Over 5 years have passed since this legacy codebase was last touched, and to my knowledge run in any capacity. I have decided to release this branch of one of the semi complete late stage development versions of this application as an educational resource for those wishing to learn about the concepts contained herein.
Please don't use this as anything other than a toy learning tool, or any of the code inside of it in any capacity, any particular branch or version of this code can have completely wrong math that has not been audited verified or tested in years or under any configurations.
Beware ye who enter, here be dragons.
Vibot is a cryptographic-currency arbitrage trading tool. It works by monitoring for and than exploiting a currency’s price difference between multiple currency exchanges, searching for price spreads. When a spreads is detected, a buy order is posted on the lower priced exchange and a sell order for same quantity on the higher priced exchanged. This is a form of inter-exchange arbitrage, utilizing a method that eliminates the need for transactions, allowing spreads to be quickly closed without waiting for transactions from one exchange to another.
This repository contains all of the most recent code. Please note that currently, the installation script requires that each server's contents are hosted on a seperate repository. TODO: Modify installation script to use one unified repository. Also note that the documentation needs to be updated at some point but still is very thorough and sufficient for the time being.
Vibot consists of multiple components working together via the message queue interface provided by mosquito.
The current data engine is written in GoLang and is called the 'scraper'.
Its arguments are as follows:
Usage of ./scraper:
-currency string
space seperated list of currencies to use, default is all (default "USDT_BTC USDT_ETH USDT_XRP USDT_XLM USDT_NEO USDT_DASH USDT_XMR USDT_LSK BTC_ETH BTC_XRP BTC_XLM BTC_NEO BTC_DASH BTC_XMR BTC_LSK BTC_ZEC BTC_LTC BTC_ETC BTC_ADA ETH_ETC ETH_LTC ETH_GNT ETH_OMG BTC_OMG")
-exchanges string
space seperated list of exchanges to use, default is all (default "gdax gemini cex poloniex bittrex bitfinex binance bitstamp")
-min string
minimum spread percentage (default "0.3")
To start the scraper, searching for spreads of at least 1% on all supported currency pairs and the exchanges poloniex, bittrex, and cex:
./scraper -currency 'BTC_ETH BTC_XRP BTC_XLM BTC_NEO BTC_DASH BTC_XMR BTC_LSK BTC_ZEC BTC_LTC BTC_ETC BTC_ADA ETH_ETC ETH_LTC ETH_GNT ETH_OMG BTC_OMG' -exchanges 'poloniex bittrex cex' -min 0.1
After initialization, when a spread is detected, you will see the output in this format, and a message will be sent with the spread over mqtt to the topic /spread/BTC_OMG
2018/03/23 22:18:18 /spread/BTC_OMG: [{"Name":"BTC_OMG_bittrex_poloniex","BuyFrom":"bittrex","SellTo":"poloniex","BuyFee":0.0025,"SellFee":0.0025,"BuyPrice":0.00125212,"BuyQty":150,"SellPrice":0.00126002,"SellQty":0.30958098,"Value":0.1290300429,"EMA":0.0540834998,"EMVAR":0.0101542488,"Score":0.196215685,"Count":1,"EMARate":0.0000375939849624,"EMAMaxPos":0,"EMAAge":940560146400.80884,"TimeStart":1521843498471,"TimeLast":0,"LastUpdate":1521843498471636625,"Type":"transient"}]```
This json object can be unrolled using jq to see the object in a more readable format like so:
echo ['{"Name":"BTC_OMG_bittrex_poloniex","BuyFrom":"bittrex","SellTo":"poloniex","BuyFee":0.0025,"SellFee":0.0025,"BuyPrice":0.00125212,"BuyQty":150,"SellPrice":0.00126002,"SellQty":0.30958098,"Value":0.1290300429,"EMA":0.0540834998,"EMVAR":0.0101542488,"Score":0.196215685,"Count":1,"EMARate":0.0000375939849624,"EMAMaxPos":0,"EMAAge":940560146400.80884,"TimeStart":1521843498471,"TimeLast":0,"LastUpdate":1521843498471636625,"Type":"transient"}]'|jq
[
{
"Name": "BTC_OMG_bittrex_poloniex",
"BuyFrom": "bittrex",
"SellTo": "poloniex",
"BuyFee": 0.0025,
"SellFee": 0.0025,
"BuyPrice": 0.00125212,
"BuyQty": 150,
"SellPrice": 0.00126002,
"SellQty": 0.30958098,
"Value": 0.1290300429,
"EMA": 0.0540834998,
"EMVAR": 0.0101542488,
"Score": 0.196215685,
"Count": 1,
"EMARate": 3.75939849624e-05,
"EMAMaxPos": 0,
"EMAAge": 940560146400.8088,
"TimeStart": 1521843498471,
"TimeLast": 0,
"LastUpdate": 1521843498471636700,
"Type": "transient"
}
]
Each field shows a different value, the most important being the Value field, which shows the value of the price spread. EMA calculation, spread count, and Type are also fields of interests. Spreads will be marked as 'Transient' or 'Steady' depending on how many of them appear in the orderbooks.
