BitEx/Arbitrage.py

import asyncio
import requests
from datetime import datetime
from telegram import Bot
import platform

# Telegram bot configuration (replace with your own bot token and chat ID)
TELEGRAM_BOT_TOKEN = "YourBotToken"  # Replace with your Telegram bot token
TELEGRAM_CHAT_ID = "YourID"     # Replace with your Telegram chat ID

# API endpoints
NOBITEX_API = "https://apiv2.nobitex.ir/v3/orderbook/USDTIRT"
BITPIN_API = "https://api.bitpin.ir/v4/mth/matches/USDT_IRT/"

# Minimum volume for Nobitex sell orders (in USDT)
MIN_SELL_VOLUME = 500.0
MIN_PROFIT_IRR = 5000.0

def log_error(message):
    """Log errors with timestamp."""
    print(f"Error at {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}: {message}")

async def send_telegram_message(message):
    """Send Telegram message with error handling."""
    try:
        bot = Bot(token=TELEGRAM_BOT_TOKEN)
        await bot.send_message(chat_id=TELEGRAM_CHAT_ID, text=message)
        print("Sent message:", message)
    except Exception as e:
        log_error(f"Failed to send Telegram message: {e}")

def fetch_nobitex_data():
    """Fetch Nobitex orderbook data with error handling."""
    try:
        response = requests.get(NOBITEX_API, timeout=10)
        response.raise_for_status()
        data = response.json()
        if data.get("status") == "ok":
            print("Nobitex API read successfully at", response.headers.get('Date', datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
            return data.get("asks", []), data.get("bids", [])
        else:
            log_error(f"Nobitex API error: {data.get('status')}")
            return [], []
    except (requests.RequestException, ValueError) as e:
        log_error(f"Error fetching Nobitex data: {e}")
        return [], []

def fetch_bitpin_data():
    """Fetch Bitpin trade data with error handling."""
    try:
        response = requests.get(BITPIN_API, timeout=10)
        response.raise_for_status()
        data = response.json()
        print("Bitpin API read successfully at", response.headers.get('Date', datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
        return data
    except (requests.RequestException, ValueError) as e:
        log_error(f"Error fetching Bitpin data: {e}")
        return []

def calculate_weighted_average(orders, target_volume, start_index=0):
    """Calculate weighted average price for orders starting from start_index until target_volume is reached."""
    try:
        total_volume = 0.0
        weighted_price_sum = 0.0
        used_orders = []
        for i in range(start_index, len(orders)):
            price, volume = orders[i]
            volume_to_use = min(volume, target_volume - total_volume)
            weighted_price_sum += price * volume_to_use
            total_volume += volume_to_use
            used_orders.append((price, volume_to_use))
            if total_volume >= target_volume:
                break
        if total_volume < target_volume:
            print(f"Debug: Insufficient volume, got {total_volume:.2f}, needed {target_volume:.2f}")
            return None, 0.0
        avg_price = weighted_price_sum / total_volume
        print(f"Debug: Aggregated {len(used_orders)} orders: {[(p, v) for p, v in used_orders]}, Total Volume: {total_volume:.2f}, Avg Price: {avg_price:.1f}")
        return avg_price, total_volume
    except (ZeroDivisionError, TypeError) as e:
        log_error(f"Error in calculate_weighted_average: {e}")
        return None, 0.0

async def check_arbitrage():
    """Check for arbitrage opportunities with error handling."""
    try:
        # Fetch data from both APIs
        nobitex_asks, nobitex_bids = fetch_nobitex_data()
        bitpin_trades = fetch_bitpin_data()

        if not nobitex_asks or not nobitex_bids or not bitpin_trades:
            print("No data to compare")
            return

        # Convert Bitpin prices to IRR (toman to rial) and sort by price
        bitpin_buys = []
        bitpin_sells = []
        try:
            for trade in bitpin_trades:
                price = float(trade["price"]) * 10
                volume = float(trade["base_amount"])
                if trade["side"] == "buy":
                    bitpin_buys.append((price, volume))
                elif trade["side"] == "sell":
                    bitpin_sells.append((price, volume))
            bitpin_buys = sorted(bitpin_buys, key=lambda x: x[0], reverse=True)
            bitpin_sells = sorted(bitpin_sells, key=lambda x: x[0])
        except (KeyError, ValueError, TypeError) as e:
            log_error(f"Error parsing Bitpin trades: {e}")
            return

