Isis ATP [Automated Trading Platform] - Discussion - page 5.

Aido

sr. member

Activity: 248

Merit: 250

1. Collect underpants 2. ? 3. Profit

Quote from: Aido on May 10, 2013, 07:53:08 AM

If I get a chance over the next few days I will build a development branch of AidoATP using the development branch of XChange.

Some updates in the development branch:

commit ce550b8f77bf3a319a133324faccb078ad801b19 Built with XChange 1.7.0

This is the XChange 1.7.0 snapshot.

commit 5d9bfd4e4f418845bcc9894605cf8721abf3df22 Added a 'maximum' risk level

This was suggested by Jasmin68k.

Quote from: Jasmin68k on May 07, 2013, 10:57:17 AM

For certain scenarios (Ask-/Bid-Logics) it's desirable for the bot to trade all currently available BTC or USD (or EUR etc.) balance in one trade, as soon as it detects a change in market trend. As it currently stands it trades only a weighted amount at first and then some more (not even all) in the following trades (given the trend doesn't change) with the amount even more hindered by the In-A-Row weighting logic. Without changing anything else in the code, if I am not mistaken, this can be mitigated with the introduction of a simple new risk option (call it maximum risk maybe), which simply sets weight = 1; This combined with the user setting maxWeight = 1 would, if I am not mistaken, result in the first trade, when trend changes, using up all the available balance and the In-A-Row logic can stay as it is as it simply has nothing more to trade.

Jasmin68k was also kind enough to supply a tested and working example of the code changes needed for this.

So, now algorithm 1 is conservative risk, algorithm 2 is high risk and algorithm 3 is maximum risk. Please update configuration file accordingly.

daybyter

legendary

Activity: 965

Merit: 1000

Your java installation manages the certs for all java apps. You can use keytool to add a new cert.

small502

newbie

Activity: 12

Merit: 0

Quote from: daybyter on May 09, 2013, 04:24:52 PM

Add the certs to your store with keytool:

http://docs.oracle.com/javase/1.4.2/docs/tooldocs/windows/keytool.html

I actually added some code to my app to fetch and display the certs of the trade sites, because I had to install my stuff on different machines...

Ciao,
Andreas

What do you mean exactly? My grasp on Java is fairly weak (just now taking classes for it). Is there something in the bin i must edit?

Ianwhitbread

member

Activity: 101

Merit: 10

Thanks Aido very quick reply as always

Ian

Aido

sr. member

Activity: 248

Merit: 250

1. Collect underpants 2. ? 3. Profit

I think there have been changes on the MtGox side that has knocked out a lot of bots. The development branch of XChange has updates to fix this. If I get a chance over the next few days I will build a development branch of AidoATP using the development branch of XChange. Hopefully this will fix the MtGox API issue.

Ianwhitbread

member

Activity: 101

Merit: 10

So Mtgox had another ddos attack 2 days ago

AidoAtp. Has not been able to connect since then

It pulls in my account details then just keeps trying to connect

Sigh
Between my wife switching off my sim and Mtgox API going down

Will I ever get a decent test in ?

daybyter

legendary

Activity: 965

Merit: 1000

Add the certs to your store with keytool:

http://docs.oracle.com/javase/1.4.2/docs/tooldocs/windows/keytool.html

I actually added some code to my app to fetch and display the certs of the trade sites, because I had to install my stuff on different machines...

