Isis ATP [Automated Trading Platform] - Discussion - page 22.

isis

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Activity: 154

Merit: 102

Quote from: Raoul Duke on September 19, 2012, 02:01:59 PM

Quote from: isis on September 19, 2012, 01:46:50 PM

The latest commit has a condition where the threads can become deadlocked.
I'm looking into it now, but in the meantime do not use.

There is also a bug/feature =) If you set maxLocal it will not respect the max in case you have balance in some other currency other than the prefered.
Let's say you set the max to 30 EUR but you have a balance of 500 USD. If the arb engine sees an oportunity it will sell the 500 USD for BTC and sell the BTC for EUR, completely disregarding the maxlocal value.

Feature, it's designed to take maximum advantage of any arbitrage it sees.
I'll put in a throttle in the next commit.

Raoul Duke

legendary

Activity: 1358

Merit: 1002

Quote from: isis on September 19, 2012, 01:46:50 PM

The latest commit has a condition where the threads can become deadlocked.
I'm looking into it now, but in the meantime do not use.

There is also a bug/feature =) If you set maxLocal it will not respect the max in case you have balance in some other currency other than the prefered.
Let's say you set the max to 30 EUR but you have a balance of 500 USD. If the arb engine sees an oportunity it will sell the 500 USD for BTC and sell the BTC for EUR, completely disregarding the maxlocal value.

isis

full member

Activity: 154

Merit: 102

The latest commit has a condition where the threads can become deadlocked.
I'm looking into it now, but in the meantime do not use.

isis

full member

Activity: 154

Merit: 102

Quote from: Raoul Duke on September 19, 2012, 11:13:18 AM

Quote from: isis on September 19, 2012, 10:51:38 AM

Quote from: Raoul Duke on September 19, 2012, 09:44:17 AM

Quote from: ?? on ??

Quote from: Raoul Duke on September 19, 2012, 09:06:11 AM

Quote from: ?? on ??

Quote from: Raoul Duke on September 19, 2012, 08:40:49 AM

Quote from: ?? on ??

I was able to get a usable launch config by running the main application inside the source (in eclipse), then exporting. I'm betting there's a better way, but it's worked for me.

That's the thing. I followed the instructions posted on the first pages of this thread, but when I try to run Application.java it gives some errors on some Eclipse stuff which is cryptic to me lol

Do you end up with multiple launch configs for Isis-ATP? I had an issue like that, deleted the project, wiped out my workspace, pulled the project back in, imported through maven, and started over. To save me bungling it up, I now do that for each commit I want to build.

I end up with absolutely no launch configs. =/

Even after running Application.java? Right-click>run as>Java application

It doesn't run. Eclipse throws some error that I can't understand and doesn't run it.
Tried googling the error but what I found was of no help at all.

Mind posting the error?

Looks like eclipse is broken. You should do a clean install of it.

Raoul Duke

legendary

Activity: 1358

Merit: 1002

Quote from: isis on September 19, 2012, 10:51:38 AM

Quote from: Raoul Duke on September 19, 2012, 09:44:17 AM

Quote from: ?? on ??

Quote from: Raoul Duke on September 19, 2012, 09:06:11 AM

Quote from: ?? on ??

Quote from: Raoul Duke on September 19, 2012, 08:40:49 AM

Quote from: ?? on ??

I was able to get a usable launch config by running the main application inside the source (in eclipse), then exporting. I'm betting there's a better way, but it's worked for me.

That's the thing. I followed the instructions posted on the first pages of this thread, but when I try to run Application.java it gives some errors on some Eclipse stuff which is cryptic to me lol

Do you end up with multiple launch configs for Isis-ATP? I had an issue like that, deleted the project, wiped out my workspace, pulled the project back in, imported through maven, and started over. To save me bungling it up, I now do that for each commit I want to build.

I end up with absolutely no launch configs. =/

Even after running Application.java? Right-click>run as>Java application

It doesn't run. Eclipse throws some error that I can't understand and doesn't run it.
Tried googling the error but what I found was of no help at all.

