hello2all/gamma-ray

High frequency trading bot for crypto currencies

gamma-ray's Issues

Model wrong

Nice implementation but AS model is wrong. You need to multiply the vol% in config with current price to get sigma.

Does not run on Mainnet

ubuntu@ip:~/gamma-ray$ ./run-release.sh
[2021-01-17 20:05:27] [info] Error getting remote endpoint: system:9 (Bad file descriptor)
[2021-01-17 20:05:27] [error] handle_connect error: Timer Expired
[2021-01-17 20:05:27] [info] asio async_shutdown error: asio.ssl:336462100 (uninitialized)
terminate called after throwing an instance of 'char const*'
Aborted (core dumped)

Build Error

I got this error afetr ninja command:
-- Found Boost: /usr/lib/x86_64-linux-gnu/cmake/Boost-1.74.0/BoostConfig.cmake (found suitable version "1.74.0", minimum required is "1.65") found components: system thread
-- Found Boost: /usr/lib/x86_64-linux-gnu/cmake/Boost-1.74.0/BoostConfig.cmake (found version "1.74.0") found components: random system thread filesystem chrono atomic date_time regex
-- IPO is supported
-- Configuring done
-- Generating done
-- Build files have been written to: /home/diego/Documenti/OrderBook/gamma-ray-main/gamma-ray/release
[1/4] Building CXX object tests/CMakeFiles/unit_tests.dir/main.cpp.o
FAILED: tests/CMakeFiles/unit_tests.dir/main.cpp.o
/usr/bin/c++ -DBOOST_ALL_NO_LIB -DBOOST_ATOMIC_DYN_LINK -DBOOST_CHRONO_DYN_LINK -DBOOST_DATE_TIME_DYN_LINK -DBOOST_FILESYSTEM_DYN_LINK -DBOOST_RANDOM_DYN_LINK -DBOOST_REGEX_DYN_LINK -DBOOST_SYSTEM_DYN_LINK -DBOOST_THREAD_DYN_LINK -DCPPREST_FORCE_HTTP_CLIENT_ASIO -DCPPREST_FORCE_HTTP_LISTENER_ASIO -DCPPREST_NO_SSL_LEAK_SUPPRESS -DENABLE_DOCTEST_IN_LIBRARY -DPOCO_ENABLE_CPP11 -DPOCO_ENABLE_CPP14 -DPOCO_HAVE_FD_EPOLL -DPOCO_OS_FAMILY_UNIX -DXML_DTD -D_FILE_OFFSET_BITS=64 -D_LARGEFILE64_SOURCE -D_REENTRANT -D_THREAD_SAFE -D_XOPEN_SOURCE=500 -I. -I../include -I../external/doctest/doctest -I../external/websocketpp -Wall -Werror -Wfatal-errors -Wpedantic -Wextra -Wmissing-include-dirs -pthread -O3 -DNDEBUG -Wall -Werror -Wfatal-errors -Wpedantic -Wextra -Wmissing-include-dirs -pthread -Wno-switch-enum -std=c++17 -Winvalid-pch -include /home/diego/Documenti/OrderBook/gamma-ray-main/gamma-ray/release/tests/CMakeFiles/unit_tests.dir/cmake_pch.hxx -MD -MT tests/CMakeFiles/unit_tests.dir/main.cpp.o -MF tests/CMakeFiles/unit_tests.dir/main.cpp.o.d -o tests/CMakeFiles/unit_tests.dir/main.cpp.o -c ../tests/main.cpp
In file included from ../tests/main.cpp:2:
../external/doctest/doctest/doctest.h:4299:47: error: size of array ‘altStackMem’ is not an integral constant-expression
4299 | static char altStackMem[4 * SIGSTKSZ];
| ^
compilation terminated due to -Wfatal-errors.
[2/4] Building CXX object CMakeFiles/main.dir/app/main.cpp.o
FAILED: CMakeFiles/main.dir/app/main.cpp.o
/usr/bin/c++ -DBOOST_ALL_NO_LIB -DBOOST_ATOMIC_DYN_LINK -DBOOST_CHRONO_DYN_LINK -DBOOST_DATE_TIME_DYN_LINK -DBOOST_FILESYSTEM_DYN_LINK -DBOOST_RANDOM_DYN_LINK -DBOOST_REGEX_DYN_LINK -DBOOST_SYSTEM_DYN_LINK -DBOOST_THREAD_DYN_LINK -DCPPREST_FORCE_HTTP_CLIENT_ASIO -DCPPREST_FORCE_HTTP_LISTENER_ASIO -DCPPREST_NO_SSL_LEAK_SUPPRESS -DENABLE_DOCTEST_IN_LIBRARY -DPOCO_ENABLE_CPP11 -DPOCO_ENABLE_CPP14 -DPOCO_HAVE_FD_EPOLL -DPOCO_OS_FAMILY_UNIX -DXML_DTD -D_FILE_OFFSET_BITS=64 -D_LARGEFILE64_SOURCE -D_REENTRANT -D_THREAD_SAFE -D_XOPEN_SOURCE=500 -I. -I../include -I../external/doctest/doctest -I../external/websocketpp -Wall -Werror -Wfatal-errors -Wpedantic -Wextra -Wmissing-include-dirs -pthread -O3 -DNDEBUG -flto -fno-fat-lto-objects -Wall -Werror -Wfatal-errors -Wpedantic -Wextra -Wmissing-include-dirs -pthread -Wno-switch-enum -std=c++17 -Winvalid-pch -include /home/diego/Documenti/OrderBook/gamma-ray-main/gamma-ray/release/CMakeFiles/main.dir/cmake_pch.hxx -MD -MT CMakeFiles/main.dir/app/main.cpp.o -MF CMakeFiles/main.dir/app/main.cpp.o.d -o CMakeFiles/main.dir/app/main.cpp.o -c ../app/main.cpp
In file included from ../app/main.cpp:3:
../external/doctest/doctest/doctest.h:4299:47: error: size of array ‘altStackMem’ is not an integral constant-expression
4299 | static char altStackMem[4 * SIGSTKSZ];
| ^
compilation terminated due to -Wfatal-errors.
ninja: build stopped: subcommand failed.

