/
Binance_Triangular_Arbitrage_DataCollection.py
1054 lines (1012 loc) · 58.4 KB
/
Binance_Triangular_Arbitrage_DataCollection.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
"""
The Purpose of the PrivateBinance Arbitrage Bot (based on RoibalBot) Python Program is to create an automated trading bot (functionality) on Binance
Utilized Python-Binance ( https://github.com/sammchardy/python-binance ) (NOTE: Use Roibal Fork of Python Binance)
Advanced-Version capable of all exchanges, all coins (using cctx)
This 'bot' will run a functionality which seeks profitable triangular arbitrage opportunities on Binance
Weekly/Daily/Hourly reports created on profit/loss
Instructional Youtube Video: https://www.youtube.com/watch?v=8AAN03M8QhA - Additional Videos Available on youtube
Created 4/14/2018 by Joaquin Roibal
V 0.01 - Updated 4/20/2018
v 0.02 - Updated 5/30/2018 - Converted to Advanced Version: https://github.com/Roibal/Cryptocurrency-Trading-Bots-Python-Beginner-Advance
v 0.03 - Created 6/18/2018 - Binance Arbitrage Bot
v 0.04 - 6/21/2018 - Changed Name to CryptoTriangularArbitrageBinanceBot.py
v 1.00 - 6/24/2018 - Converted to Private_TriArbBot.py for Private Trader Group
v 1.01 - 6/27/2018 - Incorporated Fees & Live Trading Functionality
v 1.02 - 6/27/2018 - Fixed Order Functionality, Order Amounts, Fee Calculation
v 2.00 - 11/12/2018 - Added 200+ pairs, Twitter percentage now fixed to 3 decimals, reduced time between calls to each pair.
All Rights Reserved
ATTENTION: BY RUNNING SCRIPT YOU AGREE TO REMIT 1% of PROFITS TO THE FOLLOWING ADDRESS DAILY:
BTC: 1BYrAED4pi5DMKu2qZPv8pwe6rEeuxoCiD
NOTE: All Subsequent Version of Program must contain this message, unmodified, in it's entirety
Copyright (c) 2018 by Joaquin Roibal
"""
from binance.client import Client
from binance.enums import *
import time
from datetime import datetime
import matplotlib
from matplotlib import cm
import matplotlib.pyplot as plt
from binance.enums import *
import pprint
#import win32api
#import save_historical_data_Roibal
import math
from BinanceKeys import BinanceKey1
import tweepy
#from samplekeys import keys, keys2, keys3, rkey
api_key = BinanceKey1['api_key']
api_secret = BinanceKey1['api_secret']
#load twitter instantiating code
#list_of_accts = [keys, keys2, keys3]
#Oauth consumer key/secret and token/secret from twitter application
consumer_key = keys3['consumer_key']
consumer_secret = keys3['consumer_secret']
access_token = keys3['access_token']
access_token_secret = keys3['access_token_secret']
#Authorization for Tweepy format
auth = tweepy.OAuthHandler(consumer_key, consumer_secret)
auth.set_access_token(access_token, access_token_secret)
api = tweepy.API(auth, wait_on_rate_limit=True, wait_on_rate_limit_notify=True)
client = Client(api_key, api_secret)
print(client)
#client.synced('order_market_buy', symbol='BNBBTC', quantity=10)
def run():
#set_time_binance()
#Initialize Arbitrage Binance Bot
while 1:
initialize_arb()
#Get Binance Wallet Balance - Split into 4 coins evenly
#Perform our Arbitrage Function
#Data Output (log) in a text file - keep track of start/end time, trades, balance
pass
def set_time_binance():
#Code By Khal Q
gt=client.get_server_time()
tt=time.gmtime(int((gt["serverTime"])/1000))
#win32api.SetSystemTime(tt[0], tt[1],0,tt[2], tt[3], tt[4],tt[5],0)
def initialize_arb():
welcome_message = "\n\n---------------------------------------------------------\n\n"
welcome_message+= "Hello and Welcome to the Binance Arbitrage Crypto Trader Bot Python Script\nCreated 2018 by Joaquin Roibal (@BlockchainEng)"
welcome_message+= "A quick 'run-through' will be performed to introduce you to the functionality of this bot\n"
welcome_message+="To learn more visit medium.com/@BlockchainEng or watch introductory Youtube Videos"
welcome_message+="\nCopyright 2018 by Joaquin Roibal\n"
bot_start_time = str(datetime.now())
welcome_message+= "\nBot Start Time: {}\n\n\n".format(bot_start_time)
print(welcome_message)
#info = client.get_account()
#Clear All Pending Trades
#print(info)
#welcome_message+=str(info)
time.sleep(5)
#trades = client.get_my_trades(symbol='BNBBTC')
#print(trades)
#data_log_to_file(balance)
#output to file - create function
data_log_to_file(welcome_message)
time.sleep(5)
try:
status = client.get_system_status()
print("\nExchange Status: ", status)
#Account Withdrawal History Info
withdraws = client.get_withdraw_history()
#print("\nClient Withdraw History: ", withdraws)
#for symbol in list_of_symbols:
#market_depth(symbol)
#Collect all Symbols for Exchange
#Find Arbitrage Opportunities
coin_list = ['BTC', 'ETH', 'USDT', 'BNB']
balance_list = []
#for coin in coin_list:
#balance_list.append(client.get_asset_balance(coin))
print(balance_list)
data_log_to_file(str(balance_list))
list_of_symbols2 = ['BNBBTC', 'ADABNB', 'ADABTC']
list_of_symbols3 = ['BNBBTC', 'ADXBNB', 'ADXBTC']
list_of_symbols4 = ['BNBBTC', 'AEBNB', 'AEBTC']
list_of_symbols5 = ['BNBBTC', 'AGIBNB', 'AGIBTC']
list_of_symbols6 = ['BNBBTC', 'AIONBNB', 'AIONBTC']
list_of_symbols7 = ['BNBBTC', 'AMBBNB', 'AMBBTC']
list_of_symbols8 = ['BNBBTC', 'APPCBNB', 'APPCBTC']
list_of_symbols9 = ['BNBBTC', 'ARDRBNB', 'ARDRBTC']
list_of_symbols10 = ['BNBBTC', 'BATBNB', 'BATBTC']
list_of_symbols11 = ['BNBBTC', 'BCCBNB', 'BCCBTC']
list_of_symbols12 = ['BNBBTC', 'BCPTBNB', 'BCPTBTC']
list_of_symbols13 = ['BNBBTC', 'BLZBNB', 'BLZBTC']
list_of_symbols14 = ['BNBBTC', 'BRDBNB', 'BRDBTC']
list_of_symbols15 = ['BNBBTC', 'BTSBNB', 'BTSBTC']
list_of_symbols16 = ['BNBBTC', 'CMTBNB', 'CMTBTC']
list_of_symbols17 = ['BNBBTC', 'CNDBNB', 'CNDBTC']
list_of_symbols18 = ['BNBBTC', 'CVCBNB', 'CVCBTC']
list_of_symbols19 = ['BNBBTC', 'DLTBNB', 'DLTBTC']
