market_data_xmr1.txt

2016-02-17 19:37:30    Sell    0.00184800    44.77426917    0.08274284
2016-02-17 19:37:19    Sell    0.00184800    80.38702381    0.14855522
2016-02-17 19:37:07    Sell    0.00184800    106.83870702    0.19743793
2016-02-13 16:00:53    Sell    0.00189389    23.23260419    0.04399999
2016-02-13 15:56:31    Buy    0.00181500    56.16175099    0.10193357
2016-02-13 15:55:00    Buy    0.00188365    464.53499696    0.87502134
2016-02-13 15:55:00    Buy    0.00185000    540.54054054    0.99999999
2016-02-13 15:51:08    Buy    0.00188365    66.34919065    0.12497865
2016-02-13 15:42:00    Buy    0.00189460    3.79048474    0.00718145
2016-02-13 15:37:04    Buy    0.00190027    526.24100785    0.99999999
2016-02-13 15:30:18    Sell    0.00209300    513.00000000    1.07370900
2016-02-13 14:56:19    Buy    0.00194733    513.52364519    0.99999999
2016-02-12 08:30:43    Buy    0.00138888    150.00000000    0.20833200

poloniex_xmr.py

'''
Created on Feb 17, 2016

@author: dinh.pham
'''
import StringIO
import csv

# Special notes:
# + Big dump on 17/2/2016 on Poloniex
# + Someone continues to manipulate this market with big sell walls as I reported on #xmr channel
#   18/2/2016 9:41 AM:
#   0.00170000    105283.40218006    178.98178371    180.80737179
#   0.00171469    8.00000000         0.01371752      180.82108931
#   0.00171499    0.05993850         0.00010279      180.82119210
#   This kind of wall (58 -60k XMR) appeared at 0.0020, 0.00185, 0.0080)
currency_name = "XMR"
currency_value_in_btc = 0.00173000
headers = 'day hour    order_type    price    total_xmr    total_btc'
# Same directory for convenience
data_file_path = './market_data_xmr1.txt'  # leave it empty or assign it a value: e.x ./market_data_xmr1.txt
data = '''
2016-02-17 19:37:30    Sell    0.00184800    44.77426917    0.08274284
2016-02-17 19:37:19    Sell    0.00184800    80.38702381    0.14855522
2016-02-17 19:37:07    Sell    0.00184800    106.83870702    0.19743793
2016-02-13 16:00:53    Sell    0.00189389    23.23260419    0.04399999
2016-02-13 15:56:31    Buy    0.00181500    56.16175099    0.10193357
2016-02-13 15:55:00    Buy    0.00188365    464.53499696    0.87502134
2016-02-13 15:55:00    Buy    0.00185000    540.54054054    0.99999999
2016-02-13 15:51:08    Buy    0.00188365    66.34919065    0.12497865
2016-02-13 15:42:00    Buy    0.00189460    3.79048474    0.00718145
2016-02-13 15:37:04    Buy    0.00190027    526.24100785    0.99999999
2016-02-13 15:30:18    Sell    0.00209300    513.00000000    1.07370900
2016-02-13 14:56:19    Buy    0.00194733    513.52364519    0.99999999
2016-02-12 08:30:43    Buy    0.00138888    150.00000000    0.20833200
'''

def create_plain_text_reader(data, headers):
    f = StringIO.StringIO(headers + data)  # add headers and remove the first empty row
    return f, csv.DictReader(f, delimiter=' ', quotechar='"', dialect=csv.excel)


def create_file_reader(file_path, headers):
    '''Create a data reader which parses data stored in the provided file
    :param file_path: See `data_file_path`
    '''
    f = open(file_path, 'rb')
    return f, csv.DictReader(
                  f,
                  fieldnames=tuple([item.strip() for item in headers.split(' ')]),
                  delimiter=' ',
                  quotechar='"'
              )


def calc_metrics(data_reader, xmr_market_price):
    buy_count = 0
    bought_xmr = 0.0
    bought_btc = 0.0
    sell_count = 0
    sold_xmr = 0.0
    sold_btc = 0.0
    for row in data_reader:
        if row["order_type"] == "Buy":
            buy_count += 1
            bought_xmr += float(row["total_xmr"])
            sold_btc += float(row["total_btc"])
        else:
            sell_count += 1
            sold_xmr += float(row["total_xmr"])
            bought_btc += float(row["total_btc"])

    return buy_count, sell_count, bought_xmr, sold_xmr, bought_btc, sold_btc

# Start the calculator
# - Create reader
if data_file_path:
    data_object, reader = create_file_reader(data_file_path, headers)
else:
    data_object, reader = create_plain_text_reader(data, headers)
# - Calculate
buy_count, sell_count, bought_xmr, sold_xmr, bought_btc, sold_btc = calc_metrics(
                                                                        reader,
                                                                        currency_value_in_btc
                                                                    )
data_object.close()
xmr_balance = bought_xmr - sold_xmr
xmr_balance_value = currency_value_in_btc * xmr_balance
cost_diff = xmr_balance_value - (sold_btc - bought_btc)
# Display the result
print("{:11s} {:<15d}         {:<11s} {:<5d}".format(
        "Total buy:", buy_count, "Total sell:", sell_count))
print("---------------------------------------------------------------------")
print("{:11s} {:<15.8f} ({:3s})   {:<11s} {:<15.8f} (BTC)".format(
        "Bought:", bought_xmr, currency_name, "Cost:", sold_btc))
print("{:11s} {:<15.8f} ({:3s})   {:<11s} {:<15.8f} (BTC)".format(
        "Sold:", sold_xmr, currency_name, "Revenue:", bought_btc))
print("_____________________________________________________________________")
print("{:11s} {:<15.8f} ({:3s})   {:<11s} {:<15.8f} (BTC)".format(
        "Balance:", xmr_balance, currency_name, "Cost:", sold_btc - bought_btc))
print("{:11s} {:<15.8f} (BTC)".format("Mar. value:", xmr_balance_value))
print("{:11s} {:<15.8f} (BTC)   {:<11s} {:<15.8f}".format(
        "Loss/Gain:", cost_diff, "{}/BTC:".format(currency_name), currency_value_in_btc))

result

Total buy:  58                      Total sell: 93   
---------------------------------------------------------------------
Bought:     6770.05927208   (XMR)   Cost:       12.84599526     (BTC)
Sold:       4943.28183770   (XMR)   Revenue:    9.99547379      (BTC)
_____________________________________________________________________
Balance:    1826.77743438   (XMR)   Cost:       2.85052147      (BTC)
Mar. value: 3.16032496      (BTC)
Loss/Gain:  0.30980349      (BTC)   XMR/BTC:    0.00173000