Mind posting the error?

isis

full member

Activity: 154

Merit: 102

Quote from: Raoul Duke on September 19, 2012, 09:44:17 AM

Quote from: ?? on ??

Quote from: Raoul Duke on September 19, 2012, 09:06:11 AM

Quote from: ?? on ??

Quote from: Raoul Duke on September 19, 2012, 08:40:49 AM

Quote from: ?? on ??

I was able to get a usable launch config by running the main application inside the source (in eclipse), then exporting. I'm betting there's a better way, but it's worked for me.

That's the thing. I followed the instructions posted on the first pages of this thread, but when I try to run Application.java it gives some errors on some Eclipse stuff which is cryptic to me lol

Do you end up with multiple launch configs for Isis-ATP? I had an issue like that, deleted the project, wiped out my workspace, pulled the project back in, imported through maven, and started over. To save me bungling it up, I now do that for each commit I want to build.

I end up with absolutely no launch configs. =/

Even after running Application.java? Right-click>run as>Java application

It doesn't run. Eclipse throws some error that I can't understand and doesn't run it.
Tried googling the error but what I found was of no help at all.

Mind posting the error?

Raoul Duke

legendary

Activity: 1358

Merit: 1002

Quote from: ?? on ??

Quote from: Raoul Duke on September 19, 2012, 09:06:11 AM

Quote from: ?? on ??

Quote from: Raoul Duke on September 19, 2012, 08:40:49 AM

Quote from: ?? on ??

I was able to get a usable launch config by running the main application inside the source (in eclipse), then exporting. I'm betting there's a better way, but it's worked for me.

That's the thing. I followed the instructions posted on the first pages of this thread, but when I try to run Application.java it gives some errors on some Eclipse stuff which is cryptic to me lol

Do you end up with multiple launch configs for Isis-ATP? I had an issue like that, deleted the project, wiped out my workspace, pulled the project back in, imported through maven, and started over. To save me bungling it up, I now do that for each commit I want to build.

I end up with absolutely no launch configs. =/

Even after running Application.java? Right-click>run as>Java application

It doesn't run. Eclipse throws some error that I can't understand and doesn't run it.
Tried googling the error but what I found was of no help at all.

zaj

member

Activity: 103

Merit: 10

the latest jar just sold all my bitcoins. but i guess thats normal when the market is trending up ?

Raoul Duke

legendary

Activity: 1358

Merit: 1002

Quote from: ?? on ??

Quote from: Raoul Duke on September 19, 2012, 08:40:49 AM

Quote from: ?? on ??

I was able to get a usable launch config by running the main application inside the source (in eclipse), then exporting. I'm betting there's a better way, but it's worked for me.

That's the thing. I followed the instructions posted on the first pages of this thread, but when I try to run Application.java it gives some errors on some Eclipse stuff which is cryptic to me lol

Do you end up with multiple launch configs for Isis-ATP? I had an issue like that, deleted the project, wiped out my workspace, pulled the project back in, imported through maven, and started over. To save me bungling it up, I now do that for each commit I want to build.

I end up with absolutely no launch configs. =/

Raoul Duke

legendary

Activity: 1358

Merit: 1002

Quote from: ?? on ??

I was able to get a usable launch config by running the main application inside the source (in eclipse), then exporting. I'm betting there's a better way, but it's worked for me.

That's the thing. I followed the instructions posted on the first pages of this thread, but when I try to run Application.java it gives some errors on some Eclipse stuff which is cryptic to me lol

Raoul Duke

legendary

Activity: 1358

Merit: 1002

Eclipse doesn't want to build the jar file. meh
Asks for the Launch configuration whose dropdown is greyed out and never activates the "Next" button to get it built.

