Automated bitcoin arbitrage | Bitcointalksearch.org

Financisto

hero member

Activity: 640

Merit: 771

BTC⇆⚡⇄BTC

Greetings!

Just found this tool out.

It's great!

Just some suggestions for TODO:

* Add Triangular Arbitrage calculator and automated arbitrage implementation of it: as previously said - "This can be done in a single exchange";

* Add automated arbitrage for altcoins pairs (LTC/BTC; NMC/BTC; PPC/BTC; XPM/BTC etc.);

* Add support for exchanges with medium volume and various cryptocoins (such as Vircurex and Cryptsy);

Ps.: forget Ripple support... Cool

BTW, here goes some codes and other similar ideas in order to get some insights:

https://bitcointalksearch.org/topic/btc-e-php-currency-arbitrage-bot-full-code-196313

https://bitcointalksearch.org/topic/php-btc-e-arbitrage-bot-236321

https://bitcointalksearch.org/topic/python-arbitrage-trader-for-various-exchanges-263815

Keep up the good work bro!

Cheers!

Ianwhitbread

member

Activity: 101

Merit: 10

This was the Error

No Trades were made

is it me thats causing the problem or the exchanges
Traceback (most recent call last):
File "/home/blah/bitcoin-arbitrage-master/arbitrage/arbitrage.py", line 63, in
main()
File "/home/blah/bitcoin-arbitrage-master/arbitrage/arbitrage.py", line 60, in main
cli.main()
File "/home/blah/bitcoin-arbitrage-master/arbitrage/arbitrage.py", line 56, in main
self.exec_command(args)
File "/home/blah/bitcoin-arbitrage-master/arbitrage/arbitrage.py", line 15, in exec_command
self.arbitrer.loop()
File "/home/blah/bitcoin-arbitrage-master/arbitrage/arbitrer.py", line 190, in loop
self.tick()
File "/home/blah/bitcoin-arbitrage-master/arbitrage/arbitrer.py", line 181, in tick
kmarket2, market2["bids"][0])
File "/home/blah/bitcoin-arbitrage-master/arbitrage/arbitrer.py", line 133, in arbitrage_opportunity
perc2, weighted_buyprice, weighted_sellprice)
File "/home/blah/bitcoin-arbitrage-master/arbitrage/observers/traderbot.py", line 60, in opportunity
self.update_balance()
File "/home/blah/bitcoin-arbitrage-master/arbitrage/observers/traderbot.py", line 41, in update_balance
self.clients[kclient].get_info()
File "/home/blah/bitcoin-arbitrage-master/arbitrage/private_markets/bitstampusd.py", line 68, in get_info
response = self._send_request(self.balance_url)
File "/home/blah/bitcoin-arbitrage-master/arbitrage/private_markets/bitstampusd.py", line 45, in _send_request
response = urllib.request.urlopen(req)
File "/usr/lib/python3.3/urllib/request.py", line 160, in urlopen
return opener.open(url, data, timeout)
File "/usr/lib/python3.3/urllib/request.py", line 479, in open
response = meth(req, response)
File "/usr/lib/python3.3/urllib/request.py", line 591, in http_response
'http', request, response, code, msg, hdrs)
File "/usr/lib/python3.3/urllib/request.py", line 517, in error
return self._call_chain(*args)
File "/usr/lib/python3.3/urllib/request.py", line 451, in _call_chain
result = func(*args)
File "/usr/lib/python3.3/urllib/request.py", line 599, in http_error_default
raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 522: Origin Connection Time-out

Ianwhitbread

member

Activity: 101

Merit: 10

Did try using TraderBot

Just crashed when trying to trade with Bitstamp

Ianwhitbread

member

Activity: 101

Merit: 10

Was running quite nicely till this happened

2013-08-07 09:40:03,243 [ERROR] HTTPError, can't update market: BitstampUSD
2013-08-07 09:40:03,244 [WARNING] Market: BitstampUSD order book is expired
2013-08-07 09:40:03,964 [ERROR] HTTPError, can't update market: BitstampUSD
2013-08-07 09:40:03,965 [WARNING] Market: BitstampUSD order book is expired
2013-08-07 09:40:24,738 [ERROR] HTTPError, can't update market: BitstampUSD
2013-08-07 09:40:24,739 [WARNING] Market: BitstampUSD order book is expired
2013-08-07 09:40:25,604 [ERROR] HTTPError, can't update market: BitstampUSD
2013-08-07 09:40:25,605 [WARNING] Market: BitstampUSD order book is expired

I was able to login to bitstamp via the website,
so did not seen offiline

hope you can help

thank you

sidhujag

legendary

Activity: 2044

Merit: 1005

Quote from: Sukrim on March 20, 2013, 02:39:49 PM

Well, I could trade on MtGox in BTCUSD and BTCEUR if I know EURUSD (or assume EURUSD as static - compared to BTC that might even be true)...

If there's a plugin for other "real" Forex brokers that might even work quite well! Still it might be enough to do fiat trades in bulk after some time, as the volatility is quite different there. Hence it might be possible to trade two currency pairs on the same "market".

U will never make money arbing a forex broker. If u trade against broker u will be banned and id u trade against the bank u will get last looked to death.

Ianwhitbread

member

Activity: 101

Merit: 10

yep all working

just in tradersim mode

thanks

Ian W

Ianwhitbread

member

Activity: 101

Merit: 10

My goodness me

Thank you very much

Wil do it tonight

maxme

newbie

Activity: 48

Merit: 0

Quote from: Ianwhitbread on August 04, 2013, 04:55:32 PM

markets = ["MtGoxUSD", "BitstampUSD"],

Remove the trailing comma in the line above.

