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

Modified data analyzer and implemented shared_config file to avoid duplication
Improved logging output
2017-10-19 13:03:27 +02:00 · 2017-10-18 16:27:16 +02:00 · 2017-10-18 14:26:48 +02:00 · 2017-10-18 14:18:06 +02:00 · 2017-10-11 15:25:09 +02:00 · 2017-10-11 13:33:49 +02:00
30 changed files with 1379 additions and 55 deletions
--- a/.gitignore
+++ b/.gitignore
@@ -0,0 +1,90 @@
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+env/
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+*.egg-info/
+.installed.cfg
+*.egg
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*,cover
+.hypothesis/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+target/
+
+# IPython Notebook
+.ipynb_checkpoints
+
+# pyenv
+.python-version
+
+# celery beat schedule file
+celerybeat-schedule
+
+# dotenv
+.env
+
+# virtualenv
+.venv/
+venv/
+ENV/
+
+# Spyder project settings
+.spyderproject
+
+# Rope project settings
+.ropeproject
--- a/.idea/crypto-arbitrage-bot.iml
+++ b/.idea/crypto-arbitrage-bot.iml
@@ -1,11 +0,0 @@
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-  <component name="TestRunnerService">
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--- a/.idea/misc.xml
+++ b/.idea/misc.xml
@@ -1,4 +0,0 @@
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--- a/.idea/modules.xml
+++ b/.idea/modules.xml
@@ -1,8 +0,0 @@
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--- a/.idea/vcs.xml
+++ b/.idea/vcs.xml
@@ -1,6 +0,0 @@
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--- a/.idea/workspace.xml
+++ b/.idea/workspace.xml
@@ -2,9 +2,10 @@
 <project version="4">
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-      <change type="NEW" beforePath="" afterPath="$PROJECT_DIR$/__init__.py" />
-      <change type="NEW" beforePath="" afterPath="$PROJECT_DIR$/__main__.py" />
+      <change type="MODIFICATION" beforePath="$PROJECT_DIR$/.idea/workspace.xml" afterPath="$PROJECT_DIR$/.idea/workspace.xml" />
+      <change type="MODIFICATION" beforePath="$PROJECT_DIR$/bot/core.py" afterPath="$PROJECT_DIR$/bot/core.py" />
+      <change type="MODIFICATION" beforePath="$PROJECT_DIR$/bot/market_data_crawler.py" afterPath="$PROJECT_DIR$/bot/market_data_crawler.py" />
+      <change type="MODIFICATION" beforePath="$PROJECT_DIR$/requirements.txt" afterPath="$PROJECT_DIR$/requirements.txt" />
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    <option name="EXCLUDED_CONVERTED_TO_IGNORED" value="true" />
    <option name="TRACKING_ENABLED" value="true" />
@@ -15,31 +16,109 @@
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+      <file leaf-file-name="LICENSE" pinned="false" current-in-tab="false">
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@@ -61,12 +140,21 @@
    <option name="CHANGED_PATHS">
      <list>
        <option value="$PROJECT_DIR$/__init__.py" />
-        <option value="$PROJECT_DIR$/__main__.py" />
        <option value="$PROJECT_DIR$/README.md" />
+        <option value="$PROJECT_DIR$/__main__.py" />
+        <option value="$PROJECT_DIR$/README.rst" />
+        <option value="$PROJECT_DIR$/LICENSE" />
+        <option value="$PROJECT_DIR$/bot/__init__.py" />
+        <option value="$PROJECT_DIR$/tests/context.py" />
+        <option value="$PROJECT_DIR$/tests/test_advanced.py" />
+        <option value="$PROJECT_DIR$/bot/market_data.py" />
+        <option value="$PROJECT_DIR$/requirements.txt" />
+        <option value="$PROJECT_DIR$/bot/core.py" />
+        <option value="$PROJECT_DIR$/bot/market_data_crawler.py" />
      </list>
    </option>
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-  <component name="ProjectFrameBounds" extendedState="7">
+  <component name="ProjectFrameBounds" extendedState="6">
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@@ -95,6 +183,11 @@
              <item name="crypto-arbitrage-bot" type="b2602c69:ProjectViewProjectNode" />
              <item name="crypto-arbitrage-bot" type="462c0819:PsiDirectoryNode" />
            </path>
+            <path>
+              <item name="crypto-arbitrage-bot" type="b2602c69:ProjectViewProjectNode" />
+              <item name="crypto-arbitrage-bot" type="462c0819:PsiDirectoryNode" />
+              <item name="bot" type="462c0819:PsiDirectoryNode" />
+            </path>
          </expand>
          <select />
        </subPane>
@@ -128,7 +221,7 @@
    <servers />
  </component>
  <component name="ToolWindowManager">
-    <frame x="-8" y="-8" width="2576" height="1416" extended-state="7" />
+    <frame x="-8" y="-8" width="2576" height="1416" extended-state="6" />
    <layout>
      <window_info id="Project" active="true" anchor="left" auto_hide="false" internal_type="DOCKED" type="DOCKED" visible="true" show_stripe_button="true" weight="0.13554688" sideWeight="0.5" order="0" side_tool="false" content_ui="combo" />
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@@ -166,21 +259,141 @@
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+    <entry file="file://$PROJECT_DIR$/bot/market_data_crawler.py">
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+        </state>
+      </provider>
+    </entry>
  </component>
 </project>
--- a/21
+++ b/21
@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2017 Dennis Thiessen
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
--- a/MANIFEST.in
+++ b/MANIFEST.in
@@ -0,0 +1 @@
+include LICENSE
--- a/5
+++ b/5
@@ -0,0 +1,5 @@
+init:
+	pip install -r requirements.txt
+
+test:
+	nosetests tests
--- a/README.md
+++ b/README.md
@@ -1 +0,0 @@
-README of crypto arbitrage bot
--- a/README.rst
+++ b/README.rst
@@ -0,0 +1,8 @@
+Crypto Arbitrage Bot
+========================
+
+This bot does arbitrage with crypto
+
+---------------
+
+
--- a/init.py
+++ b/init.py
@@ -1 +0,0 @@
-#crypto arbitrage bot
--- a/main.py
+++ b/main.py
@@ -1,4 +0,0 @@
-#!/usr/bin/python
-
-if __name__ == '__main__':
-        print("Starting arbitrage bot...")
