traderbot.py 文件源码

python
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项目:Bitcoin-arbitrage---opportunity-detector 作者: yoshi717 项目源码 文件源码
def opportunity(self, profit, volume, buyprice, kask, sellprice, kbid, perc,
                    weighted_buyprice, weighted_sellprice):
        if profit < config.profit_thresh or perc < config.perc_thresh:
            logging.verbose("[TraderBot] Profit or profit percentage lower than"+
                            " thresholds")
            return
        if kask not in self.clients:
            logging.warn("[TraderBot] Can't automate this trade, client not "+
                         "available: %s" % kask)
            return
        if kbid not in self.clients:
            logging.warn("[TraderBot] Can't automate this trade, " +
                         "client not available: %s" % kbid)
            return
        volume = min(config.max_tx_volume, volume)

        # Update client balance
        self.update_balance()
        max_volume = self.get_min_tradeable_volume(buyprice,
                                                   self.clients[kask].usd_balance,
                                                   self.clients[kbid].btc_balance)
        volume = min(volume, max_volume, config.max_tx_volume)
        if volume < config.min_tx_volume:
            logging.warn("Can't automate this trade, minimum volume transaction"+
                         " not reached %f/%f" % (volume, config.min_tx_volume))
            logging.warn("Balance on %s: %f USD - Balance on %s: %f BTC"
                         % (kask, self.clients[kask].usd_balance, kbid,
                            self.clients[kbid].btc_balance))
            return
        current_time = time.time()
        if current_time - self.last_trade < self.trade_wait:
            logging.warn("[TraderBot] Can't automate this trade, last trade " +
                         "occured %.2f seconds ago" %
                         (current_time - self.last_trade))
            return
        self.potential_trades.append([profit, volume, kask, kbid,
                                      weighted_buyprice, weighted_sellprice,
                                      buyprice, sellprice])
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