class EXCaccess:
def __init__(self):
self.investment = 10000 # 投資制限額
# 予想利益額の閾値（閾値以上で注文）========================
self.threshold_jpy_btc_mona = 300
self.threshold_jpy_btc_bch = 150
self.threshold_jpy_btc_xem = 150
self.threshold_jpy_btc_eth = 150
# 手数料 ( % )
self.fee_BTC_JPY = 0
self.fee_MONA_BTC = 0.1
self.fee_MONA_JPY = 0.1
self.fee_BCH_BTC = 0.3
self.fee_BCH_JPY = 0.3
self.fee_XEM_BTC = 0.1
self.fee_XEM_JPY = 0.1
self.fee_ETH_BTC = 0.1
self.fee_ETH_JPY = 0.1
# 注文確認の手がかりとして注文に付けるコメント
self.order_comment = 'AutoTA'
# API用キーの読み込み
f = open('key_secret.txt', 'r') # 本番用
# f = open('test_keys.txt', 'r') # テスト用
txt = f.read()
f.close()
data = txt.split('\n')
self.key = data[0]
self.secret = data[1]
def createErrorLog(self, locate: str):
now = datetime.datetime.now()
Path = 'error.log'
with open(Path, 'a', newline='', encoding='shift-jis') as f:
f.write('=====================================\n')
f.write(str(now))
f.write(locate)
traceback.print_exc(file=f)
# 公開情報に接続
def getPublicAPI(self):
while (1):
try:
self.zaif = ZaifPublicApi()
break
except:
time.sleep(1)
# 個人の情報に接続
def getPrivateAPI(self):
while (1):
try:
self.zaifp = ZaifTradeApi(self.key, self.secret)
break
except:
time.sleep(1)
# 余力額取得
def getFunds(self):
self.getPrivateAPI()
while (1):
try:
result = self.zaifp.get_info2()['funds']
break
except:
traceback.print_exc()
self.createErrorLog('getFunds')
time.sleep(1)
return result
# 各通貨ペアの相場から買い気配値と売り気配値の中間値を返す
# 公開情報の.currency_pairsで取得できるaux_unit_step（取引単価?）
# BTC/JPY:5.0
# MONA/BTC:0.00000001
# MONA/JPY:0.1
# BCH/BTC:0.0001
# BCH/JPY:5.0
# XEM/BTC:0.00000001
# XEM/JPY:0.0001
# ETH/BTC:0.0001
# ETH/JPY:5.0
# ====================================================
# fund type: JPY BTC MONA ETH XEM BCH
# ask:sell, bid:buy
# [0]:value [1]:quantity
def getBTC_JPY(self):
while (1):
try:
Btc_Jpy = self.zaif.depth('btc_jpy')
break
except:
traceback.print_exc()
self.createErrorLog('getBTC_JPY')
time.sleep(1)
askBtcJpy = Btc_Jpy['asks'][0][0]
bidBtcJpy = Btc_Jpy['bids'][0][0]
aveBtcJpy = (askBtcJpy + bidBtcJpy) / 2.0
T_aveBtcJpy = Tick_int(int(aveBtcJpy), 5)
return T_aveBtcJpy
def getMONA_JPY(self):
while (1):
try:
Mona_Jpy = self.zaif.depth('mona_jpy')
break
except:
traceback.print_exc()
self.createErrorLog('getMONA_JPY')
time.sleep(1)
askMonaJpy = Mona_Jpy['asks'][0][0]
bidMonaJpy = Mona_Jpy['bids'][0][0]
aveMonaJpy = (askMonaJpy + bidMonaJpy) / 2.0
T_aveMonaJpy = Decimal(aveMonaJpy).quantize(Decimal('0.0'),
rounding=ROUND_DOWN)
return T_aveMonaJpy
def getMONA_BTC(self):
while (1):
try:
Mona_Btc = self.zaif.depth('mona_btc')
break
except:
traceback.print_exc()
self.createErrorLog('getMONA_BTC')
time.sleep(1)
askMonaBtc = Mona_Btc['asks'][0][0]
bidMonaBtc = Mona_Btc['bids'][0][0]
aveMonaBtc = (askMonaBtc + bidMonaBtc) / 2.0
T_aveMonaBtc = Decimal(aveMonaBtc).quantize(Decimal('0.00000000'),
rounding=ROUND_DOWN)
return T_aveMonaBtc
def getBCH_JPY(self):
while (1):
try:
Bch_Jpy = self.zaif.depth('bch_jpy')
break
except:
traceback.print_exc()
self.createErrorLog('getBCH_JPY')
time.sleep(1)
