def exchangeObject(exchange_in):
exchanges = [ccxt.acx(),ccxt.bitbay(),ccxt.bitfinex(),ccxt.bitflyer(),ccxt.bithumb(),ccxt.bitlish(),ccxt.bitmarket(),ccxt.bitmex(),ccxt.bitso(),
ccxt.bitstamp(),ccxt.bitstamp1(),ccxt.bittrex(),ccxt.bl3p(),ccxt.bleutrade(),ccxt.btcbox(),ccxt.btcchina(),ccxt.btcexchange(),ccxt.btcmarkets(),ccxt.btctradeua(),ccxt.btcturk(),
ccxt.btcx(),ccxt.bxinth(),ccxt.ccex(),ccxt.cex(),ccxt.chbtc(),ccxt.chilebit(),ccxt.coincheck(),ccxt.coinfloor(),ccxt.coingi(),ccxt.coinmarketcap(),ccxt.coinmate(),
ccxt.coinsecure(),ccxt.coinspot(),ccxt.cryptopia(),ccxt.dsx(),ccxt.exmo(),ccxt.flowbtc(),ccxt.foxbit(),ccxt.fybse(),ccxt.fybsg(),ccxt.gatecoin(),ccxt.gateio(),ccxt.gdax(),
ccxt.gemini(),ccxt.getbtc(),ccxt.hitbtc(),ccxt.huobi(),ccxt.huobicny(),ccxt.independentreserve(),ccxt.itbit(),ccxt.jubi(),ccxt.kraken(),ccxt.kucoin(),
ccxt.kuna(),ccxt.lakebtc(),ccxt.liqui(),ccxt.livecoin(),ccxt.luno(),ccxt.mercado(),ccxt.mixcoins(),ccxt.nova(),ccxt.okcoincny(),ccxt.okcoinusd(),ccxt.okex(),ccxt.paymium(),
ccxt.poloniex(),ccxt.qryptos(),ccxt.quadrigacx(),ccxt.southxchange(),ccxt.surbitcoin(),ccxt.therock(),ccxt.tidex(),ccxt.urdubit(),ccxt.vaultoro(),ccxt.vbtc(),
ccxt.virwox(),ccxt.wex(),ccxt.xbtce(),ccxt.yobit(),ccxt.yunbi(),ccxt.zaif(),ccxt.zb()]
for count, exchange in enumerate([str(x) for x in exchanges]):
if exchange_in.lower() in exchange:
return exchanges[count]
break
def __init__(self):
self.markets = {
'LIQUI': ccxt.liqui({
'apiKey': settings.LIQUI.API_KEY,
'secret': settings.LIQUI.API_SECRET
}),
'BINANCE': ccxt.binance({
'apiKey': settings.BINANCE.API_KEY,
'secret': settings.BINANCE.API_SECRET
})
}
# Init markets
for key, value in self.markets.items():
value.load_markets()
def get_coins_liqui():
exchange = ccxt.liqui()
markets = exchange.fetch_markets()
try:
for market in markets:
symbol = market['base']
try:
name = coins[symbol].lower()
except Exception as e:
# print(f'Failed to match ' + symbol + '. Consider adding to coins.py.')
continue
symbol_name[symbol] = name
name_symbol[name] = symbol
symbol_exchange[symbol] = 'liqui'