list_of_symbols20 = ['BNBBTC', 'ENJBNB', 'ENJBTC']
list_of_symbols21 = ['BNBBTC', 'EOSBNB', 'EOSBTC']
list_of_symbols22 = ['BNBBTC', 'ETCBNB', 'ETCBTC']
list_of_symbols23 = ['BNBBTC', 'GNTBNB', 'GNTBTC']
list_of_symbols24 = ['BNBBTC', 'GTOBNB', 'GTOBTC']
list_of_symbols25 = ['BNBBTC', 'ICXBNB', 'ICXBTC']
list_of_symbols26 = ['BNBBTC', 'IOTABNB', 'IOTABTC']
list_of_symbols27 = ['BNBBTC', 'LOOMBNB', 'LOOMBTC']
list_of_symbols28 = ['BNBBTC', 'LSKBNB', 'LSKBTC']
list_of_symbols29 = ['BNBBTC', 'LTCBNB', 'LTCBTC']
list_of_symbols30 = ['BNBBTC', 'MCOBNB', 'MCOBTC']
list_of_symbols31 = ['BNBBTC', 'MFTBNB', 'MFTBTC']
list_of_symbols32 = ['BNBBTC', 'NANOBNB', 'NANOBTC']
list_of_symbols33 = ['BNBBTC', 'NASBNB', 'NASBTC']
list_of_symbols34 = ['BNBBTC', 'NAVBNB', 'NAVBTC']
list_of_symbols35 = ['BNBBTC', 'NCASHBNB', 'NCASHBTC']
list_of_symbols36 = ['BNBBTC', 'NEBLBNB', 'NEBLBTC']
list_of_symbols37 = ['BNBBTC', 'NEOBNB', 'NEOBTC']
list_of_symbols38 = ['BNBBTC', 'NULSBNB', 'NULSBTC']
list_of_symbols39 = ['BNBBTC', 'NXSBNB', 'NXSBTC']
list_of_symbols40 = ['BNBBTC', 'ONTBNB', 'ONTBTC']
list_of_symbols41 = ['BNBBTC', 'OSTBNB', 'OSTBTC']
list_of_symbols42 = ['BNBBTC', 'PAXBNB', 'PAXBTC']
list_of_symbols43 = ['BNBBTC', 'PHXBNB', 'PHXBTC']
list_of_symbols44 = ['BNBBTC', 'PIVXBNB', 'PIVXBTC']
list_of_symbols45 = ['BNBBTC', 'POABNB', 'POABTC']
list_of_symbols46 = ['BNBBTC', 'POWRBNB', 'POWRBTC']
list_of_symbols47 = ['BNBBTC', 'QLCBNB', 'QLCBTC']
list_of_symbols48 = ['BNBBTC', 'QSPBNB', 'QSPBTC']
list_of_symbols49 = ['BNBBTC', 'QTUMBNB', 'QTUMBTC']
list_of_symbols50 = ['BNBBTC', 'RCNBNB', 'RCNBTC']
list_of_symbols51 = ['BNBBTC', 'RDNBNB', 'RDNBTC']
list_of_symbols52 = ['BNBBTC', 'REPBNB', 'REPBTC']
list_of_symbols53 = ['BNBBTC', 'RLCBNB', 'RLCBTC']
list_of_symbols54 = ['BNBBTC', 'SCBNB', 'SCBTC']
list_of_symbols55 = ['BNBBTC', 'SKYBNB', 'SKYBTC']
list_of_symbols56 = ['BNBBTC', 'STEEMBNB', 'STEEMBTC']
list_of_symbols57 = ['BNBBTC', 'STORMBNB', 'STORMBTC']
list_of_symbols58 = ['BNBBTC', 'SYSBNB', 'SYSBTC']
list_of_symbols59 = ['BNBBTC', 'THETABNB', 'THETABTC']
list_of_symbols60 = ['BNBBTC', 'TRXBNB', 'TRXBTC']
list_of_symbols61 = ['BNBBTC', 'TUSDBNB', 'TUSDBTC']
list_of_symbols62 = ['BNBBTC', 'VETBNB', 'VETBTC']
list_of_symbols63 = ['BNBBTC', 'VIABNB', 'VIABTC']
list_of_symbols64 = ['BNBBTC', 'WABIBNB', 'WABIBTC']
list_of_symbols65 = ['BNBBTC', 'WANBNB', 'WANBTC']
list_of_symbols66 = ['BNBBTC', 'WAVESBNB', 'WAVESBTC']
list_of_symbols67 = ['BNBBTC', 'WTCBNB', 'WTCBTC']
list_of_symbols68 = ['BNBBTC', 'XEMBNB', 'XEMBTC']
list_of_symbols69 = ['BNBBTC', 'XLMBNB', 'XLMBTC']
list_of_symbols70 = ['BNBBTC', 'XRPBNB', 'XRPBTC']
list_of_symbols71 = ['BNBBTC', 'XZCBNB', 'XZCBTC']
list_of_symbols72 = ['BNBBTC', 'YOYOBNB', 'YOYOBTC']
list_of_symbols73 = ['BNBBTC', 'ZENBNB', 'ZENBTC']
list_of_symbols74 = ['BNBBTC', 'ZILBNB', 'ZILBTC']
list_of_symbols75 = ['BNBETH', 'ADABNB', 'ADAETH']
list_of_symbols76 = ['BNBETH', 'ADXBNB', 'ADXETH']
list_of_symbols77 = ['BNBETH', 'AEBNB', 'AEETH']
list_of_symbols78 = ['BNBETH', 'AGIBNB', 'AGIETH']
list_of_symbols79 = ['BNBETH', 'AIONBNB', 'AIONETH']
list_of_symbols80 = ['BNBETH', 'AMBBNB', 'AMBETH']
list_of_symbols81 = ['BNBETH', 'APPCBNB', 'APPCETH']
list_of_symbols82 = ['BNBETH', 'ARDRBNB', 'ARDRETH']
list_of_symbols83 = ['BNBETH', 'BATBNB', 'BATETH']
list_of_symbols84 = ['BNBETH', 'BCCBNB', 'BCCETH']
list_of_symbols85 = ['BNBETH', 'BCPTBNB', 'BCPTETH']
list_of_symbols86 = ['BNBETH', 'BLZBNB', 'BLZETH']
list_of_symbols87 = ['BNBETH', 'BRDBNB', 'BRDETH']
list_of_symbols88 = ['BNBETH', 'BTSBNB', 'BTSETH']
list_of_symbols89 = ['BNBETH', 'CMTBNB', 'CMTETH']
list_of_symbols90 = ['BNBETH', 'CNDBNB', 'CNDETH']
list_of_symbols91 = ['BNBETH', 'CVCBNB', 'CVCETH']
list_of_symbols92 = ['BNBETH', 'DLTBNB', 'DLTETH']
list_of_symbols93 = ['BNBETH', 'ENJBNB', 'ENJETH']
list_of_symbols94 = ['BNBETH', 'EOSBNB', 'EOSETH']
list_of_symbols95 = ['BNBETH', 'ETCBNB', 'ETCETH']
list_of_symbols96 = ['BNBETH', 'GNTBNB', 'GNTETH']
list_of_symbols97 = ['BNBETH', 'GTOBNB', 'GTOETH']
list_of_symbols98 = ['BNBETH', 'ICXBNB', 'ICXETH']
list_of_symbols99 = ['BNBETH', 'IOTABNB', 'IOTAETH']
list_of_symbols100 = ['BNBETH', 'LOOMBNB', 'LOOMETH']
list_of_symbols101 = ['BNBETH', 'LSKBNB', 'LSKETH']
list_of_symbols102 = ['BNBETH', 'LTCBNB', 'LTCETH']
list_of_symbols103 = ['BNBETH', 'MCOBNB', 'MCOETH']
list_of_symbols104 = ['BNBETH', 'MFTBNB', 'MFTETH']
list_of_symbols105 = ['BNBETH', 'NANOBNB', 'NANOETH']
list_of_symbols106 = ['BNBETH', 'NASBNB', 'NASETH']
list_of_symbols107 = ['BNBETH', 'NAVBNB', 'NAVETH']
list_of_symbols108 = ['BNBETH', 'NCASHBNB', 'NCASHETH']
list_of_symbols109 = ['BNBETH', 'NEBLBNB', 'NEBLETH']
list_of_symbols110 = ['BNBETH', 'NEOBNB', 'NEOETH']
list_of_symbols111 = ['BNBETH', 'NULSBNB', 'NULSETH']
list_of_symbols112 = ['BNBETH', 'NXSBNB', 'NXSETH']
list_of_symbols113 = ['BNBETH', 'ONTBNB', 'ONTETH']
list_of_symbols114 = ['BNBETH', 'OSTBNB', 'OSTETH']
list_of_symbols115 = ['BNBETH', 'PAXBNB', 'PAXETH']
list_of_symbols116 = ['BNBETH', 'PHXBNB', 'PHXETH']
list_of_symbols117 = ['BNBETH', 'PIVXBNB', 'PIVXETH']
list_of_symbols118 = ['BNBETH', 'POABNB', 'POAETH']
list_of_symbols119 = ['BNBETH', 'POWRBNB', 'POWRETH']
list_of_symbols120 = ['BNBETH', 'QLCBNB', 'QLCETH']
list_of_symbols121 = ['BNBETH', 'QSPBNB', 'QSPETH']
list_of_symbols122 = ['BNBETH', 'QTUMBNB', 'QTUMETH']
list_of_symbols123 = ['BNBETH', 'RCNBNB', 'RCNETH']
list_of_symbols124 = ['BNBETH', 'RDNBNB', 'RDNETH']
list_of_symbols125 = ['BNBETH', 'REPBNB', 'REPETH']
list_of_symbols126 = ['BNBETH', 'RLCBNB', 'RLCETH']
list_of_symbols127 = ['BNBETH', 'SCBNB', 'SCETH']
list_of_symbols128 = ['BNBETH', 'SKYBNB', 'SKYETH']
list_of_symbols129 = ['BNBETH', 'STEEMBNB', 'STEEMETH']
