def transforming_user_dic(self, dic, inter, update, context):
user_dic = copy.deepcopy(dict(dic))
for exch in inter:
try:
exchange_bin = ccxt.binance()
exchange_exm = ccxt.exmo()
exchange_bifin = ccxt.bitfinex()
exchanges = {'Exmo': exchange_exm.fetchTickers(), 'Binance': exchange_bin.fetchTickers(),
'Bitfinex': exchange_bifin.fetchTickers()}
api_pairs = exchanges[exch]
user_pairs = user_dic[exch]
except:
print('проблемы с вызовом api')
self.checking_and_activate(user_dic, update, context)
intersection = list(set(api_pairs.keys()) & set(user_pairs.keys()))
for key in intersection:
t = list(user_pairs[key])
if len(t) < 3:
t.append(api_pairs[key]['bid'])
t.append(api_pairs[key]['ask'])
else:
t[2] == api_pairs[key]['bid']
t[3] == api_pairs[key]['ask']
user_pairs[key] = t
user_dic[exch] = user_pairs
try:
self.compare_bid_ask(user_dic, update, context)
except:
print('something wrong with compare bid_ask function')
def test8():
symbol = 'ETH/USDT'
t1 = Exchange.Exchange(ccxt.exmo())
t1.add_book(t1.Ex.fetch_order_book(symbol), symbol)
t2 = Exchange.Exchange(ccxt.ethfinex())
t2.add_book(t2.Ex.fetch_order_book(symbol), symbol)
pair = Pair.Pair(t1, t2, 'ETH/USDT')
def results(request):
output = ""
if request.method == 'POST':
form = SimulationForm(request.POST)
if form.is_valid():
amount = form.cleaned_data['amount']
base_currency = form.cleaned_data['base_currency']
quote_currency = form.cleaned_data['quote_currency']
duration = form.cleaned_data['duration']
use_fees = form.cleaned_data['include_fees']
sim = simulation.ArbitrageSimulation(
ccxt.exmo(), ccxt.gdax(), amount,
base_currency + "/" + quote_currency)
old_stdout = sys.stdout
result = StringIO()
sys.stdout = result
sim.start_simulation(duration, include_fees=use_fees)
sim.create_trade_visuals()
sys.stdout = old_stdout
result_list = result.getvalue().split("\n")
result_string = []
for s in result_list:
if s is not "":
result_string.append(s)
output = result_string
context = {
'form': form,
'duration': duration,
'amount': amount,
'output': output
}
return render(request, "crypto2/results.html", context)
else:
form = SimulationForm()
return render(request, "crypto2/index.html", {'form': form})
def api_by_name(exchange_name):
if exchange_name == 'exmo':
return ccxt.exmo()
elif exchange_name == 'yobit':
return ccxt.yobit()
elif exchange_name == 'hitbtc':
return ccxt.hitbtc()
elif exchange_name == 'livecoin':
return ccxt.livecoin()
else:
raise Exception("Unknown exchange")
def test_get_common_symbols():
print("Testing get_common_symbols()...")
a = ccxt.exmo()
b = ccxt.hitbtc()
c = ccxt.kraken()
d = ccxt.binance()
e = ccxt.huobi()
f = "myMadeUpExchangeName"
g = "binance"
s0 = "BTC/USDT"
s1 = "LTC/BTC"
s3 = "Not real"
assert get_common_symbols(a, b) is not None, "Should have some in common"
assert s0 in get_common_symbols(a, b), s0 + " is in both of these."
assert get_common_symbols(a, f) is None, "Made up exchange"
assert len(get_common_symbols(a, b)) == 14, "Should have consistent length."
print("Passed get_common_symbols() test...")
def simple_simulate(exchange0=ccxt.exmo(), exchange1=ccxt.hitbtc(),\
symbol="BTC/USDT", duration=5.0):
"""Run the simple simulation."""
