Please could the latency column be expanded as it doesn't fit >2 digits.

Changing to a lower-case will help

I noticed the ask order book and my own order has gone out of sync with GDAX:

Hi Carles,

I'm moving to CentOS machines and to the Alibaba servers I was telling you about but I can't get anything to work :S.

Here is a list of the problems:
node-gyp and rebuild don't install automatically, but a npm install -g fixes it.

Then I have problems with stunnel:

It doesn't get installed so I get: after a npm start:

> [email protected] test-stunnel /root/K
> test -z "$SKIP_STUNNEL$(ps axu | grep stunnel | grep -v grep)" && exec stunnel dist/K-stunnel.conf || :

sh: line 0: exec: stunnel: not found
npm ERR! file sh
npm ERR! code ELIFECYCLE
npm ERR! errno ENOENT
npm ERR! syscall spawn
npm ERR! [email protected] test-stunnel: `test -z "$SKIP_STUNNEL$(ps axu | grep stunnel | grep -v grep)" && exec stunnel dist/K-stunnel.conf || :`
npm ERR! spawn ENOENT
npm ERR! 
npm ERR! Failed at the [email protected] test-stunnel script.
npm ERR! This is probably not a problem with npm. There is likely additional logging output above.

npm ERR! A complete log of this run can be found in:
npm ERR!     /root/.npm/_logs/2017-06-21T18_33_35_898Z-debug.log
npm ERR! code ELIFECYCLE
npm ERR! errno 1
npm ERR! [email protected] start: `npm run test-compile && forever start --uid $npm_package_config_config -a -l /dev/null K.js $npm_package_config_config && exec npm run test-stunnel`
npm ERR! Exit status 1
npm ERR! 
npm ERR! Failed at the [email protected] start script.
npm ERR! This is probably not a problem with npm. There is likely additional logging output above.

npm ERR! A complete log of this run can be found in:
npm ERR!     /root/.npm/_logs/2017-06-21T18_33_35_944Z-debug.log

If I install it with npm it doesn't change anything, but if I install it with yum I get:

> test -z "$SKIP_STUNNEL$(ps axu | grep stunnel | grep -v grep)" && exec stunnel dist/K-stunnel.conf || :

Clients allowed=31999
stunnel 4.56 on x86_64-redhat-linux-gnu platform
Compiled/running with OpenSSL 1.0.1e-fips 11 Feb 2013
Threading:PTHREAD Sockets:POLL,IPv6 SSL:ENGINE,OCSP,FIPS Auth:LIBWRAP
Reading configuration from file dist/K-stunnel.conf
FIPS mode is enabled
Compression not enabled
PRNG seeded successfully
Initializing service [gdax_stream]
Error loading verify certificates from /usr/local/etc/stunnel/fix.gdax.com.pem
error queue: B084002: error:0B084002:x509 certificate routines:X509_load_cert_crl_file:system lib
error queue: 2006D080: error:2006D080:BIO routines:BIO_new_file:no such file
SSL_CTX_load_verify_locations: 2001002: error:02001002:system library:fopen:No such file or directory
Service [gdax_stream]: Failed to initialize SSL context
str_stats: 10 block(s), 1153 data byte(s), 580 control byte(s)
npm ERR! code ELIFECYCLE
npm ERR! errno 1
npm ERR! [email protected] test-stunnel: `test -z "$SKIP_STUNNEL$(ps axu | grep stunnel | grep -v grep)" && exec stunnel dist/K-stunnel.conf || :`
npm ERR! Exit status 1
npm ERR! 
npm ERR! Failed at the [email protected] test-stunnel script.
npm ERR! This is probably not a problem with npm. There is likely additional logging output above.

npm ERR! A complete log of this run can be found in:
npm ERR!     /root/.npm/_logs/2017-06-21T18_30_54_750Z-debug.log
npm ERR! code ELIFECYCLE
npm ERR! errno 1
npm ERR! [email protected] start: `npm run test-compile && forever start --uid $npm_package_config_config -a -l /dev/null K.js $npm_package_config_config && exec npm run test-stunnel`
npm ERR! Exit status 1
npm ERR! 
npm ERR! Failed at the [email protected] start script.
npm ERR! This is probably not a problem with npm. There is likely additional logging output above.

npm ERR! A complete log of this run can be found in:
npm ERR!     /root/.npm/_logs/2017-06-21T18_30_54_795Z-debug.log

Any idea about what I can do ?

Thank you very much,

Camille

.:CarlitoGrey:. 19:42:50.908 main Unhandled promise rejection! SyntaxError: Unexpected token < in JSON at position 0
.:CarlitoGrey:. at Object.parse (native)
.:CarlitoGrey:. at Request.err [as _callback] (/home/####/K2/app/server/gateways/bitfinex.js:392:41)

High latency on trades, how is this value being calculated as it seems a little high. Just moving over here from tribeca where the (hidden) computationalLatency was around 0-1ms. Hosted near GDAX so I'm sure it's not the connection.

Running on Mac OSX after having no luck on linux (debian & ubuntu).
But getting the following error:

Unhandled rejection! TypeError: symbolDetails[Symbol.iterator] is not a function at Object.<anonymous> (/Users/adam/Dropbox/Work/Crypto/krypto/app/server/gateways/bitfinex.js:474:21)

any ideas?

Hello everyone,

Here is a new idea for an improvement that imho can add a few extra % to Tribeca's profit.

There are two times when it can be interesting to be a taker, the first one is when your asset moves quicker than the fee you would pay remaining a 'taker' + the spread.
The idea is that it's not rational to keep your asset to save 0.2% in fees when it's falling by 3 or 4% that or to not jump in when it's going up very quickly.
This case is discussed in the Safeties issue https://github.com/ctubio/tribeca/issues/32 so no need to come back here too much.

