stabilizer.py

#! /usr/bin/env python

import sys
import json
import urllib
import datetime
from exchanges import *

_currencies = [ 'btc' ] # coins to monitor
_tolerance = 0.05 # 10% maximum price deviation

try:
  _login = json.loads(open('secrets.json').read())
except:
  print "secrets.json could not be read"
  sys.exit(1)

exchanges = [ Bter(**_login['bter']), CCEDK(**_login['ccedk']), Excoin(**_login['excoin']) ]

while True:
  timestemp = datetime.datetime.now().strftime("%Y-%m-%d")
  price = {}
  try:
    for coin in _currencies: # this is ugly
      cmc = urllib.urlopen("http://coinmarketcap.com").read()
      start = cmc.rfind("data-usd", 0, cmc.find("  " + coin.upper() + " ")) + 8
      end = cmc.find("data-btc", start)
      price[coin] = float(cmc[start:end].replace('\"','').replace('=','').strip())
  except:
    print >> sys.stderr, timestemp, "failed to read coin exchange rates from CMC"
    time.sleep(30)
    continue

  for ex in exchanges:
    for coin in _currencies:
      try:
        if ex.hascoin(coin): # if coin is supported, check price against tolerance
          nbt = ex.getprice(coin)
          if abs(nbt * price[coin] - 1) > _tolerance:
            target = 1.0 / price[coin]
            bid, ask = ex.getmargin(coin)
            orders = [ 'bid', 'ask' ] # check if price falls outside margin
            if bid > target: orders = [ 'bid' ]
            if ask < target: orders = [ 'ask' ]
            description = "%s of %.8f for coin %s on %s to %.8f" % (" and ".join(orders),
                                                                    nbt, coin.upper(), ex, target)
            if bid / target - 1 > _tolerance or target / ask - 1 > _tolerance: # deviation has support, do nothing
              print timestemp, "inappropriate margin for %s (bid: %.08f ask: %.08f)" % (description, bid, ask)
            else:
              print timestemp, "setting current %s: %s" % (description,
                "SUCCESS" if ex.setprice(coin, target, orders) else "FAILURE")
      except:
        print >> sys.stderr, "failed to access coin %s on %s: %s" % (coin.upper(), ex, sys.exc_info()[0])

  time.sleep(120)