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.vscode | ||
env |
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import time | ||
import ccxt | ||
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exchangesData = { | ||
"hitbtc": { | ||
"apiKey": "", | ||
"secret": "", | ||
"transactionFee": 0.001 | ||
}, | ||
"binance": { | ||
"apiKey": "", | ||
"secret": "", | ||
"transactionFee": 0.001 | ||
}, | ||
"bittrex": { | ||
"apiKey": "", | ||
"secret": "", | ||
"transactionFee": 0.0025 | ||
}, | ||
"poloniex": { | ||
"apiKey": "", | ||
"secret": "", | ||
"transactionFee": 0.0025 | ||
}, | ||
"exmo": { | ||
"apiKey": "", | ||
"secret": "", | ||
"transactionFee": 0.002 | ||
}, | ||
} | ||
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min_spread = 1 | ||
min_profit = 0 | ||
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def main(): | ||
exchanges = [ | ||
"binance", | ||
"bittrex", | ||
"hitbtc", | ||
"poloniex", | ||
# "exmo", | ||
# "bitmex", | ||
# "huobi", | ||
] | ||
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symbols = [ | ||
"ETH/USDT", | ||
"XRP/USDT", | ||
# "BTC/USDT", | ||
# "BCH/USDT", | ||
# "DASH/USDT", | ||
# "XMR/USDT", | ||
# "LTC/USDT", | ||
] | ||
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min_ask_exchange_id = "" | ||
min_ask_price = 99999999 | ||
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max_bid_exchange_id = "" | ||
max_bid_price = 0 | ||
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exchange_symbol = "" | ||
max_increase_percentage = 0.0 | ||
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for symbol in symbols: | ||
print("-----------------------------") | ||
print("Searching for the best opportunity for {0} on {1}".format( | ||
symbol, exchanges)) | ||
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ask_exchange_id, ask_price, bid_exchange_id, bid_price = get_biggest_spread_by_symbol( | ||
exchanges, symbol) | ||
increase_percentage = (bid_price - ask_price) / ask_price * 100 | ||
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print("[{0} - {1}] - [{2}] - Price Spread: {3:.2}%".format(ask_exchange_id, | ||
bid_exchange_id, symbol, increase_percentage)) | ||
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if increase_percentage > max_increase_percentage: | ||
exchange_symbol = symbol | ||
max_increase_percentage = increase_percentage | ||
min_ask_exchange_id = ask_exchange_id | ||
min_ask_price = ask_price | ||
max_bid_exchange_id = bid_exchange_id | ||
max_bid_price = bid_price | ||
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if increase_percentage >= min_spread: | ||
break | ||
print("-----------------------------") | ||
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if max_increase_percentage > 0: | ||
print("\n----------Settings-----------") | ||
ask_amount = get_min_amount(min_ask_exchange_id, exchange_symbol) | ||
print("Min Ask amount: {0}".format(ask_amount)) | ||
bid_amount = get_min_amount(max_bid_exchange_id, exchange_symbol) | ||
print("Min Bid amount: {0}".format(bid_amount)) | ||
amount = max(ask_amount, bid_amount) | ||
print("Actual amount: {0}".format(amount)) | ||
print("Min spread percentage: {0}%".format(min_spread)) | ||
print("Min profit: {0}%".format(min_profit)) | ||
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print("\n--------Best Spread----------") | ||
print("[{0} - {1}] - [{2}]: Spread percentage: {3:.2}%".format(min_ask_exchange_id, | ||
max_bid_exchange_id, exchange_symbol, max_increase_percentage)) | ||
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print("\n-----Market Opportunity------") | ||
print("Buy {0} {1} from {2} at {3} {4}".format(amount, exchange_symbol.split( | ||
"/")[0], min_ask_exchange_id, min_ask_price, exchange_symbol.split("/")[0])) | ||
print("Sell {0} {1} on {2} at {3} {4}".format(amount, exchange_symbol.split( | ||
"/")[0], max_bid_exchange_id, max_bid_price, exchange_symbol.split("/")[0])) | ||
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print("\n-------------Fees------------") | ||
min_ask_fee = min_ask_price * amount * \ | ||
exchangesData[min_ask_exchange_id]["transactionFee"] | ||
print("[{0}] - Trading Fee: {1}% = {2:.4} {3}".format(min_ask_exchange_id, | ||
exchangesData[min_ask_exchange_id]["transactionFee"]*100, min_ask_fee, exchange_symbol.split("/")[0])) | ||
max_bid_fee = max_bid_price * amount * \ | ||
exchangesData[max_bid_exchange_id]["transactionFee"] | ||
print("[{0}] - Trading Fee: {1}% = {2:.4} {3}".format(max_bid_exchange_id, | ||
exchangesData[max_bid_exchange_id]["transactionFee"]*100, max_bid_fee, exchange_symbol.split("/")[0])) | ||