The second case is when there are big "hollows" in the market.
Thanks to @ctubio great work with the bw? option Tribeca never creates hollow but it's not the case of other traders around.

I believe we can use that to our advantage in precise situations. It needs a bit of explanation so know when it works and when it doesn't so here I go.
I explain first the general idea, in a second time the conditions to respect and in a third time some ideas about implementation.

General explanation:

This situation happens when the best bid or best offer on the market is far away from the 2nd best bid or best ask.
The idea is to match this order being a taker and resell it just below the 2nd best ask and vice versa.

Here is an example on ZEC/USD:

You can see that between the order at 272 and the one at 275.35 there is a big hollow of 1.23% exactly.

If we can match the order and sell it at 275.35 we can make a good profit of:
1.23 (size of the hollow) - 0.2 (buy taker fee) - 0.1 (sell maker fee) = 0.93%

Very interesting for just playing a bit with the market!

Conditions for it to work and implementation:

Now that we have seen the general functioning we have to remember that it is not interesting all the time and that we need to comply certain conditions to take the risk.

1. the orders we're matching should be smaller or equal our orderSize:
   If we don't match this condition, we just buy/sell and are not sure to ever be able to sell higher/lower.

2. Our position + the order we want to match should respect pdiv + tbp

3. Following 2) If APR is on or pdiv + tbp is not respected we should just be able to do it on the depleted side.

4. It might be interesting to check for volatility with STDEV if the "hollow" is big enough (ie. hollow > to STDEV)

Some implementation ideas:

What we need to do here is to calculate the % between the best.bid and the second best bid and the best ask and the second best ask. (Excluding ourselves!)

Then check if the conditions are met (described above) and verifying that the hollow is superior at the target put by the user.
We can discuss the conditions maybe it's interesting to someone to buy even if the order is bigger than its order size because it hopes that someone else will try to get that order as well.

When we need to send a limit order (not post only) of the size and at the price of the order.
I really think a limit order is way better than a market order here because if someone outrun us we would not send the order out to the unknown. Time is going to be crucial for that to work so it will not be surprising if we have to fight for those orders against other bots.

Tell me what you think in my opinion it can really boost Tribeca and even 'trick' other bots while increasing width.
I believe I'm not ultra clear on this post so please ask if you have questions.

Ps: I think it goes well with the name 'sniper' because we hide for a long time and "shoot" the first order if all the conditions are met.

Hi Carles,

I did not have time to try those markets before but apparently, they don't work.

Do you experience the same issue?

Best,

Camille

When starting this gets thrown

14:31:43.247 coinbase FIX Initiator Start
14:31:43.260 coinbase FIX Logon Connected
14:31:43.363 main Unhandled exception! TypeError: Cannot read property 'mask' of undefined
    at Sender.frameAndSend (/home/zaller/Krypto-trading-bot/node_modules/gdax/node_modules/ws/lib/Sender.js:206:17)
    at /home/zaller/Krypto-trading-bot/node_modules/gdax/node_modules/ws/lib/Sender.js:126:12
    at /home/zaller/Krypto-trading-bot/node_modules/gdax/node_modules/ws/lib/PerMessageDeflate.js:313:5
    at afterWrite (_stream_writable.js:430:3)
    at onwrite (_stream_writable.js:421:7)
    at afterTransform (_stream_transform.js:102:3)
    at TransformState.afterTransform (_stream_transform.js:75:12)
    at Zlib.callback (zlib.js:471:7)
14:31:43.370 main All exiting event handlers have fired, exiting application.
14:31:43.370 main Exiting with code 0

Where?
database storage

What?
now the app uses internally sqlite instead of an external mongodb; after npm run latest the previous mongodb database will not be used, therefore all previous data will be lost.

do not upgrade until you are prepared to loose your database (you may want to write down your settings).
after upgrade feel free to stop and remove or purge mongodb from your system.

When?
since 71cc8e0

Why?
sqlite is smaller and faster than mongodb in single-user non-concurrent applications, have less useless features and is less painfull to install/maintain/migrate/backup.

app exchange: Poloniex/ETH/BTC
app version: latest

Hi, just find a bug when connecting to poloniex.
There is no information of trade history or my balance.
Seems that when requesting information, time does not fit the server.
Docker log:

04:09:19.588 poloniex Error returnTradeHistory Nonce must be greater than 1498190957748. You provided 1498190954412.
04:09:38.667 poloniex Error returnCompleteBalances Nonce must be greater than 1498190977751. You provided 1498190974287.

Might be a little modification in
line 15: nonce?: number in /src/server/gateways/poloniex.ts ?

Thanks.

Hi Carles,

More of a general question here, what's your roadmap for K?

And how can I help? Do you need funds and how much? Can I help by helping for strategies/ways of implementing?

Best,

Camille

I am running the bot on Windows via docker - I am able to connect and everything appears to working correctly. Some buys and asks cycled through and showed up in the order log. However, my gdax doesn't reflect any such order, nor does it show any open orders.

@Camille92 said at #28:

The goal of this safety is to be protected by sudden rise or drops in the price. It works with a simple formula: If x% drop (or rise) in y minutes : market sell (or buy) your position + change TBP to 0 (or 1).

Example: If I set the limit to be 2% in 5 minutes if the price moves up by those number, I market buy to enjoy the ride.

Target base position has to be changed when the safety is triggered so that tribeca doesn't start to sell and/or activate APR right after buying.
The difficult part is to find a trigger for when to start to reuse normal APR instead of the "safety" one.
I have two ideas for that the first one is to switch back to normal when EWMA 100 starts ro rise (or go down). The second one is to use a timer counting to 10 or 20 minutes.

Camille said: Hello Carles,

If you don't find that annoying that I'm always posting new stuff, I'm coming this week with a little list of small improvements that, IMHO can make life easier using Tribeca and raise some profits.

