def __init__(self):
self._base_cur = ['USDT']
self._sec_base_cur = [
'USDT', 'BTC', 'ETH', 'BNB', 'LTC', 'NEO', 'XMR', 'USD'
]
self._session = requests.Session()
self._base_url = "https://api.binance.com"
self._marketcap = Pmarket.Pymarketcap()
self._exchange = self._marketcap.exchange('binance')
self._currencies_symbol = []
self._Error_stat = {}
def get_need_volumes(volume_threshold_usd):
coinmarketcap = pymarketcap.Pymarketcap()
volume_coin_threshold = {}
tickers = retry_call(coinmarketcap.ticker, tries=10, delay=0.5)
for ticker in tickers:
coin = ticker['symbol']
value = ticker['price_usd']
price_usd = float(1e-9 if not value else float(value))
need_volume = volume_threshold_usd / price_usd
volume_coin_threshold[coin] = need_volume
return volume_coin_threshold
def get_conversion(BASE_CURRENCIES, FIAT):
conversion = {}
coinmarketcap = pymarketcap.Pymarketcap()
for base in BASE_CURRENCIES:
if base in FIAT:
continue
ticker = retry_call(coinmarketcap.ticker,
fargs=[base],
tries=10,
delay=0.5)
price_usd = ticker['price_usd']
conversion[base + '_' + 'USD'] = float(price_usd)
conversion.update({'USD_USD': 1})
conversion.update({'CNY_USD': 0.15})
return conversion
def __init__(self, api_key=None, api_secret=None):
self._api_key = api_key
self._api_secret = api_secret
self._base_cur = ['USDT']
self._sec_base_cur = [
'USD', 'USDT', 'BTC', 'ETH', 'BNB', 'LTC', 'NEO', 'XMR'
]
self._base_url = "https://bittrex.com/api/v1.1/"
self._session = requests.Session()
self._pymarket = Pmarket.Pymarketcap().exchange('bittrex')
self._currencies = self._session.get(self._base_url +
"public/getcurrencies").json()
self._currencies_symbol = []
self._currencies_markets = []
if self._currencies['success'] == True:
for index in self._currencies['result']:
self._currencies_symbol.append(index['Currency'])
def __init__(self, api_key=None, api_secret=None):
self._api_key = api_key
self._api_secret = api_secret
self._base_cur = ['USDT']
self._sec_base_cur = [
'USD', 'USDT', 'BTC', 'ETH', 'BNB', 'LTC', 'NEO', 'XMR'
]
self._base_url = "https://api.hitbtc.com/api/2"
self._session = requests.Session()
self._pymarket = Pmarket.Pymarketcap().exchange('hitbtc')
self._currencies = self._session.get(self._base_url +
"/public/currency").json()
self._currencies_symbol = []
self._currencies_markets = []
self._Error_stat = {}
for index in self._currencies:
self._currencies_symbol.append(index['id'])
def get_markets(coin, volume_threshold):
cm = pymarketcap.Pymarketcap()
print('Processing %s' % coin)
try:
cm_markets = cm.markets(coin)
except:
print('Failed to process')
return []
result = []
for market in cm_markets:
value = market['24h_volume_usd']
volume = float(0 if value is None else value)
if volume > volume_threshold:
result.append({
'pair': market['pair'],
'exchange': market['source'].lower()
})
return result
def find_arb(coin,
min_exchange_percentage_volume=1,
filter_exchanges=[],
notify_percentage=5,
logger=logging.getLogger(__name__)):
'''
For each coin, look for coinmarketcap /#markets page to see if there is arb opportunity
Parameters:
coin: Name of coin in short: i.e. BTC
min_exchange_percentage_volume: only look for exchange pairs with this much volume
filter_exchanges: List of exchanges that you can access.
notify_percentage: log percentage diff > x
'''
cmc = pymarketcap.Pymarketcap()
df = pd.DataFrame(cmc.markets(coin))
if len(filter_exchanges) > 0:
df = df[df['exchange'].isin(filter_exchanges)]
df = df[df['updated'] == True]
df = df[df['percent_volume'] > min_exchange_percentage_volume]
# if diff more than 3%, notify
max_difference = float(df['price_usd'].max() -
df['price_usd'].min()) / float(
df['price_usd'].median()) * 100
if max_difference > notify_percentage:
print(f"{round(max_difference, 2)}% diff in {coin}")
logger.info(f"{round(max_difference, 2)}% diff in {coin}")
df = df.reset_index(drop=True)
res = pd.DataFrame([
df.iloc[df['price_usd'].idxmax()],
df.iloc[df['price_usd'].idxmin()]
])
print(f"\n{res.to_string()}")
logger.info(f"\n{res.to_string()}")
def __init__(self):
self._All_exchanges = [
"Binance", "Bitfinex", "Hitbtc", "Poloniex", "Bittrex", "Cryptopia"
]
self._Market_system = pymarketcap.Pymarketcap()
self._exchanges_data = []