--- a/pycache/init.cpython-35.pyc
+++ b/pycache/init.cpython-35.pyc
--- a/pycache/main.cpython-35.pyc
+++ b/pycache/main.cpython-35.pyc
--- a/bot/init.py
+++ b/bot/init.py
@@ -0,0 +1 @@
+from . import core
--- a/bot/core.py
+++ b/bot/core.py
@@ -0,0 +1,71 @@
+#!/usr/bin/python
+from . import market_data_crawler, market_data_analyzer, shared_config
+
+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))
+
+        response = {'error': False, 'msg': "None"}
+        request = json.loads(self.request.body.decode('utf-8'))
+
+        if "token" not in request or request["token"] != "den":
+            response["msg"] = "Wrong token - no access granted"
+            self.write(json.dumps(response))
+            return
+
+        if "command" in request:
+            print("Command received: {0}".format(request["command"]))
+
+            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 delete(self):
+        print("Stopping server...")
+
+        response_json = json.dumps({'error': False, 'msg': "Server stopped"})
+        self.write(response_json)
+
+        IOLoop.instance().stop()
+
+
+class Application(tornado.web.Application):
+    def __init__(self):
+        handlers = [
+            (r"/?", MainHandler)
+        ]
+        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()
+
+
+if __name__ == '__main__':
+        port = int(sys.argv[1])
+        print("Starting arbitrage bot on port {0}...".format(port))
+        main(port)
--- a/bot/market_data_analyzer.py
+++ b/bot/market_data_analyzer.py
@@ -0,0 +1,70 @@
+#!/usr/bin/python
+from . import market_data_crawler
+from bot.shared_config import *
+
+import time
+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 = {}
+
+    for exchange_name, order_books in market_data.items():
+        for order_book in order_books:
+            symbol = order_book['symbol']
+            new_dictionary = {symbol:
+                                  {exchange_name:
+                                       {"bids": order_book['bids'][:5],
+                                        "asks": order_book['asks'][:5],
+                                        "timestamp": order_book['timestamp']}}}
+            if symbol not in sorted_market_data.keys():
+                sorted_market_data.update(new_dictionary)
+            else:
+                sorted_market_data[symbol].update(new_dictionary[symbol])
+
+    dump(green(str(len(sorted_market_data))), "possible symbols found in total:", ' '.join(sorted_market_data.keys()))
+
+    market_opport = {}
+    for symbol, exchanges in sorted_market_data.items():
+        lowest_ask = None
+        highest_bid = None
+        market_opport.update({symbol: {}})
+        for exchange_name, order_book in exchanges.items():
+            if lowest_ask is None or lowest_ask['value'] < order_book['asks'][0]:
+                lowest_ask = {"exchange_name":exchange_name,
+                               "value":order_book['asks'][0],
+                               "order_book": order_book['asks'][:3]}
+
+            if highest_bid is None or highest_bid['value'] > order_book['bids'][0]:
+                highest_bid = {"exchange_name": exchange_name,
+                               "value": order_book['bids'][0],
+                               "order_book": order_book['bids'][:3]}
+
+        spread = float(highest_bid['value'][0]) - float(lowest_ask['value'][0])
+
+        market_opport[symbol].update({"highest_bid": highest_bid,
+                                      "lowest_ask": lowest_ask,
+                                      "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(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:])
--- a/bot/market_data_crawler.py
+++ b/bot/market_data_crawler.py
@@ -0,0 +1,159 @@
+#!/usr/bin/python
+from collections import defaultdict
+from bot.shared_config import *
+
+import sys
+import time
+import asyncio
+import ccxt.async as ccxt
+
+market_data = defaultdict(list)
+
+
+def update_market_data_for_symbol_and_exchange(exchanges):
+    if len(exchanges) > 1:
+        start_time = time.time()
+        ids = list(exchanges)
+        exchanges = {}
+
+        for id in ids:
+            # instantiate the exchange by id
+            exchange = getattr(ccxt, id)()
+
+            # save it in a dictionary under its id for future use
+            exchanges[id] = exchange
+
+        dump(yellow('Loading'), 'market data for following exchanges:', ' '.join(ids))
+        exchanges = fetch_all_markets(exchanges)
+
+        allSymbols = [symbol for id in ids for symbol in exchanges[id].symbols]
+
+        # get all unique symbols
+        uniqueSymbols = list(set(allSymbols))
+
+        # 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 exchange_name, order_books in market_data.items():