(If you don't mind I kind of find it funny to try to come each week with one big or a few small ideas to make Tribeca better)

Confort improvement:

1) Ak-47 bullets in % if width % is activated [WONT FIX]
I think this one is just following the logic of "all % option" and bullets of Ak-47 is the last one not % compatible.

2) "Auto-cleaning of K orders": [FIXED]
I don't know if you have the same issue but if I don't check Tribeca for some time then it takes a while to load (if it loads) because there are too many orders waiting there.
I guess a tick box that would get rid of the closed orders can be a good idea (maybe keeping the last 100 and getting rid of the oldest), well tell me what you think about that

3) Labeling each line of Tribeca for its function: [FIXED]
Tribeca has different strategies in it, I think it might be a bit more explicit for everyone to clearly divide the rows in the UI, so you understand what you're doing when you're touching to a row.
First one: "Market Making"
Second one: " Technical Analysis"
Third one: "Protections"
Fourth one (I hope :p): "Safeties"

Performance improvement:

1) Option Pdiv = 0 if TargetPosition > Sensibility [DONE SIMILAR]

The goal is twofold, first to stop the "leaking" of profit when Tribeca is in the good direction with the market but will anyway sell or buy just because is going to try to do some market making.
Sometimes it's just good to buy and hold or just stay away from the market.

Second, is to allow a bigger Pdiv for "normal market", because I'm afraid of that "leak", over time I reduced the size of Pdiv to about 5%. However, in normal market condition (when TBP is central) it is more interesting to have a bigger Pdiv. With this option, one can easily have a big Pdiv and still be sure that if the market goes strongly in one direction there will be no "leak".

I'm not sure if it should be linked to the sensibility we have already or to a separate one but I really think it's a good idea in general. If we have a separate sensibility we can choose to put that higher that TPB sensibility to only in BIG market movement you're locking Pdiv.
Ie: TBP sensibility 0.5 but Pdiv lock sensitibility = 1.

2) Ewma width: [PENDING]

We all the recent improvements (Stdev and EWMA_LMS) I think this one should be quite easy to implement.
I think it should take the general design of Stdev with periods in seconds and a factor. However here what we calculate is the ewma of the width.

The concept is just not to post an order with a small width if the width has been bigger before.

minAsk = FV + (ewma_width(periods)*ewma_width_factor) / 2
minBid = FV - (ewma_width(periods)*ewma_width_factor) / 2

I think this should work well with a small value and in complement with Stdev Fair or Top ideally because they don't take into account the width but just the evolution of the price :).

Tell me what you think about all of that!

I know it might be the most important things but I think it cool to always come with new ideas :)

Hi, just set up a new install this morning and I'm getting the following error after a few seconds of connecting to the GDAX exchange.

I have tried pulling v3.0 of the ws lib as I thought it may be the same as the closed issue, however this didn't resolve the error.

10:33:15.546 coinbase FIX Initiator Start
10:33:16.862 coinbase FIX Logon Connected
10:33:16.872 main Event loop delay 800ms
10:33:16.872 stdev Unable to compute value
10:33:16.895 tbp recalculated 0.12240369842414277
10:33:31.358 main Unhandled exception! TypeError: Cannot read property 'sub' of undefined
at Orderbook.prototype.match (/home/######/K/node_modules/gdax/lib/orderbook.js:142:28)
at OrderbookSync.prototype.processMessage (/home/######/K/node_modules/gdax/lib/orderbook_sync.js:127:14)
at OrderbookSync.prototype.onMessage (/home/######/K/node_modules/gdax/lib/orderbook_sync.js:51:12)
at emitOne (events.js:96:13)
at WebSocket.emit (events.js:188:7)
at Receiver._receiver.onmessage (/home/######/K/node_modules/gdax/node_modules/ws/lib/WebSocket.js:146:47)
at Receiver.dataMessage (/home/######/K/node_modules/gdax/node_modules/ws/lib/Receiver.js:389:14)
at Receiver.getData (/home/######/K/node_modules/gdax/node_modules/ws/lib/Receiver.js:330:12)
at Receiver.startLoop (/home/######/K/node_modules/gdax/node_modules/ws/lib/Receiver.js:165:16)
at Receiver.add (/home/######/K/node_modules/gdax/node_modules/ws/lib/Receiver.js:139:10)
at TLSSocket._ultron.on (/home/######/K/node_modules/gdax/node_modules/ws/lib/WebSocket.js:142:22)
at emitOne (events.js:96:13)
at TLSSocket.emit (events.js:188:7)
at readableAddChunk (_stream_readable.js:176:18)
at TLSSocket.Readable.push (_stream_readable.js:134:10)
at TLSWrap.onread (net.js:547:20)

Hi Carles,

I've seen you're working on Poloniex!

Haha it should be fun and bring a lot of potential profits, but a shitshow to set up! (45 markets !!!!!!)

So I stumbled on that the other day and you might be interested in it (or anyone).

At Alibaba Cloud they now offer a $30 a YEAR quite decent VPS!

So if you or anyone is interested here is my reference link -> https://account-intl.aliyun.com/register/intl_register.htm?biz_params=%7B%22intl%22%3A%22%7B%5C%22referralCode%5C%22%3A%5C%22yy0yuh%5C%22%7D%22%7D

$20 for me and 300 dollars of credit if you register here (I don't know the details).

Have a good weekend and don't hesitate to close / modify this post if you don't find it relevant,

Best,
Camille

Hi all,
is there any logging available or any useful query against the DB that can show the cost basis based on FIFO?
the reason is obviously for tax reporting purposes, I understand GDAX which i trade will provide something but I'd like to be ready from my side just in case.

Following the docker steps I get the following error.

 # docker run -p 3000:3000 --link K-mongo:mongo --name K -d k
 docker: Error response from daemon: Invalid container name (K), only [a-zA-Z0-9][a-zA-Z0-9_.-] are allowed.
 See 'docker run --help'.

