Today’s plan is to play with variables like currency, or percentage, or timespan of script I created yesterday.
Very first change was to try different trading pair: BCH-USD. Results are slightly better as total (still virtual) profit was 2.3% over a period of last 100 hours. Oh, and by the way – database already holds more than 339 thousands entries. Nice.
Let’s try some more changes.. For the pair ‘LTC-BTC’ result was 4.4%. Sounds much better!
Continue reading Playing with variables of the first script
7th post after seven days, means I’m writing every day since a week! Yay! Super first milestone achieved.
Let’s analyze fees used on GDax exchange:
When you place an order at the market price that gets filled immediately, you are considered a taker and will pay a fee between 0.10% and 0.30%.
When you place an order which is not immediately matched by an existing order, that order is placed on the order book. If another customer places an order that matches yours, you are considered the maker and your fee will be 0%.
When you place an order that gets partially matched immediately, you pay a taker fee for that portion. The remainder of the order is placed on the order book and, when matched, is considered a maker order. The fee is 0% for that part of the total order.
Continue reading It’s been a week! Fees and a script
Yesterday I quickly added a few more trading pairs from GDax in order to sync matched trades into my local database:
As of now amount of rows in my gdax_matches tables is exactly 147,666. I’m interested if within 24hr window there are some bigger percentage price variations than what I collected yesterday for Bitcoin-Dollar pair, which was at the level of ~1.5%. Continue reading A few more traiding pairs
Yesterday’s script is doing pretty well:
MariaDB [solocryptoprenuer]> select count(1) from gdax_matches;
| count(1) |
| 36125 |
1 row in set (0.10 sec)>
After 24hrs of running there are 36 thousands of matched transactions information in the database. Let it run for a few more weeks/months and I’ll think of exposing that data to the public. Yet it freaks me out to open Raspberry’s PI to the wild internet..
Continue reading ML/AI predictions and update on the data collection
Hope you also had a lovely weekend!
It’s time to work a liitle bit and today’s very natural next step is about to store into database transactions from GDax.
Let’s first create a new table to store results:
CREATE TABLE gdax_matches (
id BIGINT NOT NULL AUTO_INCREMENT PRIMARY KEY,
size FLOAT (15,8) NOT NULL,
product_id CHAR (7) NOT NULL,
price FLOAT (15,8) NOT NULL,
time DATETIME NOT NULL,
Continue reading Putting transactions information into MariaDB
In order to analyse and/or predict the trend in transactional price in the pair of BTC-USD I definetely need historical data. I don’t know yet what granularity is needed not mentioning time period needed to perform data mining.
Majority of google results were limited to last 2000 entries for free, where rest was paid. Data resolution wasn’t ideal too – 1 entry per day. I believe I need real-time data.
I gave it a try to SpreadStreet.io, where registration takes a second after which I was able to download my very first data set for Bitcoin historical data from GDax exchange. CSV files looks like that:
Continue reading I need Data
So before any development activities start I decided to go super low-cost regarding hosting and use my old Raspberry Pi 3B as a “machine” used for the project. Hosting at home will cost me nothing and moreover I reminded myself I have quite nice SD card in it – 100GB, so I hope I won’t complain about lack of free space on the device. In theory database for data collection could grow quite large, so at least at the beginning I’m fine.
That being said, I found the hardware, even with the touch screen on it! Nice. After checking which raspbian distro was installed (jessie) against the newest one (stretch) I started a process of a dist-upgrade, following directions from here: https://www.raspberrypi.org/blog/raspbian-stretch/ Continue reading Let’s restore my old Raspberry Pi