list_of_symbols130 = ['BNBETH', 'STORMBNB', 'STORMETH']
list_of_symbols131 = ['BNBETH', 'SYSBNB', 'SYSETH']
list_of_symbols132 = ['BNBETH', 'THETABNB', 'THETAETH']
list_of_symbols133 = ['BNBETH', 'TRXBNB', 'TRXETH']
list_of_symbols134 = ['BNBETH', 'TUSDBNB', 'TUSDETH']
list_of_symbols135 = ['BNBETH', 'VETBNB', 'VETETH']
list_of_symbols136 = ['BNBETH', 'VIABNB', 'VIAETH']
list_of_symbols137 = ['BNBETH', 'WABIBNB', 'WABIETH']
list_of_symbols138 = ['BNBETH', 'WANBNB', 'WANETH']
list_of_symbols139 = ['BNBETH', 'WAVESBNB', 'WAVESETH']
list_of_symbols140 = ['BNBETH', 'WTCBNB', 'WTCETH']
list_of_symbols141 = ['BNBETH', 'XEMBNB', 'XEMETH']
list_of_symbols142 = ['BNBETH', 'XLMBNB', 'XLMETH']
list_of_symbols143 = ['BNBETH', 'XRPBNB', 'XRPETH']
list_of_symbols144 = ['BNBETH', 'XZCBNB', 'XZCETH']
list_of_symbols145 = ['BNBETH', 'YOYOBNB', 'YOYOETH']
list_of_symbols146 = ['BNBETH', 'ZENBNB', 'ZENETH']
list_of_symbols147 = ['BNBETH', 'ZILBNB', 'ZILETH']
list_of_symbols148 = ['ETHBTC', 'ADAETH', 'ADABTC']
list_of_symbols149 = ['ETHBTC', 'ADXETH', 'ADXBTC']
list_of_symbols150 = ['ETHBTC', 'AEETH', 'AEBTC']
list_of_symbols151 = ['ETHBTC', 'AGIETH', 'AGIBTC']
list_of_symbols152 = ['ETHBTC', 'AIONETH', 'AIONBTC']
list_of_symbols153 = ['ETHBTC', 'AMBETH', 'AMBBTC']
list_of_symbols154 = ['ETHBTC', 'APPCETH', 'APPCBTC']
list_of_symbols155 = ['ETHBTC', 'ARDRETH', 'ARDRBTC']
list_of_symbols156 = ['ETHBTC', 'ARKETH', 'ARKBTC']
list_of_symbols157 = ['ETHBTC', 'ARNETH', 'ARNBTC']
list_of_symbols158 = ['ETHBTC', 'ASTETH', 'ASTBTC']
list_of_symbols159 = ['ETHBTC', 'BATETH', 'BATBTC']
list_of_symbols160 = ['ETHBTC', 'BCCETH', 'BCCBTC']
list_of_symbols161 = ['ETHBTC', 'BCDETH', 'BCDBTC']
list_of_symbols162 = ['ETHBTC', 'BCPTETH', 'BCPTBTC']
list_of_symbols163 = ['ETHBTC', 'BLZETH', 'BLZBTC']
list_of_symbols164 = ['ETHBTC', 'BNBETH', 'BNBBTC']
list_of_symbols165 = ['ETHBTC', 'BNTETH', 'BNTBTC']
list_of_symbols166 = ['ETHBTC', 'BQXETH', 'BQXBTC']
list_of_symbols167 = ['ETHBTC', 'BRDETH', 'BRDBTC']
list_of_symbols168 = ['ETHBTC', 'BTGETH', 'BTGBTC']
list_of_symbols169 = ['ETHBTC', 'BTSETH', 'BTSBTC']
list_of_symbols170 = ['ETHBTC', 'CDTETH', 'CDTBTC']
list_of_symbols171 = ['ETHBTC', 'CLOAKETH', 'CLOAKBTC']
list_of_symbols172 = ['ETHBTC', 'CMTETH', 'CMTBTC']
list_of_symbols173 = ['ETHBTC', 'CNDETH', 'CNDBTC']
list_of_symbols174 = ['ETHBTC', 'CVCETH', 'CVCBTC']
list_of_symbols175 = ['ETHBTC', 'DASHETH', 'DASHBTC']
list_of_symbols176 = ['ETHBTC', 'DATAETH', 'DATABTC']
list_of_symbols177 = ['ETHBTC', 'DENTETH', 'DENTBTC']
list_of_symbols178 = ['ETHBTC', 'DGDETH', 'DGDBTC']
list_of_symbols179 = ['ETHBTC', 'DLTETH', 'DLTBTC']
list_of_symbols180 = ['ETHBTC', 'DNTETH', 'DNTBTC']
list_of_symbols181 = ['ETHBTC', 'DOCKETH', 'DOCKBTC']
list_of_symbols182 = ['ETHBTC', 'EDOETH', 'EDOBTC']
list_of_symbols183 = ['ETHBTC', 'ELFETH', 'ELFBTC']
list_of_symbols184 = ['ETHBTC', 'ENGETH', 'ENGBTC']
list_of_symbols185 = ['ETHBTC', 'ENJETH', 'ENJBTC']
list_of_symbols186 = ['ETHBTC', 'EOSETH', 'EOSBTC']
list_of_symbols187 = ['ETHBTC', 'ETCETH', 'ETCBTC']
list_of_symbols188 = ['ETHBTC', 'EVXETH', 'EVXBTC']
list_of_symbols189 = ['ETHBTC', 'FUELETH', 'FUELBTC']
list_of_symbols190 = ['ETHBTC', 'FUNETH', 'FUNBTC']
list_of_symbols191 = ['ETHBTC', 'GNTETH', 'GNTBTC']
list_of_symbols192 = ['ETHBTC', 'GRSETH', 'GRSBTC']
list_of_symbols193 = ['ETHBTC', 'GTOETH', 'GTOBTC']
list_of_symbols194 = ['ETHBTC', 'GVTETH', 'GVTBTC']
list_of_symbols195 = ['ETHBTC', 'GXSETH', 'GXSBTC']
list_of_symbols196 = ['ETHBTC', 'HCETH', 'HCBTC']
list_of_symbols197 = ['ETHBTC', 'HOTETH', 'HOTBTC']
list_of_symbols198 = ['ETHBTC', 'ICXETH', 'ICXBTC']
list_of_symbols199 = ['ETHBTC', 'INSETH', 'INSBTC']
list_of_symbols200 = ['ETHBTC', 'IOSTETH', 'IOSTBTC']
list_of_symbols201 = ['ETHBTC', 'IOTAETH', 'IOTABTC']
list_of_symbols202 = ['ETHBTC', 'IOTXETH', 'IOTXBTC']
list_of_symbols203 = ['ETHBTC', 'KEYETH', 'KEYBTC']
list_of_symbols204 = ['ETHBTC', 'KMDETH', 'KMDBTC']
list_of_symbols205 = ['ETHBTC', 'KNCETH', 'KNCBTC']
list_of_symbols206 = ['ETHBTC', 'LENDETH', 'LENDBTC']
list_of_symbols207 = ['ETHBTC', 'LINKETH', 'LINKBTC']
list_of_symbols208 = ['ETHBTC', 'LOOMETH', 'LOOMBTC']
list_of_symbols209 = ['ETHBTC', 'LRCETH', 'LRCBTC']
list_of_symbols210 = ['ETHBTC', 'LSKETH', 'LSKBTC']
list_of_symbols211 = ['ETHBTC', 'LTCETH', 'LTCBTC']
list_of_symbols212 = ['ETHBTC', 'LUNETH', 'LUNBTC']
list_of_symbols213 = ['ETHBTC', 'MANAETH', 'MANABTC']
list_of_symbols214 = ['ETHBTC', 'MCOETH', 'MCOBTC']
list_of_symbols215 = ['ETHBTC', 'MDAETH', 'MDABTC']
list_of_symbols216 = ['ETHBTC', 'MFTETH', 'MFTBTC']
list_of_symbols217 = ['ETHBTC', 'MODETH', 'MODBTC']
list_of_symbols218 = ['ETHBTC', 'MTHETH', 'MTHBTC']
list_of_symbols219 = ['ETHBTC', 'MTLETH', 'MTLBTC']
list_of_symbols220 = ['ETHBTC', 'NANOETH', 'NANOBTC']
list_of_symbols221 = ['ETHBTC', 'NASETH', 'NASBTC']
list_of_symbols222 = ['ETHBTC', 'NAVETH', 'NAVBTC']
list_of_symbols223 = ['ETHBTC', 'NCASHETH', 'NCASHBTC']
list_of_symbols224 = ['ETHBTC', 'NEBLETH', 'NEBLBTC']
list_of_symbols225 = ['ETHBTC', 'NEOETH', 'NEOBTC']
list_of_symbols226 = ['ETHBTC', 'NPXSETH', 'NPXSBTC']
list_of_symbols227 = ['ETHBTC', 'NULSETH', 'NULSBTC']
list_of_symbols228 = ['ETHBTC', 'NXSETH', 'NXSBTC']
list_of_symbols229 = ['ETHBTC', 'OAXETH', 'OAXBTC']
list_of_symbols230 = ['ETHBTC', 'OMGETH', 'OMGBTC']
list_of_symbols231 = ['ETHBTC', 'ONTETH', 'ONTBTC']
list_of_symbols232 = ['ETHBTC', 'OSTETH', 'OSTBTC']
list_of_symbols233 = ['ETHBTC', 'PAXETH', 'PAXBTC']
list_of_symbols234 = ['ETHBTC', 'PHXETH', 'PHXBTC']
list_of_symbols235 = ['ETHBTC', 'PIVXETH', 'PIVXBTC']
list_of_symbols236 = ['ETHBTC', 'POAETH', 'POABTC']
list_of_symbols237 = ['ETHBTC', 'POEETH', 'POEBTC']