The current bid and ask prices are available for examination along with the currency pair.
The next component is the trade engine. This piece takes in the available data from the data engine and calculates arbitrage opportunity. It is written in python, and takes no arguments. At startup, it will calculate all of the target hedge ratios (based on market cap), and than update the balances of the exchanges, which come the balance engine.
ubuntu@ip-172-31-21-170:~/trade$ ./trade_current.py
bittrex: Assigned hedge remainder (0.09%) randomly to BTC_OMG
cex: Assigned hedge remainder (0.04%) randomly to BTC_XRP
poloniex: Assigned hedge remainder (0.09%) randomly to BTC_LTC
bittrex - BTC_XRP 11.87 %
bittrex - BTC_ETH 17.13 %
bittrex - BTC_DASH 2.61 %
bittrex - BTC_ZEC 2.92 %
bittrex - BTC_XLM 10.11 %
bittrex - BTC_LTC 5.41 %
bittrex - BTC_ETC 3.83 %
bittrex - BTC_XMR 3.63 %
bittrex - BTC_OMG 2.58 %
bittrex - BTC_LSK 2.54 %
bittrex - BTC_XEM 12.20 %
bittrex - ETH_ETC 8.21 %
bittrex - ETH_GNT 1.27 %
bittrex - ETH_OMG 6.00 %
bittrex - ETH_ZRX 0.00 %
bittrex - BTC_REP 0.69 %
bittrex - BTC_RDD 3.90 %
bittrex - BTC_SC 4.69 %
bittrex - BTC_ZRX 0.41 %
bittrex - TOTAL BTC: 4182.18049125 (56.27 %)
cex - BTC_XRP 29.81 %
cex - BTC_ETH 50.60 %
cex - BTC_DASH 4.59 %
cex - BTC_ZEC 2.53 %
cex - BTC_XLM 12.47 %
cex - TOTAL BTC: 58.53572106 (0.78 %)
poloniex - BTC_XRP 12.31 %
poloniex - BTC_ETH 21.47 %
poloniex - BTC_DASH 2.80 %
poloniex - BTC_ZEC 2.66 %
poloniex - BTC_XLM 12.83 %
poloniex - BTC_LTC 4.77 %
poloniex - BTC_ETC 5.34 %
poloniex - BTC_XMR 10.81 %
poloniex - BTC_OMG 0.62 %
poloniex - BTC_LSK 5.56 %
poloniex - BTC_XEM 6.44 %
poloniex - ETH_ETC 6.30 %
poloniex - ETH_GNT 1.19 %
poloniex - ETH_OMG 1.22 %
poloniex - ETH_ZRX 3.07 %
poloniex - BTC_REP 0.13 %
poloniex - BTC_RDD 0.00 %
poloniex - BTC_SC 1.72 %
poloniex - BTC_ZRX 0.76 %
poloniex - TOTAL BTC: 3191.36305893 (42.94 %)
Connected Successfully
Updated cex BTC Balance to: 0.00005768 Available, 0.0 Pending, 0.00005768 Total
Updated cex ETH Balance to: 0.0 Available, 24.66494 Pending, 24.66494 Total
Updated cex DASH Balance to: 6.7138296 Available, 1.958 Pending, 8.6718296 Total
Updated cex ZEC Balance to: 0.0 Available, 43.49651271 Pending, 43.49651271 Total
Updated cex XRP Balance to: 0.0 Available, 14500.302876 Pending, 14500.302876 Total
Updated cex XLM Balance to: 0.0 Available, 20198.3213668 Pending, 20198.3213668 Total
When a trade opportunity is detected it will create a 'trade' object and pass it to the the verified topic on the message queue for consumption by the order tracking engine. After a successful trade, and depending on the current hedge ratios, a buyback and/or sellback order will be posted, which will expire between 150-300 seconds from post time. The order tracking engine will cancel this order, unless it is considered 'viable', (viable means the price difference between the target and current price of the order is within a certain configurable threashold. Arbitrage orders expire immediatly if not filled. Limit orders will be canceled 1-3 minutes later if not filled.