+                file.write("\nMarket: {}".format(exchange_name))
+
+                for order_book in order_books:
+                    file.write("\n    Order Book: {0}".format(order_book))
+
+        return market_data
+    else:
+        dump(red("Invalid number of arguments given"))
+        return None
+
+
+def fetch_all_order_books(exchanges, arbitrableSymbols):
+    ob_start_time = time.time()
+
+    async def fetch_single_order_books(exchange, arbitrableSymbols):
+        order_books = []
+        available_symbols = (symbol for symbol in arbitrableSymbols if symbol in exchange.symbols)
+
+        for symbol in available_symbols:
+            # basic round-robin proxy scheduler
+            currentProxy = -1
+            maxRetries = len(proxies)
+
+            for numRetries in range(0, maxRetries):
+                # try proxies in round-robin fashion
+                currentProxy = (currentProxy + 1) % len(proxies)
+
+                try:  # try to load exchange markets using current proxy
+
+                    tmp_order_book = await exchange.fetch_order_book(symbol)
+                    tmp_order_book['symbol'] = symbol
+                    order_books.append(tmp_order_book)
+                    break
+
+                except ccxt.DDoSProtection as e:
+                    dump(yellow(type(e).__name__), e.args)
+                    await asyncio.sleep(exchange.rateLimit / 500)
+                except ccxt.RequestTimeout as e:
+                    dump(yellow(type(e).__name__), e.args)
+                except ccxt.AuthenticationError as e:
+                    dump(yellow(type(e).__name__), e.args)
+                except ccxt.ExchangeNotAvailable as e:
+                    dump(yellow(type(e).__name__), e.args)
+                except ccxt.ExchangeError as e:
+                    dump(yellow(type(e).__name__), e.args)
+                except ccxt.NetworkError as e:
+                    dump(yellow(type(e).__name__), e.args)
+                except Exception as e:  # reraise all other exceptions
+                    raise
+
+        dump(' ', green(exchange.id), 'loaded', green(str(len(order_books))), 'order books in', red("{:.2f}ms".format((time.time() - ob_start_time) * 100)))
+        market_data[exchange.id] = order_books
+
+    async_executor = []
+    for exchange_name, exchange in exchanges.items():
+        # add future to list
+        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))
+
+    return exchanges
+
+
+def fetch_all_markets(exchanges):
+    start_time_markets = time.time()
+
+    async def fetch_single_market(exchange):
+        # basic round-robin proxy scheduler
+        currentProxy = -1
+        maxRetries = len(proxies)
+
+        for numRetries in range(0, maxRetries):
+            # try proxies in round-robin fashion
+            currentProxy = (currentProxy + 1) % len(proxies)
+
+            try:  # try to load exchange markets using current proxy
+                exchange.proxy = proxies[currentProxy]
+                await exchange.load_markets()
+                break
+
+            except ccxt.DDoSProtection as e:
+                dump(yellow(type(e).__name__), e.args)
+            except ccxt.RequestTimeout as e:
+                dump(yellow(type(e).__name__), e.args)
+            except ccxt.AuthenticationError as e:
+                dump(yellow(type(e).__name__), e.args)
+            except ccxt.ExchangeNotAvailable as e:
+                dump(yellow(type(e).__name__), e.args)
+            except ccxt.ExchangeError as e:
+                dump(yellow(type(e).__name__), e.args)
+            except ccxt.NetworkError as e:
+                dump(yellow(type(e).__name__), e.args)
+            except Exception as e:  # reraise all other exceptions
+                raise
+
+        dump(' ', green(exchange.id), 'loaded', green(str(len(exchange.symbols))), 'markets')
+
+    async_executor = []
+    for exchange_name, exchange in exchanges.items():
+        # add future to list
+        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))
+
+    dump(green('Loaded all markets!'), 'Responsetime:', red("{:.2f}ms".format((time.time() - start_time_markets) * 100)))
+
+    return exchanges
+
+
+if __name__ == '__main__':
+    update_market_data_for_symbol_and_exchange(sys.argv[1:])
--- a/bot/shared_config.py
+++ b/bot/shared_config.py
@@ -0,0 +1,44 @@
+#!/usr/bin/python
+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/',
+]
+
+basecoin = "ETH"
+
+run_bot = False
--- a/docs/Makefile
+++ b/docs/Makefile
@@ -0,0 +1,153 @@
+# Makefile for Sphinx documentation
+#
+
+# You can set these variables from the command line.
+SPHINXOPTS    =
+SPHINXBUILD   = sphinx-build
+PAPER         =
+BUILDDIR      = _build
+
+# Internal variables.
