22 Comments

  1. You do a great job of explaining everything. I've just started learning Python 3 and I was able to understand, and follow along with everything you were doing. Definitely subbed!

  2. Hi there, I was checking your video about the arbitragebot.

    Good explanation how to develop the bot but what I'm missing is "How to connect the bot to the accounts on the exchanges".

    Do you have more information available about that item?

  3. Traceback (most recent call last):
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/basicbot.py", line 36, in <module>
    end=pd.to_datetime('2018-08-20', utc=True))
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/utils/run_algo.py", line 596, in run_algorithm
    stats_output=stats_output
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/utils/run_algo.py", line 358, in _run
    overwrite_sim_params=False,
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/exchange/exchange_algorithm.py", line 402, in run
    data, overwrite_sim_params
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/exchange/exchange_algorithm.py", line 359, in run
    data, overwrite_sim_params
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/algorithm.py", line 725, in run
    for perf in self.get_generator():
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/gens/tradesimulation.py", line 224, in transform
    for capital_change_packet in every_bar(dt):
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/gens/tradesimulation.py", line 137, in every_bar
    handle_data(algo, current_data, dt_to_use)
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/utils/events.py", line 216, in handle_data
    dt,
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/utils/events.py", line 235, in handle_data
    self.callback(context, data)
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/exchange/exchange_algorithm.py", line 380, in handle_data
    super(ExchangeTradingAlgorithmBacktest, self).handle_data(data)
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/algorithm.py", line 474, in handle_data
    self._handle_data(self, data)
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/basicbot.py", line 15, in handle_data
    binance_price = data.current(context.binance_trading_pair, 'pair')
    File "catalyst/_protocol.pyx", line 120, in catalyst._protocol.check_parameters.__call__.assert_keywords_and_call
    File "catalyst/_protocol.pyx", line 332, in catalyst._protocol.BarData.current
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/exchange/exchange_data_portal.py", line 162, in get_spot_value
    args=(assets, field, dt, data_frequency))
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/redo/__init__.py", line 162, in retry
    return action(*args, **kwargs)
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/exchange/exchange_data_portal.py", line 114, in _get_spot_value
    assets.exchange, [assets], field, dt, data_frequency)
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/exchange/exchange_data_portal.py", line 388, in get_exchange_spot_value
    return bundle.get_spot_values(assets, field, dt, data_frequency)
    File "/Users/logicappsource/PycharmProjects/CryptooniteProjBot/venv/lib/python2.7/site-packages/catalyst/exchange/exchange_bundle.py", line 953, in get_spot_values
    end_dt=dt
    catalyst.exchange.exchange_errors.PricingDataNotLoadedError: Missing data for binance [u'eth_btc'] in date range [2018-08-17 00:00:00+00:00 – 2018-08-17 00:00:00+00:00]
    Please run: `catalyst ingest-exchange -x binance -f minute -i eth_btc`. See catalyst documentation for details.

    Process finished with exit code 1

  4. Hello and thank you for the video. I have a question, maybe it's stupide but I was wondering:

    Why in the function initialize you are writing context.bittrex, but are taking it from bitfinex ?

  5. Hey, nice video ! Just a few quick questions:
    1) Isn't it a problem to only have a minute granularity on the price for an arbitrage bot ? Maybe it's not the case in live mode ?
    2) Any estimation on the timeline for the next video ?
    Thanks again !

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