def arbitragem(update, context):
try:
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
graph = create_weighted_multi_exchange_digraph(
['kraken', 'bittrex', 'binance', 'coinbase', 'poloniex'],
fees=True,
log=True)
graph, paths = bellman_ford_multi(graph, 'BTC')
i = 0
lines = ""
for path in paths:
lines = lines + str(
print_profit_opportunity_for_path_multi(graph, path))
if i % 3 == 0:
try:
context.bot.send_message(chat_id=update.message.chat_id,
text=lines)
except:
time.sleep(5)
context.bot.send_message(chat_id=update.message.chat_id,
text=lines)
pass
lines = ""
if i > 30:
break
i += 1
replyStr = "\nAbra sua conta na binance: https://www.binance.com/?ref=16836135"
update.message.reply_text(replyStr)
except Exception as e:
print(str(e))
pass
def test_path_beginning_equals_end(self):
graph = multi_digraph_from_json('test_multigraph.json')
for node in graph:
new_graph, paths = bellman_ford_multi(graph, node)
for path in paths:
if path:
self.assertEqual(path[0], path[-1])
def test_loop_from_source(self):
graph = multi_digraph_from_json('test_multigraph.json')
for node in graph:
new_graph, paths = bellman_ford_multi(graph, node, loop_from_source=True)
for path in paths:
if path:
self.assertEqual(path[0], path[-1])
self.assertEqual(node, path[0])
def test_path_beginning_equals_end(self):
__location__ = os.path.realpath(
os.path.join(os.getcwd(), os.path.dirname(__file__)))
graph = multi_digraph_from_json(os.path.join(__location__, 'test_multigraph.json'))
for node in graph:
new_graph, paths = bellman_ford_multi(graph, node)
for path in paths:
if path:
self.assertEqual(path[0], path[-1])
def test_positive_ratio(self):
graph = multi_digraph_from_json('test_multigraph.json')
for node in graph:
new_graph, paths = bellman_ford_multi(graph, node)
for path in paths:
if path:
# assert that the path is a negative weight cycle
ratio = calculate_profit_ratio_for_path(new_graph, path)
# python float precision may round some numbers to 1.0.
self.assertGreaterEqual(ratio, 1.0)
def test_positive_ratio(self):
__location__ = os.path.realpath(
os.path.join(os.getcwd(), os.path.dirname(__file__)))
graph = multi_digraph_from_json(os.path.join(__location__, 'test_multigraph.json'))
for node in graph:
new_graph, paths = bellman_ford_multi(graph, node)
for path in paths:
if path:
# assert that the path is a negative weight cycle
ratio = calculate_profit_ratio_for_path(new_graph, path)
# python float precision may round some numbers to 1.0.
self.assertGreaterEqual(ratio, 1.0)
def ask_peregrine(exchanges: list, volume: int) -> list:
graph = create_weighted_multi_exchange_digraph(exchanges,
log=True,
volume=volume)
graph, paths = bellman_ford_multi(graph,
'ETH',
loop_from_source=False,
unique_paths=True)
results = list()
for path in paths:
results.append(
print_profit_opportunity_for_path_multi(graph, path,
volume=volume))
return results
def notify(self):
# print(self.__class__.__name__, 'notify:', self.exchanges)
graph = self.build_graph()
graph, paths = bellman_ford_multi(graph,
'btc',
loop_from_source=False,
unique_paths=True,
ensure_profit=False)
for path in paths:
total = calculate_profit_ratio_for_path(graph, path)
total_p = (total - 1) * 100.0
if total_p > 0:
# print(total, path)
print('{:5.3}%'.format(total_p),
' -> '.join([p for p in path]))
print_profit_opportunity_for_path_multi(graph, path)
i + 1, results[0][2], opportunity['highest_bid']['price'],
opportunity['highest_bid']['exchange'].id,
opportunity['lowest_ask']['price'],
opportunity['lowest_ask']['exchange'].id,
str((results[0][0] - 1) * 100))
if i == 2:
break
heapq.heappop(results)
results = []
api.update_status(output)
# does not currently work. comment out all code after this line to use bot in its current working form.
graph = create_weighted_multi_exchange_digraph(exchanges, log=True)
graph, paths = bellman_ford_multi(graph,
markets[market_iterator].split('/')[0],
loop_from_source=True,
unique_paths=True)
for path in paths:
output = print_profit_opportunity_for_path_multi(graph,
path,
print_output=False,
round_to=2,
shorten=True)
print(output)
api.update_status(output)
print('ho')
market_iterator += 1
if market_iterator == len(markets):
market_iterator = 0
time.sleep(600) # 10 minutes
from peregrinearb import create_weighted_multi_exchange_digraph, bellman_ford_multi, \
print_profit_opportunity_for_path_multi
#graph = create_weighted_multi_exchange_digraph(['bittrex', 'gemini', 'kraken'], log=True)
#VOLUME = None
VOLUME = 70
graph = create_weighted_multi_exchange_digraph(['bittrex', 'kraken'],
log=True,
volume=VOLUME)
#graph, paths = bellman_ford_multi(graph, 'ETH', loop_from_source=False, unique_paths=True)
graph, paths = bellman_ford_multi(graph,
'ETH',
loop_from_source=False,
unique_paths=True)
for path in paths:
print_profit_opportunity_for_path_multi(graph, path, volume=VOLUME)
from peregrinearb import create_weighted_multi_exchange_digraph, bellman_ford_multi, \
print_profit_opportunity_for_path_multi
graph = create_weighted_multi_exchange_digraph(['bittrex', 'gemini', 'kraken'], log=True)
graph, paths = bellman_ford_multi(graph, 'ETH')
for path in paths:
print_profit_opportunity_for_path_multi(graph, path)
