Arbitrage Pairs

<?php

include './ccxt.php';
include 'Console/Table.php'; // pear-install it from here: https://pear.php.net/package/Console_Table/

date_default_timezone_set('UTC');

function style ($s, $style) { return $style . $s . "\033[0m"; }
function green     ($s) { return style ($s, "\033[92m"); }
function blue      ($s) { return style ($s, "\033[94m"); }
function yellow    ($s) { return style ($s, "\033[93m"); }
function red       ($s) { return style ($s, "\033[91m"); }
function pink      ($s) { return style ($s, "\033[95m"); }
function bold      ($s) { return style ($s, "\033[1m"); }
function underline ($s) { return style ($s, "\033[4m"); }
function dump ($s) { echo implode (' ', func_get_args ()) . "\n"; }

function print_supported_exchanges () {
   $exchanges = \ccxt\Exchange::$exchanges;
   dump ('Supported exchanges:', green (implode (', ', $exchanges)));
}

function flatten ($array) {
   return array_reduce ($array, function ($acc, $item) {
       return array_merge ($acc, is_array ($item) ? flatten ($item) : [$item]);
   }, []);
}

function tabulate ($headers, $rows) {
   $tbl = new Console_Table();
   $tbl->setHeaders ($headers);
   $tbl->addData ($rows);
   return $tbl->getTable ();
}

function pairs_table_helper ($pair) {
   return array_values ($pair);
}

$proxies = array (
   '', // no proxy by default
   'https://crossorigin.me/',
   'https://cors-anywhere.herokuapp.com/',
);

$max_retries = count ($proxies);
$ids = array_slice ($argv, 1);
$exchanges = array ();
$min_exchanges = 2; // a pair should be present on at least two exchanges or more

if ($ids) {

   // load all markets from all exchanges
   foreach ($ids as $id) {

       // instantiate the exchange by id
       $exchange = '\\ccxt\\' . $id;
       $exchange = new $exchange ();

       // save it in an assoc array for later use
       $exchanges[$id] = $exchange;

       $current_proxy = 0;

       for ($num_retries = 0; $num_retries < $max_retries; $num_retries++) {

           try {

               $exchange->proxy = $proxies[$current_proxy];
               $current_proxy = (++$current_proxy) % count ($proxies);

               // load all markets from the exchange
               $markets = $exchange->load_markets ();

               // output a list of all market symbols
               dump (green ($id), 'has', yellow (count ($exchange->symbols)), 'symbols');

               break;

           } catch (\ccxt\RequestTimeout $e) {
               print_r ($e);
           } catch (\ccxt\DDoSProtection $e) {
               print_r ($e);
           } catch (\ccxt\AuthenticationError $e) {
               print_r ($e);
           } catch (\ccxt\ExchangeNotAvailable $e) {
               print_r ($e);
           } catch (\ccxt\NotSupported $e) {
               print_r ($e);
           } catch (\ccxt\NetworkError $e) {
               print_r ($e);
           } catch (\ccxt\ExchangeError $e) {
               print_r ($e);
           } catch (Exception $e) {
               print_r ($e);
           }

       }
   }

   dump (green ('Loaded all markets'));

   $all_symbols = flatten (array_values (array_map (function ($exchange) {
       return $exchange->symbols;
   }, $exchanges)));

   $unique_symbols = array_unique ($all_symbols);

   // filter unique symbols leaving those present on at least 2 exchanges or more
   $arbitrable_symbols = array_filter ($unique_symbols, function ($symbol) use (&$exchanges, $min_exchanges) {

       $num_related_exchanges = count (array_filter ($exchanges, function ($exchange) use (&$symbol, $min_exchanges) {
           return in_array ($symbol, $exchange->symbols);
       }));

       return ($num_related_exchanges >= $min_exchanges);
   });

   sort ($arbitrable_symbols);

   $pairs = array_map (function ($symbol) use (&$exchanges) {
       $result = array ('symbol' => $symbol);
       foreach ($exchanges as $exchange) {
           $result[$exchange->id] = in_array ($symbol, $exchange->symbols) ? $exchange->id : '';
       }
       return $result;
   }, $arbitrable_symbols);

   // output a table of all markets
   @dump (tabulate (array_keys ($pairs[0]), array_map ('pairs_table_helper', $pairs)));

} else {

   dump ('Usage: php -f', __FILE__,  green ('id'));
   print_supported_exchanges ();

}

?>