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check_markets.py
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# -*- coding: utf-8 -*-
from binance.client import Client
import config
import re
class CheckMarkets(object):
def __init__(self):
self.client = Client(config.api_key, config.api_secret)
self.gap_coins = []
# self.coins_pair = self.get_coins()
self.coins_pair = config.coins_pair_cache
# self.check_markets()
# API
def check_markets(self):
# self.handle_each_coin()
self.gap_coins = []
self.handle_all_coins_onetime()
# print '\n\n\n' + str(len(self.gap_coins))
# for coins in self.gap_coins:
# print coins
return self.gap_coins
# API
def check_markets_best(self):
gap_coins = self.check_markets()
gap_coins.sort(lambda x, y: cmp(x[0], y[0]))
# print gap_coins[ len(gap_coins) - 1 ]
# for i in gap_coins:
# print i
# print gap_coins
return gap_coins[ len(gap_coins) - 1 ]
def get_coins(self):
all_tickers = self.client.get_orderbook_tickers()
coins_btc = []
coins_eth = []
coins_bnb = []
coins_usdt = []
for coin in all_tickers:
coin_pair = coin['symbol']
m = re.search('(.+)BTC', coin_pair)
if str(m) != 'None':
coins_btc.append(m.group(1))
m = re.search('(.+)ETH', coin_pair)
if str(m) != 'None':
coins_eth.append(m.group(1))
m = re.search('(.+)BNB', coin_pair)
if str(m) != 'None':
coins_bnb.append(m.group(1))
m = re.search('(.+)USDT', coin_pair)
if str(m) != 'None':
coins_usdt.append(m.group(1))
coins = {}
coins['BTC'] = coins_btc
coins['ETH'] = coins_eth
coins['BNB'] = coins_bnb
coins['USDT'] = coins_usdt
print coins
print u"获取币种完成"
return coins
def handle_each_coin(self):
pairs = [0, 1, 2]
for coins_pair in config.work_coins:
coin0 = coins_pair[0]
coin1 = coins_pair[1]
pairs[0] = coin0+coin1
print pairs[0]
for coin2 in self.coins_pair[coin0]:
if coin2 not in self.coins_pair[coin1]:
continue
pairs[1] = coin2 + coin0
pairs[2] = coin2 + coin1
self.handle_each_coin_gap(pairs)
def handle_each_coin_gap(self, pairs):
prices = self.get_each_coin_pair_tickers(pairs)
self.calc_price_gap(pairs, prices)
def get_each_coin_pair_tickers(self, pairs):
prices = []
prices.append(self.client.get_orderbook_ticker(symbol=pairs[0]))
prices.append(self.client.get_orderbook_ticker(symbol=pairs[1]))
prices.append(self.client.get_orderbook_ticker(symbol=pairs[2]))
return prices
def handle_all_coins_onetime(self):
orderbook_tickers = self.client.get_orderbook_tickers()
all_coins_pair = {}
for coin_pair in orderbook_tickers:
all_coins_pair[coin_pair['symbol']] = coin_pair
pairs = [0, 1, 2]
for coins_pair in config.work_coins:
coin0 = coins_pair[0]
coin1 = coins_pair[1]
pairs[0] = coin0 + coin1
# print pairs[0]
for coin2 in self.coins_pair[coin0]:
if coin2 not in self.coins_pair[coin1]:
continue
pairs[1] = coin2 + coin0
pairs[2] = coin2 + coin1
self.handle_all_coins_gap_onetime(all_coins_pair, pairs)
def handle_all_coins_gap_onetime(self, all_coins_pair, pairs):
prices = []
prices.append(all_coins_pair[pairs[0]])
prices.append(all_coins_pair[pairs[1]])
prices.append(all_coins_pair[pairs[2]])
self.calc_price_gap(pairs, prices)
def calc_price_gap(self, pairs, prices):
# 111111
pair0_ask_price = float(prices[0]['askPrice'])
pair1_ask_price = float(prices[1]['askPrice'])
pair2_bid_price = float(prices[2]['bidPrice'])
coin0_qty = 1 / pair0_ask_price
coin2_qty = coin0_qty / pair1_ask_price
coin1_qty = coin2_qty * pair2_bid_price
# string = pairs[0] + ' ' + pairs[1] + ' ' + pairs[2] + '\t' + str(coin1_qty)
# flag = '\t'
result = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
if coin1_qty > 1:
result[2] = pairs[0]
result[3] = pair0_ask_price
result[4] = float(prices[0]['askQty'])
result[5] = pairs[1]
result[6] = pair1_ask_price
result[7] = float(prices[1]['askQty'])
result[8] = pairs[2]
result[9] = pair2_bid_price
result[10] = float(prices[2]['bidQty'])
result[0] = coin1_qty
result[1] = 0
self.gap_coins.append(result)
# flag += 'YES'
# string += flag
# self.gap_coins.append(string)
# print string
# 2222222
pair2_ask_price = float(prices[2]['askPrice'])
pair1_bid_price = float(prices[1]['bidPrice'])
pair0_bid_price = float(prices[0]['bidPrice'])
coin2_qty = 1 / pair2_ask_price
coin0_qty = coin2_qty * pair1_bid_price
coin1_qty = coin0_qty * pair0_bid_price
# string = pairs[2] + ' ' + pairs[1] + ' ' + pairs[0] + '\t' + str(coin1_qty)
# flag = '\t'
if coin1_qty > 1:
result[2] = pairs[2]
result[3] = pair2_ask_price
result[4] = float(prices[2]['askQty'])
result[5] = pairs[1]
result[6] = pair1_bid_price
result[7] = float(prices[1]['bidQty'])
result[8] = pairs[0]
result[9] = pair0_bid_price
result[10] = float(prices[0]['bidQty'])
result[0] = coin1_qty
result[1] = 1
self.gap_coins.append(result)
# flag += 'YES'
# string += flag
# self.gap_coins.append(string)
# print string
# result = CheckMarkets().check_markets()
# for i in result:
# print i
# print ""
# print CheckMarkets().check_markets_best()
#
# get account info
# account_info = client.get_account()
# print account_info
# get orderbool ticker
# orderbook = client.get_orderbook_ticker(symbol = "BNBBTC")
# print orderbook
# get all prices
# all_prices = client.get_all_tickers()
# print all_prices
# get recent trades
# trades = client.get_recent_trades(symbol='BNBBTC')
# print trades
# get symbol info
# info = client.get_symbol_info('BNBBTC')
# print info
# get current products
# products = client.get_products()
# print products['data'][0]
# client.ping()
#
# time_res = client.get_server_time()
# print time_res
#
# info = client.get_symbol_info('BNBBTC')
# print info
#
# all_orders = client.get_all_orders(symbol='BNBBTC')
#
# print all_orders