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README.md

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How to install

cd ./bitcoin-arbitrage/
pip install .

Supported markets:

- CampBXUSD
- CoinBaseUSD
- OKCoinCNY
- BtceUSD
- BTCCCNY
- BtceEUR
- BitstampUSD
- GeminiUSD
- BitfinexUSD
- KrakenUSD
- PaymiumEUR
- KrakenEUR

Supported observers

Logger
Rabbitmq

How to use:

Default configuration

import logging
import time

from arbitrage.arbiter import Arbiter
from arbitrage.config import Configuration

log_format = '%(asctime)s - %(name)s - %(levelname)s - %(message)s'
logging.basicConfig(format=log_format, level=logging.INFO)

config = Configuration()
arbiter = Arbiter(config)

while 1:
    arbiter.depths = arbiter.update_depths()
    arbiter.tickers()
    arbiter.tick()
    time.sleep(config.refresh_rate)

RabbitMQ observer:

import logging
import time

from arbitrage.arbiter import Arbiter
from arbitrage.config import Configuration

log_format = '%(asctime)s - %(name)s - %(levelname)s - %(message)s'
logging.basicConfig(format=log_format, level=logging.INFO)

config = Configuration()
config.amqp_url = 'http://guest:guest@localhost'
config.observers = ['Logger','Rabbitmq']
arbiter = Arbiter(config)

while 1:
    arbiter.depths = arbiter.update_depths()
    arbiter.tickers()
    arbiter.tick()
    time.sleep(config.refresh_rate)

Configuration options

Name Type Description Notes
bank_fee float Bank fees accounting at conversion [optional] [default to 0.007]
default_market_update_rate int Default market's depth update rate in seconds [optional] [default to 20]
fiat_update_delay int Delay in seconds between an exchange rate updates [optional]
market_expiration_time int Markets order book expiration time [optional]
markets list[str] List of market names [optional]
max_tx_volume float The max money volume that can be involved into transfer [optional] [default to 10.0]
observers list[str] List of opportunity observers names [optional]
refresh_rate int Update rate in seconds of the arbiter's main loop [optional] [default to 20]
report_queue str The name of the response queue [optional] [default to 'arbitrage_watcher']

Adding new markets and observers

To plug-in the new implementation of the market or observer you need to inherit their base classes:

  • arbitrage.markets.market.MarketBase
  • arbitrage.observers.observer.ObserverBase

and then add an import of the python module with the class implementation to one of the markets or observer packages:

  • arbitrage.markets.__init__.py
  • arbitrage.observers.__init__.py