I can not use the GUI on iOS. The only thing after login is a blank screen with a ? In the title.
It worked several days ago like a charm on iPhone an iPad but after a npm run latest I see nothing like a white page.

The bot is working normally with auto start and trades like before.

I reinstalled the cert but nothing changed.
Even without a cert-folder there is no difference, still a white screen

I am running the latest commit on Ubuntu 16.4

Tested with Safari and Firefox on iOS 9 & 10

Any ideas?

Just to be ready when they arrive!

Ps: I just passed the 7.5 Million traded there and reached the 0 market maker fee!
I'm so happy and if you can achieve the same you have a BIG advantage against everyone so it's a few weeks with limited profits or loss but (hopefully) now it's going to be awesome !

Hi Carles,

I'm struggling to get the Alt markets (LTCBTC LTCEUR ETHBTC ETHEUR) to work on Gdax.

Everything is fine, I get my info and the market info is updated just no order is sent to the market.

Or if it's sent then it's not updated.

Do you manage to reproduce the same?

Hi,

I've finally resolved my local issues and am trading. I'm noticing a few things and not sure if its expected or not. One thing right now: the fair value is displayed as 2611.9 (BBO). My width is 0.9. However the bid is posted at 2610 not 2611. Attached is screenshot. If 0.9 is pct then it should be 0.009*2611.9 = 23.5, which is even further away.

Also, I was going to do some analysis of market data vs where quotes were placed, check latency, analyse profits on trades etc. Is there a report already built ? If not I will start investigating it.

cheers

Hi Carles,

I bump into that issue when I run the install (with --unsafe-perm):

Error: Cannot find module 'lodash.isplainobject' (While processing preset: "/K/node_modules/babel-preset-babili/lib/index.js") while parsing file: /K/app/pub/js/client/main.js
    at Function.Module._resolveFilename (module.js:470:15)
    at Function.Module._load (module.js:418:25)
    at Module.require (module.js:498:17)
    at require (internal/module.js:20:19)
    at Object.<anonymous> (/K/node_modules/babel-preset-babili/lib/index.js:7:21)
    at Module._compile (module.js:571:32)
    at Object.Module._extensions..js (module.js:580:10)
    at Module.load (module.js:488:32)
    at tryModuleLoad (module.js:447:12)
    at Function.Module._load (module.js:439:3)
up to date in 20.446s

It seems that the bot works (order sent) but I can't access the web UI. :S

Hello All,
I've been testing the bot for about a week in LTC-USD market, I played with every settings to get familiar with it. The good news with this bot is at least you don't lose the money. but at the same time it won't grow it either.

The issue here that the bot misses a lot of good sell/buy opportunities, for example the price dropped from 51.30 to 50:30 and the bot kept dropping the quoted price and move it away until the price finally started to rise again and instead of buying at 50.30, it bought it 50:89!

I tried with the lowest width possible, different Stdev settings, BB on and off, different TBP/PDiv, but they are all the same at the end

From my week observation with whatever settings I choose, the bot start buying when the price is in decline or about to decline.
And selling quickly when the price start to rise fractionally above the buy price.
So the margin at the end is very slim.
I just get out break even every time and I feel like working for the exchange! I don't know but apparently the bot work in reverse.

Looking at the chart manually, I easy made 10$ in one hour using two direct trades on the exchange, with the bot I really have to wait longer and the return is not big at the end

I'm not asking for a strategy, (read quite a few) I but want to know how to make bot more smart/efficient to such price drops and falls.
any general tips/tricks? sometime it missies an opportunity every hour or so for easy .5$ profit.

I really did my homework and read a lot about trading strategies but the point above is just killing me, other wise this will be an awesome bot.

I really want to send some chocolate milk but to do that the cow must produce some milk first and then i'll add the chocolate :-)

Thanks.

Hello Carles,

This improvement goes in between AK-47 and putting multiple markets in one instance.

I used to use a lot 'AK-47' but I find it too rigid and I did not find it very useful to have more than 2 bullets.

The goal here is to have 2 bullets but that act separately ie: their calculation does not depend on the other. This can allow having a "tight" small bullet and a larger that is not going to be hit very often.

For instance one with a width setting of 0.1% and another with 0.3% in case there is a big movement.

Or one using ewma? and the other one not, one with Stdev and the other one with stdev + BB.

One with stdev at 60 periods and the other one at 600.

In the end, the ultimate goal is to be able to have 2 strategies at once (ideally but you're free to do what you want) one shorter term and one longer term.

(FV, APR mode, SOP, Pdiv, TBP calculation will still be shared.)

What do you think about it? Would that be doable resource wise?
Can we send both orders at the same time to not overload the API?

Hi Carles,

I ran a few tests to this Updated tbp loaded on boot from database to resolve #27. breaks K and gives something like that on boot.

4:28:22.082 main Unhandled rejection! TypeError: Cannot read property 'value' of undefined
    at new FairValueEngine (/K/app/server/fair-value.js:22:67)
    at Object.<anonymous> (/K/app/server/main.js:204:22)
    at Generator.next (<anonymous>)
    at fulfilled (/K/app/server/main.js:4:58)
    at process._tickCallback (internal/process/next_tick.js:109:7) Promise {
  <rejected> TypeError: Cannot read property 'value' of undefined
    at new FairValueEngine (/K/app/server/fair-value.js:22:67)
    at Object.<anonymous> (/K/app/server/main.js:204:22)
    at Generator.next (<anonymous>)
    at fulfilled (/K/app/server/main.js:4:58)
    at process._tickCallback (internal/process/next_tick.js:109:7) }

Hi Carles,

Thank you for changing MongoDB for SQLite, I've already seen improvements in the CPU usage :)

However, I noticed a (bit annoying) bug with the current version. Each time an order is "closed" (K) the bot crashes.

Here is the log I got about it!

