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askmike / gekko

A bitcoin trading bot written in node - https://gekko.wizb.it/
MIT License
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Poloniex Error Live Trading @ CLI #1893

Closed rogelpm closed 5 years ago

rogelpm commented 6 years ago

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2018-02-09 23:46:22 (INFO): Setting up Gekko in realtime mode 2018-02-09 23:46:22 (INFO): 2018-02-09 23:46:22 (INFO): Setting up: 2018-02-09 23:46:22 (INFO): Candle writer 2018-02-09 23:46:22 (INFO): Store candles in a database 2018-02-09 23:46:22 (INFO):

2018-02-09 23:46:22 (INFO): Setting up: 2018-02-09 23:46:22 (INFO): Trading Advisor 2018-02-09 23:46:22 (INFO): Calculate trading advice 2018-02-09 23:46:22 (INFO): Using the strategy: CCI 2018-02-09 23:46:22 (WARN): TALIB indicators could not be loaded, they will be unavailable. 2018-02-09 23:46:23 (INFO): The trading method requests 10 minutes o f historic data. Checking availablity.. 2018-02-09 23:46:23 (INFO):

2018-02-09 23:46:23 (INFO): No usable local data available, trying t o get as much as possible from the exchange.. 2018-02-09 23:46:23 (DEBUG): Fetching exchange data since 10 minutes ago

Gekko encountered an error and can't continue

Error:

Gekko tried to retrieve data since 2018-02-09 20:36:00, however poloniex did not return any trades.

Meta debug info:

Gekko version: v0.5.13 Nodejs version: v8.9.3

Below is my config.js settings: // Everything is explained here: // @link https://gekko.wizb.it/docs/commandline/plugins.html

var config = {};

// ~~~~~~~~~~~~~~~~ // GENERAL SETTINGS // ~~~~~~~~~~~~~~~~

config.debug = true; // for additional logging / debugging

// ~~~~~~~~~~~~~~~~ // WATCHING A MARKET // ~~~~~~~~~~~~~~~~

config.watch = {

// see https://gekko.wizb.it/docs/introduction/supported_exchanges.html exchange: 'poloniex', currency: 'USDT', asset: 'BTC',

// You can set your own tickrate (refresh rate). // If you don't set it, the defaults are 2 sec for // okcoin and 20 sec for all other exchanges. // tickrate: 20 }

// ~~~~~~~~~~~~~~~~ // CONFIGURING TRADING ADVICE // ~~~~~~~~~~~~~~~~

config.tradingAdvisor = { enabled: true, method: 'CCI', candleSize: 10, historySize: 10, }

// Exponential Moving Averages settings: config.DEMA = { // EMA weight (α) // the higher the weight, the more smooth (and delayed) the line weight: 21, // amount of candles to remember and base initial EMAs on // the difference between the EMAs (to act as triggers) thresholds: { down: -0.025, up: 0.025 } };

// MACD settings: config.MACD = { // EMA weight (α) // the higher the weight, the more smooth (and delayed) the line short: 10, long: 21, signal: 9, // the difference between the EMAs (to act as triggers) thresholds: { down: -0.025, up: 0.025, // How many candle intervals should a trend persist // before we consider it real? persistence: 1 } };

// PPO settings: config.PPO = { // EMA weight (α) // the higher the weight, the more smooth (and delayed) the line short: 12, long: 26, signal: 9, // the difference between the EMAs (to act as triggers) thresholds: { down: -0.025, up: 0.025, // How many candle intervals should a trend persist // before we consider it real? persistence: 2 } };

// Uses one of the momentum indicators but adjusts the thresholds when PPO is bullish or bearish // Uses settings from the ppo and momentum indicator config block config.varPPO = { momentum: 'TSI', // RSI, TSI or UO thresholds: { // new threshold is default threshold + PPOhist * PPOweight weightLow: 120, weightHigh: -120, // How many candle intervals should a trend persist // before we consider it real? persistence: 0 } };

// RSI settings: config.RSI = { interval: 14, thresholds: { low: 30, high: 70, // How many candle intervals should a trend persist // before we consider it real? persistence: 1 } };

// TSI settings: config.TSI = { short: 13, long: 25, thresholds: { low: -25, high: 25, // How many candle intervals should a trend persist // before we consider it real? persistence: 1 } };

// Ultimate Oscillator Settings config.UO = { first: {weight: 4, period: 7}, second: {weight: 2, period: 14}, third: {weight: 1, period: 28}, thresholds: { low: 30, high: 70, // How many candle intervals should a trend persist // before we consider it real? persistence: 1 } };

