btce_bot

BTC-E trading bot written in C++/Python using ROS. All BTC-e API was taken from this repo. This bot uses multiple MACD filters along with other hueristics to identify optimal sell and buy times and execute trades using BTC-e's API. Can also be used to collect raw ticker data from BTC-e for post processing. Each of the packages in the src directory are explained in detail inside their respective directories.

###Install

• You'll first have to install the python BTC-e API (link to repo above)
• Install ROS
  • Project was written on Ubuntu 12.04 using ROS Hydro
• cd to btce_bot directory
  • Run catkin_make command
  • Run source devel/setup.bash command

###Examples

• To launch the ticker/data collector run roslaunch launch/ticker.launch
  • This will publish the following trade pairs to topics: btc_usd, btc_ltc, ltc_usd
  • To change these values simple add another node in the ticker.launch file
• To launch a MACD node do one of the following:
  • Run the command roslaunch launch/lots_of_macd.launch
    • This will launch a bunch of MACD nodes along with the sell_signal_filter_node. You can get a list of the current nodes by running rosnode list.
  • Manually start a node with rosrun, here's an example:

rosrun macd_sell_signal macd_sell_signal_node _trade_pair:="btc_usd" _short:="11" _long:="25" _sig:="8" 
_period:="10" _num_old_periods:="15" _spread_window:="40" _spread_value:="1.25"

• To plot MACD/ticker values for a certain MACD node, run the following (change values of macd accordingly):

rosrun plot_macd plot_macd_node.py _macd_array_service:="macd_11_25_8_x10/macd_array"

####Known Issues

• (Might have fixed it, haven't seen it since March 6th) When ticker_publisher nodes are running and save_load ticker node is running too, after they've been running for a very long time(>1 hour) if a new macd_sell_signal node is started, the service that requests the history will fail, causing the save_load_ticker node to crash although the new MACD node starts up without any issues, it just has no history, so the filter has to settle down
• Sell signal filter node keeps crashing after it's running for a while, no idea why
• (Only saw this happen once, March 8th) When the user_interface_node initializes, it makes a call to the /sell_history service so it can load all the sells and display them to the user. That call to that service failed, still trying to figure this one out.