askBchJpy = Bch_Jpy['asks'][0][0]
bidBchJpy = Bch_Jpy['bids'][0][0]
aveBchJpy = (askBchJpy + bidBchJpy) / 2.0
T_aveBchJpy = Tick_int(int(aveBchJpy), 5)
return T_aveBchJpy
def getBCH_BTC(self):
while (1):
try:
Bch_Btc = self.zaif.depth('bch_btc')
break
except:
traceback.print_exc()
self.createErrorLog('getBCH_BTC')
time.sleep(1)
askBchBtc = Bch_Btc['asks'][0][0]
bidBchBtc = Bch_Btc['bids'][0][0]
aveBchBtc = (askBchBtc + bidBchBtc) / 2.0
T_aveBchBtc = Decimal(aveBchBtc).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
return T_aveBchBtc
def getXEM_JPY(self):
while (1):
try:
Xem_Jpy = self.zaif.depth('xem_jpy')
break
except:
traceback.print_exc()
self.createErrorLog('getXEM_JPY')
time.sleep(1)
askXemJpy = Xem_Jpy['asks'][0][0]
bidXemJpy = Xem_Jpy['bids'][0][0]
aveXemJpy = (askXemJpy + bidXemJpy) / 2.0
T_aveXemJpy = Decimal(aveXemJpy).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
return T_aveXemJpy
def getXEM_BTC(self):
while (1):
try:
Xem_Btc = self.zaif.depth('xem_btc')
break
except:
traceback.print_exc()
self.createErrorLog('getXEM_BTC')
time.sleep(1)
askXemBtc = Xem_Btc['asks'][0][0]
bidXemBtc = Xem_Btc['bids'][0][0]
aveXemBtc = (askXemBtc + bidXemBtc) / 2.0
T_aveXemBtc = Decimal(aveXemBtc).quantize(Decimal('0.00000000'),
rounding=ROUND_DOWN)
return T_aveXemBtc
def getETH_JPY(self):
while (1):
try:
Eth_Jpy = self.zaif.depth('eth_jpy')
break
except:
traceback.print_exc()
self.createErrorLog('getETH_JPY')
time.sleep(1)
askEthJpy = Eth_Jpy['asks'][0][0]
bidEthJpy = Eth_Jpy['bids'][0][0]
aveEthJpy = (askEthJpy + bidEthJpy) / 2.0
T_aveEthJpy = Tick_int(int(aveEthJpy), 5)
return T_aveEthJpy
def getETH_BTC(self):
while (1):
try:
Eth_Btc = self.zaif.depth('eth_btc')
break
except:
traceback.print_exc()
self.createErrorLog('getETH_BTC')
time.sleep(1)
askEthBtc = Eth_Btc['asks'][0][0]
bidEthBtc = Eth_Btc['bids'][0][0]
aveEthBtc = (askEthBtc + bidEthBtc) / 2.0
T_aveEthBtc = Decimal(aveEthBtc).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
return T_aveEthBtc
# 三角裁定で利益が出るか計算
def Monitoring(self):
fj = self.getFunds()['jpy']
if fj > self.investment:
fj = self.investment
self.getPublicAPI()
aveBtcJpy = self.getBTC_JPY()
aveMonaJpy = self.getMONA_JPY()
aveMonaBtc = self.getMONA_BTC()
aveBchJpy = self.getBCH_JPY()
aveBchBtc = self.getBCH_BTC()
aveXemJpy = self.getXEM_JPY()
aveXemBtc = self.getXEM_BTC()
aveEthJpy = self.getETH_JPY()
aveEthBtc = self.getETH_BTC()
# 買いと売りの中間点
aves = [
aveBtcJpy, aveMonaBtc, aveMonaJpy, aveBchBtc, aveBchJpy, aveXemBtc,
aveXemJpy, aveEthBtc, aveEthJpy
]
# ===========================================================
# JPY->BTC, BTC->MONA, MONA->JPY
# BTC-ask, MONA-ask, MONA-bid
# JPY->MONA, MONA->BTC, BTC->JPY
# MONA-ask, MONA-bid, BTC-bid
# 手数料抜き============================================
# Jpy_Btc_Mona = ((aveMonaJpy * fj) / (aveBtcJpy * aveMonaBtc))
# Jpy_Mona_Btc = ((aveBtcJpy * aveMonaBtc * fj) / aveMonaJpy)
# Jpy_Btc_Bch = ((aveBchJpy * fj) / (aveBtcJpy * aveBchBtc))
# Jpy_Bch_Btc = ((aveBtcJpy * aveBchBtc * fj) / aveBchJpy)
# Jpy_Btc_Xem = ((aveXemJpy * fj) / (aveBtcJpy * aveXemBtc))
# Jpy_Xem_Btc = ((aveBtcJpy * aveXemBtc * fj) / aveXemJpy)
# Jpy_Btc_Eth = ((aveEthJpy * fj) / (aveBtcJpy * aveEthBtc))
# Jpy_Eth_Btc = ((aveBtcJpy * aveEthBtc * fj) / aveEthJpy)
# 手数料あり============================================
# ※decimal * floatができない．同じ型にキャストする必要あり
Jpy_Btc_Mona = ((100 * float(aveMonaJpy))