list_of_symbols238 = ['ETHBTC', 'POWRETH', 'POWRBTC']
list_of_symbols239 = ['ETHBTC', 'PPTETH', 'PPTBTC']
list_of_symbols240 = ['ETHBTC', 'QKCETH', 'QKCBTC']
list_of_symbols241 = ['ETHBTC', 'QLCETH', 'QLCBTC']
list_of_symbols242 = ['ETHBTC', 'QSPETH', 'QSPBTC']
list_of_symbols243 = ['ETHBTC', 'QTUMETH', 'QTUMBTC']
list_of_symbols244 = ['ETHBTC', 'RCNETH', 'RCNBTC']
list_of_symbols245 = ['ETHBTC', 'RDNETH', 'RDNBTC']
list_of_symbols246 = ['ETHBTC', 'REPETH', 'REPBTC']
list_of_symbols247 = ['ETHBTC', 'REQETH', 'REQBTC']
list_of_symbols248 = ['ETHBTC', 'RLCETH', 'RLCBTC']
list_of_symbols249 = ['ETHBTC', 'SALTETH', 'SALTBTC']
list_of_symbols250 = ['ETHBTC', 'SCETH', 'SCBTC']
list_of_symbols251 = ['ETHBTC', 'SKYETH', 'SKYBTC']
list_of_symbols252 = ['ETHBTC', 'SNGLSETH', 'SNGLSBTC']
list_of_symbols253 = ['ETHBTC', 'SNMETH', 'SNMBTC']
list_of_symbols254 = ['ETHBTC', 'SNTETH', 'SNTBTC']
list_of_symbols255 = ['ETHBTC', 'STEEMETH', 'STEEMBTC']
list_of_symbols256 = ['ETHBTC', 'STORJETH', 'STORJBTC']
list_of_symbols257 = ['ETHBTC', 'STORMETH', 'STORMBTC']
list_of_symbols258 = ['ETHBTC', 'STRATETH', 'STRATBTC']
list_of_symbols259 = ['ETHBTC', 'SUBETH', 'SUBBTC']
list_of_symbols260 = ['ETHBTC', 'SYSETH', 'SYSBTC']
list_of_symbols261 = ['ETHBTC', 'THETAETH', 'THETABTC']
list_of_symbols262 = ['ETHBTC', 'TNBETH', 'TNBBTC']
list_of_symbols263 = ['ETHBTC', 'TNTETH', 'TNTBTC']
list_of_symbols264 = ['ETHBTC', 'TRXETH', 'TRXBTC']
list_of_symbols265 = ['ETHBTC', 'TUSDETH', 'TUSDBTC']
list_of_symbols266 = ['ETHBTC', 'VETETH', 'VETBTC']
list_of_symbols267 = ['ETHBTC', 'VIAETH', 'VIABTC']
list_of_symbols268 = ['ETHBTC', 'VIBEETH', 'VIBEBTC']
list_of_symbols269 = ['ETHBTC', 'VIBETH', 'VIBBTC']
list_of_symbols270 = ['ETHBTC', 'WABIETH', 'WABIBTC']
list_of_symbols271 = ['ETHBTC', 'WANETH', 'WANBTC']
list_of_symbols272 = ['ETHBTC', 'WAVESETH', 'WAVESBTC']
list_of_symbols273 = ['ETHBTC', 'WINGSETH', 'WINGSBTC']
list_of_symbols274 = ['ETHBTC', 'WPRETH', 'WPRBTC']
list_of_symbols275 = ['ETHBTC', 'WTCETH', 'WTCBTC']
list_of_symbols276 = ['ETHBTC', 'XEMETH', 'XEMBTC']
list_of_symbols277 = ['ETHBTC', 'XLMETH', 'XLMBTC']
list_of_symbols278 = ['ETHBTC', 'XMRETH', 'XMRBTC']
list_of_symbols279 = ['ETHBTC', 'XRPETH', 'XRPBTC']
list_of_symbols280 = ['ETHBTC', 'XVGETH', 'XVGBTC']
list_of_symbols281 = ['ETHBTC', 'XZCETH', 'XZCBTC']
list_of_symbols282 = ['ETHBTC', 'YOYOETH', 'YOYOBTC']
list_of_symbols283 = ['ETHBTC', 'ZECETH', 'ZECBTC']
list_of_symbols284 = ['ETHBTC', 'ZENETH', 'ZENBTC']
list_of_symbols285 = ['ETHBTC', 'ZILETH', 'ZILBTC']
list_of_symbols286 = ['ETHBTC', 'ZRXETH', 'ZRXBTC']
list_of_arb_sym = [list_of_symbols2,list_of_symbols3,list_of_symbols4,list_of_symbols5,list_of_symbols6
,list_of_symbols7,list_of_symbols8,list_of_symbols9,list_of_symbols10,list_of_symbols11,list_of_symbols12
,list_of_symbols13,list_of_symbols14,list_of_symbols15,list_of_symbols16,list_of_symbols17,list_of_symbols18
,list_of_symbols19,list_of_symbols20,list_of_symbols21,list_of_symbols22,list_of_symbols23,list_of_symbols24
,list_of_symbols25,list_of_symbols26,list_of_symbols27,list_of_symbols28,list_of_symbols29,list_of_symbols30
,list_of_symbols31,list_of_symbols32,list_of_symbols33,list_of_symbols34,list_of_symbols35,list_of_symbols36
,list_of_symbols37,list_of_symbols38,list_of_symbols39,list_of_symbols40,list_of_symbols41,list_of_symbols42
,list_of_symbols43,list_of_symbols44,list_of_symbols45,list_of_symbols46,list_of_symbols47,list_of_symbols48
,list_of_symbols49,list_of_symbols50,list_of_symbols51,list_of_symbols52,list_of_symbols53,list_of_symbols54
,list_of_symbols55,list_of_symbols56,list_of_symbols57,list_of_symbols58,list_of_symbols59,list_of_symbols60
,list_of_symbols61,list_of_symbols62,list_of_symbols63,list_of_symbols64,list_of_symbols65,list_of_symbols66
,list_of_symbols67,list_of_symbols68,list_of_symbols69,list_of_symbols70,list_of_symbols71,list_of_symbols72
,list_of_symbols73,list_of_symbols74,list_of_symbols75,list_of_symbols76,list_of_symbols77,list_of_symbols78
,list_of_symbols79,list_of_symbols80,list_of_symbols81,list_of_symbols82,list_of_symbols83,list_of_symbols84
,list_of_symbols85,list_of_symbols86,list_of_symbols87,list_of_symbols88,list_of_symbols89,list_of_symbols90
,list_of_symbols91,list_of_symbols92,list_of_symbols93,list_of_symbols94,list_of_symbols95,list_of_symbols96
,list_of_symbols97,list_of_symbols98,list_of_symbols99,list_of_symbols100,list_of_symbols101,list_of_symbols102
,list_of_symbols103,list_of_symbols104,list_of_symbols105,list_of_symbols106,list_of_symbols107,list_of_symbols108
,list_of_symbols109,list_of_symbols110,list_of_symbols111,list_of_symbols112,list_of_symbols113,list_of_symbols114
,list_of_symbols115,list_of_symbols116,list_of_symbols117,list_of_symbols118,list_of_symbols119,list_of_symbols120
,list_of_symbols121,list_of_symbols122,list_of_symbols123,list_of_symbols124,list_of_symbols125,list_of_symbols126
,list_of_symbols127,list_of_symbols128,list_of_symbols129,list_of_symbols130,list_of_symbols131,list_of_symbols132
,list_of_symbols133,list_of_symbols134,list_of_symbols135,list_of_symbols136,list_of_symbols137,list_of_symbols138
,list_of_symbols139,list_of_symbols140,list_of_symbols141,list_of_symbols142,list_of_symbols143,list_of_symbols144
,list_of_symbols145,list_of_symbols146,list_of_symbols147,list_of_symbols148,list_of_symbols149,list_of_symbols150
,list_of_symbols151,list_of_symbols152,list_of_symbols153,list_of_symbols154,list_of_symbols155,list_of_symbols156
,list_of_symbols157,list_of_symbols158,list_of_symbols159,list_of_symbols160,list_of_symbols161,list_of_symbols162
,list_of_symbols163,list_of_symbols164,list_of_symbols165,list_of_symbols166,list_of_symbols167,list_of_symbols168
