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1
General Discussion / Re: Review of OMO
« Last post by bitcrab on Today at 04:24:16 am »
Quote from: Crypto Kong on February 17, 2019, 07:24:44 pm
Quote from: dh on February 17, 2019, 07:18:03 pm
I have a better idea. Forget about OMO and turn off market fees on bitassets.

With the use of DEXBot staggered orders all market fees would be turned into liquidity providing orders which continually increase in size through the compounding of profits from the back and forth of price.

This is the simplest, safest, most efficient way forward for open market operations.

We cannot simply say that the purpose of OMO is market making.

take bitCNY as an example

buy BTS when bitCNY is in shortage and high premium.
sell BTS when bitCNY is in oversupply and obvious discount.

the rules do not lead to high trading volume.

bitCNY/BTS pair now has a fairly good depth, not in big demand on market making.

If we mainly concern market making, I prefer to turn off market fee of bitCNY, which can bring more incentive to trading.

2
General Discussion / Re: Review of OMO
« Last post by matle85 on February 17, 2019, 09:16:27 pm »
That's a pretty good idea - let's use it for market making / liquidity.

It's a sensible evolution of the fund in my view.



Quote from: Crypto Kong on February 17, 2019, 07:24:44 pm
Quote from: dh on February 17, 2019, 07:18:03 pm
I have a better idea. Forget about OMO and turn off market fees on bitassets.

With the use of DEXBot staggered orders all market fees would be turned into liquidity providing orders which continually increase in size through the compounding of profits from the back and forth of price.

This is the simplest, safest, most efficient way forward for open market operations.
3
General Discussion / Re: Review of OMO
« Last post by clockwork on February 17, 2019, 07:56:09 pm »
Quote from: Crypto Kong on February 17, 2019, 06:57:40 pm
Under no circumstance should borrowing be allowed.

To keep things simple have you considered setting up a DEXBot staggered orders strategy and using fees to continually top up the balance. This way any gained fees will always stay as orders providing liquidity and also stabalise the market by resisting price change.

Using DEXBot would also remove any decision making from yourself (or any single person) and parameters could be agreed upon by the community.

DEXBot can be ran from a free server setup by the comitee and once parameters agreed all that needs to be done is the account topped up with fees.

I like that...and a good showcase of the DEXbot
4
General Discussion / Re: Review of OMO
« Last post by Crypto Kong on February 17, 2019, 07:24:44 pm »
Quote from: dh on February 17, 2019, 07:18:03 pm
I have a better idea. Forget about OMO and turn off market fees on bitassets.

With the use of DEXBot staggered orders all market fees would be turned into liquidity providing orders which continually increase in size through the compounding of profits from the back and forth of price.

This is the simplest, safest, most efficient way forward for open market operations.
5
General Discussion / Re: Review of OMO
« Last post by dh on February 17, 2019, 07:18:03 pm »
I have a better idea. Forget about OMO and turn off market fees on bitassets.
6
General Discussion / Re: Review of OMO
« Last post by Crypto Kong on February 17, 2019, 06:57:40 pm »
Under no circumstance should borrowing be allowed.

To keep things simple have you considered setting up a DEXBot staggered orders strategy and using fees to continually top up the balance. This way any gained fees will always stay as orders providing liquidity and also stabalise the market by resisting price change.

Using DEXBot would also remove any decision making from yourself (or any single person) and parameters could be agreed upon by the community.

