add haobtc, okcoin, huobi exchange, support arbitrage between haobtc/…

.gitignore

@@ -15,7 +15,6 @@ var
 sdist
 develop-eggs
 .installed.cfg
-lib
 lib64
 
 # Installer logs
@@ -39,5 +38,22 @@ nosetests.xml
 
 # Project
 config.py
+config_local.py
+config_*.py
 old/
 tmp/
+local_settings.py
+__pycache__
+.DS_Store
+arbitragerbot.py
+*.csv
+*.dta
+trade_history
+balance_history
+download.sh
+*.log
+*.do
+stata/
+# marketmaker.py
+
+

README.md

@@ -14,12 +14,19 @@ Currently supported exchanges to get data:
  - Gemini (USD)
  - BTCC (CNY)
  - Coinbase Exchange (USD)
+ - Haobtc (CNY)
+ - Huobi (CNY)
 
 Currently supported exchanges to automate trade:
  - Bitstamp (USD)
- - Paymium (EUR) - (API changed)
+ - Haobtc (CNY)
+ - OkCoin (CNY)
+ - Huobi (CNY)
+
+Donation are always welcome: 
+ - Maxme: **1MaximevzHUTMykWG3RK88BzevbtYCJoqq** 
+ - Philsong: **1NDnnWCUu926z4wxA3sNBGYWNQD3mKyes8**
 
-Donation are always welcome: **1MaximevzHUTMykWG3RK88BzevbtYCJoqq**
 
 # WARNING
 
@@ -28,7 +35,7 @@ Donation are always welcome: **1MaximevzHUTMykWG3RK88BzevbtYCJoqq**
 
 # Installation And Configuration
 
-    cp arbitrage/config.py-example arbitrage/config.py
+    $ cp arbitrage/config.py-example arbitrage/config.py
 
 Then edit config.py file to setup your preferences: watched markets
 and observers
@@ -37,6 +44,15 @@ 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 requests
+
+You need market broker service, please read its README to install then run it. 
+
+    https://github.com/philsong/bitcoin-broker 
+
+To connect the broker server you will need to install thriftpy:
+
+    $ pip3 install cython thriftpy
 
 To use the observer XMPPMessager you will need to install sleekxmpp:
 
@@ -46,28 +62,39 @@ To use the observer XMPPMessager you will need to install sleekxmpp:
 
 To run the opportunity watcher:
 
-    $ python3 arbitrage/arbitrage.py
-    2013-03-12 03:52:14,341 [INFO] profit: 30.539722 EUR with volume: 10 BTC - buy at 29.3410 (MtGoxEUR) sell at 29.4670 (Bitcoin24EUR) ~10.41%
-    2013-03-12 03:52:14,356 [INFO] profit: 66.283642 EUR with volume: 10 BTC - buy at 29.3410 (MtGoxEUR) sell at 30.0000 (PaymiumEUR) ~22.59%
-    2013-03-12 03:52:14,357 [INFO] profit: 31.811390 EUR with volume: 10 BTC - buy at 29.3410 (MtGoxEUR) sell at 30.0000 (IntersangoEUR) ~10.84%
-    2013-03-12 03:52:45,090 [INFO] profit: 9.774324 EUR with volume: 10 BTC - buy at 35.3630 (Bitcoin24EUR) sell at 35.4300 (PaymiumEUR) ~2.76%
+    $ python3 arbitrage/arbitrage.py watch -v
 
 To check your balance on an exchange (also a good way to check your accounts configuration):
 
-    $ python3 arbitrage.py -m MtGoxEUR get-balance
-    $ python3 arbitrage.py -m MtGoxEUR,MtGoxUSD,BitstampUSD get-balance
+    $ python3 arbitrage/arbitrage.py -m HaobtcCNY get-balance
+    $ python3 arbitrage/arbitrage.py -m HaobtcCNY,BitstampUSD get-balance
+    $ python3 arbitrage/arbitrage.py -m HaobtcCNY,OkCoinCNY,HuobiCNY get-balance
 
 Run tests
 
     $ nosetests arbitrage/
 
-## Alternative usage
+# Alternative usage
+
+List supported public markets:
+
+      $ python3 arbitrage/arbitrage.py list-public-markets
 
-* List supported public markets:
-      $ python3 arbitrage.py list-public-markets
-* Help
-      $ python3 arbitrage.py -h
+Help
+
+      $ python3 arbitrage/arbitrage.py -h
 