Ianwhitbread

member

Activity: 101

Merit: 10

if anyone can help with the above

well that would be very kind

take care and thank you

I just cant see where I am going wrong

im on

ubuntu 13
Python3

thanks

Ianwhitbread

member

Activity: 101

Merit: 10

and this is my config file

# watch the following markets
# ["MtGoxEUR", "BitcoinCentralEUR", "IntersangoEUR", "Bitcoin24EUR",
# "BitstampEUR", "BtceUSD", "MtGoxUSD", "BitfloorUSD", "BitstampUSD"]
markets = ["MtGoxUSD", "BitstampUSD"],
#"BitcoinCentralUSD", "Bitcoin24USD" # BitfloorUSD, , "CampBXUSD (closed), "BtceUSD",

# observers if any
# ["Logger", "TraderBot", "TraderBotSim", "HistoryDumper", "Emailer"]
observers = ["TraderBotSim"]

market_expiration_time = 120 # in seconds: 2 minutes

refresh_rate = 20

#### Trader Bot Config
# Access to Private APIs
mtgox_key = "blah"
mtgox_secret = "blaah"

#bitcoincentral_username = "FIXME"
#bitcoincentral_password = "FIXME"
#bitcoincentral_address = "FIXME" # to deposit btc from markets / wallets

bitstamp_username = "blah"
bitstamp_password = "blahblah"

# SafeGuards
max_tx_volume = 1 # in BTC
min_tx_volume = 0.1 # in BTC
balance_margin = 0.05 # 5%
profit_thresh = 1 # in EUR
perc_thresh = 3 # in %

#### Emailer Observer Config
smtp_host = 'mysmtp'
smtp_login = 'blahblahblah'
smtp_passwd = 'blahblahblah'
smtp_from = 'myemail'
smtp_to = 'myemal'

#### XMPP Observer
#xmpp_jid = "[email protected]"
#xmpp_password = "FIXME"
#xmpp_to = "[email protected]"

Ianwhitbread

member

Activity: 101

Merit: 10

just trying to run

but getting this error, I believed i configured correctly and was using the tradersim to test

python3 '/xxx/bitcoin-arbitrage-master/arbitrage/arbitrage.py'
Traceback (most recent call last):
File "/xxx/bitcoin-arbitrage-master/arbitrage/arbitrage.py", line 63, in
main()
File "/xxx/bitcoin-arbitrage-master/arbitrage/arbitrage.py", line 60, in main
cli.main()
File "/xxx/bitcoin-arbitrage-master/arbitrage/arbitrage.py", line 55, in main
self.create_arbitrer(args)
File "/xxx/bitcoin-arbitrage-master/arbitrage/arbitrage.py", line 33, in create_arbitrer
self.arbitrer = Arbitrer()
File "/xxx/bitcoin-arbitrage-master/arbitrage/arbitrer.py", line 17, in __init__
self.init_markets(config.markets)
File "/xxx/bitcoin-arbitrage-master/arbitrage/arbitrer.py", line 24, in init_markets
exec('import public_markets.' + market_name.lower())
AttributeError: 'list' object has no attribute 'lower'

Bitcoin-GA-990XA-UD3:~$

Thanks

JstnPwll

member

Activity: 92

Merit: 10

Hmm. It seems like the most automatic method would be to code it so that when there's an equilibrium, both accounts trade out some of the currency they have been selling for the currency they've been buying. Like you said, it would cut profits (especially with trade fees), but that might be better than stagnating and missing good trade opportunities.

P.S. Thanks for the code! I'm having fun looking at it.

maxme

newbie

Activity: 48

Merit: 0

You may:

withdraw funds from an exchange and deposit to an other exchange (manual and long operation, painful, cuts profits with fees)
wait for a counter operation and buy low on the exchange you sold previously
use other currencies (ltc for instance)
wait for an equilibrium and do a negative operation only to transfer funds from one exchange to another (cuts profits of course)

JstnPwll

member

Activity: 92

Merit: 10

Is there no way to transfer funds between exchanges? Otherwise why would it be beneficial to buy low on one and sell high on the other?

small502

newbie

Activity: 12

Merit: 0

Is anyone getting an error like this?

Code:

Python 3.3.1 (v3.3.1:d9893d13c628, Apr 6 2013, 20:30:21) [MSC v.1600 64 bit (AMD64)] on win32
Type "copyright", "credits" or "license()" for more information.
>>> ================================ RESTART ================================
>>>
Traceback (most recent call last):
File "C:\Users\small502\Desktop\Bitcoin\bitcoin-arbitrage-master\arbitrage\arbitrage.py", line 5, in
from arbitrer import Arbitrer
File "C:\Users\small502\Desktop\Bitcoin\bitcoin-arbitrage-master\arbitrage\arbitrer.py", line 5, in
import config
File "C:\Users\small502\Desktop\Bitcoin\bitcoin-arbitrage-master\arbitrage\config.py", line 17
mtgox_key =
^
SyntaxError: invalid token
>>>

I did remove my mtgox key but when i run the program the key shows up fine.

maxme

newbie

Activity: 48

Merit: 0

I pushed a new feature: fiat currency mixed trades. Now you can buy on market X with EUR and sell on market Y with USD.

Note: Fiat rates conversion are updated every hour from http://rate-exchange.appspot.com/

maxme

newbie

Activity: 48

Merit: 0

The private part of BTC-e API is not implemented _yet_

somecdnguy4

newbie

Activity: 8

Merit: 0

Hmm, the bot immediately closes if I include either SpecializedTraderBot or TraderBot, but not if TraderBotSim is included. Also, when trying to include BTC-e, the bot says

Code:

"[WARNING] Can't automate this trade, client not available: BTC-e

Though, upon viewing the TraderBotSim file code, I notice it doesn't fully include BTC-e support. I'll keep looking into it.

