# performs tick data retrieval to be replayed later.

from DataGatherBot import DataGatherBot
from broker_utils import create_brokers
import config_pair as config

brokers = create_brokers('PAPER', config.PAIRS, config.EXCHANGES)
bot = DataGatherBot(config, brokers)
bot.start(sleep=20, duration=60 * 60 * 4, maxdepth=6) # 5 hours of data, one minute intervals
print('Done!')
from TriangularArbitrageBot import TriangularArbitrageBot
from broker_utils import create_brokers, print_assets
import config

brokers = create_brokers('BACKTEST', config.PAIRS, config.EXCHANGES)
bot = TriangularArbitrageBot(config, brokers)
print('Initial Position:')
print_assets(bot.brokers)
backtest_data = '/Users/ericjang/Desktop/LiClipse_Workspace/btc_arbitrage/data/Mar-15-2014_14-00-07__30_7200.p'
bot.backtest(backtest_data)
print('Done!')
print('Final Position:')
print_assets(bot.brokers)
Exemple #3
0
from TriangularArbitrageBot import TriangularArbitrageBot
from broker_utils import create_brokers
import config

brokers = create_brokers('PAPER', config.PAIRS, config.EXCHANGES)
bot = TriangularArbitrageBot(config, brokers)
bot.start()

from DataGatherBot import DataGatherBot
from TriangularArbitrageBot import TriangularArbitrageBot
from broker_utils import create_brokers
import config_tri as config

brokers = create_brokers("PAPER", config.PAIRS, config.EXCHANGES)
tribot = TriangularArbitrageBot(config, brokers)
tribot.gather_data(sleep=30, duration=60 * 60 * 4, maxdepth=4)  # 4 hours of data!

print("Done!")