Topic: BT TRADER - MD Trader clone for Linux and Windows (Read 4917 times)

#!/usr/bin/env python
# -*- mode: python; coding: utf-8 -*-

import sys
import os
import websocket

from sys import stdout, stderr
from datetime import datetime

MTGOX_WEBSOCKET_URI = 'ws://websocket.mtgox.com/mtgox'

GIMME_DEBUG = ('true', 't', 'yes', 'y', 'ja', 'j', '1')

def cb(ws, msg=None, fp=stdout):
    if msg is not None:
        log = '\t'.join([datetime.now().strftime('%F %T'), msg])
        fp.write(log)
        fp.write('\n')
        fp.flush()
    # end if
# end def cb

if os.environ.get('DEBUG', 'no').lower() in GIMME_DEBUG:
    websocket.enableTrace(True)
else:
    websocket.enableTrace(False)
# end if

if len(sys.argv) == 2:
    wsuri = sys.argv[1]
else:
    wsuri = MTGOX_WEBSOCKET_URI
# end if

ws = websocket.WebSocketApp(
    wsuri,
    on_open=lambda ws: cb(ws, 'opening %s' % wsuri, stderr),
    on_close=lambda ws: cb(ws, 'closing %s' % wsuri, stderr),
    on_message=cb,
    on_error=lambda ws, msg=None: cb(ws, msg, stderr)
)
rc = 0

try:
    ws.run_forever()
except (KeyboardInterrupt, SystemExit):
    rc = 0
except Exception:
    rc = 1
finally:
    try:
        ws.close()
    except:
        pass
    # end if
# end if

sys.exit(rc)
# eof

$ ./ws-test
2011-06-28 22:38:16	opening ws://websocket.mtgox.com/mtgox
2011-06-28 22:38:16	{"channel":"dbf1dee9-4f2e-4a08-8cb7-748919a71b21","op":"subscribe"}
2011-06-28 22:38:16	{"channel":"d5f06780-30a8-4a48-a2f8-7ed181b4a13f","op":"subscribe"}
2011-06-28 22:38:16	{"channel":"24e67e0d-1cad-4cc0-9e7a-f8523ef460fe","op":"subscribe"}
^C
2011-06-28 22:38:21	closing ws://websocket.mtgox.com/mtgox
$ 

use Tk;
use JSON;
use LWP::Simple;
use Net::Telnet;
use strict;
#use warnings;

#todo
#ticker 
#multiple markets
#min volume / increment filter
#scrolling the ladder
#options 
#actual trading lol


my $pid = fork();
if($pid){

	my ($ask,$bid,$price,%bidx,%askx,$lastprice);
	my $fixprice = 0;
	
	
    ##TK Shiznet
	my($change,$volume,$ordersize,$defaultordersize,$togglecenter);
	
    my $mw = MainWindow->new;
    $mw->optionAdd('*font', 'Helvetica 10');
    $mw->title("BT Trader");
	$mw->configure(-menu => my $menubar = $mw->Menu);
	
	
	#menubar

	my $filemb = $menubar->cascade(-label =>'File');
	my $viewmb = $menubar->cascade(-label =>'View');
	
	$filemb->command(
		-label => 'Config',
		-command => \&configure,
	);
		
	$filemb->command(
		-label => 'Exit',
		-command => sub {$mw->destroy();},
	);

	$viewmb->command(
		-label => 'Time&Sales',
		-command => \×ales,
	);
	$viewmb->command(
		-label => 'Ticker',
		-command => \&ticker,
	);
    my $leftside = $mw->Frame;
	$leftside->Checkbutton(-text => "Fixed", -variable=>\$togglecenter,-font => ['Helvetica', '8', 'bold'])->pack(-side =>'top');
    $leftside->pack(-side => 'left', -anchor => 'n');
	
