Post
Topic
Board Trading Discussion
Re: Chrome Browser extension: MtGox trading bot
by
tagada
on 11/05/2013, 10:54:32 UTC
Yes, 144 is from the original bot, and I have not dared to change or question it Smiley
However, I think the number of samples should be the same no matter what the sample interval is (the bot fetches 144 samples, not 144 hours of samples). The EMA-vaules are calculated from the samples - independent of the interval, so the accuracy should be exactly the same as the original bot for any sample interval.

Caching samples would probably be a good idea!
Because calling the MtGox API repeatedly in a short time could mabe get you blocked by their DDoS-protection...

I see. I completely agree that the history size should be at least 144 x the sample size, but what i meant is that since you're getting 10x as much data for each request when using the API v2, you probably don't need to fetch as many times as the original bot did when using the API v0. In that regard, obtaining 144 samples' worth of data does not necessarily mean having to make 144 requests to the API.

In my experience, the MtGox API is more defensive against the time between each request (hammering will get you banned for a while) than to the actual number of requests itself. In the case of the bot, i think the time it takes to parse the json and fetch the next request should be enough timeout. You could always add a small timeout in between requests if i'm wrong, but since it seems to work as-it-is now, i think you should be okay with an even smaller number of requests for the same amount of data.