// CCI Settings config.CCI = { constant: 0.015, // constant multiplier. 0.015 gets to around 70% fit history: 90, // history size, make same or smaller than history thresholds: { up: 100, // fixed values for overbuy upward trajectory down: -100, // fixed value for downward trajectory persistence: 0 // filter spikes by adding extra filters candles } };

// StochRSI settings config.StochRSI = { interval: 3, thresholds: { low: 20, high: 80, // How many candle intervals should a trend persist // before we consider it real? persistence: 3 } };

// custom settings: config.custom = { my_custom_setting: 10, }

config['talib-macd'] = { parameters: { optInFastPeriod: 10, optInSlowPeriod: 21, optInSignalPeriod: 9 }, thresholds: { down: -0.025, up: 0.025, } }

// ~~~~~~~~~~~~~~~~ // CONFIGURING PLUGINS // ~~~~~~~~~~~~~~~~

// do you want Gekko to simulate the profit of the strategy's own advice? config.paperTrader = { enabled: true, // report the profit in the currency or the asset? reportInCurrency: true, // start balance, on what the current balance is compared with simulationBalance: { // these are in the unit types configured in the watcher. asset: 1, currency: 100, }, // how much fee in % does each trade cost? feeMaker: 0.15, feeTaker: 0.25, feeUsing: 'maker', // how much slippage/spread should Gekko assume per trade? slippage: 0.05, }

config.performanceAnalyzer = { enabled: true, riskFreeReturn: 5 }

// Want Gekko to perform real trades on buy or sell advice? // Enabling this will activate trades for the market being // watched by config.watch. config.trader = { enabled: false, key: 'R45INL7A-SEVONVD6-N544ZQNX-xxxxxx', secret: 'xxxxxxx5a286b7668764ad63ba4cc7b05805xxxxx7b5xxx4698a6ea5a4bcd26792dda1e6c71cf3ddab9dc3df1ff6ee11130451b', username: '', // your username, only required for specific exchanges. passphrase: '', // GDAX, requires a passphrase. orderUpdateDelay: 1, // Number of minutes to adjust unfilled order prices }

config.adviceLogger = { enabled: false, muteSoft: true // disable advice printout if it's soft }

config.pushover = { enabled: false, sendPushoverOnStart: false, muteSoft: true, // disable advice printout if it's soft tag: '[GEKKO]', key: '', user: '' }

// want Gekko to send a mail on buy or sell advice? config.mailer = { enabled: false, // Send Emails if true, false to turn off sendMailOnStart: true, // Send 'Gekko starting' message if true, not if false

email: '', // Your Gmail address muteSoft: true, // disable advice printout if it's soft

// You don't have to set your password here, if you leave it blank we will ask it // when Gekko's starts. // // NOTE: Gekko is an open source project < https://github.com/askmike/gekko >, // make sure you looked at the code or trust the maintainer of this bot when you // fill in your email and password. // // WARNING: If you have NOT downloaded Gekko from the github page above we CANNOT // guarantuee that your email address & password are safe!

password: '', // Your Gmail Password - if not supplied Gekko will prompt on startup.

tag: '[GEKKO] ', // Prefix all email subject lines with this

        //       ADVANCED MAIL SETTINGS
        // you can leave those as is if you
        // just want to use Gmail

server: 'smtp.gmail.com', // The name of YOUR outbound (SMTP) mail server. smtpauth: true, // Does SMTP server require authentication (true for Gmail) // The following 3 values default to the Email (above) if left blank user: '', // Your Email server user name - usually your full Email address 'me@mydomain.com' from: '', // 'me@mydomain.com' to: '', // 'me@somedomain.com, me@someotherdomain.com' ssl: true, // Use SSL (true for Gmail) port: '', // Set if you don't want to use the default port }

config.pushbullet = { // sends pushbullets if true enabled: false, // Send 'Gekko starting' message if true sendMessageOnStart: true, // disable advice printout if it's soft muteSoft: true, // your pushbullet API key key: 'xxx', // your email, change it unless you are Azor Ahai email: 'jon_snow@westeros.org', // will make Gekko messages start mit [GEKKO] tag: '[GEKKO]' };

config.kodi = { // if you have a username & pass, add it like below // http://user:pass@ip-or-hostname:8080/jsonrpc host: 'http://ip-or-hostname:8080/jsonrpc', enabled: false, sendMessageOnStart: true, }

