print('--------------------------------------')
#getPairUrl
print('test getPairUrl: ')
print(u.getPairUrl('btc-usd','https://btc-e.com/api/3/depth/%asset1%_%asset2%'))
print(u.getPairUrl('btc-uro','https://poloniex.com/public?command=returnOrderBook&currencyPair=%ASSET1%_%ASSET2%&depth=50'))
print('--------------------------------------')
#init all exchanges
print('initExchangesConcurrency: ')
u.initExchangesConcurrency(exchanges,assets,logger)
print('--------------------------------------')
#getAssetsFromPair
print('getAssetsFromPair: ')
print(u.getAssetsFromPair('btc-usd'))
print(u.getAssetsFromPair('btc-_nexus'))
print(u.getAssetsFromPair('atomic-btc'))
print('--------------------------------------')
## #Exchange - init
## print('test Exchange: ')
## exch = u.getExchange(exchanges,'hitbtc')
## print(exch)
## istatus,err = exch.initPairs(assets)
## if istatus==0:
## print('initPairs ok')
## else:
## print('initPairs failed: ')
## print(err)
## print('--------------------------------------')
def log_arbitrage(exchanges,pairs,logger,profit_usd_min=10.0,details=False):
try:
resultDetails = 'Arbitrage opportunities details:\n'
resultSummary = 'Arbitrage opportunities summary:\n'
listResult = []
#we are going to adjust exchanges after each potential buy/sell
#so we need a copy here
exchanges_copy = exchanges.copy()
for pair in pairs:
#we assume there is arb opportunity
hasArb = True
atLeastOne = False
total_profit_usd = 0.0
asset1,asset2 = u.getAssetsFromPair(pair)
dicExchange = {}
while hasArb:
#search for lowest offer/higher bid
bid,ask,vol_bid,vol_ask,bid_exch,ask_exch = searchBest(pair,exchanges_copy)
volume = min(vol_bid,vol_ask)
if bid==None or ask==None or volume==None:
break
#profit in USD differs according to the pair:
#case XXX/USD (easiest)
if asset2=='usd':
profit_usd = (bid-ask)*volume
order1 = 0
order2 = 1
else:
#here we need btc-usd
btc_usd_fxrate = getAveragePrice(exchanges_copy,'btc-usd')
#case XXX/BTC
if asset2=='btc':
profit_usd = (bid-ask)*volume*btc_usd_fxrate
order1 = 0
order2 = 1
#case BTC/XXX
elif asset1=='btc':
#here we need to reverse pair from BTC/XXX to XXX/BTC
#to handle it the same way as previous case
bidtmp = bid
bid = 1/ask
ask = 1/bidtmp
exchtmp = bid_exch
bid_exch = ask_exch
ask_exch = exchtmp
order1 = 1
order2 = 0
profit_usd = (bid-ask)*volume*btc_usd_fxrate
#if USD profit>0, we log and update the exchange accordingly
if profit_usd > 0:
atLeastOne = True
total_profit_usd += profit_usd
resultDetails += (pair + ': ' +
'buy ' + str(round(volume,4)) + ' ' + asset1 + ' from ' + ask_exch + ' @' + str(round(ask,4)) + ',' +
' sell it to ' + bid_exch + ' @' + str(round(bid,4)) +
' for a profit of $' + str(round(profit_usd,2)) +
' (total profit $' + str(round(total_profit_usd,2)) + ')\n')
u.getExchange(exchanges_copy,ask_exch).executeMarketOrder(order1,pair,volume)
u.getExchange(exchanges_copy,bid_exch).executeMarketOrder(order2,pair,volume)
updateDicExchangeCouple(dicExchange,ask_exch + '%%%' + bid_exch,profit_usd)
#if profit is negative, we are done with this pair..
else:
hasArb = False
if atLeastOne:
resultDetails += '----------------------------------------------------------------------------------------------------\n'
if total_profit_usd>profit_usd_min:
exchange_couple_list = dicToList(dicExchange)
exchange_couple_list.sort(reverse=True)
listResult.append((total_profit_usd,pair,exchange_couple_list))
#we log all info at the end of the procedure
listResult.sort(reverse=True)
if len(listResult)==0:
resultSummary = 'There is no arbitrage opportunity superior to $' + str(round(profit_usd_min,2))
else:
for v in listResult:
resultSummary += v[1] + ': $' + str(round(v[0],2))
for t in v[2]:
exch_from,exch_to = getExchFromCouple(t[1])
resultSummary += ' [$' + str(round(t[0],2)) + ' from ' + exch_from + ' to ' + exch_to + ']'
resultSummary += '\n'
if details:
logger.info('\n########################################################\n' +
resultSummary + '****************************************************\n' +
resultDetails,bPrint=True)
else:
logger.info('\n########################################################\n' +
resultSummary,bPrint=True)
return listResult
except Exception as e:
logger.fatal(str(e))
return None