I paid for this bot but I'm giving it to the community for free.
You need to have some amount of currency in all 3 currencies (USD/LTC/BTC) to use it. Then as you run it, your USD/LTC balance will decrement and your BTC balance will increment.
<?php
// Trade API settings
$key = ''; // your API-key
$secret = ''; // your Secret-key
// Limits for trading size (BTC)
// Setting the increment too small will have a negative effect on speed
$min_amount = 0.1;
$max_amount = 0.6;
$increment = 0.02;
// Minimum profit in percent
// Must be higher than BTC-E fee * 3 to be profitable
$min_profit = 1.0;
// Margin of price
// Trades will be executed this much higher/lower to make "sure" they go through
// 1.05 = 5 % and so on
$price_margin = 1.05;
// Delay between requests (ms), check with BTC-E how high value they allow
// setting this too high could cause BTC-E to potentially block the bot.
$delay = 100;
// Specify a minimum time between 2 trades (s). Whenever an inbalance between prices exists
// we want to quickly execute the FIRST trade, but let other arbitrage bots (with bigger balances)
// clean up the rest. Otherwise there seems to be big risk for losing trades.
$time_between_trades = 10;
$last_trade_time = 0;
// Required for BTC-E API
$mt = explode(' ', microtime());
$nonce = $mt[1];
// http://pastebin.com/QyjS3U9M
function btce_query($method, array $req = array())
{
global $key, $secret, $nonce;
$req['method'] = $method;
$req['nonce'] = $nonce++;
// generate the POST data string
$post_data = http_build_query($req, '', '&');
$sign = hash_hmac("sha512", $post_data, $secret);
// generate the extra headers
$headers = array(
'Sign: '.$sign,
'Key: '.$key,
);
// our curl handle (initialize if required)
static $ch = null;
if (is_null($ch)) {
$ch = curl_init();
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_USERAGENT, 'Mozilla/4.0 (compatible; BTC-E PHP client; '.php_uname('s').'; PHP/'.phpversion().')');
}
curl_setopt($ch, CURLOPT_URL, 'https://btc-e.com/tapi/');
curl_setopt($ch, CURLOPT_POSTFIELDS, $post_data);
curl_setopt($ch, CURLOPT_HTTPHEADER, $headers);
curl_setopt($ch, CURLOPT_SSL_VERIFYPEER, FALSE);
// run the query
$res = curl_exec($ch);
if ($res === false)
exit('Trade API error: Connection error: ' . curl_error($ch));
$dec = json_decode($res, true);
if (!$dec)
exit('Trade API error: Invalid JSON.');
return $dec;
}
function perform_trade($trade, $show_balance)
{
global $last_trade_time;
$last_trade_time = time();
$reply = btce_query('Trade', $trade);
if ($reply['success'] != 1)
exit('Trade error: ' . $reply['error']);
if ($show_balance)
print_balance($reply);
}
function print_balance($response = false)
{
if (!$response)
$response = btce_query('getInfo');
$str = "";
foreach ($response['return']['funds'] as $key => $val)
{
if ($val > 0)
{
if (strlen($str) > 0)
$str .= ",";
$str .= " " . $val . " " . strtoupper($key);
}
}
echo date("H:i:s") . ' Balance:' . $str . "\n";
}
// Fetch order book for a given currency pair
function order_book($pair)
{
$orders = file_get_contents('https://btc-e.com/api/2/' . $pair . '/depth');
if ($orders === false)
exit('Public API error: Connection error.');
$dec = json_decode($orders);
if (!$dec)
echo date("H:i:s") . " ERROR: Unable to fetch order book for " . $pair . ".\n";
return $dec;
}
// Return how big volume we can get with the given amount
function ask_volume($orders, $amount)
{
$vol = 0;
$value = 0;
for ($i = 0; $i < count($orders->asks) && $value < $amount; $i++)
{
$this_value = min($orders->asks[$i][0] * $orders->asks[$i][1], $amount - $value);
$this_vol = $this_value / $orders->asks[$i][0];
$value += $this_value;
$vol += $this_vol;
}
return $vol;
}
function bid_volume($orders, $amount)
{
$vol = 0;
$value = 0;
for ($i = 0; $i < count($orders->bids) && $value < $amount; $i++)
{
$this_value = min($orders->bids[$i][1], $amount - $value);
$this_vol = $this_value * $orders->bids[$i][0];