+PAPEROPT_a4     = -D latex_paper_size=a4
+PAPEROPT_letter = -D latex_paper_size=letter
+ALLSPHINXOPTS   = -d $(BUILDDIR)/doctrees $(PAPEROPT_$(PAPER)) $(SPHINXOPTS) .
+# the i18n builder cannot share the environment and doctrees with the others
+I18NSPHINXOPTS  = $(PAPEROPT_$(PAPER)) $(SPHINXOPTS) .
+
+.PHONY: help clean html dirhtml singlehtml pickle json htmlhelp qthelp devhelp epub latex latexpdf text man changes linkcheck doctest gettext
+
+help:
+	@echo "Please use \`make <target>' where <target> is one of"
+	@echo "  html       to make standalone HTML files"
+	@echo "  dirhtml    to make HTML files named index.html in directories"
+	@echo "  singlehtml to make a single large HTML file"
+	@echo "  pickle     to make pickle files"
+	@echo "  json       to make JSON files"
+	@echo "  htmlhelp   to make HTML files and a HTML help project"
+	@echo "  qthelp     to make HTML files and a qthelp project"
+	@echo "  devhelp    to make HTML files and a Devhelp project"
+	@echo "  epub       to make an epub"
+	@echo "  latex      to make LaTeX files, you can set PAPER=a4 or PAPER=letter"
+	@echo "  latexpdf   to make LaTeX files and run them through pdflatex"
+	@echo "  text       to make text files"
+	@echo "  man        to make manual pages"
+	@echo "  texinfo    to make Texinfo files"
+	@echo "  info       to make Texinfo files and run them through makeinfo"
+	@echo "  gettext    to make PO message catalogs"
+	@echo "  changes    to make an overview of all changed/added/deprecated items"
+	@echo "  linkcheck  to check all external links for integrity"
+	@echo "  doctest    to run all doctests embedded in the documentation (if enabled)"
+
+clean:
+	-rm -rf $(BUILDDIR)/*
+
+html:
+	$(SPHINXBUILD) -b html $(ALLSPHINXOPTS) $(BUILDDIR)/html
+	@echo
+	@echo "Build finished. The HTML pages are in $(BUILDDIR)/html."
+
+dirhtml:
+	$(SPHINXBUILD) -b dirhtml $(ALLSPHINXOPTS) $(BUILDDIR)/dirhtml
+	@echo
+	@echo "Build finished. The HTML pages are in $(BUILDDIR)/dirhtml."
+
+singlehtml:
+	$(SPHINXBUILD) -b singlehtml $(ALLSPHINXOPTS) $(BUILDDIR)/singlehtml
+	@echo
+	@echo "Build finished. The HTML page is in $(BUILDDIR)/singlehtml."
+
+pickle:
+	$(SPHINXBUILD) -b pickle $(ALLSPHINXOPTS) $(BUILDDIR)/pickle
+	@echo
+	@echo "Build finished; now you can process the pickle files."
+
+json:
+	$(SPHINXBUILD) -b json $(ALLSPHINXOPTS) $(BUILDDIR)/json
+	@echo
+	@echo "Build finished; now you can process the JSON files."
+
+htmlhelp:
+	$(SPHINXBUILD) -b htmlhelp $(ALLSPHINXOPTS) $(BUILDDIR)/htmlhelp
+	@echo
+	@echo "Build finished; now you can run HTML Help Workshop with the" \
+	      ".hhp project file in $(BUILDDIR)/htmlhelp."
+
+qthelp:
+	$(SPHINXBUILD) -b qthelp $(ALLSPHINXOPTS) $(BUILDDIR)/qthelp
+	@echo
+	@echo "Build finished; now you can run "qcollectiongenerator" with the" \
+	      ".qhcp project file in $(BUILDDIR)/qthelp, like this:"
+	@echo "# qcollectiongenerator $(BUILDDIR)/qthelp/sample.qhcp"
+	@echo "To view the help file:"
+	@echo "# assistant -collectionFile $(BUILDDIR)/qthelp/sample.qhc"
+
+devhelp:
+	$(SPHINXBUILD) -b devhelp $(ALLSPHINXOPTS) $(BUILDDIR)/devhelp
+	@echo
+	@echo "Build finished."
+	@echo "To view the help file:"
+	@echo "# mkdir -p $$HOME/.local/share/devhelp/sample"
+	@echo "# ln -s $(BUILDDIR)/devhelp $$HOME/.local/share/devhelp/sample"
+	@echo "# devhelp"
+
+epub:
+	$(SPHINXBUILD) -b epub $(ALLSPHINXOPTS) $(BUILDDIR)/epub
+	@echo
+	@echo "Build finished. The epub file is in $(BUILDDIR)/epub."
+
+latex:
+	$(SPHINXBUILD) -b latex $(ALLSPHINXOPTS) $(BUILDDIR)/latex
+	@echo
+	@echo "Build finished; the LaTeX files are in $(BUILDDIR)/latex."
+	@echo "Run \`make' in that directory to run these through (pdf)latex" \
+	      "(use \`make latexpdf' here to do that automatically)."
+
+latexpdf:
+	$(SPHINXBUILD) -b latex $(ALLSPHINXOPTS) $(BUILDDIR)/latex
+	@echo "Running LaTeX files through pdflatex..."
