def get_depth(self, base, alt):
order_book = {'bids': [], 'asks': []}
pair, swapped = self.get_validated_pair((base, alt))
if pair is None:
return
pairstr = pair[0].lower() + "_" + pair[1].lower()
if swapped:
bids, asks = btceapi.getDepth(pairstr)
else:
asks, bids = btceapi.getDepth(pairstr)
order_book['bids'] = [Order(float(b[0]), float(b[1])) for b in bids]
order_book['asks'] = [Order(float(a[0]), float(a[1])) for a in asks]
return order_book
def test_getDepth(self):
connection = btceapi.BTCEConnection()
info = btceapi.APIInfo(connection)
for pair in info.pair_names:
btceapi.getDepth(pair, connection, info)
btceapi.getDepth(pair, connection)
btceapi.getDepth(pair, info=info)
btceapi.getDepth(pair)
def getPrice(connection, f, tmp_f, pair="btc_usd"):
#get ticker
ticker = btceapi.getTicker(pair, connection)
#print ticker.high
#get asks/bids
asks, bids = btceapi.getDepth(pair)
ask_prices, ask_volumes = zip(*asks)
bid_prices, bid_volumes = zip(*bids)
#start list with all of the ticker info
curTrades = trades(coin='ltc',
updated=ticker.updated,
server_time=ticker.server_time,
buy=ticker.buy,
sell=ticker.sell)
#print out_list
#now we have a huge list with all the info, write to a single line in the csv file
line = ','.join(
(pair, str(time.mktime(time.localtime())), str(curTrades.buy))) + '\n'
#print line
f.write(line)
tmp_f.write(line)
def main():
attrs = ('high', 'low', 'avg', 'vol', 'vol_cur', 'last',
'buy', 'sell', 'updated', 'server_time')
#initialize connection
connection = btceapi.BTCEConnection()
f = open('/media/Big Daddy/New_Documents/python_data/ltc_btc_depth.pkl', 'ab')
while 1:
#sleep for .5 seconds, i.e. collect at 2Hz
time.sleep(1)
try:
#get ticker
ticker = btceapi.getTicker("ltc_btc", connection)
#get asks/bids
asks, bids = btceapi.getDepth("ltc_btc")
ask_prices, ask_volumes = zip(*asks)
bid_prices, bid_volumes = zip(*bids)
#start list with all of the ticker info
curTrades = trades(coin='ltc',updated=ticker.updated,server_time=ticker.server_time,ask_prices=ask_prices,ask_volumes=ask_volumes,bid_prices=bid_prices,bid_volumes=bid_volumes,buy=ticker.buy,sell=ticker.sell)
#print out_list
#now we have a huge list with all the info, write to a single line in the csv file
# Pickle class using protocol 0.
pickle.dump(curTrades,f)
#if connection is lost, just try to reconnect (this does seem to happen, so this line is actually pretty important for long data collects)
except:
connection = btceapi.BTCEConnection()
pass
def get_depth(self, base, alt):
book = {'bids': [], 'asks': []}
pair, swapped = self.get_validated_pair((base, alt))
if pair is None:
return
pairstr = pair[0].lower() + "_" + pair[1].lower()
if swapped:
bids, asks = btceapi.getDepth(pairstr)
else:
asks, bids = btceapi.getDepth(pairstr)
book['bids'] = [Order(float(b[0]), float(b[1])) for b in bids]
book['asks'] = [Order(float(a[0]), float(a[1])) for a in asks]
return book
def checkMarketDepth(self, pair):
''' Keeps track of current market depth '''
connection = btceapi.BTCEConnection()
asks, bids = btceapi.getDepth(pair, connection)
ask_prices, ask_volumes = zip(*asks)
bid_prices, bid_volumes = zip(*bids)
a = np.array(bid_prices)
b = np.array(bid_volumes)
c = a*b #calc values and put them in list
d = np.array(ask_prices)
e = np.array(ask_volumes)
f = d*e #calc valyes and put them in list
suma = sum(ask_volumes)
sumb = sum(bid_volumes)
askspread = abs(max(bid_prices)-min(ask_prices)) #gap between buy and sell price
print "Total askvolume:", suma, "with value:", f.sum() #print sum of lists
print "Total bidvolume:", sumb, "with value:", c.sum()
print "Lowest askprice:", min(ask_prices)
print "Highest bidprice:", max(bid_prices)
print "Ask-spread:", askspread
connection.close()
def getAsks(): prices = [] for c in pairs: depth = ba.getDepth(c) price = depth[0][0][0] print c[:3] + " ask: " + str(price) prices.append((c[:3], price)) return prices
def sellCoinBTCE(coin, tradeapi):
r = tradeapi.getInfo()
try:
balance = getattr(r, 'balance_' + coin)
except:
#probably a coin that BTCE doesn't have an exchange for, so just return
return
if balance > 0.1:
#i.e. if we're selling and we have some to sell that's larger than the minimum order...