        # Sort Nobitex asks by price ascending and bids by price descending
        try:
            nobitex_asks = sorted(
                [(float(ask[0]), float(ask[1])) for ask in nobitex_asks],
                key=lambda x: x[0]
            )
            nobitex_bids = sorted(
                [(float(bid[0]), float(bid[1])) for bid in nobitex_bids],
                key=lambda x: x[0], reverse=True
            )
        except (ValueError, TypeError) as e:
            log_error(f"Error parsing Nobitex asks/bids: {e}")
            return

        # Track best arbitrage opportunity
        best_ask_sell_diff = float('-inf')
        best_bid_buy_diff = float('-inf')
        best_ask_sell_details = None
        best_bid_buy_details = None

        # Process first valid Nobitex ask
        if nobitex_asks:
            try:
                ask_price, ask_volume = nobitex_asks[0]
                orig_ask_price, orig_ask_volume = ask_price, ask_volume
                print(f"Debug: First Nobitex ask - Price: {ask_price:.1f}, Volume: {ask_volume:.2f}")
                # Enforce minimum sell volume
                if ask_volume < MIN_SELL_VOLUME:
                    print(f"Debug: Aggregating Nobitex asks to reach {MIN_SELL_VOLUME} USDT")
                    avg_price, total_volume = calculate_weighted_average(nobitex_asks, MIN_SELL_VOLUME)
                    if avg_price is None or total_volume < MIN_SELL_VOLUME:
                        print(f"Debug: Failed to aggregate Nobitex asks to {MIN_SELL_VOLUME} USDT")
                    else:
                        ask_price, ask_volume = avg_price, total_volume
                        print(f"Debug: Aggregated Nobitex ask - Price: {ask_price:.1f}, Volume: {ask_volume:.2f}")
                        # Compare with Bitpin sells
                        for i, (sell_price, sell_volume) in enumerate(bitpin_sells):
                            try:
                                print(f"Debug: Comparing with Bitpin sell - Price: {sell_price:.1f}, Volume: {sell_volume:.2f}")
                                volume_diff_ratio = abs(ask_volume - sell_volume) / max(ask_volume, sell_volume)
                                if volume_diff_ratio > 0.05:
                                    print(f"Debug: Volume difference > 5% ({volume_diff_ratio:.2%}), aggregating Bitpin sells")
                                    avg_sell_price, total_sell_volume = calculate_weighted_average(bitpin_sells, ask_volume, i)
                                    if avg_sell_price is None or total_sell_volume < MIN_SELL_VOLUME:
                                        print(f"Debug: Failed to aggregate Bitpin sells to {ask_volume:.2f} USDT")
                                        continue
                                    price_diff = avg_sell_price - ask_price
                                    compare_volume = total_sell_volume
                                    compare_price = avg_sell_price
                                    print(f"Debug: Bitpin sell aggregated - Price: {avg_sell_price:.1f}, Volume: {total_sell_volume:.2f}")
                                else:
                                    price_diff = sell_price - ask_price
                                    compare_volume = sell_volume
                                    compare_price = sell_price
                                    print(f"Debug: Using single Bitpin sell - Price: {sell_price:.1f}, Volume: {sell_volume:.2f}")