+	$(MAKE) -C $(BUILDDIR)/latex all-pdf
+	@echo "pdflatex finished; the PDF files are in $(BUILDDIR)/latex."
+
+text:
+	$(SPHINXBUILD) -b text $(ALLSPHINXOPTS) $(BUILDDIR)/text
+	@echo
+	@echo "Build finished. The text files are in $(BUILDDIR)/text."
+
+man:
+	$(SPHINXBUILD) -b man $(ALLSPHINXOPTS) $(BUILDDIR)/man
+	@echo
+	@echo "Build finished. The manual pages are in $(BUILDDIR)/man."
+
+texinfo:
+	$(SPHINXBUILD) -b texinfo $(ALLSPHINXOPTS) $(BUILDDIR)/texinfo
+	@echo
+	@echo "Build finished. The Texinfo files are in $(BUILDDIR)/texinfo."
+	@echo "Run \`make' in that directory to run these through makeinfo" \
+	      "(use \`make info' here to do that automatically)."
+
+info:
+	$(SPHINXBUILD) -b texinfo $(ALLSPHINXOPTS) $(BUILDDIR)/texinfo
+	@echo "Running Texinfo files through makeinfo..."
+	make -C $(BUILDDIR)/texinfo info
+	@echo "makeinfo finished; the Info files are in $(BUILDDIR)/texinfo."
+
+gettext:
+	$(SPHINXBUILD) -b gettext $(I18NSPHINXOPTS) $(BUILDDIR)/locale
+	@echo
+	@echo "Build finished. The message catalogs are in $(BUILDDIR)/locale."
+
+changes:
+	$(SPHINXBUILD) -b changes $(ALLSPHINXOPTS) $(BUILDDIR)/changes
+	@echo
+	@echo "The overview file is in $(BUILDDIR)/changes."
+
+linkcheck:
+	$(SPHINXBUILD) -b linkcheck $(ALLSPHINXOPTS) $(BUILDDIR)/linkcheck
+	@echo
+	@echo "Link check complete; look for any errors in the above output " \
+	      "or in $(BUILDDIR)/linkcheck/output.txt."
+
+doctest:
+	$(SPHINXBUILD) -b doctest $(ALLSPHINXOPTS) $(BUILDDIR)/doctest
+	@echo "Testing of doctests in the sources finished, look at the " \
+	      "results in $(BUILDDIR)/doctest/output.txt."
--- a/docs/conf.py
+++ b/docs/conf.py
@@ -0,0 +1,242 @@
+# -*- coding: utf-8 -*-
+#
+# sample documentation build configuration file, created by
+# sphinx-quickstart on Mon Apr 16 21:22:43 2012.
+#
+# This file is execfile()d with the current directory set to its containing dir.
+#
+# Note that not all possible configuration values are present in this
+# autogenerated file.
+#
+# All configuration values have a default; values that are commented out
+# serve to show the default.
+
+import sys, os
+
+# If extensions (or modules to document with autodoc) are in another directory,
+# add these directories to sys.path here. If the directory is relative to the
+# documentation root, use os.path.abspath to make it absolute, like shown here.
+#sys.path.insert(0, os.path.abspath('.'))
+
+# -- General configuration -----------------------------------------------------
+
+# If your documentation needs a minimal Sphinx version, state it here.
+#needs_sphinx = '1.0'
+
+# Add any Sphinx extension module names here, as strings. They can be extensions
+# coming with Sphinx (named 'sphinx.ext.*') or your custom ones.
+extensions = []
+
+# Add any paths that contain templates here, relative to this directory.
+templates_path = ['_templates']
+
+# The suffix of source filenames.
+source_suffix = '.rst'
+
+# The encoding of source files.
+#source_encoding = 'utf-8-sig'
+
+# The master toctree document.
+master_doc = 'index'
+
+# General information about the project.
+project = u'sample'
+copyright = u'2012, Kenneth Reitz'
+
+# The version info for the project you're documenting, acts as replacement for
+# |version| and |release|, also used in various other places throughout the
+# built documents.
+#
+# The short X.Y version.
+version = 'v0.0.1'
+# The full version, including alpha/beta/rc tags.
+release = 'v0.0.1'
+
+# The language for content autogenerated by Sphinx. Refer to documentation
+# for a list of supported languages.
+#language = None
+
+# There are two options for replacing |today|: either, you set today to some
+# non-false value, then it is used:
+#today = ''
+# Else, today_fmt is used as the format for a strftime call.
+#today_fmt = '%B %d, %Y'
+
+# List of patterns, relative to source directory, that match files and
+# directories to ignore when looking for source files.
+exclude_patterns = ['_build']
+
+# The reST default role (used for this markup: `text`) to use for all documents.
+#default_role = None
+
+# If true, '()' will be appended to :func: etc. cross-reference text.
+#add_function_parentheses = True
+
+# If true, the current module name will be prepended to all description
+# unit titles (such as .. function::).
+#add_module_names = True
+
+# If true, sectionauthor and moduleauthor directives will be shown in the
+# output. They are ignored by default.
+#show_authors = False
+
+# The name of the Pygments (syntax highlighting) style to use.