Before running the trade engine, edit the variable net in the file config.py, which contains the API keys and other required information for operation. The net variable should reflect the total balance of all exchanges and is used to calculate the hedge allocations for ORDERBACK orders.
An example trade opportunity object looks like this:
{"Exchange": "bittrex", "Pair": "ETH-OMG", "Kind": "Arbitrage", "Type": "sell", "OrderID": "558b49c3-95de-4da2-8082-c3988193feb2", "Price": "0.02101841", "Qty": "1.0000", "Timestamp": 1521838358.7188723, "Expires": 0}
or unpacked json:
{
"Exchange": "bittrex",
"Pair": "ETH-OMG",
"Kind": "Arbitrage",
"Type": "sell",
"OrderID": "558b49c3-95de-4da2-8082-c3988193feb2",
"Price": "0.02101841",
"Qty": "1.0000",
"Timestamp": 1521838358.7188723,
"Expires": 0
}
Visible is the currency spread detected as well as the price and amount along with the direction.
The trade engine configuation is found in the file config.py like so:
net='230' # total btc (TODO: automate this so it does not need to be user set)
mq_host = 'localhost'
mq_port = 1883
mq_keepalive = 60
mq_bindAddress = ""
mq_user = 'vibot'
mq_pass = ''
mq_subtop = 'trade'
mq_subtop_pbal = 'pbal'
mq_subtop_cbal = 'cbal'
mq_pubtop = 'messages'
poloniexKey = ''
poloniexSecret = ''
cexUser = ''
cexKey = ''
cexSecret = ''
bittrexKey = ''
bittrexSecret = ''
The currency pairs need to be defined in the file pairInfo.py, which holds all of the required information about the pairs in this format:
"BTC_ZEC": {
"name": "BTC-ZEC",
"base": "BTC",
"quote": "ZEC",
"minType": "qtyval",
"minVal": Decimal('0.001'),
"minQty": Decimal('0.03'),
"pricePrecision": Decimal('0.000001'),
"qtyPrecision": Decimal('0.01'),
},
"BTC_XLM": {
"name": "BTC-XLM",
"base": "BTC",
"quote": "XLM",
"minType": "qtyval",
"minVal": Decimal('0.001'),
"minQty": Decimal('40.00'),
"pricePrecision": Decimal('0.0000001'),
"qtyPrecision": Decimal('0.001'),
},
"BTC_DASH": {
"name": "DASH/BTC",
"base": "BTC",
"quote": "DASH",
"minType": "qty",
"minQty": Decimal('0.015'),
"pricePrecision": Decimal('0.000001'),
"qtyPrecision": Decimal('0.001'),
},
"BTC_ETC": {
"name": "BTC_ETC",
"base": "BTC",
"quote": "ETC",
"minType": "val",
"minVal": Decimal('0.001'),
"pricePrecision": Decimal('0.00000001'),
"qtyPrecision": Decimal('0.01'),
Important to note are the quantity minimums of each currency on each exchange. The minimum can be set using the value qty for calculation using a static quantity, val to calculate based on BTC (or base currency) value, or qtyval, which is a combination of the two.
Vibot is driven by a protocol called MqTT, or “the Message Queuing Telemetry Transport”. MQTT was first developed for trading on the stock market. It is very fast, reliable, and allows us access to a stream of live data.
Configure these settings to match the configuration of the message queue (mosquito) and it will be active to make trades.
