def run(self):
log_content = ""
# A_prices,B_prices = self._get_prices_for_test()
A_prices,B_prices = self._get_prices()
log_content += self._ex_A.name() + ":" + str(A_prices) + "\n"
log_content += self._ex_B.name() + ":" + str(B_prices) + "\n"
m_max = max(A_prices[self._currency_m], B_prices[self._currency_m])
m_min = min(A_prices[self._currency_m], B_prices[self._currency_m])
n_max = max(A_prices[self._currency_n], B_prices[self._currency_n])
n_min = min(A_prices[self._currency_n], B_prices[self._currency_n])
is_same_side = (A_prices[self._currency_m] == m_max and A_prices[self._currency_n] == n_max) or (B_prices[self._currency_m] == m_max and B_prices[self._currency_n] == n_max)
if is_same_side:
symbol = 1
else:
symbol = -1
rate = round(abs((m_max - m_min)*100/ m_min - (n_max - n_min) * 100 * symbol / n_min), 2)
log_content += "Rate: {0}%".format(rate)
core.log(log_content)
if rate > MIN_EXPECT_RATE:
core.pushover(push_over_id, log_content)
self._send_sms(rate)
def _record(self, currency, new_price, old_price, bids, asks):
rate = round((new_price - old_price) / old_price, 3) * 100
print(currency)
# print('bids = ',bids)
# print('asks = ',asks)
bid_volume_offset = {}
for bid_order in bids:
for p_offset in price_offset:
if bid_order['price'] > new_price * (1 - p_offset):
if p_offset in bid_volume_offset:
bid_volume_offset[p_offset] += bid_order[
'volume'] * bid_order['price']
else:
bid_volume_offset[p_offset] = bid_order[
'volume'] * bid_order['price']
ask_volume_offset = {}
for ask_order in asks:
for p_offset in price_offset:
if ask_order['price'] < new_price * (1 + p_offset):
if p_offset in ask_volume_offset:
ask_volume_offset[p_offset] += ask_order[
'volume'] * ask_order['price']
else:
ask_volume_offset[p_offset] = ask_order[
'volume'] * ask_order['price']
# deal with edge condition
for p_offset in price_offset:
if bids[-1]['price'] > new_price * (1 - p_offset):
bid_volume_offset[p_offset] = 0
if asks[-1]['price'] < new_price * (1 + p_offset):
ask_volume_offset[p_offset] = 0
for k, v in bid_volume_offset.iteritems():
bid_volume_offset[k] = round(v, 2)
for k, v in ask_volume_offset.iteritems():
ask_volume_offset[k] = round(v, 2)
msg = str.format('\nname={0},last_price={1},new_pair={2},offset={3}',
currency, old_price, new_price, rate) + '\n'
msg += str.format('bid volume = {0}\n', bid_volume_offset)
msg += str.format('ask volume = {0}\n', ask_volume_offset)
core.info(msg)
core.pushover(push_over_id, msg)
def _record(self, currency, new_price, old_price, bids, asks):
rate = round((new_price - old_price) / old_price, 3) * 100
print(currency)
# print('bids = ',bids)
# print('asks = ',asks)
bid_volume_offset = {}
for bid_order in bids:
for p_offset in price_offset:
if bid_order['price'] > new_price * (1 - p_offset):
if p_offset in bid_volume_offset:
bid_volume_offset[p_offset] += bid_order['volume'] * bid_order['price']
else:
bid_volume_offset[p_offset] = bid_order['volume'] * bid_order['price']
ask_volume_offset = {}
for ask_order in asks:
for p_offset in price_offset:
if ask_order['price'] < new_price * (1 + p_offset):
if p_offset in ask_volume_offset:
ask_volume_offset[p_offset] += ask_order['volume'] * ask_order['price']
else:
ask_volume_offset[p_offset] = ask_order['volume'] * ask_order['price']
# deal with edge condition
for p_offset in price_offset:
if bids[-1]['price'] > new_price * (1 - p_offset):
bid_volume_offset[p_offset] = 0
if asks[-1]['price'] < new_price * (1 + p_offset):
ask_volume_offset[p_offset] = 0
for k,v in bid_volume_offset.iteritems():
bid_volume_offset[k] = round(v,2)
for k,v in ask_volume_offset.iteritems():
ask_volume_offset[k] = round(v,2)
msg = str.format('\nname={0},last_price={1},new_pair={2},offset={3}', currency, old_price, new_price, rate) + '\n'
msg += str.format('bid volume = {0}\n', bid_volume_offset)
msg += str.format('ask volume = {0}\n', ask_volume_offset)
core.info(msg)
core.pushover(push_over_id, msg)
def _findit(tid, url, title):
content = ("tid = {0}\n url = {1}\n title = ".format(tid, url) + title)
core.pushover(PUSHOVER_APP_ID, content)
def _send_sms(content): core.pushover(PUSHOVER_APP_ID, content)
def _findit(item): content = str(item) core.info(content) core.pushover(PUSHOVER_APP_ID, content)
def _send_sms(content): core.pushover(PUSHOVER_APP_ID, content)
def _findit(desc,topic, time_str, content_str, url):
content = "{0}\n{1}\n{2}\n{3}\n{4}".format(desc,topic, url,time_str, content_str)
core.info(content)
# print content
core.pushover(PUSHOVER_APP_ID, content)
def _findit(desc, topic, time_str, content_str, url):
content = "{0}\n{1}\n{2}\n{3}\n{4}".format(desc, topic, url, time_str,
content_str)
core.info(content)
# print content
core.pushover(PUSHOVER_APP_ID, content)
def _findit(tid, url, title):
content = ("tid = {0}\n url = {1}\n title = ".format(tid, url) + title)
core.pushover(PUSHOVER_APP_ID, content)