+pygments_style = 'sphinx'
+
+# A list of ignored prefixes for module index sorting.
+#modindex_common_prefix = []
+
+
+# -- Options for HTML output ---------------------------------------------------
+
+# The theme to use for HTML and HTML Help pages.  See the documentation for
+# a list of builtin themes.
+html_theme = 'default'
+
+# Theme options are theme-specific and customize the look and feel of a theme
+# further.  For a list of options available for each theme, see the
+# documentation.
+#html_theme_options = {}
+
+# Add any paths that contain custom themes here, relative to this directory.
+#html_theme_path = []
+
+# The name for this set of Sphinx documents.  If None, it defaults to
+# "<project> v<release> documentation".
+#html_title = None
+
+# A shorter title for the navigation bar.  Default is the same as html_title.
+#html_short_title = None
+
+# The name of an image file (relative to this directory) to place at the top
+# of the sidebar.
+#html_logo = None
+
+# The name of an image file (within the static path) to use as favicon of the
+# docs.  This file should be a Windows icon file (.ico) being 16x16 or 32x32
+# pixels large.
+#html_favicon = None
+
+# Add any paths that contain custom static files (such as style sheets) here,
+# relative to this directory. They are copied after the builtin static files,
+# so a file named "default.css" will overwrite the builtin "default.css".
+html_static_path = ['_static']
+
+# If not '', a 'Last updated on:' timestamp is inserted at every page bottom,
+# using the given strftime format.
+#html_last_updated_fmt = '%b %d, %Y'
+
+# If true, SmartyPants will be used to convert quotes and dashes to
+# typographically correct entities.
+#html_use_smartypants = True
+
+# Custom sidebar templates, maps document names to template names.
+#html_sidebars = {}
+
+# Additional templates that should be rendered to pages, maps page names to
+# template names.
+#html_additional_pages = {}
+
+# If false, no module index is generated.
+#html_domain_indices = True
+
+# If false, no index is generated.
+#html_use_index = True
+
+# If true, the index is split into individual pages for each letter.
+#html_split_index = False
+
+# If true, links to the reST sources are added to the pages.
+#html_show_sourcelink = True
+
+# If true, "Created using Sphinx" is shown in the HTML footer. Default is True.
+#html_show_sphinx = True
+
+# If true, "(C) Copyright ..." is shown in the HTML footer. Default is True.
+#html_show_copyright = True
+
+# If true, an OpenSearch description file will be output, and all pages will
+# contain a <link> tag referring to it.  The value of this option must be the
+# base URL from which the finished HTML is served.
+#html_use_opensearch = ''
+
+# This is the file name suffix for HTML files (e.g. ".xhtml").
+#html_file_suffix = None
+
+# Output file base name for HTML help builder.
+htmlhelp_basename = 'sampledoc'
+
+
+# -- Options for LaTeX output --------------------------------------------------
+
+latex_elements = {
+# The paper size ('letterpaper' or 'a4paper').
+#'papersize': 'letterpaper',
+
+# The font size ('10pt', '11pt' or '12pt').
+#'pointsize': '10pt',
+
+# Additional stuff for the LaTeX preamble.
+#'preamble': '',
+}
+
+# Grouping the document tree into LaTeX files. List of tuples
+# (source start file, target name, title, author, documentclass [howto/manual]).
+latex_documents = [
+  ('index', 'sample.tex', u'sample Documentation',
+   u'Kenneth Reitz', 'manual'),
+]
+
+# The name of an image file (relative to this directory) to place at the top of
+# the title page.
+#latex_logo = None
+
+# For "manual" documents, if this is true, then toplevel headings are parts,
+# not chapters.
+#latex_use_parts = False
+
+# If true, show page references after internal links.
+#latex_show_pagerefs = False
+
+# If true, show URL addresses after external links.
+#latex_show_urls = False
+
+# Documents to append as an appendix to all manuals.
+#latex_appendices = []
+
+# If false, no module index is generated.
+#latex_domain_indices = True
+
+
+# -- Options for manual page output --------------------------------------------
+
+# One entry per manual page. List of tuples
+# (source start file, name, description, authors, manual section).
+man_pages = [
+    ('index', 'sample', u'sample Documentation',
+     [u'Kenneth Reitz'], 1)
+]
+
+# If true, show URL addresses after external links.
+#man_show_urls = False
+
+
+# -- Options for Texinfo output ------------------------------------------------
+
+# Grouping the document tree into Texinfo files. List of tuples
+# (source start file, target name, title, author,
+#  dir menu entry, description, category)
+texinfo_documents = [
+  ('index', 'sample', u'sample Documentation',
+   u'Kenneth Reitz', 'sample', 'One line description of project.',
+   'Miscellaneous'),
+]
+
+# Documents to append as an appendix to all manuals.
+#texinfo_appendices = []
+
+# If false, no module index is generated.
+#texinfo_domain_indices = True
+
+# How to display URL addresses: 'footnote', 'no', or 'inline'.
+#texinfo_show_urls = 'footnote'
--- a/docs/index.rst
+++ b/docs/index.rst
@@ -0,0 +1,22 @@
+.. sample documentation master file, created by
+   sphinx-quickstart on Mon Apr 16 21:22:43 2012.