,list_of_symbols169,list_of_symbols170,list_of_symbols171,list_of_symbols172,list_of_symbols173,list_of_symbols174
,list_of_symbols175,list_of_symbols176,list_of_symbols177,list_of_symbols178,list_of_symbols179,list_of_symbols180
,list_of_symbols181,list_of_symbols182,list_of_symbols183,list_of_symbols184,list_of_symbols185,list_of_symbols186
,list_of_symbols187,list_of_symbols188,list_of_symbols189,list_of_symbols190,list_of_symbols191,list_of_symbols192
,list_of_symbols193,list_of_symbols194,list_of_symbols195,list_of_symbols196,list_of_symbols197,list_of_symbols198
,list_of_symbols199,list_of_symbols200,list_of_symbols201,list_of_symbols202,list_of_symbols203,list_of_symbols204
,list_of_symbols205,list_of_symbols206,list_of_symbols207,list_of_symbols208,list_of_symbols209,list_of_symbols210
,list_of_symbols211,list_of_symbols212,list_of_symbols213,list_of_symbols214,list_of_symbols215,list_of_symbols216
,list_of_symbols217,list_of_symbols218,list_of_symbols219,list_of_symbols220,list_of_symbols221,list_of_symbols222
,list_of_symbols223,list_of_symbols224,list_of_symbols225,list_of_symbols226,list_of_symbols227,list_of_symbols228
,list_of_symbols229,list_of_symbols230,list_of_symbols231,list_of_symbols232,list_of_symbols233,list_of_symbols234
,list_of_symbols235,list_of_symbols236,list_of_symbols237,list_of_symbols238,list_of_symbols239,list_of_symbols240
,list_of_symbols241,list_of_symbols242,list_of_symbols243,list_of_symbols244,list_of_symbols245,list_of_symbols246
,list_of_symbols247,list_of_symbols248,list_of_symbols249,list_of_symbols250,list_of_symbols251,list_of_symbols252
,list_of_symbols253,list_of_symbols254,list_of_symbols255,list_of_symbols256,list_of_symbols257,list_of_symbols258
,list_of_symbols259,list_of_symbols260,list_of_symbols261,list_of_symbols262,list_of_symbols263,list_of_symbols264
,list_of_symbols265,list_of_symbols266,list_of_symbols267,list_of_symbols268,list_of_symbols269,list_of_symbols270
,list_of_symbols271,list_of_symbols272,list_of_symbols273,list_of_symbols274,list_of_symbols275,list_of_symbols276
,list_of_symbols277,list_of_symbols278,list_of_symbols279,list_of_symbols280,list_of_symbols281,list_of_symbols282
,list_of_symbols283,list_of_symbols284,list_of_symbols285,list_of_symbols286]
#Create List of all balance amounts for each coin:
msg1 = "LOADING BALANCES FROM BINANCE"
print(msg1)
data_log_to_file(msg1)
#list_balance = []
#for sym in list_of_arb_sym:
#for sym2 in sym:
#orders = client.get_all_orders(symbol=sym2, limit=10)
#list_balance.append(orders)
#data_log_to_file(list_balance)
#pprint(list_balance)
#info = client.get_symbol_info(sym)
#print(info)
#prices = client.get_all_tickers()
tickers = client.get_orderbook_tickers()
#print(prices)
#print(tickers)
#portfolio = [10, 100, 10000, 500, str(datetime.now())] #Number of: [Bitcoin, Ethereum, USDT, Binance Coin]
#Load Binance Portfolio
#binance_portfolio(coin_list)
#Load Portfolio File
portfolio=[]
with open('Portfolio.txt') as f1:
read_data = f1.readlines()
for line in read_data:
load_portfolio = line #Load Previous Portfolio
load_portfolio = list(load_portfolio[1:-1].split(','))
#Load From Binance
#print(load_portfolio)
#time.sleep(5)
#for i in range(0,3):
#portfolio[i] = float(portfolio[i]) #Set Type for first 4 values of Portfolio
i=0
for val in load_portfolio:
#print(val.strip())
if i == 4:
portfolio.append(str(datetime.now()))
break
portfolio.append(float(val))
i+=1
portf_msg = "Starting Portfolio (Paper): " + str(portfolio)
#Load Balances for each coin in exchange
#Split BTC into 4 equal amounts, buy all 3 other coins with that amount
print(portf_msg)
portf_file_save(portfolio)
data_log_to_file(portf_msg)
while 1:
#Run Arbitrage Profit Functionality - To Determine Highest Profit Percentage - Cont Loop
calc_profit_list =[]
exp_profit = 0 #Expected Profit, Set to 0 initially
m=0
for i in range(0,2):
if exp_profit>0:
break
n = 0 #Market Position Market (m) & counter (n)
for arb_market in list_of_arb_sym:
calc_profit_list.append(arbitrage_bin(arb_market, tickers, portfolio, 1, 1))
#print(calc_profit_list)
for exch_market in calc_profit_list:
if exch_market[4]>exp_profit:
exp_profit = exch_market[4]
m = n
n+=1
#for profit1 in calc_profit_list:
#data_log_to_file(str(profit1))
print(m)
exp_profitx = float("%0.3f" % (exp_profit))
if m>4:
m-=4
profit_message = "\nMost Profitable Market: {} \nExpected Profit: {}%".format(list_of_arb_sym[m], exp_profitx)
print(profit_message)
data_log_to_file(profit_message)
#time.sleep(5)
#Run Arbitrage Function on Highest Profit Percentage Coin for 10 minutes
arb_list_data = []
arb_start_time = str(datetime.now())
for i in range(0,180):
#Collect Arbitrage Data Into List format for 5 cycles, 30 second cycles (replaces functionality)
try:
arb_list_data.append(arbitrage_bin(list_of_arb_sym[m], tickers, portfolio, 1, 1, 'Yes', 'No')) #'Yes' to place orders
#binance_portfolio(coin_list)
except:
#raise
pass
#print(arb_list_data)
time.sleep(5)
arb_end_time = str(datetime.now())
#Visualize Collected Arb List Data with MatPlotLib
viz_arb_data(arb_list_data, list_of_arb_sym[m], arb_start_time, arb_end_time, 'Yes', profit_message) #Add 'Yes' for tweet
except:
print("\nFAILURE INITIALIZE\n")
raise
def data_log_to_file(message):
with open('CryptoTriArbBot_DataLog.txt', 'a+') as f:
f.write(message)
def portf_file_save(portfolio, filename='Portfolio.txt'):
with open(filename, 'a+') as f:
f.write('\n'+str(portfolio))
def arbitrage_bin(list_of_sym, tickers, portfolio, cycle_num=10, cycle_time=30, place_order='No', real_order='No'):
#Create Triangular Arbitrage Function
arb_message = "Binance Arbitrage Function Data Collection - Running\n"
print(arb_message)
data_log_to_file(arb_message)
#time.sleep(2)