asks, bids = btceapi.getDepth(coin + '_btc')
tr = tradeapi.trade(coin + '_btc', 'sell', bids[0][0], balance)
def sellCoinBTCE(coin, tradeapi):
r = tradeapi.getInfo()
try:
balance = getattr(r, 'balance_'+coin)
except:
# probably a coin that BTCE doesn't have an exchange for, so just return
return
if balance > 0.1:
# i.e. if we're selling and we have some to sell that's larger than the minimum order...
asks, bids = btceapi.getDepth(coin + '_btc')
tr = tradeapi.trade(coin + '_btc', 'sell',bids[0][0]*tradeMultiplier,balance)
def GetDepth(self, pair, askLimit = 50, bidLimit = 50):
if(not pair in self.btcePairs):
return {}
asks, bids = btceapi.getDepth(self.btcePairs[pair])
result = { \
'ask' : [{ 'price' : price, 'amount' : amount } for price, amount in asks[:askLimit]], \
'bid' : [{ 'price' : price, 'amount' : amount } for price, amount in bids[:bidLimit]] \
}
return result
def get_pair_depth(self, pair):
''' Returns asks and bids '''
asks, bids = btceapi.getDepth(pair)
ask_prices, ask_volumes = zip(*asks)
bid_prices, bid_volumes = zip(*bids)
pair_depth = {pair: {'ask_prices': ask_prices,
'ask_volumes': ask_volumes,
'bid_prices': bid_prices,
'bid_volumes' : bid_volumes
}
}
return pair_depth
def graphDepth(self, pair):
''' Build a graph to show depth of given pair '''
asks, bids = btceapi.getDepth(pair)
ask_prices, ask_volumes = zip(*asks)
bid_prices, bid_volumes = zip(*bids)
pylab.plot(ask_prices, np.cumsum(ask_volumes), 'r-')
pylab.plot(bid_prices, np.cumsum(bid_volumes), 'g-')
pylab.grid()
pylab.title("%s depth" % pair)
pylab.show()
pylab.close()
def sellCoinBTCE(coin, tradeapi):
r = tradeapi.getInfo()
try:
balance = getattr(r, "balance_" + coin)
except:
# probably a coin that BTCE doesn't have an exchange for, so just return
return
if balance > 0.1:
# i.e. if we're selling and we have some to sell that's larger than the minimum order...
asks, bids = btceapi.getDepth(coin + "_btc")
price = bids[0][0] * tradeMultiplier
if price > asks[0][0] and tradeMultiplierCheck == True:
price = asks[0][0] - 0.00000001
tr = tradeapi.trade(coin + "_btc", "sell", price, balance)
def getTopOfTheBookMinAmount(symbol, minAskAmount, minBidAmount):
asks, bids = btceapi.getDepth(symbol)
askDepth = 0
bidDepth = 0
ask, askAmount, bid, bidAmount = float(asks[0][0]), float(asks[0][1]), float(bids[0][0]), float(bids[0][1])
while(askAmount < minAskAmount):
askDepth = askDepth + 1
ask = float(asks[askDepth][0])
askAmount = askAmount + float(asks[askDepth][1])
while(bidAmount < minBidAmount):
bidDepth = bidDepth + 1
bid = float(bids[bidDepth][0])
bidAmount = bidAmount + float(bids[bidDepth][1])
return ask, askAmount, bid, bidAmount
def sellCoinBTCE(coin, tradeapi):
r = tradeapi.getInfo()
try:
balance = getattr(r, 'balance_' + coin)
except:
# probably a coin that BTCE doesn't have an exchange for, so just return
return
if balance > 0.1:
