def forward_new_messages(args):
settings = CommonSettings.from_cfg(args.cfg)
set_log_folder(settings.log_folder)
set_logging_level(settings.logging_level_id)
msg_queue = get_message_queue(host=settings.cache_host,
port=settings.cache_port)
do_we_have_data = False
while True:
for topic_id in QUEUE_TOPICS:
msg = msg_queue.get_message_nowait(topic_id)
if msg is not None:
do_we_have_data = True
notification_id = get_notification_id_by_topic_name(topic_id)
err_code = send_single_message(msg, notification_id)
if err_code == STATUS.FAILURE:
err_msg = """telegram_notifier can't send message to telegram. Message will be re-processed on next iteration.
{msg}""".format(msg=msg)
log_to_file(err_msg, "telegram_notifier.log")
print_to_console(err_msg, LOG_ALL_ERRORS)
msg_queue.add_message_to_start(topic_id, msg)
sleep_for(1)
#
# NOTE: it still can lead to throttling by telegram
#
if not do_we_have_data:
sleep_for(1)
do_we_have_data = False
def process_args(args):
settings = CommonSettings.from_cfg(args.cfg)
pg_conn = init_pg_connection(_db_host=settings.db_host,
_db_port=settings.db_port,
_db_name=settings.db_name)
set_log_folder(settings.log_folder)
set_logging_level(settings.logging_level_id)
return pg_conn, settings
def setUp(self):
set_logging_level(LOG_ALL_ERRORS)
self.first = Deal(0.03172795, 0.1)
self.non_present = Deal(10.1, 0.1)
self.deal_update = Deal(0.03172801, 0.4)
unsorted = [
self.first,
Deal(0.03172796, 0.2),
Deal(0.03172798, 0.3), self.deal_update,
Deal(0.03173, 0.5)
]
self.asks = sorted(unsorted, key=lambda x: x.price, reverse=False)
self.bids = sorted(unsorted, key=lambda x: x.price, reverse=True)
def process_expired_orders(args):
"""
:param args: file name
:return:
"""
settings = CommonSettings.from_cfg(args.cfg)
set_log_folder(settings.log_folder)
set_logging_level(settings.logging_level_id)
load_keys(settings.key_path)
priority_queue, msg_queue, local_cache = init_queues(settings)
cnt = 0
while True:
curr_ts = get_now_seconds_utc()
order = priority_queue.get_oldest_order(ORDERS_EXPIRE_MSG)
if order:
msg = "Current expired order - {}".format(order)
log_to_file(msg, EXPIRED_ORDER_PROCESSING_FILE_NAME)
order_age = curr_ts - order.create_time
if order_age < ORDER_EXPIRATION_TIMEOUT:
msg = "A bit early - {t1} {t2} WILLL SLEEP".format(
t1=order_age, t2=ORDER_EXPIRATION_TIMEOUT)
log_to_file(msg, EXPIRED_ORDER_PROCESSING_FILE_NAME)
sleep_for(ORDER_EXPIRATION_TIMEOUT - order_age)
process_expired_order(order, msg_queue, priority_queue,
local_cache)
sleep_for(1)
cnt += 1
if cnt >= HEARTBEAT_TIMEOUT:
cnt = 0
print_to_console("Watch list is empty sleeping", LOG_ALL_ERRORS)
log_to_file("Watch list is empty sleeping",
EXPIRED_ORDER_PROCESSING_FILE_NAME)
def setUp(self):
set_logging_level(LOG_ALL_ERRORS)
load_key_by_exchange(API_KEY_PATH, EXCHANGE.HUOBI)
self.huobi_key = get_key_by_exchange(EXCHANGE.HUOBI)
parser = argparse.ArgumentParser(description="Constantly poll two exchange for order book for particular pair "
"and initiate sell\\buy deals for arbitrage opportunities")
parser.add_argument('--threshold', action="store", type=float, required=True)
parser.add_argument('--balance_threshold', action="store", type=float, required=True)
parser.add_argument('--reverse_threshold', action="store", type=float, required=True)
parser.add_argument('--sell_exchange_id', action="store", type=int, required=True)
parser.add_argument('--buy_exchange_id', action="store", type=int, required=True)
parser.add_argument('--pair_id', action="store", type=int, required=True)
parser.add_argument('--deal_expire_timeout', action="store", type=int, required=True)
parser.add_argument('--cfg', action="store", required=True)
arguments = parser.parse_args()
cfg = ArbitrageConfig.from_args(arguments)
app_settings = CommonSettings.from_cfg(cfg)
set_logging_level(app_settings.logging_level_id)
set_log_folder(app_settings.log_folder)
load_keys(app_settings.key_path)
# to avoid time-consuming check in future - validate arguments here
for exchange_id in [cfg.sell_exchange_id, cfg.buy_exchange_id]:
pair_name = get_currency_pair_name_by_exchange_id(cfg.pair_id, exchange_id)
if pair_name is None:
log_dont_supported_currency(cfg, exchange_id, cfg.pair_id)
exit()
ArbitrageListener(cfg, app_settings).start()
def setUp(self):
set_logging_level(LOG_ALL_ERRORS)
def setUp(self):
set_logging_level(LOG_ALL_ERRORS)
load_key_by_exchange(API_KEY_PATH, EXCHANGE.BITTREX)
self.bittrex_key = get_key_by_exchange(EXCHANGE.BITTREX)
def watch_balance_for_exchange(args):
"""
Those routine update balance at redis CACHE
for ALL coins at ONE exchange for active key set.