To see the output, subscript to the topic messages:
ubuntu@ip-172-31-21-170:~$ mosquitto_sub -u vibot -P <password> -t messages -h localhost -p 1883
for the sake of simplification, a pair of shell wrapper scripts exist with the mqtt credentials hardcoded:
#!/bin/bash
##########
# Shell wrapper script for securing mosquitto (subscriptions)
password='NmQ5Nj_3MrAwiNDu'
mosquitto_sub -u vibot -P "$password" "$@"
You can use the wrapper script /usr/local/bin/sub like so to see the output from the buysell engine:
ubuntu@ip-172-31-21-170:~$ sub -t messages
Simularly, you can subscribe to watch the current ticker data,or spread data by subscribing to the topics /ticker/# and /spread/#:
Spread stream:
ubuntu@ip-172-31-21-170:~$ sub -t /spread/#
[{"Name":"BTC_XEM_bittrex_poloniex","BuyFrom":"bittrex","SellTo":"poloniex","BuyFee":0.0025,"SellFee":0.0025,"BuyPrice":0.00003116,"BuyQty":11206.521,"SellPrice":0.00003169,"SellQty":1951.25333737,"Value":1.193662186,"EMA":1.1678238702,"EMVAR":0.0034360535,"Score":0.0676466535,"Count":202,"EMARate":0,"EMAMaxPos":264999.9999785457,"EMAAge":1521843950848.9071509764,"TimeStart":1521843953762,"TimeLast":0,"LastUpdate":1521844192512483604,"Type":"steady"}]
[{"Name":"BTC_XLM_bittrex_poloniex","BuyFrom":"bittrex","SellTo":"poloniex","BuyFee":0.0025,"SellFee":0.0025,"BuyPrice":0.0000269,"BuyQty":162.04732619,"SellPrice":0.00002707,"SellQty":289.65029181,"Value":0.1300651716,"EMA":0.0624613569,"EMVAR":0.0396541051,"Score":0.1769918701,"Count":101,"EMARate":0.0000003484,"EMAMaxPos":0,"EMAAge":1521681421287.7494535107,"TimeStart":1521844183012,"TimeLast":0,"LastUpdate":1521844193012482666,"Type":"transient"}]
Ticker Stream:
sub -t /ticker/#|jq
{
"bittrex": {
"Name": "USD_XMR_bittrex",
"Pair": "USD_XMR",
"Exchange": "bittrex",
"LastUpdate": 1521844248131439400,
"MinAsk": {
"Key": "209.68",
"Price": 209.68,
"Qty": 6.6455,
"Timestamp": 1521814353540098600
},
"MaxBid": {
"Key": "211.21139949",
"Price": 211.21139949,
"Qty": 4.57973783,
"Timestamp": 1521815923162880300
}
},
"poloniex": {
"Name": "USD_XMR_poloniex",
"Pair": "USD_XMR",
"Exchange": "poloniex",
"LastUpdate": 1521844249727063000,
"MinAsk": {
"Key": "209.8529877",
"Price": 209.8529877,
"Qty": 43.79092725,
"Timestamp": 1521843755039540200
},
"MaxBid": {
"Key": "211.1483832",
"Price": 211.1483832,
"Qty": 75.447,
"Timestamp": 1521821621551787800
}
}
}
To publish messaes, use mosquitto_pub:
ubuntu@ip-172-31-21-170:~$ mosquitto_pub -u vibot -P <password> -h localhost -p 1883 -t messages -m "hello, world!"
or use the wrapper script called pub (for simplification):
ubuntu@ip-172-31-21-170:~$ pub -t messages -m "hello, world!"
Multiple engines can be run in parallel on multiple servers. The exchanges rate limit REST api calls (typically 6 per second), so an optimal setup will require one server to retrieve ticker data for each currency pair the user wants to monitor, and another server to analyses all of the data and execute the actual trades. However, the engine CAN run on a single machine for a single pair without issues. Should rate limiting occur, it will be resolved automatically after a given period, and does not result in a permanent ban.
Additionally, tools are provided to interact with the exchanges manually via cextool and polotool.
Tools to interact with more exchanges are currently being developed.
Note: the polotool depends on python3.6 , specifically. I have installed it.
