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Implemented parallel async API calls and implemented support for bittrex and poloniex. Added missing files to commit

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Dennis Thiessen
2017-10-10 15:59:25 +02:00
parent 7a6ee811c7
commit ae8d75da25
3 changed files with 150 additions and 82 deletions
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133
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@@ -114,6 +102,28 @@
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@@ -134,10 +144,13 @@
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@@ -175,11 +188,6 @@
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26
bot/core.py
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@@ -1,13 +1,15 @@
#!/usr/bin/python
from . import helpers
from . import market_data_crawler
from tornado import httpserver
from tornado import gen
from tornado.ioloop import IOLoop
import tornado.web
import json
import sys
class MainHandler(tornado.web.RequestHandler):
@gen.coroutine
def post(self):
print("POST received from IP {0}".format(self.request.remote_ip))
@@ -21,10 +23,19 @@ class MainHandler(tornado.web.RequestHandler):
if "command" in request:
print("Command received: {0}".format(request["command"]))
response["msg"] = "All good - command received"
if request["command"] == "init_market_data":
yield self.update_market_data(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 delete(self):
print("Stopping server...")
@@ -42,9 +53,9 @@ class Application(tornado.web.Application):
tornado.web.Application.__init__(self, handlers)
def main():
def main(port):
app = Application()
app.listen(666)
app.listen(port)
IOLoop.instance().start()
@@ -53,5 +64,6 @@ def exists():
if __name__ == '__main__':
print("Starting arbitrage bot...")
main()
port = int(sys.argv[1])
print("Starting arbitrage bot on port {0}...".format(port))
main(port)

73
bot/market_data_crawler.py
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@@ -1,37 +1,74 @@
import tornado.escape, tornado.httpclient
#!/usr/bin/python
import tornado.escape, tornado.httpclient
import tornado.httpclient
from tornado import gen
import time
from collections import defaultdict
@gen.coroutine
def update_market_data_for_basecoin(basecoin):
global market_data
market_data = {}
market_data = defaultdict(list)
market_requests = []
"""Bittrex"""
@gen.coroutine
def call_market_data(url, response_handler):
http_client = tornado.httpclient.AsyncHTTPClient()
response = yield http_client.fetch(url)
return response_handler(response)
"""
Bittrex
"""
def handle_response_bittrex(response):
if response.error:
print("Error: %s" % response.error)
return False
else:
print("Response received from Bittrex - handling now!")
response_data = tornado.escape.json_decode(response.body)
for market in response_data["result"]:
base, target = market["MarketName"].split("-")
if base == basecoin:
market_data.update({
target: {
"Bittrex": market["Last"]
}
})
market_data[target].append({"Bittrex": market["Last"]})
return True
market_requests.append(
call_market_data(
"https://bittrex.com/api/v1.1/public/getmarketsummaries",
handle_response_bittrex))
"""
Poloniex
"""
def handle_response_poloniex(response):
if response.error:
print("Error: %s" % response.error)
return False
else:
print("Response received from Poloniex - handling now!")
response_data = tornado.escape.json_decode(response.body)
for market in response_data:
base, target = market.split("_")
if base == basecoin:
market_data[target].append({"Poloniex": response_data[market]["last"]})
bittrex = {
"url": "https://bittrex.com/api/v1.1/public/getmarketsummaries",
"response_handler": handle_response_bittrex
}
return True
market_requests.append(bittrex)
http_client = tornado.httpclient.AsyncHTTPClient()
for request in market_requests:
print("Doing request to {0}".format(request["url"]))
http_client.fetch(request["url"], request["response_handler"])
market_requests.append(
call_market_data(
"https://poloniex.com/public?command=returnTicker",
handle_response_poloniex))
print("--- Retrieve market data now ---")
start_time = time.time()
response_dict = yield market_requests
print("--- Marked data updated in {0} seconds. Responses: {1} ---".format(time.time() - start_time, response_dict))