entrySpread = 2.05
exitSpread = -1.68
lotSize = 0.2
###############################################
##########################################################
######################################################


bitFinexAccount = BitFinexAccount(bitFinexCore)
BitFinexHistoricalData = BitFinexHistoricalData(bitFinexCore)
PublicEndpoints = bitfinex_client.PublicEndpoints()
bitFinexOrders = bitfinex_client.BitFinexOrders(bitFinexCore)

#print publicClient.getProductOrderBook(level=2)
finexTicker = PublicEndpoints.tickers('tLTCUSD')
bitfinexBid = float(finexTicker['BID'])
bitfinexAsk = float(finexTicker['ASK'])

#print authClient.getAccounts()













#print publicClient.getProductOrderBook(level=2)['asks']




def GDAXbidDepth(x):
    depth =0
    GDAXbidBook =  publicClient.getProductOrderBook(level=2)['bids']
    for orders in GDAXbidBook:
        if float(orders[0]) > float(x):
            depth = float(orders[1]) + float(depth)
            #print "bid", orders[1]
            #print depth
    print depth
    return depth

def GDAXaskDepth(x):
    depth = 0
    GDAXaskBook =  publicClient.getProductOrderBook(level=2)['asks']
    for orders in GDAXaskBook:
        if float(orders[0]) < float(x):
            depth = float(orders[1]) + float(depth)
            #print "ask", orders[1]
            #print depth
    print depth
    return depth

def BFXbidDepth(x):
    depth =0
    BFXbids = PublicEndpoints.books("LTCUSD")['bids']
    for orders in BFXbids:
        if float(orders['price']) > float(x):
            depth = float(orders['amount']) + float(depth)
            #print "bid", orders[1]
            #print depth
    print depth
    return depth

def BFXaskDepth(x):
    depth = 0
    BFXasks = PublicEndpoints.books("LTCUSD")['asks']
    for orders in BFXasks:
        if float(orders['price']) < float(x):
            depth = float(orders['amount']) + float(depth)
            #print "ask", orders[1]
            #print depth
    print depth
    return depth

def BFXfindBid(x):
    depth =0
    global BFXleanBid
    BFXbids = PublicEndpoints.books("LTCUSD")['bids']
    for orders in BFXbids:
        if depth < float(x):
            depth = float(orders['amount']) + float(depth)
            BFXleanBid = orders['price']
            #print "bid", orders[1]
            #print depth
    #print BFXleanBid
    #print depth
    return float(BFXleanBid)

def BFXfindAsk(x):
    depth =0
    global BFXleanAsk
    BFXbids = PublicEndpoints.books("LTCUSD")['asks']
    for orders in BFXbids:
        if depth < float(x):
            depth = float(orders['amount']) + float(depth)
            BFXleanAsk = orders['price']
            #print "bid", orders[1]
            #print depth
    #print BFXleanAsk
    #print depth
    return float(BFXleanAsk)

def GDAXfindBid(x):
    depth =0
    global GDAXleanBid
    GDAXbidBook =  publicClient.getProductOrderBook(level=2)['bids']
    for orders in GDAXbidBook:
        if depth < float(x):
            depth = float(orders[1]) + float(depth)
            GDAXleanBid = orders[0]
            #print "bid", orders[1]
            #print depth
    #print BFXleanBid
    #print depth
    return float(GDAXleanBid)

def GDAXfindAsk(x):
    depth =0
    global GDAXleanAsk
    GDAXaskBook =  publicClient.getProductOrderBook(level=2)['asks']
    for orders in GDAXaskBook:
        if depth < float(x):
            depth = float(orders[1]) + float(depth)
            GDAXleanAsk = orders[0]
            #print "bid", orders[1]
            #print depth
    #print BFXleanBid
    #print depth
    return float(GDAXleanAsk)