+# Example
+
+arbitrage in haobtc, huobi or okcoin
+
+    $ python3 arbitrage/arbitrage.py -oTraderBot -mHaobtcCNY,HuobiCNY
+    $ python3 arbitrage/arbitrage.py -oTraderBot -mHaobtcCNY,OKCoinCNY
+
+balance statatistic 
+
+    $ python3 arbitrage/arbitrage.py -oBalanceDumper -mHaobtcCNY
+
 # TODO
 
  * Tests
@@ -76,20 +103,22 @@ Run tests
    * icbit
    * BitFinex
  * Update order books with a WebSocket client for supported exchanges
-   (MtGox, Paymium)
  * Better history handling for observer "HistoryDumper" (Redis ?)
  * Move EUR / USD from a market to an other:
    * Coupons
-   * Ripple ?
    * Negative Operations
-   * use Litecoin or other cryptocurrencies trades
+ * use Ethercoin or other cryptocurrencies for triangular arbitrage
 
 # LICENSE
 
+
 MIT
 
 Copyright (c) 2013 Maxime Biais <firstname.lastname@gmail.com>
 
+Copyright (c) 2016 Phil Song <songbohr@gmail.com>
+
+
 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.

arbitrage/arbitrage.py

@@ -1,4 +1,5 @@
 # Copyright (C) 2013, Maxime Biais <maxime@biais.org>
+# Copyright (C) 2016, Phil Song <songbohr@gmail.com>
 
 import logging
 import argparse
@@ -8,7 +9,13 @@
 import os
 import inspect
 from arbitrer import Arbitrer
-
+from logging.handlers import RotatingFileHandler
+import lib.broker_api as exchange_api
+from observers.emailer import send_email
+import datetime
+import time
+import config
+import traceback
 
 class ArbitrerCLI:
     def __init__(self):
@@ -20,6 +27,7 @@ def inject_verbose_info(self):
         logging.addLevelName(logging.VERBOSE, "VERBOSE")
 
     def exec_command(self, args):
+        logging.debug('exec_command:%s' % args)
         if "watch" in args.command:
             self.create_arbitrer(args)
             self.arbitrer.loop()
@@ -30,8 +38,11 @@ def exec_command(self, args):
             self.get_balance(args)
         if "list-public-markets" in args.command:
             self.list_markets()
+        if "get-broker-balance" in args.command:
+            self.get_broker_balance(args)
 
     def list_markets(self):
+        logging.debug('list_markets') 
         for filename in glob.glob(os.path.join(public_markets.__path__[0], "*.py")):
             module_name = os.path.basename(filename).replace('.py', '')
             if not module_name.startswith('_'):
@@ -57,6 +68,92 @@ def get_balance(self, args):
         for market in pmarketsi:
             print(market)
 