Poloniex Tool Options:
usage: polotool [-h] [-c CONFIG] [-p PAIR] [-B] [-A] [-H] [-g GEN_ADDR] [-ii]
[-t] [-F] [-b] [-s] [-a AMOUNT] [-P PRICE] [-o] [-C] [-m]
[-i ORDER_ID] [-S SINCE] [-w] [-W WALLET_ADDRESS]
[-X CURRENCY] [-I PAYMENT_ID] [-D] [-d]
Poloniex API Tool
optional arguments:
-h, --help show this help message and exit
-c CONFIG, --config CONFIG
config .cfg file
-p PAIR, --pair PAIR Get ticker information for this pair (example:
BTC_ETH)
-B, --balances Get available balances
-A, --all_balance Get all balance data
-H, --history print market history data for given pair ,specify w -p
-g GEN_ADDR, --gen_addr GEN_ADDR
Generate a new deposite address for supplied currency
(example: BTC)
-ii, --info Return currency info
-t, --ticker Get ticker information for pai , specify with -p
(default: BTC_ETH)
-F, --fee Get fee info for account
-b, --buy Buy
-s, --sell Sell
-a AMOUNT, --amount AMOUNT
Amount to buy or sell
-P PRICE, --price PRICE
Price to buy or sell at
-o, --orders Return open orders
-C, --cancel_order Cancel an order
-m, --move_order Move an order
-i ORDER_ID, --order_id ORDER_ID
Cancel an order
-S SINCE, --since SINCE
Time - this
-w, --withdraw Withdraw currency [specify wallet_address (-W) ,
amount (-a), and currency (-X) ]
-W WALLET_ADDRESS, --wallet_address WALLET_ADDRESS
Withraw to this address [example:
15isHXhXV85i7QFwwwed9gg9ET5mWjNppP ]
-X CURRENCY, --currency CURRENCY
Withdraw this currency [example: BTC]
-I PAYMENT_ID, --payment_id PAYMENT_ID
Payment ID for XMR type withdrawals
-D, --deposit_addresses
Return account deposit addresses
-d, --deposit_history
Return deposit history
To grab ticker data, the syntax is:
./polotool -t -p USDT_BTC
To grab balance data, the syntax is
./polotool -B
I usually pipe it to jq for readability:
./polotool -B|jq
{
"exchange": {
"BTC": "1.06424756",
"ETC": "0.19950000",
"USDT": "19.09861795",
"XRP": "0.98500000",
"ZEC": "96.27842836"
}
}
To place a buy or sell order, you must specify an amount, pair, and price:
(example: buy 1 eth at 0.045 btc)
./polotool -b -p BTC_ETH -a 1.0 -P 0.045
same with sell: (example: sell 1 eth at 0.045 btc)
./polotool -s -p BTC_ETH -a 1.0 -P 0.045
The other functions are relatively self explanatory and also are mostly compatable with the cextool:
CexIO Api Tool usage:
usage: cextool [-h] [-p PAIR] [-P PRICE] [-a AMOUNT] [-c] [-C] [-i ORDER_ID]
[-F] [-O] [-b] [-s] [-B] [-o] [-t] [-T] [-S] [-G] [-X CURRENCY]
CexIO API Tool
optional arguments:
-h, --help show this help message and exit
-p PAIR, --pair PAIR buy or sell this currency pair (example: BTC_ETH)
-P PRICE, --price PRICE
at this price (example: 0.011)
-a AMOUNT, --amount AMOUNT
for this amount (example: 0.5)
-c, --convert Convert a crypto to fiat. Specify with <-p/--pair>
<-a/--amount>
-C, --cancel_order Cancel an order with specified order id [ -i
<order_id>]
-i ORDER_ID, --order_id ORDER_ID
Order ID Number
-F, --fee_info Fee info for this account
-O, --current_orders Get current orders for specified pair (with -p)
-b, --buy Submit a buy order
-s, --sell Submit a sell order
-B, --balance Get account balances (example: BTC)
-o, --order_book Return order book for given currency pair (specify
with -p) (example: BTC/USD)
-t, --ticker Return ticker data for pair (specify with -p)
-T, --ticker_loop Continueously return ticker data for this pair
(specify with -p)
-S, --price_stat Retrieve price statistics for last 24 hours for a
given pair (specify with -p)
-G, --get_deposit_address
Return deposit address for currency [specify with -X]
-X CURRENCY, --currency CURRENCY
Specify a currency
