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Main => General Discussion => Topic started by: litepresence on March 08, 2018, 02:02:36 am

Title: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on March 08, 2018, 02:02:36 am
Need a low latency UI for DEX?

[ANN] microDEX
https://bitsharestalk.org/index.php?topic=26201.0


Need a bot?
Runs on local machine?
No subscription fees to pay?
No black box to blindly trust?
 100% open source code?
Backtest and Live session all in one python script?
Trades on Bitshares DEX?
Is aware of outside CEX market prices?
So easy grandma could run it?


[ANN] EXTINCTION EVENT









(https://imgur.com/yEUdHP4.png)

(https://imgur.com/Wydw0kz.png)

(https://i.imgur.com/dQlTbR5.png)

The Original Code:

https://www.pastebin.com/hzUTtapz

latest version at github here:

https://github.com/litepresence/extinction-event/tree/master/EV

Installation here:

https://github.com/litepresence/extinction-event/blob/master/Installation

Python3 - WTFPLv2*


*Includes Free 30X BTC 5X BTS 1 YEAR BACKTEST


Code: [Select]
EXTINCTION EVENT v0.00000001 alpha release
~=== BEGIN BACKTEST ==================~
API call for chartdata BTC_BTS 1390000000s 1520469392e CANDLE 86400 DAYS 1510
Dataset.....: 420 DAYS
Backtesting.: 365 DAYS
PAIR......: BTC_BTS
BitPAIR...: BTS:OPEN.BTC

CANDLE....: 86400
BEGIN.....: 1488933403 Tue Mar  7 19:36:43 2017

Bitshares
[Tue Mar  7 19:36:43 2017] 1 BUY BEAR DESPAIR 334448.16 BTS at 299 sat value 1.00 BTC
[Tue Mar  7 19:36:43 2017] 2 SELL BEAR RESISTANCE 334448.16 BTS at 307 sat value 1.03 BTC
[Fri Apr  7 20:36:43 2017] 3 BUY BULL SUPPORT 153620.86 BTS at 668 sat value 1.03 BTC
[Sat May  6 20:36:43 2017] 4 SELL BULL OVERBOUGHT 153620.86 BTS at 3013 sat value 4.63 BTC
[Tue May 23 20:36:43 2017] 5 BUY BULL SUPPORT 154826.76 BTS at 2989 sat value 4.63 BTC
[Wed Jun  7 20:36:43 2017] 6 SELL BULL OVERBOUGHT 154826.76 BTS at 8499 sat value 13.16 BTC
[Mon Jun 19 20:36:43 2017] 7 BUY BULL SUPPORT 128380.37 BTS at 10250 sat value 13.16 BTC
[Thu Jul 20 20:36:43 2017] 8 SELL BEAR RESISTANCE 128380.37 BTS at 5825 sat value 7.48 BTC
[Sat Oct  7 20:36:43 2017] 9 BUY BEAR DESPAIR 839235.27 BTS at 891 sat value 7.48 BTC
[Sat Oct 14 20:36:43 2017] 10 SELL BEAR RESISTANCE 839235.27 BTS at 1246 sat value 10.46 BTC
[Sun Nov 19 19:36:43 2017] 11 BUY BULL SUPPORT 919439.38 BTS at 1137 sat value 10.46 BTC
[Mon Dec 18 19:36:43 2017] 12 SELL BULL OVERBOUGHT 919439.38 BTS at 3873 sat value 35.62 BTC
[Wed Jan  3 19:36:43 2018] 13 BUY BULL SUPPORT 825211.57 BTS at 4315 sat value 35.62 BTC
[Sat Jan 27 19:36:43 2018] 14 SELL BEAR RESISTANCE 825211.57 BTS at 4050 sat value 33.42 BTC
===============================================================
START DATE........: Tue Mar  7 19:36:43 2017
END DATE..........: Wed Mar  7 19:36:43 2018
DAYS..............: 365.0
TRADES............: 14
DAYS PER TRADE....: 26.1
START PRICE.......: 0.00000299
END PRICE.........: 0.00001768
START PORTFOLIO...: 1.0 BTC 0.0 BTS
START MAX ASSETS..: 334448.160535 BTS
END MAX ASSETS....: 1890331.92993 BTS
ROI ASSETS........: 5.65X
START MAX CURRENCY: 1.0 BTC
END MAX CURRENCY..: 33.4210685212 BTC
ROI CURRENCY......: 33.42
APY CURRENCY......: 32.42
===============================================================
EXTINCTION EVENT v0.00000001 alpha release
~===END BACKTEST=========================~
#######################################
CURRENCY        = "BTC"
ASSET           = "BTS"
MA1             = 17.00
MA2             = 50.00
SELLOFF         = 2.250
SUPPORT         = 1.000
RESISTANCE      = 1.000
DESPAIR         = 0.525
MIN_CROSS       = 1.000
MAX_CROSS       = 1.000
BULL_STOP       = 1.000
BEAR_STOP       = 1.000
#######################################
# RESOLUTION    : 20
# DAYS          : 365
DPT             = 26.1 # Days Per Trade
# MARKET CAP....: 464.5M
# DOMINANCE.....: 0.1137 - RANK 38
ROI             = 33.42
#######################################