NOTE: It still rely on REST api - i.e. not proactive
For some exchanges - balance not immediately updated
Initially all exchanges were polled sequentially
But it lead to delays in the past
due to exchange errors or throttling
:param args: config file and exchange_id
:return:
"""
settings = CommonSettings.from_cfg(args.cfg)
exchange_id = get_exchange_id_by_name(args.exchange)
if exchange_id not in EXCHANGE.values():
log_wrong_exchange_id(exchange_id)
die_hard("Exchange id {} seems to be unknown? 0_o".format(exchange_id))
log_initial_settings(
"Starting balance monitoring for following exchange: \n",
[exchange_id])
cache = connect_to_cache(host=settings.cache_host,
port=settings.cache_port)
msg_queue = get_message_queue(host=settings.cache_host,
port=settings.cache_port)
load_keys(settings.key_path)
set_log_folder(settings.log_folder)
set_logging_level(settings.logging_level_id)
init_balances(settings.exchanges, cache)
cnt = 0
while True:
# We load initial balance using init_balance
sleep_for(BALANCE_POLL_TIMEOUT)
cnt += BALANCE_POLL_TIMEOUT
log_balance_update_heartbeat(exchange_id)
balance_for_exchange = update_balance_by_exchange(exchange_id, cache)
while balance_for_exchange is None:
log_cant_update_balance(exchange_id)
sleep_for(1)
balance_for_exchange = update_balance_by_exchange(
exchange_id, cache)
if cnt >= BALANCE_HEALTH_CHECK_TIMEOUT:
cnt = 0
log_last_balances(settings.exchanges, cache, msg_queue)
for base_currency_id in BASE_CURRENCY:
threshold = BASE_CURRENCIES_BALANCE_THRESHOLD[base_currency_id]
if not balance_for_exchange.do_we_have_enough(
base_currency_id, threshold):
log_not_enough_base_currency(exchange_id, base_currency_id,
threshold,
balance_for_exchange,
msg_queue)
def setUp(self):
set_logging_level(LOG_ALL_ERRORS)
load_key_by_exchange(API_KEY_PATH, EXCHANGE.BINANCE)
self.binance_key = get_key_by_exchange(EXCHANGE.BINANCE)
def setUp(self):
set_logging_level(LOG_ALL_ERRORS)
load_key_by_exchange(API_KEY_PATH, EXCHANGE.POLONIEX)
self.poloniex_key = get_key_by_exchange(EXCHANGE.POLONIEX)
def arbitrage_between_pair(args):
cfg = ArbitrageConfig.from_args(args)
app_settings = CommonSettings.from_cfg(args.cfg)
set_logging_level(app_settings.logging_level_id)
set_log_folder(app_settings.log_folder)
load_keys(app_settings.key_path)
priority_queue, msg_queue, local_cache = init_queues(app_settings)
processor = ConnectionPool(pool_size=2)
# to avoid time-consuming check in future - validate arguments here
for exchange_id in [args.sell_exchange_id, args.buy_exchange_id]:
pair_name = get_currency_pair_name_by_exchange_id(
cfg.pair_id, exchange_id)
if pair_name is None:
log_dont_supported_currency(cfg, exchange_id, cfg.pair_id)
exit()
deal_cap = MarketCap(cfg.pair_id, get_now_seconds_utc())
deal_cap.update_max_volume_cap(NO_MAX_CAP_LIMIT)
update_min_cap(cfg, deal_cap, processor)
balance_state = dummy_balance_init(timest=0,
default_volume=Decimal("0"),
default_available_volume=Decimal("0"))
if not YES_I_KNOW_WHAT_AM_I_DOING:
die_hard("LIVE TRADING!")
while True:
if get_now_seconds_utc(
) - deal_cap.last_updated > MIN_CAP_UPDATE_TIMEOUT:
update_min_cap(cfg, deal_cap, processor)
for mode_id in [DEAL_TYPE.ARBITRAGE, DEAL_TYPE.REVERSE]:
cur_timest_sec = get_now_seconds_utc()
method = search_for_arbitrage if mode_id == DEAL_TYPE.ARBITRAGE else adjust_currency_balance
active_threshold = cfg.threshold if mode_id == DEAL_TYPE.ARBITRAGE else cfg.reverse_threshold
balance_state = get_updated_balance_arbitrage(
cfg, balance_state, local_cache)
if balance_state.expired(cur_timest_sec, cfg.buy_exchange_id,
cfg.sell_exchange_id,
BALANCE_EXPIRED_THRESHOLD):
log_balance_expired_errors(cfg, msg_queue, balance_state)
die_hard("Balance expired")
order_book_src, order_book_dst = get_order_books_for_arbitrage_pair(
cfg, cur_timest_sec, processor)
if order_book_dst is None or order_book_src is None:
log_failed_to_retrieve_order_book(cfg)
sleep_for(3)
continue
if is_order_books_expired(order_book_src, order_book_dst,
local_cache, msg_queue,
cfg.log_file_name):
sleep_for(3)
continue
local_cache.cache_order_book(order_book_src)
local_cache.cache_order_book(order_book_dst)
# init_deals_with_logging_speedy
status_code, deal_pair = method(order_book_src,
order_book_dst,
active_threshold,
cfg.balance_threshold,
init_deals_with_logging_speedy,
balance_state,
deal_cap,
type_of_deal=mode_id,
worker_pool=processor,
msg_queue=msg_queue)
add_orders_to_watch_list(deal_pair, priority_queue)
print_to_console("I am still alive! ", LOG_ALL_DEBUG)
sleep_for(2)
sleep_for(3)
deal_cap.update_max_volume_cap(NO_MAX_CAP_LIMIT)
def setUp(self):
set_logging_level(LOG_ALL_ERRORS)
load_key_by_exchange(API_KEY_PATH, EXCHANGE.KRAKEN)
self.kraken_key = get_key_by_exchange(EXCHANGE.KRAKEN)