Someone earlier asked about inter-market trading. Any plans to support that in later releases?

DobZombie

hero member

Activity: 896

Merit: 532

Former curator of The Bitcoin Museum

right, the latest commit does this when the arbitrage program wants to trade

Code:

2013-04-16 03:14:44,024 [INFO] Buy @MtGoxEUR 0.000905 BTC and sell @BitcoinCentralEUR
Traceback (most recent call last):
File "arbitrage.py", line 214, in
main()
File "arbitrage.py", line 198, in main
arbitrer.loop()
File "arbitrage.py", line 172, in loop
self.tick()
File "arbitrage.py", line 166, in tick
observer.end_opportunity_finder()
File "E:\bitcoin-arbitrage-master\src\observers\specializedtraderbot.py", line 34, in end_opportunity_finder
self.execute_trade(*self.potential_trades[0][1:])
File "E:\bitcoin-arbitrage-master\src\observers\specializedtraderbot.py", line 94, in execute_trade
"weighted_buyprice=%f weighted_sellprice=%f" % (weighted_buyprice, weighted_sellprice))
File "E:\bitcoin-arbitrage-master\src\observers\emailer.py", line 17, in send_email
smtpObj = smtplib.SMTP(config.smtp_host)
File "c:\python33\lib\smtplib.py", line 238, in __init__
(code, msg) = self.connect(host, port)
File "c:\python33\lib\smtplib.py", line 317, in connect
self.sock = self._get_socket(host, port, self.timeout)
File "c:\python33\lib\smtplib.py", line 288, in _get_socket
self.source_address)
File "c:\python33\lib\socket.py", line 417, in create_connection
for res in getaddrinfo(host, port, 0, SOCK_STREAM):
socket.gaierror: [Errno 11004] getaddrinfo failed

E:\bitcoin-arbitrage-master\src>python arbitrage.py -v
2013-04-16 03:16:21,532 [DEBUG] ticker: MtGoxEUR - {'bid': {'price': 71.11, 'amount': 5.7}, 'ask': {'price': 71.81099, 'amount': 0.01}}
2013-04-16 03:16:21,533 [DEBUG] ticker: BitcoinCentralEUR - {'bid': {'price': 75.0, 'amount': 85.91478223}, 'ask': {'price': 76.0, 'amount
Traceback (most recent call last):
File "arbitrage.py", line 214, in
main()
File "arbitrage.py", line 198, in main
arbitrer.loop()
File "arbitrage.py", line 172, in loop
self.tick()
File "arbitrage.py", line 166, in tick
observer.end_opportunity_finder()
File "E:\bitcoin-arbitrage-master\src\observers\traderbot.py", line 33, in end_opportunity_finder
self.execute_trade(*self.potential_trades[0][1:])
File "E:\bitcoin-arbitrage-master\src\observers\traderbot.py", line 86, in execute_trade
self.clients[kbid].sell(volume)
File "E:\bitcoin-arbitrage-master\src\private_markets\bitcoincentral.py", line 73, in sell
response = self.trade(amount, "sell", price)
File "E:\bitcoin-arbitrage-master\src\private_markets\bitcoincentral.py", line 66, in trade
response = self._send_request(self.trade_url, params)
File "E:\bitcoin-arbitrage-master\src\private_markets\bitcoincentral.py", line 53, in _send_request
response = urllib.request.urlopen(req)
File "c:\python33\lib\urllib\request.py", line 160, in urlopen
return opener.open(url, data, timeout)
File "c:\python33\lib\urllib\request.py", line 471, in open
req = meth(req)
File "c:\python33\lib\urllib\request.py", line 1183, in do_request_
raise TypeError(msg)
TypeError: POST data should be bytes or an iterable of bytes. It cannot be of type str.

I'm stuck finding the error (help)

o.0

DobZombie

hero member

Activity: 896

Merit: 532

Former curator of The Bitcoin Museum

When there is a potential trade I keep getting this...

Code:

2013-04-13 01:09:02,568 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'amount': 0.133669, 'price': 58.0}, 'bid': {'amount': 110.72, 'price': 57.0}}
2013-04-13 01:09:02,570 [DEBUG] ticker: MtGoxEUR - {'ask': {'amount': 0.697, 'price': 54.44384}, 'bid': {'amount': 18.8041, 'price': 53.18}}
2013-04-13 01:09:02,600 [INFO] profit: 11.798033 EUR with volume: 5.000000 BTC - buy at 56.9956 (MtGoxEUR) sell at 57.0000 (BitcoinCentralEUR) ~4.14%
Traceback (most recent call last):
  File "arbitrage.py", line 202, in
   main()
  File "arbitrage.py", line 199, in main
   arbitrer.loop()
  File "arbitrage.py", line 172, in loop
   self.tick()
  File "arbitrage.py", line 163, in tick
   "asks"][0], kmarket2, market2["bids"][0])
  File "arbitrage.py", line 123, in arbitrage_opportunity
   perc2, weighted_buyprice, weighted_sellprice)
  File "E:\Bot\src\observers\traderbot.py", line 63, in opportunity
   self.clients[kbid].btc_balance)
AttributeError: 'PrivateBitcoinCentral' object has no attribute 'btc_balance'

EDIT : Nevermind, I downloaded the latest Commit and it's all good

Caesar V

sr. member

Activity: 369

Merit: 250

Oh man, this is one of those times I wish I was more tech savy Cry

hiima

member

Activity: 112

Merit: 10

Can this be used to arbitrage on the same exchange, ie mtgox USD/BTC-> BTC/EUR->EUR/USD?

