June, 27-29

[Odessit007]

• [X] Web-site enhancement:
  • [X] Make web-site collect exchanges' data autonomously
  • [X] Change error in footer on web-site
  • [ ] Add progress bars
• [X] Find out taker trading fees for the following exchanges (add to wiki and to orders_config.json):
  • [X] Binance: 0.1% (maker and taker)
  • [X] Bitfinex: 0.2% (taker for monthly volume less than 500K USD)
  • [X] Bitstamp:
    • 0.25% (taker fee for monthly volume less than 20K USD)
    • 0.24% (20K - 100K)
  • [x] Bittrex: 0.25% (maker and taker)
  • [X] CEX:
    • 0.25% (taker for monthly volume less than 5 BTC)
    • 0.23% (taker for monthly volume less than 30 BTC)
  • [X] CoinsBank:
    • 0.5% (maker and taker)
    • currency to take the fee from can be selected in Trading interface
  • [X] Cryptopia: 0.2% (maker and taker, found here: https://www.cryptopia.co.nz/api/GetTradePairs)
  • [X] EXMO: 0.2% (maker and taker)
  • [X] GDAX: 0.3% (taker fee for monthly volume less than 10M USD)
  • [X] Kraken:
    • 0.26% (taker fee for monthly volume less than 50K USD)
    • 0.24% (taker fee for monthly volume less than 100K USD)
  • [X] KuCoin: 0.1% (maker and taker)
  • [X] LakeBTC: 0.2% (taker fee)
  • [X] LiveCoin: 0.18% (maker and taker for monthly volume less than 100K USD)
  • [X] Poloniex: 0.2% (taker fee for monthly volume less that 500K USD)
• [ ] Bot enhancement:
  • [ ] Think how bot can be made to accept list of exchanges from configuration file
  • [X] Prevent bot from making extra requests to get balances
  • [ ] Think how bot can be made to monitor only currencies with positive balances
  • [ ] Add GDAX to bot:
    • [X] hashing
    • [X] getting balances
    • [x] getting minimum allowed order volumes
    • [x] making order
    • [ ] perform test run of bot with GDAX
  • [ ] refactor bot to use bot_utils.py library
  • [ ] perform test run of bot with refactored code
• [ ] Logging and analysis:
  • [X] Visualization: pairwise potential arbitrage (as a table: rows and cols are exchanges, cella (A, B) contains the number of observations where A's BID was higher than B's ASK
  • [X] Move to "Pay as you go" plan on Azure and export database to local machine
  • [X] Update logger so that it takes fees into consideration while matching orders
  • [X] Run MongoDB on Azure
  • [x] Finish mini-logger (collects and saves top orders for each exchange)
  • [ ] Finish arbitrage analysis tool (allows to find arbitrage on historical data for specified list of exchanges with specified available balances)
  • [x] Add documentation on data structures used in and returned by bot_utils:
    • [X] data
    • [X] order_books
    • [x] current_balance
    • [x] our_orders
  • [x] Run mini-logger on Azure
  • [ ] ~Try to run logger on local server~ (DELAYED DUE TO TRYING TO CONTINUE USING AZURE)

[Lena19]

Difference between matching in bot and matching in logger:

1. Parameters Bot: order books for all pairs, dictionary of balances, alpha(optional) Logger: bids and asks separately for one pair, d (to become logging entry)
2. Optimal points Bot: no such option Logger: counts them
3. Fee Bot: counts fee in Logger: doesn't count fee in
4. Some other minor differences in algorithm
5. Returned values Bot: list of orders for all pairs. Contains required base and quote amounts, profit, buy orders and sell orders Logger: returns nothing, just makes logging entry from variable d, which contains profit, amount, trade count, optimal point amount, optimal point profit, amount points, profit points, bid and ask orders