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arbitrage.py
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arbitrage.py
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import requests, json, itertools, bisect
#Class builds lists of rates, next build nonce checker and chron job, automatic trade executor and transaction calculator around below class
class Arbitrage:
rates = None
def getCoinbase(self, conversion):
url = "https://api.coinbase.com/v2/prices/"
r = requests.get(url + conversion + "/buy") #Coinbase BTC-USD
if (r.status_code != requests.codes.ok):
return ("---", "---", "Coinbase")
r = r.json()
buy_price = r['data']['amount']
r = requests.get(url + conversion + "/sell")
if (r.status_code != requests.codes.ok):
return ("---", "---", "Coinbase")
r = r.json()
sell_price = r['data']['amount']
return (buy_price, sell_price, "Coinbase")
def getKraken(self, conversion):
url = "https://api.kraken.com/0/public/Ticker"
convformat = conversion.replace('BTC', 'XBT') #Uses XBT, Kraken's own code for BTC
convformat = convformat.replace('-', '')
params = {'pair':convformat}
r = requests.get(url, params)
if (r.status_code != requests.codes.ok):
return ("---", "---", "Kraken")
r = r.json()
if len(r["error"]) != 0:
return ("---", "---", "Kraken")
pairname = list(r["result"])[0]
buy_price = r["result"][pairname]['a'][0]
sell_price = r["result"][pairname]['b'][0]
return (buy_price, sell_price, "Kraken")
def getBitfinex(self, conversion):
url = "https://api.bitfinex.com/v1/ticker/"
convformat = conversion.replace('-', '')
r = requests.get(url + convformat)
if (r.status_code != requests.codes.ok):
return ("---", "---", "Bitfinex")
r = r.json()
buy_price = r["ask"]
sell_price = r["bid"]
return (buy_price, sell_price, "Bitfinex")
def getExmo(self, conversion):
url = "https://api.exmo.com/v1/order_book/?pair="
convformat = conversion.replace('-', '_')
r = requests.get(url + convformat)
if (r.status_code != requests.codes.ok or len(r.json()) == 0):
return ("---", "---", "Exmo")
r = r.json()
buy_price = r[convformat]["ask_top"]
sell_price = r[convformat]["bid_top"]
if buy_price == 0 or sell_price == 0:
return ("---", "---", "Exmo")
return (buy_price, sell_price, "Exmo")
def getCoinroom(self, conversion):
url = "https://coinroom.com/api/ticker/"
convformat = conversion.replace('-', '/')
r = requests.get(url + convformat)
if (r.status_code != requests.codes.ok or len(r.json()) == 0):
return ("---", "---", "Coinroom")
r = r.json()
buy_price = r["ask"]
sell_price = r["bid"]
if buy_price == 0 or sell_price == 0:
return ("---", "---", "Coinroom")
return (buy_price, sell_price, "Coinroom")
def getHitBTC(self, conversion):
url = "https://api.hitbtc.com/api/2/public/ticker/"
convformat = conversion.replace('-', '')
r = requests.get(url + convformat)
if (r.status_code != requests.codes.ok):
return ("---", "---", "HitBTC")
r = r.json()
buy_price = r["ask"]
sell_price = r["bid"]
return (buy_price, sell_price, "HitBTC")
def bestRate(self, rates):
gains = list()
for i in range(len(rates)):
if rates[i][0] != "---":
for j in range(len(rates)):
if i != j and rates[j][0] != "---":
gains_tup = (100 * (float(rates[j][1]) - float(rates[i][0])) / float(rates[i][0]), rates[i][2], rates[j][2]) #Tup:(percentage gain, exchange to buy at, exchange to sell at)
bisect.insort(gains, gains_tup)
gains.reverse() #Better table format
return (rates, gains)
def printRates(self, rates, gains):
#Potential Check
if len(gains) < 2:
print("Arbitrage not possible; try another currency pair.")
return
#Rates Table
print("{0:^20s}|{1:^20s}|{2:^20s}".format("Exchange:", "Lowest Ask (Buy):", "Highest Bid (Sell):"))
for i in range(len(rates)):
if rates[i][0] != "---":
print("{0:^20s}|{1:^20.6f}|{2:^20.6f}".format(rates[i][2], float(rates[i][0]), float(rates[i][1])))
#Gains Table
print("\n{0:^20s}|{1:^20s}|{2:^20s}".format("Buy At:", "Sell At:", "% Gain:"))
for i in range(len(gains)):
print("{1:^20s}|{2:^20s}|{0:^20.4f}".format(gains[i][0], gains[i][1], gains[i][2]))
#Best Viable Trade
gain = gains[0][0]
buyAt = gains[0][1]
sellAt = gains[0][2]
print('\n', gain, "% gain | Buy: ", buyAt, " | Sell: ", sellAt)
def __init__(self):
rates = list()
conversion = input("Enter currencies to exchange (ex. BTC-USD): ")
#Build list of exchange rates
rates.append(self.getCoinbase(conversion))
rates.append(self.getKraken(conversion))
rates.append(self.getExmo(conversion))
rates.append(self.getBitfinex(conversion))
rates.append(self.getCoinroom(conversion))
rates.append(self.getHitBTC(conversion))
#Compute
print(rates)
result_tup = self.bestRate(rates)
self.printRates(result_tup[0], result_tup[1])
while(True):
Arbitrage()