/ (float(aveMonaBtc) * (100 + self.fee_MONA_JPY))) * \
(100 / (float(aveBtcJpy) * (100 + self.fee_MONA_BTC))) * \
((100 * fj) / (100 + self.fee_BTC_JPY))
Jpy_Mona_Btc = ((100 * float(aveBtcJpy) * float(aveMonaBtc))
/ (100 + self.fee_BTC_JPY)) * \
(100 / (float(aveMonaJpy) * (100 + self.fee_MONA_BTC))) * \
((100 * fj) / (100 + self.fee_MONA_JPY))
Jpy_Btc_Bch = ((100 * float(aveBchJpy))
/ (float(aveBchBtc) * (100 + self.fee_BCH_JPY))) * \
(100 / (float(aveBtcJpy) * (100 + self.fee_BCH_BTC))) * \
((100 * fj) / (100 + self.fee_BTC_JPY))
Jpy_Bch_Btc = ((100 * float(aveBtcJpy) * float(aveBchBtc))
/ (100 + self.fee_BTC_JPY)) * \
(100 / (float(aveBchJpy) * (100 + self.fee_BCH_BTC))) * \
((100 * fj) / (100 + self.fee_BCH_JPY))
Jpy_Btc_Xem = ((100 * float(aveXemJpy))
/ (float(aveXemBtc) * (100 + self.fee_XEM_JPY))) * \
(100 / (float(aveBtcJpy) * (100 + self.fee_XEM_BTC))) * \
((100 * fj) / (100 + self.fee_BTC_JPY))
Jpy_Xem_Btc = ((100 * float(aveBtcJpy) * float(aveXemBtc))
/ (100 + self.fee_BTC_JPY)) * \
(100 / (float(aveXemJpy) * (100 + self.fee_XEM_BTC))) * \
((100 * fj) / (100 + self.fee_XEM_JPY))
Jpy_Btc_Eth = ((100 * float(aveEthJpy))
/ (float(aveEthBtc) * (100 + self.fee_ETH_JPY))) * \
(100 / (float(aveBtcJpy) * (100 + self.fee_ETH_BTC))) * \
((100 * fj) / (100 + self.fee_BTC_JPY))
Jpy_Eth_Btc = ((100 * float(aveBtcJpy) * float(aveEthBtc))
/ (100 + self.fee_BTC_JPY)) * \
(100 / (float(aveEthJpy) * (100 + self.fee_ETH_BTC))) * \
((100 * fj) / (100 + self.fee_ETH_JPY))
# 各予想結果額
estimates = [
Jpy_Btc_Mona, Jpy_Mona_Btc, Jpy_Btc_Bch, Jpy_Bch_Btc, Jpy_Btc_Xem,
Jpy_Xem_Btc, Jpy_Btc_Eth, Jpy_Eth_Btc
]
# 最も高い予想結果額
maxIndex = numpy.argmax(estimates)
if maxIndex == 0 \
and estimates[maxIndex] > (fj + self.threshold_jpy_btc_mona):
judge = 'Jpy_Btc_Mona'
elif maxIndex == 1 \
and estimates[maxIndex] > (fj + self.threshold_jpy_btc_mona):
judge = 'Jpy_Mona_Btc'
elif maxIndex == 2 \
and estimates[maxIndex] > (fj + self.threshold_jpy_btc_bch):
judge = 'Jpy_Btc_Bch'
elif maxIndex == 3 \
and estimates[maxIndex] > (fj + self.threshold_jpy_btc_bch):
judge = 'Jpy_Bch_Btc'
elif maxIndex == 4 \
and estimates[maxIndex] > (fj + self.threshold_jpy_btc_xem):
judge = 'Jpy_Btc_Xem'
elif maxIndex == 5 \
and estimates[maxIndex] > (fj + self.threshold_jpy_btc_xem):
judge = 'Jpy_Xem_Btc'
elif maxIndex == 6 \
and estimates[maxIndex] > (fj + self.threshold_jpy_btc_eth):
judge = 'Jpy_Btc_Eth'
elif maxIndex == 7 \
and estimates[maxIndex] > (fj + self.threshold_jpy_btc_eth):
judge = 'Jpy_Eth_Btc'
else:
judge = 'no routes'
# 各予想利益額
diffs = [
int(Jpy_Btc_Mona - fj),
int(Jpy_Mona_Btc - fj),
int(Jpy_Btc_Bch - fj),
int(Jpy_Bch_Btc - fj),
int(Jpy_Btc_Xem - fj),
int(Jpy_Xem_Btc - fj),
int(Jpy_Btc_Eth - fj),
