Topic: Isis ATP [Automated Trading Platform] - Discussion - page 2. (Read 45225 times)

Thanks,

I re-generated API keys and now everything is OK. Strange thing though that the key was OK and indeed working with GoxTradingBot...

Is it possible to implement buy/sell on two EMAs crossing like on Goomboo's Journal?

Thanks again

Please double check your API key and secret.



Yes, it is now using v2 of MtGox API.

Hi,

just tried the latest commit, I get error connecting though:


Is it connected to v2 API?

Thanks for the great too by the way!

Regards,

A couple of new commits in develop branch:

commit ce76b9da94be491cf368611e396d5a8fb5ebe269

    Fixed 'IllegalArgumentException: currencyPair is not valid' caused by FTC and CNC

commit d6a4c2d28ee5d71842d103ef04967493be32b233

    Use v2 MtGox API

So is this thread being closed and both Isis and Aido are closing down?

it's a necessary change. v1 is being deprecated by XChange.

hmm is that a big change?  I can't get either MtGox or BTC-e to work now

I did find that there was a recent fix for this null pointer exception in V1... https://github.com/timmolter/XChange/issues/107... but presumably that requires a rebuild of ATP?

I think we need to switch to v2 of the MtGox API. This is not a user config and has to be done in code.

Okay finally turned on live mode and got this error straight away...

Any thoughts? Using AidoAtp by the way

use btc-e ...

did you guys see this.

Though it might be interesting.

http://btcmath.com/2013/05/bitcoin-2013-presentation/

The take away for me is that it is not possible to profit on intragox trading with a gox fee of .06% (1.2% round trip)  based on the historical price history.  The profit margins are too thin when you also account for the cost of getting capital into and out of the market.

Gox, or a high volume competitor needs to have a  lower its fee..

Let's go ahead and move this to the new ATP thread. 

But yeah, the AI trader is just meant to be a module along with others that could be loaded and specified at runtime.
I originally set out to make the whole thing a collection of intercommunicating modules, but there were issues with the design that was causing unexpected behavior IIRC.
So instead I settled on a fully integrated design.  Aido solved the modularity problem and problems from thread deadlocks and i like the way he laid the application out when he refactored it.

BTW don't use the intra-currency arbitrage bot.  I've been looking really closely at the source and it makes several assumptions that are or can be invalid, such as all of your balance in currency A can be readily converted to currency B etc. Unfortunately, this is not the case, and managed to cost me half my bitcoins as I left it running over night unchecked.  (I didn't have THAT many bitcoins fortunately, but still it was an expensive way to learn.) 

When I wrote it originally, bitcoins were about $6 each, so losing a bunch of pips wasn't a big deal.  Unfortunately, BTC is in the $100s+ the loss tolerance of a couple of pips translates into significant money now.

I think, you should work on making this stuff more modular. It would be cool, if a trader could just be plugged in into the whole app. So you could use a neural network trader or a an algorithmic trader. Or even a mixture of several traders.

I would also separate the trade logic from the rest of the app, using a trading language.

Don't halt your work.  You've done great things.  The architecture is supposed to be modular enough we can work on separate things without stomping on one another.
Speaking of which I just saw a divide by 0 error from bigmoney go flying by as the market took a dip and came back.  Something to do with the weight being precisely 0, it caused the thread to die.  We should probably be actively looking for those sorts of things.

OK, I created a new topic ATP [Advanced Trading Platform] for discussing future development of ATP.

IsisATP and AidoATP specific issues may still be discussed here in this topic although development will be slow or halted.

Given Nova's big plans for ATP and issues around the usage of the name Isis I suggest creating a new thread just titled ATP or similar; dropping the Aido and Isis references. I may halt development on the Aido branch now that Nova is back in the game.

Thanks but you missed something.  Read my post more carefully.  

The example I was giving was to show how 2 people could work it (with or without software).  
I then go on to state how I would do it with multiple people doing it.  
I doubt it would be collusion.  Collusion only occurs when 2 or more parties act against the market and attempt to keep others out.Although I would definitely have a reputation system involved, I would expect it to be generally open to the public.  Anyone could join so I don't see a problem here.

In this case, each node functions as an expert in the conditions of the particular exchanges it is tied to.  Like synaptic pathways in a brain, the more it is used, the stronger it gets.  It's co-operative multitasking with no single central coordinator.  The AI would share it's result, but not it's learning profile across nodes since individual results are dependent upon a host of factors, but outcomes are always the same.

That is to say, we may each execute a trade at the same time on the same exchange.  That trade teaches the individual AI's something, i.e. it represents a unit of knowledge.  However our particular reasons for the trade and even which side we are on, are very likely to be different.  You may be selling because you bought earlier and are looking to take a profit.  I may be buying to cover a short or because I believe the price will continue upwards, or even just to provide liquidity to the market.

The end result though is that a trade occurred and the market reacted accordingly.  We know that the majority of systems are algorithmic traders and not true AI, not in the sense that they are designed to learn by making mistakes anyways. We know that we can uncover the aggregate algorithms and their effect on the market this way.  Once we know the algorithms driving a given market, we can then do something similar to a monte-carlo simulation and play forward and backwards through the data to discover how the market will react to certain trades that are in our favor.  The trades are placed according to the probability spread and the system watches the fills, repeating the cycle.

In case anyone still needs them, simple scripts to add the StartSSL certs for MtGox to the keystore:

Linux:

http://www.ailis.de/~k/uploads/scripts/import-startssl

Windows:

https://github.com/haron/startssl-java