Add support for bitflyer EUR and USD

arbitrage/public_markets/_bitflyer.py

@@ -0,0 +1,59 @@
+import urllib.request
+import urllib.error
+import urllib.parse
+import json
+import logging
+from arbitrage.public_markets.market import Market
+
+
+# {
+#   "mid_price": 33320,
+#   "bids": [
+#     {
+#       "price": 30000,
+#       "size": 0.1
+#     },
+#     {
+#       "price": 25570,
+#       "size": 3
+#     }
+#   ],
+#   "asks": [
+#     {
+#       "price": 36640,
+#       "size": 5
+#     },
+#     {
+#       "price": 36700,
+#       "size": 1.2
+#     }
+#   ]
+# }
+class BitFlyer(Market):
+    def __init__(self, currency, code):
+        super().__init__(currency)
+        self.code = code
+        self.update_rate = 20
+
+    def update_depth(self):
+        res = urllib.request.urlopen(
+            'https://api.bitflyer.com/v1/board?product_code=' + self.code)
+        jsonstr = res.read().decode('utf8')
+        try:
+            depth = json.loads(jsonstr)
+        except Exception:
+            logging.error("%s - Can't parse json: %s" % (self.name, jsonstr))
+        self.depth = self.format_depth(depth)
+
+    def sort_and_format(self, l, reverse=False):
+        l.sort(key=lambda x: float(x["price"]), reverse=reverse)
+        r = []
+        for i in l:
+            r.append({'price': float(i['price']),
+                      'amount': float(i['size'])})
+        return r
+
+    def format_depth(self, depth):
+        bids = self.sort_and_format(depth['bids'], True)
+        asks = self.sort_and_format(depth['asks'], False)
+        return {'asks': asks, 'bids': bids}

arbitrage/public_markets/bitflyereur.py

@@ -0,0 +1,6 @@
+from arbitrage.public_markets._bitflyer import BitFlyer
+
+class BitFlyerEUR(BitFlyer):
+    def __init__(self):
+        super().__init__("EUR", "BTC_EUR")
+

arbitrage/public_markets/bitflyerusd.py

@@ -0,0 +1,6 @@
+from arbitrage.public_markets._bitflyer import BitFlyer
+
+class BitFlyerUSD(BitFlyer):
+    def __init__(self):
+        super().__init__("USD", "BTC_USD")
+