def buyTrade(interval=[]):
try:
if not api.getchildorders(product_code="BTC_JPY")[0]['child_order_state'] == "ACTIVE":
# お財布状況（リファクタリング候補）
Amount = buyOrderAmount()
buyOrder(Amount["buyPrice"],Amount["buySize"])
# print('買い注文:', buyOrderResult["buyPrice"],'/', buyOrderResult["buySize"] )
# comment='買い注文:', Amount["buyPrice"],'/', Amount["buySize"]
comment='○買い注文'
lineNotify.main(comment)
sleep(shortsleep)
while not api.getchildorders(product_code="BTC_JPY")[0]['child_order_state'] == "COMPLETED":
if api.getchildorders(product_code="BTC_JPY")[0]['child_order_state'] == "ACTIVE":
# お財布状況（リファクタリング候補）
api.cancelallchildorders(product_code="BTC_JPY")
sleep(1)
Amount = buyOrderAmount()
if Amount["buySize"] < 0.0001:
break
buyOrder(Amount["buyPrice"],Amount["buySize"])
# comment='買い注文訂正:', Amount["buyPrice"],'/',Amount["buySize"]
# lineNotify.main(comment)
sleep(shortsleep)
elif api.getchildorders(product_code="BTC_JPY")[0]['child_order_state'] == "REJECTED":
comment='注文失敗！注文やめまーす！どんまい'
lineNotify.main(comment)
sleep(shortsleep)
break
elif api.getchildorders(product_code="BTC_JPY")[0]['child_order_state'] == "CANCELED":
sleep(shortsleep)
break
# 約定通知
getexecutions = api.getexecutions(product_code="BTC_JPY")[0]
try:
exectime = dt.strptime(getexecutions['exec_date'], '%Y-%m-%dT%H:%M:%S.%f')
except:
exectime = dt.strptime(getexecutions['exec_date'], '%Y-%m-%dT%H:%M:%S')
if exectime.minute == datetime.datetime.now().minute:
# comment='買い注文約定:', getexecutions['price'],'/', getexecutions['size']
comment= '○買い注文約定',getexecutions['price']
lineNotify.main(comment)
sleep(interval)
else:
getexecutions = api.getexecutions(product_code="BTC_JPY")[1]
# comment='買い注文約定?:', getexecutions['price'],'/', getexecutions['size']
comment='○買い注文約定?',getexecutions['price']
lineNotify.main(comment)
sleep(interval)
except:
comment='Please check buy trade system'
lineNotify.main(comment)
conn.commit()
# 買いシグナルが発生した場合
if oneMinuteDataAll[0][0] == 1:
# アクティブな注文の有無を確認
getchildorders = api.getchildorders(product_code="BTC_JPY",
child_order_state="ACTIVE")
if getchildorders == []: #active order is nothing
# お財布状況（リファクタリング候補）
buyOrderResult = buyOrderAmount()
# print('買い注文:', buyOrderResult["buyPrice"],'/', buyOrderResult["buySize"] )
comment = '買い注文:', buyOrderResult[
"buyPrice"], '/', buyOrderResult["buySize"]
lineNotify.main(comment)
sleep(shortsleep)
while api.getchildorders(product_code="BTC_JPY"
)[0]['child_order_state'] == "ACTIVE":
getchildorders = api.getchildorders(
product_code="BTC_JPY")[0]
if getchildorders['side'] == 'BUY':
# お財布状況（リファクタリング候補）
cancelallchildorders = api.cancelallchildorders(
product_code="BTC_JPY")
sleep(1)
buyOrderResult = buyOrderAmount()
comment = '買い注文訂正:', buyOrderResult[
"buyPrice"], '/', buyOrderResult["buySize"]
def main():
# APIへアクセス
api = pybitflyer.API(
)
# 取得するデータを選択する
# option = ['timestamp','ltp']
# best_ask：最高買価格
# best_bid：最低売価格
# best_ask_size：最高買価格数
# best_bid_size：最低売価格数
# ltp：最終取引価格
# total_ask_depth：買注文総数
# total_bid_depth：売注文総数
# volume_by_product: 価格ごとの出来高
# 取得間隔(秒)
# interval = 10
# API_KEY = setting.API_KEY
# API_SECRET = setting.API_SECRET
RDShost = setting.RDShost
RDSpass = setting.RDSpass
RDSdb = setting.RDSdb
RDSuser = setting.RDSuser
# coding:utf-8
# コネクションの作成
conn = mydb.connect(
host =RDShost,
port ='3306',
user =RDSuser,
password=RDSpass,
database=RDSdb,
charset="utf8"
)
# カーソルを取得する
cur = conn.cursor()
try:
# 取得
ticker = api.ticker(product_code="BTC_JPY")
# 保存用にコンマ区切りにする
# line = ','.join([str(ticker[op]) for op in option])
# レコード追加のSQL文
add_bttable =("INSERT INTO got_data "