The Tunes:


BTS/BTC 500X https://www.pastecoin.com/6O3QlzeKRNg7
DASH/BTC 25X https://www.pastecoin.com/79j1XgOdQJv6


(https://imgur.com/3hGOGTv.png)

(https://imgur.com/Tg3enCF.png)

more alt/btc tunes coming soon








special thanks to:

https://www.youtube.com/watch?v=jJxKXOTNXjc
https://www.youtube.com/watch?v=xV1yUVeA_Fw
https://twitter.com/SEC_News/status/971494501343748097
https://twitter.com/lopp/status/971520121704538112
https://twitter.com/oraclepresence/status/971178302089187328
https://www.reddit.com/r/BinanceExchange/comments/82ou1d/binance_sold_all_my_alt_coins_at_market_rate/
docs.pybitshares.com
coinmarketcap.com/api
cryptocompare.com/api
stackoverflow.com
pastebin.com
pastecoin.com
codeshare.io
chatcrypt.com
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on March 08, 2018, 04:33:04 pm
reserved for version / bugs

The Latest Version is

EV0.00000002

https://github.com/litepresence/extinction-event/blob/master/EV/EV0.00000002.py

Known Bugs

there was an error in chart data effecting moving averages w/ period over 150 when live,  patched March 7th 2018, version number not changed
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on March 08, 2018, 04:49:14 pm
reserved sales


pick any altcoin with a year of data,
I'll post a pastecoin backtest
using the Extinction Event framework
that destroys it.



BACKTESTS FOR SALE BUY NOW: 

Fresh Tunes April 1, 2018:




Bitshares DEX ETH/BTC 37.61X
BACKTEST - EXTINCTION EVENT

BUY NOW:  https://www.pastecoin.com/79j1XgJmQJv6

(https://imgur.com/HNjhn9F.png)

Bitshares DEX BTS/BTC 454.23X
BACKTEST - EXTINCTION EVENT

BUY NOW:  https://www.pastecoin.com/6O3QlzwERNg7

(https://imgur.com/JCEsSsu.png)

Bitshares DEX OMNI/BTC 322.39X
BACKTEST - EXTINCTION EVENT

BUY NOW:  https://www.pastecoin.com/e9NoyLJbR7k2

(https://imgur.com/3qbEKWR.png)
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on March 10, 2018, 12:13:48 am

https://www.youtube.com/watch?v=83e7BhDdHXU

these links are dead, sorry... burning out freshys
Code: [Select]
[size=18pt]EXTINCTION EVENT [b]OMNI/BTC 836X[/b] 1 YEAR BACKTEST[/size]
[size=14pt]https://www.pastecoin.com/MmvRqYgxRyX4[/size]

[size=18pt]EXTINCTION EVENT [b]EMC/BTC 11976X[/b] 1 YEAR BACKTEST[/size]
[size=14pt]https://www.pastecoin.com/4aqRr5G21A03[/size]

[size=18pt]EXTINCTION EVENT [b]AMP/BTC 559X[/b] 1 YEAR BACKTEST[/size]
[size=14pt]https://www.pastecoin.com/r0wodqx2Q3Aa[/size]
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: ripplexiaoshan on March 10, 2018, 08:39:28 am
Mark.
Seems very promising.
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on March 10, 2018, 01:45:27 pm
google search is picking up my ads; seems to take 48 hours.

