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btsbots reborn

Started by alt, December 31, 2015, 05:20:23 PM

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alt

this is a market makeing bot, make bid/ask order at the current price with a spread.
nobody can make sure this is profitability.
if you need a marke maker to provide liquility, you can try this bot.

monsterer

@alt how can you expect anyone to sign up for this when you don't provide even the slightest information about the profitability of this bot?

Losses from market making can be quadratic when profits are only linear, meaning losses can far, far outweigh profits.
My opinions do not represent those of metaexchange unless explicitly stated.
[url="https://metaexchange.info"]https://metaexchange.info[/url] | Bitcoin<->Altcoin exchange | Instant | Safe | Low spreads

alt

Quote from: monsterer on January 01, 2016, 11:37:28 AM
Maximum drawdown percentage?

Ratio of winning trades to losing trades?

Average winning trade size vs average losing trade size?

General profitability / performance graphs / back / forward testing results?

What algorithm is this?
I have add a new command 'sim' for btsbots, can see how to got the trade price

btsbots --config config.json sim

============sim sell BTS for USD============
got BTS's price is 0.003 USD, with spread for sell: 0.0027
factor depend on weight is 1.0049
custom adition spread is 0.0050
custom price factor is 1.010
so the final factor for sell BTS is 1.0126, price is 0.0035

got USD's price is 1.000 USD, with spread for buy: 0.0000
factor depend on weight is 1.0163
custom adition spread is 0.0050
custom price factor is 1.070
so the final factor for buy USD is 0.9790, price is 1.0476

so the final spread sell BTS for USD is 0.0343, price is 0.00333074

============sim sell USD for BTS============
got USD's price is 1.000 USD, with spread for sell: 0.0000
factor depend on weight is 1.0163
custom adition spread is 0.0050
custom price factor is 1.070
so the final factor for sell USD is 1.0214, price is 1.0929

got BTS's price is 0.003 USD, with spread for buy: 0.0020
factor depend on weight is 1.0049
custom adition spread is 0.0050
custom price factor is 1.010
so the final factor for buy BTS is 0.9882, price is 0.0034

so the final spread sell USD for BTS is 0.0336, price is 320.95973122

alt

Quote from: abit on January 01, 2016, 12:00:30 PM
Quote from: alt on January 01, 2016, 03:37:47 AM
Quote from: abit on December 31, 2015, 05:33:33 PM
Good move +5%

Can you explain more about the "recharge" thing?
Quote
4. you need to recharge for the service,  now it's 1USD/per day for each market.
my plan is charge 1USD/per day for each market.
if you run the bot at two market, you need to pay double.

and when an order is filled, will charge 0.2% fee of the filled volume. (this is free for now)
The script will automatically transfer the fees to your account?
no, you need to recharge first, then server will take off the fees automaticly, and sent the bill info to client.

abit

Quote from: alt on January 01, 2016, 03:37:47 AM
Quote from: abit on December 31, 2015, 05:33:33 PM
Good move +5%

Can you explain more about the "recharge" thing?
Quote
4. you need to recharge for the service,  now it's 1USD/per day for each market.
my plan is charge 1USD/per day for each market.
if you run the bot at two market, you need to pay double.

and when an order is filled, will charge 0.2% fee of the filled volume. (this is free for now)
The script will automatically transfer the fees to your account?
BitShares committee member: abit
BitShares witness: in.abit

monsterer

Maximum drawdown percentage?

Ratio of winning trades to losing trades?

Average winning trade size vs average losing trade size?

General profitability / performance graphs / back / forward testing results?

