def main():
arbitrer = arbitrage.Arbitrer()
depths = arbitrer.depths = json.load(open("speed-test.json"))
start_time = time.time()
testobs = TestObserver()
arbitrer.observers = [testobs]
arbitrer.arbitrage_opportunity("BitstampUSD", depths["BitstampUSD"]["asks"][0],
"KrakenEUR", depths["KrakenEUR"]["asks"][0])
# FIXME: add asserts (from Maxme)
elapsed = time.time() - start_time
print("Time: %.3f" % elapsed)
def main():
comment('initiate arbitrer')
arbitrer = arbitrage.Arbitrer()
comment('load depths')
depths = arbitrer.depths = json.load(open("speed-test.json"))
start_time = time.time()
comment('initiate obs')
testobs = TestObserver()
arbitrer.observers = [testobs]
comment('arbitrer.arbitrage_opportunity')
arbitrer.tick()
elapsed = time.time() - start_time
comment("Time: %.3f" % elapsed)
arbitrer.arbitrage_opportunity("BitstampUSD",
depths["BitstampUSD"]["asks"][0],
"MtGoxEUR", depths["MtGoxEUR"]["asks"][0])
# FIXME: add asserts
elapsed = time.time() - start_time - elapsed
comment("Time: %.3f" % elapsed)
def setUp(self):
self.arbitrer = arbitrage.Arbitrer()