So I checked and i saw that the doctest haven't been downloaded correctly. So i manually installed it and the compilation succeded.

But when i try to launch the application i got this error:

terminate called after throwing an instance of 'nlohmann::detail::parse_error'
what(): [json.exception.parse_error.101] parse error at line 1, column 1: syntax error while parsing value - unexpected end of input; expected '[', '{', or a literal
Annullato (core dump creato)

libPocoXML.so.71: cannot open shared object file: No such file or directory

Hi, i want to contribute if i can. I followed the insructions but get this final error

./main: error while loading shared libraries: libPocoXML.so.71: cannot open shared object file: No such file or directory

Any fixes for this?

Regards

Building error

can't clone repository

HTTP Status error

[2021-01-18 18:01:56] [error] Server handshake response error: websocketpp.processor:20 (Invalid HTTP status.)
[2021-01-18 18:01:56] [info] asio async_shutdown error: asio.ssl.stream:1 (stream truncated)
terminate called after throwing an instance of 'char const*'
Aborted (core dumped)

Post your BTC wallet so we all can support this development for atleast a working mainnet version we can further development.

Regards

ninja error

$:~/poco/gamma-ray/release$ ninja
[1/20] Building CXX object CMakeFiles/engine.dir/cmake_pch.hxx.gch
FAILED: CMakeFiles/engine.dir/cmake_pch.hxx.gch
/usr/bin/c++ -DCPPREST_FORCE_HTTP_CLIENT_ASIO -DCPPREST_FORCE_HTTP_LISTENER_ASIO -DCPPREST_NO_SSL_LEAK_SUPPRESS -DENABLE_DOCTEST_IN_LIBRARY -DPOCO_ENABLE_CPP11 -DPOCO_ENABLE_CPP14 -DPOCO_HAVE_FD_EPOLL -DPOCO_OS_FAMILY_UNIX -DXML_DTD -D_FILE_OFFSET_BITS=64 -D_LARGEFILE64_SOURCE -D_REENTRANT -D_THREAD_SAFE -D_XOPEN_SOURCE=500 -I. -I../include -I../external/doctest/doctest -I../external/websocketpp -Wall -Werror -Wfatal-errors -Wpedantic -Wextra -Wmissing-include-dirs -pthread -O3 -DNDEBUG -Wall -Werror -Wfatal-errors -Wpedantic -Wextra -Wmissing-include-dirs -pthread -Wno-switch-enum -std=c++1z -Winvalid-pch -x c++-header -include /home/ubuntu/poco/gamma-ray/release/CMakeFiles/engine.dir/cmake_pch.hxx -MD -MT CMakeFiles/engine.dir/cmake_pch.hxx.gch -MF CMakeFiles/engine.dir/cmake_pch.hxx.gch.d -o CMakeFiles/engine.dir/cmake_pch.hxx.gch -c CMakeFiles/engine.dir/cmake_pch.hxx.cxx
cc1plus: error: ../external/doctest/doctest: No such file or directory [-Werror=missing-include-dirs]
compilation terminated due to -Wfatal-errors.
cc1plus: all warnings being treated as errors
[2/20] Building CXX object CMakeFiles/main.dir/cmake_pch.hxx.gch
FAILED: CMakeFiles/main.dir/cmake_pch.hxx.gch
/usr/bin/c++ -DCPPREST_FORCE_HTTP_CLIENT_ASIO -DCPPREST_FORCE_HTTP_LISTENER_ASIO -DCPPREST_NO_SSL_LEAK_SUPPRESS -DENABLE_DOCTEST_IN_LIBRARY -DPOCO_ENABLE_CPP11 -DPOCO_ENABLE_CPP14 -DPOCO_HAVE_FD_EPOLL -DPOCO_OS_FAMILY_UNIX -DXML_DTD -D_FILE_OFFSET_BITS=64 -D_LARGEFILE64_SOURCE -D_REENTRANT -D_THREAD_SAFE -D_XOPEN_SOURCE=500 -I. -I../include -I../external/doctest/doctest -I../external/websocketpp -Wall -Werror -Wfatal-errors -Wpedantic -Wextra -Wmissing-include-dirs -pthread -O3 -DNDEBUG -flto -fno-fat-lto-objects -Wall -Werror -Wfatal-errors -Wpedantic -Wextra -Wmissing-include-dirs -pthread -Wno-switch-enum -std=c++1z -Winvalid-pch -x c++-header -include /home/ubuntu/poco/gamma-ray/release/CMakeFiles/main.dir/cmake_pch.hxx -MD -MT CMakeFiles/main.dir/cmake_pch.hxx.gch -MF CMakeFiles/main.dir/cmake_pch.hxx.gch.d -o CMakeFiles/main.dir/cmake_pch.hxx.gch -c CMakeFiles/main.dir/cmake_pch.hxx.cxx
cc1plus: error: ../external/doctest/doctest: No such file or directory [-Werror=missing-include-dirs]
compilation terminated due to -Wfatal-errors.
cc1plus: all warnings being treated as errors
ninja: build stopped: subcommand failed.