App-cryp-arbit

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lib/App/cryp/arbit.pm  view on Meta::CPAN

        my @quotecurs;
        my %fiatquotecurs; # key=fiat, value=1
        my @quotecurs_arg = @{ $r->{args}{quote_currencies} // [] };
        my %quotecur_exchanges; # key=(cryptocurrency code or ':fiat'), value={exchange1=>1, ...}

        # list pairs on all exchanges
        for my $e (sort keys %{ $r->{_stash}{account_exchanges} }) {
            my $pair_recs = _get_exchange_pairs($r, $e);
            for my $pair_rec (@$pair_recs) {
                my $pair = $pair_rec->{name};
                my ($basecur, $quotecur) = split m!/!, $pair;
                # consider all fiat currencies as a single ":fiat" because we
                # assume fiat currencies can be converted from one to the aother
                # at a stable rate.
                my $key;
                if (_is_fiat($quotecur)) {
                    $key = ':fiat';
                    $fiatquotecurs{$quotecur} = 1;
                } else {
                    $key = $quotecur;
                }

lib/App/cryp/arbit.pm  view on Meta::CPAN

        my @basecurs;
        my @basecurs_arg = @{ $r->{args}{base_currencies} // [] };
        my %basecur_exchanges; # key=currency code, value={exchange1=>1, ...}

        # list pairs on all exchanges
        for my $e (sort keys %{ $r->{_stash}{account_exchanges} }) {
            my $pair_recs = _get_exchange_pairs($r, $e);
            for my $pair_rec (@$pair_recs) {
                my $pair = $pair_rec->{name};
                my ($basecur, $quotecur) = split m!/!, $pair;
                next unless grep { $_ eq $quotecur } @{ $r->{_stash}{quote_currencies} };
                $basecur_exchanges{$basecur}{$e} = 1;
            }
        }

        # only consider base currencies that are traded in >1 exchanges, for
        # arbitrage possibility
        my @possible_basecurs = grep { keys(%{$basecur_exchanges{$_}}) > 1 }
            keys %basecur_exchanges;

lib/App/cryp/arbit.pm  view on Meta::CPAN

                my @pairs;
                if ($quote_currency0 eq ':fiat') {
                    push @pairs, map { "$base_currency/$_" } @{ $fiat_for{$exchange} };
                } else {
                    push @pairs, $set;
                }

              PAIR:
                for my $pair (@pairs) {
                    my ($basecur, $quotecur) = split m!/!, $pair;
                    next unless grep { $_ eq $pair } @{ $pairs_for{$exchange} };

                    my $time = time();
                    log_debug "Getting orderbook %s on %s ...", $pair, $exchange;
                    my $res = $client->get_order_book(pair => $pair);
                    unless ($res->[0] == 200) {
                        log_error "Couldn't get orderbook %s on %s: %s, skipping this pair",
                            $pair, $exchange, $res;
                        next PAIR;
                    }

lib/App/cryp/arbit/Strategy/merge_order_book.pm  view on Meta::CPAN

            my @pairs;
            if ($quote_currency0 eq ':fiat') {
                push @pairs, map { "$base_currency/$_" } @{ $fiat_for{$exchange} };
            } else {
                push @pairs, $set;
            }

          PAIR:
            for my $pair (@pairs) {
                my ($basecur, $quotecur) = split m!/!, $pair;
                next unless grep { $_ eq $pair } @{ $pairs_for{$exchange} };

                my $time = time();
                log_debug "Getting orderbook %s on %s ...", $pair, $exchange;
                my $res = $client->get_order_book(pair => $pair);
                unless ($res->[0] == 200) {
                    log_error "Couldn't get orderbook %s on %s: %s, skipping this pair",
                        $pair, $exchange, $res;
                    next PAIR;
                }