def generate_pairs_filter_xml(maxpairs=None):
lock = threading.Lock()
exchanges = u.getExchangesFromXml('exchanges.xml')
assets = u.getAssetsFromXml('assets.xml')
logger = loggerHandler('generate_pairs_filter_xml',log_path='log/')
u.initExchangesConcurrency(exchanges,assets,logger)
pairs = u.getMostQuotedPairs(exchanges,logger)
root = etree.Element('PairsFilter')
if maxpairs:
if maxpairs>len(pairs):
maxpairs = len(pairs)
else:
maxpairs = len(pairs)
for pair in pairs[:maxpairs]:
node = etree.SubElement(root,'Pair',name=pair[1])
str_xml = etree.tostring(root,pretty_print=True)
outFile = open('pairs_filter.xml','w')
outFile.write(str_xml.decode())
outFile.close()
logger.close()
#test if an exchange name exists in list of exchanges
def ExchangeExists(exchange_name,exchanges):
for exchange in exchanges:
if exchange.name.lower() == exchange_name.lower():
return True
return False
if __name__=="__main__":
threads = []
time_start = time.time()
exchanges = u.getExchangesFromXml('exchanges.xml')
assets = u.getAssetsFromXml('assets.xml')
pairs_filter = u.getPairsFilterFromXml('pairs_filter.xml')
logger = loggerHandler('exchange_listener',log_path='log/')
loggerExchangeInfo = loggerHandler('exchange_info',log_path='log/')
loggerArbitrage = loggerHandler('exchange_arbitrage',log_path='log/')
#init exchanges
u.initExchangesConcurrency(exchanges,assets,logger)
#delete pair we are not listening
u.deletePairsUnlistened(exchanges,pairs_filter)
#listen to exchanges
threads = u.launchExchangeListenersWithPairsFilter(exchanges,pairs_filter,logger)
time.sleep(3)
print('Launching shell....')
print('****************************************************************')
try:
import exchange_utils as u
from exchange import Exchange
from logger_handler import loggerHandler
from worker import PriceListenerWorker
except ImportError:
pass
import threading
import time
#test
if __name__=="__main__":
logger = loggerHandler('test',log_path='log/')
lock = threading.Lock()
#getHttpResponse
print('test getHttpResponse: ')
print(u.getHttpResponse('https://btc-e.com/api/3/depth/btc_usd'))
print('--------------------------------------')
#getExchangesFromXml
print('test getExchangesFromXml: ')
exchanges = u.getExchangesFromXml('exchanges.xml')
expected_len = 6
for exchange in exchanges:
print(exchange)
if len(exchanges)!=expected_len:
raise Exception('Expected # exchanges is ' + str(expected_len) +
', only ' + str(len(exchanges)) + ' in the list')
msg = 'Arbitrages stats:\n'
for arb in listArb:
prct,pair,avg_profit,listExchCouple = arb
msg += pair + ': ' + str(round(prct*100,2)) + '% of total arbs for $' + str(avg_profit) + ' avg profit '
for exchCouple in listExchCouple:
exchFrom,exchTo = getExchFromCouple(exchCouple[1])
msg += '[$' + str(exchCouple[0]) + ' ' + exchFrom + ' to ' + exchTo + ']'
msg += '\n'
s = '\n########################################################\n'
logger.info(s + msg + s,bPrint=False)
return msg
if __name__=='__main__':
logger = loggerHandler('test_arbitrages_stats',log_path='log/')
arbitrages = [[484.91,'btc-usd',[(444.3,'btc-e%%%okcoin'),(36.84,'btc-e%%%hitbtc'),(3.77,'btc-e%%%bter')]],
[484.91,'ltc-usd',[(444.3,'btc-e%%%okcoin'),(36.84,'btc-e%%%hitbtc'),(3.77,'btc-e%%%bter')]],
[384.91,'btc-usd',[(344.3,'btc-e%%%okcoin'),(36.84,'btc-e%%%hitbtc'),(3.77,'btc-e%%%bter')]],
[384.91,'ltc-usd',[(344.3,'btc-e%%%okcoin'),(36.84,'btc-e%%%hitbtc'),(3.77,'btc-e%%%bter')]],
[284.91,'btc-usd',[(184.91,'btc-e%%%okcoin'),(100.0,'btc-e%%%bter')]],
[284.91,'ltc-usd',[(184.91,'btc-e%%%okcoin'),(100.0,'btc-e%%%bter')]]]
log_arbitrages_stats(arbitrages,logger)
logger.close()
