def get_tickers(self):
logger.info('Ready to fetch tickers tasks....\n' +
date_utils.current(Y_M_D_H_M_S))
exchanges = [
ccxt.bitfinex2({'userAgent': USER_AGENT}),
ccxt.bittrex({'userAgent': USER_AGENT}),
ccxt.poloniex({'userAgent': USER_AGENT}),
ccxt.hitbtc2({'userAgent': USER_AGENT}),
ccxt.cryptopia({'userAgent': USER_AGENT}),
ccxt.livecoin({'userAgent': USER_AGENT}),
ccxt.kucoin({'userAgent': USER_AGENT}),
ccxt.okex({'userAgent': USER_AGENT}),
ccxt.coinexchange({'userAgent': USER_AGENT}),
ccxt.binance({'userAgent': USER_AGENT}),
ccxt.bithumb({'userAgent': USER_AGENT}),
ccxt.kraken({'userAgent': USER_AGENT})
]
tasks = []
for i in range(len(exchanges)):
task = self.fetch_tickers_task(exchanges[i])
tasks.append(asyncio.ensure_future(task))
loop = asyncio.get_event_loop()
loop.run_until_complete(asyncio.wait(tasks))
loop.close()
self.spider_repository.close()
def background_job(self):
self.ob_constant = OD_TICK_TIMER
self.bl_constant = BALANCE_TICK_TIMER
self.trade_constant = TRADE_TICK_TIMER
self.stop_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=TICK_TIMER)
self.orderbook_tick_time = datetime.datetime.now(
) + datetime.timedelta(seconds=self.ob_constant)
self.balance_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=self.bl_constant)
self.trade_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=self.trade_constant)
self.info_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=INFO_TIMER)
self.ccxt_in_queue = self.config['in_queue']
self.ccxt_out_queue = self.config['out_queue']
auth = {}
if 'auth' in self.config.keys():
auth = self.config['auth']
self.is_auth = True
self.name = '[ccxt %s %s*]' % (self.exhange, auth['apiKey'][:4])
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
if self.exhange == 'hitbtc':
loop.create_task(self.run_loop(ccxt.hitbtc(auth)))
elif self.exhange == 'coinmarketcap':
loop.create_task(self.run_loop(ccxt.coinmarketcap()))
elif self.exhange == 'binance':
loop.create_task(self.run_loop(ccxt.binance(auth)))
elif self.exhange == 'bitmex':
loop.create_task(self.run_loop(ccxt.bitmex(auth)))
elif self.exhange == 'huobipro':
loop.create_task(self.run_loop(ccxt.huobipro()))
elif self.exhange == 'liqui':
loop.create_task(self.run_loop(ccxt.liqui(auth)))
elif self.exhange == 'bitfinex2':
loop.create_task(self.run_loop(ccxt.bitfinex2(auth)))
elif self.exhange == 'bitfinex':
loop.create_task(self.run_loop(ccxt.bitfinex(auth)))
elif self.exhange == 'okex':
loop.create_task(self.run_loop(ccxt.okex(auth)))
elif self.exhange == 'kucoin':
loop.create_task(self.run_loop(ccxt.kucoin(auth)))
elif self.exhange == 'bittrex':
loop.create_task(self.run_loop(ccxt.bittrex(auth)))
elif self.exhange == 'qryptos':
loop.create_task(self.run_loop(ccxt.qryptos(auth)))
elif self.exhange == 'kraken':
loop.create_task(self.run_loop(ccxt.kraken(auth)))
loop.run_forever()
})
itbit = ccxt.itbit({
'enableRateLimit': True,
'rateLimit': 1000,
})
jubi = ccxt.jubi({
'enableRateLimit': True,
'rateLimit': 1000,
})
kraken = ccxt.kraken({
'enableRateLimit': True,
'rateLimit': 1000,
})
kucoin = ccxt.kucoin({
'enableRateLimit': True,
'rateLimit': 1000,
"apiKey": "5a92a5e003d644701f1a9c56",
"secret": "400e8874-e3cf-43f1-8765-63e4b7f535a5",
})
