[ANN] ALix BETA - Exchange volume based automated liquidity index

All above pairs are now live.

https://alix.coinerella.com/?pairs_available

{“error”:“false”,“available”:[{“pair”:“poloniex_btc_nbt”},{“pair”:“bittrex_btc_nbt”},{“pair”:“southx_btc_nbt”},{“pair”:“southx_nbt_usd”},{“pair”:“cryptsy_nbt_btc”},{“pair”:“cryptsy_nbt_usd”},{“pair”:“bter_nbt_cny”},{“pair”:“bter_nbt_btc”},{“pair”:“ccedk_nbt_usd”},{“pair”:“ccedk_nbt_btc”},{“pair”:“ccedk_nbt_ppc”},{“pair”:“ccedk_nbt_eur”},{“pair”:“hitbtc_nbt_btc”}]}

3 Likes

Re the ccedk_nbt_ppc pair. That is currently not supported in the ALPs software (no feed). I believe the nbt_cny pair is. Both don’t have an active grant against them anyway. One can only provide free liquidity on those pairs :wink:

raw.coinerella.com

and

alix.coinerella.com

are now deployed on a HA server structure.

Enjoy!

2 Likes

I’ve dedicated nearly my whole weekend to ALix development, but I must say: I’m quite pleased with the outcome.

Data gathering is resilient. The HA server structure works like a charm as well so far.
Also, testing fail over scenarios went rather well. Switching from master to backup server will take ~30-60 seconds.
I’ve tried accessing the URL from several devices after the switch from different VPN locations. On some it was instant, others took up to a minute until the backup server was serving them.
My guess is, that this is due to CloudFlare propagating the changed IPs among their globally distributed (DNS) servers.

Given the fact that the total cost for the infrastructure is currently far under 100 USD per month, one or two minutes down time in case the master server goes down is acceptable.

One other thing…
My recent thoughts on ALix development:

What about live exchange wall tracking? I’m thinking of scanning exchange order books and filter the elements by comparing the spread with the current BTC/NBT/CNY price from the NuBot price feeds.

NuBot analyses the walls already, but this data is not available publicly, is it @desrever @woolly_sammoth?
Are we doing wall analysis outside NuBot?

Example:

{"error":"null", "pair":"poloniex_btc_nbt", "order_book":[{"spread":"0.1", "side": "ask", "amount":"1000"}]}

Edit:

I must have over read that, sorry. That sounds an awful lot like the thing I had in mind.

2 Likes

uuups, I’ve missed the notification somehow.

Congrats for the great job, I am so glad we have talented people all around building services for Nu!

Analysing the orderbook is a good idea, but should also be taken carefully since manipulating orderbooks is free of charge. So, make sure no critical decisions are taking only by looking at orderbooks.

I am not sure I understand thi last bit. Would you mind to expand/clarify?

Currently NuBot has the capability to extract an analyse OrderBooks, but it’s not being used live. It will be used in the future tho.

1 Like

Grouping the exchange order book items by spread calculated with the current price feeds.

Spread: 0.1 - order volume: 1234
Spread: 0.13 - order volume: 5678
[…]

Better or worse now? :zap:

Yes. But then again: The volume I’m gathering currently is also coming directly from the exchanges.
How do you imagine gathering t1(frame) then, if not by order book analysis?

Ok so, let me rephrase it to make sure I understand it.

You want to get the cumulative amount of liquidity available, across exchanges, given a certain offset from 1$…

It will reply the answer the question : ‘How much sell|buy liquidity is available right now across all exchanges untill the price of 1,xx $’ ?

Is my understanding correct ? (note that I tend to talk about offset expressed in $ rather than spreads which are ambiguous metrics

I know volumes can be manipulated (and they also are, especially mainstream BTC exchanges are doing this daily lately) , however to manipulate an exchange you have to be the exchange owner, to manipulate the orderbook you just need an account. So it is less likely that the exchange owner itself will take advantage of volume faking for purpuses of defeating our liquidity distribution mechanism .

How do you imagine gathering t1(frame) then, if not by order book analysis?

By triangulating it with liquidity info. Each liquidity info comes with an identifier you can retrieve with getliquiditydetails , and the identifier should be formed as following tier:pair:exchange:sessionid .

Example : 2:BTCNBT:ccedk:0.1.5_1424193501841_d5ef77

This way you can parse the identifier and see if it matches the orderbook… If you detect a big difference than its either a fake, a bug, or a lack of correct reporting by liquidity operator.

1 Like

Updated query string for volume!! see main post

New in the beta:
https://alix.coinerella.com/walls/?json

{“timestamp”:1446214562,“btc_usd”:“322.39”,“exchanges”:[{“pair”:“poloniex_btc_nbt”,“amount”:{“tolerance”:“1.5”,“ask_total”:19531.08521977,“bid_total”:32229.36249618}},{“pair”:“bittrex_btc_nbt”,“amount”:{“tolerance”:“1.5”,“ask_total”:9197.12037344,“bid_total”:7246.15995558}}]}

Updated every minute. Currently supporting Bittrex and Poloniex BTC/NBT pairs.

Provides the current t1 buy and sell walls on the pairs with 1.5 tolerance from the last bitstamp/bitfinex/coinbase price (fail over in that order.)

added bter_nbt_cny and bter_nbt_btc to the json.

That’s so incredibly useful.

You had a “by the way”, I scrolled up a few posts and down again and it was gone. Almost thought I was hallucinating. Interesting that post edits work that way…

1 Like

Heh, yah sorry I decided to put it in a different thread:
[Passed] NuPond Term 5 Fixed Cost Motion

Love the wall analyzer though, really nice to have another independent way to check on what’s happening.

Glad you like it. I’m working on a ui, so shareholders can see all walls at once.

1 Like

https://alix.coinerella.com/walls/

Will show a very rudimentary UI now. :beers:
It’s so basic, I’m not even going to put it in the documentation for now.
I’ll work on beautifying this.

1 Like

hitbtc_nbt_btc
southx_btc_nbt
southx_nbt_usd

added to

https://alix.coinerella.com/walls/ and
https://alix.coinerella.com/walls/?json

Changed price feed routine from bitstamp/bitfinex/coinbase to bitfinex/coinbase/bitstamp (like pybot does)

1 Like

https://alix.coinerella.com/walls/

More pleasing to the eye now.
Check it out!

Happy to hear any feedback. What exchange pair should I add next?

3 Likes

Looks good and much better than the bright white one!
What exchange pair next? All! :smile:
Seriously - what about ccedk?

1 Like

… that’s 5 pairs at once :smiley:
I just broke the css. dunno why.
Brb.

Edit: Looking how it’s supposed to.

what about cryptsy?
NBT/USD and NBT/BTC enabled now.

https://alix.coinerella.com/walls/

I’m still trying to figure out if those 500 NBT on the NBT/BTC sell side are a wall. It seems so, but the price I’ve calculated in a snapshot a few minutes ago is around 1,023 NBT, which is a bit far above the 1.015 NBT tolerance.

1 Like

https://alix.coinerella.com/walls/

now automatically sorting by total volume on the pair.

4 Likes