NF414

newbie

Activity: 28

Merit: 0

Quote from: maxme on March 30, 2013, 07:52:58 AM

Yes I made some profits. But I had to stop the bot since some markets are sometimes not responding or replying with erroneous data. So I'm currently working at checking exchanges status/responsiveness and verifying trades.

And I need to write more automated tests for this part (like mocking erroneous response, ...)

If you need help of any kind (not a programmer); please feel free to ask.

Regards, NF414

maxme

newbie

Activity: 48

Merit: 0

Yes I made some profits. But I had to stop the bot since some markets are sometimes not responding or replying with erroneous data. So I'm currently working at checking exchanges status/responsiveness and verifying trades.

And I need to write more automated tests for this part (like mocking erroneous response, ...)

NF414

newbie

Activity: 28

Merit: 0

Thanks for sharing!

Anyone had any real-life profit from this automation yet?

Regards, NF414

DobZombie

hero member

Activity: 896

Merit: 532

Former curator of The Bitcoin Museum

Quote from: arsenische on March 26, 2013, 03:19:11 PM

DobZombie, great work!

But why did you share the code? I think more competitors => less arbitraging possibilities. Or am I wrong?

lol, I'm not sharing any code! I'm just testing it Tongue

maxme is the genius behind this code

Sukrim

legendary

Activity: 2618

Merit: 1007

More arbitrage --> more volume for trading bots!
Also the "algorithm" behind arbitrage bots is not really a secret at all, it might be better to get people to code up plugins for various APIs than to keep it a guarded secret. Also moving big amounts of money between exchanges is not trivial and not cheap too...

Thanks for actually open sourcing and releasing a useful and potentially profitable bot.

arsenische

legendary

Activity: 1199

Merit: 1012

DobZombie, great work!

But why did you share the code? I think more competitors => less arbitraging possibilities. Or am I wrong?

maxme

newbie

Activity: 48

Merit: 0

Quote from: DobZombie on March 26, 2013, 01:10:51 PM

I'm using the SpecializedTradingBot and it's outputting this...

What confuses me is ...
profit:
2.354073 EUR with volume:
1.000000 BTC -
buy at 62.7999 (MtGoxEUR)
sell at 62.8000 (BitcoinCentralEUR)
~3.75%

Some of those numbers don't add up. Am I missing something?

See my previous message here https://bitcointalksearch.org/topic/m.1647793

But I should change logging messages...

DobZombie

hero member

Activity: 896

Merit: 532

Former curator of The Bitcoin Museum

I'm using the SpecializedTradingBot and it's outputting this...

Code:

2013-03-27 04:01:19,473 [INFO][b] profit: 2.354073 EUR with volume: 1.000000 BTC - buy at 62.7999 (MtGoxEUR) sell at 62.8000 (BitcoinCentralEUR) ~3.75%[/b]
2013-03-27 04:01:52,920 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 61.0, 'amount': 10.0}, 'bid': {'price': 60.5, 'amount': 6.0}}
2013-03-27 04:01:52,921 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 64.0, 'amount': 0.35183044}, 'bid': {'price': 63.0, 'amount': 0.27}}
2013-03-27 04:01:52,982 [WARNING] Can't automate this trade, profit=2.952351 is lower than defined threshold 3.500000
2013-03-27 04:01:52,982 [INFO][b] profit: 1.854073 EUR with volume: 1.000000 BTC - buy at 62.7999 (MtGoxEUR) sell at 62.8000 (BitcoinCentralEUR) ~2.95%[/b]
2013-03-27 04:02:22,983 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 61.0, 'amount': 10.0}, 'bid': {'price': 60.5, 'amount': 6.0}}
2013-03-27 04:02:22,983 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 64.0, 'amount': 0.35183044}, 'bid': {'price': 63.0, 'amount': 0.27}}
2013-03-27 04:02:23,036 [WARNING] Can't automate this trade, profit=2.952351 is lower than defined threshold 3.500000

What confuses me is ...
profit:
2.354073 EUR with volume:
1.000000 BTC -
buy at 62.7999 (MtGoxEUR)
sell at 62.8000 (BitcoinCentralEUR)
~3.75%

Some of those numbers don't add up. Am I missing something?

maxme

newbie

Activity: 48

Merit: 0

Quote from: DobZombie on March 26, 2013, 09:39:08 AM

I tried the traderbotsim in an older build and it didn't work. But I works for me in the recent revision.

I've tried using the traderbot and all I get it this

Code:

2013-03-27 00:34:53,190 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 62.47, 'amount': 4.0}, 'bid': {'price': 61.9, 'amount': 32.50906816}}
2013-03-27 00:34:53,190 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 64.92, 'amount': 49.16}, 'bid': {'price': 64.41004, 'amount': 1.279645}}
None
2013-03-27 00:35:37,321 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 62.47, 'amount': 4.0}, 'bid': {'price': 61.9, 'amount': 32.50906816}}
2013-03-27 00:35:37,321 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 64.9, 'amount': 5.0}, 'bid': {'price': 64.41004, 'amount': 1.279645}}
2013-03-27 00:35:44,546 [WARNING] Can't automate this trade, last trade occured 43.9949998856 seconds ago
2013-03-27 00:36:17,240 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 62.47, 'amount': 4.0}, 'bid': {'price': 61.9, 'amount': 32.50906816}}
2013-03-27 00:36:17,242 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 64.9, 'amount': 5.0}, 'bid': {'price': 64.41004, 'amount': 1.279645}}
2013-03-27 00:36:26,641 [WARNING] Can't automate this trade, last trade occured 86.0899999142 seconds ago
2013-03-27 00:37:00,523 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 62.485, 'amount': 4.0}, 'bid': {'price': 61.9, 'amount': 41.07126816}}
2013-03-27 00:37:00,525 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 64.9, 'amount': 1.329572}, 'bid': {'price': 64.41004, 'amount': 1.279645}}
None

Whats going on?