Bittrex Tool Usage
ubuntu@ip-172-31-21-170:~$ ./bittrextool -h
usage: bittrextool [-h] [-f CONFIG] [-t] [-d] [-V] [-D] [-B] [-k] [-b] [-s]
[-C] [-m] [-S] [-W] [-w] [-O] [-o] [-T ORDER_TYPE] [-I]
[-H] [-q] [-c CURRENCY] [-p PAIR] [-i ORDER_ID]
[-A ADDRESS] [-x COUNT] [-a AMOUNT] [-P PRICE]
Bittrex API Tool
optional arguments:
-h, --help show this help message and exit
-f CONFIG, --config CONFIG
config .cfg file
-t, --ticker Get ticker information for pai , specify with -p
(example: BTC-ETH)
-d, --deposit_address
Get deposit addresses for currency (specify with -c)
-V, --verbose Enable extra verbose messages for debugging
-D, --deposit_history
Return acct deposit history
-B, --balances Get all available balances
-k, --balance Get a particular account balance (specifiy with -c)
-b, --buy_limit Buy Limit Order
-s, --sell_limit Sell Limit Order
-C, --cancel_order Cancel an order
-m, --buy_market Buy at market price
-S, --sell_market Sell at market price
-W, --withdraw DANGEROUS: Withdraw (specify currency <-c>, amount
<-a>, and address <-A>)
-w, --withdrawal_history
Get withdrawl history (specify currency <-c> , and
optionally count <-x>)
-O, --open_orders Get open orders for pair (specify with -p)
-o, --order_book Retreive order book for pair
-T ORDER_TYPE, --order_type ORDER_TYPE
Specify "buy", "sell", or "both"
-I, --currencies Return a list of supported currency information
-H, --order_history Return your order history
-q, --order_status_query
Query an order by uuid for status
-c CURRENCY, --currency CURRENCY
Specify a currency (example: BTC)
-p PAIR, --pair PAIR Specify a currency pair (example: BTC_ETH)
-i ORDER_ID, --order_id ORDER_ID
Specify an order id
-A ADDRESS, --address ADDRESS
Specify a crypto wallet address for withdrawal
(example: 15isHXhXV85i7QFwwwed9gg9ET5mWjNppP
-x COUNT, --count COUNT
Specify a count <for depth>
-a AMOUNT, --amount AMOUNT
Specify an amount to buy, sell, withdraw, etc
-P PRICE, --price PRICE
Price to buy or sell at
Data can always be piped to jq, as both programs always output valid json.
When doing arbitrage between mutiple exchanges, calculating gains and losses can be confusing. Essentially, the idea is that we add all of the balances of all of the coins in all of the exchanges, and multiply each balance by the bid price on the corresponding exchange.
ubuntu@ip-172-31-21-170:~/trade$ ./balanceCalc_current.py
BITTREX
BITTREX TOTAL: 0.000000
CEX
CEX TOTAL: 0.000000
POLONIEX
POLONIEX TOTAL: 0.000000
TOTAL BTC: 0.000000
BITTREX
BITTREX TOTAL: 0.000000
CEX
BTC {'available': 5.768e-05, 'pending': 0.0, 'value': 5.768e-05}
ETH {'available': 0.0, 'pending': 24.66494, 'value': 1.53438125246}
DASH {'available': 6.7138296, 'pending': 1.958, 'value': 0.42058373560000006}
ZEC {'available': 0.0, 'pending': 43.49651271, 'value': 1.26139886859}
XRP {'available': 0.0, 'pending': 14500.302876, 'value': 1.04967692519364}
XLM {'available': 0.0, 'pending': 20198.3213668, 'value': 0.543940794407924}
CEX TOTAL: 4.810039
POLONIEX
POLONIEX TOTAL: 0.000000
TOTAL BTC: 4.810039
The order tracking engine is responcible for canceling orders that do not fill so that capitol is always available for future trades. It takes no arguments and can be started with ./OrderTrack.py . The output looks as follows:
[*] Order 667c582b-3484-4dc2-bfa4-5c64585db19c on exchange bittrex qued in thread for canceling
[i] Ticker call...0.02100965
[i] DEBUG: buy 0.02086071 0.02100965
[i] Pct was: 0.7139737813334263
[i] Ticker call...0.02086071
[i] DEBUG: sell 0.02101841 0.02086071
[i] Pct was: 0.7502946226665108
