from: frankenmint on January 20, 2016, 02:32:19 AM

I got the bot working...Thanks for your help on github! So I notice that the console doesn't pipe out data - I could only determine it was running by taking a peek at the logfile - is that expected behavior or should I see output in the console window running blackbird?

Yes this is the expected behavior. We decided to output everything to a log file rather than the console.

You can just tail the log file in a separate screen though, if you like to watch it run. I'm guilty of doing this. Grin

you sir....are da real mvp....this is now my favorite command in the world.

Ha! glad you like it, I love to watch my trades scroll after I have got a new setup working. Simple and effective.

frankenmint

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HoneybadgerOfMoney.com Weed4bitcoin.com

Quote from: siameze on January 20, 2016, 01:05:06 PM

Quote from: butor on January 20, 2016, 12:26:12 PM

Quote from: frankenmint on January 20, 2016, 02:32:19 AM

I got the bot working...Thanks for your help on github! So I notice that the console doesn't pipe out data - I could only determine it was running by taking a peek at the logfile - is that expected behavior or should I see output in the console window running blackbird?

Yes this is the expected behavior. We decided to output everything to a log file rather than the console.

You can just tail the log file in a separate screen though, if you like to watch it run. I'm guilty of doing this. Grin

you sir....are da real mvp....this is now my favorite command in the world.

butor

newbie

Activity: 49

Merit: 0

Quote from: frankenmint on January 20, 2016, 01:16:03 PM

Is there any reason you don't have the files appending to make a bigger file?

I though the best way (and easiest way) was to create one log file per execution. Since Blackbird is supposed to run many days in a row, the size of a single log file can end up being hundreds of MB.

Quote from: frankenmint on January 20, 2016, 01:16:03 PM

I wanted to just let it run for awhile and at a point, I started running into problems when it tries to execute trades.

It might be an issue with Kraken. I just uploaded a new version on GitHub that will give more details about the issue. Also, could you please open an issue on the issue page and we can continue from there? Thanks.

Quote from: frankenmint on January 20, 2016, 01:16:03 PM

Max Iteration - means how long the bot should run right (in seconds?)

Yes that's correct, but not in seconds. DebugMaxIteration represents the number of market analysis loops. So Blackbird will run for approximately {DebugMaxIteration * GapSec} seconds.

frankenmint

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HoneybadgerOfMoney.com Weed4bitcoin.com

I've been running cat occasionally, thanks for the tip. So I was thinking about maybe moving everything into a log directory. Is there any reason you don't have the files appending to make a bigger file?

One last thing, before kicking things into high gear with testing, I wanted to just let it run for awhile and at a point, I started running into problems when it tries to execute trades. hold on...

ok here you go:

Max Iteration - means how long the bot should run right (in seconds?)

siameze

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Activity: 1064

Merit: 1000

Quote from: butor on January 20, 2016, 12:26:12 PM

Quote from: frankenmint on January 20, 2016, 02:32:19 AM

I got the bot working...Thanks for your help on github! So I notice that the console doesn't pipe out data - I could only determine it was running by taking a peek at the logfile - is that expected behavior or should I see output in the console window running blackbird?

Yes this is the expected behavior. We decided to output everything to a log file rather than the console.

You can just tail the log file in a separate screen though, if you like to watch it run. I'm guilty of doing this. Grin

butor

newbie

Activity: 49

Merit: 0

Quote from: frankenmint on January 20, 2016, 02:32:19 AM

I got the bot working...Thanks for your help on github! So I notice that the console doesn't pipe out data - I could only determine it was running by taking a peek at the logfile - is that expected behavior or should I see output in the console window running blackbird?

Yes this is the expected behavior. We decided to output everything to a log file rather than the console.

frankenmint

legendary

Activity: 1456

Merit: 1018

HoneybadgerOfMoney.com Weed4bitcoin.com

I got the bot working...Thanks for your help on github! So I notice that the console doesn't pipe out data - I could only determine it was running by taking a peek at the logfile - is that expected behavior or should I see output in the console window running blackbird?

Topic: Bitcoin arbitrage on GitHub: ~2% monthly return, market-neutral long/short - page 4. (Read 38305 times)