09:43:40.828 bitfinex TypeError: x.time.getTime is not a function
    at cleanTrades.tradesMemory.filter (/K/app/server/broker.js:243:102)
    at Array.filter (native)
    at Evt.OrderBroker.updateOrderState [as _singleCallback] (/K/app/server/broker.js:243:57)
    at Evt.trigger (/K/app/server/utils.js:28:22)
    at orders.forEach.order (/K/app/server/gateways/bitfinex.js:257:34)
    at Array.forEach (native)
    at BitfinexOrderEntryGateway.onOrderAck (/K/app/server/gateways/bitfinex.js:256:20)
    at BitfinexOrderEntryGateway._socket.setHandler (/K/app/server/gateways/bitfinex.js:292:22)
    at WebSocketClient.BitfinexWebsocket.onMessage [as internalOnMessage] (/K/app/server/gateways/bitfinex.js:116:21)
    at native.client.group.onMessage (/K/node_modules/uws/uws.js:57:15) Error parsing msg [0,"oc",[2916630745,0,729420161,"tBTCUSD",1498729420306,1498729420736,0,0.03639052,"EXCHANGE LIMIT",null,null,null,0,"EXECUTED @ 2505.9(0.04)",null,null,2505.9,2505.9,0,0,null,null,null,0,0,0]]
09:43:40.829 main Unhandled exception! TypeError: x.time.getTime is not a function
    at cleanTrades.tradesMemory.filter (/K/app/server/broker.js:243:102)
    at Array.filter (native)
    at Evt.OrderBroker.updateOrderState [as _singleCallback] (/K/app/server/broker.js:243:57)
    at Evt.trigger (/K/app/server/utils.js:28:22)
    at orders.forEach.order (/K/app/server/gateways/bitfinex.js:257:34)
    at Array.forEach (native)
    at BitfinexOrderEntryGateway.onOrderAck (/K/app/server/gateways/bitfinex.js:256:20)
    at BitfinexOrderEntryGateway._socket.setHandler (/K/app/server/gateways/bitfinex.js:292:22)
    at WebSocketClient.BitfinexWebsocket.onMessage [as internalOnMessage] (/K/app/server/gateways/bitfinex.js:116:21)
    at native.client.group.onMessage (/K/node_modules/uws/uws.js:57:15)
09:43:40.830 main Attempting to cancel all open orders, please wait..
09:43:42.830 main Exit code 0

This is seen alongside high main loop wait times and high order latency (>1s).

Perhaps it´s just a question: I noticed that after on our of running my GDAX Bot gets a quiet high CPU load, even if i stop trading.
When i start K the CPU load of node is around 5%. (latest commit on ubuntu 16.04)
Then 1 our later it rises up to a maximum of 50-70% and in the same time the trading latency rises up from 1-5ms to 50-100ms. The average load is around 40-50%
perhaps it´s normal behavior but i can't imagine that the bot has so much to do.

thanks for an Answer or help

Hi Carles,

Just for a small improvement this time, we talked about a way of calculating FV including the weight of not only the first orders but a few.

Here is the simple formula:
We first calculate the total size of the orders in the book (maybe all the orders, maybe something preset by the user):
VolBidSize = VolumeOrder1 + VolumeOrder2 + VolumeOrder3 ...
VolAskSize = VolumeOrder1 + VolumeOrder2 + VolumeOrder3 ...
TotalVolume = VolBidSize + VolAskSize

Then we do a simple weighted average:
wBB0 = (BestBidPrice * VolBidSize + BestAskPrice* VolAskSize) / TotalVolume

This should give a result always between the 2 BestPrice.

Another solution is to go simply for:
Weighted AskPrice =VolumeOrderAsk1 * PriceOrderAsk1 + VolumeOrderAsk2 * PriceOrderAsk2 + VolumeOrderAsk3 * PriceOrderAsk3 ...

WeightedBidPrice = VolumeOrderBid1 * PriceOrderBid1 + VolumeOrderBid2 * PriceOrderBid2 + VolumeOrderBid3 * PriceOrderBid3 ...

wBBO = WeightedBidPrice + WeightedAskPrice / TotalVolume

But this can get results out of the two best offered prices and I don't know if it's something we want.

14:44:47.831 main Unhandled exception! TypeError: Parameter "url" must be a string, not undefined
at Url.parse (url.js:81:11)
at Object.urlParse [as parse] (url.js:75:5)
at WebSocket.initAsClient (/home/######/K/node_modules/ws/lib/WebSocket.js:530:25)
at new WebSocket (/home/######/K/node_modules/ws/lib/WebSocket.js:70:20)
at Timeout.prototype.connect [as _onTimeout] (/home/######/K/node_modules/gdax/lib/clients/websocket.js:37:19)
at ontimeout (timers.js:386:14)
at tryOnTimeout (timers.js:250:5)
at Timer.listOnTimeout (timers.js:214:5)

Hi
was wondering if anyone provides paid services for installing krypto-trading-bot and creating trading bots?

