class ArbitrerCLI:
def __init__(self):
self.inject_verbose_info()
def inject_verbose_info(self):
logging.VERBOSE = 15
logging.verbose = lambda x: logging.log(logging.VERBOSE, x)
logging.addLevelName(logging.VERBOSE, "VERBOSE")
def exec_command(self, args):
if "watch" in args.command:
self.create_arbitrer(args)
self.arbitrer.loop()
if "replay-history" in args.command:
self.create_arbitrer(args)
self.arbitrer.replay_history(args.replay_history)
if "get-balance" in args.command:
self.get_balance(args)
if "list-public-markets" in args.command:
self.list_markets()
def list_markets(self):
markets = []
for filename in glob.glob(os.path.join(public_markets.__path__[0], "*.py")):
module_name = os.path.basename(filename).replace(".py", "")
if not module_name.startswith("_"):
module = __import__("arbitrage.public_markets." + module_name)
test = eval("module.public_markets." + module_name)
for name, obj in inspect.getmembers(test):
if inspect.isclass(obj) and "Market" in (j.__name__ for j in obj.mro()[1:]):
if not obj.__module__.split(".")[-1].startswith("_"):
markets.append(obj.__name__)
markets.sort()
print("\n".join(markets))
sys.exit(0)
def get_balance(self, args):
if not args.markets:
logging.error("You must use --markets argument to specify markets")
sys.exit(2)
pmarkets = args.markets.split(",")
pmarketsi = []
for pmarket in pmarkets:
exec("import arbitrage.private_markets." + pmarket.lower())
market = eval(
"arbitrage.private_markets." + pmarket.lower() + ".Private" + pmarket + "()"
)
pmarketsi.append(market)
for market in pmarketsi:
print(market)
def create_arbitrer(self, args):
self.arbitrer = Arbitrer()
if args.observers:
self.arbitrer.init_observers(args.observers.split(","))
if args.markets:
self.arbitrer.init_markets(args.markets.split(","))
def init_logger(self, args):
level = logging.INFO
if args.verbose:
level = logging.VERBOSE
if args.debug:
level = logging.DEBUG
logging.basicConfig(format="%(asctime)s [%(levelname)s] %(message)s", level=level)
def main(self):
parser = argparse.ArgumentParser()
parser.add_argument("-d", "--debug", help="debug verbose mode", action="store_true")
parser.add_argument("-v", "--verbose", help="info verbose mode", action="store_true")
parser.add_argument(
"-o", "--observers", type=str, help="observers, example: -oLogger,Emailer"
)
parser.add_argument(
"-m", "--markets", type=str, help="markets, example: -m BitstampEUR,KrakenEUR"
)
parser.add_argument(
"command",
nargs="*",
default="watch",
help='verb: "watch|replay-history|get-balance|list-public-markets"',
)
args = parser.parse_args()
self.init_logger(args)
self.exec_command(args)
class ArbitrerCLI:
def __init__(self):
self.inject_verbose_info()
def inject_verbose_info(self):
logging.VERBOSE = 15
logging.verbose = lambda x: logging.log(logging.VERBOSE, x)
logging.addLevelName(logging.VERBOSE, "VERBOSE")
def exec_command(self, args):
if "watch" in args.command:
self.create_arbitrer(args).loop()
if "replay-history" in args.command:
self.create_arbitrer(args)
self.arbitrer.replay_history(args.replay_history)
if "get-balance" in args.command:
self.get_balance(args)
if "list-public-markets" in args.command:
self.list_markets()
if "compare-depths" in args.command:
self.compare_depths(args)
if "generate-config" in args.command:
self.generate_sample_config()
def compare_depths(self, args):
if not args.exchanges:
logging.error(
"You must use --exchanges argument to specify exchanges")
sys.exit(2)
pexchanges = args.exchanges.split(",")
pexchangei = []
for pexchange in pexchanges:
exec("import arbitrage.public_markets._" + pexchange.lower())
# FIXME: Fix the following hard-coded USDT and btc_usdt
market = eval("arbitrage.public_markets._" + pexchange.lower() +
"." + pexchange +
"('USDT','btc_usdt').update_depth().depth_1pct()")
pexchangei.append(('1%', pexchange, market))
market = eval("arbitrage.public_markets._" + pexchange.lower() +
"." + pexchange +
"('USDT','btc_usdt').update_depth().depth_01pct()")
pexchangei.append(('0.1%', pexchange, market))
for market in pexchangei:
print(market)
sys.exit(0)
def get_market_list(self):
markets = []
for filename in glob.glob(
os.path.join(public_markets.__path__[0], "*.py")):
module_name = os.path.basename(filename).replace(".py", "")
if not module_name.startswith("_"):
module = __import__("arbitrage.public_markets." + module_name)
test = eval("module.public_markets." + module_name)
for name, obj in inspect.getmembers(test):
if inspect.isclass(obj) and "Market" in (
j.__name__ for j in obj.mro()[1:]):
if not obj.__module__.split(".")[-1].startswith("_"):
markets.append(obj.__name__)
return markets
def list_markets(self):
markets = self.get_market_list()
markets.sort()
print("\n".join(markets))
sys.exit(0)
def generate_sample_config(self):
markets = self.get_market_list()
markets.sort()
print("markets = [")
print('",\n'.join([' "' + i for i in markets]) + '"')
print("]")
print('observers = ["Logger"]')
print("""
refresh_rate = 60
market_expiration_time = 120 # in seconds: 2 minutes
# SafeGuards
max_tx_volume = 1 # in BTC
min_tx_volume = 0.01 # in BTC
balance_margin = 0.05 # 5%
profit_thresh = 0 # in USD
perc_thresh = 0 # in %""")
sys.exit(0)
def get_balance(self, args):
if not args.markets:
logging.error("You must use --markets argument to specify markets")
sys.exit(2)
pmarkets = args.markets.split(",")
pmarketsi = []
for pmarket in pmarkets:
exec("import arbitrage.private_markets." + pmarket.lower())
market = eval("arbitrage.private_markets." + pmarket.lower() +
".Private" + pmarket + "()")
pmarketsi.append(market)
for market in pmarketsi:
print(market)
def create_arbitrer(self, args):
self.arbitrer = Arbitrer()
if args.observers:
self.arbitrer.init_observers(args.observers.split(","))
if args.markets:
self.arbitrer.init_markets(args.markets.split(","))
return self.arbitrer
def init_logger(self, args):
level = logging.INFO
if args.verbose:
level = logging.VERBOSE
if args.debug:
level = logging.DEBUG
logging.basicConfig(format="%(asctime)s [%(levelname)s] %(message)s",
level=level)
def main(self):
parser = argparse.ArgumentParser()
parser.add_argument("-d",
"--debug",
help="debug verbose mode",
action="store_true")
parser.add_argument("-v",
"--verbose",
help="info verbose mode",
action="store_true")
parser.add_argument("-o",
"--observers",
type=str,
help="observers, example: -oLogger,Emailer")
parser.add_argument("-m",
"--markets",
type=str,
help="markets, example: -m BitstampEUR,KrakenEUR")
parser.add_argument("-e",
"--exchanges",
type=str,
help="exchanges, example: -e OKCoin")
parser.add_argument(
"command",
nargs="*",
default="watch",
help=
'verb: "watch|replay-history|get-balance|list-public-markets|compare-depths"',
)
args = parser.parse_args()
self.init_logger(args)
self.exec_command(args)
class ArbitrerCLI:
def __init__(self):
self.inject_verbose_info()
def inject_verbose_info(self):
logging.VERBOSE = 15
logging.verbose = lambda x: logging.log(logging.VERBOSE, x)
logging.addLevelName(logging.VERBOSE, "VERBOSE")
def exec_command(self, args):
if "watch" in args.command:
self.create_arbitrer(args)
self.arbitrer.loop()
if "replay-history" in args.command:
self.create_arbitrer(args)
self.arbitrer.replay_history(args.replay_history)
if "get-balance" in args.command:
self.get_balance(args)
if "list-public-markets" in args.command:
self.list_markets()
def list_markets(self):
markets = []
for filename in glob.glob(
os.path.join(public_markets.__path__[0], "*.py")):
module_name = os.path.basename(filename).replace('.py', '')
if not module_name.startswith('_'):
module = __import__("arbitrage.public_markets." + module_name)
test = eval('module.public_markets.' + module_name)
for name, obj in inspect.getmembers(test):
if inspect.isclass(obj) and 'Market' in (
j.__name__ for j in obj.mro()[1:]):
if not obj.__module__.split('.')[-1].startswith('_'):
markets.append(obj.__name__)
markets.sort()
print("\n".join(markets))
sys.exit(0)
def get_balance(self, args):
if not args.markets:
logging.error("You must use --markets argument to specify markets")
sys.exit(2)
pmarkets = args.markets.split(",")
pmarketsi = []
for pmarket in pmarkets:
exec('import arbitrage.private_markets.' + pmarket.lower())
market = eval('arbitrage.private_markets.' + pmarket.lower() +
'.Private' + pmarket + '()')
pmarketsi.append(market)
for market in pmarketsi:
print(market)
def create_arbitrer(self, args):
self.arbitrer = Arbitrer()
if args.observers:
self.arbitrer.init_observers(args.observers.split(","))
if args.markets:
self.arbitrer.init_markets(args.markets.split(","))
def init_logger(self, args):
level = logging.INFO
if args.verbose:
level = logging.VERBOSE
if args.debug:
level = logging.DEBUG
logging.basicConfig(format='%(asctime)s [%(levelname)s] %(message)s',
level=level)
if not os.path.exists('tmp'):
os.makedirs('tmp')
fh = logging.FileHandler('./tmp/log.txt')
formatter = logging.Formatter(
'%(asctime)s [%(levelname)s] %(message)s')
fh.setFormatter(formatter)
logging.getLogger('').addHandler(fh)
def main(self):
parser = argparse.ArgumentParser()
parser.add_argument("-d",
"--debug",
help="debug verbose mode",
action="store_true")
parser.add_argument("-v",
"--verbose",
help="info verbose mode",
action="store_true")
parser.add_argument("-o",
"--observers",
type=str,
help="observers, example: -oLogger,Emailer")
parser.add_argument("-m",
"--markets",
type=str,
help="markets, example: -m BitstampEUR,KrakenEUR")
parser.add_argument(
"command",
nargs='*',
default="watch",
help='verb: "watch|replay-history|get-balance|list-public-markets"'
)
args = parser.parse_args()
self.init_logger(args)
try:
send_message("Arbitrage Started!")
self.exec_command(args)
except Exception as e:
s = traceback.format_exc()
logging.info(e)
logging.error(s)
send_message("Exception: " + str(e))
class ArbitrerCLI:
def __init__(self):
self.inject_verbose_info()
def inject_verbose_info(self):
logging.VERBOSE = 15
logging.verbose = lambda x: logging.log(logging.VERBOSE, x)
logging.addLevelName(logging.VERBOSE, "VERBOSE")
def exec_command(self, args):
if "watch" in args.command:
self.create_arbitrer(args)
self.arbitrer.loop()
if "replay-history" in args.command:
self.create_arbitrer(args)
self.arbitrer.replay_history(args.replay_history)
if "get-balance" in args.command:
self.get_balance(args)
if "list-public-markets" in args.command:
self.list_markets()
def list_markets(self):
markets = []
for filename in glob.glob(
os.path.join(public_markets.__path__[0], "*.py")):
module_name = os.path.basename(filename).replace('.py', '')
if not module_name.startswith('_'):
module = __import__("arbitrage.public_markets." + module_name)
test = eval('module.public_markets.' + module_name)
for name, obj in inspect.getmembers(test):
if inspect.isclass(obj) and 'Market' in (
j.__name__ for j in obj.mro()[1:]):
if not obj.__module__.split('.')[-1].startswith('_'):
markets.append(obj.__name__)
markets.sort()
print("\n".join(markets))
sys.exit(0)
def get_balance(self, args):
if not args.markets:
logging.error("You must use --markets argument to specify markets")
sys.exit(2)
pmarkets = args.markets.split(",")
pmarketsi = []
for pmarket in pmarkets:
exec('import arbitrage.private_markets.' + pmarket.lower())
market = eval('arbitrage.private_markets.' + pmarket.lower() +
'.Private' + pmarket + '()')
pmarketsi.append(market)
for market in pmarketsi:
print(market)
def create_arbitrer(self, args):
logging.info("creating")
self.arbitrer = Arbitrer()
if args.observers:
self.arbitrer.init_observers(args.observers.split(","))
if args.markets:
self.arbitrer.init_markets(args.markets.split(","))
def init_logger(self, args):
level = logging.INFO
if args.verbose:
level = logging.VERBOSE
if args.debug:
level = logging.DEBUG
file = "log/%s.log" % config.profit_thresh
os.makedirs(os.path.dirname(file), exist_ok=True)
logging.basicConfig(format='%(asctime)s [%(levelname)s] %(message)s',
filename=file,
filemode='a',
level=level)
def init_config(self, args):
if args.profit:
config.profit_thresh = args.profit
def main(self):
parser = argparse.ArgumentParser()
parser.add_argument("-d",
"--debug",
help="debug verbose mode",
action="store_true")
parser.add_argument("-v",
"--verbose",
help="info verbose mode",
action="store_true")
parser.add_argument("-o",
"--observers",
type=str,
help="observers, example: -oLogger,Emailer")
parser.add_argument("-p",
"--profit",
type=int,
help="profit, example for 20USD: -p20")
parser.add_argument("-m",
"--markets",
type=str,
help="markets, example: -mMtGox,Bitstamp")
parser.add_argument(
"command",
nargs='*',
default="watch",
help='verb: "watch|replay-history|get-balance|list-public-markets"'
)
args = parser.parse_args()
self.init_config(args)
self.init_logger(args)
self.exec_command(args)