kuna = ccxt.kuna({
'enableRateLimit': True,
'rateLimit': 1000,
})
lakebtc = ccxt.lakebtc({
'enableRateLimit': True,
'rateLimit': 1000,
})
liqui = ccxt.liqui({
'enableRateLimit': True,
'rateLimit': 1000,
})
livecoin = ccxt.livecoin({
async def print_complex_arbs_task(self):
while True:
self.print_arbs(self.complex_arbs())
await asyncio.sleep(1)
async def populate_task(self, exchange):
while True:
try:
await self.exchange_rates.populate(
exchange, blacklisted=self.blacklisted)
except (TimeoutError, RequestTimeout, ExchangeError) as e:
logging.error(e)
await asyncio.sleep(5)
if __name__ == "__main__":
EXCHANGES = {
ccxt.bittrex({'enableRateLimit': True}),
ccxt.gdax({'enableRateLimit': True}),
ccxt.kraken({'enableRateLimit': True}),
ccxt.poloniex({'enableRateLimit': True}),
FastCryptopia({'enableRateLimit': True}),
ccxt.gemini({'enableRateLimit': True}),
ccxt.kucoin({'enableRateLimit': True}),
ccxt.binance({'enableRateLimit': True})
}
logging.basicConfig(level=logging.INFO)
start_with = ("ETH", 10)
arbs = Sharpshooter(EXCHANGES, start_with).run_once()
Sharpshooter.print_arbs(arbs)
def main_loop():
kucoin = ccxt.kucoin()
threads = {}
counter = 0
while True:
try:
kcmarkets = kucoin.load_markets(True)
pairings = []
ethbuy = 0.0
ethsell = 0.0
valset = False
for key, value in kcmarkets.items():
base = value['base']
quote = value['quote']
if base == 'ETH' or quote == 'ETH':
if base != 'ETH':
tocheck = base
else:
tocheck = quote
if not tocheck in pairings and tocheck != 'BTC':
pairings.append(tocheck)
if not valset and base == 'BTC' and quote == 'ETH':
ethbuy = value['info']['buy']
ethsell = value['info']['sell']
valset = True
elif not valset and base == 'ETH' and quote == 'BTC':
ethbuy = value['info']['buy']
ethsell = value['info']['sell']
valset = True
btc = {}
eth = {}
for key, value in kcmarkets.items():
base = value['base']
quote = value['quote']
proceed = False
isbase = False
if base == 'BTC' or base == 'ETH':
proceed = True
isbase = True
elif quote == 'BTC' or quote == 'ETH':
proceed = True
isbase = False
if base == 'ETH' and quote == 'BTC' or base == 'BTC' and quote == 'ETH':
continue
if proceed and quote in pairings or base in pairings:
if isbase:
if base == 'BTC':
btc[quote] = {}
btc[quote]['symbol'] = value['symbol']
btc[quote]['buy'] = value['info']['buy']
btc[quote]['sell'] = value['info']['sell']
elif base == 'ETH':
eth[quote] = {}
eth[quote]['symbol'] = value['symbol']
eth[quote]['buy'] = value['info']['buy']
eth[quote]['sell'] = value['info']['sell']
else:
if quote == 'BTC':
btc[base] = {}
btc[base]['symbol'] = value['symbol']
btc[base]['buy'] = value['info']['buy']
btc[base]['sell'] = value['info']['sell']
elif quote == 'ETH':
eth[base] = {}
eth[base]['symbol'] = value['symbol']
eth[base]['buy'] = value['info']['buy']
eth[base]['sell'] = value['info']['sell']
totaleth = 5
totalbtc = totaleth * ethsell
stroutput = ""
#stroutput += 'Total BTC {:8f}'.format(totalbtc)
for pair in pairings:
try:
btcpair = btc[pair]['sell']
firstval = 0
if pair == 'USDT':
firstval = totalbtc * btcpair
else:
firstval = totalbtc / btcpair
firstval *= 0.999
secondval = 0
ethpair = eth[pair]['buy']
if pair == 'USDT':
secondval = firstval / ethpair
else:
secondval = firstval * ethpair
