Initial commit

Makefile

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+pipi:
+	pip install -r requirements.txt

bot.py

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+import numpy as np
+import requests
+import time
+import hmac
+import hashlib
+
+CHUNK = 50
+DEPTH_LIMIT = 20
+MAX_TRADE_BTC = 0.0005
+CHECK_DELAY = 5.0
+
+from config import API_KEY, API_SECRET
+
+API_KEY = '0D503841CA84E1790A1CF990A8C9846B'
+API_SECRET = '8f4db35fd1704ce638ddb95ecd34891a'
+
+
+
+from urllib.parse import urlencode
+
+
+class YobitAPI:
+    def __init__(self, key, secret):
+        self.api_key = key
+        self.api_secret = secret
+
+    def yo_query(self, method, values):
+        md_public = ['info', 'ticker', 'depth', 'trades']
+
+        if method in md_public:
+            url = 'https://yobit.net/api/3/' + method
+            for k in values:
+                if (k == 'currency') and (values[k] != ''):
+                    url += '/' + ','.join(values[k])
+            for k in values:
+                if (k != 'currency') and (values[k] != ''):
+                    url += '?' + k + '=' + values[k]
+
+            req = requests.get(url)
+            return req.json()
+
+        else:
+            url = 'https://yobit.net/tapi'
+            values['method'] = method
+            values['nonce'] = str(int(time.time()))
+            body = urlencode(values)
+            signature = hmac.new(self.api_secret.encode('utf-8'), body.encode('utf-8'), hashlib.sha512).hexdigest()
+            headers = {
+                'Content-Type': 'application/x-www-form-urlencoded',
+                'Key': self.api_key,
+                'Sign': signature
+            }
+
+            req = requests.post(url, data=values, headers=headers)
+            return req.json()
+
+    def get_pairs(self):
+        return self.yo_query('info', {})['pairs'].keys()
+
+    def get_trades(self, pairs):
+        return self.yo_query('trades', {'currency': pairs, 'limit': 10})
+
+    def get_depth(self, pairs):
+        return self.yo_query('depth', {'currency': pairs, 'limit': 10})
+
+    def get_trades_stat(self, trades, lookback_seconds=300):
+        oldest_trade = trades[-1]['timestamp']
+        now = time.time()
+        delta = lookback_seconds
+
+        bid_trades = [t for t in trades if t['type'] == 'bid']
+
+        stat = {
+            'buy_count': sum([1 for t in trades if t['type'] == 'bid']),
+            'buy_volume': sum([t['amount'] for t in bid_trades]),
+            'mean_volume': np.mean([t['amount'] for t in bid_trades]) if bid_trades else 0.0,
+            'is_buy_recent': oldest_trade > now - delta,
+            'sell_count': sum([1 for t in trades if t['type'] == 'ask']),
+        }
+        return stat
+
+    def open_trade(self, pair, buy_price, sell_price, volume):
+        # buy order
+        buy_params = {
+            'pair': pair,
+            'type': 'buy',
+            'rate': buy_price,
+            'amount': volume
+        }
+        buy_order = self.yo_query('Trade', buy_params)
+        print('BUY: ')
+        print(buy_order)
+
+        # sell order
+        sell_params = {
+            'pair': pair,
+            'type': 'sell',
+            'rate': sell_price,
+            'amount': volume
+        }
+        sell_order = self.yo_query('Trade', sell_params)
+        print('SELL: ')
+        print(sell_order)
+
+
+def check_pairs(yo):
+    # get pairs
+    pairs = yo.get_pairs()
+
+    # get trades
+    for _pairs in [pairs[i:i + CHUNK] for i in range(0, len(pairs), CHUNK)]:
+        trades = yo.get_trades(_pairs)
+        depth = yo.get_depth(_pairs)
+        for pair, _trades in trades.items():
+            stat = yo.get_trades_stat(_trades)
+            if stat['buy_count'] == DEPTH_LIMIT and stat['is_buy_recent']:
+
+                ask_price = depth[pair]['asks'][0][0]
+                ask_volume = depth[pair]['asks'][0][1]
+
+                next_ask_price = depth[pair]['asks'][1][0]
+                next_ask_volume = depth[pair]['asks'][1][1]
+
+                if stat['mean_volume'] * 10 >= ask_volume and ask_volume < next_ask_volume:
+                    trade_volume = min(ask_volume, 1.0*MAX_TRADE_BTC/ask_price)
+                    if trade_volume:
+                        if '_btc' in pair:
+                            if ask_price*trade_volume <= MAX_TRADE_BTC:
+                                print('Open trade: ', pair, trade_volume, ask_price, next_ask_price)
+                                print('Pair: ', pair)
+                                print('Trade volume: ', trade_volume)
+                                print('Buy price: ', ask_price)
+                                print('Sell price: ', next_ask_price)
+                                print('Profit: ', (next_ask_price - ask_price)*trade_volume)
+                                print()
+                                yo.open_trade(pair, ask_price, next_ask_price, trade_volume)
+
+
+if __name__ == "__main__":
+
+    yo = YobitAPI(API_KEY, API_SECRET)
+
+    while True:
+        check_pairs(yo)
+        time.sleep(CHECK_DELAY)

requirements.txt

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+requests