int(Jpy_Eth_Btc - fj)
]
resultList = [judge, fj, diffs[maxIndex], diffs, aves]
return resultList
# コメント'AutoTA'の注文が残っているか確認
def checkActiveOrders(self, pair: str):
# active_ordersの形式：
# {'270906448': {
# 'currency_pair': 'mona_btc',
# 'action': 'ask',
# 'amount': 33.0,
# 'price': 0.00035692,
# 'timestamp': '1510122394',
# 'comment': ''}}
time.sleep(0.3)
self.getPrivateAPI()
orderID = 0 # 注文が無ければこのまま0を返す
price = 0
amount = 0
orders = []
while 1:
try:
if pair == 'btc_jpy':
orders.append(
self.zaifp.active_orders(currency_pair='btc_jpy'))
elif pair == 'mona_btc':
orders.append(
self.zaifp.active_orders(currency_pair='mona_btc'))
elif pair == 'mona_jpy':
orders.append(
self.zaifp.active_orders(currency_pair='mona_jpy'))
elif pair == 'xem_btc':
orders.append(
self.zaifp.active_orders(currency_pair='xem_btc'))
elif pair == 'xem_jpy':
orders.append(
self.zaifp.active_orders(currency_pair='xem_jpy'))
elif pair == 'bch_btc':
orders.append(
self.zaifp.active_orders(currency_pair='bch_btc'))
elif pair == 'bch_jpy':
orders.append(
self.zaifp.active_orders(currency_pair='bch_jpy'))
elif pair == 'eth_btc':
orders.append(
self.zaifp.active_orders(currency_pair='eth_btc'))
elif pair == 'eth_jpy':
orders.append(
self.zaifp.active_orders(currency_pair='eth_jpy'))
else:
pass
break
except:
traceback.print_exc()
time.sleep(1)
# コメントが'AutoTA'のオーダーがあればID，価格，数量を返す
for i in range(len(orders)):
if orders[i] != []:
for j in orders[i].keys():
if re.search(self.order_comment,
str(orders[i][j]['comment'])):
orderID = int(j)
price = orders[i][j]['price']
amount = orders[i][j]['amount']
resultList = [orderID, price, amount]
return resultList
# 注文IDと通貨ペアを指定して注文を取り消し
def cancelOrder(self, orderID: int, pair: str):
cancelFlag = False
time.sleep(1)
try:
self.zaifp.cancel_order(order_id=orderID, currency_pair=pair)
print('order canceled')
cancelFlag = True
except:
traceback.print_exc()
self.createErrorLog('cancelOrder')
time.sleep(1)
return cancelFlag
# コメント'AutoTA'を付けて注文実行
def tradePairs(self, pair, act, price, amount):
while 1:
try:
self.getPrivateAPI()
self.zaifp.trade(currency_pair=pair,
action=act,
price=price,
amount=amount,
comment=self.order_comment)
break
except:
traceback.print_exc()
self.createErrorLog('tradePairs')
time.sleep(1)
# 各取引======================================
# JPY->BTC->MONA
def order_JPY_BTC(self, prevFund, T_aveBtcJpy):
print('JPY->BTC: ', end='', flush=True)
# 手数料分を残して取引
tradeJPY = (100 * prevFund) / (100 + self.fee_BTC_JPY)
pair = 'btc_jpy' # trade pair
act = 'bid' # ask ( sell order ) or bid ( buy order )
price = T_aveBtcJpy
amount = Decimal(tradeJPY / float(price)).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
if amount >= 0.0001:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
def order_BTC_MONA(self, T_aveMonaBtc):
print('BTC->MONA: ', end='', flush=True)
while 1:
try:
myBTC = self.getFunds()['btc']
# 手数料分を残して取引
tradeBTC = (100 * myBTC) / (100 + self.fee_MONA_BTC)
pair = 'mona_btc' # trade pair
act = 'bid' # ask ( sell order ) or bid ( buy order )
price = T_aveMonaBtc
