# performs tick data retrieval to be replayed later. from DataGatherBot import DataGatherBot from broker_utils import create_brokers import config_pair as config brokers = create_brokers('PAPER', config.PAIRS, config.EXCHANGES) bot = DataGatherBot(config, brokers) bot.start(sleep=20, duration=60 * 60 * 4, maxdepth=6) # 5 hours of data, one minute intervals print('Done!')
from TriangularArbitrageBot import TriangularArbitrageBot from broker_utils import create_brokers, print_assets import config brokers = create_brokers('BACKTEST', config.PAIRS, config.EXCHANGES) bot = TriangularArbitrageBot(config, brokers) print('Initial Position:') print_assets(bot.brokers) backtest_data = '/Users/ericjang/Desktop/LiClipse_Workspace/btc_arbitrage/data/Mar-15-2014_14-00-07__30_7200.p' bot.backtest(backtest_data) print('Done!') print('Final Position:') print_assets(bot.brokers)
from TriangularArbitrageBot import TriangularArbitrageBot from broker_utils import create_brokers import config brokers = create_brokers('PAPER', config.PAIRS, config.EXCHANGES) bot = TriangularArbitrageBot(config, brokers) bot.start()
from DataGatherBot import DataGatherBot from TriangularArbitrageBot import TriangularArbitrageBot from broker_utils import create_brokers import config_tri as config brokers = create_brokers("PAPER", config.PAIRS, config.EXCHANGES) tribot = TriangularArbitrageBot(config, brokers) tribot.gather_data(sleep=30, duration=60 * 60 * 4, maxdepth=4) # 4 hours of data! print("Done!")