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BinanceTriArbTrader.py
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BinanceTriArbTrader.py
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"""
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.
v 2.01 - 11/28/2018 - Removed tweeting / data collection - purely for trading now. See Tri Arb Data Collection . py
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:
try:
initialize_arb()
except:
print("Restarting\n\n")
#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
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 Exception as e:
print(e)
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=1, 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 = 0.1*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')