Add buy orders

Author: Herklos

README.md

@@ -28,9 +28,11 @@ python3 main.py
 
 Example output on Binance:
 ```
-100%|███████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████
 -------------------------------------------
-Start by selling QKC to USDT then sell USDT to BTC and finally sell BTC to QKC to make a profit 3.0077136787178382%
+New 1.0354% binance opportunity:
+1. sell WIN/BNB
+2. sell BNB/BRL
+3. buy WIN/BRL
 -------------------------------------------
 ```
 

main.py

@@ -3,7 +3,7 @@
 import octobot_commons.symbols as symbols
 import octobot_commons.os_util as os_util
 
-import triangular_arbitrage.detector
+import triangular_arbitrage.detector as detector
 
 if __name__ == "__main__":
     benchmark = os_util.parse_boolean_environment_var("IS_BENCHMARKING", "False")
@@ -14,13 +14,23 @@
     # start arbitrage detection
     print("Scanning...")
     exchange_name = "binance"
-    best_opportunities, best_profit = asyncio.run(triangular_arbitrage.detector.run_detection(exchange_name))
+    best_opportunities, best_profit = asyncio.run(detector.run_detection(exchange_name))
     def opportunity_symbol(opportunity):
         return symbols.parse_symbol(str(opportunity.symbol))
 
+    def get_order_side(opportunity: detector.ShortTicker):
+        return 'buy' if opportunity.reversed else 'sell'
+
+    def get_symbol(opportunity: detector.ShortTicker):
+        if opportunity.reversed:
+            return str(symbols.Symbol(f"{opportunity.symbol.quote}/{opportunity.symbol.base}"))
+        return str(opportunity.symbol)
+
     # Display arbitrage detection result
     print("-------------------------------------------")
-    print(f"[{exchange_name}] Start by selling {str(opportunity_symbol(best_opportunities[0]).base)} to {str(opportunity_symbol(best_opportunities[0]).quote)} then sell {str(opportunity_symbol(best_opportunities[1]).base)} to {str(opportunity_symbol(best_opportunities[1]).quote)} and finally sell {str(opportunity_symbol(best_opportunities[2]).base)} to {str(opportunity_symbol(best_opportunities[2]).quote)} to make a profit of {(best_profit - 1) * 100}%")
+    print(f"New {round(best_profit, 4)}% {exchange_name} opportunity:")
+    for i in range(3):
+        print(f"{i+1}. {get_order_side(best_opportunities[i])} {get_symbol(best_opportunities[i])}")
     print("-------------------------------------------")
 
     if benchmark:

triangular_arbitrage/detector.py

@@ -13,6 +13,7 @@
 class ShortTicker:
     symbol: symbols.Symbol
     last_price: float
+    reversed: bool = False
 
 
 async def fetch_tickers(exchange):
@@ -63,17 +64,17 @@ def get_opportunity_symbol(a, b):
         if not a_to_b:
             b_to_a = ticker_dict.get(get_opportunity_symbol(b,a))
             if b_to_a:
-                a_to_b = ShortTicker(get_opportunity_symbol(a,b), 1/b_to_a.last_price)
+                a_to_b = ShortTicker(symbols.Symbol(get_opportunity_symbol(a,b)), 1/b_to_a.last_price, reversed=True)
 
         if not b_to_c:
             c_to_b = ticker_dict.get(get_opportunity_symbol(c,b))
             if c_to_b:
-                b_to_c = ShortTicker(get_opportunity_symbol(b,c), 1/c_to_b.last_price)
+                b_to_c = ShortTicker(symbols.Symbol(get_opportunity_symbol(b,c)), 1/c_to_b.last_price, reversed=True)
 
         if not c_to_a:
             a_to_c = ticker_dict.get(get_opportunity_symbol(a,c))
             if a_to_c:
-                c_to_a = ShortTicker(get_opportunity_symbol(c,a), 1/a_to_c.last_price)
+                c_to_a = ShortTicker(symbols.Symbol(get_opportunity_symbol(c,a)), 1/a_to_c.last_price, reversed=True)
 
         if not all([a_to_b, b_to_c, c_to_a]):
             continue