Ciao,
Andreas

small502

newbie

Activity: 12

Merit: 0

I dont see it in the jar if that's what you mean. Otherwise im not sure

daybyter

legendary

Activity: 965

Merit: 1000

ssl cert missing in java?

small502

newbie

Activity: 12

Merit: 0

Ok I'm having a bit of an issue. Whenever i run the simulation version, it'll begin but die suddenly, here's the error:

Quote

C:\Users\small502\Desktop\Bitcoin\AidoATP-master\bin>java -jar aidoatp.jar --sim
ulation-mode=true
16:00:33,818 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Could NOT
find resource [logback.groovy]
16:00:33,818 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Could NOT
find resource [logback-test.xml]
16:00:33,818 |-INFO in ch.qos.logback.classic.LoggerContext[default] - Found res
ource [logback.xml] at [jar:file:/C:/Users/small502/Desktop/Bitcoin/AidoATP-mast
er/bin/aidoatp.jar!/logback.xml]
16:00:33,836 |-INFO in ch.qos.logback.core.joran.spi.ConfigurationWatchList@6ea4
ce0d - URL [jar:file:/C:/Users/small502/Desktop/Bitcoin/AidoATP-master/bin/aidoa
tp.jar!/logback.xml] is not of type file
16:00:33,901 |-INFO in ch.qos.logback.classic.joran.action.ConfigurationAction -
debug attribute not set
16:00:33,923 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - About t
o instantiate appender of type [ch.qos.logback.core.ConsoleAppender]
16:00:33,935 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - Naming
appender as [STDOUT]
16:00:33,978 |-INFO in ch.qos.logback.core.joran.action.NestedComplexPropertyIA
- Assuming default type [ch.qos.logback.classic.encoder.PatternLayoutEncoder] fo
r [encoder] property
16:00:34,039 |-INFO in ch.qos.logback.core.ConsoleAppender[STDOUT] - Enabling JA
NSI WindowsAnsiOutputStream for the console.
16:00:34,039 |-WARN in ch.qos.logback.core.ConsoleAppender[STDOUT] - Failed to c
reate WindowsAnsiOutputStream. Falling back on the default stream. ch.qos.logbac
k.core.util.DynamicClassLoadingException: Failed to instantiate type org.fusesou
rce.jansi.WindowsAnsiOutputStream
at ch.qos.logback.core.util.DynamicClassLoadingException: Failed to inst
antiate type org.fusesource.jansi.WindowsAnsiOutputStream
at at ch.qos.logback.core.util.OptionHelper.instantiateByClassNameA
ndParameter(OptionHelper.java:73)
at at ch.qos.logback.core.util.OptionHelper.instantiateByClassNameA
ndParameter(OptionHelper.java:42)
at at ch.qos.logback.core.ConsoleAppender.getTargetStreamForWindows
(ConsoleAppender.java:94)
at at ch.qos.logback.core.ConsoleAppender.start(ConsoleAppender.jav
a:85)
at at ch.qos.logback.core.joran.action.AppenderAction.end(AppenderA
ction.java:96)
at at ch.qos.logback.core.joran.spi.Interpreter.callEndAction(Inter
preter.java:317)
at at ch.qos.logback.core.joran.spi.Interpreter.endElement(Interpre
ter.java:196)
at at ch.qos.logback.core.joran.spi.Interpreter.endElement(Interpre
ter.java:182)
at at ch.qos.logback.core.joran.spi.EventPlayer.play(EventPlayer.ja
va:62)
at at ch.qos.logback.core.joran.GenericConfigurator.doConfigure(Gen
ericConfigurator.java:149)
at at ch.qos.logback.core.joran.GenericConfigurator.doConfigure(Gen
ericConfigurator.java:135)
at at ch.qos.logback.core.joran.GenericConfigurator.doConfigure(Gen
ericConfigurator.java:99)
at at ch.qos.logback.core.joran.GenericConfigurator.doConfigure(Gen
ericConfigurator.java:49)
at at ch.qos.logback.classic.util.ContextInitializer.configureByRes
ource(ContextInitializer.java:75)
at at ch.qos.logback.classic.util.ContextInitializer.autoConfig(Con
textInitializer.java:148)
at at org.slf4j.impl.StaticLoggerBinder.init(StaticLoggerBinder.jav
a:85)
at at org.slf4j.impl.StaticLoggerBinder.(StaticLoggerBinder
.java:55)
at at org.slf4j.LoggerFactory.bind(LoggerFactory.java:128)
at at org.slf4j.LoggerFactory.performInitialization(LoggerFactory.j
ava:107)
at at org.slf4j.LoggerFactory.getILoggerFactory(LoggerFactory.java:
295)
at at org.slf4j.LoggerFactory.getLogger(LoggerFactory.java:269)
at at org.slf4j.LoggerFactory.getLogger(LoggerFactory.java:281)
at at org.aido.atp.Application.(Application.java:54)
at at org.aido.atp.Application.getInstance(Application.java:67)
at at org.aido.atp.Application.main(Application.java:75)
Caused by: java.lang.ClassNotFoundException: org.fusesource.jansi.WindowsAnsiOut
putStream
at at java.net.URLClassLoader$1.run(Unknown Source)
at at java.net.URLClassLoader$1.run(Unknown Source)
at at java.security.AccessController.doPrivileged(Native Method)
at at java.net.URLClassLoader.findClass(Unknown Source)
at at java.lang.ClassLoader.loadClass(Unknown Source)
at at sun.misc.Launcher$AppClassLoader.loadClass(Unknown Source)
at at java.lang.ClassLoader.loadClass(Unknown Source)
at at ch.qos.logback.core.util.OptionHelper.instantiateByClassNameA
ndParameter(OptionHelper.java:60)
at ... 24 common frames omitted
16:00:34,040 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - About t
o instantiate appender of type [ch.qos.logback.core.rolling.RollingFileAppender]

