Author Topic: BitSuperLab please fix your feeds  (Read 9960 times)

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Offline alt

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the publish rule is come from bytemaster's advice, here is it
Quote
   5   #When attempting to write a market maker the slow movement of the feed can be difficult.
 76   #I would recommend the following:
 77   #if  REAL_PRICE < MEDIAN and YOUR_PRICE > MEDIAN publish price
 78   #if  you haven't published a price in the past 20 minutes
 79   #   if  REAL_PRICE > MEDIAN  and  YOUR_PRICE < MEDIAN and abs( YOUR_PRICE - REAL_PRICE ) / REAL_PRICE  > 0.005 publish price
 80   #The goal is to force the price down rapidly and allow it to creep up slowly.
 81   #By publishing prices more often it helps market makers maintain the peg and minimizes opportunity for shorts to sell USD below the peg that the market makers then have to absorb.
 82   #If we can get updates flowing smoothly then we can gradually reduce the spread in the market maker bots.
 83   #*note: all prices in USD per BTS

Offline jsidhu

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I think the problem maybe because of USD market is out of control yesterday.
delegate should adjust the weight for every market, change scale_xxx at   config.json
Code: [Select]
  "market_weight": {
    "common": "weight depenth on (depth * scale)",
    "common1": "include depth between price*(1-depth_change) and price*(1+depth_change)",
    "depth_change": 0.03,
    "scale_bts_usd": 0.5,
    "scale_bts_cny": 1,
    "scale_btc38": 1,
    "scale_yunbi": 1,
    "scale_bter": 0
  },

Seems most ppl use bitsuperlab's price feed scripts because it comes first in the how to guide so most ppl use it.

Xeroc's feeds seem to track better and are off by 1% on average... that is a big difference. Please fix the price feed or everyone should switch to xeroc's.

But gold was updating.. silver wasn't.. gold was down by 1% while silver was the same.. it took some time for silver to finally start catching up..
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Offline alt

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I think the problem maybe because of USD market is out of control yesterday.
delegate should adjust the weight for every market, change scale_xxx at   config.json
Code: [Select]
  "market_weight": {
    "common": "weight depenth on (depth * scale)",
    "common1": "include depth between price*(1-depth_change) and price*(1+depth_change)",
    "depth_change": 0.03,
    "scale_bts_usd": 0.5,
    "scale_bts_cny": 1,
    "scale_btc38": 1,
    "scale_yunbi": 1,
    "scale_bter": 0
  },

Seems most ppl use bitsuperlab's price feed scripts because it comes first in the how to guide so most ppl use it.

Xeroc's feeds seem to track better and are off by 1% on average... that is a big difference. Please fix the price feed or everyone should switch to xeroc's.