	#md ladder
    my $ladder = $mw->Frame(-borderwidth=>2, -relief => 'groove');
    for(my $i = 28; $i>0; $i--){
		my($b,$p,$a);
        $ladder->Button(-width => 2)->grid(
        $b = $ladder->Button(-textvariable => \$bid->[$i], -background => 'DodgerBlue4', -foreground => 'white'),
        $p = $ladder->Button(-textvariable => \$price->[$i], -background => 'snow4', -foreground => 'white'),
        $a = $ladder->Button(-textvariable => \$ask->[$i], -background => 'red4', -foreground => 'white'),
        $ladder->Button(-textvariable => \$lastprice->[$i], -width => 4),
        -sticky => "nsew", -pady => 0
        );
        $b->configure(-command => [\&button_test, $b, $p ]);
        $p->configure(-command => [\&button_test, $p, $p ]);
        $a->configure(-command => [\&button_test, $a, $p ]);
        #$ladder->Canvas(-background=>red, height=>1)->grid("-","-","-","-",-pady => 0);
    }
    $ladder->pack(-side=>'left');
    $ladder->repeat(500, \&refresh);
    
   

    sub button_test{
        my ($var, $var2) = @_;
        
        $var = $var->cget(-textvariable);
        $var2= $var2->cget(-textvariable);
        print("$$var $$var2\n");
    }
	
	#config window
	my $cfg;
	sub configure {
		
		if (! Exists($cfg)) {
			$cfg = $mw->Toplevel();
			$cfg->title("Config");
			
		} 
		
		else {
			$cfg->deiconify( );
			$cfg->raise( );
		}

	}
	
	#time + sales
	my ($tns,$tnsLB);
	sub timesales{
		if (! Exists($tns)) {
			$tns = $mw->Toplevel();
			$tns->title("Time&Sales");
			$tnsLB = $tns->Listbox(-height => 30, -background => 'gray95', -relief => 'flat')->pack(-expand => 'y', -side=> 'left', -anchor => 'n');
			
		} 
		
		else {
			$tns->deiconify( );
			$tns->raise( );
		}
	}
	
	#ticker
	my ($tkr,);
	my @exchanges = ("MT Gox");
	my (%thi, %tlo, %tla, %tby, %tsl, %tvol);
	sub ticker{
		if (! Exists($tkr)) {
			$tkr = $mw->Toplevel();
			$tkr->title("Ticker");
			$tkr->Button(-text => "Exchange")->grid(
			$tkr->Button(-text => "High"),
			$tkr->Button(-text => "Low"),
			$tkr->Button(-text => "Last"),
			$tkr->Button(-text => "Bid"),
			$tkr->Button(-text => "Ask"),
			$tkr->Button(-text => "Volume"),
			-sticky => "nsew");
			foreach my $ex(@exchanges){
				$tkr->Button(-text => "$ex")->grid(
				$tkr->Button(-textvariable => \$thi{$ex}),
				$tkr->Button(-textvariable => \$tlo{$ex}),
				$tkr->Button(-textvariable => \$tla{$ex}),
				$tkr->Button(-textvariable => \$tby{$ex}),
				$tkr->Button(-textvariable => \$tsl{$ex}),
				$tkr->Button(-textvariable => \$tvol{$ex}),
				-sticky => "nsew");
			}
			
			
		} 
		
		else {
			$tns->deiconify( );
			$tns->raise( );
		}
	}
	
	my $last;
    sub refresh{
        my($json,$json_txt,$json_ticker,$json_tl,$lastt);
    
        #market data
        open FILE, "md";
        $json = JSON->new->utf8;
        $json_txt = $json->decode(  );
        close FILE;
        
        #ticker
        open FILE, "ticker";
        $json_ticker = $json->decode(  );
        close FILE;
        $thi{"MT Gox"} = $json_ticker->{ticker}->{high};
        $tlo{"MT Gox"} = $json_ticker->{ticker}->{low};
        $tla{"MT Gox"} = $json_ticker->{ticker}->{last};
        $tby{"MT Gox"} = $json_ticker->{ticker}->{buy};
        $tsl{"MT Gox"} = $json_ticker->{ticker}->{sell};
        $tvol{"MT Gox"}= $json_ticker->{ticker}->{vol};
        