+   You can adapt this file completely to your liking, but it should at least
+   contain the root `toctree` directive.
+
+Welcome to sample's documentation!
+==================================
+
+Contents:
+
+.. toctree::
+   :maxdepth: 2
+
+
+
+Indices and tables
+==================
+
+* :ref:`genindex`
+* :ref:`modindex`
+* :ref:`search`
+
--- a/docs/make.bat
+++ b/docs/make.bat
@@ -0,0 +1,190 @@
+@ECHO OFF
+
+REM Command file for Sphinx documentation
+
+if "%SPHINXBUILD%" == "" (
+	set SPHINXBUILD=sphinx-build
+)
+set BUILDDIR=_build
+set ALLSPHINXOPTS=-d %BUILDDIR%/doctrees %SPHINXOPTS% .
+set I18NSPHINXOPTS=%SPHINXOPTS% .
+if NOT "%PAPER%" == "" (
+	set ALLSPHINXOPTS=-D latex_paper_size=%PAPER% %ALLSPHINXOPTS%
+	set I18NSPHINXOPTS=-D latex_paper_size=%PAPER% %I18NSPHINXOPTS%
+)
+
+if "%1" == "" goto help
+
+if "%1" == "help" (
+	:help
+	echo.Please use `make ^<target^>` where ^<target^> is one of
+	echo.  html       to make standalone HTML files
+	echo.  dirhtml    to make HTML files named index.html in directories
+	echo.  singlehtml to make a single large HTML file
+	echo.  pickle     to make pickle files
+	echo.  json       to make JSON files
+	echo.  htmlhelp   to make HTML files and a HTML help project
+	echo.  qthelp     to make HTML files and a qthelp project
+	echo.  devhelp    to make HTML files and a Devhelp project
+	echo.  epub       to make an epub
+	echo.  latex      to make LaTeX files, you can set PAPER=a4 or PAPER=letter
+	echo.  text       to make text files
+	echo.  man        to make manual pages
+	echo.  texinfo    to make Texinfo files
+	echo.  gettext    to make PO message catalogs
+	echo.  changes    to make an overview over all changed/added/deprecated items
+	echo.  linkcheck  to check all external links for integrity
+	echo.  doctest    to run all doctests embedded in the documentation if enabled
+	goto end
+)
+
+if "%1" == "clean" (
+	for /d %%i in (%BUILDDIR%\*) do rmdir /q /s %%i
+	del /q /s %BUILDDIR%\*
+	goto end
+)
+
+if "%1" == "html" (
+	%SPHINXBUILD% -b html %ALLSPHINXOPTS% %BUILDDIR%/html
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The HTML pages are in %BUILDDIR%/html.
+	goto end
+)
+
+if "%1" == "dirhtml" (
+	%SPHINXBUILD% -b dirhtml %ALLSPHINXOPTS% %BUILDDIR%/dirhtml
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The HTML pages are in %BUILDDIR%/dirhtml.
+	goto end
+)
+
+if "%1" == "singlehtml" (
+	%SPHINXBUILD% -b singlehtml %ALLSPHINXOPTS% %BUILDDIR%/singlehtml
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The HTML pages are in %BUILDDIR%/singlehtml.
+	goto end
+)
+
+if "%1" == "pickle" (
+	%SPHINXBUILD% -b pickle %ALLSPHINXOPTS% %BUILDDIR%/pickle
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished; now you can process the pickle files.
+	goto end
+)
+
+if "%1" == "json" (
+	%SPHINXBUILD% -b json %ALLSPHINXOPTS% %BUILDDIR%/json
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished; now you can process the JSON files.
+	goto end
+)
+
+if "%1" == "htmlhelp" (
+	%SPHINXBUILD% -b htmlhelp %ALLSPHINXOPTS% %BUILDDIR%/htmlhelp
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished; now you can run HTML Help Workshop with the ^
+.hhp project file in %BUILDDIR%/htmlhelp.
+	goto end
+)
+
+if "%1" == "qthelp" (
+	%SPHINXBUILD% -b qthelp %ALLSPHINXOPTS% %BUILDDIR%/qthelp
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished; now you can run "qcollectiongenerator" with the ^
+.qhcp project file in %BUILDDIR%/qthelp, like this:
+	echo.^> qcollectiongenerator %BUILDDIR%\qthelp\sample.qhcp
+	echo.To view the help file:
+	echo.^> assistant -collectionFile %BUILDDIR%\qthelp\sample.ghc
+	goto end
+)
+
+if "%1" == "devhelp" (
+	%SPHINXBUILD% -b devhelp %ALLSPHINXOPTS% %BUILDDIR%/devhelp
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished.
+	goto end
+)
+
+if "%1" == "epub" (
+	%SPHINXBUILD% -b epub %ALLSPHINXOPTS% %BUILDDIR%/epub
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The epub file is in %BUILDDIR%/epub.
+	goto end
+)
+
+if "%1" == "latex" (
+	%SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished; the LaTeX files are in %BUILDDIR%/latex.
+	goto end
+)
+
+if "%1" == "text" (
+	%SPHINXBUILD% -b text %ALLSPHINXOPTS% %BUILDDIR%/text
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The text files are in %BUILDDIR%/text.
