dennisthiessen/stock-arbitrage-bot
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Modified data analyzer and implemented shared_config file to avoid duplication

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This commit is contained in:
Dennis Thiessen
2017-10-18 16:27:16 +02:00
parent be7eaff10a
commit ccd1d53715
3 changed files with 111 additions and 58 deletions
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66
bot/market_data_crawler.py
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@@ -1,7 +1,6 @@
#!/usr/bin/python
from tornado import gen
from collections import defaultdict
from bot.shared_config import *
import sys
import time
@@ -11,49 +10,7 @@ import ccxt.async as ccxt
market_data = defaultdict(list)
def style(s, style):
return style + s + '\033[0m'
def green(s):
return style(s, '\033[92m')
def blue(s):
return style(s, '\033[94m')
def yellow(s):
return style(s, '\033[93m')
def red(s):
return style(s, '\033[91m')
def pink(s):
return style(s, '\033[95m')
def bold(s):
return style(s, '\033[1m')
def underline(s):
return style(s, '\033[4m')
def dump(*args):
print(' '.join([str(arg) for arg in args]))
proxies = [
'', # no proxy by default
'https://cors-anywhere.herokuapp.com/',
]
def update_market_data_for_symbol_and_exchange(allowed_symbols, exchanges):
def update_market_data_for_symbol_and_exchange(exchanges):
if len(exchanges) > 1:
start_time = time.time()
ids = list(exchanges)
@@ -77,16 +34,19 @@ def update_market_data_for_symbol_and_exchange(allowed_symbols, exchanges):
# filter out symbols that are not present on at least two exchanges
arbitrableSymbols = sorted([symbol for symbol in uniqueSymbols if allSymbols.count(symbol) > 1])
# filter out symbols which have a different basecoin
arbitrableSymbols = sorted([symbol for symbol in arbitrableSymbols if '/'+basecoin in symbol])
dump(yellow('Loading'), 'order books for following exchanges:', ' '.join(ids))
exchanges = fetch_all_order_books(exchanges, arbitrableSymbols)
dump(green('Finished!'), 'Responsetime:', red("{:.2f}ms".format((time.time() - start_time) * 100)))
with open("market_data.txt", "w") as file:
for key, value in market_data.items():
file.write("\nMarket: {}".format(key))
for exchange_name, order_books in market_data.items():
file.write("\nMarket: {}".format(exchange_name))
for order_book in value:
for order_book in order_books:
file.write("\n Order Book: {0}".format(order_book))
return market_data
@@ -138,9 +98,9 @@ def fetch_all_order_books(exchanges, arbitrableSymbols):
market_data[exchange.id] = order_books
async_executor = []
for key, value in exchanges.items():
for exchange_name, exchange in exchanges.items():
# add future to list
async_executor.append(asyncio.ensure_future(fetch_single_order_books(exchanges[key], arbitrableSymbols)))
async_executor.append(asyncio.ensure_future(fetch_single_order_books(exchange, arbitrableSymbols)))
# wait till all futures in list completed
asyncio.get_event_loop().run_until_complete(asyncio.gather(*async_executor))
@@ -183,9 +143,9 @@ def fetch_all_markets(exchanges):
dump(' ', green(exchange.id), 'loaded', green(str(len(exchange.symbols))), 'markets')
async_executor = []
for key, value in exchanges.items():
for exchange_name, exchange in exchanges.items():
# add future to list
async_executor.append(asyncio.ensure_future(fetch_single_market(exchanges[key])))
async_executor.append(asyncio.ensure_future(fetch_single_market(exchange)))
# wait till all futures in list completed
asyncio.get_event_loop().run_until_complete(asyncio.gather(*async_executor))
@@ -196,4 +156,4 @@ def fetch_all_markets(exchanges):
if __name__ == '__main__':
update_market_data_for_symbol_and_exchange(None, sys.argv[1:])
update_market_data_for_symbol_and_exchange(sys.argv[1:])