altfund / arbitrage

How to install

cd ./arbitrage/
pip install .
# Edit `config` with your credentials and other relevant parameters
python run_queue.py

Supported markets:

GDAX: ETH, LTC, EUR, USD
Kraken: ETH, EUR, LTC, USD, XLM, REP, EOS, GNO, XRP, ICN, ZEC, ETC ,XDG, DSH, MLN, XMR
Poloniex: ETH, LTC, REP, GNO, XRP, ZEC, ETC, DSH, XMR
Huobi: ETH, LTC

• All currencies compared on BTC basis ** DSH = DASH shortened to 3 character code for conformity

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']