Looking forward hearing from you all.

warm regards
vasilis

What would be causing this:
13:14:45.664 main Requiring authentication to web client
13:14:45.707 main Listening to admins on port 3000
13:14:45.717 broker Exchange details { exchange: 'OkCoin',
pair: 'BTC/USD',
minTick: 0.01,
minSize: 0.01,
makeFee: 0.001,
takeFee: 0.002,
hasSelfTradePrevention: false }
13:14:45.731 main Unhandled rejection! TypeError: Cannot read property 'value' of undefined
at new FairValueEngine (/opt/finbots/K/Krypto-trading-bot/app/server/fair-value.js:22:67)
at Object. (/opt/finbots/K/Krypto-trading-bot/app/server/main.js:204:22)
at next (native)
at fulfilled (/opt/finbots/K/Krypto-trading-bot/app/server/main.js:4:58)
at process._tickCallback (internal/process/next_tick.js:109:7)
at Module.runMain (module.js:606:11)
at run (bootstrap_node.js:389:7)
at startup (bootstrap_node.js:149:9)
at bootstrap_node.js:504:3 Promise {
TypeError: Cannot read property 'value' of undefined
at new FairValueEngine (/opt/finbots/K/Krypto-trading-bot/app/server/fair-value.js:22:67)
at Object. (/opt/finbots/K/Krypto-trading-bot/app/server/main.js:204:22)
at next (native)
at fulfilled (/opt/finbots/K/Krypto-trading-bot/app/server/main.js:4:58)
at process._tickCallback (internal/process/next_tick.js:109:7)
at Module.runMain (module.js:606:11)
at run (bootstrap_node.js:389:7)
at startup (bootstrap_node.js:149:9)
at bootstrap_node.js:504:3 }
13:14:45.762 main Error THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END IS NEVER THE END
13:14:47.462 okcoin Successfully connected to addChannel: ok_sub_spotusd_btc_depth_20
13:14:47.465 okcoin Successfully connected to addChannel: ok_sub_spotusd_btc_trades
13:14:47.467 okcoin Successfully connected to login
13:14:47.762 main Exit code 0
error: Forever detected script exited with code: 0
error: Script restart attempt #1
13:14:48.996 main Requiring authentication to web client
13:14:49.047 main Listening to admins on port 3000
13:14:49.067 broker Exchange details { exchange: 'OkCoin',

Thank you for your answer.

Ubuntu 16.04,

Logs:

module.js:472
    throw err;
    ^

Error: Cannot find module 'bson'
    at Function.Module._resolveFilename (module.js:470:15)
    at Function.Module._load (module.js:418:25)
    at Module.require (module.js:498:17)
    at require (internal/module.js:20:19)
    at Object.<anonymous> (/home/ubuntu/K/node_modules/mongodb-core/index.js:1:74)
    at Module._compile (module.js:571:32)
    at Object.Module._extensions..js (module.js:580:10)
    at Module.load (module.js:488:32)
    at tryModuleLoad (module.js:447:12)
    at Function.Module._load (module.js:439:3)
    at Module.require (module.js:498:17)
    at require (internal/module.js:20:19)
    at Object.<anonymous> (/home/ubuntu/K/node_modules/mongodb/index.js:2:12)
    at Module._compile (module.js:571:32)
    at Object.Module._extensions..js (module.js:580:10)
    at Module.load (module.js:488:32)

Hi! I'm running on Mac OS and the bot starts fine, the WebGUi is up but it says 'Disconnected" on bidSize, bidPrice, askSize, askPrice.
Also, when I start it node K.js, after a few minutes I get this error : Unable to compute tbp [ qp | pos ] = [ true | false ]

thanks!

Hi Carles,

After sometime trading on Bitfinex I get that:

And it stops trading. Any idea why?

Am I hitting the limit on Bitfinex? (I trade on al markets)

And can K do something about ? Like trying to reconnect :)

Best Camille

Hello Carles,

A very small issue (but that can sometimes have rather big consequences) is that on boot /reboot etc and before K checks mongod to see if ewma are recorded to determine TBP (t+1mn) , it will show medium TBP.

The problem is that if you have permissive trade /seg settings, you can end up selling or buying everything during that 1mn period.

So to fix the issue, would that be possible to check the database if there are EWMA recorded and use them as the starting point on boot instead of waiting 1mn ?

What do you think ?

Best Camille

make use of https://api.gdax.com/products/BTC-EUR/book?level=2 when gdax orderbook websocket is down

Hello Carles,

I ran an update this morning and could not boot the GDAX botss.

Here is the log I get:

07:19:50.843 coinbase FIX Initiator Start
07:19:50.858 coinbase FIX Logon Connected
07:19:50.905 active Changed quoting mode to true
07:19:50.911 main Unhandled exception! TypeError: Cannot read property 'mask' of undefined
    at Sender.frameAndSend (/home/ubuntu/K/node_modules/gdax/node_modules/ws/lib/Sender.js:206:17)
    at /home/ubuntu/K/node_modules/gdax/node_modules/ws/lib/Sender.js:126:12
    at /home/ubuntu/K/node_modules/gdax/node_modules/ws/lib/PerMessageDeflate.js:313:5
    at afterWrite (_stream_writable.js:383:3)
    at onwrite (_stream_writable.js:374:7)
    at afterTransform (_stream_transform.js:79:3)
    at TransformState.afterTransform (_stream_transform.js:54:12)
    at Zlib.callback (zlib.js:625:5)
07:19:50.913 main All exiting event handlers have fired, exiting application.
07:19:50.913 main Exiting with code 0

let me first thank you guys for publishing this bot! However, I spent 2 nights getting it to work but to no avail. I keep getting the error message: "invalid API key" when trying to use the bot with GDAX. I double checked the passphrase, key and secret (with and without ==) but no luck. Also tried 2 different requested API keys for GDAX. Trying to trade ETH/EUR.

Maybe it has to do with Stunnel, however from the readme I gathered that no specific actions has to be taken for launching stunnel. I have installed stunnel on my host (windows 10) pc.

Hopefully someone can help me, thanks in advance!