[i] Ticker call...0.02086071
[i] DEBUG: sell 0.02101841 0.02086071
[i] Pct was: 0.7502946226665108
[*] Successfully canceled order b76b4537-b27c-44e1-9149-481400118a57
[*] Successfully canceled order a19253c3-0a1c-49bf-89e7-1a6fe3758710
[*] Successfully canceled order beac29d0-77c6-45dc-a23d-139b5e27aa79
Arb order
[*] Order 6425807b-b89b-463d-beac-ee1d449831a0 on exchange bittrex qued in thread for canceling
Arb order
[*] Order b74a6a1c-72b1-4a80-88a2-3aeb605ec584 on exchange bittrex qued in thread for canceling
Arb order
[*] Order 9c56422e-bbc7-4c25-8810-083d70c0252b on exchange bittrex qued in thread for canceling
Arb order
[*] Order b7f267f3-e50a-4625-a1c2-bc692e0cf109 on exchange bittrex qued in thread for canceling
[i] Ticker call...0.02086071
The transfer engine is responcible for accepting json messages over mqtt with instrucutions for processing withdrawals. It can also be used manually from the command line. It's arguments are as follows:
ubuntu@ip-172-31-30-189:~/transfer_engine$ ./transfer.py -h
[*] ARGV : ['-h']
Usage: transfer.py [options]
Options:
-h, --help show this help message and exit
-w, --withdraw
-e EXCHANGE, --exchange=EXCHANGE
-d DEPOSIT_EXCHANGE, --deposit_exchange=DEPOSIT_EXCHANGE
-c CURRENCY, --currency=CURRENCY
-q QUANTITY, --quantity=QUANTITY
-g, --get_address
-s, --safe
-l, --live
-m, --mqttd
Because of the risk involved in transactions, it was written to only accept exchanges (from exchange, to exchange) as arguments. It than will query the exchanges API for the correct deposit address of the "to exchange", and initate the transfer. Note: Some currencies require an additional field, called either the "memo", "payment id", or "message". These currencies, such as XMR, XRP, and XLM have hardcoded addresses and payment ids, which are present in the transfer engine's library, 'transferlib_py', in the /lib directory.
When processing a transfer request, the output will show as follows:
action: transfer , Currency: XEM, Amount: 130000, From: bittrex, To: poloniex
continued...
[!] Warn: New XEM Withdrawal functionality requested. Please monitor closely for success.
[*] XEM Withdrawl requested
[!] Warning: attempting new payment id functionality...
{"uuid": "92035b89-72ec-4300-8c90-5dcb53da2cbf"}
Currency:XEM
Amount :130000
Address: NBZMQO7ZPBYNBDUR7F75MAKA2S3DHDCIFG775N3D
INFO: Payment id bb09c990417da001 specified
DEBUG: Transfer Engine:None
{"action":"transfer","currency":"LSK","amount":320.02304165899943,"from":"poloniex","to":"bittrex"}
Action: transfer , Currency: LSK, Amount: 320.02304165899943, From: poloniex, To: bittrex
Standard withdrawal requested
[*] 9636347135434721277L
{"response": "Withdrew 320.02304165 LSK."}
Currency:LSK
Amount :320.02304165899943
Address: 9636347135434721277L
Transfers are calculated by the asset managment engine (called asset.rb), which searches for empty wallets and sends a transfer request when it is determined that a movement is necessary. There is also a manual transfer tool called mqTransfer.py. It can be used with cli arguments or interactively, specificying the -i flag. It's arguments are as follows:
ubuntu@ip-172-31-21-170:~$ ./mqTransfer.py -h
Warning: Live Mode Enabled!
[*] ARGV : ['-h']
Usage: mqTransfer.py [options]
Options:
-h, --help show this help message and exit
-i, --interactive
-m, --mqttd
-c CURRENCY, --currency=CURRENCY
-q QUANTITY, --quantity=QUANTITY
-f FROM_EXCHANGE, --from=FROM_EXCHANGE
-t TO_EXCHANGE, --to=TO_EXCHANGE
ubuntu@ip-172-31-21-170:~$
Interactive mode:
ubuntu@ip-172-31-21-170:~$ ./mqTransfer.py -i
Warning: Live Mode Enabled!
