def load_bitflyer_server():
import config
import pybitflyer
setting = config.get_setting()
api = pybitflyer.API(api_key=setting["bitflyer"]["api_key"],
api_secret=setting["bitflyer"]["api_secret"])
executions = api.executions(product_code="BTC_JPY", count=500)
executions = pd.DataFrame.from_dict(executions)
executions["exec_date"] = pd.to_datetime(executions["exec_date"])
executions.index = executions["exec_date"]
print(executions)
# get bitflyer for target date(today - 90)
target_date = datetime.datetime.today() - datetime.timedelta(days=365)
end_date = executions.iloc[-1, 1]
while target_date < end_date:
end_date = executions.iloc[-1, 1]
print(end_date)
before = executions.iloc[-1, 2]
e1 = api.executions(product_code="BTC_JPY",
count=500,
before=before)
e1 = pd.DataFrame.from_dict(e1)
e1["exec_date"] = pd.to_datetime(e1["exec_date"])
e1.index = e1["exec_date"]
executions = executions.append(e1)
time.sleep(1)
executions.to_csv("data/bitflyerBTC_JPY_executions.csv", index=None)
return executions
def __init__(self, logger, parameters):
self._publicapi = pybitflyer.API()
self._logger = logger
self._parameters = parameters
self._timelast = 0 # 前回 ヘルスチェック を実行した時間
self._parameters.server_health = "OTHER"
self._last_board = {'mid_price': 0, 'bids': [], 'asks': []}
def load_bitflyer_server_365():
import config
import pybitflyer
setting = config.get_setting()
api = pybitflyer.API(api_key=setting["bitflyer"]["api_key"],
api_secret=setting["bitflyer"]["api_secret"])
i = 12354
executions = pd.read_csv("data/bitflyerBTC_JPY_executions_%d.csv" % i)
# get bitflyer for target date(today - 90)
target_date = datetime.datetime.today() - datetime.timedelta(days=365)
end_date = datetime.datetime.strptime(executions.iloc[-1, 1],
'%Y-%m-%d %H:%M:%S.%f')
before = executions.iloc[-1, 2]
while target_date < end_date:
print(end_date)
e1 = api.executions(product_code="BTC_JPY",
count=500,
before=before)
e1 = pd.DataFrame.from_dict(e1)
e1["exec_date"] = pd.to_datetime(e1["exec_date"])
e1.index = e1["exec_date"]
end_date = e1.iloc[-1, 1]
before = e1.iloc[-1, 2]
time.sleep(1)
e1.to_csv("data/bitflyerBTC_JPY_executions_%s.csv" % i,
index=None,
header=None)
i += 1
executions.to_csv("data/bitflyerBTC_JPY_executions.csv", index=None)
return executions
def __init__(self, balance=0.0, name=''):
key = os.environ['API_KEY']
secret = os.environ['API_SECRET']
self.pbf = pybitflyer.API(api_key=key, api_secret=secret)
self.side = 'no-position'
self.positions = pd.DataFrame(columns=['price', 'size'])
self.balance = balance
self.income = 0
self.child_orders = pd.DataFrame(
columns=['child_order_id', 'expire_date', 'size', 'executed'])
self.parent_orders = pd.DataFrame(columns=['parent_order_id'])
self.child_acceptance_ids = []
self.parent_acceptance_ids = []
self.mid_price = 0
self.bids = pd.DataFrame(columns=['price', 'size'])
self.asks = pd.DataFrame(columns=['price', 'size'])
#汎用 取引量抑えたりに使える
self.cnt = 0
self.name = name
with open("/root/model/" + self.name + "/log.csv", mode="w") as logcsv:
logcsv.write('timestamp,income\n')
def __init__(self):
#pubnubから取得した約定履歴を保存するリスト
self._lot = 0.1
self._product_code = "FX_BTC_JPY"
#何分足のデータを使うか．初期値は1分足．
self._candleTerm = "1T"
self._period = "60"
self._number = 300
#現在のポジション．1ならロング．-1ならショート．0ならポジションなし．