start_time = time.time()
rate_limit = max(exchange0.rateLimit, exchange1.rateLimit)
exchange0.load_markets()
exchange1.load_markets()
profits = 0.0
while (time.time() - start_time) < duration * 60.0:
cost = get_buy_price(exchange0, exchange1, symbol)
revenue = get_sell_price(exchange0, exchange1, symbol)
profits += make_trade(revenue, cost)
time.sleep(rate_limit / 1000.0)
print("Total profits made trading on " + exchange0.name + " and "\
+ exchange1.name + " in the market of " + symbol + " over "\
+ str(duration) + " minutes were:")
print(profits)
return profits
def test_smoke_cctx(self):
print("yup test_cctx")
hitbtc = ccxt.hitbtc({'verbose': True})
bitmex = ccxt.bitmex()
huobi = ccxt.huobi()
exmo = ccxt.exmo({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
})
hitbtc_markets = hitbtc.load_markets()
print(hitbtc.id, hitbtc_markets)
print(bitmex.id, bitmex.load_markets())
print(huobi.id, huobi.load_markets())
print(hitbtc.fetch_order_book(hitbtc.symbols[0]))
print(bitmex.fetch_ticker('BTC/USD'))
print(huobi.fetch_trades('LTC/CNY'))
def test_get_spread():
print("Testing get_spread()...")
a = ccxt.exmo()
b = ccxt.hitbtc()
c = ccxt.kraken()
d = ccxt.binance()
e = ccxt.huobi()
f = "myMadeUpExchangeName"
g = "binance"
s0 = "BTC/USDT"
s1 = "LTC/BTC"
s3 = "Not real"
assert get_spread(a, b, s0)[0] is not None, "Example of valid comparison"
assert get_spread(a, b, s1)[0] is not None, "Example of valid comparison"
assert get_spread(d, c, s0)[0] is None, "Example of market without sym"
assert get_spread(a, f, s0)[0] is None, "Example of invalid exchange"
assert get_spread(a, b, s3)[0] is None, "Example of invalid symbol"
assert get_spread(a, b, s0, True)[0] <= 1, "Percent should be less than 1"
assert get_spread(a, b, s0, True)[0] >= 0, "Spread cannot be less than 1"
assert get_spread(a, b, s0)[0] >= 0, "Spread cannot be less than 1"
assert len(get_spread(a, b, s0)) == 3, "Tuple length should be 3."
assert len(get_spread(a, f, s0)) == 3, "Tuple length should be 3."
assert len(get_spread(a, b, s3)) == 3, "Tuple length should be 3."
print("Passed get_spreads() test...")
# coding=utf-8
import ccxt
import time
hitbtc = ccxt.hitbtc({'verbose': True})
bitmex = ccxt.bitmex()
huobi = ccxt.huobi()
exmo = ccxt.exmo({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
})
t1 = time.time()
gateio = ccxt.gateio()
t2 = time.time()
# print gateio.load_markets()
print gateio.fetch_ticker('DAI/USDT')
t3 = time.time()
print t3 - t2, t2 - t1
# print gateio.market_id('DAI/USDT')
# print gateio.fetch_balance()
def test():
hitbtc_markets = hitbtc.load_markets()
print(hitbtc.id, hitbtc_markets)
print(bitmex.id, bitmex.load_markets())
print(huobi.id, huobi.load_markets())
print(hitbtc.fetch_order_book(hitbtc.symbols[0]))
book = self.exchange.fetch_order_book(pair)
convert = 2/(book['bids'][0][0] + book['asks'][0][0])
self.convert_table[from_][into] = convert
self.convert_table[into][from_] = 1/convert
return convert
@staticmethod
def shorter_path(left_add, right_add, comp):
if left_add is None or right_add is None:
return comp
elif comp is None:
assert left_add[-1] == right_add[0]
return left_add + right_add[1:]
elif len(comp) > len(left_add) + len(right_add):
assert left_add[-1] == right_add[0]
return left_add + right_add[1:]
else:
return comp
def all_currencies(markets):
res = set()
for m in markets:
res.add(m['base'])
res.add(m['quote'])
return list(res)
if __name__ == '__main__':
PairGraph(ccxt.exmo()).convert_currency("WAVES", "HBZ", 1)
profit_cumulative = []
profit_cumulative.append(self.profit[0])
for i in range(1, len(self.profit)):
profit_cumulative.append(self.profit[i]\
+ profit_cumulative[i - 1])
plt.plot(range(len(profit_cumulative)), profit_cumulative)
plt.suptitle("Cumulative Profit over Time")
plt.ylabel("Cumulative Profit (" + self.quote_currency + ")")
plt.xlabel("Time (number of trades since start)")
plt.savefig("crypto/static/graphs/output_profit.png")
plt.clf()
if __name__ == "__main__":
CHOICES = [
ArbitrageSimulation(ccxt.bittrex(), ccxt.hitbtc(), "BTC/USDT"),
ArbitrageSimulation(ccxt.exmo(), ccxt.gdax(), "BTC/USD"),
ArbitrageSimulation(ccxt.exmo(), ccxt.kraken(), "BTC/EUR"),
ArbitrageSimulation(ccxt.bitfinex(), ccxt.exmo(), "ETH/USD"),
]
if len(sys.argv) > 1: # can provide commandline args to run simulation
PARSER = argparse.ArgumentParser(description="Produces visual output"\
+ " from simulator with the given parameters.")
