Add blockchain exchange as new option

arbitrage/observers/specializedtraderbot.py

@@ -3,6 +3,7 @@
 from arbitrage.observers.observer import Observer
 from arbitrage.private_markets import bitstampusd
 from arbitrage.private_markets import paymium
+from arbitrage.private_markets import bcexusd
 from arbitrage.observers.emailer import send_email
 from arbitrage import config
 
@@ -11,10 +12,12 @@ class SpecializedTraderBot(Observer):
     def __init__(self):
         self.bitstamp = bitstampusd.PrivateBitstampUSD()
         self.btcentral = paymium.PrivatePaymium()
-        self.clients = {"BitStampUSD": self.bitstamp, "PaymiumEUR": self.btcentral}
+        self.bcex = bcexusd.PrivateBcexUSD()
+        self.clients = {"BitStampUSD": self.bitstamp, "PaymiumEUR": self.btcentral, "BcexUSD": self.bcex}
         self.profit_percentage_thresholds = {  # Graph
-            "BitStampUSD": {"PaymiumEUR": 3.5},
-            "PaymiumEUR": {"BitStampUSD": 1},
+            "BitStampUSD": {"PaymiumEUR": 3.5, "BcexUSD": 3},
+            "PaymiumEUR": {"BitStampUSD": 1, "BcexUSD": 3},
+            "BcexUSD": {"BitStampUSD": 3, "PaymiumEUR": 3},
         }
         self.trade_wait = 60 * 5  # in seconds
         self.last_trade = 0

arbitrage/private_markets/bcexusd.py

@@ -0,0 +1,32 @@
+# Copyright (C) 2013, Maxime Biais <[email protected]>
+
+from arbitrage import config
+from arbitrage.private_markets.market import Market
+from bcex.core.bcex_interface import BcexInterface
+from bcex.core.websocket_client import Environment
+from bcex.core.orders import OrderSide
+
+
+class PrivateBcexUSD(Market):
+
+    def __init__(self):
+        super().__init__()
+        self.api_secret = config.bcex_api_secret
+        self.get_info()
+        self._client = BcexInterface(symbols=["BTC-USD"],env=Environment.PROD)
+        self._client.connect()
+
+
+    def buy(self, amount, price):
+        """Create a buy limit order"""
+        self._client.place_order("BTC-USD", OrderSide.BUY, price=price, quantity=amount)
+
+    def _sell(self, amount, price):
+        """Create a sell limit order"""
+        self._client.place_order("BTC-USD", OrderSide.SELL, price=price, quantity=amount)
+
+    def get_info(self):
+        """Get balance"""
+        balances = self._client.get_balances()
+        self.btc_balance = float(balances["BTC"]["available"])
+        self.usd_balance = float(balances["USD"]["available"])

arbitrage/public_markets/_bcex.py

@@ -0,0 +1,35 @@
+from bcex.core.bcex_interface import BcexInterface
+from bcex.core.websocket_client import Environment, Channel
+from arbitrage.public_markets.market import Market
+
+
+class Bcex(Market):
+    ORDER_BOOK_DEPTH = 10
+    def __init__(self, currency, code):
+        super().__init__(currency)
+        self.code = code
+        self.update_rate = 30
+        self._client = BcexInterface(symbols=[code],env=Environment.PROD, channels=[Channel.L2])
+        self._client.connect()
+
+    def update_depth(self):
+        ob = self._client.get_order_book(self.code)
+        self.depth = self.format_depth(ob)  #KEY IS PRICE VALUE IS AMOUNT SORTED LOW TO HIGH
+
+    def sort_and_format(self, l, reverse=False):
+        r = []
+        for i in range(self.ORDER_BOOK_DEPTH):
+            if not reverse:
+                if len(l) >= i:
+                    item = l.peekitem(i)
+                    r.append({"price": float(item[0]), "amount": float(item[1])})
+            else:
+                if len(l) >= i:
+                    item = l.peekitem(-(i+1))
+                    r.append({"price": float(item[0]), "amount": float(item[1])})
+        return r
+
+    def format_depth(self, depth):
+        bids = self.sort_and_format(depth["bids"], True)
+        asks = self.sort_and_format(depth["asks"], False)
+        return {"asks": asks, "bids": bids}

arbitrage/public_markets/bcexusd.py

@@ -0,0 +1,14 @@
+from arbitrage.public_markets._bcex import Bcex
+from time import sleep
+
+class BcexUSD(Bcex):
+    def __init__(self):
+        super().__init__("USD", "BTC-USD")
+
+
+if __name__ == "__main__":
+    market = BcexUSD()
+    while True:
+        sleep(2)
+        market.update_depth()
+        print(market.get_ticker())

requirements.txt

@@ -0,0 +1 @@
+bcex==1.0.1