                                if price_diff > best_ask_sell_diff:
                                    best_ask_sell_diff = price_diff
                                    best_ask_sell_details = (ask_price, ask_volume, compare_price, compare_volume, orig_ask_price, orig_ask_volume, sell_price, sell_volume)
                                    print(f"Debug: New best ask-sell diff: {price_diff:.1f}")
                            except (ZeroDivisionError, TypeError) as e:
                                log_error(f"Error comparing Bitpin sell: {e}")
                                continue
                else:
                    # Use first ask directly if volume is sufficient
                    print(f"Debug: First Nobitex ask volume sufficient, comparing with Bitpin sells")
                    for i, (sell_price, sell_volume) in enumerate(bitpin_sells):
                        try:
                            print(f"Debug: Comparing with Bitpin sell - Price: {sell_price:.1f}, Volume: {sell_volume:.2f}")
                            volume_diff_ratio = abs(ask_volume - sell_volume) / max(ask_volume, sell_volume)
                            if volume_diff_ratio > 0.05:
                                print(f"Debug: Volume difference > 5% ({volume_diff_ratio:.2%}), aggregating Bitpin sells")
                                avg_sell_price, total_sell_volume = calculate_weighted_average(bitpin_sells, ask_volume, i)
                                if avg_sell_price is None or total_sell_volume < MIN_SELL_VOLUME:
                                    print(f"Debug: Failed to aggregate Bitpin sells to {ask_volume:.2f} USDT")
                                    continue
                                price_diff = avg_sell_price - ask_price
                                compare_volume = total_sell_volume
                                compare_price = avg_sell_price
                                print(f"Debug: Bitpin sell aggregated - Price: {avg_sell_price:.1f}, Volume: {total_sell_volume:.2f}")
                            else:
                                price_diff = sell_price - ask_price
                                compare_volume = sell_volume
                                compare_price = sell_price
                                print(f"Debug: Using single Bitpin sell - Price: {sell_price:.1f}, Volume: {sell_volume:.2f}")

                            if price_diff > best_ask_sell_diff:
                                best_ask_sell_diff = price_diff
                                best_ask_sell_details = (ask_price, ask_volume, compare_price, compare_volume, orig_ask_price, orig_ask_volume, sell_price, sell_volume)
                                print(f"Debug: New best ask-sell diff: {price_diff:.1f}")
                        except (ZeroDivisionError, TypeError) as e:
                            log_error(f"Error comparing Bitpin sell: {e}")
                            continue
            except (IndexError, TypeError) as e:
                log_error(f"Error processing Nobitex ask: {e}")

        # Process first valid Nobitex bid
        if nobitex_bids:
            try:
                bid_price, bid_volume = nobitex_bids[0]
                orig_bid_price, orig_bid_volume = bid_price, bid_volume
                print(f"Debug: First Nobitex bid - Price: {bid_price:.1f}, Volume: {bid_volume:.2f}")
                for i, (buy_price, buy_volume) in enumerate(bitpin_buys):
                    try:
                        print(f"Debug: Comparing with Bitpin buy - Price: {buy_price:.1f}, Volume: {buy_volume:.2f}")
                        volume_diff_ratio = abs(bid_volume - buy_volume) / max(bid_volume, buy_volume)
                        if volume_diff_ratio > 0.05:
                            print(f"Debug: Volume difference > 5% ({volume_diff_ratio:.2%}), aggregating Bitpin buys")
                            avg_buy_price, total_buy_volume = calculate_weighted_average(bitpin_buys, bid_volume, i)
                            if avg_buy_price is None:
                                print(f"Debug: Failed to aggregate Bitpin buys to {bid_volume:.2f} USDT")
                                continue
                            price_diff = bid_price - avg_buy_price
                            compare_volume = total_buy_volume
                            compare_price = avg_buy_price
                            print(f"Debug: Bitpin buy aggregated - Price: {avg_buy_price:.1f}, Volume: {total_buy_volume:.2f}")
                        else:
                            price_diff = bid_price - buy_price
                            compare_volume = buy_volume
                            compare_price = buy_price
                            print(f"Debug: Using single Bitpin buy - Price: {buy_price:.1f}, Volume: {buy_volume:.2f}")

                        if price_diff > best_bid_buy_diff:
                            best_bid_buy_diff = price_diff
                            best_bid_buy_details = (bid_price, bid_volume, compare_price, compare_volume, orig_bid_price, orig_bid_volume, buy_price, buy_volume)
                            print(f"Debug: New best bid-buy diff: {price_diff:.1f}")
                    except (ZeroDivisionError, TypeError) as e:
                        log_error(f"Error comparing Bitpin buy: {e}")
                        continue
            except (IndexError, TypeError) as e:
                log_error(f"Error processing Nobitex bid: {e}")