16:00:34,042 |-INFO in ch.qos.logback.core.joran.action.AppenderAction - Naming
appender as [FILE]
16:00:34,063 |-INFO in ch.qos.logback.core.rolling.FixedWindowRollingPolicy@7a52
91d9 - Will use gz compression
16:00:34,072 |-INFO in ch.qos.logback.core.joran.action.NestedComplexPropertyIA
- Assuming default type [ch.qos.logback.classic.encoder.PatternLayoutEncoder] fo
r [encoder] property
16:00:34,079 |-INFO in ch.qos.logback.core.rolling.RollingFileAppender[FILE] - A
ctive log file name: aidoatp.log
16:00:34,079 |-INFO in ch.qos.logback.core.rolling.RollingFileAppender[FILE] - F
ile property is set to [aidoatp.log]
16:00:34,083 |-INFO in ch.qos.logback.classic.joran.action.LoggerAction - Settin
g level of logger [com.xeiam.xchange] to WARN
16:00:34,083 |-INFO in ch.qos.logback.classic.joran.action.LoggerAction - Settin
g level of logger [si.mazi.rescu] to WARN
16:00:34,083 |-INFO in ch.qos.logback.classic.joran.action.RootLoggerAction - Se
tting level of ROOT logger to DEBUG
16:00:34,083 |-INFO in ch.qos.logback.core.joran.action.AppenderRefAction - Atta
ching appender named [FILE] to Logger[ROOT]
16:00:34,084 |-INFO in ch.qos.logback.core.joran.action.AppenderRefAction - Atta
ching appender named [STDOUT] to Logger[ROOT]
16:00:34,084 |-INFO in ch.qos.logback.classic.joran.action.ConfigurationAction -
End of configuration.
16:00:34,086 |-INFO in ch.qos.logback.classic.joran.JoranConfigurator@42e57c4c -
Registering current configuration as safe fallback point