fee_percentage = 0.05*3 #divided by 100
#Created Arbitrage Functionality for with Python-Binance
for i in range(0,1): #initialize Exchange
#create blacklist of exchanges
#exchange1 = getattr (ccxt, exch) ()
#symbols = tickers.keys()
#print(symbols)
#time.sleep(20)
#Find Pairs to Trade
"""
pairs = []
for sym in symbols:
for symbol in coins:
if symbol in sym:
pairs.append(sym)
print(pairs)
#From Coin 1 to Coin 2 - ETH/BTC - Bid
#From Coin 2 to Coin 3 - ETH/LTC - Ask
#From Coin 3 to Coin 1 - BTC/LTC - Bid
arb_list = ['ETH/BTC'] #, 'ETH/LTC', 'BTC/LTC']
#Find 'closed loop' of currency rate pairs
j=0
while 1:
if j == 1:
final = arb_list[0][-3:] + '/' + str(arb_list[1][-3:])
print(final)
#if final in symbols:
arb_list.append(final)
break
for sym in symbols:
if sym in arb_list:
pass
else:
if j % 2 == 0:
if arb_list[j][0:3] == sym[0:3]:
if arb_list[j] == sym:
pass
else:
arb_list.append(sym)
print(arb_list)
j+=1
break
if j % 2 == 1:
if arb_list[j][-3:] == sym[-3:]:
if arb_list[j] == sym:
pass
else:
arb_list.append(sym)
print(arb_list)
j+=1
break
"""
#time.sleep(.5)
print("List of Arbitrage Symbols:", list_of_sym)
#time.sleep(3)
#Determine Rates for our 3 currency pairs - order book
list_exch_rate_list = []
if 1:
#Create Visualization of Currency Exchange Rate Value - Over Time
#Determine Cycle number (when data is taken) and time when taken
for k in range(0,cycle_num):
i=0
exch_rate_list = []
profit_fee_list = []
data_collect_message1 = "Data Collection Cycle Number: "+str(k) +'\n'
#print(data_collect_message1)
data_log_to_file(data_collect_message1)
for sym in list_of_sym:
currency_pair = "Currency Pair: "+str(sym)+" "
if sym in list_of_sym:
#depth = client.get_(sym)
#print(depth)
"""if i == 0: #For first in triangle
depth = client.get_order_book(symbol=sym)
exch_rate_list.append(float(depth['bids'][0][0]))
print(depth['bids'][0][0])
"""
if i % 2==0:
#exch_rate_list.append(depth['bids'][0][0]) #converted to Binance
depth = client.get_order_book(symbol=sym)
if i ==0:
price1 = float(depth['bids'][0][0])
exch_rate_list.append(price1)
if i ==2:
price3 = float(depth['bids'][0][0])
exch_rate_list.append(price3)
Exch_rate1 = currency_pair+ "Exchange Rate: {}".format(depth['bids'][0][0]) +' '
print(Exch_rate1)
data_log_to_file(Exch_rate1)
if i == 1:
#exch_rate_list.append(depth['asks'][0][0])
depth = client.get_order_book(symbol=sym)
price2 = float(depth['asks'][0][0])
exch_rate_list.append(price2)
Exch_rate2 = currency_pair+"Exchange Rate: {}".format(depth['asks'][0][0])+' '
print(Exch_rate2)
data_log_to_file(Exch_rate2)
i+=1
else:
exch_rate_list.append(0)
#exch_rate_list.append(((rateB[-1]-rateA[-1])/rateA[-1])*100) #Expected Profit
exch_rate_list.append(datetime.now()) #changed to Human Readable time
#time.sleep(10)
#Compare to determine if Arbitrage opp exists
print(exch_rate_list)
data_log_to_file(str(exch_rate_list))
rate1 = exch_rate_list[0]
buy_price = "Buy: {}".format(rate1)
print(buy_price)
data_log_to_file(buy_price)
#price2= exch_rate_list[1]
#price3= exch_rate_list[2]
rate2 = price3/price2
sell_price = "Sell: {}".format(rate2)
print(sell_price)
data_log_to_file(sell_price)
if float(rate1)<float(rate2):
arb_1_msg = "Arbitrage Possibility - "
#Calculate Profit, append to List
arb_profit = ((rate2-rate1)/rate2)*100
arb_profit_fees = fee_percentage
arb_profit_adjust = arb_profit - arb_profit_fees
arb_1_msg += "Potential Profit (Percentage): "+str(arb_profit) +'%\n'
arb_1_msg += "\nPotential Fees (Percentage): "+str((arb_profit_fees))
arb_1_msg += "\nAdjusted Profit (Percentage): "+str(arb_profit_adjust)
print(arb_1_msg)
data_log_to_file(arb_1_msg)
exch_rate_list.append(arb_profit)
profit_fee_list.append([arb_profit, arb_profit_fees, arb_profit_adjust])
portf_file_save(profit_fee_list, 'Portfolio_fees_Rates.txt')
#Calculate Amount Profit (orderbooks)
#Place Order (Play Money)
if place_order == 'Yes':
place_order_msg = "PLACING ORDER"
print(place_order_msg)
data_log_to_file(place_order_msg)
portfolio, start, coin2, coin3, final = tri_arb_paper(portfolio, list_of_sym, exch_rate_list)
portfolio2, start1, coin2fee, coin3fee, final = tri_arb_paper(portfolio, list_of_sym, exch_rate_list, 'Yes')
#portfolio_strat1 = tri_arb_paper(portfolio, list_of_sym, exch_rate_list, 'Yes')
if arb_profit_adjust>0:
portf_file_save(portfolio2, "Portfolio_fees_strategy1.txt")
portf_file_save(portfolio)
portf_file_save(portfolio2, 'Portfolio_fees.txt')
#If Function is submitted requesting 'Real Order'
if real_order == 'Yes':
if arb_profit>fee_percentage:
real_order_msg = "ENTERING REAL ORDER: "
real_order_msg += "NO FEE PROFIT PERCENTAGE: "+str(arb_profit)
real_order_msg += "FEE PERCENTAGE: "+str(fee_percentage)
real_order_msg += "ARBITRAGING: "+str(list_of_sym)
print(real_order_msg)
data_log_to_file(real_order_msg)
#Place 3 orders in succession buying/selling coins for the tri arb
quantity = [0.005, 0.21, 15, 1, 60, 60, 60] #Limit Amounts For Trading
real_order_msg1 = "REAL ORDER BUY (1): " +str(list_of_sym[0])
port, amt_coin1, amt_coin2, amt_coin3, amt_coin_final = tri_arb_paper(quantity, list_of_sym, exch_rate_list, 'Yes')
coin_amts = [amt_coin1, amt_coin2[-1], amt_coin3[-1], amt_coin_final[-1]]
#Round Coin Amounts of Binance Coin (must be purchased in whole amounts)
for a, sym in enumerate(list_of_sym):
print(sym)
if sym[0:3]=='BNB' or sym[-3:]=='BNB':
coin_amts[a+1] = math.ceil(coin_amts[a+1])
print(coin_amts[a])
real_order_msg1 += "Coin Amounts to Purchase: "+str(coin_amts)
print(real_order_msg1)
real_order_start_time = datetime.now()
real_order_msg1+="\nSTART TIME: " + str(real_order_start_time)+"\n\n"
#First Order - Coin 2 from Starting Coin -
price_order_1 = round(float(exch_rate_list[int(0)]),5)