secondval *= 0.999
thirdval = secondval * ethbuy
thirdval *= 0.999
if thirdval > totalbtc:
s1 = "\nProfitable Pair BTC/{} Difference {:.8f} Percentage {:.2f}".format(
pair, thirdval - totalbtc,
(1 - (totalbtc / thirdval)) * 100)
stroutput += s1
if not pair + '/BTC' in threads:
t1 = threading.Thread(
target=currencymonitor,
args=[pair, 'BTC', 1 - (totalbtc / thirdval)])
threads[pair + '/BTC'] = t1
t1.start()
firstval = totalbtc / ethsell
firstval *= 0.999
ethval = eth[pair]['sell']
if pair == 'USDT':
secondval = firstval * ethval
else:
secondval = firstval / ethval
secondval *= 0.999
btcval = btc[pair]['buy']
if pair == 'USDT':
thirdval = secondval / btcval
else:
thirdval = secondval * btcval
if thirdval > totalbtc:
s1 = "\nProfitable Pair ETH/{} Difference {:.8f} Percentage {:.2f}".format(
pair, thirdval - totalbtc,
(1 - (totalbtc / thirdval)) * 100)
stroutput += s1
if not pair + '/ETH' in threads:
t1 = threading.Thread(
target=currencymonitor,
args=[pair, 'ETH', 1 - (totalbtc / thirdval)])
threads[pair + '/ETH'] = t1
t1.start()
except KeyError:
if pair != "CFD":
screen_lock.acquire()
#print(pair, " doesn't exist")
screen_lock.release()
#screen_lock.acquire()
#print(stroutput)
#screen_lock.release()
counter += 1
if counter > 500:
screen_lock.acquire()
print('Still alive..')
screen_lock.release()
counter = 0
for k, v in list(threads.items()):
if not v.isAlive():
del threads[k]
except Exception as ex:
template = "An exception of type {0} occurred. Arguments:\n{1!r}"
message = template.format(type(ex).__name__, ex.args)
screen_lock.acquire()
#print(message)
screen_lock.release()
def currencymonitor(pair, direction, profper):
kucoinage = ccxt.kucoin()
profitable = True
deathcounter = 5
if pair != 'USDT':
while profitable:
try:
pairbtc = kucoinage.fetch_order_book(pair + "/BTC", 1)
paireth = kucoinage.fetch_order_book(pair + "/ETH", 1)
ethbtc = kucoinage.fetch_order_book("ETH/BTC", 1)
if direction == 'BTC':
if pair != 'USDT':
try:
volavail = ethbtc['bids'][0][1] / paireth['bids'][
0][0]
if volavail > paireth['bids'][0][1]:
volavail = paireth['bids'][0][1]
if volavail > pairbtc['asks'][0][1]:
volavail = pairbtc['asks'][0][1]
startbtc = volavail * pairbtc['asks'][0][0]
startbtc *= 1.001
#calculate profitability
firstval = startbtc / pairbtc['asks'][0][0]
firstval *= 0.999
secondval = firstval * paireth['bids'][0][0]
secondval *= 0.999
thirdval = secondval * ethbtc['bids'][0][0]
thirdval *= 0.999
#screen_lock.acquire()
#prstring = "Pair {}/BTC Start {:.8f} End {:8f} Profit {:.8f}".format(pair, startbtc, thirdval,
# thirdval - startbtc)
#print(prstring)
#screen_lock.release()
if thirdval > startbtc and thirdval - startbtc > 0.0001:
screen_lock.acquire()
prstring = "Pair {}/BTC Start {:.8f} End {:8f} Profit {:.8f}".format(
pair, startbtc, thirdval,
thirdval - startbtc)
print(prstring)
screen_lock.release()
deathcounter = 5
else:
deathcounter -= 1
if deathcounter == 0:
profitable = False
except IndexError:
screen_lock.acquire()
print('Issue with ' + pair + '/BTC Stuff')
profitable = False
screen_lock.release()
#todo:figure out how to tell potential profit by examining trades on both sides, should be rather simple as it's the same calculation as above..