2013-05-08 16:00:34,119 ←[34m:←[0;39m Aido ATP has started successfully
2013-05-08 16:00:34,127 ←[34m:←[0;39m Entering simulation mode. Trades will not
be executed.
2013-05-08 16:00:34,129 ←[34m:←[0;39m Using trend following to decide some trade
s.
2013-05-08 16:00:34,130 ←[34m:←[0;39m Using arbitrage to decide some trades.
2013-05-08 16:00:34,406 ←[34m:←[0;39m Connecting to Bitstamp Exchange
2013-05-08 16:00:34,416 ←[34m:←[0;39m Connecting to CampBX Exchange
2013-05-08 16:00:34,649 ←[34m:←[0;39m Connecting to MtGox Exchange
2013-05-08 16:00:34,649 ←[34m:←[0;39m Connecting to BTC-e Exchange
2013-05-08 16:00:35,882 ←[31m:←[0;39m WARNING: Testing connection to exchange Mt
Gox
2013-05-08 16:00:36,783 ←[31m:←[0;39m WARNING: Testing connection to exchange Ca
mpBX
2013-05-08 16:00:36,794 ←[31m:←[0;39m WARNING: Testing connection to exchange BT
C-e
Exception in thread "Thread-4" si.mazi.rescu.HttpException: Problem POSTing (IO)

at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:194)
at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:93)
at si.mazi.rescu.RestInvocationHandler.invokeHttp(RestInvocationHandler.
java:59)
at si.mazi.rescu.RestInvocationHandler.invoke(RestInvocationHandler.java
:54)
at com.sun.proxy.$Proxy8.getAccountInfo(Unknown Source)
at com.xeiam.xchange.mtgox.v1.service.account.MtGoxPollingAccountService
.getAccountInfo(MtGoxPollingAccountService.java:75)
at org.aido.atp.AccountManager.refreshAccounts(AccountManager.java:121)
at org.aido.atp.AccountManager.run(AccountManager.java:101)
at java.lang.Thread.run(Unknown Source)
Caused by: javax.net.ssl.SSLHandshakeException: sun.security.validator.Validator
Exception: PKIX path building failed: sun.security.provider.certpath.SunCertPath
BuilderException: unable to find valid certification path to requested target
at sun.security.ssl.Alerts.getSSLException(Unknown Source)
at sun.security.ssl.SSLSocketImpl.fatal(Unknown Source)
at sun.security.ssl.Handshaker.fatalSE(Unknown Source)
at sun.security.ssl.Handshaker.fatalSE(Unknown Source)
at sun.security.ssl.ClientHandshaker.serverCertificate(Unknown Source)
at sun.security.ssl.ClientHandshaker.processMessage(Unknown Source)
at sun.security.ssl.Handshaker.processLoop(Unknown Source)
at sun.security.ssl.Handshaker.process_record(Unknown Source)
at sun.security.ssl.SSLSocketImpl.readRecord(Unknown Source)
at sun.security.ssl.SSLSocketImpl.performInitialHandshake(Unknown Source
)
at sun.security.ssl.SSLSocketImpl.startHandshake(Unknown Source)
at sun.security.ssl.SSLSocketImpl.startHandshake(Unknown Source)
at sun.net.www.protocol.https.HttpsClient.afterConnect(Unknown Source)
at sun.net.www.protocol.https.AbstractDelegateHttpsURLConnection.connect
(Unknown Source)
at sun.net.www.protocol.http.HttpURLConnection.getOutputStream(Unknown S
ource)
at sun.net.www.protocol.https.HttpsURLConnectionImpl.getOutputStream(Unk
nown Source)
at si.mazi.rescu.HttpTemplate.executeRequest(HttpTemplate.java:177)
... 8 more
Caused by: sun.security.validator.ValidatorException: PKIX path building failed:
sun.security.provider.certpath.SunCertPathBuilderException: unable to find vali
d certification path to requested target
at sun.security.validator.PKIXValidator.doBuild(Unknown Source)
at sun.security.validator.PKIXValidator.engineValidate(Unknown Source)
at sun.security.validator.Validator.validate(Unknown Source)
at sun.security.ssl.X509TrustManagerImpl.validate(Unknown Source)
at sun.security.ssl.X509TrustManagerImpl.checkTrusted(Unknown Source)
at sun.security.ssl.X509TrustManagerImpl.checkServerTrusted(Unknown Sour
ce)
... 21 more
Caused by: sun.security.provider.certpath.SunCertPathBuilderException: unable to
find valid certification path to requested target
at sun.security.provider.certpath.SunCertPathBuilder.engineBuild(Unknown
Source)
at java.security.cert.CertPathBuilder.build(Unknown Source)
... 27 more
2013-05-08 16:00:37,421 ←[31m:←[0;39m WARNING: Testing connection to exchange Bi
tstamp