quantity_1 = round(coin_amts[1], 5)
order_1 = client.create_order (symbol=list_of_sym[0],
side=SIDE_BUY,
type=ORDER_TYPE_LIMIT,
quantity=quantity_1,
price=price_order_1,
timeInForce=TIME_IN_FORCE_GTC)
real_order_msg1 += str(order_1) +'\n'+str(quantity_1)
price_order_2 = round((1/exch_rate_list[1]), 5)
print(price_order_2)
quantity_2 = round(coin_amts[2], 5)
order_2 = client.create_order (symbol=list_of_sym[1],
side=SIDE_BUY,
type=ORDER_TYPE_LIMIT,
quantity=quantity_2,
price=price_order_2,
timeInForce=TIME_IN_FORCE_GTC)
real_order_msg1 += str(order_2)+'\n'+str(quantity_2)
real_order_msg1 += "\n\nREAL ORDER SELL: \n"
price_order_3 = round(float(exch_rate_list[int(2)]),5)
quantity_3 = round(coin_amts[3], 5)
order_3 = client.create_order (symbol=list_of_sym[2],
side=SIDE_SELL,
type=ORDER_TYPE_LIMIT,
quantity=quantity_3,
price=price_order_3,
timeInForce=TIME_IN_FORCE_GTC)
real_order_msg1+= str(order_3)+'\n'+str(quantity_3)
real_order_stop_time = datetime.now()
real_order_msg1+= str(real_order_stop_time)
portf_file_save(real_order_msg, 'Real_Order_Messages_Log.txt')
real_order_msg_prices = [price_order_1, price_order_2, price_order_3]
real_order_quantity = [quantity_1, quantity_2, quantity_3]
real_order_msg_prices+=real_order_quantity
real_order_msg_prices.append(datetime.now())
real_order_msg1+= real_order_msg_prices
print(real_order_msg1)
list_of_orders = [order_1, order_2, order_3]
#plc_order_msg = "Placing Order: "+ str(order)
for plc_order_msg in list_of_orders:
portf_file_save(plc_order_msg, 'PlaceOrderLog.txt')
for prices in real_order_msg_prices:
portf_file_save(real_order_msg_prices, 'RealOrderPrices.txt')
data_log_to_file(real_order_msg1)
#Call function that will paper-trade with portfolio
#portfolio = list(portfolio)
portfolio = tri_arb_paper(portfolio, list_of_sym, exch_rate_list)
portf_file_save(portfolio)
else:
arb_2_msg = "No Arbitrage Possibility"
print(arb_2_msg)
data_log_to_file(arb_2_msg)
#Add 0 for profit to list
exch_rate_list.append(0)
exch_msg = "Exchange Rate List: " +str(exch_rate_list)+'\n'
#for exch_list in exch_rate_list:
#print(exch_msg)
data_log_to_file(exch_msg)
#Format data (list) into List format (list of lists)
#list_exch_rate_list.append(exch_rate_list)
#time.sleep(cycle_time)
#print(list_exch_rate_list)
print('\nARBITRAGE FUNCTIONALITY SUCCESSFUL - Data of Exchange Rates Collected\n')
return exch_rate_list
def tri_arb_paper(portfolio1, sym_list, list_exch_rates, fees='No', fee=0.0005):
#Determine Which Coin Starting With
tri_arb_paper_msg = "\nSTARTING TRI ARB PAPER TRADING FUNCTION\n"
print(tri_arb_paper_msg)
#print(portfolio1)
#time.sleep(10)
data_log_to_file(tri_arb_paper_msg)
if sym_list[0][-3:]=='BTC':
portf_pos = 0
elif sym_list[0][-3:]=='ETH':
portf_pos = 1
elif sym_list[0][-3:]=='SDT':
portf_pos = 2
elif sym_list[0][-3:]=='BNB':
portf_pos = 3
elif sym_list[0][-3:]=='ANO':
portf_pos = 4
elif sym_list[0][-3:]=='ETA':
portf_pos = 5
elif sym_list[0][-3:]=='CVC':
portf_pos = 6
if fees == 'Yes':
start_amount = float(portfolio1[portf_pos])
amt_coin2 = start_amount * float(list_exch_rates[0])
amt_coin2_no_fee = amt_coin2
amt_coin2_fee = amt_coin2*fee
amt_coin2_adj = amt_coin2*(1-fee)
amt_coin3 = amt_coin2_adj / float(list_exch_rates[1])
amt_coin3_no_fee = amt_coin2_no_fee/float(list_exch_rates[1])
amt_coin3_fee = amt_coin3 * fee
amt_coin3_adj = amt_coin3*(1-fee)
final_amount = amt_coin3_adj * float(list_exch_rates[2])
final_amount_no_fee = amt_coin3_no_fee * float(list_exch_rates[2])
final_amount_fee = final_amount *fee
final_amount_adj = final_amount *(1-fee)
tri_arb_paper_msg = "Starting Amount: "+str(sym_list[0][-3:])+" "+str(start_amount)+'\n'
#Buy Currency 2 with Currency 1
tri_arb_paper_msg += "\nAmount Coin 2: "+str(sym_list[0][0:3])+" "+str(amt_coin2)+'\n'
tri_arb_paper_msg += "\nAmount Coin 2 (no fee): "+str(sym_list[0][0:3])+" "+str(amt_coin2_no_fee)+'\n'
tri_arb_paper_msg += "\nAmount Coin 2 Fee: "+str(sym_list[0][0:3])+" "+str(amt_coin2_fee)+'\n'
tri_arb_paper_msg += "\nAmount Coin 2 Adjusted: "+str(sym_list[0][0:3])+" "+str(amt_coin2_adj)+'\n'
#Buy Currency 3 with Currency 2
tri_arb_paper_msg += "\nAmount Coin 3: "+str(sym_list[2][0:3])+" "+str(amt_coin3) +'\n'
tri_arb_paper_msg += "\nAmount Coin 3 (no fee): "+str(sym_list[2][0:3])+" "+str(amt_coin3_no_fee) +'\n'
tri_arb_paper_msg += "\nAmount Coin 3 Fee: "+str(sym_list[2][0:3])+" "+str(amt_coin3_fee)+'\n'
tri_arb_paper_msg += "\nAmount Coin 3 Adjusted: "+str(sym_list[2][0:3])+" "+str(amt_coin3_adj)+'\n'
#Buy Currency 1 with Currency 3
tri_arb_paper_msg += "\nFinal Amount: "+str(sym_list[0][-3:])+" "+str(final_amount)+'\n'
tri_arb_paper_msg += "\nFinal Amount (No Fee): "+str(sym_list[0][-3:])+" "+str(final_amount_no_fee)+'\n'
tri_arb_paper_msg += "\nFinal Amount Fee: "+str(sym_list[0][-3:])+" "+str(final_amount_fee)+'\n'
tri_arb_paper_msg += "\nFinal Amount Adjusted: "+str(sym_list[0][-3:])+" "+str(final_amount_adj)+'\n'
#Create Log of 'Volume' and Transfer
#Volume(Total Paid), Fee, Final Amount
coin2_fee_amounts = [amt_coin2, amt_coin2_no_fee, amt_coin2_fee, amt_coin2_adj]
coin3_fee_amounts = [amt_coin3, amt_coin3_no_fee, amt_coin3_fee, amt_coin3_adj]
final_coin_fee_amounts = [final_amount, final_amount_no_fee, final_amount_fee, final_amount_adj]
list_of_fees = [coin2_fee_amounts, coin3_fee_amounts, final_coin_fee_amounts]
print(tri_arb_paper_msg)
print(list_of_fees)
data_log_to_file(str(list_of_fees))
for fee in list_of_fees:
portf_file_save(fee, 'list_fees_paid.txt')
data_log_to_file(tri_arb_paper_msg)
portfolio1[portf_pos] = final_amount_adj
portfolio1[-1] = str(datetime.now())
if fees == 'No':
start_amount = float(portfolio1[portf_pos])
coin2_fee_amounts = coin3_fee_amounts = final_coin_fee_amounts = [0, 0, 0, 0] #Blank List for these values if Fees = 'No'
amt_coin2 = start_amount * float(list_exch_rates[0])
amt_coin3 = amt_coin2 / float(list_exch_rates[1])
final_amount = amt_coin3 * float(list_exch_rates[2])
tri_arb_paper_msg = "Starting Amount: "+str(sym_list[0][-3:])+" "+str(start_amount)+'\n'
#Buy Currency 2 with Currency 1
tri_arb_paper_msg += "Amount Coin 2: "+str(sym_list[0][0:3])+" "+str(amt_coin2)+'\n'
#Buy Currency 3 with Currency 2
tri_arb_paper_msg += "Amount Coin 3: "+str(sym_list[2][0:3])+" "+str(amt_coin3) +'\n'
#Buy Currency 1 with Currency 3
tri_arb_paper_msg += "Final Amount: "+str(sym_list[0][-3:])+" "+str(final_amount)+'\n'
pprint(tri_arb_paper_msg)
data_log_to_file(tri_arb_paper_msg)
portfolio1[portf_pos] = final_amount
portfolio1[-1] = str(datetime.now())
return portfolio1 , start_amount, coin2_fee_amounts, coin3_fee_amounts, final_coin_fee_amounts
"""
start_amount = float(portfolio1[portf_pos])
amt_coin2 = start_amount / float(list_exch_rates[0])
amt_coin3 = amt_coin2 * float(list_exch_rates[1])
final_amount = amt_coin3 * float(list_exch_rates[2])
tri_arb_paper_msg = "Starting Amount: "+str(sym_list[0][-3:])+" "+str(start_amount)+' '
#Buy Currency 2 with Currency 1
tri_arb_paper_msg += "Amount Coin 2: "+str(sym_list[0][0:3])+" "+str(amt_coin2)+' '
#Buy Currency 3 with Currency 2
tri_arb_paper_msg += "Amount Coin 3: "+str(sym_list[2][0:3])+" "+str(amt_coin3) +' '
#Buy Currency 1 with Currency 3
tri_arb_paper_msg += "Final Amount: "+str(sym_list[0][-3:])+" "+str(final_amount)+' '
print(tri_arb_paper_msg)
data_log_to_file(tri_arb_paper_msg)
portfolio1[portf_pos] = final_amount
portfolio1[-1] = str(datetime.now())
return portfolio1
"""
def viz_arb_data(list_exch_rate_list, arb_market, start_time, end_time, Tweet_message='No', msg = ['Triangular Arbitrage Data']):
viz_msg = "\nRUNNING ARBITRAGE VISUALIZATION FUNCTIONALITY\n"
print(viz_msg)
#msg+= viz_msg
msg="\nTriangular Arbitrage Data\n"+msg
data_log_to_file(viz_msg)
#Visualize with Matplotlib
#use matplotlib to plot data
#Create list from Lists for matplotlib format
rateA = [] #Original Exchange Rate
rateB = [] #Calculated/Arbitrage Exchange Rate
rateB_fee = [] #Include Transaction Fee
price1 = [] #List for Price of Token (Trade) 1
price2 = [] #List for price of Token (Trade) 2
time_list = [] #time of data collection
profit_list = [] #Record % profit
for rate in list_exch_rate_list:
rateA.append(rate[0])
rateB1 = round(float(rate[2])/float(rate[1]),6)
rateB.append(rateB1) #Divided together
#rateB_fee.append((rate[1]/rate[2])*(1-fee_percentage)*(1-fee_percentage))
price1.append(rate[1])
price2.append(rate[2])
profit_list.append(rate[4])
time_list.append(rate[3])
viz_msg2 = "Rate A: {} \n Rate B: {} \n Projected Profit (%): {} ".format(rateA, rateB, profit_list) #rateB_fee))
print(viz_msg2)
data_log_to_file(viz_msg2)
#from https://matplotlib.org/api/_as_gen/matplotlib.pyplot.plot.html#matplotlib.pyplot.plot
#Extended 3 axis functionality - https://matplotlib.org/gallery/ticks_and_spines/multiple_yaxis_with_spines.html#sphx-glr-gallery-ticks-and-spines-multiple-yaxis-with-spines-py
#fig, ax = plt.subplots()
fig, host = plt.subplots()
fig.subplots_adjust(right=0.75)
par1 = host.twinx()
par2 = host.twinx()
par2.spines["right"].set_position(("axes", 1.2))
make_patch_spines_invisible(par2)
par2.spines["right"].set_visible(True)
#Graph Rate & Calculated Rate on Left Hand Side
p1, = host.plot(time_list, rateA, "k", label = "{}".format(arb_market[0]))
p1, = host.plot(time_list, rateB, "k+", label = "{} / {}".format(arb_market[2], arb_market[1]))
#p1, = host.plot(time_list, rateB_fee, 'k+', label = "{} / {} - with Fee".format(arb_list[1], arb_list[2]))
#Graph Exchange Rate (Originals)
p2, = par1.plot(time_list, price1, "b-", label="Price - {}".format(arb_market[1]))
p3, = par2.plot(time_list, price2, "g-", label="Price - {}".format(arb_market[2]))
#show our graph - with labels
host.set_xlabel("Time")
host.set(title='Triangular Arbitrage - Exchange: {}\nStart: {} End: {}\n'
'Copyright (c) 2018 @BlockchainEng'.format('Binance', start_time, end_time))
host.set_ylabel("Exchange Rate")
par1.set_ylabel("Price - {}".format(arb_market[1]))
par2.set_ylabel("Price - {}".format(arb_market[2]))
host.yaxis.label.set_color(p1.get_color())
tkw = dict(size=4, width=1.5)
host.tick_params(axis='y', colors=p1.get_color(), **tkw)
par1.tick_params(axis='y', colors=p2.get_color(), **tkw)
par2.tick_params(axis='y', colors=p3.get_color(), **tkw)
host.tick_params(axis='x', **tkw)
lines = [p1, p2, p3]
host.legend(lines, [l.get_label() for l in lines]) #show Legend
fname = "Binance_Test.png" #+"-"+str(arb_market[0])+str(arb_market[1])+str(arb_market[2])+".png"
#Future: Include Start/End Time
plt.savefig(fname) #Changes to make - Format
""", dpi=None, facecolor='w', edgecolor='w',
orientation='portrait', papertype=None, format=None,
transparent=False, bbox_inches=None, pad_inches=0.1,
frameon=None)"""
print_figure_message = "Data Collected Figure Printed & Saved - " + str(fname)
print(print_figure_message)
data_log_to_file(print_figure_message)
#plt.show()
#Add Functionality that will tweet message with graph as well.
if Tweet_message == 'Yes':
#msg+=viz_msg2
msg+="\n\nvia @BlockchainEng \nTelegram: https://t.me/joinchat/JL3rUw3EHmrPP0Nl355tgA \n #Bitcoin #BTC #Crypto #BitcoinTrading #CryptoTrading #CryptoTradingBot"
print(msg) #Tweet this message then upload file
if len(msg)>279:
msg = msg[0:279]
api.update_with_media(fname, status=msg)
data_log_to_file("TWEET MESSAGE: " +str(msg))
#Upload File (Latest Visualization: 'fname')
def make_patch_spines_invisible(ax):
ax.set_frame_on(True)
ax.patch.set_visible(False)
for sp in ax.spines.values():
sp.set_visible(False)