+	goto end
+)
+
+if "%1" == "man" (
+	%SPHINXBUILD% -b man %ALLSPHINXOPTS% %BUILDDIR%/man
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The manual pages are in %BUILDDIR%/man.
+	goto end
+)
+
+if "%1" == "texinfo" (
+	%SPHINXBUILD% -b texinfo %ALLSPHINXOPTS% %BUILDDIR%/texinfo
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The Texinfo files are in %BUILDDIR%/texinfo.
+	goto end
+)
+
+if "%1" == "gettext" (
+	%SPHINXBUILD% -b gettext %I18NSPHINXOPTS% %BUILDDIR%/locale
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Build finished. The message catalogs are in %BUILDDIR%/locale.
+	goto end
+)
+
+if "%1" == "changes" (
+	%SPHINXBUILD% -b changes %ALLSPHINXOPTS% %BUILDDIR%/changes
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.The overview file is in %BUILDDIR%/changes.
+	goto end
+)
+
+if "%1" == "linkcheck" (
+	%SPHINXBUILD% -b linkcheck %ALLSPHINXOPTS% %BUILDDIR%/linkcheck
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Link check complete; look for any errors in the above output ^
+or in %BUILDDIR%/linkcheck/output.txt.
+	goto end
+)
+
+if "%1" == "doctest" (
+	%SPHINXBUILD% -b doctest %ALLSPHINXOPTS% %BUILDDIR%/doctest
+	if errorlevel 1 exit /b 1
+	echo.
+	echo.Testing of doctests in the sources finished, look at the ^
+results in %BUILDDIR%/doctest/output.txt.
+	goto end
+)
+
+:end
--- a/requirements.txt
+++ b/requirements.txt
@@ -0,0 +1,4 @@
+nose
+sphinx
+tornado
+ccxt
--- a/setup.py
+++ b/setup.py
@@ -0,0 +1,25 @@
+# -*- coding: utf-8 -*-
+
+# Learn more: https://github.com/kennethreitz/setup.py
+
+from setuptools import setup, find_packages
+
+
+with open('README.rst') as f:
+    readme = f.read()
+
+with open('LICENSE') as f:
+    license = f.read()
+
+setup(
+    name='sample',
+    version='0.1.0',
+    description='Sample package for Python-Guide.org',
+    long_description=readme,
+    author='Kenneth Reitz',
+    author_email='me@kennethreitz.com',
+    url='https://github.com/kennethreitz/samplemod',
+    license=license,
+    packages=find_packages(exclude=('tests', 'docs'))
+)
+
--- a/tests/init.py
+++ b/tests/init.py
--- a/tests/context.py
+++ b/tests/context.py
@@ -0,0 +1,8 @@
+# -*- coding: utf-8 -*-
+
+import sys
+import os
+
+sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
+
+import bot
--- a/tests/test_advanced.py
+++ b/tests/test_advanced.py
@@ -0,0 +1,16 @@
+# -*- coding: utf-8 -*-
+
+from .context import bot
+
+import unittest
+
+
+class AdvancedTestSuite(unittest.TestCase):
+    """Advanced test cases."""
+
+    def test_exists(self):
+        self.assertTrue(bot.core.exists())
+
+
+if __name__ == '__main__':
+    unittest.main()
--- a/tests/test_basic.py
+++ b/tests/test_basic.py
@@ -0,0 +1,16 @@
+# -*- coding: utf-8 -*-
+
+from .context import bot
+
+import unittest
+
+
+class BasicTestSuite(unittest.TestCase):
+    """Basic test cases."""
+
+    def test_absolute_truth_and_meaning(self):
+        assert True
+
+
+if __name__ == '__main__':
+    unittest.main()
Author	SHA1	Message	Date
Dennis Thiessen	95bdeee9e2	Analyzer now finds spread, perc and prints a sorted list; core is now able to start and stop the bot	2017-10-19 13:03:27 +02:00
Dennis Thiessen	ccd1d53715	Modified data analyzer and implemented shared_config file to avoid duplication	2017-10-18 16:27:16 +02:00
Dennis Thiessen	be7eaff10a	Improved logging output	2017-10-18 14:26:48 +02:00
Dennis Thiessen	e6b677ee0e	Modified data crawler to use ccxt library	2017-10-18 14:18:06 +02:00
Dennis Thiessen	8adbe96dca	Implemented calculation of arbitrage opportunities	2017-10-11 15:25:09 +02:00
Dennis Thiessen	942e6081b2	Now with time performance output	2017-10-11 13:33:49 +02:00
Dennis Thiessen	a226033d21	Added Kraken support	2017-10-11 11:57:47 +02:00
Dennis Thiessen	ae8d75da25	Implemented parallel async API calls and implemented support for bittrex and poloniex. Added missing files to commit	2017-10-10 15:59:25 +02:00
Dennis Thiessen	7a6ee811c7	Implemented parallel async API calls and implemented support for bittrex and poloniex	2017-10-10 15:57:57 +02:00
Dennis Thiessen	4f66af8d64	Reordered project structure	2017-10-10 11:13:19 +02:00