I have no idea what i couldve done wrong

Ianwhitbread

member

Activity: 101

Merit: 10

One request from me too please

Ok so I have a problem because aidoATP Never pulls in any data from THB and CNY currencies

Because the markets don't have enough tickets simple due to the lack of activity

Because of this. AidoATP never produces a Profit and Loss report

So I typed

grep -i successfully aidoatp.log

To list the successful trades to manually add up the profit and loss

2013-05-07 00:00:25,938 : INFO org.aido.atp.TrendTradingAgent [Thread-161] - Successfully sold 0.01385042 BTC at current MtGox USD market price.
2013-05-08 03:21:16,606 : INFO org.aido.atp.TrendTradingAgent [Thread-5211] - Successfully sold 0.01714286 BTC at current MtGox CAD market price.

Now is it possible to list the trade price instead of using the words market price ?

It would save me loads of time cross referring to the charts so I don't have to look at price at the time of trade

If you get what I am trying to say?

Or is there just an easier way ?

Thanks

Whitty

arkaideman

newbie

Activity: 5

Merit: 0

would it be possible to add an option to remove/adjust the factor that the weight gets reduced by after making successive trades in a trend? it seems to be missing out on some key trades due to this.

Aido

sr. member

Activity: 248

Merit: 250

1. Collect underpants 2. ? 3. Profit

Quote from: KillaGT on May 02, 2013, 03:31:12 PM

2013-05-02 21:28:18,138 ←[31m:←[0;39m Ignoring unknown currency FTC

I presume FTC is FeatherCoin? This should not cause a problem as it seems AidoATP is just ignoring it. I will however put in some code so that even the ignore message doesn't appear i.e. add !currency.getCode().equals("FTC") to the section of code mentioned 2 or 3 posts back

Code:

if(!currency.getCode().equals("BTC") && !currency.getCode().equals("NMC") && !currency.getCode().equals("LTC") && !currency.getCode().equals("PPC") && !currency.getCode().equals("TRC") && !currency.getCode().equals("NVC") && !(exchangeName.equals("BitcoinCentral") && (currency.getCode().equals("CAD") || currency.getCode().equals("INR"))) ) {
Thread tickermanagerManagerThread = new Thread(tickerThreadGroup,TickerManager.getInstance(exchangeName,currency));
tickermanagerManagerThread.start();
}

Ianwhitbread

member

Activity: 101

Merit: 10

Makes sense

I need to put some money is my Bitstamp and Mtgox
But do have 1.8 bitcoins in Mtgox. And about 50p in cash

Hopefully Mtgox will merge my two mtgox accounts

Then I will some cash and BitCoin to play with

Aido

sr. member

Activity: 248

Merit: 250

1. Collect underpants 2. ? 3. Profit

Quote from: Ianwhitbread on May 02, 2013, 04:03:07 PM

And I am getting this error
.
.
2013-05-02 21:00:03,406 : INFO org.aido.atp.TrendTradingAgent [Thread-5824] - Bitstamp Trend following trading agent has decided no USD action will be taken

That isn't an error. It probably means that the trading logic or limits you have set are too restrictive for current market conditions.

Aido

sr. member

Activity: 248

Merit: 250

1. Collect underpants 2. ? 3. Profit

Quote from: KillaGT on May 02, 2013, 03:31:12 PM

org.joda.money.IllegalCurrencyException: Unknown currency 'Eur'

By any chance are you using 'Eur' instead of 'EUR' as the local currency in your configuration?