DEXBot can be ran from a free server setup by the comitee and once parameters agreed all that needs to be done is the account topped up with fees.
7
Technical Support / 1000 Candles of Historical HLOC from the DEX
« Last post by litepresence on February 17, 2019, 05:00:46 pm »
BTS/bitUSD



list of dicts of human readable numpy arrays

Code: [Select]
from websocket import create_connection as wss  # handshake to node
from json import dumps as json_dumps
from json import loads as json_loads
import matplotlib.pyplot as plt
from datetime import datetime
from pprint import pprint
import numpy as np
import time


def public_nodes():
    return [
        'wss://altcap.io/wss',
        'wss://api-ru.bts.blckchnd.com/ws',
        'wss://api.bitshares.bhuz.info/wss',
        'wss://api.bitsharesdex.com/ws',
        'wss://api.bts.ai/ws',
        'wss://api.bts.blckchnd.com/wss',
        'wss://api.bts.mobi/wss',
        'wss://api.bts.network/wss',
        'wss://api.btsgo.net/ws',
        'wss://api.btsxchng.com/wss',
        'wss://api.dex.trading/ws',
        'wss://api.fr.bitsharesdex.com/ws',
        'wss://api.open-asset.tech/wss',
        'wss://atlanta.bitshares.apasia.tech/wss',
        'wss://australia.bitshares.apasia.tech/ws',
        'wss://b.mrx.im/wss',
        'wss://bit.btsabc.org/wss',
        'wss://bitshares.crypto.fans/wss',
        'wss://bitshares.cyberit.io/ws',
        'wss://bitshares.dacplay.org/wss',
        'wss://bitshares.dacplay.org:8089/wss',
        'wss://bitshares.openledger.info/wss',
        'wss://blockzms.xyz/ws',
        'wss://bts-api.lafona.net/ws',
        'wss://bts-seoul.clockwork.gr/ws',
        'wss://bts.liuye.tech:4443/wss',
        'wss://bts.open.icowallet.net/ws',
        'wss://bts.proxyhosts.info/wss',
        'wss://btsfullnode.bangzi.info/ws',
        'wss://btsws.roelandp.nl/ws',
        'wss://chicago.bitshares.apasia.tech/ws',
        'wss://citadel.li/node/wss',
        'wss://crazybit.online/wss',
        'wss://dallas.bitshares.apasia.tech/wss',
        'wss://dex.iobanker.com:9090/wss',
        'wss://dex.rnglab.org/ws',
        'wss://dexnode.net/ws',
        'wss://england.bitshares.apasia.tech/ws',
        'wss://eu-central-1.bts.crypto-bridge.org/wss',
        'wss://eu.nodes.bitshares.ws/ws',
        'wss://eu.openledger.info/ws',
        'wss://france.bitshares.apasia.tech/ws',
        'wss://frankfurt8.daostreet.com/wss',
        'wss://japan.bitshares.apasia.tech/wss',
        'wss://kc-us-dex.xeldal.com/ws',
        'wss://kimziv.com/ws',
        'wss://la.dexnode.net/ws',
        'wss://miami.bitshares.apasia.tech/ws',
        'wss://na.openledger.info/ws',
        'wss://ncali5.daostreet.com/wss',
        'wss://netherlands.bitshares.apasia.tech/ws',
        'wss://new-york.bitshares.apasia.tech/ws',
        'wss://node.bitshares.eu/ws',
        'wss://node.market.rudex.org/wss',
        'wss://nohistory.proxyhosts.info/wss',
        'wss://openledger.hk/wss',
        'wss://paris7.daostreet.com/wss',
        'wss://relinked.com/wss',
        'wss://scali10.daostreet.com/wss',
        'wss://seattle.bitshares.apasia.tech/wss',
        'wss://sg.nodes.bitshares.ws/ws',
        'wss://singapore.bitshares.apasia.tech/ws',
        'wss://status200.bitshares.apasia.tech/wss',
        'wss://us-east-1.bts.crypto-bridge.org/ws',
        'wss://us-la.bitshares.apasia.tech/ws',
        'wss://us-ny.bitshares.apasia.tech/ws',
        'wss://us.nodes.bitshares.ws/wss',
        'wss://valley.bitshares.apasia.tech/ws',
        'wss://ws.gdex.io/ws',
        'wss://ws.gdex.top/wss',
        'wss://ws.hellobts.com/wss',
        'wss://ws.winex.pro/wss'
    ]