# print(f'Found {len(markets)} markets.')
except Exception as e:
print(f'Failed to get markets from Liqui ({e})')
def get(cls):
return {
'binance':
ccxt.binance({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'bitstamp':
ccxt.bitstamp({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'bittrex':
ccxt.bittrex({
'apiKey': os.environ.get("BITTREX_KEY"),
'secret': os.environ.get("BITTREX_SECRET"),
}),
'gdax':
ccxt.gdax({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'hitbtc':
ccxt.hitbtc({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'kraken':
ccxt.kraken({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'liqui':
ccxt.liqui({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'poloniex':
ccxt.poloniex({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
# add additional supported exchanges
}
def liquiAgg(symbols):
result = []
try:
liqui = ccxt.liqui({
'apiKey': 'apiKey',
'secret': 'secret',
'options': {
'adjustForTimeDifference': True
}
})
totalBalance = liqui.fetch_balance()["free"]
exchangeSymbols = liqui.symbols
checkSymbols = list(np.intersect1d(exchangeSymbols, symbols))
allData = liqui.fetch_tickers(checkSymbols)
ethPrice = liqui.fetch_ticker("ETH/USDT")["last"]
btcPrice = liqui.fetch_ticker("BTC/USDT")["last"]
for s in checkSymbols:
try:
quote = s.split("/")[-1]
dataSymbols = allData[s]
coinBalance = totalBalance.get(s.split("/")[0], 0)
volume = int(float(dataSymbols["baseVolume"]))
ask = dataSymbols["ask"]
bid = dataSymbols["bid"]
last = float(dataSymbols["last"])
if quote == "BTC":
volume = int(volume * btcPrice * last)
elif quote == "ETH":
volume = int(volume * ethPrice * last)
else:
volume = int(volume * dataSymbols["last"])
volume = volume / ethPrice
result.append(["liqui", s, coinBalance, ask, bid, volume])
except:
print("Liqui couldn`t get " + s)
continue
except Exception as e:
print(str(e)[:150])
return (result)
def __init__(self):
self.liqui = Liqui(settings.LIQUI.API_KEY, settings.LIQUI.API_SECRET)
self.binance = Client(settings.BINANCE.API_KEY,
settings.BINANCE.API_SECRET)
self.markets = {
'LIQUI':
ccxt.liqui({
'apiKey': settings.LIQUI.API_KEY,
'secret': settings.LIQUI.API_SECRET,
'timeout': settings.LIQUI.TIMEOUT
}),
'BINANCE':
ccxt.binance({
'apiKey': settings.BINANCE.API_KEY,
'secret': settings.BINANCE.API_SECRET,
'timeout': settings.BINANCE.TIMEOUT
})
}
# Init markets
for key, value in self.markets.items():
value.load_markets()
# (ccxt.gemini(), 'https://gemini.com/marketplace/'),
# # 14. Binance
# (ccxt.binance({
# 'apiKey': BINANCE_KEY,
# 'secret': BINANCE_SECRET,
# }), 'https://www.binance.com/trade.html?symbol={0}_{1}'),
# # 16. WEX
# (ccxt.wex(), 'https://wex.nz/exchange/{0}_{1}'),
# # 21. CEX.IO
# (ccxt.cex(), 'https://cex.io/{0}-{1}'),
# 22. YoBit
(ccxt.yobit(), 'https://yobit.net/en/trade/{0}/{1}'),
# # 24. Gatecoin
# (ccxt.gatecoin(), 'https://gatecoin.com/marketData'),
# 25. Liqui
(ccxt.liqui(), 'https://liqui.io/#/exchange/{0}_{1}'),
# # 26. OKEx
# (ccxt.okex(), 'https://www.okex.com/'),
# 43. Tidex
(ccxt.tidex(), 'https://tidex.com/exchange/{0}/{1}'),
# 52. Cryptopia
(ccxt.cryptopia(), 'https://www.cryptopia.co.nz/Exchange/?market={0}_{1}'),
]
def main():
now = datetime.now()
# Get all markets
res = requests.get('https://api.coinmarketcap.com/v1/ticker/')
markets = res.json()
ccxt.hitbtc(), ccxt.hitbtc2(), ccxt.huobi(), ccxt.huobicny(), ccxt.huobipro(), ccxt.ice3x(), ccxt.independentreserve(), ccxt.indodax(), ccxt.itbit(), ccxt.jubi(), ccxt.kraken(), ccxt.kucoin(), ccxt.kuna(), ccxt.lakebtc(), ccxt.lbank(), ccxt.liqui(), ccxt.livecoin(), ccxt.luno(), ccxt.lykke(), ccxt.mercado(), ccxt.mixcoins(), ccxt.negociecoins(), ccxt.nova(), ccxt.okcoincny(), ccxt.okcoinusd(), ccxt.okex(), ccxt.paymium(), ccxt.poloniex(), ccxt.qryptos(), ccxt.quadrigacx(), ccxt.quoinex(),
