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bitcoin-arbitrage - opportunity detector and automated trading

It gets order books from supported exchanges and calculate arbitrage opportunities between each markets. It takes market depth into account.

Currently supported exchanges to get data:

  • MtGox (USD, EUR)
  • Bitstamp (USD, ~EUR)
  • Bitcoin24 (EUR)
  • Bitfloor (USD)
  • Bitcoin-Central (EUR)
  • BTC-e (USD, EUR)
  • Intersango (EUR)
  • Bitfinex (USD)
  • Kraken (USD, EUR)
  • Bitcoin-Central (EUR)
  • Ripple (USD, EUR)

Currently supported exchanges to automate trade:

  • MtGox (EUR, USD)
  • Bitstamp (USD) - (API changed, not functional atm.)
  • Bitcoin-Central (EUR) - (API changed)
  • Ripple (EUR, USD) - you need your own private rippled for signing transactions! Also untested.
  • Bitfinex (USD) - untested, please remove this once verified

Donation are always welcome: 1Maxime7WnLqq24hasMA872JZ4VBGMDbKk

Ripple + Bitfinex private API: 1LeUQ5Zyn1gZEt2MNqBdhg7JqvqhNRXrAb

WARNING

Real trading bots are included. Don't put your API keys in config.py if you don't know what you are doing.

Installation And Configuration

cp arbitrage/config.py-example arbitrage/config.py

Then edit config.py file to setup your preferences: watched markets and observers

You need Python3 to run this program. To install on Debian, Ubuntu, or variants of them, use:

$ sudo apt-get install python3 python3-pip

To use the observer XMPPMessager you will need to install sleekxmpp:

$ pip3 install sleekxmpp

Run

To run the opportunity watcher:

$ python3 arbitrage/arbitrage.py
2013-03-12 03:52:14,341 [INFO] profit: 30.539722 EUR with volume: 10 BTC - buy at 29.3410 (MtGoxEUR) sell at 29.4670 (Bitcoin24EUR) ~10.41%
2013-03-12 03:52:14,356 [INFO] profit: 66.283642 EUR with volume: 10 BTC - buy at 29.3410 (MtGoxEUR) sell at 30.0000 (BitcoinCentralEUR) ~22.59%
2013-03-12 03:52:14,357 [INFO] profit: 31.811390 EUR with volume: 10 BTC - buy at 29.3410 (MtGoxEUR) sell at 30.0000 (IntersangoEUR) ~10.84%
2013-03-12 03:52:45,090 [INFO] profit: 9.774324 EUR with volume: 10 BTC - buy at 35.3630 (Bitcoin24EUR) sell at 35.4300 (BitcoinCentralEUR) ~2.76%

Note, this example is real, it has happened when the blockchain forked. MtGox is a very reactive market, price dropped significally in 1 hour, this kind of situation opens very good arbitrage opportunities with slower exchanges.

To check your balance on an exchange (also a good way to check your accounts configuration):

$ python3 arbitrage.py -m MtGoxEUR get-balance
$ python3 arbitrage.py -m MtGoxEUR,MtGoxUSD,BitstampUSD get-balance

Run tests

$ nosetests arbitrage/

TODO

  • Tests
  • Write documentation
  • Add other exchanges:
    • icbit
  • Update order books with a WebSocket client for supported exchanges (MtGox, Bitcoin-Central, Ripple, Bitstamp?)
  • Better history handling for observer "HistoryDumper" (Redis ?)
  • handle fees properly
  • Move EUR / USD from a market to an other:
    • Coupons
    • Negative Operations
    • use Litecoin or other cryptocurrencies trades

LICENSE

MIT

Copyright (c) 2013 Maxime Biais [email protected]

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.