NuPond

[Nagalim]

I don’t put advanced trading parameters in the guide. They’re in the config file, is that not verbose enough? These are advanced strategies, and they actually don’t really work if literally everyone does them. The idea is that these strategies only work if some custodians behave differently than others.

Btw, these strategies are also totally applicable to any other pool, not just nupond. This particular one is taking advantage of the fixed cost deal, but shifts and fillfactor are totally applicable on any other pool.

[mhps]

I don’t put advanced trading parameters in the guide. They’re in the config file, is that not verbose enough? These are advanced strategies, and they actually don’t really work if literally everyone does them. The idea is that these strategies only work if some custodians behave differently than others.

This is really twisted. Lasttime when I tried shift I didn’t understand all its behavior, part of the reason being no clear document partly might be that the version of software i checked out didn’t work. I never knew. It was frustrating to be a lab rat. Do you want people to use your s/w or do you not?

[Nagalim]

Did fillfactor work out alright? I haven’t wired shift out to all the config files properly, so you are right that it is undocumented. I’ll do some updates to the github. Sorry that you got frustrated.

[mhps]

Did fillfactor work out alright?

Can you explain or point to a where fillfactor is explained , including its function and an example with numbers.

[Nagalim]

This is what it says in the config file:

Maximum NBT to place on sell side

There actually has been an update that makes it work on both sell and buy side and I should probably have documented that as such. With numbers it would be like: if you have a fill factor of 20 and you have 100 NBT in your account it will put up 20 NBT. If you have a billion NBT in your account, it will still only put up 20 NBT. If those 20 NBT are sold, it will put up another 20. Nubot will make this feature completely obsolete, but it’s useful in the current ALP incarnation for running multiple pools on one account at the very least. At the best, it’s a T2 strategy.

What would be the best way to explain this to users?

[mhps]

So the fillfactor is not a factor (to multiply) but an amount?

[Nagalim]

yah, should I call it ‘fill amount’?

[mhps]

Maybe, if no oneelse is against it. You see it’s important to explain code with examples.

[Nagalim]

So what I really need to do is one last complicated updated. In this update I should upgrade shift and the fill parameter into a list or something. I want to have buy fill and sell fill separately controllable and I want to allow users to have both auto and manual shifts with individual magnitude for each. Then I’ll get on the documentation for real.

[zoro]

i get socket error when i try CNY pool.
server:3333=nupond.net
unit=cny
exchange=bter

[huafei]

change port to 3335

[zoro]

thanks!
I am trying this fillfactor, it is working great!
I have an idea about this fillfactor. What if we can make it work between our NBT wallet and the exchange?
I guess it could be like transferring from T3 --> T1 thus eliminate T1+T2 fund risks due to exchange’s hack!
The downside will be the time refilling sell side (some minutes due to transferring) and some other risks i cannot think of.

[Nagalim]

NuBot 0.7.1 has T3 liquidity management on the roadmap.

[Nagalim]

@mhps Let me know if this makes sense if I put it in the config file of the ALP software:

Determines window of allowed price deviation.

0.0025 for crypto, 0.0015 for fiat, 0.0005 for USD

deviation = 0.0015

How far away from price to place orders. ex: 0.002 is 0.2%, or 0.4% spread

offset + deviation + autoshift + manualshift + 0.0005 = server tolerance

offset = 0.0075

Changes the price orders get placed at with respect to the price feed.

AutoShift + ManualShift < Offset + Exchange Fee

^ Very Important!!! ^

‘Auto’ causes a shift based on your buy:sell ratio.

ex: a 0.002 automatic shift with 75% sell side causes a 0.1% decrease in price

‘Manual’ can be positive or negative

ex: a -0.002 manual shift causes a 0.2% decrease in price.

shift = {‘auto’:0.0055,‘manual’:0.0}

Maximum volume (positive real), in NBT, of bid and ask orders. Ask is always NBT.

Use1: Multiple pools on a single exchange fighting over NBT.

Use2: Not putting all funds in an order at once. 1.5 minimum.

fillfactor = {‘bid’:10000,‘ask’:10000}

[zoro]

This ‘bid’ ‘ask’ in fillfactor is already working? in what ALP version?

[Nagalim]

I’m still updating. I pushed an update, but the config files didn’t update properly. Still, the trading.py and client.py should now support the above parameters.

I pushed this update about a minute ago. I’ll work on a patch tomorrow morning for the config files and double check a couple things. Download at your own risk or whatever.

[Nagalim]

OK! New software here:

Nagalim/alp-collection

Only the Bter config files are properly formatted, all other pools won’t work properly (I think the program probably crashes) because the fill factor needs to be a dictionary. I suppose I probably should have made it support the old style, but I didn’t. Anyway, this update is basically feature complete as far as my efforts on this software go. I will still debug and what have you, but I’m not going to be adding any additional config parameters beyond these.

[mhps]

@mhps Let me know if this makes sense if I put it in the config file of the ALP software:

Somehow I didn’t see this post until now. Missed it in t he notification area due to flot activities.

# How far away from price to place orders. ex: 0.002 is 0.2%, or 0.4% spread
\ # offset + deviation + autoshift + manualshift + 0.0005 = server tolerance

Put this as the first line, before deviation. Tihs is your overall pricing model.
change “price” to “feed price”.

# Determines window of allowed price deviation.
# 0.0025 for crypto, 0.0015 for fiat, 0.0005 for USD
deviation = 0.0015

Add an example: 0.001 will move the sell price up by 0.1% and buy price down by 0.1%.

# Changes the price orders get placed at with respect to the price feed.

Not sure how to parse this line.

# AutoShift + ManualShift < Offset + Exchange Fee

is this a requirement or a recommendation?

# ex: a 0.002 automatic shift with 75% sell side causes a 0.1% decrease in price

How is the 0.1% derived from 0.002 and 75% ?

fillfactor = {‘bid’:10000,‘ask’:10000}

Not fillamount?

[Nagalim]

Add an example: 0.001 will move the sell price up by 1% and buy price down by 1%.

This is not correct. Deviation is complicated and I’d rather the custodian just use the numbers I provided. The example would be 0.0025 would mean a change in price of 0.25% would cause the bot to replace the orders at the new price.

Not sure how to parse this line.

Shift causes the ‘price’ that orders are placed at to be different from the ‘price feed’.

is this a requirement or a recommendation?

I’m going to go ahead and call it a requirement, but it’s actually written incorrectly. Honestly, it should just be:

Autoshift + Exchange Fee < Offset

How is the 0.1% derived from 0.002 and 75% ?

0.002 * (1 - 2*[75%])
For 100% it’s 0.2%, 75% gives 0.1%, 50% gives 0%, 25% gives -0.1%, 0% gives -0.2%

Not fillamount?

I forgot about this, it will be in the next update.

[mhps]

Is this operational? Do I get paid if I leave it running?