class prediction:
config=config()
API_KEY=config.getApiKey()
API_SECRET=config.getApiSecret()
count=int(config.getCount())
CURRENCY_PAIR="btc_jpy"
candle_type="1min"
datetime=datetime()
bbservice=bbService(API_KEY,API_SECRET,CURRENCY_PAIR)
def print_price(self, data):
print( "時間： " + datetime.fromtimestamp(data["close_time"]).strftime('%Y/%m/%d %H:%M') + " 始値： " + str(data["open_price"]) + " 終値： " + str(data["close_price"]) )
def check_candle(self, data):
realbody_rate = abs(data["close_price"] - data["open_price"]) / (data["high_price"]-data["low_price"])
increase_rate = data["close_price"] / data["open_price"] - 1
if data["close_price"] < data["open_price"] : return False
elif increase_rate < 0.0005 : return False
elif realbody_rate < 0.5 : return False
else : return True
def check_ascend(self, data, last_data):
if data["open_price"] > last_data["open_price"] and data["close_price"] > last_data["close_price"]:
return True
else:
return False
def predition(self):
flag = 0
while True:
now = self.datetime.today().strftime("%Y%m%d")
candle_stick=self.bbservice.getCandleStick(self.CURRENCY_PAIR, self.candle_type, now)
last_data = self.convert_data(candle_stick[-2])
data = self.convert_data(candle_stick[-1])
if data["close_time"] != last_data["close_time"]:
if flag == 0 and self.check_candle( data ):
flag = 1
elif flag == 1 and self.check_candle( data ) and self.check_ascend( data,last_data ):
print("２本連続で陽線")
flag = 2
elif flag == 2 and self.check_candle( data ) and self.check_ascend( data,last_data ):
print("３本連続で陽線 なので 買い！")
flag = 3
else:
flag = 0
last_data["close_time"] = data["close_time"]
last_data["open_price"] = data["open_price"]
last_data["close_price"] = data["close_price"]
time.sleep(60)
def convert_data(self, single_data):
return { "close_time" : datetime.datetime.fromtimestamp(single_data[5])strftime("%Y%m%d"),
"open_price" : int(single_data[0]),
"high_price" : int(single_data[1]),
"low_price" : int(single_data[2]),
"close_price": int(single_data[3]) }
class tradeBb:
config = config()
API_KEY = config.getApiKey()
API_SECRET = config.getApiSecret()
#取引所のパラメータ
order_min_size = 0 #数量最小値
order_digit = 0 #数量の桁数 ex. 3=0.001
fee_rate = 0 #取引手数料のレート(%)
#取引パラメータ
buy_unit = 0 #購入単位
profit = 0 #価格差
CURRENCY_PAIR = ""
bbservice = bbService(API_KEY, API_SECRET, CURRENCY_PAIR)
slackService = slackService()
pair = ""
exceptionCnt = 0
oidArray = []
buyadd = 0
add = 0
buy_price = 0
stay = True
#コンストラクタ
def __init__(self, buyUnit, profit, orderDigit, currencyPair):
self.order_min_size = buyUnit
self.order_digit = orderDigit
self.buy_unit = buyUnit
self.profit = float(profit)
self.pair = currencyPair
self.CURRENCY_PAIR = currencyPair
def tradeBb(self):
while True:
self.buyadd = 0
self.add = 0
ob = self.bbservice.orderbook(self.pair)
buy_price = float(ob["bids"][0][0])
self.buy_price = buy_price
#購入数量を計算。 購入数量 = 数量*(1+fee*2) - BTC残高
balance = self.bbservice.balance()
print("Log : JPY {0}".format(float(balance["jpy"])))
#self.slackService.requestOnSlack("Log : JPY {0}".format(float(balance["jpy"])))
buy_amount = round(
float(self.buy_unit) * (1 + 0.01 * self.fee_rate * 2) -
float(balance["btc"]), self.order_digit)
if float(self.buy_price) > float(buy_price):
if (float(self.buy_price) - float(buy_price)) > 500:
self.stay = False
if buy_amount > 0:
#BTC残高が不十分なら注文の最小値を考慮して追加購入。
buy_amount = max(self.order_min_size, buy_amount)
#単位の整形
#
#JPY残高の確認
if float(balance["jpy"]) < buy_amount * buy_price:
print("Log : Insufficient JPY balance")
break
#注文 BTCの場合はpriceを整数に強制する。
if self.stay:
print("Log : Buy order {0} x {1}".format(
float(buy_price), buy_amount))
#self.slackService.requestOnSlack("Log : Buy order {0} x {1}".format(float(buy_price),buy_amount))
for i in range(0, 5):
time.sleep(2)
try:
self.buyadd -= 10
ob = self.bbservice.orderbook(self.pair)
buy_price_add = float(ob["bids"][0][0])
price = buy_price + self.buyadd
oid = self.bbservice.order(self.pair, float(price),
float(buy_amount),
"buy", "limit")
self.oidArray.append(oid)
except Exception as e:
print("exception buy limit")
print(e)
self.exceptionCnt += 1
if self.exceptionCnt > 5:
self.bbservice.cancel(self.pair, oid)
print(
"Log : Sell canceled! oid={0}".format(oid))
self.exceptionCnt = 0
continue
#注文がサーバーで処理されるまで少し待つ
time.sleep(5)
