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docs/ccxt/wiki/examples/py/arbitrage-pairs.md

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+- [Arbitrage Pairs](./examples/py/)
+
+
+ ```python
+ # -*- coding: utf-8 -*-
+
+import os
+import sys
+
+import ccxt  # noqa: E402
+
+
+def style(s, style):
+    return style + s + '\033[0m'
+
+
+def green(s):
+    return style(s, '\033[92m')
+
+
+def blue(s):
+    return style(s, '\033[94m')
+
+
+def yellow(s):
+    return style(s, '\033[93m')
+
+
+def red(s):
+    return style(s, '\033[91m')
+
+
+def pink(s):
+    return style(s, '\033[95m')
+
+
+def bold(s):
+    return style(s, '\033[1m')
+
+
+def underline(s):
+    return style(s, '\033[4m')
+
+
+def dump(*args):
+    print(' '.join([str(arg) for arg in args]))
+
+
+def print_exchanges():
+    dump('Supported exchanges:', ', '.join(ccxt.exchanges))
+
+
+def print_usage():
+    dump("Usage: python " + sys.argv[0], green('id1'), yellow('id2'), blue('id3'), '...')
+
+
+proxies = [
+    '',  # no proxy by default
+    'https://crossorigin.me/',
+    'https://cors-anywhere.herokuapp.com/',
+]
+
+if len(sys.argv) > 2:
+    ids = list(sys.argv[1:])
+    exchanges = {}
+    dump(ids)
+    dump(yellow(' '.join(ids)))
+    for id in ids:  # load all markets from all exchange exchanges
+
+        # instantiate the exchange by id
+        exchange = getattr(ccxt, id)()
+
+        # save it in a dictionary under its id for future use
+        exchanges[id] = exchange
+
+        # load all markets from the exchange
+        markets = exchange.load_markets()
+
+        # basic round-robin proxy scheduler
+        currentProxy = -1
+        maxRetries = len(proxies)
+
+        for numRetries in range(0, maxRetries):
+
+            # try proxies in round-robin fashion
+            currentProxy = (currentProxy + 1) % len(proxies)
+
+            try:  # try to load exchange markets using current proxy
+
+                exchange.proxy = proxies[currentProxy]
+                exchange.load_markets()
+
+            except ccxt.DDoSProtection as e:
+                dump(yellow(type(e).__name__), e.args)
+            except ccxt.RequestTimeout as e:
+                dump(yellow(type(e).__name__), e.args)
+            except ccxt.AuthenticationError as e:
+                dump(yellow(type(e).__name__), e.args)
+            except ccxt.ExchangeNotAvailable as e:
+                dump(yellow(type(e).__name__), e.args)
+            except ccxt.ExchangeError as e:
+                dump(yellow(type(e).__name__), e.args)
+            except ccxt.NetworkError as e:
+                dump(yellow(type(e).__name__), e.args)
+            except Exception as e:  # reraise all other exceptions
+                raise
+
+        dump(green(id), 'loaded', green(str(len(exchange.symbols))), 'markets')
+
+    dump(green('Loaded all markets'))
+
+    allSymbols = [symbol for id in ids for symbol in exchanges[id].symbols]
+
+    # get all unique symbols
+    uniqueSymbols = list(set(allSymbols))
+
+    # filter out symbols that are not present on at least two exchanges
+    arbitrableSymbols = sorted([symbol for symbol in uniqueSymbols if allSymbols.count(symbol) > 1])
+
+    # print a table of arbitrable symbols
+    table = []
+    dump(green(' symbol          | ' + ''.join([' {:<15} | '.format(id) for id in ids])))
+    dump(green(''.join(['-----------------+-' for x in range(0, len(ids) + 1)])))
+
+    for symbol in arbitrableSymbols:
+        string = ' {:<15} | '.format(symbol)
+        row = {}
+        for id in ids:
+            # if a symbol is present on a exchange print that exchange's id in the row
+            string += ' {:<15} | '.format(id if symbol in exchanges[id].symbols else '')
+        dump(string)
+
+else:
+    print_usage()
+ 
+```