def __init__(self,
broker_id,
username,
password,
websocket_url,
bid_fee=0.,
ask_fee=0.,
api_key=None,
api_secret=None,
dest_market='BTCUSD'):
self.api_key = api_key
self.api_secret = api_secret
self.bid_fee = bid_fee
self.ask_fee = ask_fee
self.broker_id = broker_id
self.username = username
self.password = password
self.websocket_url = websocket_url
self.pusher = pusherclient.Pusher(key='de504dc5763aeef9ff52',
log_level=logging.ERROR)
self.pusher.connection.bind('pusher:connection_established',
self.on_bitstamp_connect_handler)
self.pusher.connection.bind('pusher:connection_failed',
self.on_bitstamp_connect_failed_handler)
self.arbitrator = BlinkTradeArbitrator(self.broker_id, self.username,
self.password,
self.websocket_url, dest_market)
self.arbitrator.signal_order.connect(self.on_send_order_to_bitstamp)
self.arbitrator.signal_logged.connect(self.on_blinktrade_logged)
self.arbitrator.signal_disconnected.connect(
self.on_blinktrade_discconnected)
self.arbitrator.signal_connected.connect(self.on_blinktrade_connected)
def __init__(self, username,password,websocket_url, bid_fee=0., ask_fee=0., api_key=None, api_secret=None):
self.api_key = api_key
self.api_secret = api_secret
self.bid_fee = bid_fee
self.ask_fee = ask_fee
self.username = username
self.password = password
self.websocket_url = websocket_url
self.pusher = pusherclient.Pusher(key= 'de504dc5763aeef9ff52', log_level=logging.ERROR)
self.pusher.connection.bind('pusher:connection_established', self.on_bitstamp_connect_handler)
self.pusher.connection.bind('pusher:connection_failed', self.on_bitstamp_connect_failed_handler)
self.arbitrator = BlinkTradeArbitrator(self.username,self.password,self.websocket_url, 'BTCUSD')
self.arbitrator.signal_order.connect(self.on_send_order_to_bitstamp)
self.arbitrator.signal_logged.connect(self.on_blinktrade_logged)
self.arbitrator.signal_disconnected.connect(self.on_blinktrade_discconnected)
self.arbitrator.signal_connected.connect(self.on_blinktrade_connected)
def main():
candidates = ['arbitrage.ini', 'basebit.ini' ]
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser({
'websocket_url': 'wss://127.0.0.1/trade/',
'username': '',
'password': '',
'buy_fee': 0,
'sell_fee': 0,
'api_key': 'KEY',
'api_secret': 'SECRET'
})
config.read( candidates )
websocket_url = config.get('basebit', 'websocket_url')
username = config.get('basebit', 'username')
password = config.get('basebit', 'password')
buy_fee = int(config.get('basebit', 'buy_fee'))
sell_fee = int(config.get('basebit', 'sell_fee'))
api_key = config.get('basebit', 'api_key')
api_secret = config.get('basebit', 'api_secret')
broker_id = config.getint('basebit', 'broker_id')
dest_market = config.get('basebit', 'dest_market')
print 'websocket_url:', websocket_url
print 'username:'******'buy_fee:', buy_fee
print 'sell_fee:', sell_fee
arbitrator = BlinkTradeArbitrator(broker_id, username,password,websocket_url, dest_market )
arbitrator.connect()
arbitrator.signal_order.connect(send_order_to_basebit)
while True:
try:
sleep(10)
if arbitrator.is_connected():
arbitrator.send_testRequest()
else:
try:
arbitrator.reconnect()
except HandshakeError,e:
continue
try:
raw_data = urllib2.urlopen('http://www.basebit.com.br/book-BTC_BRL').read()
except Exception:
print 'ERROR RETRIEVING ORDER BOOK'
continue
bids_asks = []
try:
bids_asks = json.loads(raw_data)
except Exception :
pass
if bids_asks:
ask_list = [ [ int(float(o['price']) * 1e8 * (1. + sell_fee) ) , int(o['quantity'] * 1e8) ] for o in bids_asks['result']['asks'] ]
bid_list = [ [ int(float(o['price']) * 1e8 * (1. + buy_fee) ) , int(o['quantity'] * 1e8) ] for o in bids_asks['result']['bids'] ]
arbitrator.process_ask_list(ask_list)
arbitrator.process_bid_list(bid_list)
except urllib2.URLError as e:
print datetime.datetime.now(), e
def main():
candidates = ['arbitrage.ini', 'basebit.ini' ]
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser({
'websocket_url': 'wss://127.0.0.1/trade/',
'username': '',
'password': '',
'buy_fee': 0,
'sell_fee': 0,
'api_key': 'KEY',