        #telnet feed
        open FILE, "telnet_mtg";
        
		my($lasttime,$lastvol,@lst);
        #add time & sales
        while( ){
			
            $json_tl = $json->decode( $_ );
            if($lasttime != $json_tl->{timestamp} && Exists($tns) ){
				print("$last $json_tl->{price}\n");
                $lasttime = $json_tl->{volume}."@".$json_tl->{price};
                $tnsLB->insert(0,$lasttime);
                if($last > $json_tl->{price}){
                    $tnsLB->itemconfigure(0, -foreground => "red");
                }
                if($last < $json_tl->{price}){
                    $tnsLB->itemconfigure(0, -foreground => "green4");
                }
				$last = $json_tl->{price};
            }
			
			$lasttime = $json_tl->{timestamp};
			$last = $json_tl->{price};
			$lastvol = $json_tl->{volume};
        }
        close FILE;
		
		if(Exists($tns)){
			unlink("telnet_mtg");
		}
        
        
        #extract new data
        my @newprice;
        my %lp;
        
        #cleanup
        for (keys %askx){
            delete $askx{$_};
        }
        for (keys %bidx){
            delete $bidx{$_};
        }
        for (keys %lp){
            delete $lp{$_};
        }
        
        #extract data from dom json dump
        foreach my $item(@{$json_txt->{bids}}){
            $bidx{ @{$item}->[0] } = @{$item}->[1];
            push(@newprice,@{$item}->[0]);
           
        }
        foreach my $item(@{$json_txt->{asks}}){
            $askx{ @{$item}->[0] } = @{$item}->[1];
            push(@newprice,@{$item}->[0]);
            
        }
        @newprice = sort { $a <=> $b } @newprice;
        
        #last
        $lp{$last} = $lastvol;
        
        #fill the arrays
        my (@aska,@bida,@lpa);
		my $x = 0;
        foreach my $item(@newprice){
            
            push(@bida,$bidx{$item}||"");
            push(@aska,$askx{$item}||"");
            push(@lpa,$lp{$item}||"");
        }
        
        
        #count offset + shift arrays
        my $i = 0;
        if($togglecenter || $fixprice == 0){
            while($askx{$newprice[$i]} eq ""){
                $i++;
            }
            $fixprice = $newprice[$i]; 
        }
        else{
            while($newprice[$i]<$fixprice){
                $i++;
            }
        }
        my $toshift = $i-15;
        for($i=0;$i<$toshift;$i++){
            shift(@newprice);
            shift(@aska);
            shift(@bida);
            shift(@lpa);
        }
        
        deep_copy(\@newprice,$price);
        deep_copy(\@aska,$ask);
        deep_copy(\@bida,$bid);
        deep_copy(\@lpa,$lastprice);
    }

	
	sub deep_copy{
	  my ($src,$tgt)=@_;
	  if (ref $_[0] eq 'HASH'){copy_href(@_)}
	  elsif (ref $_[0] eq 'ARRAY'){copy_aref(@_)}
	}

	sub copy_href{
	  $_[1]||={};
	  for my $key (keys %{$_[0]}){
		if (ref $_[0]->{$key}){
		  deep_copy($_[0]->{$key},$_[1]->{$key})
		}
		else {
		  $_[1]->{$key} = $_[0]->{$key}
		}
	  }
	}

	sub copy_aref{
	  $_[1]||=[];

	  for my $i (0..$#{$_[0]}){
		if (ref $_[0]->[$i]){
		  deep_copy($_[0]->[$i],$_[1]->[$i])
		}
		else {
		  $_[1]->[$i] = $_[0]->[$i]
		}
	  }
	}
    
    MainLoop;
    kill 1, $pid;
    
}
else{
    
    $pid = fork;
    
    if($pid){
        while(1){
            getstore("https://mtgox.com/code/data/getDepth.php","md");
            getstore("https://mtgox.com/code/data/ticker.php","ticker");
            sleep 1;
        }
    }
    else{
    
        my $t = new Net::Telnet(Host=>"bitcoincharts.com", Port=>27007, Timeout=>999);
        my $line;
        
        while(1){
            $line = $t->getline();
            if($line =~ /mtgoxUSD/){
                open OUT, ">>telnet_mtg";
                print OUT "$line";
                close OUT;
            }
			sleep 1;
        }
        
    }
}