41 lines
1.5 KiB
Python
41 lines
1.5 KiB
Python
#!/usr/bin/python
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from . import market_data_crawler
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import time
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import operator
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def calculate_arbitrage_opportunities(basecoin):
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market_data = market_data_crawler.market_data
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print("Total currency pairs: {0}".format(len(market_data)))
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market_opport = {}
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print("--- Calculating arbitrage oportunities now ---")
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start_time = time.time()
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for pair in market_data:
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if len(market_data[pair]) > 1:
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price_list = {}
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for price in market_data[pair]:
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key, value = price.popitem()
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price_list[key] = float(value)
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sorted_x = sorted(price_list.items(), key=operator.itemgetter(1), reverse=True)
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spread = sorted_x[0][1] - sorted_x[-1][1]
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spread_perc = round((spread / sorted_x[0][1]) * 100, 2)
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market_opport[pair] = {"highest_market": sorted_x[0][0],
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"highest_price:": sorted_x[0][1],
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"lowest_market": sorted_x[-1][0],
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"lowest_price": sorted_x[-1][1],
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"spread": spread,
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"spread_perc": spread_perc,
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"pair": pair}
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market_opport = sorted(market_opport.values(), key=operator.itemgetter("spread_perc"), reverse=True)
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print("--- Arbitrage oportunities calculated in {0:.3f}ms ---".format((time.time() - start_time)*100))
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return market_opport
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