Also, I'm okay losing money. If this works out it could mean profit!!

I'd definitely owe ya

It seems you made your first automated transaction.

Code:

2013-03-27 00:35:44,546 [WARNING] Can't automate this trade, last trade occured 43.9949998856 seconds ago

The line above is a safeguard, it waits for TraderBot.trade_wait before executing the next trade (this will be removed when websocket order book sync is implemented)

DobZombie

hero member

Activity: 896

Merit: 532

Former curator of The Bitcoin Museum

I tried the traderbotsim in an older build and it didn't work. But I works for me in the recent revision.

I've tried using the traderbot and all I get it this

Code:

2013-03-27 00:34:53,190 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 62.47, 'amount': 4.0}, 'bid': {'price': 61.9, 'amount': 32.50906816}}
2013-03-27 00:34:53,190 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 64.92, 'amount': 49.16}, 'bid': {'price': 64.41004, 'amount': 1.279645}}
None
2013-03-27 00:35:37,321 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 62.47, 'amount': 4.0}, 'bid': {'price': 61.9, 'amount': 32.50906816}}
2013-03-27 00:35:37,321 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 64.9, 'amount': 5.0}, 'bid': {'price': 64.41004, 'amount': 1.279645}}
2013-03-27 00:35:44,546 [WARNING] Can't automate this trade, last trade occured 43.9949998856 seconds ago
2013-03-27 00:36:17,240 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 62.47, 'amount': 4.0}, 'bid': {'price': 61.9, 'amount': 32.50906816}}
2013-03-27 00:36:17,242 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 64.9, 'amount': 5.0}, 'bid': {'price': 64.41004, 'amount': 1.279645}}
2013-03-27 00:36:26,641 [WARNING] Can't automate this trade, last trade occured 86.0899999142 seconds ago
2013-03-27 00:37:00,523 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 62.485, 'amount': 4.0}, 'bid': {'price': 61.9, 'amount': 41.07126816}}
2013-03-27 00:37:00,525 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 64.9, 'amount': 1.329572}, 'bid': {'price': 64.41004, 'amount': 1.279645}}
None

Whats going on?

Also, I'm okay losing money. If this works out it could mean profit!!

I'd definitely owe ya

Khertan

full member

Activity: 193

Merit: 100

Just to be sure, you use the TraderBotSim or you are ready to lose money and btc ?

Wink

DobZombie

hero member

Activity: 896

Merit: 532

Former curator of The Bitcoin Museum

okay, So I was getting this

Code:

Traceback (most recent call last):
File "arbitrage.py", line 186, in
main()
File "arbitrage.py", line 183, in main
arbitrer.loop()
File "arbitrage.py", line 159, in loop
self.tick()
File "arbitrage.py", line 150, in tick
self.arbitrage_opportunity(kmarket1, market1["asks"][0], kmarket2, market2["bids"][0])
File "arbitrage.py", line 113, in arbitrage_opportunity
perc2, weighted_buyprice, weighted_sellprice)
File "E:\BotEUR\src\observers\traderbot.py", line 63, in opportunity
if volume < config.min_tx_volume:
AttributeError: 'module' object has no attribute 'min_tx_volume'

So I added this to the config.py

Code:

min_tx_volume = 0 # in BTC

But now it does this

Code:

2013-03-25 21:36:54,994 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 56.29, 'amount': 10.0}, 'bid': {'price': 56.09712, 'amount': 0.16727}}
2013-03-25 21:36:54,996 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 59.255, 'amount': 10.0}, 'bid': {'price': 57.70004, 'amount': 1.21748}}
2013-03-25 21:37:08,430 [WARNING] Can't automate this trade, last trade occured 116.200000048 seconds ago
2013-03-25 21:37:40,948 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 56.29, 'amount': 10.0}, 'bid': {'price': 56.09712, 'amount': 0.16727}}
2013-03-25 21:37:40,950 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 59.255, 'amount': 10.0}, 'bid': {'price': 57.70004, 'amount': 1.21748}}
None
2013-03-25 21:38:28,839 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 56.29, 'amount': 10.0}, 'bid': {'price': 56.09712, 'amount': 0.16727}}
2013-03-25 21:38:28,841 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 59.255, 'amount': 10.0}, 'bid': {'price': 57.70004, 'amount': 1.21748}}
2013-03-25 21:38:36,418 [WARNING] Can't automate this trade, last trade occured 44.8589999676 seconds ago
2013-03-25 21:39:08,789 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 56.29, 'amount': 10.0}, 'bid': {'price': 56.09712, 'amount': 0.16727}}
2013-03-25 21:39:08,790 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 59.255, 'amount': 10.0}, 'bid': {'price': 57.70004, 'amount': 1.21748}}
2013-03-25 21:39:16,447 [WARNING] Can't automate this trade, last trade occured 84.8870000839 seconds ago

I make for a good beta tester Tongue

Fireball

hero member

Activity: 674

Merit: 500

Quote from: w1R903 on March 21, 2013, 10:48:01 PM

Quote from: maxme on March 20, 2013, 02:12:53 PM

Quote from: DobZombie on March 20, 2013, 01:12:43 PM

Does this bot require 2 exchanges for trading to happen? If yes is it possible to do trades with only 1?