You can also search pastecoin.com "litepresence" or "extinction event" for full listing

(https://imgur.com/zSOYFRV.png)


(https://imgur.com/gb8XlFB.png)
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on March 10, 2018, 03:07:43 pm
these links are dead sorry, burning out freshy's

Code: [Select]
[size=18pt][b] ETH/BTC 76X[/b] EXTINCTION EVENT 1 YEAR BACKTEST[/size]
[size=14pt]https://www.pastecoin.com/O4VQ6mWEo9J7[/size]

[size=18pt][b]EOS/BTC 30X [/b]EXTINCTION EVENT 155 DAY BACKTEST[/size]
[size=14pt]https://www.pastecoin.com/9JVoDlxxoEPy[/size]

[size=18pt][b]ARDR/BTC 44X [/b]EXTINCTION EVENT 1 YEAR BACKTEST[/size]
[size=14pt]https://www.pastecoin.com/9b7RvPWDQLxz[/size]
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: Customminer on March 10, 2018, 05:07:37 pm
What is this?
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on March 10, 2018, 08:37:12 pm
What is this?

This is a bot framework for algo trading the Bitshares DEX with an awareness of outside markets.

You get numpy arrays of cryptocompare data to process yourself, I've also included a finite state machine that breaks the market into 4 states:

bull (selloff, support)
bear (resistance, despair)

out of the box it trades the BTS/BTC pair for 30X over the past year of data per backtest

I also offer a 500X pay per view version.

I have multiple machines mining input thresholds for various altcoin/bitcoin pairs.   The AI runs about 500k backtests for each altcoin and I sell these thresholds for you to trade on the DEX via pastecoin.com.  There is nothing to stop you from running a few backtests and creating your own thresholds or even stand alone algos on with this framework.

My goals are:

Make services which provide bot trading via website (like cryptotrader, tradewave, etc. ) obsolete.
Encourage CEX algo traders to move to Bitshares DEX by simplifying API connectivity.
Require absolute minimum module dependencies.
Create a performance aligned altcoin trading strategy back testing environment that is open source and runs locally.


features and dependencies from the script banner:

Code: [Select]
    #===================================================================
    ''' FEATURES '''
    #===================================================================
    '''
 
   ALT/BTC data from cryptocompare.com as signal
 
   Bitshares DEX open.ALT/open.BTC for trading
 
   - Play simple effective 4 state 50 day cross
 
       - uses live 2h arrays to generate moving averages
       - ma1xma2 is about 17x50 day simple moving average cross
       - cross plus +/- threshold changes state logic from bull to bear
       - Bull Logic
           buy 17 day support
           sell 17 day x ~1.5 selloff
       - Bear logic
           sell 17 day resistance
           buy 17 day x ~0.75 despair
       - dynamic stoploss upon market shift
       - approximately 7-20 day trade frequency depending upon pair
       - announces machine state on plot
 
   - Make Markets, Close Margins, Support Trends
 
   - Iceberg entry and exit
 
   - Bot runs local
 
   - Backtest Engine Included
 
   - Maintains storage from backtest to live session
   '''
Code: [Select]
    #===================================================================
    ''' DEPENDENCIES'''
    #===================================================================
    '''
   python 3.4
   python-tk
   matplotlib 1.4
   pybitshares
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on March 27, 2018, 12:05:10 am
version 2 is out:

https://github.com/litepresence/extinction-event/blob/master/EV/EV0.00000002.py

Code: [Select]
    #===================================================================
    ''' FEATURES v0.00000002'''
    #===================================================================
    '''
   Rogue Node Immunity:
       A background daemon process maintains a list of low latency nodes
       for buy/sell/cancel/orders ops in a text file
       distributed exchange prices and orderbook are verified and curated
       using multinode statistical approach with daemon processes
       open orders are checked in triplicate on multiple nodes
       dex() definitions have been upgraded after consultation with
       Bitshares core developers and node admin
   Move to github:
       https://github.com/litepresence/extinction-event
   New MODES:
       SALES mode backtest only plots buy/sell actions; no state machine
       LATENCY mode connect to all nodes and reports on latency
       PAPER mode runs live, but does not trade
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on April 01, 2018, 01:20:36 am
updated github today, there was a bug in chartdata() definition for moving averages longer than 166 day period when live