PARSER.add_argument("simulation_type", help="whether to simulate a"\
+ " duration (0) or for to time a profit (1).", type=int,\
choices=[0, 1])
PARSER.add_argument("limit_value",\
help="If duration, the time in minutes if timing a profit,"\
+ " the amount of profit.", type=float)
PARSER.add_argument("simulation_choice",\
help="Which default simulation to use.", type=int,\
choices=range(len(CHOICES)))
def exchangeObject(exchange_in):
exchanges = [
ccxt.acx(),
ccxt.bitbay(),
ccxt.bitfinex(),
ccxt.bitflyer(),
ccxt.bithumb(),
ccxt.bitlish(),
ccxt.bitmarket(),
ccxt.bitmex(),
ccxt.bitso(),
ccxt.bitstamp(),
ccxt.bitstamp1(),
ccxt.bittrex(),
ccxt.bl3p(),
ccxt.bleutrade(),
ccxt.btcbox(),
ccxt.btcchina(),
ccxt.btcexchange(),
ccxt.btcmarkets(),
ccxt.btctradeua(),
ccxt.btcturk(),
ccxt.bxinth(),
ccxt.ccex(),
ccxt.cex(),
ccxt.chbtc(),
ccxt.chilebit(),
ccxt.coincheck(),
ccxt.coinfloor(),
ccxt.coingi(),
ccxt.coinmarketcap(),
ccxt.coinmate(),
ccxt.coinspot(),
ccxt.cryptopia(),
ccxt.dsx(),
ccxt.exmo(),
ccxt.flowbtc(),
ccxt.foxbit(),
ccxt.fybse(),
ccxt.fybsg(),
ccxt.gatecoin(),
ccxt.gateio(),
ccxt.gdax(),
ccxt.gemini(),
ccxt.getbtc(),
ccxt.hitbtc(),
ccxt.independentreserve(),
ccxt.itbit(),
ccxt.jubi(),
ccxt.kraken(),
ccxt.kucoin(),
ccxt.kuna(),
ccxt.lakebtc(),
ccxt.liqui(),
ccxt.livecoin(),
ccxt.luno(),
ccxt.mercado(),
ccxt.mixcoins(),
ccxt.nova(),
ccxt.okcoincny(),
ccxt.okcoinusd(),
ccxt.okex(),
ccxt.paymium(),
ccxt.poloniex(),
ccxt.qryptos(),
ccxt.quadrigacx(),
ccxt.southxchange(),
ccxt.surbitcoin(),
ccxt.therock(),
ccxt.tidex(),
ccxt.urdubit(),
ccxt.vaultoro(),
ccxt.vbtc(),
ccxt.virwox(),
ccxt.wex(),
ccxt.xbtce(),
ccxt.yobit(),
ccxt.yunbi(),
ccxt.zaif(),
ccxt.zb()
]
for count, exchange in enumerate([str(x) for x in exchanges]):
if exchange_in.lower() in exchange:
return exchanges[count]
break
def init_supported_exchanges():
objects = {
"acx": ccxt.acx(),
"aofex": ccxt.aofex(),
"bequant": ccxt.bequant(),
"bibox": ccxt.bibox(),
"bigone": ccxt.bigone(),
"binance": ccxt.binance(),
"bitbank": ccxt.bitbank(),
"bitbay": ccxt.bitbay(),
"bitfinex": ccxt.bitfinex(),
"bitflyer": ccxt.bitflyer(),
"bitforex": ccxt.bitforex(),
"bithumb": ccxt.bithumb(),
"bitkk": ccxt.bitkk(),
"bitmax": ccxt.bitmax(),
"bitstamp": ccxt.bitstamp(),
"bittrex": ccxt.bittrex(),
"bitz": ccxt.bitz(),
"bl3p": ccxt.bl3p(),
"bleutrade": ccxt.bleutrade(),
"braziliex": ccxt.braziliex(),
"btcalpha": ccxt.btcalpha(),
"btcbox": ccxt.btcbox(),
"btcmarkets": ccxt.btcmarkets(),
"btctradeua": ccxt.btctradeua(),
"bw": ccxt.bw(),
"bybit": ccxt.bybit(),
"bytetrade": ccxt.bytetrade(),
"cex": ccxt.cex(),
"chilebit": ccxt.chilebit(),
"coinbase": ccxt.coinbase(),
"coinbasepro": ccxt.coinbasepro(),
"coincheck": ccxt.coincheck(),