'api_secret': 'SECRET',
'subscription_api_key':'api_key'
})
config.read( candidates )
websocket_url = config.get('bitinvest', 'websocket_url')
username = config.get('bitinvest', 'username')
password = config.get('bitinvest', 'password')
buy_fee = int(config.get('bitinvest', 'buy_fee'))
sell_fee = int(config.get('bitinvest', 'sell_fee'))
api_key = config.get('bitinvest', 'api_key')
api_secret = config.get('bitinvest', 'api_secret')
subscription_api_key = config.get('bitinvest', 'subscription_api_key')
arbitrator = BlinkTradeArbitrator(username,password,websocket_url, 'BTCBRL')
arbitrator.connect()
arbitrator.signal_order.connect(send_order_to_BINVEST)
while True:
try:
sleep(15)
if arbitrator.is_connected():
arbitrator.send_testRequest()
else:
try:
arbitrator.reconnect()
except HandshakeError,e:
continue
try:
# something wrong with urllib2 or bitinvest servers.
#raw_data = urllib2.urlopen('https://api.bitinvest.com.br/exchange/orderbook?subscription-key=' + subscription_api_key).read()
# curl works. I know, this is ugly, but it works
api_url = 'https://api.bitinvest.com.br/exchange/orderbook?subscription-key=' + subscription_api_key
raw_data = subprocess.check_output( ['curl', api_url ] )
except Exception:
print 'ERROR RETRIEVING ORDER BOOK'
continue
bids_asks = []
try:
bids_asks = json.loads(raw_data)
except Exception :
pass
if bids_asks:
ask_list = [ [ int(float(o[0]) * 1e8 * (1. + sell_fee) ) , int(o[1] * 1e8) ] for o in bids_asks['asks'] ]
bid_list = [ [ int(float(o[0]) * 1e8 * (1. + buy_fee) ) , int(o[1] * 1e8) ] for o in bids_asks['bids'] ]
arbitrator.process_ask_list(ask_list)
arbitrator.process_bid_list(bid_list)
except urllib2.URLError as e:
print datetime.datetime.now(), e
def main():
candidates = ['arbitrage.ini', 'mb.ini' ]
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser({
'websocket_url': 'wss://127.0.0.1/trade/',
'username': '',
'password': '',
'buy_fee': 0,
'sell_fee': 0,
'api_key': 'KEY',
'api_secret': 'SECRET'
})
config.read( candidates )
websocket_url = config.get('mb', 'websocket_url')
username = config.get('mb', 'username')
password = config.get('mb', 'password')
buy_fee = int(config.get('mb', 'buy_fee'))
sell_fee = int(config.get('mb', 'sell_fee'))
api_key = config.get('mb', 'api_key')
api_secret = config.get('mb', 'api_secret')
print 'websocket_url:', websocket_url
print 'username:'******'buy_fee:', buy_fee
print 'sell_fee:', sell_fee
arbitrator = BlinkTradeArbitrator(username,password,websocket_url, 'BTCUSD' ) #'BTCBRL')
arbitrator.connect()
arbitrator.signal_order.connect(send_order_to_MB)
while True:
try:
sleep(5)
if arbitrator.is_connected():
arbitrator.send_testRequest()
else:
try:
arbitrator.reconnect()
except HandshakeError,e:
continue
try:
raw_data = urllib2.urlopen('https://www.mercadobitcoin.com.br/api/orderbook/').read()
except Exception:
print 'ERROR RETRIEVING ORDER BOOK'
continue
bids_asks = []
try:
bids_asks = json.loads(raw_data)
except Exception :
pass
if bids_asks:
ask_list = [ [ int(float(o[0]) * 1e8 * (1. + sell_fee) ) , int(o[1] * 1e8) ] for o in bids_asks['asks'] ]
bid_list = [ [ int(float(o[0]) * 1e8 * (1. + buy_fee) ) , int(o[1] * 1e8) ] for o in bids_asks['bids'] ]
arbitrator.process_ask_list(ask_list)
arbitrator.process_bid_list(bid_list)
except urllib2.URLError as e:
print datetime.datetime.now(), e
class BitStampClient(object):
def __init__(self,
broker_id,
username,
password,
websocket_url,
bid_fee=0.,
ask_fee=0.,
api_key=None,
api_secret=None,
dest_market='BTCUSD'):
self.api_key = api_key
self.api_secret = api_secret
self.bid_fee = bid_fee
self.ask_fee = ask_fee
self.broker_id = broker_id
self.username = username
self.password = password
self.websocket_url = websocket_url
self.pusher = pusherclient.Pusher(key='de504dc5763aeef9ff52',
log_level=logging.ERROR)
self.pusher.connection.bind('pusher:connection_established',
self.on_bitstamp_connect_handler)
self.pusher.connection.bind('pusher:connection_failed',
self.on_bitstamp_connect_failed_handler)
