## istatus,err = exch.initPairs(assets)
## if istatus==0:
## print('initPairs ok')
## else:
## print('initPairs failed: ')
## print(err)
## print('--------------------------------------')
## #getAllAssetsFromExchanges
## print('test getAllAssetsFromExchanges: ')
## print(u.getAllAssetsFromExchanges(exchanges))
## print('--------------------------------------')
#Exchange - bid offer
print('test Exchange - getBestBidOffer: ')
exch = u.getExchange(exchanges,'okcoin')
pair = 'btc-usd'
exch.refreshMarketDepth(pair)
print(exch.getBestBidOffer(pair))
print(exch.getBestBidOffer(pair,withVolume=True))
print('--------------------------------------')
#Exchange - getInfo
print('test Exchange - getInfo: ')
print(exch.getInfo(pair))
print('--------------------------------------')
#Exchange - executeMarketOrder
print('test Exchange - executeMarketOrder: ')
exch = u.getExchange(exchanges,'btc-e')
pair = 'btc-usd'
if len(l) > 1:
print('exchanges command don\'t take any argument')
else:
print('List of exchanges we are listening to:')
for exchange in exchanges:
print(exchange.name)
#display best bid/offer for given exchange/assetpair
#for instance: 'getbo okcoin btc-usd'
#if call with only exchange in argument, will display b/o for all assetpair for the given exchange
elif l[0]=='getbo':
if len(l)==2:
if not ExchangeExists(l[1],exchanges):
print('exchange not recognized: ' + l[1])
else:
exch = u.getExchange(exchanges,l[1])
print('best bid/offer for ' + exch.name + ' exchange:')
[print(pair + ': ' + str(exch.getBestBidOffer(pair))
+ ' (' + str(exch.getUpdatedTime(pair)) + ')') for pair in exch.pairs]
print('#pairs: ' + str(len(exch.pairs)))
elif len(l)==3:
print(u.getExchange(exchanges,l[1]).getBestBidOffer(l[2].lower()))
else:
print('getbo correct usage: getbo %exchange_name% [%assetpair%]')
#display and log informations about exchange given in argument:
#volume, bid, offer, last updated time
#will be logged into 'exchange_info_yyyy-mm-dd.log' file
#if used without argument, will log info for all exchanges
elif l[0]=='loginfo':
if len(l)==1:
def log_arbitrage(exchanges,pairs,logger,profit_usd_min=10.0,details=False):
try:
resultDetails = 'Arbitrage opportunities details:\n'
resultSummary = 'Arbitrage opportunities summary:\n'
listResult = []
#we are going to adjust exchanges after each potential buy/sell
#so we need a copy here
exchanges_copy = exchanges.copy()
for pair in pairs:
#we assume there is arb opportunity
hasArb = True
atLeastOne = False
total_profit_usd = 0.0
asset1,asset2 = u.getAssetsFromPair(pair)
dicExchange = {}
while hasArb:
#search for lowest offer/higher bid
bid,ask,vol_bid,vol_ask,bid_exch,ask_exch = searchBest(pair,exchanges_copy)
volume = min(vol_bid,vol_ask)
if bid==None or ask==None or volume==None:
break
#profit in USD differs according to the pair:
#case XXX/USD (easiest)
if asset2=='usd':
profit_usd = (bid-ask)*volume
order1 = 0
order2 = 1
else:
#here we need btc-usd
btc_usd_fxrate = getAveragePrice(exchanges_copy,'btc-usd')
#case XXX/BTC
if asset2=='btc':
profit_usd = (bid-ask)*volume*btc_usd_fxrate
order1 = 0
order2 = 1
#case BTC/XXX
elif asset1=='btc':
#here we need to reverse pair from BTC/XXX to XXX/BTC
#to handle it the same way as previous case
bidtmp = bid
bid = 1/ask
ask = 1/bidtmp
exchtmp = bid_exch
bid_exch = ask_exch
ask_exch = exchtmp
order1 = 1
order2 = 0
profit_usd = (bid-ask)*volume*btc_usd_fxrate
#if USD profit>0, we log and update the exchange accordingly
if profit_usd > 0:
atLeastOne = True
total_profit_usd += profit_usd
resultDetails += (pair + ': ' +
'buy ' + str(round(volume,4)) + ' ' + asset1 + ' from ' + ask_exch + ' @' + str(round(ask,4)) + ',' +
' sell it to ' + bid_exch + ' @' + str(round(bid,4)) +
' for a profit of $' + str(round(profit_usd,2)) +
' (total profit $' + str(round(total_profit_usd,2)) + ')\n')
u.getExchange(exchanges_copy,ask_exch).executeMarketOrder(order1,pair,volume)
u.getExchange(exchanges_copy,bid_exch).executeMarketOrder(order2,pair,volume)
updateDicExchangeCouple(dicExchange,ask_exch + '%%%' + bid_exch,profit_usd)
#if profit is negative, we are done with this pair..
else:
hasArb = False
if atLeastOne:
resultDetails += '----------------------------------------------------------------------------------------------------\n'
if total_profit_usd>profit_usd_min:
exchange_couple_list = dicToList(dicExchange)
exchange_couple_list.sort(reverse=True)
listResult.append((total_profit_usd,pair,exchange_couple_list))
#we log all info at the end of the procedure
listResult.sort(reverse=True)
if len(listResult)==0:
resultSummary = 'There is no arbitrage opportunity superior to $' + str(round(profit_usd_min,2))
else:
for v in listResult:
resultSummary += v[1] + ': $' + str(round(v[0],2))
for t in v[2]:
exch_from,exch_to = getExchFromCouple(t[1])
resultSummary += ' [$' + str(round(t[0],2)) + ' from ' + exch_from + ' to ' + exch_to + ']'
resultSummary += '\n'
if details:
logger.info('\n########################################################\n' +
resultSummary + '****************************************************\n' +
resultDetails,bPrint=True)
else:
logger.info('\n########################################################\n' +
resultSummary,bPrint=True)
return listResult
except Exception as e:
logger.fatal(str(e))
return None