Ianwhitbread

member

Activity: 101

Merit: 10

And I am getting this error

Had no trades today
Which kinda sucks

2013-05-02 21:00:03,398 : DEBUG org.aido.atp.TrendTradingAgent [Thread-5824] - Bitstamp: Long MACD: USD 104.76149180 | Short MACD: USD 104.98185025 | MACD Line: USD 0.22035845 | MACD Signal Line: USD 0.26409241
2013-05-02 21:00:03,398 : INFO org.aido.atp.TrendTradingAgent [Thread-5824] - Bitstamp MACD has determined that the USD market is trending up.
2013-05-02 21:00:03,398 : INFO org.aido.atp.TrendTradingAgent [Thread-5824] - Bitstamp MACD algorithm has determined that the USD MACD Line is below the MACD Signal Line.
2013-05-02 21:00:03,398 : DEBUG org.aido.atp.TrendTradingAgent [Thread-5824] - Ask Logic: VWAPCross_Up && MACD_Positive && MACD_Up
2013-05-02 21:00:03,399 : DEBUG org.aido.atp.TrendTradingAgent [Thread-5824] - Bid Logic: VWAPCross_Down && MACD_Negative && MACD_Down
2013-05-02 21:00:03,406 : INFO org.aido.atp.TrendTradingAgent [Thread-5824] - Bitstamp Trend following trading agent has decided no USD action will be taken

KillaGT

full member

Activity: 130

Merit: 100

want to re-proceed this error, but get another trouble in paradise =D

-------------------------

2013-05-02 21:28:18,138 ←[31m:←[0;39m Ignoring unknown currency FTC
2013-05-02 21:28:18,138 ←[1;31m:←[0;39m ERROR: Caught unexpected BTC-e exception
, ticker manager shutting down now!. Details are listed below.
org.joda.money.IllegalCurrencyException: Unknown currency 'Eur'
at org.joda.money.CurrencyUnit.of(CurrencyUnit.java:213)
at org.joda.money.CurrencyUnit.getInstance(CurrencyUnit.java:310)
at org.aido.atp.ArbitrageEngine.(ArbitrageEngine.java:68)
at org.aido.atp.ArbitrageEngine.getInstance(ArbitrageEngine.java:57)
at org.aido.atp.TickerManager.checkTick(TickerManager.java:165)
at org.aido.atp.PollingTickerManager.getTick(PollingTickerManager.java:5
6)
at org.aido.atp.TickerManager.run(TickerManager.java:91)
at java.lang.Thread.run(Unknown Source)

------------------------

cannot simulate the trc ticker error again, but it said that it cannot calculate profit/loss because there's no ticker data of trc collected...it hangs on this statement for at least 2 hours until i closed the window =/

-> the text below is the new error i'm gettin =/ -> landing directly in my command line after this

Aido

sr. member

Activity: 248

Merit: 250

1. Collect underpants 2. ? 3. Profit

Quote from: KillaGT on May 02, 2013, 02:11:48 PM

any tweaks known to fix the error with the trc ticker?

I thought I had fixed the error with the TRC ticker! Obviously not.

The following code in the AccountManager says do not launch TRC ticker:

Code:

if(!currency.getCode().equals("BTC") && !currency.getCode().equals("NMC") && !currency.getCode().equals("LTC") && !currency.getCode().equals("PPC") && !currency.getCode().equals("TRC") && !currency.getCode().equals("NVC") && !(exchangeName.equals("BitcoinCentral") && (currency.getCode().equals("CAD") || currency.getCode().equals("INR"))) ) {
Thread tickermanagerManagerThread = new Thread(tickerThreadGroup,TickerManager.getInstance(exchangeName,currency));
tickermanagerManagerThread.start();
}

Note the !currency.getCode().equals("TRC")

Refresh my memory, what's the error message?

KillaGT

full member

Activity: 130

Merit: 100

what about the simulation mode? any tweaks known to fix the error with the trc ticker?

Topic: Isis ATP [Automated Trading Platform] - Discussion - page 5. (Read 45225 times)