self.arbitrator = BlinkTradeArbitrator(self.broker_id, self.username,
self.password,
self.websocket_url, dest_market)
self.arbitrator.signal_order.connect(self.on_send_order_to_bitstamp)
self.arbitrator.signal_logged.connect(self.on_blinktrade_logged)
self.arbitrator.signal_disconnected.connect(
self.on_blinktrade_discconnected)
self.arbitrator.signal_connected.connect(self.on_blinktrade_connected)
def on_blinktrade_discconnected(self, sender, code_reason):
print datetime.datetime.now(
), 'CLOSED', 'websocket closed. code:', code_reason[
0], 'reason', code_reason[1]
def on_blinktrade_logged(self, sender, data):
print 'logged to blinktrade'
self.arbitrator.cancel_all_orders()
def on_blinktrade_connected(self, sender, data):
print 'Connected to blinktrade'
self.arbitrator.send_testRequest()
def connect(self):
print 'connecting....'
self.arbitrator.connect()
self.pusher.connect()
def cancel_all_orders(self):
if self.arbitrator.is_logged():
self.arbitrator.cancel_all_orders()
def keep_alive(self):
if self.arbitrator.is_connected():
self.arbitrator.send_testRequest()
def on_bitstamp_connect_failed_handler(self, data):
print 'Disconnected from bitstamp. Trying to reconnect within 10 minutes'
if self.arbitrator.is_connected():
self.arbitrator.cancel_all_orders()
self.pusher.connect() # reconnect to pusher
def on_bitstamp_connect_handler(self, data):
print 'connected to bitstamp'
channel = self.pusher.subscribe('order_book')
channel.bind('data', self.on_bitstamp_order_book_handler)
def on_bitstamp_order_book_handler(self, data):
if not self.arbitrator.is_logged():
return
data = json.loads(data)
bid_list = [[
int(float(usd) * 1e8 * (1. - self.bid_fee)),
int(float(btc) * 1e8)
] for usd, btc in data['bids']]
ask_list = [[
int(float(usd) * 1e8 * (1. + self.ask_fee)),
int(float(btc) * 1e8)
] for usd, btc in data['asks']]
self.arbitrator.process_ask_list(ask_list)
self.arbitrator.process_bid_list(bid_list)
def on_send_order_to_bitstamp(self, sender, msg):
nonce = datetime.datetime.now().strftime('%s')
message = str(nonce) + '.blinktrade.' + str(self.api_key)
signature = hmac.new(self.api_secret,
msg=message,
digestmod=hashlib.sha256).hexdigest().upper()
post_params = {
'key': self.api_key,
'signature': signature,
'nonce': nonce,
'amount': float(msg['LastShares'] / 1.e8),
'price': float(msg['Price'] / 1.e8)
}
if msg['Side'] == '1':
print datetime.datetime.now(
), 'POST https://www.bitstamp.net/api/sell/', str(post_params)
elif msg['Side'] == '2':
print datetime.datetime.now(
), 'POST https://www.bitstamp.net/api/buy/', str(post_params)
class BitStampClient(object):
def __init__(self, broker_id,username,password,websocket_url, bid_fee=0., ask_fee=0., api_key=None, api_secret=None):
self.api_key = api_key
self.api_secret = api_secret
self.bid_fee = bid_fee
self.ask_fee = ask_fee
self.broker_id = broker_id
self.username = username
self.password = password
self.websocket_url = websocket_url
self.pusher = pusherclient.Pusher(key= 'de504dc5763aeef9ff52', log_level=logging.ERROR)
self.pusher.connection.bind('pusher:connection_established', self.on_bitstamp_connect_handler)
self.pusher.connection.bind('pusher:connection_failed', self.on_bitstamp_connect_failed_handler)
self.arbitrator = BlinkTradeArbitrator( self.broker_id, self.username,self.password,self.websocket_url, 'BTCUSD')
self.arbitrator.signal_order.connect(self.on_send_order_to_bitstamp)
self.arbitrator.signal_logged.connect(self.on_blinktrade_logged)
self.arbitrator.signal_disconnected.connect(self.on_blinktrade_discconnected)
self.arbitrator.signal_connected.connect(self.on_blinktrade_connected)
def on_blinktrade_discconnected(self, sender, code_reason):
print datetime.datetime.now(), 'CLOSED', 'websocket closed. code:', code_reason[0], 'reason', code_reason[1]
def on_blinktrade_logged(self, sender, data):
print 'logged to blinktrade'
self.arbitrator.cancel_all_orders()
def on_blinktrade_connected(self, sender, data):
print 'Connected to blinktrade'
self.arbitrator.send_testRequest()
def connect(self):
print 'connecting....'