"(timestamp, price) "
"VALUES (%s, %s)"
)
try:
btdate = dt.strptime(ticker['timestamp'], '%Y-%m-%dT%H:%M:%S.%f')
except:
btdate = dt.strptime(ticker['timestamp'], '%Y-%m-%dT%H:%M:%S')
# パラメータの設定
btdata = (
btdate,
ticker['ltp']
)
# SQL文の実行
cur.execute(add_bttable, btdata)
conn.commit()
# 指定した秒数だけストップ
# sleep(interval)
# comment="データ取得システムにエラーが発生したよ！"
# lineNotify.main(comment)
# sleep(interval)
except:
comment="データ取得システムにエラーが発生したよ！20秒止めて様子みるよ！"
lineNotify.main(comment)
sleep(20)
def main():
# 取得間隔(秒)
# interval = 60
# API_KEY = setting.API_KEY
# API_SECRET = setting.API_SECRET
RDShost = setting.RDShost
RDSpass = setting.RDSpass
RDSdb = setting.RDSdb
RDSuser = setting.RDSuser
# coding:utf-8
# コネクションの作成
conn = mydb.connect(
host =RDShost,
port ='3306',
user =RDSuser,
password=RDSpass,
database=RDSdb,
charset="utf8"
)
# カーソルを取得する
cur = conn.cursor()
try:
cur.execute("SELECT * FROM got_data ORDER BY id DESC LIMIT 6;")
rows = cur.fetchall()
data = []
for i in rows:
data.append(i[-1])
# 最大値
maxinum = max(data)
# 最小値
minimam = min(data)
# 始値
open = rows[-1][-1]
# print(start)
# 終値
close = rows[0][-1]
# print(end)
# データ作成時間(1minデータの最新時間とする)
timestamp = rows[0][1]
## MACDを作成
# 手前に新しいデータの順でSQLから取得
cur.execute("SELECT * FROM 1min_table ORDER BY id DESC LIMIT 26;")
oneMinuteDataAll = cur.fetchall()
oneMinuteDataPrice = []
for i in oneMinuteDataAll:
oneMinuteDataPrice.append(i[5])
# 手前が古い順に並び直す
oneMinuteDataPriceR = list(reversed(oneMinuteDataPrice))
# 短期EMA
def shortEma(oneMinuteDataPriceR=[], term = 12):
s = pd.Series(oneMinuteDataPriceR)
sma = s.rolling(term).mean()[:term]
return list(pd.concat([sma, s[term:]]).ewm(span=term, adjust=False).mean())
shortEma=shortEma(oneMinuteDataPriceR)[-1]
if math.isnan(shortEma):
shortEma = "0"
# 一番後ろのデータが最新のEMAになる
# 長期EMA
def longEma(oneMinuteDataPriceR=[], term = 26):
s = pd.Series(oneMinuteDataPriceR)
sma = s.rolling(term).mean()[:term]
return list(pd.concat([sma, s[term:]]).ewm(span=term, adjust=False).mean())
longEma = longEma(oneMinuteDataPriceR)[-1]
if math.isnan(longEma):
longEma = "0"
# MACD
# MACD = [x - y for (x, y) in zip(shortEma, longEma)]
try:
MACD = shortEma - longEma
except:
MACD = "0"
# MACDSignal
oneMinuteDataMACD = []
for i in oneMinuteDataAll:
oneMinuteDataMACD.append(i[-2])
oneMinuteDataMACDR = list(reversed(oneMinuteDataMACD))
def MACDSignal(oneMinuteDataMACDR=[], term = 9):
s = pd.Series(oneMinuteDataMACDR)
sma = s.rolling(term).mean()[:term]
return list(pd.concat([sma, s[term:]]).ewm(span=term, adjust=False).mean())
MACDSignal = MACDSignal(oneMinuteDataMACDR)[-1]
if math.isnan(MACDSignal):
MACDSignal = "0"
# BUYSig = False
# SELLSig = False
# BuySignal
# 前回のデータがMACD<MACDSignal
try:
if oneMinuteDataAll[0][-2] < oneMinuteDataAll[0][-1]:
# かつ今回のデータがMACD>MACDSignal
if MACD > MACDSignal:
BUYSig = True
else:
BUYSig = False
else:
BUYSig = False
except:
BUYSig = False
print("buySigError")
# SellSignal
# 前回のデータがMACD>MACDSignal
try:
if oneMinuteDataAll[0][-2] > oneMinuteDataAll[0][-1]:
# かつ今回のデータがMACD<MACDSignal
if MACD < MACDSignal:
SELLSig = True
else:
SELLSig = False
else:
SELLSig = False
except:
SELLSig = False
print("sellSigError")
add_bttable =("INSERT INTO 1min_table "
"(timestamp, BUYSig, SELLSig, open, close, max, min, shortEma, longEma, MACD, MACDSignal)"
"VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)"
)
btdata = (
timestamp,
BUYSig,
SELLSig,
open,
close,
maxinum,
minimam,
shortEma,
longEma,
MACD,
MACDSignal
)
# SQL文の実行
cur.execute(add_bttable, btdata)
conn.commit()
# print(btdata)
except:
comment="データ取得システムにエラーが発生したよ！"
lineNotify.main(comment)
