#!/usr/bin/python from . import market_data_crawler import time import operator def calculate_arbitrage_opportunities(basecoin): market_data = market_data_crawler.market_data print("Total currency pairs: {0}".format(len(market_data))) market_opport = {} print("--- Calculating arbitrage oportunities now ---") 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