mtgox exchange rate calculator

mtgox exchange rate calculator

#!/usr/bin/env python

'''
USAGE:
    ./rate.py <amount:float> <bid|ask>
'''

import sys
import requests


ORDER_DEPTH_URI = 'http://data.mtgox.com/api/1/BTCUSD/depth/fetch'


def get_data(type):
    return requests.get(ORDER_DEPTH_URI).json()['return']['{0}s'.format(type)]


def get_rate(amount, type):
    if not amount:
        raise SystemExit('Enter a value')
    data = get_data(type)
    data.sort(key=lambda a: a['price'], reverse=(type == 'bid'))

    remaining_amount = amount
    prices = []
    amounts = []
    for b in data:
        if remaining_amount < b['amount']:
            prices.append(b['price'])
            amounts.append(remaining_amount)
            break
        prices.append(b['price'])
        amounts.append(b['amount'])
        remaining_amount -= b['amount']

    offers = [b[0] * b[1] for b in zip(prices, amounts)]
    total = sum(offers)
    return total / sum(amounts)


def get_bid_rate(amount):
    return get_rate(amount, 'bid')


def get_ask_rate(amount):
    return get_rate(amount, 'ask')


if __name__ == '__main__':
    if len(sys.argv) > 2 and sys.argv[2] == 'bid':
        print get_bid_rate(float(sys.argv[1]))
    else:
        print get_ask_rate(float(sys.argv[1]))