Yes it requires 2 exchanges. Arbitrage means "buy at X on a market and sell at X+y on another market at the same time".

http://en.wikipedia.org/wiki/Arbitrage

No, it certainly doesn't require 2 exchanges. There are thousands of people doing cross-currency arbitrage as we write this. See: http://en.wikipedia.org/wiki/Triangular_arbitrage This can be done in a single exchange.

And cross-currency arbitrage is getting quite popular in exchanges with several virtual and fiat currencies, like vircurex and btc-e.

A market is not synonymous with "an exchange". Each exchange has multiple markets (usually): USD-BTC, EUR-BTC, LTC-BTC, etc.

And of course, spot/futures arbitrage

w1R903

full member

Activity: 218

Merit: 100

Quote from: maxme on March 20, 2013, 02:12:53 PM

Quote from: DobZombie on March 20, 2013, 01:12:43 PM

Does this bot require 2 exchanges for trading to happen? If yes is it possible to do trades with only 1?

Yes it requires 2 exchanges. Arbitrage means "buy at X on a market and sell at X+y on another market at the same time".

http://en.wikipedia.org/wiki/Arbitrage

No, it certainly doesn't require 2 exchanges. There are thousands of people doing cross-currency arbitrage as we write this. See: http://en.wikipedia.org/wiki/Triangular_arbitrage This can be done in a single exchange.

And cross-currency arbitrage is getting quite popular in exchanges with several virtual and fiat currencies, like vircurex and btc-e.

A market is not synonymous with "an exchange". Each exchange has multiple markets (usually): USD-BTC, EUR-BTC, LTC-BTC, etc.

Khertan

full member

Activity: 193

Merit: 100

Thx for explanations, i understand it after reading a bit more the code.

Also i was thinking of withdraw btc between exchanges place.
Example : buy one btc from bitcoin-central, sell at mtgox, withdraw one btc from bitcoincentral to mtgox 1 btc.

Did you think that a bad idea ?

It ll be more interesting if we can also transfer fund in euros between market, but that s not possible from api.

maxme

newbie

Activity: 48

Merit: 0

Quote from: DobZombie on March 20, 2013, 06:54:46 PM

Also, I'm getting this A LOT

Code:

Traceback (most recent call last):
File "arbitrage.py", line 186, in
main()
File "arbitrage.py", line 183, in main
arbitrer.loop()
File "arbitrage.py", line 157, in loop
self.depths = self.update_depths()
File "arbitrage.py", line 118, in update_depths
depths[market.name] = market.get_depth()
File "E:\botEUR\src\public_markets\market.py", line 20, in get_depth
self.ask_update_depth()
File "E:\botEUR\src\public_markets\market.py", line 31, in ask_update_depth
except HTTPError:
NameError: global name 'HTTPError' is not defined

what am I doin wrong? Is it possible for this error to come up if the network is congested? Also, It takes about an hour or more for this to come up

You're doing nothing, wrong. That was my bad, update the code. And yes it come from no-responding websites

DobZombie

hero member

Activity: 896

Merit: 532

Former curator of The Bitcoin Museum

Quote from: maxme on March 20, 2013, 02:12:53 PM

Quote from: DobZombie on March 20, 2013, 01:12:43 PM

Does this bot require 2 exchanges for trading to happen? If yes is it possible to do trades with only 1?

Yes it requires 2 exchanges. Arbitrage means "buy at X on a market and sell at X+y on another market at the same time".

http://en.wikipedia.org/wiki/Arbitrage

I told you it was a stupid question

Also, I'm getting this A LOT

Code:

Traceback (most recent call last):
File "arbitrage.py", line 186, in
main()
File "arbitrage.py", line 183, in main
arbitrer.loop()
File "arbitrage.py", line 157, in loop
self.depths = self.update_depths()
File "arbitrage.py", line 118, in update_depths
depths[market.name] = market.get_depth()
File "E:\botEUR\src\public_markets\market.py", line 20, in get_depth
self.ask_update_depth()
File "E:\botEUR\src\public_markets\market.py", line 31, in ask_update_depth
except HTTPError:
NameError: global name 'HTTPError' is not defined

what am I doin wrong? Is it possible for this error to come up if the network is congested? Also, It takes about an hour or more for this to come up

Sukrim

legendary

Activity: 2618

Merit: 1007

Well, I could trade on MtGox in BTCUSD and BTCEUR if I know EURUSD (or assume EURUSD as static - compared to BTC that might even be true)...

If there's a plugin for other "real" Forex brokers that might even work quite well! Still it might be enough to do fiat trades in bulk after some time, as the volatility is quite different there. Hence it might be possible to trade two currency pairs on the same "market".

maxme

newbie

Activity: 48

Merit: 0

Quote from: DobZombie on March 20, 2013, 01:12:43 PM

Does this bot require 2 exchanges for trading to happen? If yes is it possible to do trades with only 1?

Yes it requires 2 exchanges. Arbitrage means "buy at X on a market and sell at X+y on another market at the same time".

http://en.wikipedia.org/wiki/Arbitrage

DobZombie

hero member

Activity: 896

Merit: 532

Former curator of The Bitcoin Museum

I don't intend this to be a dumb question but I fear it will be...

Does this bot require 2 exchanges for trading to happen? If yes is it possible to do trades with only 1?

maxme

newbie

Activity: 48

Merit: 0

Nope, it's not a rounding problem and it's not an issue.