+    def get_broker_balance(self, args):
+        last_email_time = 0           
+        cny_init = config.cny_init
+        btc_init = config.btc_init
+        price_init = config.price_init
+
+        exchange_api.init_broker()
+        while True:
+            try:
+                accounts = exchange_api.exchange_get_account()
+                ticker = exchange_api.exchange_get_ticker()
+            except Exception as e:
+                traceback.print_exc()
+                exchange_api.init_broker()
+                time.sleep(3)
+                continue
+
+            if accounts:
+                cny_balance = 0
+                btc_balance = 0
+                cny_frozen = 0
+                btc_frozen = 0
+
+                broker_msg = '\n----------------------------Hedge Fund statistics------------------------------\n'
+                broker_msg += 'datetime\t %s\n\n' % str(datetime.datetime.now())
+                for account in accounts:
+                    cny_balance += account.available_cny
+                    btc_balance += account.available_btc
+                    cny_frozen +=  account.frozen_cny
+                    btc_frozen +=  account.frozen_btc
+
+                    broker_msg +=  "%s:\t\t %s\n" % (account.exchange, str({"cny_balance": account.available_cny,
+                                               "btc_balance": account.available_btc,
+                                               "cny_frozen": account.frozen_cny,
+                                               "btc_frozen": account.frozen_btc}))
+                broker_msg += '------------------------------------------------------------------------------------\n'
+                broker_msg +=  "%s:\t\t %s\n" % ('Asset0', str({"cny": '%.2f' %cny_init,
+                                               "btc":  '%.2f' %btc_init, "price" : '%.2f' %price_init}))
+
+                broker_msg +=  "%s:\t\t %s\n" % ('AssetN', str({"cny": '%.2f' %(cny_balance + cny_frozen),
+                                               "btc":  '%.2f' % (btc_balance+ btc_frozen), "price" : '%.2f' % ticker.bid}))
+
+                cny_total=(btc_balance+btc_frozen)*ticker.bid + cny_balance+cny_frozen
+                btc_total=btc_balance+btc_frozen + (cny_balance+cny_frozen)/ticker.bid
+                cny_diff = cny_balance+cny_frozen - cny_init
+                btc_diff = btc_balance+btc_frozen - btc_init
+
+                btc_bonus = 0
+                btc_bonus = cny_diff/ ticker.bid
+                cny_bonus = 0 
+                cny_bonus = btc_diff * ticker.bid
+
+                broker_msg +=  "%s: %s\n" % ('AssetN CNY Base', str({"cny": '%.2f' % cny_init,
+                                                            "btc": '%.2f' % (btc_balance+btc_frozen+btc_bonus)}))
+
+
+                broker_msg +=  "%s: %s\n" % ('AssetN BTC Base', str({"cny": '%.2f' % (cny_balance+cny_frozen+cny_bonus),
+                                                            "btc": '%.2f' % btc_init}))
+
+                broker_msg +=  "%s:\t\t %s\n" % ('Profit', str({"profit": '%.2fCNY / %.2fBTC' % (cny_diff+cny_bonus, btc_bonus+btc_diff)}))
+
+                broker_msg += '------------------------------------------------------------------------------------\n'
+
+                broker_msg +=  "%s: %s\n" % ('Asset0 CNY Conv', str({"cny": '%.2f' % (cny_init + btc_init *price_init),
+                                               "btc":  0}))
+                broker_msg +=  "%s: %s\n" % ('Asset0 BTC Conv', str({"cny": 0,
+                                               "btc":  '%.2f' % (btc_init + cny_init/price_init)}))
+
+                broker_msg +=  "%s: %s\n" % ('AssetN CNY Conv', str({"cny": '%.2f' % cny_total,
+                                                            "btc": 0}))
+                broker_msg +=  "%s: %s\n" % ('AssetN BTC Conv', str({"cny": 0,
+                                                            "btc": '%.2f' % btc_total}))
+                broker_msg +=  "%s:\t %s\n" % ('Profit Conv', str({"profit-conv": '%.2fCNY / %.2fBTC' % (cny_total-(cny_init + btc_init *price_init), btc_total-(btc_init + cny_init/price_init))}))
+
+                broker_msg += '\n------------------------------------------------------------------------------------\n'
+
+                logging.info(broker_msg)
+
+                if not args.status:
+                    send_email('Hedge Fund Statistics', broker_msg)
+                    break
+                if  time.time() - last_email_time > 60*10:
+                    last_email_time = time.time()
+                    send_email('Hedge Fund Statistics', broker_msg)
+                time.sleep(20)
+
     def create_arbitrer(self, args):
         self.arbitrer = Arbitrer()
         if args.observers:
@@ -73,6 +170,15 @@ def init_logger(self, args):
         logging.basicConfig(format='%(asctime)s [%(levelname)s] %(message)s',
                             level=level)
 
+        Rthandler = RotatingFileHandler('arbitrage.log', maxBytes=100*1024*1024,backupCount=10)
+        Rthandler.setLevel(level)
+        formatter = logging.Formatter('%(asctime)-12s [%(levelname)s] %(message)s')  
+        Rthandler.setFormatter(formatter)
+        logging.getLogger('').addHandler(Rthandler)
+
+        logging.getLogger("requests").setLevel(logging.WARNING)
+        logging.getLogger("urllib3").setLevel(logging.WARNING)
+
     def main(self):
         parser = argparse.ArgumentParser()
         parser.add_argument("-d", "--debug", help="debug verbose mode",
@@ -82,9 +188,10 @@ def main(self):
         parser.add_argument("-o", "--observers", type=str,
                             help="observers, example: -oLogger,Emailer")
         parser.add_argument("-m", "--markets", type=str,
-                            help="markets, example: -mMtGox,Bitstamp")
+                            help="markets, example: -mHaobtcCNY,Bitstamp")
+        parser.add_argument("-s", "--status", help="status", action="store_true")
         parser.add_argument("command", nargs='*', default="watch",
-                            help='verb: "watch|replay-history|get-balance|list-public-markets"')
+                            help='verb: "watch|replay-history|get-balance|list-public-markets|get-broker-balance"')
         args = parser.parse_args()
         self.init_logger(args)
         self.exec_command(args)