# i.e. if we're selling and we have some to sell that's larger than the minimum order...
asks, bids = btceapi.getDepth(coin + '_btc')
price = bids[0][0] * tradeMultiplier
if price > asks[0][0] and tradeMultiplierCheck == True:
price = asks[0][0] - 0.00000001
tr = tradeapi.trade(coin + '_btc', 'sell', price, balance)
def sellCoin(coin, tradeapi):
try:
r = tradeapi.getInfo()
balance = getattr(r, 'balance_'+coin)
#TODO - check for BTCE mins instead of 0
if balance > 0.0001:
#i.e. if we're selling and we have some to sell...
asks, bids = btceapi.getDepth(coin + '_btc')
print "Selling", balance, coin, "at the rate of", bids[0][0], "..."
tr = tradeapi.trade(coin + '_btc', 'sell',bids[0][0],balance)
print "Sold!"
#This sells at the highest price someone currently has a bid lodged for.
#It's possible that this won't totally deplete our reserves, but any
#unsold immediately will be left on the book, and will probably sell shortly.
except:
print "Something is wrong with Trade API"
def get_prices_and_volumes(pairs):
prices = {"bid": {}, "ask": {}}
volumes ={"bid": {}, "ask": {}}
for pair in pairs:
asks, bids = btceapi.getDepth(pair)
a_p, a_v = zip(*asks)
b_p, b_v = zip(*bids)
prices["ask"][pair] = a_p[0]
volumes["ask"][pair] = a_v[0]
prices["bid"][pair] = b_p[0]
volumes["bid"][pair] = b_v[0]
return prices, volumes
def get_prices_and_volumes(pairs):
prices = {"bid": {}, "ask": {}}
volumes = {"bid": {}, "ask": {}}
for pair in pairs:
asks, bids = btceapi.getDepth(pair)
a_p, a_v = zip(*asks)
b_p, b_v = zip(*bids)
prices["ask"][pair] = a_p[0]
volumes["ask"][pair] = a_v[0]
prices["bid"][pair] = b_p[0]
volumes["bid"][pair] = b_v[0]
return prices, volumes
def getTopOfTheBookMinSum(symbol, s):
asks, bids = btceapi.getDepth(symbol)
askDepth = 0
bidDepth = 0
ask, askAmount, bid, bidAmount = float(asks[0][0]), float(asks[0][1]), float(bids[0][0]), float(bids[0][1])
askSum = ask * askAmount
bidSum = bid * bidAmount
while(askSum < s):
askDepth = askDepth + 1
askSum = askSum + float(asks[askDepth][0]) * float(asks[askDepth][1])
ask = float(asks[askDepth][0])
askAmount = askAmount + float(asks[askDepth][1])
while(bidSum < s):
bidDepth = bidDepth + 1
bidSum = bidSum + float(bids[bidDepth][0]) * float(bids[bidDepth][1])
bid = float(bids[bidDepth][0])
bidAmount = bidAmount + float(bids[bidDepth][1])
return ask, askAmount, bid, bidAmount
def getPrice(connection,f,pair="btc_usd"):
#get ticker
ticker = btceapi.getTicker(pair, connection)
#print ticker.high
#get asks/bids
asks, bids = btceapi.getDepth(pair)
ask_prices, ask_volumes = zip(*asks)
bid_prices, bid_volumes = zip(*bids)
#start list with all of the ticker info
curTrades = trades(coin='ltc',updated=ticker.updated,server_time=ticker.server_time,buy=ticker.buy,sell=ticker.sell)
#print out_list
#now we have a huge list with all the info, write to a single line in the csv file
line = ','.join((pair,str(time.mktime(time.localtime())),str(curTrades.buy)))+'\n'
#print line
f.write(line)
def getPrice(connection,f,pair="btc_usd"):
#get ticker
ticker = btceapi.getTicker(pair, connection)
#print ticker.high
#get asks/bids
asks, bids = btceapi.getDepth(pair)
ask_prices, ask_volumes = zip(*asks)
bid_prices, bid_volumes = zip(*bids)
#start list with all of the ticker info
curTrades = trades(coin='ltc',updated=ticker.updated,server_time=ticker.server_time,buy=ticker.buy,sell=ticker.sell)
#print out_list
#now we have a huge list with all the info, write to a single line in the csv file