$value += $this_value;
$vol += $this_vol;
}
return $vol;
}
function best_bid($orders)
{
return $orders->bids[0][0];
}
function best_ask($orders)
{
return $orders->asks[0][0];
}
// The main function of the program
function main_loop()
{
global $min_amount, $max_amount, $increment, $min_profit, $delay, $price_margin, $time_between_trades, $last_trade_time;
// Print some starting information
echo "BTC-E Arbitrage Bot v0.1 (CTRL+C to exit)\n";
echo "Trade amount (min/increment/max): " . $min_amount . " / " . $increment . " / " . $max_amount . "\n";
echo "Minimum profit: " . $min_profit . " %\n";
echo "Price margin: " . $price_margin . "\n";
echo "Delay between checks: " . $delay . " ms\n";
echo "Min time between trades: " . $time_between_trades . " s\n";
print_balance();
// Loop indefinitely (press CTRL+C to exit)
while (true)
{
// Fetch order books for all currency pairs
$btc_usd_orders = order_book('btc_usd');
$ltc_btc_orders = order_book('ltc_btc');
$ltc_usd_orders = order_book('ltc_usd');
// Proceed if we have orders for all pairs
if ($btc_usd_orders && $ltc_btc_orders && $ltc_usd_orders)
{
$best_case = 0;
$best_profit = 0;
$best_amount = 0;
$best_trades = array();
// Loop through different order sizes to find the one with most profit
for ($amt = $min_amount; $amt <= $max_amount; $amt += $increment)
{
// Case 1: BTC -> LTC -> USD -> BTC
$c1_ltc = ask_volume($ltc_btc_orders, $amt);
$c1_usd = bid_volume($ltc_usd_orders, $c1_ltc);
$c1_btc = ask_volume($btc_usd_orders, $c1_usd);
$c1_profit = $c1_btc - $amt;
$c1_profit_percent = ($c1_profit * 100) / $amt;
if ($c1_profit > $best_profit && $c1_profit_percent > $min_profit)
{
$best_case = 1;
$best_profit = $c1_profit;
$best_amount = $amt;
$best_trades = array
(
array('pair' => 'ltc_btc', 'type' => 'buy', 'amount' => round($c1_ltc, 6), 'rate' => round(best_ask($ltc_btc_orders) * $price_margin, 3)),
array('pair' => 'ltc_usd', 'type' => 'sell', 'amount' => round($c1_ltc, 6), 'rate' => round(best_bid($ltc_usd_orders) / $price_margin, 3)),
array('pair' => 'btc_usd', 'type' => 'buy', 'amount' => round($c1_btc, 6), 'rate' => round(best_ask($btc_usd_orders) * $price_margin, 3))
);
}
// Case 2: BTC -> USD -> LTC -> BTC
$c2_usd = bid_volume($btc_usd_orders, $amt);
$c2_ltc = ask_volume($ltc_usd_orders, $c2_usd);
$c2_btc = bid_volume($ltc_btc_orders, $c2_ltc);
$c2_profit = $c2_btc - $amt;
$c2_profit_percent = ($c2_profit * 100) / $amt;
if ($c2_profit > $best_profit && $c2_profit_percent > $min_profit)
{
$best_case = 2;
$best_profit = $c2_profit;
$best_amount = $amt;
$best_trades = array
(
array('pair' => 'btc_usd', 'type' => 'sell', 'amount' => round($amt, 6), 'rate' => round(best_bid($btc_usd_orders) / $price_margin, 3)),
array('pair' => 'ltc_usd', 'type' => 'buy', 'amount' => round($c2_ltc, 6), 'rate' => round(best_ask($ltc_usd_orders) * $price_margin, 3)),
array('pair' => 'ltc_btc', 'type' => 'sell', 'amount' => round($c2_ltc, 6), 'rate' => round(best_bid($ltc_btc_orders) / $price_margin, 3))
);
}
}
// Execute the trades if we found one
if ($best_case > 0)
{
echo date("H:i:s") . ($best_case == 1 ? " LTC -> USD" : " USD -> LTC") . ", Amount " . $best_amount .
", Expected Profit " . number_format($best_profit, 4) .
" (" . number_format(($best_profit * 100) / $best_amount, 2) . " %)\n";
// Check that enough time has passed from the last trade
if ((time() - $last_trade_time) < $time_between_trades)
{
echo date("H:i:s") . " Rejected (not enough time passed from last trade.\n";
}
else
{
perform_trade($best_trades[0], false);
perform_trade($best_trades[1], false);
perform_trade($best_trades[2], true);
}
}
}
// Sleep for a bit
usleep($delay * 1000);
}
}
// Execute the main loop function
main_loop();
Credit:
MadAlphaIf you enjoy this post you can send me a donation.
BTC: 1DB5BC85mqwdQbJaed47tWFpmn96i1YyWn
LTC: LahP2YUhSiJQaupn2AYB2iUgRSFg3n57uZ
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