RicRock

sr. member

Activity: 290

Merit: 250

Apparently, I suck at Eclipse/Maven... will have to wait for binary Undecided

isis

full member

Activity: 154

Merit: 102

*sigh*

Code:

Sep 19, 2012 4:10:51 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO: Arbitrage Engine has detected an after fee profit opportunity of %0.5857735454554864 on currency pair USD/GBP
Sep 19, 2012 4:10:51 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO:
***Conversion Factors***
Highest Bid: (GBP, 1.5977735454554864)
Lowest Ask: (USD, 1.0)

Sep 19, 2012 4:10:51 AM org.open.payment.alliance.isis.atp.ArbitrageEngine executeTrade
INFO: Arbitrage could not trade USD 0.0000
Sep 19, 2012 4:10:51 AM org.open.payment.alliance.isis.atp.ArbitrageEngine executeTrade
INFO: Failed to complete the recommended trade via Arbitrage, perhaps your balances were too low.
Sep 19, 2012 4:11:09 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO: Arbitrage Engine has detected an after fee profit opportunity of %0.5859029303081429 on currency pair USD/GBP
Sep 19, 2012 4:11:09 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO:
***Conversion Factors***
Highest Bid: (GBP, 1.597902930308143)
Lowest Ask: (USD, 1.0)

Working, but there seems to be a huge demand for Bit Coins in London tonight, I'm going to end up owning a lot of GBP at this rate.
Anyways, I'll commit the source and go to bed. If it hasn't crashed by the time I get up I'll commit another binary jar.

Just remember Arbitrage is designed to take total advantage, it doesn't nibble at your balance, it wolfs it down. I've owned Bhat, Rubles and 6 other currencies, now I own a bunch of GBP all in one night.

Almost forgot be sure to clear config on this before running it. And don't be surprised if you end up with a bunch of .dat files.
I've set the trading algorithm to learn for an hour if the *.dat files are stale.

Simulation mode does not work correctly on this commit. The Arbitrage engine doesn't honor it at all and there is a possibility a trade could occur in the few ms it takes to make a decision. It's an easy fix but I'm out of caffiene for the night and need to get some sleep.

Finally, I have the Arbitrage Engine putting the TradeAgent(s) into and out of simulation mode while it does it's thing. This shouldn't be for more than a few ms every couple of seconds. I did it to keep balances steady while the arbitrage engine does its thing. It puts them back as soon as it's done, but if you happen to see a message about it, that would be the reason why.

isis

full member

Activity: 154

Merit: 102

Quote from: Ignatius on September 19, 2012, 04:58:24 AM

Code:

Sep 19, 2012 5:57:12 AM org.open.payment.alliance.isis.atp.TradingAgent evalAsk
INFO: The trading agent has determined that market conditions are not appropriate for you to sell at this time.
Sep 19, 2012 5:57:12 AM org.open.payment.alliance.isis.atp.TradingAgent evalAsk
INFO: Current bid price of GBP 7.76763 is below the VWAP of GBP 7.79410
Sep 19, 2012 5:57:12 AM org.open.payment.alliance.isis.atp.TradingAgent run
INFO: Ticker Size: 70 | Trend Arrow: 5.0 | Bid Arrow: 4.0 | Ask Arrow: 2.0 | VWAP: GBP 7.79410
The GBP market is trending up.
Sep 19, 2012 5:57:12 AM org.open.payment.alliance.isis.atp.TradingAgent evalBid
INFO: Attempting to buy 0.0065084999999999997591371148075722885550931096076965332031250 BTC
Sep 19, 2012 5:57:13 AM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
SEVERE: Failed to buy 0.0065084999999999997591371148075722885550931096076965332031250 at current market price.
Please investigate
Sep 19, 2012 5:57:13 AM org.open.payment.alliance.isis.atp.TradingAgent run
INFO: Ticker Size: 40 | Trend Arrow: -1.0 | Bid Arrow: -8.0 | Ask Arrow: -2.0 | VWAP: EUR 9.64777
The EUR market is trending down.
Sep 19, 2012 5:57:13 AM org.open.payment.alliance.isis.atp.TradingAgent evalAsk
INFO: Attempting to sell 0.004222850561797752691781115963465254026232287287712097167968750 of 0.07516674 BTC available
Sep 19, 2012 5:57:13 AM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
SEVERE: Failed to sell 0.004222850561797752691781115963465254026232287287712097167968750 at current market price.
Please investigate
Sep 19, 2012 5:57:13 AM org.open.payment.alliance.isis.atp.TradingAgent run
INFO: Ticker Size: 89 | Trend Arrow: 4.0 | Bid Arrow: 1.0 | Ask Arrow: -2.0 | VWAP: USD 12.30251

Any idea what this is about?