class Crypto:
# dictionary of supported exchanges
# user needs to input public API key and secret for existing accounts
exchanges = {
'binance':
ccxt.binance({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'bitstamp':
ccxt.bitstamp({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'bittrex':
ccxt.bittrex({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'gdax':
ccxt.gdax({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'hitbtc':
ccxt.hitbtc({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'kraken':
ccxt.kraken({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'liqui':
ccxt.liqui({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'poloniex':
ccxt.poloniex({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
# add additional supported exchanges
}
def __init__(self, exchange='bittrex'):
self.exchange = self.exchanges[exchange]
def run_prepump(self):
prepumped_markets = self.find_prepumped_markets()
print "Pre-pumped markets on %s:" % (self.exchange.name)
print prepumped_markets
hits = []
# Just test on 10 ranodm markets
sample_size = 10
prepumped_markets = self.random_sample(prepumped_markets, sample_size)
print "Testing: sampling %s markets: " % (sample_size)
print prepumped_markets
for market in prepumped_markets:
print "Testing market %s for arbitrage" % (market)
result = self.expected_value(market, 0.05, 0.01, 0.0025)
if result:
print "- HIT!"
hits.append(result)
else:
print "- None"
sleep(1)
print "HITS !!!!!!!!"
print "Number of hits: ", len(hits)
print hits
def fetch_markets(self, symbol):
prices = {}
exchanges = self.exchanges
# pull prices of coin across exchanges
for key in exchanges:
try:
market_info = exchanges[key].fetch_ticker(symbol)
except:
continue
market_bid = market_info["bid"]
market_ask = market_info["ask"]
# Ignore when None
if (market_bid is None) or (market_ask is None):
continue
prices.setdefault("bid", {})
prices.setdefault("ask", {})
prices["bid"][key] = market_bid
prices["ask"][key] = market_ask
return prices
class Crypto:
# dictionary of supported exchanges
# user needs to input public API key and secret for existing accounts
exchanges = {
'binance':
ccxt.binance({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'bitstamp':
ccxt.bitstamp({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'bittrex':
ccxt.bittrex({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'gdax':
ccxt.gdax({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'hitbtc':
ccxt.hitbtc({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'kraken':
ccxt.kraken({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'liqui':
ccxt.liqui({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
'poloniex':
ccxt.poloniex({
'apiKey': 'YOUR_PUBLIC_API_KEY',
'secret': 'YOUR_SECRET_PRIVATE_KEY',
}),
# add additional supported exchanges
}
def __init__(self, exchange='bittrex'):
self.exchange = self.exchanges[exchange]
def run_prepump(self):
prepumped_markets = self.find_prepumped_markets()
print "Pre-pumped markets on %s:" % (self.exchange.name)
print prepumped_markets
hits = []
# Just test on 10 ranodm markets
sample_size = 10
prepumped_markets = self.random_sample(prepumped_markets, sample_size)
print "Testing: sampling %s markets: " % (sample_size)
print prepumped_markets
for market in prepumped_markets:
print "Testing market %s for arbitrage" % (market)
result = self.expected_value(market, 0.05, 0.01, 0.0025)
if result:
print "- HIT!"
hits.append(result)
else:
print "- None"
sleep(1)
print "HITS !!!!!!!!"