self._pos = 0
#onplanetz API key
key = "Qw2S5685vueFFoUaGfeCcu"
secret = "VKXc/Zwdx+38OTxtqpxaV6VUev5QCzIBe73fhjHSDWM="
self.order = Order(key, secret)
self.next_order_min = datetime.datetime.now()
self.api = pybitflyer.API(key, secret)
#ラインに稼働状況を通知
self.line_notify_token = 'CHVGTfW9xeT3dPTTgJgMuhM5pBFQr2aZljEdlxw1rqY'
self.line_notify_api = 'https://notify-api.line.me/api/notify'
#証拠金
self._margin = self.api.getcollateral()
#注文執行コスト
self._cost = 0
def main():
api = pybitflyer.API(api_key=key.bitflyer['key'],
api_secret=key.bitflyer['secret'])
filename = 'test.pkl'
with open(filename, mode="wb") as f:
pass
ret = api.executions(count=500)
print(ret[0]['exec_date'])
while True:
executions = deque()
for r in ret:
executions.append(Execution(r))
with open(filename, mode="ab") as f:
pickle.dump(executions, f)
print(executions[-1].exec_date)
first_id = executions[-1].id
time.sleep(3)
ret = api.executions(before=first_id, count=500)
def initAPI():
"""self.initData() -> None
initialize the API of pybitflyer.
"""
_api_timeout = 2.0
if os.name == "nt":
fpath = glob.glob(
os.path.join(os.environ["USERPROFILE"], ".prv", "*.bitflyer"))[0]
else:
fpath = glob.glob(
os.path.join(os.environ["HOME"], ".prv", "*.bitflyer"))[0]
# raise the exception unless both an API key and an API secret key are not loaded.
with open(fpath, "r", encoding="utf-8") as ff:
try:
_api_key = ff.readline().strip()
_api_secret = ff.readline().strip()
except Exception as ex:
raise Exception(ex)
api = pybitflyer.API(api_key=_api_key,
api_secret=_api_secret,
timeout=_api_timeout)
try:
endpoint = "/v1/markets"
is_success = False
while not is_success:
try:
currencies = api.request(endpoint)
is_success = True
except KeyboardInterrupt:
raise KeyboardInterrupt
except:
continue
if isinstance(currencies, list):
print("Currency:")
print([currency["product_code"] for currency in currencies])
else:
raise ValueError("No available currencies.")
endpoint = "/v1/me/getpermissions"
is_success = False
while not is_success:
try:
permissions = api.request(endpoint)
is_success = True
except KeyboardInterrupt:
raise KeyboardInterrupt
except:
continue
if isinstance(permissions, list):
print("Permitted API:")
print(permissions)
else:
print("No permitted APIs.")
except Exception as ex:
raise Exception(ex)
return api
def __init__(self, key, secret):
self.product_code = "FX_BTC_JPY"
self.key = key
self.secret = secret
self.api = pybitflyer.API(self.key, self.secret)
#最新の注文リスト
self.latest_exec_info = []
def __init__(self):
#pubnubから取得した約定履歴を保存するリスト（基本的に不要．）
self._executions = deque(maxlen=300)
self._lot = 0.05
self._margin = 15
self._product_code = "FX_BTC_JPY"
#各パラメタ．
self._entryTerm = 5
self._closeTerm = 15
self._rangeTerm = 15
self._rangeTh = 5000
self._waitTerm = 5
self._waitTh = 20000
self._candleTerm = "1T"
#現在のポジション．1ならロング．-1ならショート．0ならポジションなし．
self._pos = 0
#注文執行コスト．遅延などでこの値幅を最初から取られていると仮定する
self._cost = 0.1
self.order = Order()
self.api = pybitflyer.API(
"*****************************",
"*******************************************")
#ラインに稼働状況を通知
self.line_notify_token = '******************************************'
self.line_notify_api = 'https://notify-api.line.me/api/notify'
def __init__(self, config, pair, timeout, quiet=False):