[*] ARGV : ['-i']
Manual Funds Mangement Client:
>> Currency: BTC
>> Quantity: 1
>> From Exchange: poloniex
>> To Exchange: cex
Message: {"action":"transfer","currency":"BTC","amount":1,"from":"poloniex","to":"cex"}
Send? y/n :
Non interactive mode:
./mqTransfer.py -c BTC -q 1 -f poloniex -t cex
This tool takes user input and creates a transfer request json object, which is than sent to the server which is running the transfer receiver.
The balance engine streams balance data to the main server (where the trade engine is running). The trade engine requires a constant stream of balance data to operate, because trade must not be proccessed if the correct balances are not present.
ubuntu@ip-172-31-21-234:~/balance_engine$ ./start.sh
Starting streams...
ubuntu@ip-172-31-21-234:~/balance_engine$ Starting cex balance stream
Starting poloniex balance stream
Starting bittrex balance stream.
MqIRC is an mqtt to irc proxy, which allows for easy monitoring of the bot's status. To start it , run
./mqirc
Built in bot controls can seen by running @help:
18:46 <@mqirc> ======== MQIRC Version 2.2 BetaBot Commands ========
18:46 <@mqirc> Bot responds to the following commands
18:46 <@mqirc> @cmd :<message> Send a message to pubtopic
18:46 <@mqirc> @help : Show this help
18:46 <@mqirc> @die : Shut down bot
18:46 <@mqirc> @echo : <string> Echo a message
18:46 <@mqirc> @shell : <command> Execute shell a command locally
18:46 <@mqirc> ======= Authentication Commands ========
18:46 <@mqirc> @enable : <password> : Authenticate to and enable the boT
18:46 <@mqirc> @disable : <password> : Lock bot. When disabled will only respond to @help
18:46 <@mqirc> @userlist :Send list of authorized senders
18:46 <@mqirc> @adduser : <user/#channel> : Append nick/channel to authorized senders
18:46 <@mqirc> @deluser : <user/#channel> : Remove nick/channel from authorized senders
18:46 <@mqirc> ======== IRC Commands ========
18:46 <@mqirc> @irc :<command> : Send a raw irc command to server
18:46 <@mqirc> @register :<password> <email> Register bot with nickserv
18:46 <@mqirc> @join :<channel> Join this channel
18:46 <@mqirc> @part :<channel> Leave this channel
18:46 <@mqirc> ======== ========= ========
All commands are prefixed with an @ .
A cronjob automatically sends a balance report to the bot's user every hour. No interaction is required, simply enable the cron job by uncommenting it in the cron task list:
$ crontab -e
#@hourly /home/ubuntu/hourly-bal.sh
The email addresses of the recipitents are stored in the file sendmail.py, which can be used interactively as well. :
ubuntu@ip-172-31-21-170:~$ ./sendmail.py -h
usage: sendmail.py [-h] [-f SEND] [-r RECV] [-m MESSAGE] [-S SUBJECT]
[-s SERVER]
optional arguments:
-h, --help show this help message and exit
-f SEND, --send SEND Sender of this message.
-r RECV, --recv RECV Recipitent of this message.
-m MESSAGE, --message MESSAGE
File containing message content to send.
-S SUBJECT, --subject SUBJECT
Subject of email to send.
-s SERVER, --server SERVER
Hostname or ip of the smtp server to use.
The log engine simply logs each trade as they come through the verified stream. To start it, simply run ./log.py . Trades are logged to
the file trade.log.
Vibot is very complex system consisting of multiple components. Because API calls to currency exchanges are often rate limited, it is a good idea to run certain engines on different servers. The scraper and trade engine should be run on the same server, to reduce latency, as the scraper uses the websocket streams, while the trade engine uses the rest api, which are limited seperatly.
The balance engine should run a different server because it queries the balances of all exchanges at least once per second, and thus uses many API calls.
The transfer engine should be run a secure, dedicated server. Although it does not use too many API calls, for security reasons, it should run in an isolated environment.
The Order Tracking engine definitly needs to run on it's own server because it uses many api calls when canceling orders and calculating viability.
If you have any questions, feel free to contact the developers of Vibot at [email protected].