def wss_handshake(node):
    global ws
    ws = wss(node, timeout=5)


def wss_query(params):
    query = json_dumps({"method": "call",
                        "params": params,
                        "jsonrpc": "2.0",
                        "id": 1})
    ws.send(query)
    ret = json_loads(ws.recv())
    try:
        return ret['result']  # if there is result key take it
    except:
        return ret


def rpc_market_history(currency_id, asset_id, period, start, stop):

    ret = wss_query(["history",
                     "get_market_history",
                     [currency_id,
                      asset_id,
                      period,
                      to_iso_date(start),
                      to_iso_date(stop)]])
    return ret


def chartdata(pair, start, stop, period):
    pass  # as per extinctionEVENT cryptocompare call


def rpc_lookup_asset_symbols(asset, currency):
    ret = wss_query(['database',
                     'lookup_asset_symbols',
                     [[asset, currency]]])
    asset_id = ret[0]['id']
    asset_precision = ret[0]['precision']
    currency_id = ret[1]['id']
    currency_precision = ret[1]['precision']

    return asset_id, asset_precision, currency_id, currency_precision

def backtest_candles(raw):  # HLOCV numpy arrays

    # gather complete dataset so only one API call is required
    d = {}
    d['unix'] = []
    d['high'] = []
    d['low'] = []
    d['open'] = []
    d['close'] = []
    for i in range(len(raw)):
        d['unix'].append(raw[i]['time'])
        d['high'].append(raw[i]['high'])
        d['low'].append(raw[i]['low'])
        d['open'].append(raw[i]['open'])
        d['close'].append(raw[i]['close'])
    del raw
    d['unix'] = np.array(d['unix'])
    d['high'] = np.array(d['high'])
    d['low'] = np.array(d['low'])
    d['open'] = np.array(d['open'])
    d['close'] = np.array(d['close'])

    # normalize high and low data
    for i in range(len(d['close'])):
        if d['high'][i] > 2 * d['close'][i]:
            d['high'][i] = 2 * d['close'][i]
        if d['low'][i] < 0.5 * d['close'][i]:
            d['low'][i] = 0.5 * d['close'][i]

    return d

def from_iso_date(date):  # returns unix epoch given iso8601 datetime
    return int(time.mktime(time.strptime(str(date),
                                         '%Y-%m-%dT%H:%M:%S')))


def to_iso_date(unix):  # returns iso8601 datetime given unix epoch
    return datetime.utcfromtimestamp(int(unix)).isoformat()


def parse_market_history():

    ap = asset_precision  # quote
    cp = currency_precision  # base
    history = []
    for i in range(len(g_history)):
        h = ((float(int(g_history[i]['high_quote'])) / 10 ** cp) /
            (float(int(g_history[i]['high_base'])) / 10 ** ap))
        l = ((float(int(g_history[i]['low_quote'])) / 10 ** cp) /
            (float(int(g_history[i]['low_base'])) / 10 ** ap))
        o = ((float(int(g_history[i]['open_quote'])) / 10 ** cp) /
            (float(int(g_history[i]['open_base'])) / 10 ** ap))
        c = ((float(int(g_history[i]['close_quote'])) / 10 ** cp) /
            (float(int(g_history[i]['close_base'])) / 10 ** ap))
        cv = (float(int(g_history[i]['quote_volume'])) / 10 ** cp)
        av = (float(int(g_history[i]['base_volume'])) / 10 ** ap)
        vwap = cv / av
        t = int(min(time.time(),
               (from_iso_date(g_history[i]['key']['open']) + 86400)))
        history.append({'high': h,
                        'low': l,
                        'open': o,
                        'close': c,
                        'vwap': vwap,
                        'currency_v': cv,
                        'asset_v': av,
                        'time': t})
    return history

print("\033c")

node_id = 2
calls = 5  # number of requests
candles = 200  # candles per call
period = 86400  # data resolution
asset = 'BTS'
currency = 'USD'

