def __init__(self, monitor_only=False):
super(Arbitrage, self).__init__()
self.base_pair = "Bitfinex_BTC_USD"
self.pair_1 = "Bitfinex_BT1_USD"
self.pair_2 = "Bitfinex_BT2_USD"
self.monitor_only = monitor_only
self.precision = 2
self.fee_base = 0.002
self.fee_pair1 = 0.002
self.fee_pair2 = 0.002
"""交易所限制的最小交易量，由交易所和币种共同决定"""
self.min_amount_market = 0.02
"""单次交易的最大量和最小量"""
self.max_trade_amount = 0.1
self.min_trade_amount = 0.02
# 赢利触发点，差价，百分比更靠谱?
self.profit_trigger = 1.5
self.last_trade = 0
self.skip = False
self.btc_all_origin = 0
self.error_count = 0
if not monitor_only:
self.brokers = broker_factory.create_brokers(
[self.base_pair, self.pair_1, self.pair_2])
def __init__(self, base_pair, pair1, pair2, monitor_only=False, **kwargs):
super(TriangleArbitrage, self).__init__()
self.base_pair = base_pair
self.pair_1 = pair1
self.pair_2 = pair2
self.monitor_only = monitor_only
"""小数位进度，usd定价为2, btc定价为8"""
self.precision = kwargs['precision']
"""交易所和币种对应的手续费, 一般为1%, 2%, 2.5%"""
self.fee_base = kwargs['fee_base']
self.fee_pair1 = kwargs['fee_pair1']
self.fee_pair2 = kwargs['fee_pair2']
"""交易所限制的最小交易量，由交易所和币种共同决定"""
self.min_amount_market = kwargs['min_amount_market']
self.min_amount_mid = kwargs['min_amount_mid']
"""单次交易的最大量和最小量"""
self.max_trade_amount = kwargs['max_trade_amount']
self.min_trade_amount = kwargs['min_trade_amount']
# 赢利触发点，差价，百分比更靠谱?
self.profit_trigger = 1.5
self.last_trade = 0
self.skip = False
self.brokers = broker_factory.create_brokers(
[self.base_pair, self.pair_1, self.pair_2])
# just for count for chance profit
self.count_forward = 0
self.count_reverse = 0
self.trigger_diff_percent = 1.0
logging.debug('t_bfx_bn params: ' + str(kwargs))
def __init__(self, base_pair, pair1, pair2, **kwargs):
super(T_CoinEgg, self).__init__()
self.base_pair = base_pair
self.pair_1 = pair1
self.pair_2 = pair2
self.monitor_only = kwargs['monitor_only']
"""小数位进度，usd定价为2, btc定价为8"""
self.precision = kwargs['precision']
"""交易所和币种对应的手续费, 一般为1%, 2%, 2.5%"""
self.fee_base = kwargs['fee_base']
self.fee_pair1 = kwargs['fee_pair1']
self.fee_pair2 = kwargs['fee_pair2']
"""交易所限制的最小交易量，由交易所和币种共同决定"""
self.min_amount_market = kwargs['min_amount_market']
self.min_amount_mid = kwargs['min_amount_mid']
"""单次交易的最大量和最小量"""
self.max_trade_amount = kwargs['max_trade_amount']
self.min_trade_amount = kwargs['min_trade_amount']
# 赢利触发点，差价，百分比更靠谱?
self.profit_trigger = 0.5
self.last_trade = 0
self.skip = False
# just for count for chance profit
self.count_forward = 0
self.count_reverse = 0
if not self.monitor_only:
self.brokers = broker_factory.create_brokers([self.base_pair, self.pair_1, self.pair_2])
def __init__(self):
super(Maker_ZRX, self).__init__()
self.mm_market = 'Bitfinex_ZRX_ETH'
self.hedge_market = 'Binance_ZRX_ETH'
self.brokers = broker_factory.create_brokers(
[self.mm_market, self.hedge_market])
self.mm_broker = self.brokers[self.mm_market]
self.hedge_broker = self.brokers[self.hedge_market]
self.local_order = {}
self.data_lost_count = 0
self.risk_protect_count = 10
self.fee_hedge_market = 0.002
self.fee_mm_market = 0.002
self.MIN_PRICE_DIFF = 0.02
self.PLACE_AMOUNT_INIT = 10
# 滑价
self.SLID_PRICE = 0.005
self.tick_count = 0
self.last_update_min_stock = 0.0
# Just for bfx
self.min_amount_trade = 6
self.cancel_orders(self.mm_market)
logging.info('liquid_zrx======>Setup complete')
def __init__(self):
super(T_Kkex_BCH, self).__init__()
self.base_pair = "Bitfinex_BCH_USD"
self.pair_1 = "Kkex_BCC_BTC"
self.pair_2 = "Bitfinex_BTC_USD"
self.monitor_only = True
self.precision = 2
self.fee_base = 0.002
self.fee_pair1 = 0.002
self.fee_pair2 = 0.002
"""交易所限制的最小交易量，由交易所和币种共同决定"""
self.min_amount_market = 0.04
self.min_amount_mid = 0.004
"""单次交易的最大量和最小量"""