Looks like you're trading EUR, USD, GBP but your minimum threshold below the MtGox minimum for that currency.
MinLocal & MinBTC should probably just be 0.01

I would re-run it with --clear-config=true there are some new options you probably want to be setting.

Ignatius

sr. member

Activity: 409

Merit: 250

Code:

Sep 19, 2012 5:57:12 AM org.open.payment.alliance.isis.atp.TradingAgent evalAsk
INFO: The trading agent has determined that market conditions are not appropriate for you to sell at this time.
Sep 19, 2012 5:57:12 AM org.open.payment.alliance.isis.atp.TradingAgent evalAsk
INFO: Current bid price of GBP 7.76763 is below the VWAP of GBP 7.79410
Sep 19, 2012 5:57:12 AM org.open.payment.alliance.isis.atp.TradingAgent run
INFO: Ticker Size: 70 | Trend Arrow: 5.0 | Bid Arrow: 4.0 | Ask Arrow: 2.0 | VWAP: GBP 7.79410
The GBP market is trending up.
Sep 19, 2012 5:57:12 AM org.open.payment.alliance.isis.atp.TradingAgent evalBid
INFO: Attempting to buy 0.0065084999999999997591371148075722885550931096076965332031250 BTC
Sep 19, 2012 5:57:13 AM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
SEVERE: Failed to buy 0.0065084999999999997591371148075722885550931096076965332031250 at current market price.
Please investigate
Sep 19, 2012 5:57:13 AM org.open.payment.alliance.isis.atp.TradingAgent run
INFO: Ticker Size: 40 | Trend Arrow: -1.0 | Bid Arrow: -8.0 | Ask Arrow: -2.0 | VWAP: EUR 9.64777
The EUR market is trending down.
Sep 19, 2012 5:57:13 AM org.open.payment.alliance.isis.atp.TradingAgent evalAsk
INFO: Attempting to sell 0.004222850561797752691781115963465254026232287287712097167968750 of 0.07516674 BTC available
Sep 19, 2012 5:57:13 AM org.open.payment.alliance.isis.atp.TradingAgent marketOrder
SEVERE: Failed to sell 0.004222850561797752691781115963465254026232287287712097167968750 at current market price.
Please investigate
Sep 19, 2012 5:57:13 AM org.open.payment.alliance.isis.atp.TradingAgent run
INFO: Ticker Size: 89 | Trend Arrow: 4.0 | Bid Arrow: 1.0 | Ask Arrow: -2.0 | VWAP: USD 12.30251

Any idea what this is about?

isis

full member

Activity: 154

Merit: 102

Quote from: MaxSan on September 19, 2012, 04:39:30 AM

Will you be building another jar for those not familar with compiling java?

Yeah but not tonight.

I'm still working out how much to trade via arbitrage, right now I've just got it bouncing my entire balance between currencies.

MaxSan

sr. member

Activity: 369

Merit: 250

Will you be building another jar for those not familar with compiling java?

isis

full member

Activity: 154

Merit: 102

Found the problem, fixed it.
We now have cross pair arbitrage although the display of how much was actually traded seems to be off by a factor of 100 or so.