amount = Decimal(tradeBTC / float(price)).quantize(
Decimal('0'), rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('order_BTC_MONA')
time.sleep(1)
time.sleep(1)
if amount >= 1:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
def order_MONA_JPY(self, T_aveMonaJpy):
print('MONA->JPY: ', end='', flush=True)
while 1:
try:
myMONA = self.getFunds()['mona']
# 手数料分を残して取引
tradeMONA = (100 * myMONA) / (100 + self.fee_MONA_JPY)
pair = 'mona_jpy' # trade pair
act = 'ask' # ask ( sell order ) or bid ( buy order )
price = T_aveMonaJpy
amount = int(tradeMONA)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('order_MONA_JPY')
time.sleep(1)
time.sleep(1)
if amount >= 1:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
return price * amount
# JPY->MONA->BTC
def order_JPY_MONA(self, prevFund, T_aveMonaJpy):
print('JPY->MONA: ', end='', flush=True)
while 1:
try:
# 手数料分を残して取引
tradeJPY = (100 * prevFund) / (100 + self.fee_MONA_JPY)
pair = 'mona_jpy' # trade pair
act = 'bid' # ask ( sell order ) or bid ( buy order )
price = T_aveMonaJpy
amount = Decimal(tradeJPY / float(price)).quantize(
Decimal('0'), rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('JPY->MONA')
time.sleep(1)
time.sleep(1)
if amount >= 1:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
def order_MONA_BTC(self, T_aveMonaBtc):
print('MONA->BTC: ', end='', flush=True)
while 1:
try:
myMONA = self.getFunds()['mona']
# 手数料分を残して取引
tradeMONA = (100 * myMONA) / (100 + self.fee_MONA_BTC)
pair = 'mona_btc' # trade pair
act = 'ask' # ask ( sell order ) or bid ( buy order )
price = T_aveMonaBtc
amount = int(tradeMONA)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('MONA->BTC')
time.sleep(1)
time.sleep(1)
if amount >= 1:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
def order_BTC_JPY(self, T_aveBtcJpy):
print('BTC->JPY: ', end='', flush=True)
while 1:
try:
myBTC = self.getFunds()['btc']
# 手数料分を残して取引
tradeBTC = (100 * myBTC) / (100 + self.fee_BTC_JPY)
pair = 'btc_jpy' # trade pair
act = 'ask' # ask ( sell order ) or bid ( buy order )
price = T_aveBtcJpy
amount = Decimal(tradeBTC).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('BTC->JPY')
time.sleep(1)
time.sleep(1)
if amount >= 0.0001:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
return price * amount
# JPY->BTC->BCH
def order_BTC_BCH(self, T_aveBchBtc):
print('BTC->BCH: ', end='', flush=True)
while 1:
try:
myBTC = self.getFunds()['btc']
# 手数料分を残して取引
tradeBTC = (100 * myBTC) / (100 + self.fee_BCH_BTC)
pair = 'bch_btc' # trade pair
act = 'bid' # ask ( sell order ) or bid ( buy order )
price = T_aveBchBtc
amount = Decimal(tradeBTC / float(price)).quantize(
Decimal('0.0000'), rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('BTC->BCH')
time.sleep(1)
time.sleep(1)
if amount >= 0.0001:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
def order_BCH_JPY(self, T_aveBchJpy):
print('BCH->JPY: ', end='', flush=True)
while 1:
try:
myBCH = self.getFunds()['BCH']
# 手数料分を残して取引
tradeBCH = (100 * myBCH) / (100 + self.fee_BCH_JPY)
pair = 'bch_jpy' # trade pair