self.arbitrator.connect()
self.pusher.connect()
def cancel_all_orders(self):
if self.arbitrator.is_logged():
self.arbitrator.cancel_all_orders()
def keep_alive(self):
if self.arbitrator.is_connected():
self.arbitrator.send_testRequest()
def on_bitstamp_connect_failed_handler(self, data):
print 'Disconnected from bitstamp. Trying to reconnect within 10 minutes'
if self.arbitrator.is_connected():
self.arbitrator.cancel_all_orders()
self.pusher.connect() # reconnect to pusher
def on_bitstamp_connect_handler(self, data):
print 'connected to bitstamp'
channel = self.pusher.subscribe('order_book')
channel.bind('data', self.on_bitstamp_order_book_handler )
def on_bitstamp_order_book_handler(self, data):
if not self.arbitrator.is_logged():
return
data = json.loads(data)
bid_list = [ [ int(float(usd)*1e8 * (1. - self.bid_fee) ), int(float(btc) * 1e8) ] for usd,btc in data['bids'] ]
ask_list = [ [ int(float(usd)*1e8 * (1. + self.ask_fee) ), int(float(btc) * 1e8) ] for usd,btc in data['asks'] ]
self.arbitrator.process_ask_list(ask_list)
self.arbitrator.process_bid_list(bid_list)
def on_send_order_to_bitstamp(self, sender, msg):
nonce = datetime.datetime.now().strftime('%s')
message = str(nonce) + '.blinktrade.' + str(self.api_key)
signature = hmac.new(self.api_secret, msg=message, digestmod=hashlib.sha256).hexdigest().upper()
post_params = {
'key': self.api_key,
'signature': signature,
'nonce': nonce,
'amount': float(msg['LastShares']/1.e8),
'price': float( msg['Price'] / 1.e8)
}
if msg['Side'] == '1':
print datetime.datetime.now(), 'POST https://www.bitstamp.net/api/sell/', str(post_params)
elif msg['Side'] == '2':
print datetime.datetime.now(), 'POST https://www.bitstamp.net/api/buy/', str(post_params)
def main():
candidates = ['arbitrage.ini', 'itbit.ini']
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser({
'websocket_url': 'wss://127.0.0.1/trade/',
'username': '',
'password': '',
'buy_fee': 0,
'sell_fee': 0,
'api_key': 'KEY',
'api_secret': 'SECRET'
})
config.read(candidates)
websocket_url = config.get('itbit', 'websocket_url')
username = config.get('itbit', 'username')
password = config.get('itbit', 'password')
buy_fee = float(config.get('itbit', 'buy_fee'))
sell_fee = float(config.get('itbit', 'sell_fee'))
api_key = config.get('itbit', 'api_key')
api_secret = config.get('itbit', 'api_secret')
broker_id = config.getint('itbit', 'broker_id')
dest_market = config.get('itbit', 'dest_market')
arbitrator = BlinkTradeArbitrator(broker_id, username, password,
websocket_url, dest_market)
arbitrator.connect()
arbitrator.signal_order.connect(send_order)
while True:
try:
sleep(1)
if arbitrator.is_connected():
arbitrator.send_testRequest()
else:
try:
arbitrator.reconnect()
except HandshakeError, e:
continue
try:
raw_data = urllib2.urlopen(
'https://www.itbit.com/api/v2/markets/XBTUSD/orders').read(
)
except Exception:
print 'ERROR RETRIEVING ORDER BOOK'
continue
bids_asks = []
try:
bids_asks = json.loads(raw_data)
except Exception:
pass
if bids_asks:
bid_list = [[
int(float(o[0]) * 1e8 * (1. + buy_fee)),
int(float(o[1]) * 1e8)
] for o in bids_asks['bids']]
ask_list = [[
int(float(o[0]) * 1e8 * (1. + sell_fee)),
int(float(o[1]) * 1e8)
] for o in bids_asks['asks']]
arbitrator.process_ask_list(ask_list)
arbitrator.process_bid_list(bid_list)
except urllib2.URLError as e:
print datetime.datetime.now(), e
def main():
candidates = ['arbitrage.ini', 'hitbtc.ini' ]
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser({
'websocket_url': 'wss://127.0.0.1/trade/',
'username': '',
'password': '',
'buy_fee': 0,
'sell_fee': 0,
'api_key': 'KEY',
'api_secret': 'SECRET'
})
config.read( candidates )
websocket_url = config.get('hitbtc', 'websocket_url')
username = config.get('hitbtc', 'username')
password = config.get('hitbtc', 'password')
buy_fee = int(config.get('hitbtc', 'buy_fee'))
sell_fee = int(config.get('hitbtc', 'sell_fee'))
api_key = config.get('hitbtc', 'api_key')
api_secret = config.get('hitbtc', 'api_secret')
broker_id = config.getint('hitbtc', 'broker_id')
dest_market = config.get('hitbtc', 'dest_market')
arbitrator = BlinkTradeArbitrator(broker_id, username,password,websocket_url, dest_market)
arbitrator.connect()
arbitrator.signal_order.connect(send_order)
while True:
try:
sleep(1)
if arbitrator.is_connected():
arbitrator.send_testRequest()
else:
try:
arbitrator.reconnect()
except HandshakeError,e:
continue
try:
raw_data = urllib2.urlopen('https://api.hitbtc.com/api/1/public/BTCUSD/orderbook?format_price=number&format_amount=number').read()
except Exception:
print 'ERROR RETRIEVING ORDER BOOK'
continue
bids_asks = []
try:
bids_asks = json.loads(raw_data)
except Exception :
pass
if bids_asks:
bid_list = [ [ int(float(o[0]) * 1e8 * (1. + buy_fee) ) , int( float(o[1]) * 1e8) ] for o in bids_asks['bids'] ]
ask_list = [ [ int(float(o[0]) * 1e8 * (1. + sell_fee) ) , int( float(o[1]) * 1e8) ] for o in bids_asks['asks'] ]
arbitrator.process_ask_list(ask_list)
arbitrator.process_bid_list(bid_list)
except urllib2.URLError as e:
print datetime.datetime.now(), e
def main():
candidates = ['arbitrage.ini', 'b2u.ini' ]
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser({
'websocket_url': 'wss://127.0.0.1/trade/',
'username': '',
'password': '',
'buy_fee': 0,
'sell_fee': 0,
'api_key': 'KEY',
'api_secret': 'SECRET'
})
config.read( candidates )
websocket_url = config.get('b2u', 'websocket_url')
username = config.get('b2u', 'username')
password = config.get('b2u', 'password')
buy_fee = int(config.get('b2u', 'buy_fee'))
sell_fee = int(config.get('b2u', 'sell_fee'))
api_key = config.get('b2u', 'api_key')
api_secret = config.get('b2u', 'api_secret')
print 'websocket_url:', websocket_url
print 'username:'******'buy_fee:', buy_fee
print 'sell_fee:', sell_fee
arbitrator = BlinkTradeArbitrator(username,password,websocket_url, 'BTCBRL')
arbitrator.connect()
arbitrator.signal_order.connect(send_order_to_b2u)
while True:
try:
sleep(10)
if arbitrator.is_connected():
arbitrator.send_testRequest()
else:
try:
arbitrator.reconnect()
except HandshakeError,e:
continue
try:
raw_data = urllib2.urlopen('http://www.bitcointoyou.com/API/orderbook.aspx').read()
except Exception:
print 'ERROR RETRIEVING ORDER BOOK'
continue
bids_asks = []
try:
bids_asks = json.loads(raw_data)
except Exception :
try:
bids_asks = json.loads(raw_data.replace('][','],[')) # bug with b2u api
except Exception :
pass
pass
if bids_asks:
ask_list = [ [ int(float(fiat)*1e8 * (1. + sell_fee) ), int(float(btc) * 1e8) ] for fiat,btc in reversed(bids_asks['asks']) ]
bid_list = [ [ int(float(fiat)*1e8 * (1. - buy_fee) ), int(float(btc) * 1e8) ] for fiat,btc in bids_asks['bids'] ]