        # Send single Telegram message for the best opportunity
        try:
            best_message = None
            if best_ask_sell_diff > best_bid_buy_diff and best_ask_sell_diff > MIN_PROFIT_IRR and best_ask_sell_details:
                ask_price, ask_volume, compare_price, compare_volume, orig_ask_price, orig_ask_volume, sell_price, sell_volume = best_ask_sell_details
                best_message = (
                    f"✅ موقعیت آربیتراژ یافت شد 📈\n"
                    f"💸 خرید از نوبیتکس: {int(orig_ask_price)} ریال با حجم : {orig_ask_volume:.2f} دلار\n"
                    f"💰 فروش در بیت پین: {int(sell_price)} ریال با حجم: {sell_volume:.2f} دلار\n"
                    f"📊 قیمت میانگین خرید: {int(ask_price)} ریال\n"
                    f"📊 قیمت میانگین فروش: {int(compare_price)} ریال\n"
                    f"📏 حجم قیمت میانگین: {compare_volume:.2f} دلار\n"
                    f"📈 تفاوت قیمت: {int(best_ask_sell_diff)} ریال"
                )
            elif best_bid_buy_diff > MIN_PROFIT_IRR and best_bid_buy_details:
                bid_price, bid_volume, compare_price, compare_volume, orig_bid_price, orig_bid_volume, buy_price, buy_volume = best_bid_buy_details
                best_message = (
                    f"✅ موقعیت آربیتراژ یافت شد 📈\n"
                    f"💸 خرید از بیت پین: {int(orig_bid_price)} ریال با حجم : {orig_bid_volume:.2f} دلار\n"
                    f"💰 فروش در نوبیتکس: {int(buy_price)} ریال با حجم: {buy_volume:.2f} دلار\n"
                    f"📊 قیمت میانگین خرید: {int(bid_price)} ریال\n"
                    f"📊 قیمت میانگین فروش: {int(compare_price)} ریال\n"
                    f"📏 حجم قیمت میانگین: {compare_volume:.2f} دلار\n"
                    f"📈 تفاوت قیمت: {int(best_bid_buy_diff)} ریال"
                )

            if best_message:
                await send_telegram_message(best_message)
            else:
                print("No arbitrage opportunity found with price difference > " + str(MIN_PROFIT_IRR) + " IRR")
        except Exception as e:
            log_error(f"Error preparing Telegram message: {e}")

        # Print maximum price differences
        try:
            if best_ask_sell_details:
                print(
                    f"Max Nobitex Ask - Bitpin Sell Difference: {best_ask_sell_diff:.1f} IRR\n"
                    f"Nobitex Sell: {best_ask_sell_details[0]:.1f} IRR, Volume: {best_ask_sell_details[1]:.2f}\n"
                    f"Bitpin Sell: {best_ask_sell_details[2]:.1f} IRR, Volume: {best_ask_sell_details[3]:.2f}\n"
                    f"Original Nobitex Sell: {best_ask_sell_details[4]:.1f} IRR, Volume: {best_ask_sell_details[5]:.2f}"
                )
            else:
                print("No valid Nobitex Ask - Bitpin Sell comparisons")
        except Exception as e:
            log_error(f"Error printing ask-sell differences: {e}")

        try:
            if best_bid_buy_details:
                print(
                    f"Max Nobitex Bid - Bitpin Buy Difference: {best_bid_buy_diff:.1f} IRR\n"
                    f"Nobitex Buy: {best_bid_buy_details[0]:.1f} IRR, Volume: {best_bid_buy_details[1]:.2f}\n"
                    f"Bitpin Buy: {best_bid_buy_details[2]:.1f} IRR, Volume: {best_bid_buy_details[3]:.2f}\n"
                    f"Original Nobitex Buy: {best_bid_buy_details[4]:.1f} IRR, Volume: {best_bid_buy_details[5]:.2f}"
                )
            else:
                print("No valid Nobitex Bid - Bitpin Buy comparisons")
        except Exception as e:
            log_error(f"Error printing bid-buy differences: {e}")

    except Exception as e:
        log_error(f"Error in check_arbitrage: {e}")

async def main():
    FPS = 1 / 30  # Check every 60 seconds
    while True:
        try:
            await check_arbitrage()
            await asyncio.sleep(1.0 / FPS)
        except Exception as e:
            log_error(f"Error in main loop: {e}")
            await asyncio.sleep(1.0 / FPS)  # Continue after error

if platform.system() == "Emscripten":
    asyncio.ensure_future(main())
else:
    if __name__ == "__main__":
        asyncio.run(main())