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opportunity detector and automated trading

It gets order books from supported exchanges and calculate arbitrage and triangular-arbitrage opportunities between each markets. It takes market depth into account.

Currently supported exchanges to get/feed data:

  • Bitfinex
  • Bittrex
  • Viabtc
  • Bitstamp (USD)
  • OkCoin (CNY)
  • Huobi (CNY)
  • Bitstar (Future)
  • OKEx (Future)
  • Yunbi (CNY)
  • Jubi (CNY)
  • Binance
  • KKEX

Currently supported exchanges to automate trade:

  • Bitfinex
  • Bittrex
  • Viabtc
  • OkCoin (CNY)
  • Huobi (CNY)
  • Bitstar (Future)
  • OkEx (Future)
  • Yunbi (CNY)
  • Jubi (CNY)
  • Binance
  • KKEX

WARNING

Real trading bots are included. Don't put your API keys in config.py if you don't know what you are doing.

Installation And Configuration

Create and edit local_config.py file to setup your preferences: watched markets and observers and keys.The config field in local_config.py will override those keys in config.py

You need Python3 to run this program. To install on Debian, Ubuntu, or variants of them, use:

sudo apt-get install python3 python3-pip python-nose
pip3 install -r requirements.txt

In our new version, you also need run Kafka to pub/sub the depth data. see http://kafka.apache.org/ to install.

command

source setup-env.sh
python xrypto/cli.py feed -mKKEX_BCH_BTC,Bitfinex_BCH_BTC,KKEX_ETH_BTC,Bitfinex_ETH_BTC
python xrypto/cli.py -oBalanceDumper

python xrypto/cli.py -oHedge_BCH
python xrypto/cli.py -oHedge_ETH

python xrypto/observers/balancedumper.py
python xrypto/cli.py -oLiquid

Debug

python3 xrypto/cli.py watch -d

Run

To run the opportunity watcher:

python3 xrypto/cli.py watch -v

To check your balance on an exchange (also a good way to check your accounts configuration):

python3 xrypto/cli.py -m HaobtcCNY get-balance
python3 xrypto/cli.py -m Viabtc_BCH_CNY get-balance
python3 xrypto/cli.py -m Bitfinex_BCH_BTC get-balance
python3 xrypto/cli.py -m Bitfinex_BCH_BTC,Bittrex_BCH_BTC,Viabtc_BCH_BTC get-balance

Run trianglar-arbitrage

python3 xrypto/cli.py -m Viabtc_BCH_CNY,Viabtc_BCH_BTC,Viabtc_BTC_CNY t-watch-viabtc-bcc -v
python3 xrypto/cli.py -m Binance_WTC_BTC,Binance_WTC_ETH,Binance_ETH_BTC t-watch-binance-wtc -v
python3 xrypto/cli.py -m Binance_BNB_BTC,Binance_BNB_ETH,Binance_ETH_BTC t-watch-binance-bnb -v
python3 xrypto/cli.py -m Binance_MCO_BTC,Binance_MCO_ETH,Binance_ETH_BTC t-watch-binance-mco -v
python3 xrypto/cli.py -m Binance_QTUM_BTC,Binance_QTUM_ETH,Binance_ETH_BTC t-watch-binance-qtum -v

Run in background

python3 xrypto/cli.py -m Binance_WTC_BTC,Binance_WTC_ETH,Binance_ETH_BTC t-watch-binance-wtc  &
python3 xrypto/cli.py -m Binance_BNB_BTC,Binance_BNB_ETH,Binance_ETH_BTC t-watch-binance-bnb  &
python3 xrypto/cli.py -m Binance_LRC_BTC,Binance_LRC_ETH,Binance_ETH_BTC t-watch-binance-lrc  &
python3 xrypto/cli.py -m Binance_MCO_BTC,Binance_MCO_ETH,Binance_ETH_BTC t-watch-binance-mco  &
python3 xrypto/cli.py -m Binance_QTUM_BTC,Binance_QTUM_ETH,Binance_ETH_BTC t-watch-binance-qtum  &

Alternative usage

List supported public markets:

python3 xrypto/cli.py list-public-markets

Test public market:

python3 xrypto/cli.py test_pub -m OKEx_Future_Quarter
python3 xrypto/cli.py test_pub -m OKEx_Future_Quarter,OKCoin_BTC_CNY
python3 xrypto/cli.py test_pub -m KKEX_BCH_BTC
python3 xrypto/cli.py test_pub -m KKEX_ETH_BTC
python3 xrypto/cli.py test_pub -m Huobi_BTC_CNY

Test Broker market:

python3 xrypto/cli.py test_pri -m Viabtc_BCH_BTC
python3 xrypto/cli.py test_pri -m Jubi_EOS_CNY
python3 xrypto/cli.py test_pri -m KKEX_BCH_BTC
python3 xrypto/cli.py test_pri -m KKEX_ETH_BTC
python3 xrypto/cli.py test_pri -m OKCoin_BTC_CNY
python3 xrypto/cli.py test_pri -m OKEx_BTC_Future
python3 xrypto/cli.py test_pri -m Huobi_BTC_CNY

Run tests

nosetests arbitrage/

Help

  python3 xrypto/cli.py -h

Example

liquid in kkex

python3 xrypto/cli.py -mKKEX_BCH_BTC,Bitfinex_BCH_BTC -oLiquid

python3 xrypto/cli.py -mKKEX_BCH_BTC,Bitfinex_BCH_BTC,Bittrex_BCH_BTC -oLiquid
python3 xrypto/cli.py -mKKEX_BCH_BTC,Bittrex_BCH_BTC -oLiquid
python3 xrypto/cli.py -mViabtc_BCH_BTC,Bitfinex_BCH_BTC,Bittrex_BCH_BTC -oLiquid

arbitrage in haobtc, huobi or okcoin

python3 xrypto/cli.py -oTraderBot -mHaobtcCNY,HuobiCNY
python3 xrypto/cli.py -oTraderBot -mHaobtcCNY,OKCoinCNY

bch bcc arbitrage in Bitfinex_BCH_BTC, Bittrex_BCH_BTC

python3 xrypto/cli.py -o BCH_BTC_Arbitrage -m Bitfinex_BCH_BTC,Bittrex_BCH_BTC
python3 xrypto/cli.py -o BCH_BTC_Arbitrage -m Bitfinex_BCH_BTC,Bittrex_BCH_BTC,Viabtc_BCH_BTC

trianglar-arbitrage in viabtc

python3 xrypto/cli.py -o TViabtc -m Viabtc_BCH_CNY,Viabtc_BCH_BTC,Viabtc_BTC_CNY  -v

balance statatistic

python3 xrypto/cli.py -oBalanceDumper -mKKEX_BCH_BTC
python3 xrypto/cli.py -oBalanceDumper -mBitfinex_BCH_BTC

price diff:

python3 xrypto/cli.py -oPriceMonitor -mViabtc_BTC_CNY,OKEx_Future_Quarter,Bitfinex_BTC_USD

bistar test

python3 xrypto/bitstar_test.py

TODO

  • Tests
  • Write documentation
  • Better history handling for observer "HistoryDumper" (Redis ?)
  • Move EUR / USD from a market to an other:
    • Coupons
    • Negative Operations

LICENSE

MIT

Copyright (c) 2016-2017 Phil Song [email protected]

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

Donate

If for some reason you feel like donating a few micro btc to future development, those should go here:

1NDnnWCUu926z4wxA3sNBGYWNQD3mKyes8

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