# fetch node list
nodes = public_nodes()
# select one node from list
wss_handshake(nodes[node_id])
# gather cache data to describe asset and currency
asset_id, asset_precision, currency_id, currency_precision = (
    rpc_lookup_asset_symbols(asset, currency))
print(asset_id, asset_precision, currency_id, currency_precision)


full_history = []
now = time.time()
window = period * candles
for i in range((calls - 1), -1, -1):
    print('i', i)
    currency_id = '1.3.121'
    asset_id = '1.3.0'
    start = now - (i + 1) * window
    stop = now - i * window
    g_history = rpc_market_history(currency_id,
                                   asset_id,
                                   period,
                                   start,
                                   stop)
    print(g_history)
    history = parse_market_history()
    full_history += history

pprint(full_history)
print(len(full_history))

data = backtest_candles(full_history)

fig = plt.figure()
ax = plt.axes()
fig.patch.set_facecolor('black')
ax.patch.set_facecolor('0.1')
ax.yaxis.tick_right()
ax.spines['bottom'].set_color('0.5')
ax.spines['top'].set_color(None)
ax.spines['right'].set_color('0.5')
ax.spines['left'].set_color(None)
ax.tick_params(axis='x', colors='0.7', which='both')
ax.tick_params(axis='y', colors='0.7', which='both')
ax.yaxis.label.set_color('0.9')
ax.xaxis.label.set_color('0.9')
plt.yscale('log')

x = data['unix']
plt.plot(x, data['high'], color='white')
plt.plot(x, data['low'], color='white')
plt.plot(x, data['open'], color='aqua')
plt.plot(x, data['close'], color='blue')

plt.show()

RPC call to public node

get_market_history()

Is in graphene format; ie no decimal places, no human readable pricing

(min_to_receive/10^receive_precision) / (amount_to_sell/10^sell_precision)

gives you this:



I give you this:



crypto long, moar coinz short!

- uncle lp
8
中文(Chinese) / Re: 重启公市基金？
« Last post by ljk424 on February 17, 2019, 04:35:48 pm »
Quote from: bitcrab on February 17, 2019, 09:39:18 am
投票的WP已经创建，请投票：

1.14.166 Poll - Restart Open Market Operation
1.14.167 Poll - Do Not Restart Open Market Operation
已经设置bitcrab代理
9
中文(Chinese) / Re: 重启公市基金？
« Last post by bitcrab on February 17, 2019, 09:39:18 am »
投票的WP已经创建，请投票：

1.14.166 Poll - Restart Open Market Operation
1.14.167 Poll - Do Not Restart Open Market Operation
10
Stakeholder Proposals / [Poll]Restart Open Market Operation
« Last post by bitcrab on February 17, 2019, 08:30:37 am »
In the past 10 months, open market operation fund lost much in the big bear market. A simple summary can be found here: https://bitsharestalk.org/index.php?topic=27790.0

However, I believe that the market fee income should be used in supporting the smartcoin ecosystem. What we learned in the past 10 months will help us to optimize the policy in the future.

So I now suggest to restart the Open Market Operation with updated rules:

1.Open Market Operation Fund will not get BTS through worker proposal, it will only get the market fee of smartcoins as fund source.
2.Smartcoin borrowing will not be allowed.
3.BTS buying orders can be placed only when there is margin called orders stayed.
4.BTS selling orders can be placed only when the smartcoin has at least 0.5% discount.

the operation will still cover bitCNY and bitUSD, as bitUSD is in global settlement status, operation on bitUSD will start after bitUSD revive.

bitCNY operation account: committee-cnytrader
bitUSD operation account: committee-usdoperator

As ebit and witness.still are voted out of committee, the active key of committee-cnytrader will be changed to a 2/3 multisig of bitcrab, jademont and abit.

2 poll worker proposals have been created for this plan:

1.14.166 Poll - Restart Open Market Operation
1.14.167 Poll - Do Not Restart Open Market Operation

please vote according to your opinion.

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