Arbitrage Pairs

<?php

include './ccxt.php';

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]);
    }, []);
}

// renders a plain ASCII table: +---+ rules, left-aligned padded cells
function tabulate ($headers, $rows) {
    $widths = array ();
    foreach ($headers as $i => $header) {
        $widths[$i] = strlen ((string) $header);
    }
    foreach ($rows as $row) {
        foreach (array_values ($row) as $i => $cell) {
            $length = strlen ((string) $cell);
            if (!isset ($widths[$i]) || ($length > $widths[$i])) {
                $widths[$i] = $length;
            }
        }
    }
    $rule = '+';
    foreach ($widths as $width) {
        $rule .= str_repeat ('-', $width + 2) . '+';
    }
    $format_row = function ($cells) use ($widths) {
        $line = '|';
        foreach ($widths as $i => $width) {
            $cell = isset ($cells[$i]) ? (string) $cells[$i] : '';
            $line .= ' ' . str_pad ($cell, $width) . ' |';
        }
        return $line;
    };
    $table = $rule . "\n" . $format_row (array_values ($headers)) . "\n" . $rule . "\n";
    foreach ($rows as $row) {
        $table .= $format_row (array_values ($row)) . "\n";
    }
    return $table . $rule . "\n";
}

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 ();

}

?>