run.py

"""
	Main logic of the bot.
	It's an endless loop that scans opportunity for given exchange and executes
	triarb if found.
	It's multi-threaded.
	The run function is on the parent thread. The process_asset if run on
	children threads.
"""

from crypto import Crypto
import currencies
import threading
import sys
import time
import config

"""
	Check if an asset makes profit, if yes we execute the arbitrage
"""
def process_asset(crypto, exchange, alt):
	delta_forward = crypto.estimate_arbitrage_forward(exchange, alt)
	delta_backward = crypto.estimate_arbitrage_backward(exchange, alt)
	crypto.log("{:10} / {:5}: {:8.4f}% / {:8.4f}%".format(str(exchange), alt, delta_forward, delta_backward))
	if (delta_forward > config.THRESHOLD):
		crypto.log("Found opportunity for {:5} @{:.4f} on {}".format(alt, delta_forward, str(exchange)), mode="notification")
		crypto.run_arbitrage_forward(exchange, alt)
	elif (delta_backward > config.THRESHOLD):
		crypto.log("Found opportunity for {:5} @{:.4f} on {}".format(alt, delta_backward, str(exchange)), mode="notification")
		crypto.run_arbitrage_backward(exchange, alt)

"""
	Loop over currencies.
"""
def run(crypto, exchange, thread_number):
	alts = None
	if (str(exchange) == "Binance"):
		alts = currencies.binance_alternatives
	elif (str(exchange) == "Bittrex"):
		alts = currencies.bittrex_alternatives
	elif (str(exchange) == "Bitfinex"):
		alts = currencies.bitfinex_alternatives
	while True:
		for i in range(0, len(alts), thread_number):
			alts_batch = alts[i:i+thread_number]
			threads = []
			for asset in alts_batch:
				if (crypto.get_waiting(exchange)):
					time.sleep(crypto.get_waiting(exchange))
				threads.append(threading.Thread(target=process_asset, args=(crypto, exchange, asset)))
				threads[-1].start()
			for thread in threads:
				thread.join()
			crypto.flush_cache()

"""
	Main
"""
if (__name__ == "__main__"):
	if (len(sys.argv) != 2):
		print("python3 run.py <exchange>")
		exit()
	exchange_str = sys.argv[1]
	exchanges = ["binance", "bittrex", "bitfinex"]
	if (not exchange_str in exchanges):
		print("{} is not a valid exchange. Options:".format(exchange_str))
		for exchange in exchanges:
			print("- {}".format(exchange))
		exit()
	crypto = Crypto()
	exchange = None
	if (exchange_str == "binance"):
		exchange = crypto.binance
	if (exchange_str == "bittrex"):
		exchange = crypto.bittrex
	if (exchange_str == "bitfinex"):
		exchange = crypto.bitfinex
	crypto.log("Starting to listen the {} markets".format(exchange_str))
	thread_number = 4
	run(crypto, exchange, thread_number)