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error live trading #2392

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Kwings opened this issue Aug 1, 2018 · 7 comments
Closed

error live trading #2392

Kwings opened this issue Aug 1, 2018 · 7 comments
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@Kwings
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Kwings commented Aug 1, 2018

Hi.

What causes this error?

/Users/macbookpro/gekko/exchange/portfolioManager.js:72
throw new errors.ExchangeError(err);
^
Error
at Object. (/Users/macbookpro/gekko/exchange/exchangeErrors.js:9:27)
at Module._compile (module.js:652:30)
at Object.Module._extensions..js (module.js:663:10)
at Module.load (module.js:565:32)
at tryModuleLoad (module.js:505:12)
at Function.Module._load (module.js:497:3)
at Module.require (module.js:596:17)
at require (internal/module.js:11:18)
at Object. (/Users/macbookpro/gekko/exchange/exchangeChecker.js:4:16)
at Module._compile (module.js:652:30)
@askmike
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askmike commented Aug 1, 2018

Can be caused by a number of reasons.

To debug you need to tell us more:

  • What exchange
  • When did this happen?
  • Can you post more logs?

@Kwings
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Kwings commented Aug 1, 2018

i use Binance with USDT/BTC and it happens every strartup with live trade.

2018-07-25 11:02:44 (INFO): Setting up Gekko in realtime mode
2018-07-25 11:02:44 (INFO):
2018-07-25 11:02:44 (INFO): Setting up:
2018-07-25 11:02:44 (INFO): Candle writer
2018-07-25 11:02:44 (INFO): Store candles in a database
2018-07-25 11:02:44 (INFO):

2018-07-25 11:02:44 (INFO): Setting up:
2018-07-25 11:02:44 (INFO): Trading Advisor
2018-07-25 11:02:44 (INFO): Calculate trading advice
2018-07-25 11:02:44 (INFO): Using the strategy: RSI_BULL_BEAR_ADX
2018-07-25 11:02:44 (INFO): ====================================
2018-07-25 11:02:44 (INFO): Running RSI Bull and Bear + ADX
2018-07-25 11:02:44 (INFO): ====================================
2018-07-25 11:02:44 (INFO): Make sure your warmup period matches SMA_long and that Gekko downloads data if needed
2018-07-25 11:02:44 (INFO): The trading method requests 60000 minutes of historic data. Checking availablity..
2018-07-25 11:02:44 (INFO):

2018-07-25 11:02:44 (DEBUG): Available local data:
2018-07-25 11:02:44 (DEBUG): from: 60000 minutes ago
2018-07-25 11:02:44 (DEBUG): to: 9 minutes ago
2018-07-25 11:02:44 (INFO): Usable local data available, trying to match with exchange data..
2018-07-25 11:02:44 (DEBUG): Fetching exchange data since 24 minutes ago
2018-07-25 11:02:45 (DEBUG): Available exchange data:
2018-07-25 11:02:45 (DEBUG): from: 24 minutes ago
2018-07-25 11:02:45 (DEBUG): to: 0 minutes ago
2018-07-25 11:02:45 (DEBUG): Stitching datasets
2018-07-25 11:02:45 (INFO): Full history locally available. Seeding the trading method with all required historical candles.
2018-07-25 11:02:45 (DEBUG): Seeding with:
2018-07-25 11:02:45 (DEBUG): from: 60000 minutes ago
2018-07-25 11:02:45 (DEBUG): to: 25 minutes ago
2018-07-25 11:02:47 (INFO): Setting up:
2018-07-25 11:02:47 (INFO): Trader
2018-07-25 11:02:47 (INFO): Follows the advice and create real orders.
2018-07-25 11:02:47 (DEBUG): syncing private data
2018-07-25 11:02:47 (INFO):

/Users/macbookpro/gekko/exchange/portfolioManager.js:72
throw new errors.ExchangeError(err);
^
Error
at Object. (/Users/macbookpro/gekko/exchange/exchangeErrors.js:9:27)
at Module._compile (module.js:652:30)
at Object.Module._extensions..js (module.js:663:10)
at Module.load (module.js:565:32)
at tryModuleLoad (module.js:505:12)
at Function.Module._load (module.js:497:3)
at Module.require (module.js:596:17)
at require (internal/module.js:11:18)
at Object. (/Users/macbookpro/gekko/exchange/exchangeChecker.js:4:16)
at Module._compile (module.js:652:30)

@Kwings
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Kwings commented Aug 1, 2018

This is the live-config.js file:

// Everything is explained here:
// @link https://gekko.wizb.it/docs/commandline/plugins.html

var config = {};

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

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

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

config.watch = {

// see https://gekko.wizb.it/docs/introduction/supported_exchanges.html
exchange: 'binance',
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: 'RSI_BULL_BEAR_ADX',
candleSize: 60,
historySize: 1000,
}

// 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
}
};

// RSI Bull Bear ADX settings
config.RSI_BULL_BEAR_ADX = {
SMA: {
long: 1000,
short: 50
},
BULL: {
rsi: 10,
high: 80,
low: 60,
mod_high: 5,
mod_low: -5
},
BEAR: {
rsi: 15,
high: 50,
low: 20,
mod_high: 15,
mod_low: -5
},
ADX: {
adx: 3,
high: 70,
low: 50
}
};

// 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: false,
// 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: 0.0045,
currency: 100,
},
// how much fee in % does each trade cost?
feeMaker: 0.075,
feeTaker: 0.075,
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: true,
key: 'XXXXXXXXXXXXXXXXXX',
secret: 'XXXXXXXXXXXXXXXXXX',
username: '', // your username, only required for specific exchanges.
passphrase: '', // GDAX, requires a passphrase.
}

config.eventLogger = {
enabled: false,
// optionally pass a whitelist of events to log, if not past
// the eventLogger will log all events.
// whitelist: ['portfolioChange', 'portfolioValueChange']
}

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,
token: 'YOUR_TELEGRAM_BOT_TOKEN',
};

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: true
}

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

config.backtestResultExporter = {
enabled: false,
writeToDisk: false,
data: {
stratUpdates: false,
roundtrips: true,
stratCandles: true,
trades: 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: '7.4.3'
}]
}

// Mongodb adapter, requires mongodb >= 3.3 (no version earlier tested)
config.mongodb = {
path: 'plugins/mongodb',
version: 0.1,
connectionString: 'mongodb://localhost/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: {
from: "2018-06-22 00:00:00",
to: "2018-07-23 23:40:00"
},
batchSize: 1000
}

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

config.importer = {
daterange: {
// NOTE: these dates are in UTC
from: "2018-07-24 11:49:00",
}
}

// 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: #201
config['I understand that Gekko only automates MY OWN trading strategies'] = true;

module.exports = config;

@askmike
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askmike commented Aug 1, 2018 via email

@Kwings
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Kwings commented Aug 1, 2018

Ok i try to generte new API, Thank You

@Kwings
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Kwings commented Aug 1, 2018

It looks like new API fixed the problem. i allso added login info, but dont know if that was necessary or not.

@askmike
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askmike commented Aug 17, 2018

👍

@askmike askmike closed this as completed Aug 17, 2018
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