else:
break
else:
if pair != 'USDT':
try:
volavail = pairbtc['bids'][0][1]
if volavail > paireth['asks'][0][1]:
volavail = paireth['asks'][0][1]
volavail = volavail * paireth['asks'][0][0]
if ethbtc['asks'][0][0] < volavail:
volavail = ethbtc['asks'][0][1]
startbtc = volavail * ethbtc['asks'][0][0]
startbtc *= 1.001
# calculate profitability
firstval = startbtc / ethbtc['asks'][0][0]
firstval *= 0.999
secondval = firstval / paireth['asks'][0][0]
secondval *= 0.999
thirdval = secondval * pairbtc['bids'][0][0]
thirdval *= 0.999
if thirdval > startbtc and thirdval - startbtc > 0.0001:
screen_lock.acquire()
prstring = "Pair {}/ETH Start {:.8f} End {:8f} Profit {:.8f}".format(
pair, startbtc, thirdval,
thirdval - startbtc)
print(prstring)
screen_lock.release()
deathcounter = 5
else:
deathcounter -= 1
if deathcounter == 0:
profitable = False
except IndexError:
screen_lock.acquire()
#print('Issue with ' + pair + '/ETH Stuff')
profitable = False
screen_lock.release()
else:
break
except Exception as ex:
profitable = False
print('Yeah if you could fix that thatd be great')
savedir = '/home/gemini/CryptoArb/data/'
logdir = '/home/gemini/CryptoArb/logs/'
# Logger for this module
log = logging.getLogger(__name__)
log_format = '%(asctime)s %(levelname)-5.5s [%(name)s-%(funcName)s:%(lineno)d][%(threadName)s] %(message)s'
log_filename = datetime.now().strftime('SpreadFinder.%Y%m%d-%H%M%S.log')
logfile = logdir + log_filename
logging.basicConfig(format='%(asctime)s %(levelname)s:%(message)s',
filename=logfile,
level=logging.INFO)
starttime = time.time()
hitbtc = ccxt.hitbtc({'apiKey': '', 'secret': ''})
kucoin = ccxt.kucoin({'apiKey': '', 'secret': ''})
binance = ccxt.binance({'apiKey': '', 'secret': ''})
poloniex = ccxt.poloniex({'apiKey': '', 'secret': ''})
okex = ccxt.okex()
okex.name = 'okex'
huobi = ccxt.huobi()
symbol = 'NEO/ETH'
exchanges = [hitbtc, binance, kucoin, okex]
ioloop = asyncio.get_event_loop()
bids_df = pd.DataFrame()
asks_df = pd.DataFrame()
def main_loop():
kucoin = ccxt.kucoin()
while True:
kcmarkets = kucoin.load_markets(True)
pairings = []
kcsbuy = 0.0
kcssell = 0.0
valset = False
for key, value in kcmarkets.items():
base = value['base']
quote = value['quote']
if base == 'KCS' or quote == 'KCS':
if base != 'KCS':
tocheck = base
else:
tocheck = quote
if not tocheck in pairings and tocheck != 'BTC':
pairings.append(tocheck)
if not valset and base == 'BTC' and quote == 'KCS':
kcsbuy = value['info']['buy']
kcssell = value['info']['sell']
valset = True
elif not valset and base == 'KCS' and quote == 'BTC':
kcsbuy = value['info']['buy']
kcssell = value['info']['sell']
valset = True
btc = {}
kcs = {}
for key, value in kcmarkets.items():
base = value['base']
quote = value['quote']
proceed = False
isbase = False
if base == 'BTC' or base == 'KCS':
proceed = True
isbase = True
elif quote == 'BTC' or quote == 'KCS':
proceed = True
isbase = False
if base == 'KCS' and quote == 'BTC' or base == 'BTC' and quote == 'KCS':
continue
if proceed and quote in pairings or base in pairings:
if isbase:
if base == 'BTC':
btc[quote] = {}
btc[quote]['symbol'] = value['symbol']
btc[quote]['buy'] = value['info']['buy'];
btc[quote]['sell'] = value['info']['sell'];
elif base == 'KCS':
kcs[quote] = {}
kcs[quote]['symbol'] = value['symbol']
kcs[quote]['buy'] = value['info']['buy'];
kcs[quote]['sell'] = value['info']['sell'];
else:
if quote == 'BTC':
btc[base] = {}
btc[base]['symbol'] = value['symbol']
btc[base]['buy'] = value['info']['buy'];
btc[base]['sell'] = value['info']['sell'];
elif quote == 'KCS':
kcs[base] = {}
kcs[base]['symbol'] = value['symbol']
kcs[base]['buy'] = value['info']['buy'];
