Re: ncurses based MtGox live monitor and trading-bot-framework

Quote from: c0inbuster on May 01, 2013, 07:35:11 PM

I just want to inform you, guys, that an interesting python open source software for backtesting strategy is available here
http://gbeced.github.io/pyalgotrade/

mixing both goxtool and pyalgotrade could make a good "recipe".

I'm looking for a 1 hour timeframe data history for MtGox BTCUSD

I tried http://bitcoincharts.com/t/trades.csv?symbol=mtgoxUSD&start=1335830400&end=1367366400

as 1335830400 is UNIX Timestamp for Tue, 01 May 2012 00:00:00 GMT
and 1367366400 for Wed, 01 May 2013 00:00:00 GMT

but Bitcoincharts only reply with data from 1367249267 (Mon, 29 Apr 2013 15:27:47 GMT)

Cool.
Have a look here http://www.reddit.com/r/Bitcoin/comments/11iz5b/the_history_of_gox_mountain/
I just downloaded the torrent and this is the head

Code:

http://data.mtgox.com/api/2/BTCUSD/money/trades/fetch?since=0
insert into trades values ("USD", "1279408157", "Y", "BTC", "limit", "1", "2000000000", "20", "4951", "", "0.04951")
insert into trades values ("USD", "1279424586", "Y", "BTC", "limit", "2", "5001000000", "50.01", "5941", "", "0.05941")
insert into trades values ("USD", "1279475336", "Y", "BTC", "limit", "3", "500000000", "5", "8080", "", "0.0808")
insert into trades values ("USD", "1279489451", "Y", "BTC", "limit", "4", "1000000000", "10", "8585", "", "0.08585")
insert into trades values ("USD", "1279490426", "Y", "BTC", "limit", "5", "500000000", "5", "8584", "", "0.08584")
insert into trades values ("USD", "1279490436", "Y", "BTC", "limit", "6", "500000000", "5", "8584", "", "0.08584")
insert into trades values ("USD", "1279511584", "Y", "BTC", "limit", "7", "500000000", "5", "9090", "", "0.0909")
insert into trades values ("USD", "1279556653", "Y", "BTC", "limit", "9", "8000000000", "80", "9307", "", "0.09307")
insert into trades values ("USD", "1279559013", "Y", "BTC", "limit", "10", "10000000000", "100", "8911", "", "0.08911")

and the tail

Code:

insert into trades values ("USD", "1367047706", "Y", "BTC", "limit", "1367047706332857", "9980000", "0.0998", "13683040", "ask", "136.8304")
insert into trades values ("USD", "1367047791", "Y", "BTC", "limit", "1367047791768232", "25712723", "0.25712723", "13688009", "bid", "136.88009")
insert into trades values ("USD", "1367047804", "Y", "BTC", "market", "1367047804704062", "80186290", "0.8018629", "13682010", "ask", "136.8201")
insert into trades values ("USD", "1367047805", "Y", "BTC", "limit", "1367047805062520", "79726342", "0.79726342", "13688009", "bid", "136.88009")
insert into trades values ("USD", "1367047825", "Y", "BTC", "limit", "1367047825872682", "497020000", "4.9702", "13682020", "ask", "136.8202")
insert into trades values ("USD", "1367047826", "Y", "BTC", "limit", "1367047826181247", "500000000", "5", "13682000", "ask", "136.82")
insert into trades values ("USD", "1367047853", "Y", "BTC", "limit", "1367047853175671", "502980000", "5.0298", "13682000", "bid", "136.82")
insert into trades values ("USD", "1367047879", "Y", "BTC", "market", "1367047879486765", "800000000", "8", "13686000", "bid", "136.86")
insert into trades values ("USD", "1367047879", "Y", "BTC", "market", "1367047879775307", "600000000", "6", "13688000", "bid", "136.88")
insert into trades values ("USD", "1367047879", "Y", "BTC", "market", "1367047879824265", "122345236", "1.22345236", "13688009", "bid", "136.88009")

Would be cool to link up with pyalgotrade.