Full log below:

warn: --minUptime not set. Defaulting to: 1000ms
warn: --spinSleepTime not set. Your script will exit if it does not stay up for at least 1000ms
05:20:51.402 main Requiring authentication to web client
05:20:51.436 main Listening to admins on port 3000
05:20:52.065 broker Exchange details { exchange: 'Coinbase',
pair: 'ETH/EUR',
minTick: 0.01,
minSize: 0.01,
makeFee: 0,
takeFee: 0,
hasSelfTradePrevention: true }
05:20:52.084 coinbase FIX Initiator Start
05:20:52.087 coinbase FIX Logon Disconnected
05:20:52.521 coinbase Unable to read Coinbase positions { message: 'Invalid API Key' }
05:20:52.631 main Unhandled exception! Failed to load orderbook: 404
05:20:52.632 main Attempting to cancel all open orders, please wait..
05:20:52.639 main Unhandled exception! { Error: socket hang up
at createHangUpError (_http_client.js:302:15)
at TLSSocket.socketOnEnd (_http_client.js:394:23)
at emitNone (events.js:91:20)
at TLSSocket.emit (events.js:188:7)
at endReadableNT (_stream_readable.js:975:12)
at _combinedTickCallback (internal/process/next_tick.js:80:11)
at process._tickCallback (internal/process/next_tick.js:104:9) code: 'ECONNRESET' }
05:20:52.640 main Attempting to cancel all open orders, please wait..
05:20:52.641 main Attempting to cancel all open orders, please wait..
05:20:52.640 main Unhandled exception! TypeError: Cannot read property 'aborted' of null
at ClientRequest._req.on (/K/node_modules/ws/lib/WebSocket.js:639:18)
at emitOne (events.js:96:13)
at ClientRequest.emit (events.js:191:7)
at TLSSocket.socketCloseListener (_http_client.js:334:9)
at emitOne (events.js:101:20)
at TLSSocket.emit (events.js:191:7)
at _handle.close (net.js:511:12)
at TCP.done [as _onclose] (_tls_wrap.js:332:7)
05:20:53.074 stdev Unable to compute value
05:20:54.076 stdev Unable to compute value
05:20:54.632 main Exit code 0
error: Forever detected script exited with code: 0
error: Script restart attempt #1
05:20:55.136 main Requiring authentication to web client
05:20:55.155 main Listening to admins on port 3000
05:20:55.755 broker Exchange details { exchange: 'Coinbase',
pair: 'ETH/EUR',
minTick: 0.01,
minSize: 0.01,
makeFee: 0,
takeFee: 0,
hasSelfTradePrevention: true }
05:20:55.776 coinbase FIX Initiator Start
05:20:55.777 coinbase FIX Logon Disconnected
05:20:56.211 coinbase Unable to read Coinbase positions { message: 'Invalid API Key' }
05:20:56.331 main Unhandled exception! Failed to load orderbook: 404
05:20:56.332 main Attempting to cancel all open orders, please wait..
05:20:56.360 main Attempting to cancel all open orders, please wait..
05:20:56.359 main Unhandled exception! { Error: socket hang up
at createHangUpError (_http_client.js:302:15)
at TLSSocket.socketOnEnd (_http_client.js:394:23)
at emitNone (events.js:91:20)
at TLSSocket.emit (events.js:188:7)
at endReadableNT (_stream_readable.js:975:12)
at _combinedTickCallback (internal/process/next_tick.js:80:11)
at process._tickCallback (internal/process/next_tick.js:104:9) code: 'ECONNRESET' }
05:20:56.363 main Attempting to cancel all open orders, please wait..
05:20:56.361 main Unhandled exception! TypeError: Cannot read property 'aborted' of null
at ClientRequest._req.on (/K/node_modules/ws/lib/WebSocket.js:639:18)
at emitOne (events.js:96:13)
at ClientRequest.emit (events.js:191:7)
at TLSSocket.socketCloseListener (_http_client.js:334:9)
at emitOne (events.js:101:20)
at TLSSocket.emit (events.js:191:7)
at _handle.close (net.js:511:12)
at TCP.done [as _onclose] (_tls_wrap.js:332:7)
05:20:56.765 stdev Unable to compute value
05:20:57.766 stdev Unable to compute value
05:20:58.332 main Exit code 0
error: Forever detected script exited with code: 0
error: Script restart attempt #2
05:20:58.831 main Requiring authentication to web client
05:20:58.848 main Listening to admins on port 3000
05:20:59.501 broker Exchange details { exchange: 'Coinbase',
pair: 'ETH/EUR',
minTick: 0.01,
minSize: 0.01,
makeFee: 0,
takeFee: 0,
hasSelfTradePrevention: true }
05:20:59.521 coinbase FIX Initiator Start
05:20:59.522 coinbase FIX Logon Disconnected
05:21:00.112 coinbase Unable to read Coinbase positions { message: 'Invalid API Key' }
05:21:00.180 main Unhandled exception! Failed to load orderbook: 404
05:21:00.181 main Attempting to cancel all open orders, please wait..
05:21:00.182 main Unhandled exception! { Error: socket hang up
at createHangUpError (_http_client.js:302:15)
at TLSSocket.socketOnEnd (_http_client.js:394:23)
at emitNone (events.js:91:20)
at TLSSocket.emit (events.js:188:7)
at endReadableNT (_stream_readable.js:975:12)
at _combinedTickCallback (internal/process/next_tick.js:80:11)
at process._tickCallback (internal/process/next_tick.js:104:9) code: 'ECONNRESET' }
05:21:00.184 main Attempting to cancel all open orders, please wait..
05:21:00.186 main Attempting to cancel all open orders, please wait..
05:21:00.185 main Unhandled exception! TypeError: Cannot read property 'aborted' of null
at ClientRequest._req.on (/K/node_modules/ws/lib/WebSocket.js:639:18)
at emitOne (events.js:96:13)
at ClientRequest.emit (events.js:191:7)
at TLSSocket.socketCloseListener (_http_client.js:334:9)
at emitOne (events.js:101:20)
at TLSSocket.emit (events.js:191:7)
at _handle.close (net.js:511:12)
at TCP.done [as _onclose] (_tls_wrap.js:332:7)
05:21:00.510 stdev Unable to compute value
05:21:01.510 stdev Unable to compute value
05:21:02.182 main Exit code 0
error: Forever detected script exited with code: 0
error: Script restart attempt #3
05:21:02.677 main Requiring authentication to web client
05:21:02.695 main Listening to admins on port 3000
05:21:03.471 broker Exchange details { exchange: 'Coinbase',
pair: 'ETH/EUR',
minTick: 0.01,
minSize: 0.01,
makeFee: 0,
takeFee: 0,
hasSelfTradePrevention: true }
05:21:03.490 coinbase FIX Initiator Start
05:21:03.492 coinbase FIX Logon Disconnected
05:21:04.068 coinbase Unable to read Coinbase positions { message: 'Invalid API Key' }
05:21:04.245 main Unhandled exception! Failed to load orderbook: 404
05:21:04.246 main Attempting to cancel all open orders, please wait..
05:21:04.262 main Attempting to cancel all open orders, please wait..
05:21:04.261 main Unhandled exception! { Error: socket hang up
at createHangUpError (_http_client.js:302:15)
at TLSSocket.socketOnEnd (_http_client.js:394:23)
at emitNone (events.js:91:20)
at TLSSocket.emit (events.js:188:7)
at endReadableNT (_stream_readable.js:975:12)
at _combinedTickCallback (internal/process/next_tick.js:80:11)
at process._tickCallback (internal/process/next_tick.js:104:9) code: 'ECONNRESET' }
05:21:04.265 main Attempting to cancel all open orders, please wait..
05:21:04.262 main Unhandled exception! TypeError: Cannot read property 'aborted' of null
at ClientRequest._req.on (/K/node_modules/ws/lib/WebSocket.js:639:18)
at emitOne (events.js:96:13)
at ClientRequest.emit (events.js:191:7)
at TLSSocket.socketCloseListener (_http_client.js:334:9)
at emitOne (events.js:101:20)
at TLSSocket.emit (events.js:191:7)
at _handle.close (net.js:511:12)
at TCP.done [as _onclose] (_tls_wrap.js:332:7)
05:21:04.480 stdev Unable to compute value
05:21:05.481 stdev Unable to compute value
05:21:06.247 main Exit code 0
error: Forever detected script exited with code: 0
error: Script restart attempt #4