I'm not changing version number but if you're running the script you should update to be safe
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: Customminer on April 01, 2018, 11:45:39 am
The pastecoin links have all expired
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on April 01, 2018, 11:33:40 pm
I have two pastecoin ads back up:

BTS/BTC
ETH/BTC


search litepresence at pastecoin.com

not sure why pastecoin deleted my ads; they were set to never expire

I'm burning out OMNI currently, might as well post freshly optimized tunes with latest data

(https://imgur.com/9BtBtOd.png)




oh and check out microDEX if you haven't already; its a new low-latency, dependable user interface for the DEX

https://bitsharestalk.org/index.php?topic=26201.0

Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on April 08, 2018, 02:54:29 am
INSTALLATION

https://github.com/litepresence/extinction-event/blob/master/Installation
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on June 06, 2018, 01:34:25 pm
New Version of Extinction Event has been released.

The project has progressed beyond the point of "alpha" and is now officially in beta testing stage; it is "feature complete" and appears to be able to run stable long term - days on end - without user input.

From here forward, EV.py will be dependent on the stand alone app metaNODE.py

The latest stack is

EV5/metaNODE10

and is available on my github

metaNODE whitepaper can be found here:

https://github.com/litepresence/extinction-event/blob/master/metaNODE/README.md

metaNODE app:
https://github.com/litepresence/extinction-event/blob/master/metaNODE/metaNODE.py

EV app:
https://github.com/litepresence/extinction-event/blob/master/EV/EV.py

You'll need to install my virtual environment per instructions in my exctinction-event github repo, then create a folder and put a copy of EV.py and metaNODE.py into it.  To run live, start the metaNODE first, let it warm up fully, then you can launch an EV session for paper trading, live, or test orders. 
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on June 22, 2018, 02:52:33 pm
EV6 has been released

improved scalp logic offsets thresholds above or below cex market prices based on primary indicator market cross

previously when creating simple moving averages from cex data there was a degree of stepwise high frequency "wiggle" in the indications where the moving averages would oscillate up and down +/- 1 satoshi per hour; this is a result of candle aggregation methods in the data arriving from cryptocompare.  I have resolved this using polynomial regression of the last 24 hours of plotted moving average.  So now bot plots moving average from cex data, then performs poly, then replots the moving average "smoothly"; the state machine is then fed the smoothed indication.

additionally; the new regression allows for moving averages to be extrapolated into the future; these moving average predictions are in yellow and are deleted and redrawn every 5 minutes; the tip of the prediction (24 hours into the future) is plotted as a single magenta dot and it stays on the chart.

finally, in the log some information about primary moving average slope and concavity is provided.

you can see the older stepwise moving average here; the step size is about one satoshi

(https://imgur.com/Htag7gd.png)

this shows new poly regressions of moving averages extending into future
(https://imgur.com/BjbW8Mf.png)

this is zoomed in on the 50 day average
(https://imgur.com/uYO68DC.png)

zoomed in further

(https://imgur.com/gYmGVmP.png)

this is data provided in the new log
(https://imgur.com/uAkpywg.png)
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: xeroc on June 27, 2018, 12:56:31 pm
Those charts look awesome!
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: Emma Lee on June 29, 2018, 05:49:40 pm
google search is picking up my ads; seems to take 48 hours.
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on July 17, 2018, 09:47:05 pm
EV7.py and metaNODE11.py released to github

lots of new niceties related to plotting and logging, improved control over scalping

Live session now rotates through 3 views every 5 minutes.

The EV7/metaNODE11 stack has been

LIVE TESTED WITH FUNDS

for a 1,000,000 second (12 day) run without hiccup or user intervention; buy/sell/cancel and replace all scalp and primary orders every 5 minutes; maintaining a perfect count of 5 minute ticks during the ongoing run. 