self.max_trade_amount = 0.5
self.min_trade_amount = 0.05
# 赢利触发点，差价，百分比更靠谱?
self.profit_trigger = 0.5
self.last_trade = 0
self.skip = False
self.btc_all_origin = 0
self.error_count = 0
if not self.monitor_only:
self.brokers = broker_factory.create_brokers(
[self.base_pair, self.pair_1, self.pair_2])
def get_balance(cls, args):
if not args.markets:
logging.error("You must use --markets argument to specify markets")
sys.exit(2)
p_markets = args.markets.split(",")
brokers = broker_factory.create_brokers(p_markets)
snapshot = Snapshot()
while True:
total_btc = 0.
total_bch = 0.
total_eth = 0.
total_zrx = 0.
for market in brokers.values():
market.get_balances()
print(market)
total_btc += market.btc_balance
total_bch += market.bch_balance
total_eth += market.eth_balance
total_zrx += market.zrx_balance
snapshot.snapshot_balance(market.name, market.btc_balance,
market.bch_balance,
market.eth_balance,
market.zrx_balance)
snapshot.snapshot_balance('ALL', total_btc, total_bch, total_eth,
total_zrx)
time.sleep(60 * 10)
def __init__(self, base_pair, pair_1, pair_2, **kwargs):
super(T_Bithumb, self).__init__()
self.base_pair = base_pair
self.pair_1 = pair_1
self.pair_2 = pair_2
self.monitor_only = kwargs['monitor_only']
"""小数位进度，krw定价为2, btc定价为8"""
self.precision = kwargs['precision']
"""交易所和币种对应的手续费, 一般为1%, 2%, 2.5%"""
self.fee_base = kwargs['fee_base']
self.fee_pair1 = kwargs['fee_pair1']
self.fee_pair2 = kwargs['fee_pair2']
"""交易所限制的最小交易量，由交易所和币种共同决定"""
self.min_stock_base = kwargs['min_stock_base']
self.min_stock_1 = kwargs['min_stock_pair1']
self.min_stock_2 = kwargs['min_stock_pair2']
self.min_amount_market = max(self.min_stock_base, self.min_stock_1)
self.min_amount_mid = self.min_stock_2
self.last_update_min_stock = 0.0
"""单次交易的最大量和最小量"""
self.max_trade_amount = kwargs['max_trade_amount']
self.min_trade_amount = kwargs['min_trade_amount']
