def get_balances(self):
balances = {}
balances['huobi_main'] = huobi_main_client.Huobi_Main_Client(
).getAccountInfo()
balances['huobi_eth'] = huobi_eth_client.Huobi_ETH_Client().getBalance(
)
balances['poloniex'] = poloniex_client.Poloniex_Client(
).get_available_balances()
return balances
def transfer_eth_from_huobi_to_poloniex(self, amount=''):
# INVALID: the method of withdraw eth needs trade pw which is not yet supported by the server
print('Start Transferring ETH from Huobi to Poloniex...')
# get deposit address from poloniex and make sure it is the same as the recorded one
print('Getting Poloniex deposit address:')
poloniexDepositAddress = poloniex_client.Poloniex_Client(
).client.returnDepositAddresses()['ETH']
print('Deposit address returned from Poloniex: %s' %
poloniexDepositAddress)
print('Deposit address in local record: %s' %
POLONIEX_ETH_DEPOSIT_ADDRESS)
isAddressSame = poloniexDepositAddress == POLONIEX_ETH_DEPOSIT_ADDRESS
if isAddressSame:
print('Deposit address verification result: PASS!')
else:
print(
'Deposit address verification result: FAILED! Please check Poloniex deposit address manually and update in local record!'
)
raise BaseException('Deposit address not the same as record')
# transfer amount from Huobi to Poloniex
print('Transferring ETH from Huobi to Poloniex:')
# get address id in eth reserved withdraw address
addresses = huobi_eth_client.Huobi_ETH_Client(
).get_eth_withdraw_addresses()
# print(addresses)
address_id = ''
for address in addresses:
if ('0x' + address['address']) == POLONIEX_ETH_DEPOSIT_ADDRESS:
address_id = address['id']
break
if not address_id:
raise BaseException('Address id not found!')
# transfer using withdraw address id
withdraw_id = huobi_eth_client.Huobi_ETH_Client().withdraw_eth_create(
address_id, amount='0.01')
status = huobi_eth_client.Huobi_ETH_Client().withdraw_eth_place(
withdraw_id)
if status['status'] == 'ok':
print('Transfer status: OK! Status: %s' % status)
else:
print('Transfer status: ERROR! Status: %s' % status)
raise BaseException('Transfer error! Status: %s' % status)
# return status
withdraw_id = status['data']
print('Transfer SUCCESS! Amount: %s BTC, Withdraw_ID: %s' %
(amount, withdraw_id))
return withdraw_id
def transfer_btc_from_poloniex_to_huobi(self, amount=''):
print('Start Transferring BTC from Poloniex to Huobi...')
# get deposit address from huobi and make sure it is the same as the recorded one
print('Getting Huobi deposit address:')
print('Deposit address in local record: %s' %
HUOBI_BTC_DEPOSIT_ADDRESS)
print(
'Since the address cannot be verified, please go to the website to verify the address!'
)
# send email about the transfer address
try:
print('Sending caution email:')
email_client.Email_client().notify_me_by_email(
title='Caution about BTC deposit address in Huobi.',
content=
'BTC is being transferred from Poloniex to Huobi.\n Amount: %s \nBTC deposit address of Huobi cannot be verified. Please check manually.'
% amount)
print('Email sent successfully!')
except:
print('Email sent FAILED.')
# transfer amount from Poloniex to Huobi
print('Transferring BTC from Poloniex to Huobi:')
status = poloniex_client.Poloniex_Client().client.withdraw(
currency='BTC', amount=amount, address=HUOBI_BTC_DEPOSIT_ADDRESS)
print('Returned response: \"%s\"' % status['response'])
print('Expected response: \"%s\"' % 'Withdrew %.8f BTC.' %
float(amount))
if status['response'] == 'Withdrew %.8f BTC.' % float(amount):
print('Transfer status: OK! Status: %s' % status)
else:
print('Transfer status: ERROR! Status: %s' % status)
raise BaseException('Transfer error! Status: %s' % status)
# return status
print('Transfer SUCCESS! Amount: %s BTC' % amount)
return True
def transfer_btc_from_huobi_to_poloniex(self, amount=''):
print('Start Transferring BTC from Huobi to Poloniex...')
# get deposit address from poloniex and make sure it is the same as the recorded one
print('Getting Poloniex deposit address:')
poloniexDepositAddress = poloniex_client.Poloniex_Client(
).client.returnDepositAddresses()['BTC']
print('Deposit address returned from Poloniex: %s' %
poloniexDepositAddress)
print('Deposit address in local record: %s' %
POLONIEX_BTC_DEPOSIT_ADDRESS)
isAddressSame = poloniexDepositAddress == POLONIEX_BTC_DEPOSIT_ADDRESS
if isAddressSame:
print('Deposit address verification result: PASS!')
else:
print(
'Deposit address verification result: FAILED! Please check Poloniex deposit address manually and update in local record!'