print pair
print curTrades.buy
# Pickle class using protocol 0.
pickle.dump(curTrades,f)
def GetDepth(self, pair, askLimit = 50, bidLimit = 50):
if(not pair in self.btcePairs):
return {}
asks, bids = btceapi.getDepth(self.btcePairs[pair])
r = randint(0, 1)
if r == 0:
result = { \
'ask' : [{ 'price' : (price / Decimal('2')), 'amount' : amount } for price, amount in asks[:askLimit]], \
'bid' : [{ 'price' : price, 'amount' : amount } for price, amount in bids[:bidLimit]] \
}
else:
result = { \
'ask' : [{ 'price' : price, 'amount' : amount } for price, amount in asks[:askLimit]], \
'bid' : [{ 'price' : (price * Decimal('2')), 'amount' : amount } for price, amount in bids[:bidLimit]] \
}
return result
def _runHandler(trade_handler):
last_tid = False
while trade_handler.running:
conn = btceapi.BTCEConnection()
loop_start = time.time()
interval = trade_handler.collectionInterval
p = trade_handler.type
try:
trade_handler.asks, trade_handler.bids = btceapi.getDepth(p, conn)
except:
print "getDepth Error"
# Collect the set of handlers for which we should get trade history.
try:
tradeHistory = btceapi.getTradeHistory(p, conn)
if tradeHistory[0].tid != last_tid:
trade_handler.tradeHistory = tradeHistory
last_tid = trade_handler.arrangePriceHistory(tradeHistory)
except:
print "getTradeHistory Error"
conn.close()
while trade_handler.running and time.time() - loop_start < interval:
time.sleep(0.5)
def prices(self):
"""
Returns tuple of closest ask/bid prices (ask, bid)
"""
asks, bids = btceapi.getDepth(pair)
return (asks[0][0], bids[0][0])
def getTopOfTheBook3(symbol): asks, bids = btceapi.getDepth(symbol) return (float(asks[2][0]), float(asks[0][1] + asks[1][1] + asks[2][1]), float(bids[2][0]), float(bids[0][1] + bids[1][1] + bids[2][1]))
key_file = sys.argv[1]
handler = btceapi.KeyHandler(key_file, resaveOnDeletion=True)
for key in handler.getKeys():
print "Computing value for key %s" % key
# NOTE: In future versions, the handler argument will be required.
conn = btceapi.BTCEConnection()
t = btceapi.TradeAPI(key, handler=handler)
try:
r = t.getInfo(connection = conn)
exchange_rates = {}
for pair in btceapi.all_pairs:
asks, bids = btceapi.getDepth(pair)
exchange_rates[pair] = bids[0][0]
btc_total = 0
for currency in btceapi.all_currencies:
balance = getattr(r, "balance_" + currency)
if currency is "btc":
print "\t%s balance: %s" % (currency.upper(), balance)
btc_total += balance
else:
pair = "%s_btc" % currency
if pair in btceapi.all_pairs:
btc_equiv = balance * exchange_rates[pair]
else:
pair = "btc_%s" % currency
btc_equiv = balance / exchange_rates[pair]
def getDepth(pair):
return btceapi.getDepth(pair, settings.connection)
def _runBot(bot):
while bot.running:
loop_start = time.time()
# Collect the set of pairs for which we should get depth.
depth_pairs = set()
for handler, pairs in bot.depthHandlers:
depth_pairs.update(pairs)
# Get current depth
depths = {}
conn = btceapi.BTCEConnection()
for p in depth_pairs:
try:
asks, bids = btceapi.getDepth(p, conn)
depths[p] = (datetime.datetime.now(), asks, bids)
except:
bot.onDepthRetrievalError(p, traceback.format_exc())
