Status on OG-based bitcoin trading system

OG-Platform
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Just to give people a status report on my OG bitcoin powered trading system. I’ve got R studio and opengamma running on the same server. I’m in the process of trying to get the OG R interface up and running.

Once I’ve done that the next steps are to write connectors to download bitcoin data, and to integrate the alert boxes with fudge. What I would like to do is to be able for OpenGamma to trigger web based notification on the dashboard, and to integrate the REST interfaces of OpenGamma with the online spreadsheet. I figure that it will be able a month or two before I have something that’s minimally functional for my bitcoin trading. I’m doing bitcoin arbs and I really need an alert system and an R backend to run analysis.

A test system is up and running at

http://www.bitquant.com.hk/bittrader/index.html

A disk image with everything installed is available at http://sourceforge.net/projects/bitquant/files/ . Everything I’ve written is BSD-licensed and everything that I’ve used is either BSD or LGPL licensed so feel free to hack away.

(And other than the connectors, there is nothing bitcoin specific about what I’m doing.)

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Below is a screen shot of the Bitcoin trading system. I’ve got R, OG, and rstudio talking to each other. The next steps are to connect the system to bitcoin data, and then use fudgemsg to route messages to the HTML elements.

I’m hoping to have something to demo at the Bitcoin conference here in HK at the end of June, and my target demo will be a graph of a vol surface of bitcoin derivatives. Any suggestions for “eye candy” demos will be appreciated.


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love your technology selection Joe, I was checking out OG when i was at , although we couldn’t get it through the doors.

I hope you are going to use that to trade ANX :wink:

cheers

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Yes I will use it at ANX and other bitcoin exchanges. Right now I’m running simple exchange arb strategies, but I want to move into things like delta hedging bitcoin derivatives, and I simply cannot do this without something like OpenGamma.

Trying to make it easy for people to use OG is also high on my agenda. What I’m working on right now is to use dokuwiki and ethercalc and set things up so that people can “drop in” bits of OG through javascript.