Analyzer now finds spread, perc and prints a sorted list; core is now able to start and stop the bot

bot/core.py

@@ -1,5 +1,5 @@
 #!/usr/bin/python
-from . import market_data_crawler, market_data_analyzer
+from . import market_data_crawler, market_data_analyzer, shared_config
 
 from tornado import gen
 from tornado.ioloop import IOLoop
@@ -7,7 +7,6 @@ import tornado.web
 import json
 import sys
 
-
 class MainHandler(tornado.web.RequestHandler):
     @gen.coroutine
     def post(self):
@@ -16,7 +15,7 @@ class MainHandler(tornado.web.RequestHandler):
         response = {'error': False, 'msg': "None"}
         request = json.loads(self.request.body.decode('utf-8'))
 
-        if "token" not in request or request["token"] != "abc":
+        if "token" not in request or request["token"] != "den":
             response["msg"] = "Wrong token - no access granted"
             self.write(json.dumps(response))
             return
@@ -24,32 +23,15 @@ class MainHandler(tornado.web.RequestHandler):
         if "command" in request:
             print("Command received: {0}".format(request["command"]))
 
-            if request["command"] == "init_market_data":
+            if request["command"] == "start_bot":
-                yield self.update_market_data(request, response)
+                shared_config.run_bot = True
-            elif request["command"] == "get_market_data":
+            elif request["command"] == "stop_bot":
-                yield self.get_market_data(request, response)
+                shared_config.run_bot = False
-            elif request["command"] == "calc_arbitr_opport":
+            else:
-                yield self.update_market_data(request, response)
+                response["msg"] = "Unknown command"
-                yield self.get_arbitrage_opportunities(request, response)
 
         self.write(json.dumps(response))
 
-    @gen.coroutine
-    def update_market_data(self, request, response):
-        yield market_data_crawler.update_market_data_for_basecoin(request["basecoin"])
-        response["msg"] = "Market Data initialized"
-        response["data"] = market_data_crawler.market_data
-
-    @gen.coroutine
-    def get_market_data(self, request, response):
-        response["msg"] = "Market Data Retrieved"
-        response["data"] = market_data_crawler.market_data
-
-    @gen.coroutine
-    def get_arbitrage_opportunities(self, request, response):
-        response["msg"] = "Arbitrage Oportunities Retrieved"
-        response["data"] = market_data_analyzer.calculate_arbitrage_opportunities(request["basecoin"])
-
     @gen.coroutine
     def delete(self):
         print("Stopping server...")
@@ -68,17 +50,22 @@ class Application(tornado.web.Application):
         tornado.web.Application.__init__(self, handlers)
 
 
+@gen.coroutine
+def run_bot():
+    while True:
+        yield gen.sleep(30)
+        if shared_config.run_bot:
+            market_data_analyzer.calculate_arbitrage_opportunities(['kraken', 'bitfinex', 'binance', 'hitbtc', 'gdax', 'bittrex', 'poloniex'])
+
+
 def main(port):
     app = Application()
     app.listen(port)
+    run_bot()
     IOLoop.instance().start()
 
 
-def exists():
-    return True
-
-
 if __name__ == '__main__':
         port = int(sys.argv[1])
         print("Starting arbitrage bot on port {0}...".format(port))
-        main(port)
+        main(port)

bot/market_data_analyzer.py

@@ -7,7 +7,9 @@ import sys
 import operator
 import pprint
 
+
 def calculate_arbitrage_opportunities(exchanges):
+    start_time = time.time()
     market_data = market_data_crawler.update_market_data_for_symbol_and_exchange(exchanges)
     sorted_market_data = {}
 
@@ -32,11 +34,6 @@ def calculate_arbitrage_opportunities(exchanges):
         highest_bid = None
         market_opport.update({symbol: {}})
         for exchange_name, order_book in exchanges.items():
-
-            """""""""
-            TODO: This is wrong - you have to calculate the biggest spread!!!
-            """""""""
-
             if lowest_ask is None or lowest_ask['value'] < order_book['asks'][0]:
                 lowest_ask = {"exchange_name":exchange_name,
                                "value":order_book['asks'][0],
@@ -51,41 +48,23 @@ def calculate_arbitrage_opportunities(exchanges):
 
         market_opport[symbol].update({"highest_bid": highest_bid,
                                       "lowest_ask": lowest_ask,
-                                      "spread": spread})
+                                      "spread": spread,
+                                      "spread_perc": round((spread / float(highest_bid['value'][0])) * 100, 2),
+                                      "symbol": symbol})
+
+        if spread > 0:
+            with open("market_opportunity_found.txt", "a") as file:
+                file.write("\n+n--- Arbitrage oppportunity found! ---\n\n")
+                pprint.pprint(market_opport[symbol], stream=file)
+
+    sorted_list = sorted(market_opport.values(), key=operator.itemgetter("spread_perc"), reverse=True)
 
     with open("market_analyzation.txt", "w") as file:
-        pprint.pprint(market_opport, stream=file)
+        pprint.pprint(sorted_list, stream=file)
-
-    return
-
-
-    start_time = time.time()
-
-    for pair in market_data:
-        if len(market_data[pair]) > 1:
-            price_list = {}
-
-            for price in market_data[pair]:
-                key, value = price.popitem()
-                price_list[key] = float(value)
-
-            sorted_x = sorted(price_list.items(), key=operator.itemgetter(1), reverse=True)
-            spread = sorted_x[0][1] - sorted_x[-1][1]
-            spread_perc = round((spread / sorted_x[0][1]) * 100, 2)
-
-            market_opport[pair] = {"highest_market": sorted_x[0][0],
-                                   "highest_price": sorted_x[0][1],
-                                   "lowest_market": sorted_x[-1][0],
-                                   "lowest_price": sorted_x[-1][1],
-                                   "spread": spread,
-                                   "spread_perc": spread_perc,
-                                   "pair": pair}
-
-    market_opport = sorted(market_opport.values(), key=operator.itemgetter("spread_perc"), reverse=True)
 
     print("--- Arbitrage oportunities calculated in {0:.3f}ms ---".format((time.time() - start_time)*100))
 
     return market_opport
 
 if __name__ == '__main__':
-    calculate_arbitrage_opportunities(sys.argv[1:])
+    calculate_arbitrage_opportunities(sys.argv[1:])

bot/shared_config.py

@@ -40,3 +40,5 @@ proxies = [
 ]
 
 basecoin = "ETH"
+
+run_bot = False