# Collect the set of pairs for which we should get trade history.
trade_history_pairs = set()
for handler, pairs in bot.tradeHistoryHandlers:
trade_history_pairs.update(pairs)
trade_histories = {}
for p in trade_history_pairs:
try:
trades = btceapi.getTradeHistory(p, conn)
trade_histories[p] = (datetime.datetime.now(), trades)
except:
bot.onTradeHistoryRetrievalError(p, traceback.format_exc())
conn.close()
for p, (t, asks, bids) in depths.items():
for handler, pairs in bot.depthHandlers:
if p in pairs:
try:
handler(t, p, asks, bids)
except:
bot.onDepthHandlingError(p, handler,
traceback.format_exc())
for p, (t, trades) in trade_histories.items():
# Merge new trades into the bot's history.
bot.mergeTradeHistory(p, trades)
# Provide full history to traders
for handler, pairs in bot.tradeHistoryHandlers:
if p in pairs:
try:
handler(t, p, bot.tradeHistoryItems[p])
except:
bot.onTradeHistoryHandlingError(
p, handler, traceback.format_exc())
# Tell all bots that have requested it that we're at the end
# of an update loop.
for handler in bot.loopEndHandlers:
try:
handler(datetime.datetime.now())
except:
# TODO: refactor this somewhere
t = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())
print("%s Error while calling loop end handler (%r): %s" %
(t, handler, traceback.format_exc()))
while bot.running and time.time() - loop_start < bot.collectionInterval:
time.sleep(0.5)
# Give traders and opportunity to do thread-specific cleanup.
for t in bot.traders:
t.onExit()
def prices(self):
"""
Returns tuple of closest ask/bid prices (ask, bid)
"""
asks, bids = btceapi.getDepth(pair)
return (asks[0][0], bids[0][0])
def _runBot(bot):
while bot.running:
sys.stdout.flush()
loop_start = time.time()
# Collect the set of pairs for which we should get depth.
depthPairs = set()
for handler, pairs in bot.depthHandlers:
depthPairs.update(pairs)
# Get current depth
depths = {}
conn = btceapi.BTCEConnection()
for p in depthPairs:
try:
asks, bids = btceapi.getDepth(p, conn)
depths[p] = (datetime.datetime.now(), asks, bids)
except:
bot.onDepthRetrievalError(p, traceback.format_exc())
# Collect the set of pairs for which we should get trade history.
tradeHistoryPairs = set()
for handler, pairs in bot.tradeHistoryHandlers:
tradeHistoryPairs.update(pairs)
tradeHistories = {}
for p in tradeHistoryPairs:
try:
trades = btceapi.getTradeHistory(p, conn)
tradeHistories[p] = (datetime.datetime.now(), trades)
except:
bot.onTradeHistoryRetrievalError(p, traceback.format_exc())
conn.close()
for p, (t, asks, bids) in depths.items():
for handler, pairs in bot.depthHandlers:
if p in pairs:
try:
handler(t, p, asks, bids)
except:
bot.onDepthHandlingError(p, handler, traceback.format_exc())
for p, (t, trades) in tradeHistories.items():
# Merge new trades into the bot's history.
bot.mergeTradeHistory(p, trades)
# Provide full history to traders
for handler, pairs in bot.tradeHistoryHandlers:
if p in pairs:
try:
handler(t, p, bot.tradeHistoryItems[p])
except:
bot.onTradeHistoryHandlingError(p, handler, traceback.format_exc())
# Tell all bots that have requested it that we're at the end
# of an update loop.
for handler in bot.loopEndHandlers:
try:
handler(datetime.datetime.now())
except:
# TODO: refactor this somewhere
t = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())
logging.debug("%s Error while calling loop end handler (%r): %s" % (t, handler, traceback.format_exc()))
while bot.running and time.time() - loop_start < bot.collectionInterval:
time.sleep(0.5)
# Give traders and opportunity to do thread-specific cleanup.
for t in bot.traders:
t.onExit()
