def create_websocket(self):
self.ws = BitExThreadedClient(self.blinktrade_ws_url)
self.ws.signal_connection_open.connect(self.on_ws_open)
self.ws.signal_connection_closed.connect(self.on_ws_closed)
self.ws.signal_heartbeat.connect(self.on_blinktrade_heartbeat)
self.ws.signal_logged.connect(self.on_blinktrade_connected)
self.ws.signal_balance.connect(self.on_blinktrade_balance)
self.ws.signal_execution_report.connect(
self.on_blinktrade_execution_report)
self.ws.signal_send.connect(self.on_blinktrade_send)
self.ws.signal_recv.connect(self.on_blinktrade_recv)
def __init__(self, bitex_username, bitex_password, bitex_ws_url):
self.ws = BitExThreadedClient(bitex_ws_url)
self.bitex_username = bitex_username
self.bitex_password = bitex_password
self.usd_balance = 0
self.btc_balance = 0
self.bitex_broker = None
self.bitex_profile = None
self.last_bid = None
self.last_ask = None
self.best_bid = []
self.best_ask = []
def create_websocket(self):
self.ws = BitExThreadedClient(self.blinktrade_ws_url)
self.ws.signal_connection_open.connect(self.on_ws_open)
self.ws.signal_connection_closed.connect(self.on_ws_closed)
self.ws.signal_heartbeat.connect(self.on_blinktrade_heartbeat)
self.ws.signal_logged.connect(self.on_blinktrade_connected)
self.ws.signal_balance.connect(self.on_blinktrade_balance)
self.ws.signal_execution_report.connect(self.on_blinktrade_execution_report)
self.ws.signal_send.connect(self.on_blinktrade_send)
self.ws.signal_recv.connect(self.on_blinktrade_recv)
def main():
while True:
try:
ws = BitExThreadedClient('wss://test.bitex.com.br:8449/trade')
def on_login(sender, msg):
ws.sendMsg({'MsgType': 'S0', 'EmailReqID': '0'})
def on_message(sender, msg):
if msg['MsgType'] == 'C':
try:
sender = u'BitEx Suporte <*****@*****.**>'
send_email(sender, msg['To'], msg['Subject'],
msg['Body'])
except Exception as ex:
print "Error: unable to send email to " + str(
msg['To']) + ' - ' + str(ex)
else:
print 'received ', msg
print ''
ws.signal_logged.connect(on_login)
ws.signal_recv.connect(on_message)
ws.connect()
# TODO: get the user and password from a configuration file
ws.login('mailer', 'abc123$%')
ws.run_forever()
except KeyboardInterrupt:
print 'Exiting'
ws.close()
break
except Exception, e:
print 'Error ', e
print 'reconnecting in 1 sec'
time.sleep(1)
def connect_bitex(self):
ws = BitExThreadedClient('wss://%s:%s/trade' %
(self.config.om_host, self.config.om_port))
ws.signal_recv.connect(self.on_message)
ws.connect()
ws.login(self.config.om_user, self.config.om_pwd)
return ws
def __init__(self, bitex_username, bitex_password, bitex_ws_url):
self.ws = BitExThreadedClient( bitex_ws_url )
self.bitex_username = bitex_username
self.bitex_password = bitex_password
self.usd_balance = 0
self.btc_balance = 0
self.bitex_broker = None
self.bitex_profile = None
self.last_bid = None
self.last_ask = None
self.best_bid = []
self.best_ask = []
class BlinkTradeArbitrator(object):
def __init__(
self,
blinktrade_username,
blinktrade_password,
blinktrade_ws_url="wss://api.blinktrade.com/trade/",
symbol="BTCUSD",
):
self.fiat_currency = symbol[3:]
self.crypto_currency = symbol[:3]
self.fiat_balance = 0
self.crypto_balance = 0
self.latency = 0
self.blinktrade_ws_url = blinktrade_ws_url
self.blinktrade_username = blinktrade_username
self.blinktrade_password = blinktrade_password
self.blinktrade_broker = None