#さらに最大30秒間、注文が約定するのを待つ
for oid in self.oidArray:
try:
self.bbservice.cancel(self.pair, oid)
print("Log : Buy canceled! oid={0}".format(oid))
except:
print("exception sell limit")
print(e)
break
print("Log : Buy Wait")
time.sleep(1)
else:
#売却するBTCがすでにあるなら何もしない
print("Log : Sufficient BTC balance")
#BTC残高を調べる
balance = self.bbservice.balance()
#売却数量は,BTC残高*(1-fee)
sell_amount = float(balance["btc"])
if sell_amount < self.order_min_size:
if self.stay:
#部分的な約定などで最小売却単位に届かないなら買いましする
print("Log : Insufficient BTC balance")
ob = self.bbservice.orderbook(self.pair)
buy_price_add = float(ob["bids"][0][0])
oid = self.bbservice.order(self.pair, buy_price_add, 0.001,
"buy", "limit")
self.oidArray.append(oid)
#print("Log : Sell order {0} x {1}".format(float(buy_price+self.profit),sell_amount))
#self.slackService.requestOnSlack("Log : Sell order {0} x {1}".format(float(buy_price+self.profit),sell_amount))
#利益をのせて注文 BTCの場合はpriceを整数に強制する。
#for i in range(0,5):
time.sleep(2)
try:
#self.add += 10
ob = self.bbservice.orderbook(self.pair)
buy_price = float(ob["bids"][0][0])
oid = self.bbservice.order(self.pair,
float(buy_price + self.profit),
float(sell_amount), "sell", "limit")
#self.oidArray.append(oid)
except Exception as e:
print("exception sell limit")
print(e)
self.exceptionCnt += 1
if self.exceptionCnt > 5:
activeOrders = self.bbservice.getActiveOrders(self.pair)
for i in activeOrders:
self.bbservice.cancel(self.pair, i["order_id"])
print("Log : Sell canceled! oid={0}".format(oid))
self.exceptionCnt = 0
continue
#注文が成立するまで永遠に待つ
count = 0
for i in self.bbservice.getActiveOrders(self.pair):
print("Log : Sell Wait count")
count += 1
time.sleep(3)
#15byou売れなかったら
if (count > 5):
#for r in self.oidArray:
oid = self.bbservice.cancel(self.pair, oid)
break
time.sleep(5)
class watcher_xrp:
config = config()
API_KEY = config.getApiKey()
API_SECRET = config.getApiSecret()
count = int(config.getCount())
CURRENCY_PAIR = "xrp_jpy"
sellMean = []
buyMean = []
highMean = []
lowMean = []
lastMean = []
sellList = []
buyList = []
highList = []
lowList = []
lastList = []
init = 0
bbservice = bbService(API_KEY, API_SECRET, CURRENCY_PAIR)
tradeStop = tradeStop()
slackService = slackService()
def watch(self):
res = False
for num in range(((int(self.count) * 3)) // int(self.count)):
for num in range(int(self.count)):
if self.init == 0:
self.sellMean = []
self.buyMean = []
self.highMean = []
self.lowMean = []
self.lastMean = []
self.sellList = []
self.buyList = []
self.highList = []
self.lowList = []
self.lastList = []
ticker = self.getTicker()
self.sellList.append(float(ticker['sell']))
self.buyList.append(float(ticker['buy']))
self.highList.append(float(ticker['high']))
self.lowList.append(float(ticker['low']))
self.lastList.append(float(ticker['last']))
self.init += 1
self.sellMean.append(mean(self.sellList))
self.buyMean.append(mean(self.buyList))
self.highMean.append(mean(self.highList))
self.lowMean.append(mean(self.lowList))
self.lastMean.append(mean(self.lastList))
over0 = self.sellMean[0] > self.buyMean[0]
print(over0)
over1 = self.sellMean[1] > self.buyMean[1]
print(over1)
over2 = self.sellMean[2] > self.buyMean[2]
print(over2)
golden = (self.getTake(over0, over1, over2) == True)
dead = (self.getTake(over0, over1, over2) == False)
print("golden {0}".format(golden))
print("dead {0}".format(dead))
if golden:
self.slackService.requestOnSlack("Log : golden {0}".format(golden))
res = True
elif dead:
self.slackService.requestOnSlack("Log : dead {0}".format(dead))
res = False
print("finish {0}".format(self.count))
return res
def getTicker(self):
ticker = self.bbservice.getTicker(self.CURRENCY_PAIR)
sleep(5)
return ticker
def getTake(self, a, b, c):
return (not (a) and b
and c) or (a and not (b)
and c) or (a and b and not (c)) or (a and b and c)
def calculate_mean(self, data):
s = sum(data)
N = len(data)
mean = s / N
return mean
#平均からの偏差を求める
def find_difference(self, data):
mean = self.calculate_mean(data)
diff = []
for num in data:
diff.append(num - mean)
return diff
def calculate_variance(self, data):
diff = self.find_difference(data)
#差の２乗を求める
squared_diff = []
for d in diff:
squared_diff.append(d**2)
#分散を求める
sum_squared_diff = sum(squared_diff)
variance = sum_squared_diff / len(data)
return variance