Dockerfile:
RUN apt-get install -y git sudo

Feel free to choose the branch you want to build:

RUN git clone -b master https://github.com/ctubio/Krypto-trading-bot.git K

WORKDIR K

Remove the ssl certificate (GUI accessible over plain HTTP, not recommended):

RUN npm install --unsafe-perm

EXPOSE 3000 5000

General config properties. Replace with your own exchange account information:

ENV BotIdentifier autodev_bot
ENV EXCHANGE coinbase
ENV TradedPair ETH/EUR
ENV WebClientUsername xxxxx
ENV WebClientPassword xxxx
ENV WebClientListenPort 3000
ENV MatryoshkaUrl https://

Set options only for your desired EXCHANGE:

Coinbase GDAX

ENV CoinbaseRestUrl https://api-public.sandbox.gdax.com
ENV CoinbaseWebsocketUrl wss://ws-feed-public.sandbox.gdax.com
ENV CoinbasePassphrase xxxxxx
ENV CoinbaseApiKey xxxxxxx
ENV CoinbaseSecret xxxxxxx
ENV CoinbaseOrderDestination Coinbase

OkCoin

ENV OkCoinWsUrl wss://real.okcoin.com:10440/websocket/okcoinapi
ENV OkCoinHttpUrl https://www.okcoin.com/api/v1/
ENV OkCoinApiKey NULL
ENV OkCoinSecretKey NULL
ENV OkCoinOrderDestination OkCoin

Bitfinex

ENV BitfinexHttpUrl https://api.bitfinex.com/v1
ENV BitfinexWebsocketUrl wss://api.bitfinex.com/ws/2
ENV BitfinexKey NULL
ENV BitfinexSecret NULL
ENV BitfinexOrderDestination Bitfinex

Poloniex

ENV PoloniexHttpUrl https://poloniex.com
ENV PoloniexWebsocketUrl wss://api.poloniex.com
ENV PoloniexApiKey NULL
ENV PoloniexSecretKey NULL
ENV PoloniexOrderDestination Poloniex

Korbit

ENV KorbitHttpUrl https://api.korbit.co.kr/v1
ENV KorbitApiKey NULL
ENV KorbitSecretKey NULL
ENV KorbitUsername NULL
ENV KorbitPassword NULL
ENV KorbitOrderDestination Korbit

HitBtc

ENV HitBtcPullUrl http://demo-api.hitbtc.com
ENV HitBtcOrderEntryUrl ws://demo-api.hitbtc.com:8080
ENV HitBtcMarketDataUrl ws://demo-api.hitbtc.com:80
ENV HitBtcSocketIoUrl https://demo-api.hitbtc.com:8081
ENV HitBtcApiKey NULL
ENV HitBtcSecret NULL
ENV HitBtcOrderDestination HitBtc

Quoting Parameters

ENV delayUI 3

CMD ["node_modules/.bin/forever", "K.js"]

At some point in the last few hours the bot is unable to connect to trade on the coinbase exchange. In the GUI I get the "Connecting to Exchange..."

When I fire it up in the foreground on my server I get

08:34:11.164 coinbase FIX Logon Disconnected

And that repeats every 20 seconds or so. I've changed the API keys, interestingly if I give it an incorrect key it errors on wrong key so the auth is working. Not sure if the issue is only related to me or others are experiencing it.

Just done a npm run latest and no difference.

cos ag-grid/ag-grid#1708
cos babel/minify#412

I was very surprised to realize that so don't get fooled as well!

https://www.okcoin.com/fees.html

maybe under market levels, a little msg

Hi,

after editing my conf file, I started the bot but I always get this message on the webpage:

Disconnected.
README - MANUAL - SOURCE - changeTheme(DARK) - - - - 0 - MATRYOSHKA - CREATE ISSUE - IRC

What is the problem? :/