The "buy price" given by the program is the maximum price you should buy BTC at.
The "sell price" given by the program is the minimum price you should sell BTC at.

Example with this order book:

Code:

books = {
   'MtGoxEUR':
   {'asks': [{'amount': 1, 'price': 47.0},
   {'amount': 2, 'price': 47.3},
   {'amount': 1, 'price': 48.0},
   {'amount': 3, 'price': 49.0}]},
   'BitcoinCentralEUR':
   {'bids': [{'amount': 1, 'price': 48.2},
   {'amount': 2, 'price': 48.1},
   {'amount': 1, 'price': 48.0},
   {'amount': 5, 'price': 47.9}]}}

Output will be :

Code:

volume: 3.0 BTC buy at 48.0 (MtGoxEUR) sell at 48.0 (BitcoinCentralEUR)

Note: volume is 3.0 btc, not 4.0 btc (that includes 48.0 price)

Khertan

full member

Activity: 193

Merit: 100

There is something strange :

2013-03-20 16:31:32,985 [INFO] profit: 0.007277 EUR with volume: 0.010000 BTC - buy at 48.0000 (MtGoxEUR) sell at 48.0000 (BitcoinCentralEUR) ~1.52%

1.52 % with bought at 48 and sell at 48 ... due to rounding ?

Khertan

full member

Activity: 193

Merit: 100

Indeed but we can also write a good default one ... i'm a beginner in arbitrage domain ...

maxme

newbie

Activity: 48

Merit: 0

Quote from: Khertan on March 20, 2013, 06:30:07 AM

Now i understand why you didn't put the perc_threshold and profit_threshold in the config file :p

Haha

I would like people to write their own "TraderBot" class and not use the default. I should rename it to SampleTraderBot.

Khertan

full member

Activity: 193

Merit: 100

Now i understand why you didn't put the perc_threshold and profit_threshold in the config file :p

maxme

newbie

Activity: 48

Merit: 0

Quote from: whizter on March 20, 2013, 03:33:22 AM

Of course I set my gox api keys and the bitcoincentral credentials. This is my conf:

Quote

markets = ["MtGoxEUR", "BitcoinCentralEUR"]
observers = ["Logger", "TraderBot", "HistoryDumper"]
market_expiration_time = 120 # in seconds: 2 minutes

...

I think you're crazy to do that... Did you read the code first ? Are you sure that it will not just steal your coins ?

First, in TraderBot.py, you'll see some safeguards, for instance if the expected profit is lower than X and the expected profit percentage is lower than Y then it will not execute transactions. One of these safeguards should block current transaction.

But seriously, it's not a "packaged product", it's more a in-development project released for other developers. If you just run it like this, I guarantee you'll lose money.

If you really want to run it on real exchanges, then help me to write automated tests.

whizter

hero member

Activity: 588

Merit: 500

What exactly do I have to do to make it trade? It just does this all the time but no trades are happening, the same stuff as in my first post above. I'm using the newest version from github.

Quote

2013-03-20 08:27:17,214 [INFO] profit: 0.346785 EUR with volume: 3.428300 BTC - buy at 46.4201 (MtGoxEUR) sell at 46.5000 (BitcoinCentralEUR) ~0.22%
2013-03-20 08:27:47,570 [INFO] profit: 0.346785 EUR with volume: 3.428300 BTC - buy at 46.4201 (MtGoxEUR) sell at 46.5000 (BitcoinCentralEUR) ~0.22%
2013-03-20 08:28:19,206 [INFO] profit: 0.346785 EUR with volume: 3.428300 BTC - buy at 46.4201 (MtGoxEUR) sell at 46.5000 (BitcoinCentralEUR) ~0.22%

Of course I set my gox api keys and the bitcoincentral credentials. This is my conf:

Quote

markets = ["MtGoxEUR", "BitcoinCentralEUR"]
observers = ["Logger", "TraderBot", "HistoryDumper"]
market_expiration_time = 120 # in seconds: 2 minutes

...

Fireball

hero member

Activity: 674

Merit: 500

Quote from: Spaceman_Spiff on March 19, 2013, 04:07:44 PM

Aw man, you mean I spent my time building my own arbi-bot (probably a whole lot crappier than yours) for nothing?
Care to explain why you are giving this away for free? By facilitating the effort required to start arbitraging, you are diminishing your own profits... (and mine

)

Good arbitrage helps bitcoin economy and helps decentralize markets (e.g. helps other exchanges grow).

Spaceman_Spiff

legendary

Activity: 1638

Merit: 1001

₪``Campaign Manager´´₪

Quote from: maxme on March 16, 2013, 08:26:18 AM

Hi guys,

I wanted to share my code. It's a bitcoin arbitrage watcher and automated trade software. Written in Python:

https://github.com/maxme/bitcoin-arbitrage

Feedback and pull-requests are welcome Wink

Aw man, you mean I spent my time building my own arbi-bot (probably a whole lot crappier than yours) for nothing?
Care to explain why you are giving this away for free? By facilitating the effort required to start arbitraging, you are diminishing your own profits... (and mine

)

Cyrus

administrator

Activity: 4004

Merit: 3219

I actually found it on github first and now came here searching for the announcement thread.

Is the current version working?
I want to start testing today

And also... would like to see btc-e support soon! Great job

.

maxme

newbie

Activity: 48

Merit: 0

Quote from: Fireball on March 16, 2013, 09:25:39 AM

If you'd like to add ICBIT support, I will be glad to help.

Do you have an HTTP API to get the market depth (order book) ?

maxme

newbie

Activity: 48

Merit: 0

Quote from: whizter on March 18, 2013, 02:55:38 PM

I'm running this in test-mode atm. Is it supposed to do this?

