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Merge remote-tracking branch 'origin/development' into development
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@rsxm
rsxm committed Nov 5, 2017
2 parents f11daf9 + a46dab4 commit eb0f6d9
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Showing 2 changed files with 22 additions and 80 deletions.
99 changes: 19 additions & 80 deletions bitrader/arbitrage_tools.py
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Original file line number Diff line number Diff line change
Expand Up @@ -197,75 +197,6 @@ def coin_exchange(df, limit, order_type: str, bitcoin_column: str = 'volume', cu
return result


def simulate(transfer_amount, eur_asks, zar_bids,
coin_name: str = 'Bitcoin', coin_code: str = 'BTC', exchange_name: str = 'Luno',
exchange_rate=None,
transfer_fees: bool = True, verbose: bool = True):
""" Calculate the arbitrage oppertunity
"""

if not exchange_rate:
exchange_rate = get_forex_buy_quote('EUR')

if transfer_fees:
_swift_fee = Decimal(110)
_fnb_comission = min(max(transfer_amount * Decimal(0.0055), Decimal(140)), Decimal(650))
_kraken_deposit_fee = Decimal(15)
else:
_swift_fee = Decimal(0)
_fnb_comission = Decimal(0)
_kraken_deposit_fee = Decimal(0)

capital = transfer_amount + _fnb_comission + _swift_fee

euros = transfer_amount / exchange_rate - _kraken_deposit_fee
_kraken_fee = euros * Decimal(0.0026)

bitcoins = coin_exchange(eur_asks, euros - _kraken_fee, 'buy')
_bitx_fees = bitcoins * Decimal(0.01)

if transfer_fees:
_bitx_withdrawel_fee = Decimal(8.5)
else:
_bitx_withdrawel_fee = Decimal(0)

rands = coin_exchange(zar_bids, bitcoins - _bitx_fees, 'sell')

btc_zar_exchange_rate = rands / (bitcoins - _bitx_fees)

return_value = rands - _bitx_withdrawel_fee

total_fees = (
_swift_fee +
_fnb_comission +
_kraken_fee * exchange_rate +
_bitx_fees * btc_zar_exchange_rate +
_bitx_withdrawel_fee)

response = [
f'Rands out: {capital:.2f}',
f'# forex conversion: R{_swift_fee + _fnb_comission:.2f}',
f'Euro: {euros:.2f}',
f'# kraken fee: R{(_kraken_fee + _kraken_deposit_fee) * exchange_rate:.2f}',
f'{coin_name}: {bitcoins:.8f}',
f'# {exchange_name} fee: R{(_bitx_fees * btc_zar_exchange_rate + _bitx_withdrawel_fee):.2f}',
f'Rands in: {rands:.2f}',
'--------------------',
f'Profit: {return_value - capital:.2f}',
f'ROI: {((return_value - capital) / capital) * 100:.2f}',
'--------------------',
f'ZAR/EUR: {exchange_rate:.2f}',
f'EUR/{coin_code}: {(euros - _kraken_fee) / bitcoins:.2f}',
f'{coin_code}/ZAR: {btc_zar_exchange_rate:.2f}'
]

if verbose:
print('\n'.join(response))

return {'roi': ((return_value - capital) / capital) * 100, 'summary': '\n'.join(response)}


def get_books(coin_code: str = 'XBT', exchange_name: str = 'Luno'):
"""
Expand All @@ -286,7 +217,7 @@ def get_books(coin_code: str = 'XBT', exchange_name: str = 'Luno'):


def arbitrage(amount, coin_code='XBT', coin_name='bitcoin', exchange_name='Luno',
exchange_rate=None, transfer_fees: bool = True, verbose: bool = False, books=None):
exchange_rate=None, transfer_fees: bool = True, verbose: bool = False, books=None, trade_fees: bool = True):
"""
:param amount: The amount in ZAR (TODO: also allow reverse
Expand Down Expand Up @@ -339,34 +270,42 @@ def arbitrage(amount, coin_code='XBT', coin_name='bitcoin', exchange_name='Luno'
_luno_deposit_fee = Decimal(0.0002)

bitcoins = coin_exchange(eur_asks, euros - _kraken_fee , 'buy') - _kraken_withdrawal_fee - _luno_deposit_fee
_bitx_fees = bitcoins * Decimal(0.01) # TODO: Allow to specify lower tier, e.g. over 10 BTC = 0.0075

if trade_fees:
_luno_fees = bitcoins * Decimal(0.01) # TODO: Allow to specify lower tier, e.g. over 10 BTC = 0.0075
else:
_luno_fees = Decimal(0)

if transfer_fees:
_bitx_withdrawel_fee = Decimal(8.5) # TODO: Check Ice3x fees
_luno_withdrawel_fee = Decimal(8.5) # TODO: Check Ice3x fees
else:
_bitx_withdrawel_fee = Decimal(0)
_luno_withdrawel_fee = Decimal(0)

rands = coin_exchange(zar_bids, bitcoins - _bitx_fees, 'sell')
rands = coin_exchange(zar_bids, bitcoins - _luno_fees, 'sell')

btc_zar_exchange_rate = rands / (bitcoins - _bitx_fees)
btc_zar_exchange_rate = rands / (bitcoins - _luno_fees)

return_value = rands - _bitx_withdrawel_fee
return_value = rands - _luno_withdrawel_fee

total_fees = (
_swift_fee +
_fnb_comission +
_kraken_fee * exchange_rate +
_kraken_deposit_fee * exchange_rate +
_bitx_fees * btc_zar_exchange_rate +
_bitx_withdrawel_fee)
_kraken_withdrawal_fee * btc_zar_exchange_rate +
_luno_deposit_fee * btc_zar_exchange_rate +
_luno_fees * btc_zar_exchange_rate +
_luno_withdrawel_fee)

response = [
f'Rands out: {capital:.2f}',
f'# forex conversion: R{_swift_fee + _fnb_comission:.2f}',
f'Euro: {euros:.2f}',
f'# kraken fee: R{(_kraken_fee + _kraken_deposit_fee) * exchange_rate:.2f}',
f'# kraken deposit and withdraw fee: R{(_kraken_deposit_fee * exchange_rate) + (_kraken_withdrawal_fee * btc_zar_exchange_rate):.2f}',
f'# kraken trade fee: R{(_kraken_fee * exchange_rate):.2f}',
f'{coin_name}: {bitcoins:.8f}',
f'# {exchange_name} fee: R{(_bitx_fees * btc_zar_exchange_rate + _bitx_withdrawel_fee):.2f}',
f'# {exchange_name} deposit and withdraw fee: R{_luno_withdrawel_fee + (_luno_deposit_fee * btc_zar_exchange_rate):.2f}',
f'# {exchange_name} trade fee: R{(_luno_fees * btc_zar_exchange_rate):.2f}',
f'Rands in: {rands:.2f}',
'--------------------',
f'Profit: {return_value - capital:.2f}',
Expand Down
3 changes: 3 additions & 0 deletions bitrader/bitx.py
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Original file line number Diff line number Diff line change
Expand Up @@ -212,6 +212,9 @@ def get_withdrawals_status(self, wid=None):
def get_balance(self):
return self.api_request('balance', None)

def get_fee_info(self):
return self.api_request('fee_info', {'pair': 'XBTZAR'})

def get_transactions(self, account_id, min_row=None, max_row=None):
params = {}
if min_row is not None:
Expand Down

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