number_of_asks_to_remove_due_a_weird_bug = 0
for ask_price, ask_size in ask_list:
if ask_price < bid_list[0][0]:
number_of_asks_to_remove_due_a_weird_bug += 1
else:
break
if number_of_asks_to_remove_due_a_weird_bug:
print datetime.datetime.now(), 'Those sell orders are weird => ', [ 'BTC {:,.8f}'.format(s/1e8) + ' @ R$ {:,.2f}'.format(p/1e8) for p, s in ask_list[:number_of_asks_to_remove_due_a_weird_bug] ]
ask_list = ask_list[number_of_asks_to_remove_due_a_weird_bug:]
arbitrator.process_ask_list(ask_list)
arbitrator.process_bid_list(bid_list)
except urllib2.URLError as e:
print datetime.datetime.now(), e
def main():
candidates = ['arbitrage.ini', 'b2u.ini']
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser({
'websocket_url': 'wss://127.0.0.1/trade/',
'username': '',
'password': '',
'broker_id': 5,
'buy_fee': 0,
'sell_fee': 0,
'api_key': 'KEY',
'api_secret': 'SECRET'
})
config.read(candidates)
websocket_url = config.get('b2u', 'websocket_url')
username = config.get('b2u', 'username')
password = config.get('b2u', 'password')
buy_fee = int(config.get('b2u', 'buy_fee'))
sell_fee = int(config.get('b2u', 'sell_fee'))
api_key = config.get('b2u', 'api_key')
api_secret = config.get('b2u', 'api_secret')
broker_id = config.getint('b2u', 'broker_id')
dest_market = config.get('b2u', 'dest_market')
print 'websocket_url:', websocket_url
print 'username:'******'buy_fee:', buy_fee
print 'sell_fee:', sell_fee
arbitrator = BlinkTradeArbitrator(broker_id, username, password,
websocket_url, dest_market)
arbitrator.connect()
#arbitrator.signal_order.connect(send_order_to_b2u)
while True:
try:
sleep(10)
if arbitrator.is_connected():
arbitrator.send_testRequest()
else:
try:
arbitrator.reconnect()
except HandshakeError, e:
continue
try:
raw_data = urllib2.urlopen(
'https://www.bitcointoyou.com/API/orderbook.aspx').read()
except Exception as e:
print 'ERROR RETRIEVING ORDER BOOK: ' + str(e)
continue
bids_asks = []
try:
bids_asks = json.loads(raw_data)
except Exception:
try:
bids_asks = json.loads(raw_data.replace(
'][', '],[')) # bug with b2u api
except Exception:
pass
pass
if bids_asks:
ask_list = [[
int(float(fiat) * 1e8 * (1. + sell_fee)),
int(float(btc) * 1e8)
] for fiat, btc in bids_asks['asks']]
bid_list = [[
int(float(fiat) * 1e8 * (1. - buy_fee)),
int(float(btc) * 1e8)
] for fiat, btc in bids_asks['bids']]
number_of_asks_to_remove_due_a_weird_bug = 0
for ask_price, ask_size in ask_list:
if ask_price < bid_list[0][0]:
number_of_asks_to_remove_due_a_weird_bug += 1
else:
break
if number_of_asks_to_remove_due_a_weird_bug:
print datetime.datetime.now(
), 'Those sell orders are weird => ', [
'BTC {:,.8f}'.format(s / 1e8) +
' @ R$ {:,.2f}'.format(p / 1e8) for p, s in
ask_list[:number_of_asks_to_remove_due_a_weird_bug]
]
ask_list = ask_list[number_of_asks_to_remove_due_a_weird_bug:]
arbitrator.process_ask_list(ask_list)
arbitrator.process_bid_list(bid_list)
except urllib2.URLError as e:
print datetime.datetime.now(), e
def main():
candidates = ["arbitrage.ini", "mb.ini"]
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser(
{
"websocket_url": "wss://127.0.0.1/trade/",
"username": "",
"password": "",
"buy_fee": 0,
"sell_fee": 0,
"api_key": "KEY",
"api_secret": "SECRET",
}
)
config.read(candidates)
websocket_url = config.get("mb", "websocket_url")