I quite literally locked a linux box in a room running algo for 2 weeks entirely unattended; it said BTS/BTC bear market when I left.  When I returned it said bull market and had 13% more btc than starting portfolio.  Log file clean.  8)

PRIMARY LIVE VIEW
(https://imgur.com/Wc1Zfk7.png)

TRADE DESION LIVE VIEW
(https://imgur.com/IbBlqxA.png)

SCALPING LIVE VIEW
(https://imgur.com/IsCEtbW.png)

it ships with a 120X stock 1000 day BTS/BTC tune; my personal tune backtests over 7000X during the same period

BACKTEST
(https://imgur.com/ENjLav4.png)
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: sschiessl on July 18, 2018, 05:45:30 am
EV7.py and metaNODE11.py released to github

lots of new niceties related to plotting and logging, improved control over scalping

Live session now rotates through 3 views every 5 minutes.

The EV7/metaNODE11 stack has been

LIVE TESTED WITH FUNDS

for a 1,000,000 second (12 day) run without hiccup or user intervention; buy/sell/cancel and replace all scalp and primary orders every 5 minutes; maintaining a perfect count of 5 minute ticks during the ongoing run. 

I quite literally locked a linux box in a room running algo for 2 weeks entirely unattended; it said BTS/BTC bear market when I left.  When I returned it said bull market and had 13% more btc than starting portfolio.  Log file clean.  8)

PRIMARY LIVE VIEW
(https://imgur.com/Wc1Zfk7.png)

TRADE DESION LIVE VIEW
(https://imgur.com/IbBlqxA.png)

SCALPING LIVE VIEW
(https://imgur.com/IsCEtbW.png)

it ships with a 120X stock 1000 day BTS/BTC tune; my personal tune backtests over 7000X during the same period

BACKTEST
(https://imgur.com/ENjLav4.png)

Impressive. I need to fire it up again!
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: clockwork on July 18, 2018, 06:57:42 am
EV7.py and metaNODE11.py released to github

lots of new niceties related to plotting and logging, improved control over scalping

Live session now rotates through 3 views every 5 minutes.

The EV7/metaNODE11 stack has been

LIVE TESTED WITH FUNDS

for a 1,000,000 second (12 day) run without hiccup or user intervention; buy/sell/cancel and replace all scalp and primary orders every 5 minutes; maintaining a perfect count of 5 minute ticks during the ongoing run. 

I quite literally locked a linux box in a room running algo for 2 weeks entirely unattended; it said BTS/BTC bear market when I left.  When I returned it said bull market and had 13% more btc than starting portfolio.  Log file clean.  8)

PRIMARY LIVE VIEW
(https://imgur.com/Wc1Zfk7.png)

TRADE DESION LIVE VIEW
(https://imgur.com/IbBlqxA.png)

SCALPING LIVE VIEW
(https://imgur.com/IsCEtbW.png)

it ships with a 120X stock 1000 day BTS/BTC tune; my personal tune backtests over 7000X during the same period

BACKTEST
(https://imgur.com/ENjLav4.png)

Great to hear from you again...
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on July 21, 2018, 02:18:13 pm
EV6 has been released

(https://imgur.com/Htag7gd.png)


this chart is 30 days ago
magenta/yellow is cex price
blue/white is dex price


Even without my personal EV running, the BTS:OPEN.BTC bid / ask and priceline are no longer stepwise like this image from 30 days ago.     
The margins are tight, dynamic like the cex markets... they look to be EV controlled by some other operator running a different tune from my own.

I've tightened my margins... let the scalp wars begin.

:D
Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: Digital Lucifer on July 22, 2018, 10:57:39 am
Great work as always and miss chatting with you in TG! No worries, im gonna be off there as well... It kills productivity beyond anything human can bare with.

Title: Re: [ANN] EXTINCTION EVENT - Trade Bitshares DEX with Cryptocompare CEX data
Post by: litepresence on August 15, 2018, 08:15:31 pm
(https://imgur.com/Htag7gd.png)

I've tightened my margins... let the scalp wars begin.

blue is dex bid/ask; tan is dex last

the margins and price line are now very dynamic on the dex, much like external cex prices for bitshares vs btc



:D

same market, matching 24 hour period, 60 days later... bts:open.btc dex prices and book have gone from bar code to liquid

(https://imgur.com/PJi2CtA.png)