Offline xeroc

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I am running the script every 9 minutes now ..
Code: [Select]
coin@minecraft:~$ /home/coin/bitshares-pytools/delegate-feed/main.py ALL
Loading data: yahoo, Yunbi, BTC38, BTer, Poloniex, bittrex -- done. Calculating bts feeds prices and checking publish rules.
+--------+-------------+-------------+-------------+-------------------+---------------+-----------------------+-----------------+--------------------+----------------+
|  asset |    my price |     my mean |   my median | blockchain median | % change (my) | % change (blockchain) | % std exchanges | % spread exchanges |    last update |
+--------+-------------+-------------+-------------+-------------------+---------------+-----------------------+-----------------+--------------------+----------------+
|    BTC |  0.00003208 |  0.00003424 |  0.00003190 |        0.00003138 |      -0.00002 |               0.00007 |        -0.55994 |           34.87154 | 0:05:28.358102 |
| SILVER |  0.00061402 |  0.00062073 |  0.00061585 |        0.00060565 |      -0.00051 |               0.00084 |         0.29749 |            1.88576 | 0:05:28.358277 |
|   GOLD |  0.00000817 |  0.00000834 |  0.00000820 |        0.00000807 |      -0.00001 |               0.00001 |         0.29749 |            3.85298 | 0:05:28.358474 |
|    TRY |  0.02461504 |  0.02488039 |  0.02468827 |        0.02428019 |      -0.01995 |               0.03348 |         0.29749 |            1.85849 | 0:05:28.358681 |
|    SGD |  0.01307933 |  0.01322029 |  0.01311824 |        0.01290005 |      -0.01107 |               0.01793 |         0.29749 |            1.85801 | 0:05:28.358855 |
|    HKD |  0.07323128 |  0.07402157 |  0.07344913 |        0.07224605 |      -0.06119 |               0.09852 |         0.29749 |            1.86086 | 0:05:28.359011 |
|    RUB |  0.58037768 |  0.58668129 |  0.58210423 |        0.57722316 |      -0.41293 |               0.31545 |         0.29749 |            1.87476 | 0:05:28.359184 |
|    SEK |  0.08134566 |  0.08222397 |  0.08158765 |        0.08032429 |      -0.06028 |               0.10214 |         0.29749 |            1.86197 | 0:05:28.359351 |
|    NZD |  0.01309006 |  0.01323130 |  0.01312901 |        0.01289887 |      -0.01081 |               0.01912 |         0.29749 |            1.86034 | 0:05:28.359521 |
|    CNY |  0.05902441 |  0.05966100 |  0.05920000 |        0.05822609 |      -0.04784 |               0.07983 |         0.29749 |            1.85955 | 0:05:28.359710 |
|    MXN |  0.14570331 |  0.14727040 |  0.14613676 |        0.14368973 |      -0.11085 |               0.20136 |         0.29749 |            1.85360 | 0:05:28.363558 |
|    CAD |  0.01202396 |  0.01215356 |  0.01205973 |        0.01186628 |      -0.00960 |               0.01577 |         0.29749 |            1.85826 | 0:05:28.363727 |
|    CHF |  0.00950887 |  0.00961143 |  0.00953716 |        0.00938189 |      -0.00896 |               0.01270 |         0.29749 |            1.85961 | 0:05:28.364509 |
|    AUD |  0.01243169 |  0.01256575 |  0.01246867 |        0.01226248 |      -0.01029 |               0.01692 |         0.29749 |            1.85938 | 0:05:28.364710 |
|    GBP |  0.00630906 |  0.00637712 |  0.00632783 |        0.00623020 |      -0.00517 |               0.00789 |         0.29749 |            1.85992 | 0:05:28.364915 |
|    JPY |  1.14388392 |  1.15645820 |  1.14728685 |        1.12845345 |      -1.15104 |               1.54305 |         0.29749 |            1.90103 | 0:05:28.365074 |
|    EUR |  0.00893483 |  0.00903126 |  0.00896141 |        0.00882361 |      -0.00868 |               0.01112 |         0.29749 |            1.86095 | 0:05:28.365246 |
|    USD |  0.00942220 |  0.00952382 |  0.00945023 |        0.00929769 |      -0.00776 |               0.01245 |         0.29749 |            1.85955 | 0:05:28.365432 |
|    KRW | 10.73171087 | 10.82715000 | 10.76363650 |       10.58601807 |      -8.69817 |              14.56928 |         0.29749 |            1.48115 | 0:05:28.365597 |
+--------+-------------+-------------+-------------+-------------------+---------------+-----------------------+-----------------+--------------------+----------------+
I guess I am calculating some numbers wrongly that decide whether to push a new price or not .. (see KRW).

Gonna have to go through the math again .. Won't happen today I fear ... Will keep you posted!

Offline BunkerChainLabs-DataSecurityNode

The issue with the feed scripts currently is that too few BTS pairs are traded on exchanges .. if there were more BTS/CNY, BTS/USD, BTS/BTC and BTS/EUR .. taking the 'average price' for gold silver etc. would smooth out more ..

also the volatility of BTC makes it difficult IMHO .. atm we should run the feed script more often to track the price better

How often would you suggest now?
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Offline xeroc

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The issue with the feed scripts currently is that too few BTS pairs are traded on exchanges .. if there were more BTS/CNY, BTS/USD, BTS/BTC and BTS/EUR .. taking the 'average price' for gold silver etc. would smooth out more ..

also the volatility of BTC makes it difficult IMHO .. atm we should run the feed script more often to track the price better

Offline jsidhu

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Seems most ppl use bitsuperlab's price feed scripts because it comes first in the how to guide so most ppl use it.

Xeroc's feeds seem to track better and are off by 1% on average... that is a big difference. Please fix the price feed or everyone should switch to xeroc's.
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