act = 'ask' # ask ( sell order ) or bid ( buy order )
price = T_aveBchJpy
amount = Decimal(tradeBCH).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('BCH->JPY')
time.sleep(1)
time.sleep(1)
if amount >= 0.0001:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
return price * amount
# JPY->BCH->BTC
def order_JPY_BCH(self, prevFund, T_aveBchJpy):
print('JPY->BCH: ', end='', flush=True)
# 手数料分を残して取引
tradeJPY = (100 * prevFund) / (100 + self.fee_BCH_JPY)
pair = 'bch_jpy' # trade pair
act = 'bid' # ask ( sell order ) or bid ( buy order )
price = T_aveBchJpy
amount = Decimal(tradeJPY / float(price)).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
if amount >= 0.0001:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
def order_BCH_BTC(self, T_aveBchBtc):
print('BCH->BTC: ', end='', flush=True)
while 1:
try:
myBCH = self.getFunds()['BCH']
# 手数料分を残して取引
tradeBCH = (100 * myBCH) / (100 + self.fee_BCH_BTC)
pair = 'bch_btc' # trade pair
act = 'ask' # ask ( sell order ) or bid ( buy order )
price = T_aveBchBtc
amount = Decimal(tradeBCH).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('BCH->BTC')
time.sleep(1)
time.sleep(1)
if amount >= 0.0001:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
# JPY->BTC->XEM
def order_BTC_XEM(self, T_aveXemBtc):
print('BTC->XEM: ', end='', flush=True)
while 1:
try:
myBTC = self.getFunds()['btc']
# 手数料分を残して取引
tradeBTC = (100 * myBTC) / (100 + self.fee_XEM_BTC)
pair = 'xem_btc' # trade pair
act = 'bid' # ask ( sell order ) or bid ( buy order )
price = T_aveXemBtc
amount = Decimal(tradeBTC / float(price)).quantize(
Decimal('0'), rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('BTC->XEM')
time.sleep(1)
time.sleep(1)
if amount >= 1:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
def order_XEM_JPY(self, T_aveXemJpy):
print('XEM->JPY: ', end='', flush=True)
while 1:
try:
myXEM = self.getFunds()['xem']
# 手数料分を残して取引
tradeXEM = (100 * myXEM) / (100 + self.fee_XEM_JPY)
pair = 'xem_jpy' # trade pair
act = 'ask' # ask ( sell order ) or bid ( buy order )
price = T_aveXemJpy
amount = Decimal(tradeXEM).quantize(Decimal('0.0'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('XEM->JPY')
time.sleep(1)
time.sleep(1)
if amount >= 0.1:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
return price * amount
# JPY->XEM->BTC
def order_JPY_XEM(self, prevFund, T_aveXemJpy):
print('JPY->XEM: ', end='', flush=True)
# 手数料分を残して取引
tradeJPY = (100 * prevFund) / (100 + self.fee_XEM_JPY)
pair = 'xem_jpy' # trade pair
act = 'bid' # ask ( sell order ) or bid ( buy order )
price = T_aveXemJpy
amount = Decimal(tradeJPY / float(price)).quantize(Decimal('0.0'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
if amount >= 0.1:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
def order_XEM_BTC(self, T_aveXemBtc):
print('XEM->BTC: ', end='', flush=True)
while 1:
try:
myXEM = self.getFunds()['xem']
# 手数料分を残して取引
tradeXEM = (100 * myXEM) / (100 + self.fee_XEM_BTC)
pair = 'xem_btc' # trade pair
act = 'ask' # ask ( sell order ) or bid ( buy order )
