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)