username = config.get("mb", "username")
password = config.get("mb", "password")
buy_fee = int(config.get("mb", "buy_fee"))
sell_fee = int(config.get("mb", "sell_fee"))
api_key = config.get("mb", "api_key")
api_secret = config.get("mb", "api_secret")
print "websocket_url:", websocket_url
print "username:"******"buy_fee:", buy_fee
print "sell_fee:", sell_fee
arbitrator = BlinkTradeArbitrator(username, password, websocket_url, "BTCUSD") #'BTCBRL')
arbitrator.connect()
arbitrator.signal_order.connect(send_order_to_MB)
while True:
try:
sleep(5)
if arbitrator.is_connected():
arbitrator.send_testRequest()
else:
try:
arbitrator.reconnect()
except HandshakeError, e:
continue
try:
raw_data = urllib2.urlopen("https://www.mercadobitcoin.com.br/api/orderbook/").read()
except Exception:
print "ERROR RETRIEVING ORDER BOOK"
continue
bids_asks = []
try:
bids_asks = json.loads(raw_data)
except Exception:
pass
if bids_asks:
ask_list = [[int(float(o[0]) * 1e8 * (1.0 + sell_fee)), int(o[1] * 1e8)] for o in bids_asks["asks"]]
bid_list = [[int(float(o[0]) * 1e8 * (1.0 + buy_fee)), int(o[1] * 1e8)] for o in bids_asks["bids"]]
arbitrator.process_ask_list(ask_list)
arbitrator.process_bid_list(bid_list)
except urllib2.URLError as e:
print datetime.datetime.now(), e
def main():
candidates = ['arbitrage.ini', 'basebit.ini' ]
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser({
'websocket_url': 'wss://127.0.0.1/trade/',
'username': '',
'password': '',
'buy_fee': 0,
'sell_fee': 0,
'api_key': 'KEY',
'api_secret': 'SECRET',
'subscription_api_key':'api_key'
})
config.read( candidates )
websocket_url = config.get('bitinvest', 'websocket_url')
username = config.get('bitinvest', 'username')
password = config.get('bitinvest', 'password')
buy_fee = int(config.get('bitinvest', 'buy_fee'))
sell_fee = int(config.get('bitinvest', 'sell_fee'))
api_key = config.get('bitinvest', 'api_key')
api_secret = config.get('bitinvest', 'api_secret')
subscription_api_key = config.get('bitinvest', 'subscription_api_key')
broker_id = config.getint('bitinvest', 'broker_id')
dest_market = config.get('bitinvest', 'dest_market')
arbitrator = BlinkTradeArbitrator(broker_id, username,password,websocket_url, dest_market)
arbitrator.connect()
arbitrator.signal_order.connect(send_order_to_BINVEST)
while True:
try:
sleep(15)
if arbitrator.is_connected():
arbitrator.send_testRequest()
else:
try:
arbitrator.reconnect()
except HandshakeError,e:
continue
try:
# something wrong with urllib2 or bitinvest servers.
#raw_data = urllib2.urlopen('https://api.bitinvest.com.br/exchange/orderbook?subscription-key=' + subscription_api_key).read()
# curl works. I know, this is ugly, but it works
api_url = 'https://api.bitinvest.com.br/exchange/orderbook?subscription-key=' + subscription_api_key
raw_data = subprocess.check_output( ['curl', api_url ] )
except Exception:
print 'ERROR RETRIEVING ORDER BOOK'
continue
bids_asks = []
try:
bids_asks = json.loads(raw_data)
except Exception :
pass
if bids_asks:
ask_list = [ [ int(float(o[0]) * 1e8 * (1. + sell_fee) ) , int(o[1] * 1e8) ] for o in bids_asks['asks'] ]
bid_list = [ [ int(float(o[0]) * 1e8 * (1. + buy_fee) ) , int(o[1] * 1e8) ] for o in bids_asks['bids'] ]
arbitrator.process_ask_list(ask_list)
arbitrator.process_bid_list(bid_list)
except urllib2.URLError as e:
print datetime.datetime.now(), e
