def get_kraken_to_btcmarkets():
#compare prices for EUR and AUD markets on Kraken and BTCmarkets
#returns a dataframe of timestamp, token, profit
# find all the AUD markets on btcmarkets
btcmarkets = ccxt.btcmarkets()
btcmarkets.load_markets()
for name, marketdata in btcmarkets.markets.items():
if marketdata['quote'] == 'AUD':
marketdata.update(btcmarkets.fetch_ticker(name)['info'])
btcmarketsdf = pd.DataFrame(btcmarkets.markets).T.query('quote == "AUD"')
# Now do the same thing on Kraken
kraken = ccxt.kraken()
#here we can actually get all markets and all tickers in just 2 calls
krakendf = pd.DataFrame(kraken.load_markets()).T
#we are mainly interested in the bid price since we just need to make the highest bid
krakenbids = pd.Series({
name: tickerdata['bid']
for name, tickerdata in kraken.fetch_tickers().items()
})
krakendf['bid'] = krakenbids
# only look at euro ones
krakendf = krakendf.query(
'quote=="EUR" and active==True and darkpool==False')
#withdrawal_fees = {'BTC':0.001}
## Okay how can we sell these tokens at btcmarkets?
df = pd.merge(btcmarketsdf, krakendf, on='base')
rates = get_euro_rate()
df['eurobid'] = df.bestBid / rates['AUD']
df['profit'] = (df.eurobid / df.bid) * (1 - df.taker_y) * (1 -
df.taker_x) - 1
df = df.sort_values('profit', ascending=False)
#assign all these results the same timestamp because they are close enough
df.timestamp = pd.to_datetime(df.timestamp.max(), unit='s')
results_df = df[['timestamp', 'instrument', 'bid', 'eurobid', 'profit']]
results_df.columns = [
'timestamp', 'instrument', 'from_price', 'to_price', 'profit'
]
return results_df
'exchangeName': "bitbay",
'database': bitbay_db
})
bl3p = ccxt.bl3p({
'rateLimit': 3000,
'enableRateLimit': True,
# 'verbose': True,
'exchangeName': "bl3p"
, 'database': bl3p_db
})
btcmarkets = ccxt.btcmarkets({
'rateLimit': 3000,
'enableRateLimit': True,
# 'verbose': True,
'exchangeName': "btcmarkets"
, 'database': btcmarkets_db
})
coinfloor = ccxt.coinfloor({
'rateLimit': 3000,
'enableRateLimit': True,
# 'verbose': True,
'exchangeName': "coinfloor",
'database': coinfloor_db
})
gemini = ccxt.gemini({
'rateLimit': 3000,
'enableRateLimit': True,
pip install ccxt
from datetime import datetime
import plotly.graph_objects as go
import ccxt
import pandas as pd
#Affichage des différentes classes de ccxt
print (ccxt.exchanges)
#Sélection de l'obejt btcmarkets
btcmarkets = ccxt.btcmarkets()
#Selection des échanges entre btc et aud
trading_pair = 'BTC/AUD'
# fetch_ohclv permet de recupérer les données de ccxt et les mettre dans candles
candles = btcmarkets.fetch_ohlcv(trading_pair, '1h',
btcmarkets.parse8601('2020-07-08T00:00:00'))
#Construire les listes date, open_data etc.. qui contiennent la date et les prix
dates = []
open_data = []
high_data = []
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
ccxt.bitkk(), ccxt.bitlish(), ccxt.bitmarket(), ccxt.bitmex(), ccxt.bitso(), ccxt.bitstamp(), ccxt.bitstamp1(), ccxt.bittrex(), ccxt.bitz(), ccxt.bl3p(), ccxt.bleutrade(), ccxt.braziliex(), ccxt.btcbox(), ccxt.btcchina(), ccxt.btcexchange(), ccxt.btcmarkets(), ccxt.btctradeim(), ccxt.btctradeua(), ccxt.btcturk(), ccxt.btcx(), ccxt.bxinth(), ccxt.ccex(), ccxt.cex(), ccxt.chbtc(), ccxt.chilebit(), ccxt.cobinhood(), ccxt.coincheck(), ccxt.coinegg(), ccxt.coinex(), ccxt.coinexchange(), ccxt.coinfloor(),