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

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This commit is contained in:
Dennis Thiessen
2017-10-19 13:03:27 +02:00
parent ccd1d53715
commit 95bdeee9e2
3 changed files with 34 additions and 66 deletions
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49
bot/core.py
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@@ -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":
yield self.update_market_data(request, response)
elif request["command"] == "get_market_data":
yield self.get_market_data(request, response)
elif request["command"] == "calc_arbitr_opport":
yield self.update_market_data(request, response)
yield self.get_arbitrage_opportunities(request, response)
if request["command"] == "start_bot":
shared_config.run_bot = True
elif request["command"] == "stop_bot":
shared_config.run_bot = False
else:
response["msg"] = "Unknown command"
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)

49
bot/market_data_analyzer.py
View File

@@ -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)
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)
pprint.pprint(sorted_list, stream=file)
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:])

2
bot/shared_config.py
View File

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