bazickoff / multiexchangesarbitragemonitor

Monitoring arbitrages between multiple exchanges (Bianance, Bithumb, Huobi, Mexc, Upbit)

MultiExchangesArbitrageMonitor

Monitor arbitrages between multiple exchanges (Bianance, Bithumb, Huobi, Mexc, Upbit) and spot the meaningful arbitrage rate

1. It spots the arbitrage based on "orderbook's highest and lowest bid-ask difference" between different exchanges
2. It spots the arbitrage based on "latest trade price difference" between different exchanges

• Added 5 exchange public & private baseapi, websocket subscriber (orderbook price, trade price)

• MultiExchangeCrawler thread for updating ArbitrageByOrderBookHighLowPrice & ArbitrageByLastTradePrice & self.exchange_rates_dict and sending those to pyqt thread through arbitrage_queue

• ArbitrageMonitorModel creates arbitrage_monitor sqlite3 memory db and creates default table by calling migrate()

• ArbitrageMonitorModel's default table is exclude_set which stores user's excluding pairs

• ArbitrageMonitor thread for reading two types of "arbitrage objects" & "exchange rates" in run() method, you can use object attributes in ArbitrageByOrderBookHighLowPrice & ArbitrageByLastTradePrice.

• If ArbitrageMonitor gets excluding pair signal from user, you should call register_exclude() for updating exclude pairs in db and call trigger_exclude_queue(). When you call trigger_exclude_queue(), MultiExchangeCrawler gets trigger_flag which is True then calls _update_exclude_list() to update exclude list and filter those list.

• telegram setting can be configured in config.ini file and it consists of two types which are orderbook_high_low & trade_price

• If you want send telegram message, then call send_telegram()

Hid all exchanges baseapi except bithumb for personal reason