#!/usr/bin/python
import sys
import pylab
import numpy as np
import btceapi
# If an argument is provided to this script, it will be interpreted
# as a currency pair for which depth should be displayed. Otherwise
# the BTC/USD depth will be displayed.
if len(sys.argv) >= 2:
pair = sys.argv[1]
print("Showing depth for %s" % pair)
else:
print("No currency pair provided, defaulting to btc_usd")
pair = "btc_usd"
asks, bids = btceapi.getDepth(pair)
print(len(asks), len(bids))
ask_prices, ask_volumes = zip(*asks)
bid_prices, bid_volumes = zip(*bids)
pylab.plot(ask_prices, np.cumsum(ask_volumes), 'r-')
pylab.plot(bid_prices, np.cumsum(bid_volumes), 'g-')
pylab.grid()
pylab.title("%s depth" % pair)
pylab.show()
def showAccountInfo(self, keyfile):
''' Show account info such as
balance and total value of wallet '''
handler = btceapi.KeyHandler(keyfile, resaveOnDeletion=True)
for key in handler.getKeys():
# print "Printing info for key %s" % key
conn = btceapi.BTCEConnection()
t = btceapi.TradeAPI(key, handler=handler)
try:
r = t.getInfo(connection = conn)
print "\t*************"
for currency in btceapi.all_currencies:
balance = getattr(r, "balance_" + currency)
if balance != 0:
print "\t%s balance: %s" % (currency.upper(), balance)
# print "\tInformation rights: %r" % r.info_rights
# print "\tTrading rights: %r" % r.trade_rights
# print "\tWithrawal rights: %r" % r.withdraw_rights
print "\tServer time: %r" % str(r.server_time)
#compute estimated account value too
exchange_rates = {}
for pair in btceapi.all_pairs:
asks, bids = btceapi.getDepth(pair)
exchange_rates[pair] = bids[0][0]
btc_total = 0
for currency in btceapi.all_currencies:
balance = getattr(r, "balance_" + currency)
if currency == "btc":
# print "\t%s balance: %s" % (currency.upper(), balance)
btc_total += balance
else:
pair = "%s_btc" % currency
if pair in btceapi.all_pairs:
btc_equiv = balance * exchange_rates[pair]
else:
pair = "btc_%s" % currency
btc_equiv = balance / exchange_rates[pair]
bal_str = btceapi.formatCurrency(balance, pair)
btc_str = btceapi.formatCurrency(btc_equiv, "btc_usd")
#print "\t%s balance: %s (~%s BTC)" % (currency.upper(), bal_str, btc_str)
btc_total += btc_equiv
#print "\tCurrent value of open orders:"
orders = t.activeOrders(connection = conn)
if orders:
for o in orders:
btc_equiv = o.amount * exchange_rates[o.pair]
btc_str = btceapi.formatCurrency(btc_equiv, pair)
print "\t\t%s %s %s @ %s (~%s BTC)" % (o.type, o.amount, o.pair, o.rate, btc_str)
btc_total += btc_equiv
else:
print "\t\tThere are no open orders."
btc_str = btceapi.formatCurrency(btc_total, "btc_eur")
print "\tTotal estimated value: %s BTC" % btc_str
# for fiat in ("eur"):
fiat_pair = "btc_%s" % "eur"
fiat_total = btc_total * exchange_rates[fiat_pair]
fiat_str = btceapi.formatCurrencyDigits(fiat_total, 2)
print "\t %s EUR" % fiat_str
print "\t*************"
#print "\tItems in transaction history: %r" % r.transaction_count
except:
print " An error occurred: kakzooi"
raise
buy_flag = False
delta = 0
adjust = 0.99999
conn.close()
while True:
ask_list = []
price_list = []
if counter == sample_rate:
counter = 0
print "counter has zeroed"
print "delta list is: %s" % DeltaList
try:
conn = btceapi.BTCEConnection()
tradeHistory = btceapi.getTradeHistory(pair, conn)
available = getattr(api.getInfo(conn), "balance_usd")
asks, bids = btceapi.getDepth("btc_usd", conn)
for ask in asks:
ask_list.append(ask[0])
for i in range(int(1.5 * sample_rate)):
price_list.append(tradeHistory[i].price)
last_mean = mean
mean = numpy.mean(ask_list)
except:
print "error getDepth"
pass
conn.close()
try:
DeltaList[counter] = float(mean - last_mean)
filtered_delta = filter(lambda x: x != 0, DeltaList)
delta = numpy.mean(filtered_delta)
except:
