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