What algorithm is this?
My opinions do not represent those of metaexchange unless explicitly stated.
[url="https://metaexchange.info"]https://metaexchange.info[/url] | Bitcoin<->Altcoin exchange | Instant | Safe | Low spreads

Ben Mason


alt

Quote from: abit on December 31, 2015, 05:33:33 PM
Good move +5%

Can you explain more about the "recharge" thing?
Quote
4. you need to recharge for the service,  now it's 1USD/per day for each market.
my plan is charge 1USD/per day for each market.
if you run the bot at two market, you need to pay double.

and when an order is filled, will charge 0.2% fee of the filled volume. (this is free for now)

kenCode

Quote from: alt on December 31, 2015, 05:20:23 PM
profile.json

{
    "quota_in_usd": 50,
    "market": [
        ["BTS", "BOTSCNY"]
        ],
    "asset": {
        "BTS": {
            "weight": 8.0,
            "spread": [0.007, 0.12]
        },
        "BOTSCNY": {
            "weight": 4.0,
            "spread": [0.005, 0.1]
        },
        "CNY": {
            "weight": 2.0,
            "spread": [0.005, 0.1]
        },
        "USD": {
            "weight": 2.0,
            "spread": [0.005, 0.1]
        },
        "GOLD": {
            "weight": 1.0,
            "spread": [0.005, 0.1]
        },
        "SILVER": {
            "weight": 1.0,
            "spread": [0.005, 0.1]
        }
    }
}

GREAT news GREAT job!! I have been begging for EUR liquidity for months, thank you! :)
kenCode@Agorise
Matrix/Keybase/Blurt/Hive: @Agorise
Session: 0525c95e7f37dca6e29ac84fe7030f0bc5f8bcd564207f03c893e47d2a381a2337

xeroc

Very cool ...
I am working on something similar ...
Good to see tool available to provide liquidity!!

abit

Good move +5%

Can you explain more about the "recharge" thing?
Quote
4. you need to recharge for the service,  now it's 1USD/per day for each market.
BitShares committee member: abit
BitShares witness: in.abit

alt

https://bitsharestalk.org/index.php/topic,20835.msg269215.html#msg269215
I have redesign the whole architecture, now we can provide trading robot service
This trading robot is used to provide market making services.
1. get source from each exchange,  got a basic bid/ask price.
2. according to each asset's weights and some parameters, we got another premium.
3. Finally, according to the additional premium individual local settings, and the additional price peg parameter, we got the last price

During the test, it is suggested keep a small balance at the  account.

use it with follow step :
1. run a cli wallet, and import your trade account.
2. install the btsbots client

pip3 install btsbots --upgrade

edit config.json, reference:
https://github.com/pch957/btsbots/blob/master/config-example.json
3. run the trade bots, you can see some output from the console

btsbots --config config.json run_trade

4. you need to recharge for the service,  now it's 1USD/per day for each market.
we will not  charge  fees for filled order during test period.
accept all peg assets for recharge.
run command at a new console, and you can see infomation from last console

btsbots --config config.json recharge 1 USD

5. after recharge, you can upload your profile.json for the trade
reference:
https://github.com/pch957/btsbots/blob/master/profile-example.json
run command to upload profile

btsbots --config config.json --profile profile.json update_profile

after the profile upload success, you can see output from the 1st console, and the trade will begin.
we support all peg asset, and BOTSCNY,  TRADE.BTC, OPENBTC, METAEX.BTC now


for now, account exchange.btsbots is test this bots at market BOTSCNY/BTS
you can visit the bot's orders. and here is the config.json profile.json used now
config.json

{
    "account": "exchange.btsbots",
    "cli_wallet": {
        "host" : "localhost",
        "port" : 9092,
        "rpc_user" : "",
        "rpc_passwd" : "",
        "wallet_unlock" : ""
    },
    "addition_spread": 0.01,
    "threshold": 0.01,
    "price_factor": {
        "CNY": 1.0,
        "BTS": 1.00,
        "USD": 1.05
    }
}

profile.json

{
    "quota_in_usd": 50,
    "market": [
        ["BTS", "BOTSCNY"]
        ],
    "asset": {
        "BTS": {
            "weight": 8.0,
            "spread": [0.007, 0.12]
        },
        "BOTSCNY": {
            "weight": 4.0,
            "spread": [0.005, 0.1]
        },
        "CNY": {
            "weight": 2.0,
            "spread": [0.005, 0.1]
        },
        "USD": {
            "weight": 2.0,
            "spread": [0.005, 0.1]
        },
        "GOLD": {
            "weight": 1.0,
            "spread": [0.005, 0.1]
        },
        "SILVER": {
            "weight": 1.0,
            "spread": [0.005, 0.1]
        }
    }
}