# 赢利触发点，差价，百分比更靠谱?
self.trigger_percent = 0.7
self.last_trade = 0
self.skip = False
# just for count for chance profit
self.count_forward = 0
self.count_reverse = 0
self.origin_assets = {}
self.risk_count = 0
self.logging_balance = True
if not self.monitor_only:
self.brokers = broker_factory.create_brokers(
[self.base_pair, self.pair_1, self.pair_2])
self.update_min_stock()
self.update_balance()
self.logger_other = log.get_logger('log/bithumb_other.log')
logging.debug("T_Bithumb params: " + str(kwargs))
def __init__(self):
super(Liquid, self).__init__()
self.mm_market = 'Kkex_BCH_BTC'
self.refer_markets = ['Bitfinex_BCH_BTC']
self.hedge_market = 'Bitfinex_BCH_BTC'
self.data_lost_count = 0
self.risk_protect_count = 10
self.slappage = 0.005
self.brokers = broker_factory.create_brokers(
[self.mm_market, self.hedge_market])
self.mm_broker = self.brokers[self.mm_market]
self.hedge_broker = self.brokers[self.hedge_market]
self.hedge_bid_price = 0.0
self.hedge_ask_price = 0.0
self.LIQUID_MIN_DIFF = 0.01
# self.LIQUID_MAX_DIFF = 0.05
self.LIQUID_MAX_DIFF = 0.03
# bfx bch min trade amount = 0.02
self.LIQUID_HEDGE_MIN_AMOUNT = 0.02
self.LIQUID_MAX_BCH_AMOUNT = 1
self.LIQUID_MIN_BCH_AMOUNT = 0.1
self.LIQUID_BUY_ORDER_PAIRS = 5
self.LIQUID_SELL_ORDER_PAIRS = 5
# self.LIQUID_INIT_DIFF = 0.015 # 1%
self.LIQUID_INIT_DIFF = 0.015 # 1%
self.cancel_all_orders(self.mm_market)
self.cancel_all_orders(self.hedge_market)
self.fee_hedge_market = 0.002
self.fee_mm_market = 0.002
self.tick_count = 0
self.cancel_all_orders(self.mm_market)
logging.info('Liquid Setup complete')
def __init__(self):
super(Liquid_ZRX, self).__init__()
self.mm_market = 'Binance_ZRX_ETH'
self.refer_markets = ['Bitfinex_ZRX_ETH']
self.hedge_market = 'Bitfinex_ZRX_ETH'
self.data_lost_count = 0
self.risk_protect_count = 10
self.slappage = 0.005
self.brokers = broker_factory.create_brokers(
[self.mm_market, self.hedge_market])
self.mm_broker = self.brokers[self.mm_market]
self.mm_broker.set_max_volume_risk_protect(1000)
self.hedge_broker = self.brokers[self.hedge_market]
self.hedge_broker.set_max_volume_risk_protect(1000)
self.hedge_bid_price = 0.0
self.hedge_ask_price = 0.0
self.LIQUID_MIN_DIFF = 0.01
# self.LIQUID_MAX_DIFF = 0.05
self.LIQUID_MAX_DIFF = 0.03
self.LIQUID_HEDGE_MIN_AMOUNT = 6
self.LIQUID_MAX_ZRX_AMOUNT = 200
self.LIQUID_MIN_ZRX_AMOUNT = 50
self.LIQUID_BUY_ORDER_PAIRS = 5
self.LIQUID_SELL_ORDER_PAIRS = 5
self.LIQUID_INIT_DIFF = 0.015 # 1%
self.fee_hedge_market = 0.002
self.fee_mm_market = 0.002
self.tick_count = 0
self.cancel_orders(self.mm_market)
self.cancel_orders(self.hedge_market)
self.last_update_min_stock = 0.0
logging.info('Liquid_ZRX Setup complete')
def __init__(self, base_pair, pair1, pair2, monitor_only=False):
super(TriangleArbitrage, self).__init__()
self.base_pair = base_pair
self.pair_1 = pair1
self.pair_2 = pair2
self.monitor_only = monitor_only
self.brokers = broker_factory.create_brokers([self.base_pair, self.pair_1, self.pair_2])
self.last_trade = 0
self.min_amount_bch = 0.0001
self.min_amount_btc = 0.005
# 保留的小树位精度
self.precision = 8
# 赢利触发点
self.profit_trigger = 1.5
self.skip = False
# 分别的手续费
self.fee_base = 0.001
self.fee_pair1 = 0.001
self.fee_pair2 = 0.001
# print(resp)
'''test cancel order'''
# order_id = '5951670653'
# resp = client.cancel_order(order_id)
# print(resp)
'''test cancel all orders'''
# print(client.cancel_all_orders())
'''test orders'''
# resp = client.orders_history(1)
# if resp:
# print('orders history : ' + str(resp))
# else:
# print('orders history failed')
'''test broker'''
pair_code = 'Bitfinex_ZRX_ETH'
brokers = create_brokers([pair_code])
broker = brokers[pair_code]
'''test sell order'''
# price = 0.0019
# amount = 6
# order = broker.sell_limit(price=price, amount=amount)
# if order:
# print('sell order: %s' % str(order))
# else:
# print('sell order failed')
'''test get order 7361152886'''
# order_id = 7361152886
# order = broker.get_order(order_id=order_id)
# if order:
# print('get order: %s' % str(order))
# else: