Exemplo n.º 1
0
class TestBittrexPublicAPI(unittest.TestCase):
    """
        Integration tests for Bittrex Public API
    """
    def setUp(self):
        self.bittrex = Bittrex()

    def test_get_markets(self):
        actual = self.bittrex.get_markets()
        test_basic_response(self, actual, 'get_markets')

    def test_get_currencies(self):
        actual = self.bittrex.get_currencies()
        test_basic_response(self, actual, 'get_currencies')

    def test_get_ticker(self):
        self.assertRaises(TypeError, self.bittrex.get_ticker)
        actual = self.bittrex.get_ticker('BTC-LTC')
        test_basic_response(self, actual, 'get_ticker')
        false_actual = self.bittrex.get_ticker('BTC')
        test_failed_response(self, false_actual, 'get_ticker')

    def test_get_market_summaries(self):
        actual = self.bittrex.get_market_summaries()
        test_basic_response(self, actual, 'get_market_summaries')

    def test_get_market_summary(self):
        self.assertRaises(TypeError, self.bittrex.get_market_summary)
        actual = self.bittrex.get_ticker('BTC-LTC')
        test_basic_response(self, actual, 'get_market_summar')
        false_actual = self.bittrex.get_ticker('BTC')
        test_failed_response(self, false_actual, 'get_market_summar')

    def test_get_order_book(self):
        self.assertRaises(TypeError, self.bittrex.get_order_book)
        self.assertRaises(TypeError, self.bittrex.get_order_book, 'BTC-LTC')
        actual = self.bittrex.get_order_book('BTC-LTC', 'buy')
        test_basic_response(self, actual, 'get_order_book')

    def test_get_market_history(self):
        self.assertRaises(TypeError, self.bittrex.get_market_history)
        actual = self.bittrex.get_market_history('BTC-LTC')
        test_basic_response(self, actual, 'get_market_history')
Exemplo n.º 2
0
def calctrend():
	my_bittrex = Bittrex(None, None, api_version=API_V2_0)  # or defaulting to v1.1 as Bittrex(None, None)
	counter = check_iter
	bigdata = {}
	res_dict = {}
	res_notif = {"UP": '', "DOWN": ''}
	while counter > 0:
		grandresult = my_bittrex.get_market_summaries()
		if grandresult["success"]:
			print('Счетчик - {}, Время - {}'.format(counter, datetime.strftime(datetime.now(), "%d.%m.%Y %H:%M:%S")))
			#time.sleep(10)
			for onemarket in grandresult["result"]:
				onemarket_logo = onemarket["Market"]["LogoUrl"]
				onemarket_name = onemarket["Summary"]["MarketName"]
				onemarket_last = onemarket["Summary"]["Last"]
				if bigdata.get(onemarket_name) != None:
					bigdata[onemarket_name].append(onemarket_last)
				else:
					bigdata[onemarket_name] = [onemarket_last,]
			counter -= 1
			if counter > 0:
				time.sleep(300)

	for onecurr in bigdata.items():
		for oneprice in onecurr[1]:
			if res_dict.get(onecurr[0]) == None:
				res_dict[onecurr[0]] = {"up_cnt": 1, "down_cnt": 1, "prev_price": oneprice}
			else:
				if res_dict[onecurr[0]]["prev_price"] < oneprice:
					res_dict[onecurr[0]]["up_cnt"] += 1
				elif res_dict[onecurr[0]]["prev_price"] > oneprice:
					res_dict[onecurr[0]]["down_cnt"] +=1
				res_dict[onecurr[0]]["prev_price"] = oneprice

	for key, value in res_dict.items():
		if value["up_cnt"] == check_iter:
			res_notif["UP"] = res_notif["UP"] + str(key) + ', '
		elif value["down_cnt"] == check_iter:
			res_notif["DOWN"] = res_notif["DOWN"] + str(key) + ', '

	print(res_notif)
	telegrambot("Possible uptrend - {}\n\nPossible downtrend - {}".format(res_notif["UP"], res_notif["DOWN"]))
Exemplo n.º 3
0
def get_highest_volume_markets(number=10, base_volume=True, basis=None):
    """
    Used to obtain the highest volume markets on Bittrex, sorted from highest volume to lowest volume
    :param number: How many markets you want
    :type number: int
    :param base_volume: If True, return the highest base volume markets rather than just the highest
    :            volume markets
    :type base_volume: bool
    :param basis: The basis of the markets you are interested in e.g. prices in BTC or $
    :type basis: str
    :return: list of Market objects
    """
    b = Bittrex(None, None)
    response = b.get_market_summaries()

    if response['success']:
        volumes_markets = []
        if basis:
            for summary in response['result']:
                if summary["MarketName"].split("-")[0] == basis:
                    volumes_markets.append(
                        (summary["BaseVolume"] if base_volume else
                         summary['Volume'], summary['MarketName']))
        else:
            for summary in response['result']:
                volumes_markets.append(
                    (summary["BaseVolume"] if base_volume else
                     summary['Volume'], summary['MarketName']))
        volumes_markets.sort(reverse=True)
        markets = []
        for volume_market in volumes_markets[:number]:
            volume, market = volume_market
            markets.append(Market(market))
        return markets
    else:
        raise Exception(response['message'])
Exemplo n.º 4
0
class TestBittrexV11PublicAPI(unittest.TestCase):
    """
    Integration tests for the Bittrex public API.
    These will fail in the absence of an internet connection or if bittrex API goes down
    """
    def setUp(self):
        self.bittrex = Bittrex(None, None, api_version=API_V1_1)

    def test_handles_none_key_or_secret(self):
        self.bittrex = Bittrex(None, None)
        # could call any public method here
        actual = self.bittrex.get_markets()
        self.assertTrue(actual['success'],
                        "failed with None key and None secret")

        self.bittrex = Bittrex("123", None)
        actual = self.bittrex.get_markets()
        self.assertTrue(actual['success'], "failed with None secret")

        self.bittrex = Bittrex(None, "123")
        actual = self.bittrex.get_markets()
        self.assertTrue(actual['success'], "failed with None key")

    def test_get_markets(self):
        actual = self.bittrex.get_markets()
        test_basic_response(self, actual, "get_markets")
        self.assertTrue(isinstance(actual['result'], list),
                        "result is not a list")
        self.assertTrue(len(actual['result']) > 0, "result list is 0-length")

    def test_get_currencies(self):
        actual = self.bittrex.get_currencies()
        test_basic_response(self, actual, "get_currencies")

    def test_get_ticker(self):
        actual = self.bittrex.get_ticker(market='BTC-LTC')
        test_basic_response(self, actual, "get_ticker")

    def test_get_market_summaries(self):
        actual = self.bittrex.get_market_summaries()
        test_basic_response(self, actual, "get_market_summaries")

    def test_get_orderbook(self):
        actual = self.bittrex.get_orderbook('BTC-LTC',
                                            depth_type=BUY_ORDERBOOK)
        test_basic_response(self, actual, "get_orderbook")

    def test_get_market_history(self):
        actual = self.bittrex.get_market_history('BTC-LTC')
        test_basic_response(self, actual, "get_market_history")

    def test_list_markets_by_currency(self):
        actual = self.bittrex.list_markets_by_currency('LTC')
        self.assertListEqual(['BTC-LTC', 'ETH-LTC', 'USDT-LTC'], actual)

    def test_get_wallet_health(self):
        self.assertRaisesRegexp(Exception, 'method call not available',
                                self.bittrex.get_wallet_health)

    def test_get_balance_distribution(self):
        self.assertRaisesRegexp(Exception, 'method call not available',
                                self.bittrex.get_balance_distribution)

    def test_get_candles(self):
        self.assertRaisesRegexp(Exception,
                                'method call not available',
                                self.bittrex.get_candles,
                                market='BTC-LTC',
                                tick_interval=TICKINTERVAL_ONEMIN)

    def test_get_latest_candle(self):
        self.assertRaisesRegexp(Exception,
                                'method call not available',
                                self.bittrex.get_latest_candle,
                                market='BTC-LTC',
                                tick_interval=TICKINTERVAL_ONEMIN)
Exemplo n.º 5
0
class TestBittrexV20PublicAPI(unittest.TestCase):
    """
    Integration tests for the Bittrex public API.
    These will fail in the absence of an internet connection or if bittrex API goes down
    """
    def setUp(self):
        self.bittrex = Bittrex(None, None, api_version=API_V2_0)

    def test_handles_none_key_or_secret(self):
        self.bittrex = Bittrex(None, None, api_version=API_V2_0)
        # could call any public method here
        actual = self.bittrex.get_market_summaries()
        self.assertTrue(actual['success'],
                        "failed with None key and None secret")

        self.bittrex = Bittrex("123", None, api_version=API_V2_0)
        actual = self.bittrex.get_market_summaries()
        self.assertTrue(actual['success'], "failed with None secret")

        self.bittrex = Bittrex(None, "123", api_version=API_V2_0)
        actual = self.bittrex.get_market_summaries()
        self.assertTrue(actual['success'], "failed with None key")

    def test_get_currencies(self):
        actual = self.bittrex.get_currencies()
        test_basic_response(self, actual, "get_currencies")

    def test_get_ticker(self):
        self.assertRaisesRegexp(Exception,
                                'method call not available',
                                self.bittrex.get_ticker,
                                market='BTC-LTC')

    def test_get_market_summaries(self):
        actual = self.bittrex.get_market_summaries()
        test_basic_response(self, actual, "get_market_summaries")

    def test_get_market_summary(self):
        actual = self.bittrex.get_market_summary(market='BTC-LTC')
        test_basic_response(self, actual, "get_market_summary")

    def test_get_orderbook(self):
        actual = self.bittrex.get_orderbook('BTC-LTC')
        test_basic_response(self, actual, "get_orderbook")

    def test_get_wallet_health(self):
        actual = self.bittrex.get_wallet_health()
        test_basic_response(self, actual, "get_wallet_health")
        self.assertIsInstance(actual['result'], list)

    @unittest.skip("Endpoint 404s.  Is this still a valid 2.0 API?")
    def test_get_balance_distribution(self):
        actual = self.bittrex.get_balance_distribution()
        test_basic_response(self, actual, "get_balance_distribution")
        self.assertIsInstance(actual['result'], list)

    def test_get_candles(self):
        actual = self.bittrex.get_candles('BTC-LTC',
                                          tick_interval=TICKINTERVAL_ONEMIN)
        test_basic_response(self, actual, "test_get_candles")
        self.assertIsInstance(actual['result'], list)

    def test_get_latest_candle(self):
        actual = self.bittrex.get_latest_candle(
            'BTC-LTC', tick_interval=TICKINTERVAL_ONEMIN)
        test_basic_response(self, actual, "test_get_latest_candle")
        self.assertIsInstance(actual['result'], list)
Exemplo n.º 6
0
class BittrexDriver:

    fee = 0.0025
    name = "Bittrex"

    def __init__(self, api_key, secret):
        api_b = ''
        key_b = ''
        self.api = Bittrex(api_key, secret)
        pass

    def get_market_info(self):  # to get data ask and bid for pair
        market = {}
        try:
            tickers = self.api.get_market_summaries()
            tickers = tickers['result']
            for ticker in tickers:
                pair = ticker['MarketName'].split('-')
                pair = tuple(pair)
                market[pair] = (float(ticker['Ask']), float(ticker['Bid']))
        except:
            market = {}
        return market

    def get_order(self, pairs):
        pair = '{0}-{1}'.format(pairs[0], pairs[1])
        try:
            orders = self.api.get_orderbook(pair, 'both')
            ask_rate = float(
                orders['result']['sell'][0]['Rate'])  # ask-sell rate
            bid_rate = float(orders['result']['buy'][0]['Rate'])  #bid-buy rate
            ask_quanity = float(orders['result']['sell'][0]['Quantity'])
            bid_quanity = float(orders['result']['buy'][0]['Quantity'])
            order = {
                'ask_rate': ask_rate,
                'ask_quanity': ask_quanity,
                'bid_rate': bid_rate,
                'bid_quanity': bid_quanity
            }
        except:
            order = {
                'ask_rate': '0',
                'ask_quanity': '0',
                'bid_rate': '0',
                'bid_quanity': '0'
            }
        return order

    def get_txFee(self):
        txfee = list()
        currencies = self.api.get_currencies()
        for i in currencies['result']:
            txfee.append((i['Currency'], i['CurrencyLong'], float(i['TxFee'])))
        return txfee  # create list of tuples(len = 3) 1 - trade, 2- trade name 3 - txFee

    def create_pairs(self):
        fee = self.get_txFee()
        # txfee list of tuples(len = 3) 1 - trade, 2- trade name 3 - txFee
        firstmarket = ('BTC', 'ETH', 'USDT')
        listpair = list()
        for fi in firstmarket:
            for tx in fee:
                listpair.append((fi, tx[0]))
        return listpair  # create list of tuples-pair 1 - trade, 2- currency
Exemplo n.º 7
0
from getpass import _raw_input

from bittrex import Bittrex
import json
from Store import Store
from Brain_In_Gen import BrainDataGen


#settings


settings = json.load(open('settings.json'))
my_bittrex = Bittrex(None, None)
bit_markets = my_bittrex.get_market_summaries()["result"]
stores = []
#for market in bit_markets:
#    if str(market["MarketName"]).startswith("BTC"):
#        stores.append(Store(market["MarketName"], market["BaseVolume"], HISTORY))
#
#stores = sorted(stores, key=lambda store: store.MARKET_VOLUME, reverse=True)[:20]

#for store in stores:
#    store.start()

for exchange in settings["exchanges"]:
    for market in exchange["markets"]:
        stores.append(Store(exchange["plattform"], market, settings["HISTORY"]))
brain_in_gen = BrainDataGen(stores, settings)
brain_in_gen.start()

Exemplo n.º 8
0
class CryptoArb(object):
    """
    Integration tests for the Bittrex Account API.
      * These will fail in the absence of an internet connection or if bittrex API goes down.
      * They require a valid API key and secret issued by Bittrex.
      * They also require the presence of a JSON file called secrets.json.
      It is structured as such:
    {
      "key": "12341253456345",
      "secret": "3345745634234534"
    }
    """
    def setUp(self):
        with open("secrets.json") as secrets_file:
            self.secrets = json.load(secrets_file)
            secrets_file.close()
        self.bittrex = Bittrex(self.secrets['key'], self.secrets['secret'])

    def test(self):

        desiredResult = .95

        ## ETHEREUM

        btcResult = 0
        LoopNumber = 1

        while btcResult < desiredResult:

            markets = self.bittrex.get_market_summaries()

            marketCount = len(markets["result"])

            print("Start - " + str(LoopNumber))
            btcCount = 0
            ethCount = 0

            ### ~~ Filling the BTC-ALT Matrix ~~ ###

            # Counting the number of BTC Currency Pairs
            btcLoopCount = 0
            while btcLoopCount < marketCount:
                if "BTC-" in markets["result"][btcLoopCount]["MarketName"]:
                    btcCount = btcCount + 1
                btcLoopCount = btcLoopCount + 1

            # Creating the BTC pair-exchange matrix
            btcCol, btcRow = 2, btcCount
            BTCMatrix = [[0 for x in range(btcCol)] for y in range(btcRow)]

            # Filling the BTC Matrix
            btcLoopCount = 0
            btcMatrixRowCount = 0

            while btcLoopCount < marketCount:
                if "BTC-" in markets["result"][btcLoopCount]["MarketName"]:

                    BTCMatrix[btcMatrixRowCount][0] = markets["result"][
                        btcLoopCount]["MarketName"]
                    BTCMatrix[btcMatrixRowCount][1] = markets["result"][
                        btcLoopCount]["Ask"]

                    btcMatrixRowCount = btcMatrixRowCount + 1

                btcLoopCount = btcLoopCount + 1

            ### ~~ Filling the ETH-ALT Matrix ~~ ###

            # Counting the number of ETH Currency Pairs
            ethLoopCount = 0
            while ethLoopCount < marketCount:
                if "ETH-" in markets["result"][ethLoopCount]["MarketName"]:
                    ethCount = ethCount + 1
                ethLoopCount = ethLoopCount + 1

            # Creating the ETH pair-exchange matrix
            ethCol, ethRow = 2, ethCount
            ETHMatrix = [[0 for x in range(ethCol)] for y in range(ethRow)]

            # Filling the ETH Matrix
            ethLoopCount = 0
            ethMatrixRowCount = 0

            while ethLoopCount < marketCount:
                if "ETH-" in markets["result"][ethLoopCount]["MarketName"]:

                    ETHMatrix[ethMatrixRowCount][0] = markets["result"][
                        ethLoopCount]["MarketName"]
                    ETHMatrix[ethMatrixRowCount][1] = markets["result"][
                        ethLoopCount]["Bid"]

                    ethMatrixRowCount = ethMatrixRowCount + 1

                ethLoopCount = ethLoopCount + 1

            btc_ethTick = self.bittrex.get_ticker("BTC-ETH")
            btc_eth_BTC = btc_ethTick["result"]["Bid"]

            # ~~~ Comparing Bitcoin Arbitrage Returns ~~~ #

            arbBTCPairs = []
            arbBTCReturn = []
            arbBTCTestReturn = []
            arbBTCRow = 0

            for btcAlt in BTCMatrix:

                for ethAlt in ETHMatrix:

                    if ethAlt[0][4:] == btcAlt[0][4:]:

                        btcResult = 0

                        #arbBTCPairs.append(str(btcAlt[0]) + " > " + str(ethAlt[0]) + " > BTC_ETH")
                        arbPath = str(btcAlt[0]) + " > " + str(
                            ethAlt[0]) + " > BTC_ETH"

                        btcAltDiff = 0.0000007
                        altEthDiff = -0.0000002
                        ethBtcDiff = -0.000001

                        # Forumla to check returns
                        print("BTC -> Alt: " + str(btcAlt[1]))
                        btc_altX = float(btcAlt[1] + btcAltDiff)
                        print("Alt -> ETH: " + str(ethAlt[1]))
                        eth_altX = float(ethAlt[1] + altEthDiff)
                        print("ETH -> BTC: " + str(btc_eth_BTC))
                        btc_ethX = float(btc_eth_BTC + ethBtcDiff)

                        #test1 = float(btcAlt[1] - 0.00000001)
                        #test2 = float(ethAlt[1] - 0.00000001)
                        #test3 = float(btc_eth_BTC - 0.0000004)

                        print(
                            str(btcAlt[0]) + " > " + str(ethAlt[0]) +
                            " > BTC_ETH")

                        btcUnits = 1
                        print("BTC = " + str(btcUnits))

                        altUnits = round(((btcUnits / 1.0025) / btc_altX), 8)
                        #testaltUnits = round(((btcUnits / 1.0025) / test1), 8)

                        print("Alt Units = " + str(altUnits) + " (" +
                              str(btc_altX) + ")")
                        #print("Test Alt Units = " + str(testaltUnits) + " (" + str(test1) + ")")

                        ethUnits = round(
                            ((altUnits - (altUnits * 0.0025)) * eth_altX), 8)
                        #testethUnits = round(((testaltUnits - (testaltUnits * 0.0025)) * test2), 8)

                        print("ETH Units = " + str(ethUnits) + " (" +
                              str(eth_altX) + ")")
                        #print("Test ETH Units = " + str(testethUnits) + " (" + str(test2) + ")")

                        btcResult = round(
                            ((ethUnits - (ethUnits * 0.0025)) * btc_ethX), 8)
                        #testbtcResult = round(((testethUnits - (testethUnits * 0.0025)) * test3), 8)

                        print("BTC Result = " + str(btcResult) + " (" +
                              str(btc_ethX) + ")")
                        #print("Test BTC Result = " + str(testbtcResult) + " (" + str(test3) + ")")

                        print("")

                        #arbBTCReturn.append(btcResult)
                        #arbBTCTestReturn.append(testbtcResult)
                        print(btcAlt[0])
                        if (btcResult
                            ) >= desiredResult and btcAlt[0] != "BTC-SALT":
                            print("!! Desired Result Reached !!")
                            break

                        arbBTCRow = arbBTCRow + 1

                if (btcResult) >= desiredResult and btcAlt[0] != "BTC-SALT":
                    break

            print("")

            # If desired result is not reached empty the lists to start again
            if btcResult <= desiredResult:
                BTCMatrix[:] = []
                ETHMatrix[:] = []
                arbBTCPairs[:] = []
                arbBTCReturn[:] = []

            LoopNumber = LoopNumber + 1

            # Loops if return isn't good enough i.e. > 1.005

        # Loop has been exited because return is good enough
        # If statement is final check to make sure return is good enough
        if float(btcResult) > desiredResult and btcAlt[0] != "BTC-SALT":

            print("Arb Return = " + str(btcResult))

            print("begin timer")

            startTime = time.time()

            # Path of the arb which yiels return i.e. BTC -> ALT -> ETH -> BTC
            #print(arbPath)

            # Getting name of Alt
            if len(arbPath) == 25:
                alt = arbPath[4:6]
                print("Alt = " + alt)

            elif len(arbPath) == 27:
                alt = arbPath[4:7]
                print("Alt = " + alt)

            elif len(arbPath) == 29:
                alt = arbPath[4:8]
                print("Alt = " + alt)

            elif len(arbPath) == 31:
                alt = arbPath[4:9]
                print("Alt = " + alt)

            else:
                print("Wrong Number Letters " + len(arbPath))

            print("Time elapsed " + str(time.time() - startTime))

            # Begin Buy Process

            orderBTCALTBook = self.bittrex.get_orderbook(
                "BTC-" + str(alt), "sell")

            print("")

            #BTCBal = self.bittrex.get_balance("BTC")

            #if str(BTCBal["result"]["Balance"]) == "None":
            #    principle = 0
            #else:
            #    principle = float(BTCBal["result"]["Balance"])

            principle = 0.00065
            print("Principle = " + str(principle))

            AltQuantity = 0
            ETHQuantity = 0
            BTCQuantity = 0
            market = "BTC-" + alt
            print("Market = " + market)
            print("")

            actBtcAltRate = 0
            actAltEthRate = 0
            actEthBtcRate = 0

            btcOrderCount = 0
            while principle > 0:

                print("BTC -> " + str(alt) + " Order " +
                      str(btcOrderCount + 1) + ": Principle = " +
                      str(principle))

                askQuantity = orderBTCALTBook["result"][btcOrderCount][
                    "Quantity"]
                askRate = orderBTCALTBook["result"][btcOrderCount]["Rate"]
                askTotal = askQuantity * askRate

                print("-- Order Details: --")
                print("---- Ask Quantity = " + str(askQuantity))
                print("---- Ask Rate = " + str(askRate))
                print("---- Ask Total = " + str(askTotal))
                print("---- Principle = " + str(principle))
                print("")

                if askTotal > principle:
                    print("---- Executing full final trade...")
                    tradeQuantity = math.floor(
                        ((principle / 1.0025) / askRate) *
                        100000000) / 100000000
                    print("---- Trade Quantity = " + str(tradeQuantity) +
                          " (" + str(principle / 1.0025) + " / " +
                          str(askRate) + ")")
                    # Execute full or remainder of trade
                    AltQuantity = AltQuantity + tradeQuantity
                    print("---- BUY " + str(AltQuantity) + " " + str(alt) +
                          " @ " + str(askRate) + "BTC = " +
                          str(round((AltQuantity * askRate), 8)))

                    altBuy = self.bittrex.buy_limit(market, AltQuantity,
                                                    askRate)
                    print("---- " + str(altBuy))
                    actBtcAltRate = askRate  # I can delete this because I have a more accurate below from get_order_history
                    altBuy = True
                    break
                else:
                    # Execute a portion of the trade
                    print("---- Partial Trade - CANCEL ... ")
                    print("---- BUY " + str(askQuantity) + str(alt) + " @ " +
                          str(askRate) + " BTC = " +
                          str(round((askQuantity * askRate), 8)))
                    AltQuantity = AltQuantity + askQuantity
                    principle = principle - askTotal
                    break
                    #buy = self.bittrex.buy_limit(market, askQuantity, askRate)
                    #print(buy)
                    #principle = (principle * 0.9975) - askTotal
                    # execute trade

                btcOrderCount = btcOrderCount + 1

            print("")
            print(str(alt) + " Quantity = " + str(AltQuantity))
            firstTrade = time.time() - startTime
            secondTrade = 0
            finalTrade = 0
            print("Time since arb calc = " + str(firstTrade))

            print("")

            if altBuy == True:

                orderETHALTBook = self.bittrex.get_orderbook(
                    "ETH-" + str(alt), "buy")

                market = "ETH-" + alt

                ogAltQuantity = AltQuantity

                altOrderCount = 0
                while AltQuantity > 0:

                    print(
                        str(alt) + " -> ETH Order " + str(altOrderCount + 1) +
                        ": Principle = " + str(AltQuantity))
                    bidQuantity = orderETHALTBook["result"][altOrderCount][
                        "Quantity"]
                    bidRate = orderETHALTBook["result"][altOrderCount]["Rate"]
                    bidTotal = bidQuantity * bidRate

                    print("-- Order Details: --")
                    print("---- Bid Quantity = " + str(bidQuantity))
                    print("---- Bid Rate = " + str(bidRate))
                    print("---- Bid Total = " + str(bidTotal))
                    print("---- Alt Quantity = " + str(AltQuantity))
                    print("")

                    if bidQuantity > AltQuantity:
                        print("Executing full final trade...")
                        tradeQuantity = math.floor(
                            ((AltQuantity * 0.9975) * bidRate) *
                            100000000) / 100000000
                        print("---- Trade Quantity = " + str(tradeQuantity) +
                              " (" + str(AltQuantity) + " * " + str(bidRate) +
                              ")")
                        # Execute full or remainder of trade
                        print("---- SELL " + str(ogAltQuantity) + " " +
                              str(alt) + " @ " + str(bidRate) + "ETH = " +
                              str(tradeQuantity))
                        ETHQuantity = ETHQuantity + tradeQuantity

                        altSell = self.bittrex.sell_limit(
                            market, ogAltQuantity, bidRate)
                        print("---- " + str(altSell))
                        actAltEthRate = bidRate  # I can delete this because I have a more accurate below from get_order_history
                        altSell = True
                        break
                    else:
                        # Execute a portion of the trade
                        print("---- Executing partial trade... " +
                              str(bidQuantity) + str(alt) + " @ " +
                              str(bidRate) + "ETH = " +
                              str(bidQuantity * bidRate))
                        ETHQuantity = (ETHQuantity + bidTotal) * 0.9975
                        sell = self.bittrex.sell_limit(market, bidQuantity,
                                                       bidRate)
                        print(sell)
                        AltQuantity = AltQuantity - bidQuantity
                        # execute trade

                    print("")
                    altOrderCount = altOrderCount + 1

                if altSell == True:

                    print("")
                    print("ETH Quantity = " + str(ETHQuantity))
                    secondTrade = time.time() - startTime
                    print("Time since arb calc = " + str(secondTrade))
                    print("")

                    orderBTCETHBook = self.bittrex.get_orderbook(
                        "BTC-ETH", "buy")

                    ogETHQuantity = ETHQuantity

                    market = "BTC-ETH"

                    ethOrderCount = 0
                    while ETHQuantity > 0:
                        print("ETH -> BTC Order " + str(ethOrderCount + 1) +
                              ": Principle = " + str(ETHQuantity))
                        bidQuantity = orderBTCETHBook["result"][ethOrderCount][
                            "Quantity"]
                        bidRate = orderBTCETHBook["result"][ethOrderCount][
                            "Rate"]
                        bidTotal = bidQuantity * bidRate

                        print("-- Order Details: --")
                        print("---- Bid Quantity = " + str(bidQuantity))
                        print("---- Bid Rate = " + str(bidRate))
                        print("---- Bid Total = " + str(bidTotal))
                        print("---- ETH Quantity = " + str(ETHQuantity))
                        print("")

                        if bidQuantity > ETHQuantity:
                            print("---- Executing full final trade...")
                            tradeQuantity = math.floor(
                                ((ETHQuantity * 0.9975) * bidRate) *
                                100000000) / 100000000
                            print("---- Trade Quantity = " +
                                  str(tradeQuantity) + " (" +
                                  str(ETHQuantity) + " * " + str(bidRate) +
                                  ")")
                            # Execute full or remainder of trade
                            print("---- SELL " + str(ogETHQuantity) +
                                  " ETH @ " + str(bidRate) + "BTC = " +
                                  str(tradeQuantity))
                            BTCQuantity = BTCQuantity + tradeQuantity

                            sell = self.bittrex.sell_limit(
                                market, ogETHQuantity, bidRate)
                            print("---- " + str(sell))
                            actEthBtcRate = bidRate  # I can delete this because I have a more accurate below from get_order_history
                            break
                        else:
                            # Execute a portion of the trade
                            print("---- Executing partial trade... " +
                                  str(bidQuantity) + "ETH @ " + str(bidRate) +
                                  "BTC = " + str(bidQuantity * bidRate))
                            BTCQuantity = BTCQuantity + bidTotal
                            sell = self.bittrex.sell_limit(
                                market, bidQuantity, bidRate)
                            print(sell)

                            ETHQuantity = ETHQuantity - bidQuantity
                            # execute trade

                        ethOrderCount = ethOrderCount + 1

                    print(BTCQuantity)

                    finalTrade = time.time() - startTime
                    print("Time since arb calc = " + str(finalTrade))

                    btcAltMarket = self.bittrex.get_market_summary("BTC-" +
                                                                   str(alt))
                    btcAltVolume = btcAltMarket["result"][0]["Volume"]

                    altEthMarket = self.bittrex.get_market_summary("ETH-" +
                                                                   str(alt))
                    altEthVolume = altEthMarket["result"][0]["Volume"]

                    ethBtcMarket = self.bittrex.get_market_summary("BTC-ETH")
                    ethBtcVolume = ethBtcMarket["result"][0]["Volume"]

                    #  Grab bittrex Trade Details
                    #  1 - BTC-ALT
                    #tradeDetails = self.bittrex.get_order_history()

                    tradeDetails = self.bittrex.get_order_history()
                    tradeOne = tradeDetails["result"][2]
                    tradeTwo = tradeDetails["result"][1]
                    tradeThree = tradeDetails["result"][0]

                    #  Actual Arb Return
                    tradeOneActualValue = tradeOne["Price"] + tradeOne[
                        "Commission"]
                    tradeThreeActualValue = tradeThree["Price"] + tradeThree[
                        "Commission"]
                    actualArbReturn = tradeThreeActualValue / tradeOneActualValue

                    # Actual Rates
                    tradeOneActualRate = tradeOne["PricePerUnit"]
                    tradeTwoActualRate = tradeTwo["PricePerUnit"]
                    tradeThreeActualRate = tradeThree["PricePerUnit"]

                    with open('Trade Tracker.csv', 'a', newline='') as csvfile:
                        tracker = csv.writer(csvfile,
                                             delimiter=',',
                                             quotechar='|',
                                             quoting=csv.QUOTE_MINIMAL)
                        tracker.writerow([
                            arbPath,
                            datetime.datetime.now().strftime(
                                "%Y-%m-%d %H:%M:%S.%f")[:-3], btcResult,
                            actualArbReturn,
                            str(btcAlt[1]),
                            str(btcAltDiff), btcAlt[1] + btcAltDiff,
                            tradeOneActualRate,
                            str(btcAlt[1] - tradeOneActualRate),
                            str((
                                (btcAlt[1] - tradeOneActualRate) / btcAlt[1]) *
                                100),
                            str(firstTrade),
                            str(btcAltVolume),
                            str(ethAlt[1]),
                            str(altEthDiff),
                            str(ethAlt[1] + altEthDiff), tradeTwoActualRate,
                            str(ethAlt[1] - tradeTwoActualRate),
                            str((
                                (ethAlt[1] - tradeTwoActualRate) / ethAlt[1]) *
                                100),
                            str(secondTrade),
                            str(altEthVolume),
                            str(btc_eth_BTC),
                            str(ethBtcDiff),
                            str(btc_eth_BTC + ethBtcDiff),
                            tradeThreeActualRate,
                            str(btc_eth_BTC - tradeThreeActualRate),
                            str(((btc_eth_BTC - tradeThreeActualRate) /
                                 btc_eth_BTC) * 100),
                            str(finalTrade),
                            str(ethBtcVolume)
                        ])

                    print("Excel Save Successful")

                    db = firebase.database()

                    data = {
                        "Arb Path":
                        arbPath,
                        "Date Time":
                        datetime.datetime.now().strftime(
                            "%Y-%m-%d %H:%M:%S.%f")[:-3],
                        "Principle":
                        principle,
                        "Actual Return":
                        BTCQuantity,
                        "Expected Arb Return":
                        btcResult,
                        "Actual Arb Return":
                        actualArbReturn,
                        "Trade 1 Quoted Rate":
                        str(btcAlt[1]),
                        "Trade 1 Adjustment":
                        str(btcAltDiff),
                        "Trade 1 Adjusted Quote":
                        btcAlt[1] + btcAltDiff,
                        "Trade 1 Actual Rate":
                        tradeOneActualRate,
                        "Trade 1 Actual-Quote Diff":
                        str(btcAlt[1] - tradeOneActualRate),
                        "Trade 1 Actual-Quote % Diff":
                        str(((btcAlt[1] - tradeOneActualRate) / btcAlt[1]) *
                            100),
                        "Trade 1 Time From Quote":
                        str(firstTrade),
                        "Trade 1 Market Volume":
                        str(btcAltVolume),
                        "Trade 2 Quoted Rate":
                        str(ethAlt[1]),
                        "Trade 2 Adjustment":
                        str(altEthDiff),
                        "Trade 2 Adjusted Quote":
                        str(ethAlt[1] + altEthDiff),
                        "Trade 2 Actual Rate":
                        tradeTwoActualRate,
                        "Trade 2 Actual-Quote Diff":
                        str(ethAlt[1] - tradeTwoActualRate),
                        "Trade 2 Actual-Quote % Diff":
                        str(((ethAlt[1] - tradeTwoActualRate) / ethAlt[1]) *
                            100),
                        "Trade 2 Time From Quote":
                        str(secondTrade),
                        "Trade 2 Market Volume":
                        str(altEthVolume),
                        "Trade 3 Quoted Rate":
                        str(btc_eth_BTC),
                        "Trade 3 Adjustment":
                        str(ethBtcDiff),
                        "Trade 3 Adjusted Quote":
                        str(btc_eth_BTC + ethBtcDiff),
                        "Trade 3 Actual Rate":
                        tradeThreeActualRate,
                        "Trade 3 Actual-Quote Diff":
                        str(btc_eth_BTC - tradeThreeActualRate),
                        "Trade 3 Actual-Quote % Diff Rate":
                        str(((btc_eth_BTC - tradeThreeActualRate) /
                             btc_eth_BTC) * 100),
                        "Trade 3 Time From Quote":
                        str(finalTrade),
                        "Trade 3 Market Volume":
                        str(ethBtcVolume)
                    }

                    db.child("Successful Transactions").push(data)

                else:
                    print("ALT -> ETH Fail")

            else:
                print("BTC -> ALT Fail")
Exemplo n.º 9
0
class BittrexBuysellWorker(object):
    def __init__(self, key=None, secret=None, token=None):
        self.EXCHANGE_RATE = 0.9975  # 0.25% for each trading transaction
        self.api = Bittrex(key, secret)
        self.token = token
        try:
            m = self.api.get_market_summaries()
            #print m
            market_list = []
            for market in m.get("result"):
                market_list.append(market.get("MarketName"))
            #print marketlist
        except:
            print "Error: Cannot get market summaries"
            exit(1)
        self.market_list = market_list

    def w_get_api(self):
        """
		Get balance of a coin
		:return: api Bittrex.py
		:rtype : Bittrex class
		"""
        return self.api

    def w_get_balance(self, coin):
        """
		Get balance of a coin
		:return: current balance value
		:rtype : float
		"""
        try:
            m = self.api.get_balance(coin)
            print m
            if (m.get("success")):
                v = m.get("result").get("Balance")
                return v if v else 0
            else:
                print("Cannot get {} balance".format(coin))
                return ERROR.CMD_UNSUCCESS
        except:
            print("Error Account/Connection issue. Get {} balance failed".
                  format(coin))
            return ERROR.CONNECTION_FAIL

    def w_get_market_name(self, coin1, coin2):
        """
		Get marketname for pair of coins
		:param coin1: String literal for coin 1 (ex: USDT)
		:param coin2: String literal for coin 2 (ex: XMR)
		:return: (MarketName, "Buy"/"Sell") 
		:rtype : str
		"""
        market = coin1 + "-" + coin2
        if market in self.market_list:
            return (market, "Buy")
        else:
            market = coin2 + "-" + coin1
            if market in self.market_list:
                return (market, "Sell")
            else:
                print "Error: Invalid coin pair"
                return (None, None)

    def w_get_price(self, market, type, unit=0, depth=20):
        """
		Get price Ask Last Bid 
		:param market: String literal for coin1-coin2 (ex: USDT-XMR)
		:param type: Ask/Last/Bid
		:param unit: if unit != 0, get price with respect to order book
		:return: price
		:rtype : float
		"""
        if type is "Last" or "Bid" or "Ask":
            try:
                price = self.api.get_marketsummary(market).get(
                    "result")[0].get(type)
                if type == "Ask":
                    ordertype = "sell"
                elif type == "Bid":
                    ordertype = "buy"
                else:  #Dont need to check order book for Last
                    return price

                m = self.api.get_orderbook(market, ordertype, depth)
                #print m
                if (m.get("message") != ""):
                    print "Fail to get order book of {}: {}".format(
                        market, m.get("message"))
                    return ERROR.CMD_UNSUCCESS
                else:
                    order_price_list = m.get("result")
                    #print order_price_list
                    sum_quantity = 0
                    for o in order_price_list:
                        #print o
                        quantity = o.get("Quantity")
                        price = o.get("Rate")
                        sum_quantity += quantity
                        if (sum_quantity >= unit):
                            return price

            except:
                print("Error in get {} price".format(market))
                return ERROR.CONNECTION_FAIL
        else:
            print("Invalid type of market (Ask/Bid/Last)")
            return ERROR.PARAMETERS_INVALID
            '''To do: unit != 0'''

    def w_get_open_order(self, market=None):
        """
		Get list of uuid of open orders
		:param market: String literal for coin1-coin2 (ex: USDT-XMR)
		:return: uuid list
		:rtype : str
		"""
        return self.api.get_open_orders(market)

    def w_order_buy_sell(self,
                         coin1,
                         coin2,
                         value1,
                         price,
                         timeout,
                         cancel_on_timeout=True):
        """
		Buy/Sell from coin c1 to coin coin2 at price 
		:param coin1: String literal for coin 1 (ex: USDT)
		:param coin2: String literal for coin 2 (ex: XMR)
		:param value1: The value of coin1 which is used to buy/sell
		:param price: buy/sell price, can be Ask, Last or Bid
		:return: uuid order
		:rtype : str
		"""

        value2_before = self.w_get_balance(coin2)  #get current coin2 balance
        market, type = self.w_get_market_name(coin1, coin2)
        #print market, type
        #Buy and sell are seperated from market point of view.
        if (type == "Buy"):
            order_buy_sell = self.api.buy_limit
            quantity = value1 / price * self.EXCHANGE_RATE
            value2 = quantity * self.EXCHANGE_RATE
        elif (type) == "Sell":
            order_buy_sell = self.api.sell_limit
            quantity = value1
            value2 = quantity * price * self.EXCHANGE_RATE
        else:
            print "Buy/Sell Error: Invalid market {}-{}".format(coin1, coin2)
            return ERROR.CMD_INVALID
        print("@@@ From {} {} buy {} {} at price {}.".format(
            value1, coin1, value2, coin2, price))
        #Process buy/sell within timeout
        #Several posible cases:
        # 1. The price is too high/low, no one wants to buy/sell
        # 2. The connection drops while waiting the result
        # 3. The quantity is too low -> "INSUFFICIENT_FUNDS" response from server
        try:
            m = order_buy_sell(market, quantity, price)
            if (m.get("success") == True):
                uuid = m.get("result").get("uuid")
                process_time = time.time() + timeout
                while 1:
                    value2_after = self.w_get_balance(coin2)
                    if time.time() > process_time:
                        if cancel_on_timeout:  #Cancel order because of timeout
                            self.w_cancel_order(uuid)
                            print "Cancel order!"
                        else:
                            print "Order is still open!"
                            return uuid
                        print "{} transaction was timeout".format(type)
                        return ERROR.TIME_OUT
                    if (value2_after < 0):
                        #Error
                        print "Error: in balance code {}".format(value2_after)
                        return ERROR.CMD_UNSUCCESS
                    if (value2_after - value2_before >=
                            value2 * 0.9):  #offset 10% for safety
                        #buy success
                        return uuid
            elif m.get("message") == "INSUFFICIENT_FUNDS":
                print("INSUFFICIENT_FUNDS issue")
                print m
                return ERROR.PARAMETERS_INVALID
            else:
                print m
                return ERROR.CMD_UNSUCCESS
        except:
            print "Error buy/sell. Conection failed."
            return ERROR.CONNECTION_FAIL

    def w_cancel_order(self, uuid):
        """
		Cancel an order via uuid 
		:param uuid: order uuid
		:return: error code
		:rtype : ERROR
		"""
        try:
            #todo: need check timeout
            self.api.cancel(uuid)
            while uuid in self.api.get_open_orders():
                print "Wait for cancel order {}".format(uuid)

            return ERROR.CMD_SUCCESS
        except:
            print "Cannot cancel order {}".format(uuid)
            return ERROR.CONNECTION_FAIL

    def w_get_price_by_order_book(self, market, ordertype, value, depth=20):
        """
		Get the corresponding price for a given value -> Avoid stuck in buy/sell order
		:param market: Ex: USDT-XMR
		:param ordertype: "buy" or "sell"
		:param value: The value of coin1 which is used to buy/sell
		:return: uuid order
		:rtype : str
		"""
        return 0
Exemplo n.º 10
0
from bittrex import Bittrex
from bittrex import API_V2_0
my_bittrex = Bittrex(key, secret)

# Get Markets
markets = my_bittrex.get_markets()
marketsdf = pd.DataFrame.from_dict(markets['result'])
# Get Currencies
currencies = pd.DataFrame.from_dict(my_bittrex.get_currencies()['result'])
currencies_list = currencies[currencies['IsActive'] ==
                             True]['Currency'].unique()
# Get Ticker
ticker = my_bittrex.get_ticker('BTC-LTC')
print ticker['result'].head()
# Get Market Summaries
summaries = my_bittrex.get_market_summaries()
summariesdf = pd.DataFrame.from_dict(summaries['result'])
print summariesdf.head()
# Get Market Summary
summary = my_bittrex.get_marketsummary('BTC-LTC')
summarydf = pd.DataFrame.from_dict(summary['result'])
print summarydf.head()
# Get Orderbook
orderbook = my_bittrex.get_orderbook('BTC-LTC')
orderbookbuydf = pd.DataFrame.from_dict(orderbook['result']['buy'])
orderbookselldf = pd.DataFrame.from_dict(orderbook['result']['sell'])
print orderbookbuydf.head()
print orderbookselldf.head()
# Get Market History
history = my_bittrex.get_market_history('BTC-LTC')
historydf = pd.DataFrame.from_dict(history['result'])
Exemplo n.º 11
0
        return False

    l = []

    for name in names:
        if is_pass(name): l.append(name)

    return l

class Market:
    pass

if __name__ == "__main__":
    bittrex_client = Bittrex(None, None)

    response = bittrex_client.get_market_summaries()

    x = map(lambda m: m['MarketName'],
            response['result'])

    names = filter_market_names(list(x))

    markets = list()
    time0 = get_t0_time()

    n = len(names)
    print("Now is {} by UTC".format(str(datetime.utcnow())))
    print("t0 is {} by UTC".format(str(time0)))
    s = "Downloading of {} markets histories have launched. Please wait."
    print(s.format(n))
Exemplo n.º 12
0
class CapitVitaCrypto(CapitVita):
    def __init__(self,
                 home_path='',
                 num_coins=25,
                 mailing_list=[],
                 debug=False):

        self.num_coins = num_coins
        self.mailing_list = mailing_list
        self.coin_list = []
        self.df = []
        self.debug = debug
        self.home_path = home_path
        self.file_path = home_path + 'crypto-data/'
        self.volume_sum = []

        # bittrex
        self.B = Bittrex(key, secret)
        self.b_currencies = [
            x['Currency'] for x in self.B.get_currencies()['result']
        ]  # currencies available to trade in bittrex
        self.market_summaries = self.B.get_market_summaries()['result']
        self.markets = [x['MarketName']
                        for x in self.market_summaries]  # market names
        self.BTC_markets = [
            x for x in self.markets if 'BTC' in x and 'USDT' not in x
        ]
        self.ETH_markets = [
            x for x in self.markets if 'ETH' in x and 'USDT' not in x
        ]
        self.USDT_markets = [x for x in self.markets if 'USDT' in x]
        self.USDT_BTC = [
            x for x in self.market_summaries if x['MarketName'] == 'USDT-BTC'
        ][-1]['Last']
        self.USDT_ETH = [
            x for x in self.market_summaries if x['MarketName'] == 'USDT-ETH'
        ][-1]['Last']

    def get_coin_list(self):
        # get coin list (all coins, some are not tradeable on bittrex)

        url = 'https://www.cryptocompare.com/api/data/coinlist/'
        response = urllib2.urlopen(url)
        data = json.loads(response.read())
        self.coin_list = [
            x.encode('ascii', 'ignore') for x in data['Data'].keys()
        ]
        #print(len(self.coin_list))   # 1507 as of 2017-09-14

    def grab_data(self, coin):
        # get historical OHLC for one cryptocurrency

        url = 'https://min-api.cryptocompare.com/data/histoday?fsym={}&tsym=USD&limit={}&aggregate=1&e=CCCAGG'.format(
            coin, 80)
        response = urllib2.urlopen(url)
        data = json.loads(response.read())

        try:
            self.df = pd.DataFrame(data['Data'])
            self.df['date'] = self.df['time'].apply(
                lambda x: datetime.datetime.fromtimestamp(x))
            #self.df.drop(['time', 'volumefrom'], axis = 1)
            #self.df.columns = ['Adj. Close', 'Adj. High', 'Adj. Low', 'Adj. Open', 'time', 'volumefrom', 'volumeto', 'date']
        except KeyError:
            return False

        self.volume_sum.append(self.df['volumeto'].iloc[-20:].median())

        # generate signals
        self.df['rsi'] = self.RSI(self.df['close'], 14)
        self.df['26 ema'] = self.df['close'].ewm(ignore_na=False,
                                                 min_periods=0,
                                                 adjust=True,
                                                 com=26).mean()
        self.df['12 ema'] = self.df['close'].ewm(ignore_na=False,
                                                 min_periods=0,
                                                 adjust=True,
                                                 com=12).mean()
        self.df['MACD'] = self.df['12 ema'] - self.df['26 ema']
        self.df['MACD signal'] = self.df['MACD'] - self.df['MACD'].ewm(
            ignore_na=False, min_periods=0, adjust=True, com=9).mean()
        self.df['MACD_norm'] = self.normalize(self.df['MACD signal'])
        self.df['MACD_der'] = self.derivative(self.df['MACD_norm'])

    def get_points(self, coin):

        try:

            self.grab_data(coin)  ## get the data and store it in self.df

            if len(self.df) < 20 or self.df['volumeto'].iloc[-20:].median(
            ) < 850000 * 0.8:  # if grab is unsuccessful or below average volume * 0.7, end
                points = {'admin': -500}

            else:
                points = {}

                mb, tb, bb, = self.bbands(self.df['close'])
                if self.df['close'].iloc[-1] < (mb.iloc[-1] + bb.iloc[-1]) / 2:
                    points['admin'] = -500

                # RSI points (max 50)
                points['rsi'] = 50 - round(
                    1.2 * abs(30 - self.df['rsi'].iloc[-1]))

                # MACD points (max 50)
                points['macd1'] = round(
                    25 * self.df['MACD_norm'].iloc[-1] /
                    max([abs(x) for x in self.df['MACD_norm']]))
                points['macd2'] = round(
                    25 * self.df['MACD_der'].iloc[-1] /
                    max([abs(x) for x in self.df['MACD_der']]))

                # candlestick points (max 10)
                candlestickFactor = 1

                patterns = self.detectCandlestickPatterns(
                    self.df['open'][-7:], self.df['close'][-7:],
                    self.df['low'][-7:], self.df['high'][-7:],
                    candlestickFactor)
                points['candlesticks'] = self.rangeLimit(
                    round(sum([x[2] for x in patterns])), -20, 20)

        except BufferError as e:
            #except Exception as e:
            print('problem: {}'.format(e))

        return points

    def find_coins(self, graph=False, bittrex_currencies_only=True):
        # start counting duration of script
        start_time = time.time()

        print('Initiating log...')
        # create log
        ff = open(self.file_path + 'readme.txt', 'w')
        ff.write(str(datetime.datetime.now()))
        ff.write('\n')

        print('Deleting old plots...')
        # delete old files
        os.chdir(self.file_path)
        filelist = glob.glob('*.png')
        for f in filelist:
            os.remove(f)
        os.chdir(self.home_path)

        print('Fetching coin list...')
        if bittrex_currencies_only:
            self.update_B()
            self.coin_list = self.b_currencies
        else:
            self.get_coin_list()
            if self.debug:
                self.coin_list = self.coin_list[:30]

        len_coin_list = len(self.coin_list)
        print('  {} coins.'.format(len_coin_list))
        #print('  Expect script to take approximately {} minutes'.format(round(len_coin_list*1.0613 - 14)/60, 2))

        # grab data in batches
        print('Getting points for {} coins...'.format(len_coin_list))
        coin_points = {}
        for i, coin in enumerate(self.coin_list):
            if i % (len(self.coin_list) / 25) == 0:
                print('{}% done'.format(
                    round(100 * float(i) / len(self.coin_list), 1)))
            try:
                points = self.get_points(coin)
                coin_points[coin] = [sum([points[x] for x in points]), points]
            #except BufferError:
            except Exception as e:
                print('failed {} because {}'.format(coin, e))
        original_len_coin_list = len(coin_points)

        print('Sorting coins...')
        # sort stocks by point system
        sorted_coins = sorted(coin_points.items(),
                              key=itemgetter(1),
                              reverse=True)[:self.num_coins]

        print(sorted_coins)

        if graph:
            print('Graphing coins...')
            for coin in [x[0] for x in sorted_coins]:
                try:
                    self.graph_data(coin, saveLocation=self.file_path)
                except BufferError:
                    #except Exception as e:
                    print('failed {} because {}'.format(coin, e))

        # write into log
        ff.write('Cheap coins to invest in for 2 days ~ 1 week: \n\n')

        ff.write('#\n')
        for i in sorted_coins:
            ff.write(i[0] + ': ' + str(round(i[1][0], 1)) + '  ' +
                     str(i[1][1]) + '\n')
        ff.write('#\n')

        ff.write('\n\n  ' + str(original_len_coin_list) +
                 ' stocks shortened by point system to ' +
                 str(len(sorted_coins)) + ' stocks')

        ff.write("\n\n--- %s seconds ---" %
                 (round(time.time() - start_time, 2)))

        ff.write('\n\n\n  Capit-Vita Crypto Version 1.1  (2017-09-22)\n\n')
        ff.write('  - Buying is confirmed to work\n')
        ff.close()

        #print(self.volume_sum[-20:])
        #print('average volume', sum(self.volume_sum)/len(self.volume_sum))
        # median volumeto: 850k

        # send email
        if len(self.mailing_list) > 0:
            send_email(self.file_path,
                       'Top ' + str(self.num_coins) + ' Coin Prospects',
                       self.mailing_list)

        ###### remove coin types I currently own
        my_coins = [x['Currency'] for x in self.B.get_balances()['result']]
        print('my coins: {}'.format(my_coins))
        print('before: {}'.format([x[0] for x in sorted_coins]))
        sorted_coins = [x for x in sorted_coins if x[0] not in my_coins]
        print('after: {}'.format([x[0] for x in sorted_coins]))

        # save wanted coins
        with open(self.file_path + 'wanted_coins.txt', 'w') as f:
            f.write('{}, '.format([str(x[0]) for x in sorted_coins]))

        return sorted_coins

    def buy_next_coin(self):

        # save wanted_coins
        if os.path.isfile(self.file_path + 'wanted_coins.txt'):
            with open(self.file_path + 'wanted_coins.txt', 'r') as f:
                data = eval(f.readlines()[0][:-2])
        else:
            return False

        print(data)

    def update_B(self):

        self.b_currencies = [
            x['Currency'] for x in self.B.get_currencies()['result']
        ]  # currencies available to trade in bittrex
        self.market_summaries = self.B.get_market_summaries()['result']
        self.markets = [x['MarketName']
                        for x in self.market_summaries]  # market names
        self.BTC_markets = [
            x for x in self.markets if 'BTC' in x and 'USDT' not in x
        ]
        self.ETH_markets = [
            x for x in self.markets if 'ETH' in x and 'USDT' not in x
        ]
        self.USDT_markets = [x for x in self.markets if 'USDT' in x]
        self.USDT_BTC = [
            x for x in self.market_summaries if x['MarketName'] == 'USDT-BTC'
        ][-1]['Last']
        self.USDT_ETH = [
            x for x in self.market_summaries if x['MarketName'] == 'USDT-ETH'
        ][-1]['Last']
        #print len(self.b_currencies) # 277 as of 2017-09-21

    def thing(self):

        BTC_market_prices = []
        ETH_market_prices = []
        ### create value exchange rate
        for currency in self.b_currencies:
            if any(currency in x for x in BTC_markets):
                last_price = [
                    x['Last'] for x in self.market_summaries
                    if x['MarketName'] == 'BTC-{}'.format(currency)
                ]
                if len(last_price) > 0:
                    BTC_market_prices.append('Last price for {} is ${}'.format(
                        currency, round(last_price[0] * USDT_BTC, 2)))
            elif any(currency in x for x in ETH_markets):
                last_price = [
                    x['Last'] for x in self.market_summaries
                    if x['MarketName'] == 'ETH-{}'.format(currency)
                ]
                if len(last_price) > 0:
                    ETH_market_prices.append('Last price for {} is ${}'.format(
                        currency, round(last_price[0] * USDT_ETH, 2)))

        cnt_in = 0
        cnt_not_in = 0
        for currency in self.b_currencies:
            if all(currency not in x
                   for x in self.BTC_markets + self.ETH_markets):
                cnt_not_in += 1
                #print('{} not in any market'.format(currency))
            else:
                cnt_in += 1

        #print(cnt_in, cnt_not_in) #203 in market, 74 out of market as of 2017-09-21

        ### can only buy and sell on existing markets

    def my_coins(self):

        my_coins = [x for x in self.B.get_balances()['result']]
        print(my_coins)
        total = 0
        print('\n\n-----------  My Wallet -----------\n')
        for coin in my_coins:
            if coin['Currency'] == 'BTC':
                print('{} available for {} (${})'.format(
                    coin['Available'], coin['Currency'],
                    round(coin['Available'] * self.USDT_BTC, 2)))
                total += coin['Available'] * self.USDT_BTC
            elif any(coin['Currency'] in x for x in self.BTC_markets):
                BTC_coin_rate = [
                    x['Last'] for x in self.market_summaries
                    if x['MarketName'] == 'BTC-{}'.format(coin['Currency'])
                ][0]
                print('{} available for {} (${})'.format(
                    coin['Available'], coin['Currency'],
                    round(coin['Available'] * self.USDT_BTC * BTC_coin_rate,
                          2)))
                total += coin['Available'] * self.USDT_BTC * BTC_coin_rate
            else:
                print('{} available for {} (${})'.format(
                    coin['Available'], coin['Currency'],
                    'hold'))  ## add ethereum
        #return summary
        return my_coins

    def total_available_USD(self, BTC_ETH_only=True):

        balances = self.B.get_balances()['result']
        total_USD = 0

        for balance in balances:
            if balance['Balance'] > 0:
                if balance['Currency'] == 'BTC':
                    total_USD += balance['Balance'] * self.USDT_BTC
                    print('BTC: {}'.format(balance['Balance'] * self.USDT_BTC))
                elif balance['Currency'] == 'ETH':
                    total_USD += balance['Balance'] * self.USDT_ETH
                    print('ETH: {}'.format(balance['Balance'] * self.USDT_ETH))
                elif not BTC_ETH_only:
                    if any(balance['Currency'] in x for x in self.BTC_markets):
                        to_add = balance['Balance'] * [
                            x['Last']
                            for x in self.market_summaries if x['MarketName']
                            == 'BTC-{}'.format(balance['Currency'])
                        ][0] * self.USDT_BTC
                        total_USD += to_add
                        print('{}: {}'.format(balance['Currency'], to_add))
                    elif any(balance['Currency'] in x
                             for x in self.ETH_markets):
                        to_add = balance['Balance'] * [
                            x['Last']
                            for x in self.market_summaries if x['MarketName']
                            == 'ETH-{}'.format(balance['Currency'])
                        ][0] * self.USDT_ETH
                        total_USD += to_add
                        print('{}: {}'.format(balance['Currency'], to_add))
                # consider only BTC and ETH liquid?

        print('Total available: {}'.format(total_USD))

        return total_USD

    def buy_altcoin(self, coin):

        if any(coin in x['Currency'] for x in self.B.get_balances()['result']):
            print('not buying, already have')
            return False

        if any(coin in x for x in self.BTC_markets):

            market = [x for x in self.BTC_markets if coin in x][0]
            print(market)

            available_USD = self.total_available_USD()
            print('available USD', available_USD)

            increment_USD = available_USD / 20
            print('5% available USD: {}'.format(increment_USD))

            BTC_coin_rate = self.B.get_marketsummary(
                market)['result'][0]['Last']
            print('BTC - {} conversion: {}'.format(coin, BTC_coin_rate))

            print('BTC - USD conversion: {}'.format(self.USDT_BTC))

            print('want to buy {} {} coins'.format(
                increment_USD / self.USDT_BTC / BTC_coin_rate, coin))

            print('buying {}: {}'.format(
                coin,
                self.B.buy_limit(market,
                                 increment_USD / self.USDT_BTC / BTC_coin_rate,
                                 BTC_coin_rate)))  # market, quantity, rate

    def sell_altcoin(self, order):
        # takes a buy order and reverses it (sell)

        coin = order['Exchange'][4:]
        if any(coin in x for x in self.BTC_markets):
            market = [x for x in self.BTC_markets if coin in x][0]
        elif any(coin in x for x in self.ETH_markets):
            market = [x for x in self.ETH_markets if coin in x][0]
        coin_rate = self.B.get_marketsummary(market)['result'][0]['Last']
        quantity = order['Quantity']

        if all(coin not in x['Currency']
               for x in self.B.get_balances()['result']):
            print('cannot sell, do not have')
            return False

        #print('selling {}: {}'.format(market, self.B.sell_limit(market, quantity, coin_rate)))    # market, quantity, rate

    def coin_to_USD(self, order):

        coin = order['Exchange'][4:]

        market = [x for x in self.BTC_markets if coin in x][0]
        BTC_coin_rate = self.B.get_marketsummary(market)['result'][0]['Last']

        if coin == 'BTC':
            return order['Quantity'] * self.USDT_BTC
        elif coin == 'ETH':
            pass
        elif any([coin in x for x in self.BTC_markets]):
            last_price = [
                x['Last'] for x in self.market_summaries
                if coin in x['MarketName']
            ]
            return order['Quantity'] * self.USDT_BTC * BTC_coin_rate
        elif any(coin in x for x in self.ETH_markets):
            pass
        else:
            pass

    def my_coin_price_change(self):

        orders = self.B.get_order_history()['result']

        ## remove orders that I don't own
        orders = [x for x in orders]

        print(orders)

        self.update_B()

        for order in orders:
            bought_at = round(
                order['Quantity'] * order['PricePerUnit'] * self.USDT_BTC, 2)
            currently = round(self.coin_to_USD(order), 2)
            perc_change = round((currently / bought_at - 1) * 100, 1)
            timestamp = datetime.datetime.now() - datetime.datetime.strptime(
                order['TimeStamp'], '%Y-%m-%dT%H:%M:%S.%f')
            print(
                '   bought {} ({} ago) for relative BTC value of ${}, currently ${}: {}% change'
                .format(order['Exchange'][4:], timestamp, bought_at, currently,
                        perc_change))

            ### formula for selling:
            # cost of trade = 0.35% x 2 = 0.7%
            # have an open sell order at 10% -> 9.3% up
            # if simulataneous orders are possible, have an open sell order at -10% -> 10.7% down
            # if the coin is older than 5 days, lower the upper sell limit by 2% to 8% -> 7.3% up
            # every 3 days after that lower by 2% until @ 2%

            lower_limit = -10
            if timestamp < datetime.timedelta(days=5):
                upper_limit = 10
            elif timestamp < datetime.timedelta(days=8):  # approx one week
                upper_limit = 8
            elif timestamp < datetime.timedelta(days=11):
                upper_limit = 6
            elif timestamp < datetime.timedelta(days=14):  # two weeks
                upper_limit = 4
            elif timestamp < datetime.timedelta(days=17):
                upper_limit = 2
            elif timestamp > datetime.timedelta(
                    days=21):  # sell no matter what after 3 weeks
                upper_limit = -10

            if perc_change < lower_limit or perc_change > upper_limit:
                self.sell_altcoin(order)
Exemplo n.º 13
0
class CryptoCommander:
    def __init__(self, poloapicreds=['', ''], bittrexapicreds=['', '']):
        print(
            "Initializing Crypto Commander, Intelligent and Responsive Crypto-Currency Platform..."
        )
        print(
            "Disclaimer!! You have launched this via command line, great caution is advised and the developers are NOT responsible for proper usage or lost coins!"
        )
        print(
            "Notice - :: :: Bitcoin & Crypto-Currencies are largely untested and come with no assurances! Trade with care. :: ::"
        )
        if poloapicreds == ['', '']:
            print(
                "No poloniex credentials found, skipping initialization. This may cause instability!"
            )
        else:
            try:
                self.poloniexBot = poloniex(poloapicreds[0], poloapicreds[1])
                self.btcBalance, self.btsBalance, self.clamBalance, self.dashBalance, self.dogeBalance, self.ethBalance, self.fctBalance, self.ltcBalance, self.maidBalance, self.strBalance, self.xmrBalance, self.xrpBalance, = Decimal(
                    0.0), Decimal(0.0), Decimal(0.0), Decimal(0.0), Decimal(
                        0.0), Decimal(0.0), Decimal(0.0), Decimal(
                            0.0), Decimal(0.0), Decimal(0.0), Decimal(
                                0.0), Decimal(0.0)
            except AttributeError:
                print(
                    "An error occurred trying to initialize Poloniex functionality."
                )
        if bittrexapicreds == ['', '']:
            print(
                "No bittrex credentials detected, skipping initialization. This may cause instability!"
            )
        else:
            try:
                self.bittrexBot = Bittrex(bittrexapicreds[0],
                                          bittrexapicreds[1])
            except AttributeError:
                print(
                    "An error occurred trying to initialized Bittrex functionality."
                )

    def convert_coinpair_poloniex(self, coinpair):
        return coinpair.replace('-', '_')

    def get_tickers_raw(self, market):
        # A clone of the bittrex get_markets() & poloniex returnTicker commands, in a unified stream.
        if market == 'poloniex':
            return self.poloniexBot.returnTicker()
        elif market == 'bittrex':
            return self.bittrexBot.get_markets()

    def get_coinpair_ticker_raw(self, market, coinpair):
        # Returns raw market information on coin pair  on market
        if market == 'poloniex':
            coinpair = self.convert_coinpair_poloniex(coinpair)
            rawtickerdata = self.get_tickers_raw(market)
            for coinpairdata in rawtickerdata:
                if coinpairdata == coinpair:
                    return rawtickerdata[coinpairdata]
        if market == 'bittrex':
            return self.bittrexBot.get_ticker(coinpair.capitalize())

    def getTickerData(self,
                      market,
                      bitcoinMarketsOnly=True,
                      activeOnly=True,
                      printFriendly=False,
                      decimalTypes=True):
        #if market == 'poloniex:

        if market == 'bittrex':
            cryptoCommandTickers = {'BTC': [], 'Other': []}
            btcMarketsList = cryptoCommandTickers['BTC']
            otherMarketsList = cryptoCommandTickers['Other']
            stagingList = []
            if printFriendly == True:
                decimalTypes = False
            for ticker in self.bittrexBot.get_markets()['result']:
                if ticker != None:
                    stagingList.append([
                        str(ticker['MarketName']),
                        str(ticker['BaseCurrency']),
                        bool(str(ticker['IsActive']))
                    ])
            for ticker in self.bittrexBot.get_market_summaries()['result']:
                if ticker != None:
                    for list in stagingList:
                        if list[0] == str(ticker['MarketName']):
                            list.extend([
                                ticker['High'], ticker['Low'], ticker['Ask'],
                                ticker['Bid'], ticker['Last'],
                                ticker['PrevDay'], ticker['Volume'],
                                ticker['BaseVolume'],
                                (ticker['High'] + ticker['Low'] / 2.0)
                            ])
            for list in stagingList:
                if list[1] == 'BTC':
                    btcMarketsList.append(list)
                else:
                    otherMarketsList.append(list)
            if printFriendly == True:
                for dictobject in cryptoCommandTickers:
                    for list in cryptoCommandTickers[dictobject]:
                        for n, listobject in enumerate(list):
                            if type(listobject) == float:
                                list[n] = format(listobject, '.8f')
            elif decimalTypes == True:
                for dictobject in cryptoCommandTickers:
                    for list in cryptoCommandTickers[dictobject]:
                        for n, listobject in enumerate(list):
                            if type(listobject) == float:
                                list[n] = Decimal(format(listobject, '.8f'))
            return cryptoCommandTickers

    def getActiveMarketCurrencies(self, market, appendString=''):
        currentMarketList = []
        if market == 'poloniex':
            rawCoinPairData = self.poloniexBot.api_query('returnTicker')
            for coinPairData in rawCoinPairData:
                if str(rawCoinPairData[coinPairData]['isFrozen']) == '0':
                    currentMarketList.append(
                        str(coinPairData).split('_', 1)[1])
        if market == 'bittrex':
            for coinData in self.bittrexBot.get_currencies()['result']:
                if coinData['IsActive'] == True:
                    currentMarketList.append(appendString +
                                             str(coinData['Currency']))
        return set(currentMarketList)

    def getCurrentBalance(self, market, coin):
        if market == 'poloniex':
            return self.poloniexBot.returnBalances()[coin.upper()]
        elif market == 'bittrex':
            return self.bittrexBot.get_balance(coin)['result']['Balance']

    def getTopOrder(self, market, coinPair, buyOrders):
        if buyOrders == True:
            if market == 'poloniex':
                for i in self.poloniexBot.returnOrderBook(
                        coinPair.replace('-', '_'))['bids']:
                    return i
            elif market == 'bittrex':
                for i in self.bittrexBot.get_orderbook(coinPair,
                                                       'buy')['result']:
                    return i
            else:
                print('Not a valid market: ' + str(market))
        else:
            if market == 'poloniex':
                for i in self.poloniexBot.returnOrderBook(
                        coinPair.replace('-', '_'))['asks']:
                    return i
            elif market == 'bittrex':
                for i in self.bittrexBot.get_orderbook(coinPair,
                                                       'sell')['results']:
                    return i
            else:
                print('Not a valid market: ' + str(market))

    def getWalletAddress(self, market, coin):
        if market == "poloniex" or market == "Poloniex":
            return self.poloniexBot.api_query('returnDepositAddresses')[coin]
        elif market == "bittrex" or market == "Bittrex":
            return self.bittrexBot.get_balance(coin)['result']['CryptoAddress']

    def compareMarkets(self, market1, market2):
        currentActiveMarketsLists = [
            self.getActiveMarketCurrencies(market1),
            self.getActiveMarketCurrencies(market2)
        ]
        comparisonList = []
        for i in currentActiveMarketsLists[0]:
            for y in currentActiveMarketsLists[1]:
                if i == y: comparisonList.append(i)
                else: continue
        return comparisonList

    def getCoinPairPriceDifferencePercent(self, buyPrice, sellPrice):
        return (((float(buyPrice) - float(sellPrice)) / float(buyPrice)) *
                100.00)

    def arbitrageScan(self, market1, market2, minPercent=0.45):
        try:
            arbOpportunitiesList = []
            for coinpair in self.doMarketComparison(market1, market2):
                print("Scanning Coin Pair : " + str(coinpair))
                differenceBetweenMarket1and2 = format(
                    self.getCoinPairPriceDifferencePercent(
                        float(self.getTopOrder(market1, coinpair, False, 1)),
                        float(self.getTopOrder(market2, coinpair, True, 1))))
                differenceBetweenMarket2and1 = format(
                    self.getCoinPairPriceDifferencePercent(
                        float(self.getTopOrder(market2, coinpair, False, 1)),
                        float(self.getTopOrder(market1, coinpair, True, 1))))
                if float(differenceBetweenMarket2and1) < (-.525 - minPercent):
                    if (float(self.getTopOrder(market1, coinpair, True)[0]) *
                            float(
                                self.getTopOrder(market1, coinpair, True)[1])
                        ) >= float(self.getCurrentBalance(market1, "BTC")):
                        print("Arb Op: " + str(differenceBetweenMarket2and1) +
                              " for coin pair ")
                        print("Info: Bittrex: Buy:: ")
                        print(self.getTopOrder('bittrex', coinpair, True))
                        print("- Sell:: ")
                        print(self.getTopOrder('bittrex', coinpair, False))
                        arbOpportunity = (coinpair, "Market2to1",
                                          differenceBetweenMarket2and1, 1)
                        arbOpportunitiesList.append(arbOpportunity)
                    else:
                        continue
                elif float(differenceBetweenMarket1and2) < (-.525 -
                                                            minPercent):
                    if float(
                            self.getTopOrder('bittrex', coinpair, True, 3)[0]
                    ) * float(self.getTopOrder(
                            'bittrex', coinpair, True)[1]) >= float(
                                self.getCurrentBalance(market2, "BTC")):
                        print("Arb Op: ")
                        print(str(differenceBetweenMarket1and2))
                        print("Info: Bittrex: Buy:: ")
                        print(self.getTopOrder('poloniex', coinpair, True))
                        print("- Sell:: ")
                        print(self.getTopOrder('poloniex', coinpair, False))
                        print("Info: Poloniex: Buy:: ")
                        print(self.getTopOrder('bittrex', coinpair, True))
                        print("- Sell:: ")
                        print(self.getTopOrder('bittrex', coinpair, False))
                        arbOpportunity = (coinpair, "Market1to2",
                                          differenceBetweenMarket1and2, 1)
                        arbOpportunitiesList.append(arbOpportunity)
                    else:
                        continue
                else:
                    print(differenceBetweenMarket1and2 + " or " +
                          differenceBetweenMarket2and1 + " is more than -.7")
                    continue
            return arbOpportunitiesList
        except AttributeError:
            print("Attribute Error")

    def selectBestOpportunity(self, market1, market2, minPercent=0.45):
        opportunitiesList = []
        while opportunitiesList == []:
            opportunitiesList = self.arbitrageScan(market1, market2,
                                                   minPercent)
        if len(opportunitiesList) != 0:
            bestOpportunity = opportunitiesList[0]
            for opportunity in opportunitiesList:
                if bestOpportunity[2] < opportunity[2]:
                    bestOpportunity = opportunity
        else:
            print("No Opportunities Found")
            bestOpportunity = ("", "", 0.0, 0)
        return bestOpportunity

    def activateArbitrage(self, market1, market2, minPercent=0.45):
        bestArbitrageOpportunity = self.selectBestOpportunity(
            market1, market2, minPercent)
        coinName = str(bestArbitrageOpportunity[0]).replace("BTC-", "")
        if bestArbitrageOpportunity[1] == 'Market1to2':
            fullTopBuyOrder = self.getTopOrder(market1,
                                               bestArbitrageOpportunity[0],
                                               False)
            btcBuyOrderAvailable = (float(fullTopBuyOrder[0]) *
                                    float(fullTopBuyOrder[1]))
            btcBalanceOnMarket = float(
                self.getCurrentBalance('poloniex', "BTC"))
            if float(btcBuyOrderAvailable) > float(btcBalanceOnMarket):
                btcBuyOrderAvailable = float(btcBalanceOnMarket)
            coinAvailable = float(btcBuyOrderAvailable) / float(
                fullTopBuyOrder[0])
            if market1 == "poloniex" or market1 == "Poloniex":
                try:
                    if float(
                            self.getTopOrder(
                                market1, bestArbitrageOpportunity[0], False,
                                0)[0]) * float(
                                    self.getTopOrder(
                                        market1, bestArbitrageOpportunity[0],
                                        False, 0)[1]) < float(
                                            self.getBalance('poloniex',
                                                            'BTC')):
                        self.poloniexBot.buy(
                            bestArbitrageOpportunity[0].replace("-", "_"),
                            fullTopBuyOrder[0], coinAvailable)
                        print(
                            "Successfully Bought on Poloniex, Attempting to Send to Bittrex Now..."
                        )
                        time.sleep(3)
                        self.poloniexBot.withdraw(
                            coinName,
                            (self.getCurrentBalance('poloniex', coinName)),
                            self.getWalletAddress('bittrex', coinName))
                        tempCounter = 0
                        print(self.getCurrentBalance('bittrex', coinName))
                        while float(self.getCurrentBalance(
                                'bittrex', coinName)) < 0.0005:
                            time.sleep(5)
                            tempCounter = tempCounter + 1
                            if tempCounter > 15:
                                print("Still Awaiting Deposit...")
                                tempCounter = 0
                        print(
                            "Deposit Confirmed & Active! Preparing to Dump in 5 Seconds"
                        )
                        time.sleep(5)
                        while float(self.getCurrentBalance(market2, coinName)
                                    ) > 0.00050055 or self.getCurrentBalance(
                                        market2, coinName) == None:
                            time.sleep(3)
                            self.bittrexBot.sell_limit(
                                bestArbitrageOpportunity[0],
                                self.getCurrentBalance('bittrex', coinName),
                                self.getTopOrder(market2,
                                                 bestArbitrageOpportunity[0],
                                                 True, 1))
                        print(
                            "Finished Selling All the Coins that Could be Sold. Cycle Complete."
                        )
                    else:
                        print(
                            "The order didnt stay high enough, starting over")
                        self.activateArbitrage(market1, market2, minPercent)
                except MemoryError:
                    print("Error")
        if bestArbitrageOpportunity[1] == 'Market2to1':
            fullTopBuyOrder = self.getTopOrder(market2,
                                               bestArbitrageOpportunity[0],
                                               False, 0)
            btcBuyOrderAvailable = (float(fullTopBuyOrder[0]) *
                                    float(fullTopBuyOrder[1]))
            btcBalanceOnMarket = float(self.getCurrentBalance(market2, "BTC"))
            if btcBuyOrderAvailable > btcBalanceOnMarket:
                btcBuyOrderAvailable = btcBalanceOnMarket
            coinAvailable = float(btcBuyOrderAvailable) / float(
                fullTopBuyOrder[0])
            if market2 == "bittrex" or market2 == "Bittrex":
                try:
                    if float(
                            self.getTopOrder(
                                market1, bestArbitrageOpportunity[0], False,
                                0)[0]) * float(
                                    self.getTopOrder(
                                        market1, bestArbitrageOpportunity[0],
                                        False, 0)[1]) < float(
                                            self.getCurrentBalance(
                                                'bittrex', 'BTC')):
                        print("Buying " + str(bestArbitrageOpportunity[0]) +
                              " " + str(coinAvailable))
                        buy = self.bittrexBot.buy_limit(
                            bestArbitrageOpportunity[0], coinAvailable,
                            fullTopBuyOrder[0])
                        print(buy)
                        time.sleep(5)
                        if buy['success'] == True:
                            print(
                                "Successfully Bought on Bittrex, Attempting to Send to Poloniex Now..."
                            )
                            time.sleep(5)
                            self.bittrexBot.withdraw(
                                coinName,
                                self.getCurrentBalance(market2, coinName),
                                self.getWalletAddress(market1, coinName))
                            tempCounter = 0
                            print(self.getCurrentBalance(market1, coinName))
                            while float(
                                    self.getCurrentBalance(market1, coinName)
                            ) < 0.00050055 or self.getCurrentBalance(
                                    market1, coinName) == None:
                                time.sleep(5)
                                tempCounter = tempCounter + 1
                                if tempCounter > 15:
                                    print("Still Awaiting Deposit...")
                                    tempCounter = 0
                            print(
                                "Deposit Confirmed and Active! Preparing to Dump in 5 Seconds"
                            )
                            time.sleep(5)
                            while float(
                                    self.getCurrentBalance(
                                        market1, coinName)) > 0.00010055:
                                time.sleep(5)
                                self.poloniexBot.sell(
                                    str(bestArbitrageOpportunity[0]).replace(
                                        "-", "_"),
                                    float(
                                        self.getTopOrder(
                                            market1,
                                            bestArbitrageOpportunity[0].
                                            replace("-", "_"), True, 1)),
                                    self.getCurrentBalance(market1, coinName))
                                print(
                                    "Attempting to Sell Maximum Amount of Coins that Could be Sold."
                                )
                            print("Finished Selling all coins. Cycle Complete")
                        else:
                            print("Failed to Buy")
                            return "Failed to Buy"
                    else:
                        print(
                            "The order didn't stay high enough, starting over")
                        self.activateArbitrage(market1, market2, minPercent)
                except AttributeError:
                    print("Attribute Error, sorry")

    def getLendingBalances(self):
        #Only works with Poloniex
        try:
            return cryptoCommander.poloniexBot.api_query(
                'returnAvailableAccountBalances')['lending']
        except KeyError:
            return []

    def getCurrentLoanOffers(self, coin):
        #Only works with Poloniex
        ret = urllib2.request.urlopen('http://poloniex.com/public?command=' +
                                      'returnLoanOrders' + '&currency=' +
                                      str(coin))
        return json.loads(ret.read())

    def getPrimeLendingRate(self, coin, minWeight=Decimal('25.0')):
        #Only works with Poloniex
        accumulatedWeight, bestRate = Decimal('0.0'), Decimal('0.0')
        print(accumulatedWeight)
        for offer in self.getCurrentLoanOffers(coin)['offers']:
            if accumulatedWeight < minWeight:
                print('Accumulated weight is less than 25: ' +
                      str(accumulatedWeight))
                accumulatedWeight = accumulatedWeight + Decimal(
                    str(offer['amount']))
            else:
                print('Best rate is: ' + str(offer['rate']))
                bestRate = Decimal(str(offer['rate'])) - Decimal('0.000001')
                break
        if bestRate < Decimal('0.000001'): bestRate = Decimal('0.000001')
        return bestRate

    def getActiveLoans(self):
        #Only works with Poloniex
        return self.poloniexBot.api_query('returnActiveLoans')

    def getOpenLoanOffers(self):
        #Only works with Poloniex
        try:
            return self.poloniexBot.api_query('returnOpenLoanOffers')
        except KeyError:
            return []

    def cancelLoanOffer(self, currency, orderNumber):
        #Only works with Poloniex
        return self.poloniexBot.api_query('cancelLoanOffer', {
            "currency": currency,
            "orderNumber": orderNumber
        })

    def cancelAllLoanOffers(self):
        openLoansDict = self.getOpenLoanOffers()
        for openLoanCoin in openLoansDict:
            for dataObject in openLoansDict[openLoanCoin]:
                self.cancelLoanOffer(openLoanCoin, dataObject[id])

    def createLoanOffer(self, currency, amount, duration, autoRenew,
                        lendingRate):
        return self.poloniexBot.api_query(
            'createLoanOffer', {
                "currency": currency,
                "amount": amount,
                "duration": duration,
                "autoRenew": autoRenew,
                "lendingRate": lendingRate,
            })

    def checkLendingStagnation(self):
        openLoansDict = self.getOpenLoanOffers()
        for openLoanCoin in openLoansDict:
            for data in openLoansDict[openLoanCoin]:
                if (datetime.datetime.utcnow() - datetime.datetime.strptime(
                        str(data['date']), '%Y-%m-%d %X') >
                        datetime.timedelta(minutes=2)):
                    print('Cancelling Loan Orders that are stagnant.')
                    self.cancelLoanOffer(openLoanCoin, data['id'])

    def placeAllLoans(self):
        balances = self.getLendingBalances()
        for coin in balances:
            try:
                print(balances[coin])
                if type(balances[coin]
                        ) != Decimal and balances[coin] > Decimal('0.0'):
                    balances[coin] = Decimal(str(balances[coin]))
                if type(balances[coin]
                        ) == Decimal and balances[coin] >= Decimal('0.01'):
                    #print "Print currency available is: " + str(balances[coin]) + str(coin) + ", Lending Now."
                    while Decimal(str(balances[coin])) >= Decimal('0.01'):
                        if Decimal(str(balances[coin])) <= Decimal(
                                '0.02') and Decimal(str(
                                    balances[coin])) >= Decimal('0.01'):
                            print('lending between 0.01 and 0.02')
                            print(
                                self.createLoanOffer(
                                    coin, float(balances[coin]), 2, 0,
                                    self.getPrimeLendingRate(coin)))
                        else:
                            primeRate = self.getPrimeLendingRate(coin)
                            print("Prime Rate is: " + str(primeRate))
                            if primeRate <= Decimal('0.000025') or Decimal(
                                    balances[coin]) > Decimal('0.1'):
                                if Decimal(balances[coin]) >= Decimal('10.0'):
                                    if Decimal(
                                            balances[coin]
                                    ) < Decimal('20.0') and Decimal(
                                            balances[coin]) > Decimal('10.0'):
                                        print('lending between 10 and 20')
                                        print(
                                            self.createLoanOffer(
                                                coin, float(balances[coin]), 2,
                                                0, primeRate))
                                    else:
                                        print('lending 10')
                                        print(
                                            self.createLoanOffer(
                                                coin, 10.0, 2, 0, primeRate))
                                else:
                                    if Decimal(
                                            balances[coin]) > Decimal('0.1'):
                                        if Decimal(balances[coin]) < Decimal(
                                                '0.2') and Decimal(
                                                    balances[coin]) > Decimal(
                                                        '0.1'):
                                            print(
                                                'lending between 0.1 and 0.2')
                                            print(
                                                self.createLoanOffer(
                                                    coin,
                                                    float(balances[coin]), 2,
                                                    0, primeRate))
                                        else:
                                            print('lending 0.1')
                                            print(
                                                self.createLoanOffer(
                                                    coin, 0.1, 2, 0,
                                                    primeRate))
                                    else:
                                        print('lending 0.01')
                                        print(
                                            self.createLoanOffer(
                                                coin, 0.01, 2, 0, primeRate))
                            else:
                                print('lending 0.01')
                                print(
                                    self.createLoanOffer(
                                        coin, 0.01, 2, 0, primeRate))
                        time.sleep(.2)
                        balances = self.getLendingBalances()
                else:
                    print('No coins available to lend, sorry!')
            except KeyError:
                print('All loans for ' + str(coin) + ' actively being lent.')

    def startLendingAutomation(self):
        while True:
            try:
                while self.getLendingBalances(
                ) != None and self.getOpenLoanOffers() != None:
                    while any(self.getLendingBalances()) > Decimal(
                            '0.001') or any(self.getOpenLoanOffers()):
                        self.placeAllLoans()
                        time.sleep(150)
                        self.checkLendingStagnation()
                print('All Done.')
            except TypeError:
                print("NOT done")
Exemplo n.º 14
0
from bittrex import Bittrex
import ast
import traceback
import time
import datetime
try:
    import user
    key = user.key
    secret = user.secret
except:
    key = None
    secret = None

print key, secret
api = Bittrex(key, secret)

while 1:
    start = datetime.datetime.now()

    n = api.get_marketsummary("BTC-SEQ").get("result")[0].get("Bid")
    m = api.get_market_summaries().get("result")
    [p] = [d.get("Bid") for d in m if d['MarketName'] == 'BTC-SEQ']

    finish = datetime.datetime.now()
    print start, finish, finish - start, n, p