print GDAXfindBid(500)
print GDAXfindAsk(500)
print BFXfindBid(500)
print BFXfindAsk(500)
GDAXusd = authClient.getAccount("56ad7ec2-d1d8-4864-bd33-17a93df99001")['available']
GDAXltc = authClient.getAccount("671c3517-deb8-48f8-b3a4-21eadf2ae403")['available']
BFXltc = bitFinexAccount.wallet_balance()[9]['available'] #available btc balance
BFXusd = bitFinexAccount.wallet_balance()[10]['available']#available usd balance
spreads = 35
while True:
    try:
        print BFXusd, BFXltc, GDAXusd, GDAXltc
        time.sleep(3)
        BFXgetBid = float(BFXfindBid(10))
        BFXgetAsk = float(BFXfindAsk(10))
        GDAXgetBid= float(GDAXfindBid(10))
        GDAXgetAsk = float(GDAXfindAsk(10))
        print (float(GDAXgetBid) - float(BFXgetAsk))
        print (float(BFXgetBid) - float(GDAXgetAsk))
        if float(GDAXgetBid) - float(BFXgetAsk) > float(entrySpread) and float(GDAXltc) > float(1) and float(BFXusd) > float(BFXgetAsk):
            sellParams = {
                'price': "%.2f"%float(GDAXfindBid(100)), #USD
                'size': str(lotSize), #BTC
                "product_id": "LTC-USD",
                "time_in_force": "GTT",
                "cancel_after" : 'min',
                #product_id not needed if default is desired
            }
            print authClient.sell(sellParams)
            print bitFinexOrders.new_order("LTCUSD", str(lotSize), '0.01', "buy", 'exchange market', 'bitfinex', False, True, 0, False, False)
            spreads = spreads + 1
            print "buy, Buy buy buy buy"
            print "buy, Buy buy buy buy"
            print "buy, Buy buy buy buy"
            print "buy, Buy buy buy buy"
            print "buy, Buy buy buy buy"
            print "buy, Buy buy buy buy"
            print "buy, Buy buy buy buy"
            print "buy, Buy buy buy buy"
            print "buy, Buy buy buy buy"
            print "buy, Buy buy buy buy"
            GDAXusd = authClient.getAccount("56ad7ec2-d1d8-4864-bd33-17a93df99001")['available']
            GDAXltc = authClient.getAccount("671c3517-deb8-48f8-b3a4-21eadf2ae403")['available']
            BFXltc = bitFinexAccount.wallet_balance()[9]['available'] #available btc balance
            BFXusd = bitFinexAccount.wallet_balance()[10]['available']#available usd balance
        if spreads > 0 and float(BFXgetBid) - float(GDAXgetAsk) > float(exitSpread) and float(BFXltc) > float(1) and float(GDAXusd) > float(GDAXgetAsk):
            buyParams = {
                'price': "%.2f"%float(GDAXfindAsk(100)), #USD
                'size': str(lotSize), #BTC
                "product_id": "LTC-USD",
                "time_in_force": "GTT",
                "cancel_after" : 'min',
                #product_id not needed if default is desired
            }
            print authClient.buy(buyParams)
            print bitFinexOrders.new_order("LTCUSD", str(lotSize), '0.01', "sell", 'exchange market', 'bitfinex', False, True, 0, False, False)
            print GDAXltc, BFXusd
            spreads = spreads -1
            print "SELL, SELL, SELL"
            print "SELL, SELL, SELL"
            print "SELL, SELL, SELL"
            print "SELL, SELL, SELL"
            print "SELL, SELL, SELL"
            print "SELL, SELL, SELL"
            print "SELL, SELL, SELL"
            print "SELL, SELL, SELL"
            print "SELL, SELL, SELL"
            GDAXusd = authClient.getAccount("56ad7ec2-d1d8-4864-bd33-17a93df99001")['available']
            GDAXltc = authClient.getAccount("671c3517-deb8-48f8-b3a4-21eadf2ae403")['available']
            BFXltc = bitFinexAccount.wallet_balance()[9]['available'] #available btc balance
            BFXusd = bitFinexAccount.wallet_balance()[10]['available']#available usd balance
    except:
        print "error"
        pass