)
raise BaseException('Deposit address not the same as record')
# transfer amount from Huobi to Poloniex
print('Transferring BTC from Huobi to Poloniex:')
status = huobi_main_client.Huobi_Main_Client(
).withdraw_btc_to_btc_address(poloniexDepositAddress, amount)
if status['code'] == 200 and status['message'] == 'OK':
print('Transfer status: OK! Status: %s' % status)
else:
print('Transfer status: ERROR! Status: %s' % status)
raise BaseException('Transfer error! Status: %s' % status)
# return status
withdraw_id = status['withdraw_coin_id']
print('Transfer SUCCESS! Amount: %s BTC, Withdraw_ID: %s' %
(amount, withdraw_id))
return withdraw_id
def execute_positive_premium_arbitrage(self, eth_trade_amount=''):
# return execution status
print('=' * 50 + ' S T A R T ' + '=' * 50)
print('Executing positive premium arbitrage:')
# Phase 0: record balances
print('\nPhase 0: Record balances:')
balances_old = self.get_balances()
print('Current balances (before arbitrage): %s' % balances_old)
# Phase 1: get balances and calculate amount
print('\nPhase 1: Get balances and verify trade amount:')
# test_amount = '0.01' # test amount is 1 ETH
# eth_trade_amount = test_amount
print('ETH trade amount: %s' % eth_trade_amount)
eth_balance_huobi = huobi_eth_client.Huobi_ETH_Client().getETHBalance()
print('Current ETH balance in Huobi: %s' % eth_balance_huobi)
btc_balance_poloniex = poloniex_client.Poloniex_Client().get_balance(
'BTC')
print('Current BTC balance in poloniex: %s' % btc_balance_poloniex)
eth_affordable_amount = float(btc_balance_poloniex) / float(
poloniex_client.Poloniex_Client().client.returnTicker()['BTC_ETH']
['lowestAsk'])
print('Affordable ETH amount in poloniex: %.4f' %
eth_affordable_amount)
eth_max_amount = min(float(eth_balance_huobi), eth_affordable_amount)
print('Maximum ETH purchase amount: %.4f ' % eth_max_amount)
if float(eth_trade_amount) < eth_max_amount:
print('Balance verification: PASS!')
else:
print('Not enough balance to trade!')
raise BaseException('Insufficient trade balance !')
# Phase 2: Sell ETH in huobi and buy ETH in poloniex
print('\nPhase 2: Sell ETH in huobi and buy ETH in poloniex')
print('Selling ETH in huobi: amount = %s' % eth_trade_amount)
eth_sell_order_detail = huobi_eth_operator.ETH_operator().sellETH(
amount=eth_trade_amount)
cny_transfer_amount = '%.2f' % float(
eth_sell_order_detail['field-cash-amount'])
print('Transferring CNY to huobi main account: amount = %s' %
cny_transfer_amount)
huobi_eth_client.Huobi_ETH_Client().transfer_cny_to_main(
amount=cny_transfer_amount)
print('Buying ETH in poloniex:')
eth_purchase_order_status = poloniex_client.Poloniex_Client().buy_ETH(
amount=eth_trade_amount)
btc_spent_in_eth_purchase = sum([
float(subtrade['total'])
for subtrade in eth_purchase_order_status['resultingTrades']
])
btc_trade_amount = str('%.4f' % float(btc_spent_in_eth_purchase))
print('Buying BTC in huobi: amount = %s' % btc_trade_amount)
huobi_main_operator.Huobi_Main_Operator().buy_BTC(
amount=btc_trade_amount)
# Phase 3: Transfer BTC and ETH back
print('\nPhase 3: Transfer BTC and ETC back')
print('Transferring BTC back to Poloniex: amount = %s' %
btc_trade_amount)
if float(btc_trade_amount) <= 0.1:
print(
'The BTC amount for transfer is too small! No need to transfer.\n(Huobi requires at least 0.01 BTC for transfer.)'
)
else:
transfer_btc.Transfer_BTC().transfer_btc_from_huobi_to_poloniex(
amount=btc_trade_amount)
print('Transferring ETH back to Huobi: amount = %s' % eth_trade_amount)
if float(eth_trade_amount) <= 1.0:
print(
'The ETH amount for transfer is too small! No need to transfer.\n'
)
else:
transfer_eth.Transfer_ETH().transfer_eth_from_poloniex_to_huobi(
amount=eth_trade_amount)
# Report arbitrage
print('Arbitrage successfully proceeded! ETH amount = %s' %
eth_trade_amount)
# Phase 4: Report
print('\nPhase 4: Report')
print('Getting balances:')
balances_new = self.get_balances()
print('Current balances (after arbitrage): %s' % balances_new)
profit_report = str(
self.cal_profits(balances_old=balances_old,
balances_new=balances_new))
print('Profit Report: \n%s' % profit_report)
print('Report by email...')
try:
email_client.Email_client().notify_me_by_email(
title=
'Arbitrage (ETH, positive premium) successfully proceeded!',
content=
'ETH amount: %s \nOld balances: \n%s \nNew balances: \n%s\n\n Profit Report: \n %s'
%
(eth_trade_amount, balances_old, balances_new, profit_report))
print('Email was sent.')
except:
print('Email was not sent.')
print('=' * 50 + ' E N D ' + '=' * 50)
return 'Execution status: SUCCESS'