print "Number of hits: ", len(hits)
print hits
def fetch_markets(self, symbol):
prices = {}
exchanges = self.exchanges
# pull prices of coin across exchanges
for key in exchanges:
try:
market_info = exchanges[key].fetch_ticker(symbol)
except:
continue
market_bid = market_info["bid"]
market_ask = market_info["ask"]
# Ignore when None
if (market_bid is None) or (market_ask is None):
continue
prices.setdefault("bid", {})
prices.setdefault("ask", {})
prices["bid"][key] = market_bid
prices["ask"][key] = market_ask
return prices
# check if price variance is greater than cost
def expected_value(self, market_symbol, unit_gain, transfer_fee,
trade_fee):
prices = self.fetch_markets(market_symbol)
bid_prices = prices["bid"]
ask_prices = prices["ask"]
# select exchanges with highest bid and lowest ask
high_bid_exchange = max(bid_prices, key=(lambda key: bid_prices[key]))
high_bid = bid_prices[high_bid_exchange]
# print "BID PRICES: "
# print bid_prices
# print "High bid: %s on %s" % (high_bid, high_bid_exchange)
low_ask_exchange = min(ask_prices, key=(lambda key: ask_prices[key]))
low_ask = ask_prices[low_ask_exchange]
# print "ASK PRICES: "
# print ask_prices
# print "low ask: %s on %s" % (low_ask, low_ask_exchange)
# take difference of prices
difference = high_bid - low_ask
costs = (low_ask * trade_fee) + (low_ask * transfer_fee) + (high_bid *
trade_fee)
# print "%s (bid-ask) - %s (costs) = %s (profit)" % (difference, costs, difference - costs)
# see if difference is greater than transfer fees + trade fees
if difference > costs:
# price_risk = # figure out through trial and error
# calculate expected value:
# expected_value = difference - ((high_bid * transfer_fee) + (low_ask * trade_fee) + price_risk)
# while expected value is positive:
if (difference - costs) > (unit_gain * low_ask):
return {
"market": market_symbol,
"high_bid_exchange": high_bid_exchange,
"low_ask_exchange": low_ask_exchange,
"high_bid": high_bid,
"low_ask": low_ask,
"costs": costs,
"difference": difference
}
return False
# Returns n elements from mylist, randomly sampled
def random_sample(self, mylist, n):
return [
mylist[i] for i in sorted(random.sample(xrange(len(mylist)), n))
]
def get_market_summary(self, market_symbol):
# we assume market symbol is always in format of "COIN/BTC"
summary = self.exchange.fetch_ticker(market_symbol)
low_24_hr = summary["low"]
last_price = summary["last"]
ask_price = summary["ask"]
volume = summary["baseVolume"]
return [low_24_hr, last_price, ask_price, volume]
# Finds markets that are pre-pumped
def find_prepumped_markets(self, prepump_buffer=0.5):
exchange_markets = self.exchange.load_markets()
goodMarkets = []
for market_symbol in exchange_markets:
currency = exchange_markets[market_symbol]["info"][
"MarketCurrencyLong"]
base_currency = exchange_markets[market_symbol]["info"][
"BaseCurrency"]
print "Finding details on: %s" % (market_symbol)
if exchange_markets[market_symbol][
"active"] and base_currency == "BTC" and self.coin_pumped(
market_symbol, prepump_buffer):
goodMarkets.append(market_symbol)
return goodMarkets
# Return True if market is pre-pumped
# retry with random wait betwen 1-2s
@retry(stop_max_attempt_number=3,
wait_random_min=1000,
wait_random_max=2000)
def coin_pumped(self, market_symbol, prepump_buffer=0.5):
low_24_hr, last_price, ask_price, volume = self.get_market_summary(
market_symbol)
if volume < 100 and last_price < (
1.0 + prepump_buffer
) * low_24_hr: #last_price is smaller than 50% increase since yerterday
return False
else:
return True
parser = argparse.ArgumentParser()
parser.add_argument('filename', type=str, help='the data.json file')
args = parser.parse_args()
table = BeautifulTable()
table.column_headers = ["pair", "price", "ratio", "size", "note"]
table.numeric_precision = 8
exchanges = {
"bittrex": ccxt.bittrex(),
"poloniex": ccxt.poloniex(),
"bitfinex": ccxt.bitfinex(),
"cryptopia": ccxt.cryptopia(),
"kraken": ccxt.kraken(),
"liqui": ccxt.liqui(),
"binance": ccxt.binance()
}
def load_data(filename):
with open(args.filename, 'r') as f:
data = json.load(f, object_pairs_hook=OrderedDict)
return data
def translate_dash_to_slash(pair):
"""
Translates BTC-1ST to 1ST/BTC
Or, if it's already 1ST/BTC, just return that
"""