"coinegg": ccxt.coinegg(),
"coinex": ccxt.coinex(),
"coinfalcon": ccxt.coinfalcon(),
"coinfloor": ccxt.coinfloor(),
"coinmate": ccxt.coinmate(),
"coinone": ccxt.coinone(),
"crex24": ccxt.crex24(),
"currencycom": ccxt.currencycom(),
"digifinex": ccxt.digifinex(),
"dsx": ccxt.dsx(),
"eterbase": ccxt.eterbase(),
"exmo": ccxt.exmo(),
"exx": ccxt.exx(),
"foxbit": ccxt.foxbit(),
"ftx": ccxt.ftx(),
"gateio": ccxt.gateio(),
"gemini": ccxt.gemini(),
"hbtc": ccxt.hbtc(),
"hitbtc": ccxt.hitbtc(),
"hollaex": ccxt.hollaex(),
"huobipro": ccxt.huobipro(),
"ice3x": ccxt.ice3x(),
"independentreserve": ccxt.independentreserve(),
"indodax": ccxt.indodax(),
"itbit": ccxt.itbit(),
"kraken": ccxt.kraken(),
"kucoin": ccxt.kucoin(),
"lakebtc": ccxt.lakebtc(),
"latoken": ccxt.latoken(),
"lbank": ccxt.lbank(),
"liquid": ccxt.liquid(),
"livecoin": ccxt.livecoin(),
"luno": ccxt.luno(),
"lykke": ccxt.lykke(),
"mercado": ccxt.mercado(),
"oceanex": ccxt.oceanex(),
"okcoin": ccxt.okcoin(),
"okex": ccxt.okex(),
"paymium": ccxt.paymium(),
"poloniex": ccxt.poloniex(),
"probit": ccxt.probit(),
"southxchange": ccxt.southxchange(),
"stex": ccxt.stex(),
"surbitcoin": ccxt.surbitcoin(),
"therock": ccxt.therock(),
"tidebit": ccxt.tidebit(),
"tidex": ccxt.tidex(),
"upbit": ccxt.upbit(),
"vbtc": ccxt.vbtc(),
"wavesexchange": ccxt.wavesexchange(),
"whitebit": ccxt.whitebit(),
"yobit": ccxt.yobit(),
"zaif": ccxt.zaif(),
"zb": ccxt.zb()
}
return objects
import sys
import ccxt
import numpy as np
import time
import datetime
from pytz import timezone
import cry_arb_evaluator
import json
dash = '-' * 25
space = ' ' * 2
tz = timezone('EST')
kraken = ccxt.kraken({'enableRateLimit': True})
exmo = ccxt.exmo({'enableRateLimit': True})
binance = ccxt.binance({'enableRateLimit': True})
hitbtc = ccxt.hitbtc2({'enableRateLimit': True})
coinbasepro = ccxt.coinbasepro({
'enableRateLimit': True,
})
gemini = ccxt.gemini({
'enableRateLimit': True,
})
bitfinex = ccxt.bitfinex({
'enableRateLimit': True,
})
livecoin = ccxt.livecoin({
'enableRateLimit': True,
})
kucoin = ccxt.kucoin({
'enableRateLimit': True,
})
ccxt.coinegg(), ccxt.coinex(), ccxt.coinexchange(), ccxt.coinfloor(), ccxt.coingi(), ccxt.coinmarketcap(), ccxt.coinmate(), ccxt.coinnest(), ccxt.coinone(), ccxt.coinsecure(), ccxt.coinspot(), ccxt.coolcoin(), ccxt.cryptopia(), ccxt.dsx(), ccxt.ethfinex(), ccxt.exmo(), ccxt.exx(), ccxt.flowbtc(), ccxt.foxbit(), ccxt.fybse(), ccxt.fybsg(), ccxt.gatecoin(), ccxt.gateio(), ccxt.gdax(), ccxt.gemini(), ccxt.getbtc(), ccxt.hadax(), ccxt.hitbtc(), ccxt.hitbtc2(), ccxt.huobi(), ccxt.huobicny(),
def create_market_api(self):
self.exchange = ccxt.exmo({
'apiKey': self.api_key,
'secret': self.secret
})
