markets: max profit

market.py

@@ -35,13 +35,14 @@ def main() -> None:
 		bid_fill_ratio = bids_filled / (bids_filled + asks_filled)
 		if bid_fill_ratio < 0.05 or bid_fill_ratio > 0.95:
 			continue
+		max_profit = (price['Ask'] - price['Bid']) * min(bids_filled, asks_filled)
 		markets.append(Market(price['FullTicker'], bid=price['Bid'], ask=price['Ask'], spread=spread, traded=traded,
-				bids_filled=bids_filled, asks_filled=asks_filled))
-	markets.sort(key=lambda m: (m.ask - m.bid) * min(m.bids_filled, m.asks_filled), reverse=True)
+				bids_filled=bids_filled, asks_filled=asks_filled, max_profit=max_profit))
+	markets.sort(reverse=True)
 
-	print(f'{"mat":^8} {"bid":^5} {"ask":^5} spread  {"traded":^7}  bids filled  asks filled')
+	print(f'{"mat":^8} {"bid":^5} {"ask":^5} spread  {"traded":^7}  bids filled  asks filled  max profit')
 	for m in markets:
-		print(f'{m.full_ticker:>8} {m.bid:5} {m.ask:5} {m.spread*100: 5.0f}% {m.traded:7.0f} {m.bids_filled:10.0f} {m.asks_filled:10.0f}')
+		print(f'{m.full_ticker:>8} {m.bid:5} {m.ask:5} {m.spread*100: 5.0f}% {m.traded:7.0f} {m.bids_filled:10.0f} {m.asks_filled:10.0f} {m.max_profit:10.0f}')
 
 def check_cxos() -> None:
 	orders: typing.Sequence[ExchangeOrder] = cache.get('https://rest.fnar.net/cxos/' + config.username,
@@ -133,6 +134,10 @@ class Market:
 	traded: float
 	bids_filled: float
 	asks_filled: float
+	max_profit: float
+
+	def __lt__(self, o) -> bool:
+		return self.max_profit < o.max_profit
 
 if __name__ == '__main__':
 	main()