price = T_aveXemBtc
amount = Decimal(tradeXEM).quantize(Decimal('0'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('XEM->BTC')
time.sleep(1)
time.sleep(1)
if amount >= 1:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
# JPY->BTC->ETH
def order_BTC_ETH(self, T_aveEthBtc):
print('BTC->ETH: ', end='', flush=True)
while 1:
try:
myBTC = self.getFunds()['btc']
# 手数料分を残して取引
tradeBTC = (100 * myBTC) / (100 + self.fee_ETH_BTC)
pair = 'eth_btc' # trade pair
act = 'bid' # ask ( sell order ) or bid ( buy order )
price = T_aveEthBtc
amount = Decimal(tradeBTC / float(price)).quantize(
Decimal('0.0000'), rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('BTC->ETH')
time.sleep(1)
time.sleep(1)
if amount >= 0.0001:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
def order_ETH_JPY(self, T_aveEthJpy):
print('ETH->JPY: ', end='', flush=True)
while 1:
try:
myETH = self.getFunds()['ETH']
# 手数料分を残して取引
tradeETH = (100 * myETH) / (100 + self.fee_ETH_JPY)
pair = 'eth_jpy' # trade pair
act = 'ask' # ask ( sell order ) or bid ( buy order )
price = T_aveEthJpy
amount = Decimal(tradeETH).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('ETH->JPY')
time.sleep(1)
time.sleep(1)
if amount >= 0.0001:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
return price * amount
# JPY->ETH->BTC
def order_JPY_ETH(self, prevFund, T_aveEthJpy):
print('JPY->ETH: ', end='', flush=True)
# 手数料分を残して取引
tradeJPY = (100 * prevFund) / (100 + self.fee_ETH_JPY)
pair = 'eth_jpy' # trade pair
act = 'bid' # ask ( sell order ) or bid ( buy order )
price = T_aveEthJpy
amount = Decimal(tradeJPY / float(price)).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
if amount >= 0.0001:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
def order_ETH_BTC(self, T_aveEthBtc):
print('ETH->BTC: ', end='', flush=True)
while 1:
try:
myETH = self.getFunds()['ETH']
# 手数料分を残して取引
tradeETH = (100 * myETH) / (100 + self.fee_ETH_BTC)
pair = 'eth_btc' # trade pair
act = 'ask' # ask ( sell order ) or bid ( buy order )
price = T_aveEthBtc
amount = Decimal(tradeETH).quantize(Decimal('0.0000'),
rounding=ROUND_DOWN)
print(price, end=' amount: ', flush=True)
print(amount)
break
except:
traceback.print_exc()
self.createErrorLog('ETH->BTC')
time.sleep(1)
time.sleep(1)
if amount >= 0.0001:
self.tradePairs(pair, act, price, amount)
else:
print('Do not Trade. Checking active orders...')
print("購入注文量 :"+str(bid_amount))
except:
print("Error:Can't trade[bid]")
if trade_result["order_id"] != 0:
CANCEL_FLUG = True
order_id = trade_result["order_id"]
else:
print('■ 取引が完了しました。')
if CANCEL_FLUG:
try:
trade_info = zaif_trade.get_info2()
if trade_info["open_orders"] > 0:
print("■ キャンセルしました")
print(zaif_trade.cancel_order(order_id=order_id))
last_trade_price = last_trade_price_pre
else:
print("■ 取引が完了しました。")
except:
print("Error:Can't trade[cancel]")
resetlast_trade_price(zaif_public,last_trade_price,funds_btc)
end_time = time.time()
elpsed_time = end_time-start_time
if elpsed_time > 30:
elpsed_time %= 30
print("take time over 30sec")
print(elpsed_time)