self.blinktrade_profile = None
self.order_book_bid_processor = OrderBookProcessor("1", symbol)
self.order_book_ask_processor = OrderBookProcessor("2", symbol)
self.order_book_bid_processor.send_new_order_signal.connect(self.on_send_buy_new_order)
self.order_book_ask_processor.send_new_order_signal.connect(self.on_send_sell_new_order)
self.order_book_bid_processor.cancel_order_signal.connect(self.on_send_cancel_order)
self.order_book_ask_processor.cancel_order_signal.connect(self.on_send_cancel_order)
# Signals
self.signal_connected = Signal()
self.signal_disconnected = Signal()
self.signal_logged = Signal()
self.signal_order = Signal()
self.create_websocket()
def create_websocket(self):
self.ws = BitExThreadedClient(self.blinktrade_ws_url)
self.ws.signal_connection_open.connect(self.on_ws_open)
self.ws.signal_connection_closed.connect(self.on_ws_closed)
self.ws.signal_heartbeat.connect(self.on_blinktrade_heartbeat)
self.ws.signal_logged.connect(self.on_blinktrade_connected)
self.ws.signal_balance.connect(self.on_blinktrade_balance)
self.ws.signal_execution_report.connect(self.on_blinktrade_execution_report)
self.ws.signal_send.connect(self.on_blinktrade_send)
self.ws.signal_recv.connect(self.on_blinktrade_recv)
def is_connected(self):
return self.ws.is_connected
def is_logged(self):
return self.ws.is_logged
def on_ws_open(self, sender, msg):
self.signal_connected(self)
self.ws.login(self.blinktrade_username, self.blinktrade_password)
def on_ws_closed(self, sender, code_reason):
self.signal_disconnected(self, code_reason)
def reconnect(self):
del self.ws
self.create_websocket()
self.connect()
def connect(self):
from ws4py.exc import HandshakeError
try:
self.ws.connect()
except HandshakeError, e:
print datetime.datetime.now(), "ERROR", "connection error: ", e
raise
class BitexBot(object):
def __init__(self, bitex_username, bitex_password, bitex_ws_url):
self.ws = BitExThreadedClient( bitex_ws_url )
self.bitex_username = bitex_username
self.bitex_password = bitex_password
self.usd_balance = 0
self.btc_balance = 0
self.bitex_broker = None
self.bitex_profile = None
self.last_bid = None
self.last_ask = None
self.best_bid = []
self.best_ask = []
def on_bitex_execution_report(self, sender, msg):
if msg['ExecType'] == '0' or msg['ExecType'] == '4': # cancel
return
print msg
def on_bitex_balance(self, sender, msg):
if str(self.bitex_broker['BrokerID']) in msg:
if 'USD' in msg[str(self.bitex_broker['BrokerID'])]:
self.usd_balance = msg[str(self.bitex_broker['BrokerID'])]['USD']
if 'BTC' in msg[str(self.bitex_broker['BrokerID'])]:
self.btc_balance = msg[str(self.bitex_broker['BrokerID'])]['BTC']
def on_bitex_error(self, sender, msg):
print 'error blinktrade: ', msg
def on_bitex_error_login(self, sender, msg):
self.ws.close()
print 'login error on blinktrade: ', msg['UserStatusText']
sys.exit(-1)
def on_bitex_connected(self, sender, msg):
print 'connected to blinktrade'
self.bitex_broker = msg['Broker']
self.bitex_profile = msg['Profile']
self.ws.send(json.dumps({ 'MsgType':'F'})) # Cancel all open orders for this user
self.ws.requestBalances()
self.ws.requestMarketData('1', ['BTCUSD'], ['0','1', '2'] )
def on_send_buy_new_order(self,sender, msg):
print datetime.datetime.now(), msg
self.ws.sendMsg(msg)
def on_send_sell_new_order(self,sender, msg):
print datetime.datetime.now(), msg
self.ws.sendMsg(msg)
def on_send_cancel_order(self,sender, msg):
print datetime.datetime.now(), msg
self.ws.sendMsg(msg)
def on_book_clear_ask(self, sender, msg):
self.best_ask = []
def on_book_ask_new_order(self, sender, msg):
self.best_ask.insert( msg['MDEntryPositionNo']-1, msg['MDEntryPx']/1e8 )
self.on_tick()
def on_book_ask_delete_order(self, sender, msg):
del self.best_ask[ msg['MDEntryPositionNo']-1 ]
self.on_tick()
def on_book_ask_update_order(self, sender, msg):
self.best_ask[ msg['MDEntryPositionNo']-1 ] = ( msg['MDEntryPx']/1e8 )
self.on_tick()
def on_book_ask_delete_thru(self, sender, msg):
idx = (msg['MDEntryPositionNo']-1)
while --idx :
self.best_ask.pop()
def on_book_clear_bid(self, sender, msg):
self.best_bid = []
def on_book_bid_new_order(self, sender, msg):
self.best_bid.insert( msg['MDEntryPositionNo']-1, msg['MDEntryPx']/1e8 )
self.on_tick()
def on_book_bid_update_order(self, sender, msg):
self.best_bid[ msg['MDEntryPositionNo']-1 ] = ( msg['MDEntryPx']/1e8 )
self.on_tick()
def on_book_bid_delete_order(self, sender, msg):
del self.best_bid[ msg['MDEntryPositionNo']-1 ]
self.on_tick()
def on_book_bid_delete_thru(self, sender, msg):
idx = (msg['MDEntryPositionNo']-1)
while --idx :
self.best_bid.pop()
def on_tick(self):
if len(self.best_bid) > 0 and len(self.best_ask) > 0:
tick = False
if self.last_ask != self.best_ask[0]:
self.last_ask = self.best_ask[0]
tick = True
if self.last_bid != self.best_bid[0]:
self.last_bid = self.best_bid[0]
tick = True
if tick:
print 'bid: %f ask %f spread %f' % ( self.last_bid, self.last_ask, self.last_ask - self.last_bid )
def run(self):
self.ws.signal_logged.connect(self.on_bitex_connected)
self.ws.signal_error_login.connect(self.on_bitex_error_login)
self.ws.signal_error.connect(self.on_bitex_error)
self.ws.signal_balance.connect(self.on_bitex_balance )
self.ws.signal_execution_report.connect(self.on_bitex_execution_report)
self.ws.signal_book_bid_new_order.connect(self.on_book_bid_new_order)
self.ws.signal_book_bid_update_order.connect(self.on_book_bid_update_order)
self.ws.signal_book_bid_delete_order.connect(self.on_book_bid_delete_order)
self.ws.signal_book_bid_delete_thru.connect(self.on_book_bid_delete_thru)
self.ws.signal_book_bid_clear.connect(self.on_book_clear_bid)
self.ws.signal_book_offer_new_order.connect(self.on_book_ask_new_order)
self.ws.signal_book_offer_update_order.connect(self.on_book_ask_update_order)
self.ws.signal_book_offer_delete_order.connect(self.on_book_ask_delete_order)
self.ws.signal_book_offer_delete_thru.connect(self.on_book_ask_delete_thru)
self.ws.signal_book_offer_clear.connect(self.on_book_clear_ask)
self.ws.connect()
self.ws.login(self.bitex_username, self.bitex_password )
try:
self.ws.run_forever()
except Exception, e:
self.ws.send(json.dumps({'MsgType':'F'})) # Cancel all open orders for this user
self.ws.close()
pass
def main():
candidates = [ 'verification.ini' ,'blockscore.ini']
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser({
'websocket_url': 'wss://127.0.0.1/trade/',
'username': '',
'password': '',
'api_key': '',
})
config.read( candidates )
websocket_url = config.get('blockscore', 'websocket_url')
username = config.get('blockscore', 'username')
password = config.get('blockscore', 'password')
api_key = config.get('blockscore', 'api_key')
blockscore_client = blockscore.Client({'api_key':api_key})
def on_verify_customer(sender, msg):
print msg
verification = blockscore_client.verification.create(
date_of_birth = msg.get('VerificationData')['date_of_birth'],
identification = {
'ssn': msg.get('VerificationData')['ssn']
},
name = {
'first': msg.get('VerificationData')['name']['first'],
'middle': msg.get('VerificationData')['name']['middle'],
'last': msg.get('VerificationData')['name']['last'],
},
address = {
'street1': msg.get('VerificationData')['address']['street1'],
'street2': msg.get('VerificationData')['address']['street2'],
'city': msg.get('VerificationData')['address']['city'],
'state': msg.get('VerificationData')['address']['state'],
'postal_code': msg.get('VerificationData')['address']['postal_code'],
'country_code': msg.get('VerificationData')['address']['country_code'],
}
)
verification = verification.body
print verification
ws = BitExThreadedClient( websocket_url )
ws.signal_verify_customer_update.connect(on_verify_customer)
ws.connect()
ws.login(username, password)
while True:
try:
sleep(30)
if ws.is_connected:
ws.testRequest()
else:
try:
ws.close()
except HandshakeError,e:
del ws
ws = BitExThreadedClient( websocket_url )
ws.signal_verify_customer_update.connect(on_verify_customer)
ws.connect()
ws.login(username, password)
except KeyboardInterrupt:
ws.close()
break
class BitexBot(object):
def __init__(self, bitex_username, bitex_password, bitex_ws_url):
self.ws = BitExThreadedClient(bitex_ws_url)
self.bitex_username = bitex_username
self.bitex_password = bitex_password
self.usd_balance = 0
self.btc_balance = 0
self.bitex_broker = None
self.bitex_profile = None
self.last_bid = None
self.last_ask = None
self.best_bid = []
self.best_ask = []
def on_bitex_execution_report(self, sender, msg):
if msg['ExecType'] == '0' or msg['ExecType'] == '4': # cancel
return
print msg
def on_bitex_balance(self, sender, msg):
if str(self.bitex_broker['BrokerID']) in msg:
if 'USD' in msg[str(self.bitex_broker['BrokerID'])]:
self.usd_balance = msg[str(
self.bitex_broker['BrokerID'])]['USD']
if 'BTC' in msg[str(self.bitex_broker['BrokerID'])]:
self.btc_balance = msg[str(
self.bitex_broker['BrokerID'])]['BTC']
def on_bitex_error(self, sender, msg):
print 'error blinktrade: ', msg
def on_bitex_error_login(self, sender, msg):
self.ws.close()
print 'login error on blinktrade: ', msg['UserStatusText']
sys.exit(-1)
def on_bitex_connected(self, sender, msg):
print 'connected to blinktrade'
self.bitex_broker = msg['Broker']
self.bitex_profile = msg['Profile']
self.ws.send(json.dumps({'MsgType':
'F'})) # Cancel all open orders for this user
self.ws.requestBalances()
self.ws.requestMarketData('1', ['BTCUSD'], ['0', '1', '2'])
def on_send_buy_new_order(self, sender, msg):
print datetime.datetime.now(), msg
self.ws.sendMsg(msg)
def on_send_sell_new_order(self, sender, msg):
print datetime.datetime.now(), msg
self.ws.sendMsg(msg)
def on_send_cancel_order(self, sender, msg):
print datetime.datetime.now(), msg
self.ws.sendMsg(msg)
def on_book_clear_ask(self, sender, msg):
self.best_ask = []
def on_book_ask_new_order(self, sender, msg):
self.best_ask.insert(msg['MDEntryPositionNo'] - 1,
msg['MDEntryPx'] / 1e8)
self.on_tick()
def on_book_ask_delete_order(self, sender, msg):
del self.best_ask[msg['MDEntryPositionNo'] - 1]
self.on_tick()
def on_book_ask_update_order(self, sender, msg):
self.best_ask[msg['MDEntryPositionNo'] - 1] = (msg['MDEntryPx'] / 1e8)
self.on_tick()
def on_book_ask_delete_thru(self, sender, msg):
idx = (msg['MDEntryPositionNo'] - 1)
while --idx:
self.best_ask.pop()
def on_book_clear_bid(self, sender, msg):
self.best_bid = []
def on_book_bid_new_order(self, sender, msg):
self.best_bid.insert(msg['MDEntryPositionNo'] - 1,
msg['MDEntryPx'] / 1e8)
self.on_tick()
def on_book_bid_update_order(self, sender, msg):
self.best_bid[msg['MDEntryPositionNo'] - 1] = (msg['MDEntryPx'] / 1e8)
self.on_tick()
def on_book_bid_delete_order(self, sender, msg):
del self.best_bid[msg['MDEntryPositionNo'] - 1]
self.on_tick()
def on_book_bid_delete_thru(self, sender, msg):
idx = (msg['MDEntryPositionNo'] - 1)
while --idx:
self.best_bid.pop()
def on_tick(self):
if len(self.best_bid) > 0 and len(self.best_ask) > 0:
tick = False
if self.last_ask != self.best_ask[0]:
self.last_ask = self.best_ask[0]
tick = True
if self.last_bid != self.best_bid[0]:
self.last_bid = self.best_bid[0]
tick = True
if tick:
print 'bid: %f ask %f spread %f' % (
self.last_bid, self.last_ask,
self.last_ask - self.last_bid)
def run(self):
self.ws.signal_logged.connect(self.on_bitex_connected)
self.ws.signal_error_login.connect(self.on_bitex_error_login)
self.ws.signal_error.connect(self.on_bitex_error)
self.ws.signal_balance.connect(self.on_bitex_balance)
self.ws.signal_execution_report.connect(self.on_bitex_execution_report)
self.ws.signal_book_bid_new_order.connect(self.on_book_bid_new_order)
self.ws.signal_book_bid_update_order.connect(
self.on_book_bid_update_order)
self.ws.signal_book_bid_delete_order.connect(
self.on_book_bid_delete_order)
self.ws.signal_book_bid_delete_thru.connect(
self.on_book_bid_delete_thru)
self.ws.signal_book_bid_clear.connect(self.on_book_clear_bid)
self.ws.signal_book_offer_new_order.connect(self.on_book_ask_new_order)
self.ws.signal_book_offer_update_order.connect(
self.on_book_ask_update_order)
self.ws.signal_book_offer_delete_order.connect(
self.on_book_ask_delete_order)
self.ws.signal_book_offer_delete_thru.connect(
self.on_book_ask_delete_thru)
self.ws.signal_book_offer_clear.connect(self.on_book_clear_ask)
self.ws.connect()
self.ws.login(self.bitex_username, self.bitex_password)
try:
self.ws.run_forever()
except Exception, e:
self.ws.send(json.dumps(
{'MsgType': 'F'})) # Cancel all open orders for this user
self.ws.close()
pass
class BlinkTradeArbitrator(object):
def __init__(self,
blinktrade_username,
blinktrade_password,
blinktrade_ws_url='wss://api.blinktrade.com/trade/',
symbol='BTCUSD'):
self.fiat_currency = symbol[3:]
self.crypto_currency = symbol[:3]
self.fiat_balance = 0
self.crypto_balance = 0
self.latency = 0
self.blinktrade_ws_url = blinktrade_ws_url
self.blinktrade_username = blinktrade_username
self.blinktrade_password = blinktrade_password
self.blinktrade_broker = None
self.blinktrade_profile = None
self.order_book_bid_processor = OrderBookProcessor('1', symbol)
self.order_book_ask_processor = OrderBookProcessor('2', symbol)
self.order_book_bid_processor.send_new_order_signal.connect(
self.on_send_buy_new_order)
self.order_book_ask_processor.send_new_order_signal.connect(
self.on_send_sell_new_order)
self.order_book_bid_processor.cancel_order_signal.connect(
self.on_send_cancel_order)
self.order_book_ask_processor.cancel_order_signal.connect(
self.on_send_cancel_order)
#Signals
self.signal_connected = Signal()
self.signal_disconnected = Signal()
self.signal_logged = Signal()
self.signal_order = Signal()
self.create_websocket()
def create_websocket(self):
self.ws = BitExThreadedClient(self.blinktrade_ws_url)
self.ws.signal_connection_open.connect(self.on_ws_open)
self.ws.signal_connection_closed.connect(self.on_ws_closed)
self.ws.signal_heartbeat.connect(self.on_blinktrade_heartbeat)
self.ws.signal_logged.connect(self.on_blinktrade_connected)
self.ws.signal_balance.connect(self.on_blinktrade_balance)
self.ws.signal_execution_report.connect(
self.on_blinktrade_execution_report)
self.ws.signal_send.connect(self.on_blinktrade_send)
self.ws.signal_recv.connect(self.on_blinktrade_recv)
def is_connected(self):
return self.ws.is_connected
def is_logged(self):
return self.ws.is_logged
def on_ws_open(self, sender, msg):
self.signal_connected(self)
self.ws.login(self.blinktrade_username, self.blinktrade_password)
def on_ws_closed(self, sender, code_reason):
self.signal_disconnected(self, code_reason)
def reconnect(self):
del self.ws
self.create_websocket()
self.connect()
def connect(self):
from ws4py.exc import HandshakeError
try:
self.ws.connect()
except HandshakeError, e:
print datetime.datetime.now(), 'ERROR', 'connection error: ', e
raise
def connect_bitex(self):
ws = BitExThreadedClient("wss://%s:%s/trade" % (self.config.om_host, self.config.om_port))
ws.signal_recv.connect(self.on_message)
ws.connect()
ws.login(self.config.om_user, self.config.om_pwd)
return ws
def main():
candidates = ['verification.ini', 'blockscore.ini']
if len(sys.argv) > 1:
candidates.append(sys.argv[1])
config = ConfigParser.SafeConfigParser({
'websocket_url': 'wss://127.0.0.1/trade/',
'username': '',
'password': '',
'api_key': '',
})
config.read(candidates)
websocket_url = config.get('blockscore', 'websocket_url')
username = config.get('blockscore', 'username')
password = config.get('blockscore', 'password')
api_key = config.get('blockscore', 'api_key')
blockscore_client = blockscore.Client({'api_key': api_key})
def on_verify_customer(sender, msg):
print msg
verification = blockscore_client.verification.create(
date_of_birth=msg.get('VerificationData')['date_of_birth'],
identification={'ssn': msg.get('VerificationData')['ssn']},
name={
'first': msg.get('VerificationData')['name']['first'],
'middle': msg.get('VerificationData')['name']['middle'],
'last': msg.get('VerificationData')['name']['last'],
},
address={
'street1':
msg.get('VerificationData')['address']['street1'],
'street2':
msg.get('VerificationData')['address']['street2'],
'city':
msg.get('VerificationData')['address']['city'],
'state':
msg.get('VerificationData')['address']['state'],
'postal_code':
msg.get('VerificationData')['address']['postal_code'],
'country_code':
msg.get('VerificationData')['address']['country_code'],
})
verification = verification.body
print verification
ws = BitExThreadedClient(websocket_url)
ws.signal_verify_customer_update.connect(on_verify_customer)
ws.connect()
ws.login(username, password)
while True:
try:
sleep(30)
if ws.is_connected:
ws.testRequest()
else:
try:
ws.close()
except HandshakeError, e:
del ws
ws = BitExThreadedClient(websocket_url)
ws.signal_verify_customer_update.connect(
on_verify_customer)
ws.connect()
ws.login(username, password)
except KeyboardInterrupt:
ws.close()
break