kcs[base]['sell'] = value['info']['sell'];
totalkcs = 5
totalbtc = totalkcs * kcssell
print('Total BTC ', totalbtc)
for pair in pairings:
try:
btcpair = btc[pair]['sell']
firstval = 0
if pair == 'USDT':
firstval = totalbtc * btcpair
else:
firstval = totalbtc / btcpair
firstval *= 0.999
secondval = 0
kcspair = kcs[pair]['buy']
if pair == 'ETH' or pair == 'USDT':
secondval = firstval / kcspair
else:
secondval = firstval * kcspair
secondval *= 0.999
thirdval = secondval * kcsbuy
thirdval *= 0.999
if thirdval > totalbtc:
s1 = "Profitable Pair BTC/{} Difference {:.8f} Percentage {:.2f}".format(pair, thirdval - totalbtc, (1-(totalbtc / thirdval)) * 100)
print(s1)
firstval = totalbtc / kcssell
firstval *= 0.999
kcsval = kcs[pair]['sell']
if pair == 'ETH' or pair == 'USDT':
secondval = firstval * kcsval
else:
secondval = firstval / kcsval
secondval *= 0.999
btcval = btc[pair]['buy']
if pair == 'USDT':
thirdval = secondval / btcval
else:
thirdval = secondval * btcval
if thirdval > totalbtc:
if pair == 'BCH':
print('BCH KCS ', kcsval, ' BTC ', btcval)
s1 = "Profitable Pair KCS/{} Difference {:.8f} Percentage {:.2f}".format(pair, thirdval - totalbtc, (1-(totalbtc / thirdval)) * 100)
print(s1)
except KeyError:
print(pair, " doesn't exist")
def __init__(self, exchange_id, config):
threading.Thread.__init__(self)
self.ob_constant = OD_TICK_TIMER
self.bl_constant = BALANCE_TICK_TIMER
self.trade_constant = TRADE_TICK_TIMER
self.stop_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=TICK_TIMER)
self.orderbook_tick_time = datetime.datetime.now(
) + datetime.timedelta(seconds=self.ob_constant)
self.balance_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=self.bl_constant)
self.trade_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=self.trade_constant)
self.info_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=INFO_TIMER)
self.config = config
self.orderbook_count = 0
self.pair_info = dict()
self.exhange = exchange_id
self.is_auth = False
self.name = '[ccxt %s]' % self.exhange
self.pair_list = set()
if self.exhange == 'liqui':
self.ob_constant = 30
self.bl_constant = 60
self.ccxt_in_queue = self.config['in_queue']
self.ccxt_out_queue = self.config['out_queue']
#self.pair_list = self.config['pairs']
# for i in self.config['pairs']:
# i['balance_tick'] = True
# self.pair_list.add( i['name'] )
auth = {}
if 'auth' in self.config.keys():
auth = self.config['auth']
self.is_auth = True
self.name = '[ccxt %s %s*]' % (self.exhange, auth['apiKey'][:4])
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
if self.exhange == 'hitbtc':
loop.create_task(self.run_loop(ccxt.hitbtc(auth)))
elif self.exhange == 'coinmarketcap':
loop.create_task(self.run_loop(ccxt.coinmarketcap()))
elif self.exhange == 'binance':
loop.create_task(self.run_loop(ccxt.binance(auth)))
elif self.exhange == 'bitmex':
loop.create_task(self.run_loop(ccxt.bitmex(auth)))
elif self.exhange == 'huobipro':
loop.create_task(self.run_loop(ccxt.huobipro()))
elif self.exhange == 'liqui':
loop.create_task(self.run_loop(ccxt.liqui(auth)))
elif self.exhange == 'bitfinex2':
loop.create_task(self.run_loop(ccxt.bitfinex2(auth)))
elif self.exhange == 'bitfinex':
loop.create_task(self.run_loop(ccxt.bitfinex(auth)))
elif self.exhange == 'okex':
loop.create_task(self.run_loop(ccxt.okex(auth)))
elif self.exhange == 'kucoin':
loop.create_task(self.run_loop(ccxt.kucoin(auth)))
elif self.exhange == 'bittrex':
loop.create_task(self.run_loop(ccxt.bittrex(auth)))
elif self.exhange == 'qryptos':
loop.create_task(self.run_loop(ccxt.qryptos(auth)))
elif self.exhange == 'kraken':
loop.create_task(self.run_loop(ccxt.kraken(auth)))
loop.run_forever()