shitcoin scanner

scanner.py

import asyncio
import ccxt.async as ccxt
import logging
import pandas as pd

from pyti.simple_moving_average import simple_moving_average as sma

logger = logging.getLogger()
handler = logging.StreamHandler()
formatter = logging.Formatter('%(asctime)s %(name)-12s %(levelname)-8s %(message)s')
handler.setFormatter(formatter)
logger.addHandler(handler)
logger.setLevel(logging.INFO)

logger = logging.getLogger('scanner')

whitelist = ['poloniex', 'binance', 'bittrex']


# whitelist = ['poloniex', 'bittrex']


async def is_coin_any_good(exchange, ticker):
    ohlcvs = await exchange.fetch_ohlcv(ticker, '1d')

    df = pd.DataFrame(ohlcvs, columns=['time', 'o', 'h', 'l', 'c', 'price'])
    df['sma20'] = sma(df['price'], 20)
    df['sma40'] = sma(df['price'], 40)
    df['sma60'] = sma(df['price'], 60)
    # df['sma200'] = sma(df['price'], 200)
    df['ok'] = df['price'] > df['sma60']

    # first = ohlcvs[0]
    # last = ohlcvs[-1]
    # print('First candle epoch', first[0], exchange.iso8601(first[0]), first)
    # print('Last candle epoch', last[0], exchange.iso8601(last[0]), last)
    return df.iloc[-1]['ok'].tolist()


async def scan_markets(exchanges):
    for id, exchange in exchanges.items():
        markets = await exchange.load_markets()
        markets = {k: v for k, v in markets.items() if 'btc' in k.lower()}
        for m in markets.values():
            ticker = m['symbol']
            logger.info('{}: {}'.format(id, ticker))
            yield id, ticker, await is_coin_any_good(exchange, ticker)
            break
        break


def load_exchanges():
    for id in ccxt.exchanges:
        if id not in whitelist:
            continue
        exchange = getattr(ccxt, id)()
        exchange.timeout = 30000
        if exchange.has['fetchOHLCV'] == True:
            yield id, exchange


async def scan():
    exchanges = dict(load_exchanges())  # a placeholder for your instances

    try:
        async for exchange, ticker, is_good in scan_markets(exchanges):
            if is_good:
                print(exchange, ticker)
    finally:
        for id, e in exchanges.items():
            await e.close()


if __name__ == '__main__':
    loop = asyncio.get_event_loop()
    loop.run_until_complete(scan())
    loop.close()