Quote

2013-03-18 20:46:12,680 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.97115, 'amount': 3.055}, 'bid': {'price': 36.95, 'amount': 7.68486008}}
2013-03-18 20:46:12,680 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.321795}}
2013-03-18 20:46:12,700 [INFO] profit: 0.138720 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%

Yes, but the verbose mode, is too verbose Wink

DobZombie

hero member

Activity: 896

Merit: 532

Former curator of The Bitcoin Museum

oops, just realised.

"MtGox API url changed"

Redownloaded package from github and boom, back in business!

I wonder why they changed it?

DobZombie

hero member

Activity: 896

Merit: 532

Former curator of The Bitcoin Museum

been getting this non stop all day

Code:

2013-03-19 21:19:57,178 [ERROR] HTTPError, can't update market: MtGoxUSD
2013-03-19 21:19:57,178 [WARNING] Market: MtGoxUSD order book is expired
2013-03-19 21:19:58,427 [ERROR] HTTPError, can't update market: MtGoxUSD
2013-03-19 21:19:58,428 [WARNING] Market: MtGoxUSD order book is expired

whizter

hero member

Activity: 588

Merit: 500

I'm running this in test-mode atm. Is it supposed to do this?

Quote

2013-03-18 20:46:12,680 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.97115, 'amount': 3.055}, 'bid': {'price': 36.95, 'amount': 7.68486008}}
2013-03-18 20:46:12,680 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.321795}}
2013-03-18 20:46:12,700 [INFO] profit: 0.138720 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:46:42,700 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.97115, 'amount': 3.055}, 'bid': {'price': 36.95, 'amount': 7.68486008}}
2013-03-18 20:46:42,700 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.321795}}
2013-03-18 20:46:42,720 [INFO] profit: 0.138720 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:47:15,361 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.97115, 'amount': 3.055}, 'bid': {'price': 36.95, 'amount': 7.68486008}}
2013-03-18 20:47:15,361 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.321795}}
2013-03-18 20:47:15,381 [INFO] profit: 0.138720 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:47:45,381 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.97115, 'amount': 3.055}, 'bid': {'price': 36.95, 'amount': 7.68486008}}
2013-03-18 20:47:45,381 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.321795}}
2013-03-18 20:47:45,401 [INFO] profit: 0.138720 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:48:17,581 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.97115, 'amount': 3.055}, 'bid': {'price': 36.95, 'amount': 7.58486008}}
2013-03-18 20:48:17,581 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.29454495}}
2013-03-18 20:48:17,601 [INFO] profit: 0.138719 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:48:47,601 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.97115, 'amount': 3.055}, 'bid': {'price': 36.95, 'amount': 7.58486008}}
2013-03-18 20:48:47,601 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.29454495}}
2013-03-18 20:48:47,621 [INFO] profit: 0.138719 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:49:19,020 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.97115, 'amount': 3.055}, 'bid': {'price': 36.95, 'amount': 7.58486008}}
2013-03-18 20:49:19,020 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.29454495}}
2013-03-18 20:49:19,040 [INFO] profit: 0.138719 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:49:49,051 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.97115, 'amount': 3.055}, 'bid': {'price': 36.95, 'amount': 7.58486008}}
2013-03-18 20:49:49,051 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.29454495}}
2013-03-18 20:49:49,061 [INFO] profit: 0.138719 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:50:20,631 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.974, 'amount': 2.0}, 'bid': {'price': 36.97115, 'amount': 15.8547}}
2013-03-18 20:50:20,631 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.29454495}}
2013-03-18 20:50:20,651 [INFO] profit: 0.126012 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:50:50,651 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.974, 'amount': 2.0}, 'bid': {'price': 36.97115, 'amount': 15.8547}}
2013-03-18 20:50:50,651 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.29454495}}
2013-03-18 20:50:50,671 [INFO] profit: 0.126012 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:51:22,151 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.974, 'amount': 2.0}, 'bid': {'price': 36.97115, 'amount': 15.8547}}
2013-03-18 20:51:22,151 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.29454495}}
2013-03-18 20:51:22,161 [INFO] profit: 0.126012 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:51:52,161 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.974, 'amount': 2.0}, 'bid': {'price': 36.97115, 'amount': 15.8547}}
2013-03-18 20:51:52,161 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.29454495}}
2013-03-18 20:51:52,171 [INFO] profit: 0.126012 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%
2013-03-18 20:52:23,512 [DEBUG] ticker: MtGoxEUR - {'ask': {'price': 36.974, 'amount': 2.0}, 'bid': {'price': 36.97115, 'amount': 15.8547}}
2013-03-18 20:52:23,512 [DEBUG] ticker: BitcoinCentralEUR - {'ask': {'price': 37.05425, 'amount': 5.0}, 'bid': {'price': 37.00004, 'amount': 0.29454495}}
2013-03-18 20:52:23,532 [INFO] profit: 0.126012 EUR with volume: 5.000000 BTC -buy at 37.0000 (MtGoxEUR) sell at 37.0000 (BitcoinCentralEUR) ~0.07%

Fireball

hero member

Activity: 674

Merit: 500

If you'd like to add ICBIT support, I will be glad to help.

maxme

newbie

Activity: 48

Merit: 0

Hi guys,

I wanted to share my code. It's a bitcoin arbitrage watcher and automated trade software. Written in Python:

https://github.com/maxme/bitcoin-arbitrage

Feedback and pull-requests are welcome Wink

Topic: Automated bitcoin arbitrage (Read 18911 times)