Code:

Sep 19, 2012 3:06:50 AM org.open.payment.alliance.isis.atp.TrendObserver run
INFO: Application has not run long enough to build a profile for USD market.
59 minutes remaining.
Sep 19, 2012 3:06:54 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO: Arbitrage Engine has detected an after fee profit opportunity of %1.5593626273003707 on currency pair THB/GBP
Sep 19, 2012 3:06:54 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO:
***Conversion Factors***
Highest Bid: (GBP, 1.6028250361140384)
Lowest Ask: (THB, 0.03146240881366775)

Sep 19, 2012 3:06:54 AM org.open.payment.alliance.isis.atp.ArbitrageEngine executeTrade
INFO: Arbitrage traded THB 16330.097404265
Sep 19, 2012 3:06:54 AM org.open.payment.alliance.isis.atp.ArbitrageEngine executeTrade
INFO: Successfully traded with Arbitrage!
Sep 19, 2012 3:07:09 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO: Arbitrage Engine has detected an after fee profit opportunity of %1.5591357219104576 on currency pair RUB/GBP
Sep 19, 2012 3:07:09 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO:
***Conversion Factors***
Highest Bid: (GBP, 1.6028250361140384)
Lowest Ask: (RUB, 0.031689314203580704)

Sep 19, 2012 3:07:09 AM org.open.payment.alliance.isis.atp.ArbitrageEngine executeTrade
INFO: Arbitrage traded RUB 36287.4226391452
Sep 19, 2012 3:07:09 AM org.open.payment.alliance.isis.atp.ArbitrageEngine executeTrade
INFO: Successfully traded with Arbitrage!
Sep 19, 2012 3:07:23 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO: Arbitrage Engine has detected an after fee profit opportunity of %1.4634022030400207 on currency pair HKD/GBP
Sep 19, 2012 3:07:23 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO:
***Conversion Factors***
Highest Bid: (GBP, 1.6028250361140384)
Lowest Ask: (HKD, 0.12742283307401758)

Sep 19, 2012 3:07:23 AM org.open.payment.alliance.isis.atp.ArbitrageEngine executeTrade
INFO: Arbitrage traded HKD 946.6730399875
Sep 19, 2012 3:07:23 AM org.open.payment.alliance.isis.atp.ArbitrageEngine executeTrade
INFO: Successfully traded with Arbitrage!
Sep 19, 2012 3:07:37 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO: Arbitrage Engine has detected an after fee profit opportunity of %1.4402996345702508 on currency pair SEK/GBP
Sep 19, 2012 3:07:37 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO:
***Conversion Factors***
Highest Bid: (GBP, 1.6028250361140384)
Lowest Ask: (SEK, 0.15052540154378755)

Sep 19, 2012 3:07:37 AM org.open.payment.alliance.isis.atp.ArbitrageEngine executeTrade
INFO: Arbitrage traded SEK 1797.289542
Sep 19, 2012 3:07:38 AM org.open.payment.alliance.isis.atp.ArbitrageEngine executeTrade
INFO: Successfully traded with Arbitrage!

isis

full member

Activity: 154

Merit: 102

Seems to almost be working...

Code:

HighestBid: (GBP, 1.5853187379265938)
Lowest Ask: (JPY, 0.012690721649484536)
Sep 19, 2012 1:58:21 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO: Arbitrage Engine has detected an after fee profit opportunity of 156% on currency pair JPY/GBP

What you're looking at for Bid & Ask are the conversion rates calculated as follows.

USD/GBP
USD/JPY

If I buy 1 BTC on the Japanese market for Y968 I could sell it right now for GBP7.57

Is that a good deal?

The engine says
buy (968 * 0.0127) = 12.2936
sell (7.57 * 1.58) = 11.96

So it's detected an opportunity correctly. It's just got the bid/ask pairing backwards. I'm looking into why that is now.
In the meantime it might not be a good idea to buy bitcoins with your GBPs and turn them into Yen. (Conversion factor on Highest Bid is clearly backwards)

isis

full member

Activity: 154

Merit: 102

Well we're getting closer...

Code:

Sep 19, 2012 1:16:46 AM org.open.payment.alliance.isis.atp.ArbitrageEngine run
INFO: Arbitrage Engine has detected an after fee profit opportunity of 96% for currency pair BTC/USD

Topic: Isis ATP [Automated Trading Platform] - Discussion - page 22. (Read 45225 times)