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print("\n-----------Profit------------") | ||
cost = amount * min_ask_price | ||
print("You will have to spend: {0:.4} {1}".format( | ||
cost, exchange_symbol.split("/")[1])) | ||
profit = ((max_bid_price - min_ask_price) * amount) - \ | ||
(max_bid_fee + min_ask_fee) | ||
print("You will make {0:.4} {1} profit(including fees)".format( | ||
profit, exchange_symbol.split("/")[1])) | ||
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print("\n-----------Buy/Sell----------") | ||
if profit >= min_profit: | ||
place_buy_sell_order(min_ask_exchange_id, min_ask_price, | ||
max_bid_exchange_id, max_bid_price, exchange_symbol, amount) | ||
else: | ||
print("It seems like you won't make enough profit :(") | ||
else: | ||
print("It seems like there are no opportunities at the moment :(") | ||
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def get_min_amount(exchange_id, symbol): | ||
exchange = eval("ccxt.{0}()".format(exchange_id)) | ||
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exchange.load_markets() | ||
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return float(exchange.markets[symbol]["limits"]["amount"]["min"]) | ||
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def place_buy_sell_order(ask_exchange_id, ask_price, bid_exchange_id, bid_price, symbol, amount): | ||
# buy | ||
ask_exchange = eval("ccxt.{0}()".format(ask_exchange_id)) | ||
ask_exchange.apiKey = exchangesData[ask_exchange_id]["apiKey"] | ||
ask_exchange.secret = exchangesData[ask_exchange_id]["secret"] | ||
print("Placing a Buy order on {0} for {1} {2} at price: {3}".format( | ||
ask_exchange_id, amount, symbol.split("/")[0], ask_price)) | ||
# ask_exchange.create_market_buy_order(symbol, amount, {'trading_agreement': 'agree'}) | ||
ask_exchange.create_limit_buy_order(symbol, amount, ask_price) | ||
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# sell | ||
bid_exchange = eval("ccxt.{0}()".format(bid_exchange_id)) | ||
bid_exchange.apiKey = exchangesData[bid_exchange_id]["apiKey"] | ||
bid_exchange.secret = exchangesData[bid_exchange_id]["secret"] | ||
print("Placing a Sell order on {0} for {1} {2} at price: {3}".format( | ||
bid_exchange_id, amount, symbol.split("/")[0], bid_price)) | ||
# bid_exchange.create_market_buy_order(symbol, amount, {'trading_agreement': 'agree'}) | ||
bid_exchange.create_limit_sell_order(symbol, amount, bid_price) | ||
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def get_biggest_spread_by_symbol(exchanges, symbol): | ||
ask_exchange_id = "" | ||
min_ask_price = 99999999 | ||
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bid_exchange_id = "" | ||
max_bid_price = 0 | ||
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for exchange_id in exchanges: | ||
exchange = eval("ccxt.{0}()".format(exchange_id)) | ||
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try: | ||
order_book = exchange.fetch_order_book(symbol) | ||
bid_price = order_book['bids'][0][0] if len( | ||
order_book['bids']) > 0 else None | ||
ask_price = order_book['asks'][0][0] if len( | ||
order_book['asks']) > 0 else None | ||
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if ask_price < min_ask_price: | ||
ask_exchange_id = exchange_id | ||
min_ask_price = ask_price | ||
if bid_price > max_bid_price: | ||
bid_exchange_id = exchange_id | ||
max_bid_price = bid_price | ||
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increase_percentage = (bid_price - ask_price) / ask_price * 100 | ||
if increase_percentage >= 1: | ||
return ask_exchange_id, min_ask_price, bid_exchange_id, max_bid_price | ||
except: | ||
# pass | ||
print("") | ||
print("{0} - There is an error!".format(exchange_id)) | ||
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min_ask_price += 0.235 | ||
max_bid_price -= 0.235 | ||
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return ask_exchange_id, min_ask_price, bid_exchange_id, max_bid_price | ||
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def get_exchanges_by_symbol(exchanges, symbol_to_find): | ||
for exchange_id in exchanges: | ||
exchange = eval("ccxt.{0}()".format(exchange_id)) | ||
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exchange.load_markets(True) | ||
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for symbol in exchange.symbols: | ||
if symbol == symbol_to_find: | ||
print("{0} - {1} [OK]".format(exchange_id, symbol)) | ||
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if __name__ == "__main__": | ||
main() |