config.ircbot = { enabled: false, emitUpdates: false, muteSoft: true, channel: '#your-channel', server: 'irc.freenode.net', botName: 'gekkobot' }

config.telegrambot = { enabled: false, emitUpdates: false, token: 'YOUR_TELEGRAM_BOT_TOKEN', botName: 'gekkobot' }

config.twitter = { // sends pushbullets if true enabled: false, // Send 'Gekko starting' message if true sendMessageOnStart: false, // disable advice printout if it's soft muteSoft: false, tag: '[GEKKO]', // twitter consumer key consumer_key: '', // twitter consumer secret consumer_secret: '', // twitter access token key access_token_key: '', // twitter access token secret access_token_secret: '' };

config.xmppbot = { enabled: false, emitUpdates: false, client_id: 'jabber_id', client_pwd: 'jabber_pw', client_host: 'jabber_server', client_port: 5222, status_msg: 'I\'m online', receiver: 'jabber_id_for_updates' }

config.campfire = { enabled: false, emitUpdates: false, nickname: 'Gordon', roomId: null, apiKey: '', account: '' }

config.redisBeacon = { enabled: false, port: 6379, // redis default host: '127.0.0.1', // localhost // On default Gekko broadcasts // events in the channel with // the name of the event, set // an optional prefix to the // channel name. channelPrefix: '', broadcast: [ 'candle' ] }

config.slack = { enabled: false, token: '', sendMessageOnStart: true, muteSoft: true, channel: '' // #tradebot }

config.ifttt = { enabled: false, eventName: 'gekko', makerKey: '', muteSoft: true, sendMessageOnStart: true }

config.candleWriter = { enabled: false }

config.adviceWriter = { enabled: false, muteSoft: true, }

// ~~~~~~~~~~~~~~~~ // CONFIGURING ADAPTER // ~~~~~~~~~~~~~~~~

config.adapter = 'sqlite';

config.sqlite = { path: 'plugins/sqlite',

dataDirectory: 'history', version: 0.1,

journalMode: require('./web/isWindows.js') ? 'DELETE' : 'WAL',

dependencies: [] }

// Postgres adapter example config (please note: requires postgres >= 9.5): config.postgresql = { path: 'plugins/postgresql', version: 0.1, connectionString: 'postgres://user:pass@localhost:5432', // if default port database: null, // if set, we'll put all tables into a single database. schema: 'public', dependencies: [{ module: 'pg', version: '6.1.0' }] }

// Mongodb adapter, requires mongodb >= 3.3 (no version earlier tested) config.mongodb = { path: 'plugins/mongodb', version: 0.1, connectionString: 'mongodb://mongodb/gekko', // connection to mongodb server dependencies: [{ module: 'mongojs', version: '2.4.0' }] }

// ~~~~~~~~~~~~~~~~ // CONFIGURING BACKTESTING // ~~~~~~~~~~~~~~~~

// Note that these settings are only used in backtesting mode, see here: // @link: https://gekko.wizb.it/docs/commandline/backtesting.html

config.backtest = { daterange: 'scan', batchSize: 50 }

// ~~~~~~~~~~~~~~~~ // CONFIGURING IMPORTING // ~~~~~~~~~~~~~~~~

config.importer = { daterange: { // NOTE: these dates are in UTC from: "2017-11-01 00:00:00" } }

// set this to true if you understand that Gekko will // invest according to how you configured the indicators. // None of the advice in the output is Gekko telling you // to take a certain position. Instead it is the result // of running the indicators you configured automatically. // // In other words: Gekko automates your trading strategies, // it doesn't advice on itself, only set to true if you truly // understand this. // // Not sure? Read this first: https://github.com/askmike/gekko/issues/201 config['I understand that Gekko only automates MY OWN trading strategies'] = true;

module.exports = config;

askmike commented 6 years ago

Your IP at poloniex is most likely banned? Can you try the exact same config from another IP?

rogelpm commented 6 years ago

I tried to run the same config from another IP, still the same issues. I do not have problem in back testing and importing data but when it comes to live trading the error below keeps showing.

Gekko encountered an error and can't continue

Error:

Gekko tried to retrieve data since 2018-02-09 20:36:00, however poloniex did not return any trades

stale[bot] commented 5 years ago

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions. If you feel this is very a important issue please reach out the maintainer of this project directly via e-mail: gekko at mvr dot me.