self.logger = logging.getLogger(__name__)
self.bF = pybitflyer.API(api_key=config['bF']['api_key'],
api_secret=config['bF']['api_secret'])
self.trade = config['trade']
self.pair = pair
self.timeout_delta = timedelta(seconds=int(timeout))
self.quiet = quiet
self.sfd_pins = np.array([0.05, 0.1, 0.15, 0.2])
self.betting_system = self.trade.get('bet')
self.contrary = self.trade.get('contrary')
self.flash = self.trade.get('flash')
self.retry = self.trade.get('retry')
self.ticks = {} # mutable
self.open = None # mutable
self.won = False # mutable
self.n_load = 20 # mutable
self.ewm_dv = {'mean': 0, 'var': 1} # mutable
self.bollinger = [] # mutable
self.order_side = None # mutable
self.init_margin = None # mutable
self.margin = None # mutable
self.position = {} # mutable
self.sfd_penal_side = None # mutable
self.volumes = pd.DataFrame() # mutable
self.reserved = {} # mutable
self.order_datetime = None # mutable
self.last_open = {} # mutable
self.retried_side = None # mutable
self.anchor_margin = 0 # mutable
self.n_size_over = 0 # mutable
self.logger.debug(vars(self))
def __init__(self):
#config.jsonの読み込み
f = open('config/config.json', 'r', encoding="utf-8")
config = json.load(f)
self.product_code = config["product_code"]
self.key = config["key"]
self.secret = config["secret"]
self.api = pybitflyer.API(self.key, self.secret)
def set_api_info():
api_info_dict = get_key_info(None)
if api_info_dict:
api = pybitflyer.API(api_key=api_info_dict["api_key"],
api_secret=api_info_dict["api_password"])
return api
else:
print("api info set error....")
def index(request):
# # 取得先のURL設定
# base_url = 'https://api.bitflyer.jp'
# endpoint = '/v1/board?product_code='
# pair = 'FX_BTC_JPY'
# # 1分間ごとにチェックする
# time_count = 0 #時間計測(s)
# limit = 3 #動かす最大時間(s)
# while time_count < limit:
# # 値を取得
# data = requests.get(base_url + endpoint+pair, timeout=5).json()
# bids = data["bids"]
# asks = data["asks"]
# # 売り注文
# asks = asks[0]["price"] - 1
# print('売り注文：' + str(asks))
# # 買い注文
# bids = bids[0]["price"] + 1
# print('買い注文：' + str(bids))
# # 差額
# difference = asks - bids
# print('差額：' + str(difference))
# #処理を一定時間停止(一定時間ごとに起動)
# # time.sleep(0.1)
# #累計計測時間を調整
# time_count += 0.1
# #計測時間を超えた場合、処理中止
# if time_count > limit:
# break
API_KEY = getApiKey()
API_SECRET = getApiSecret()
api = pybitflyer.API(api_key=API_KEY, api_secret=API_SECRET)
balances = api.getbalance(product_code="BTC_JPY")
print(balances)
# buy_btc = api.sendchildorder(product_code="BTC_JPY",
# child_order_type="MARKET",
# side="SELL",
# size=0.001,
# minute_to_expire=10000,
# time_in_force="GTC"
# )
dispList = []
return JsonResponse(dispList, safe=False)
def config_test():
sql = "select * from entry"
repository.read_sql(database=DATABASE, sql=sql)
api = pybitflyer.API(api_key=Bitflyer.Api.value.KEY.value,
api_secret=Bitflyer.Api.value.SECRET.value)
balance = api.getbalance()
if "error_message" in balance:
raise ConfigException()
def __init__(self, product, apiKey, apiSecret, path):
self.api = pybitflyer.API(api_key=apiKey, api_secret=apiSecret)
self.ticker = self.api.ticker(product_code=product)
self.board = self.api.board(product_code=product)
self.product = product
self.apiKey = apiKey
self.apiSecret = apiSecret
self.path = path
def close(self):
api = pybitflyer.API(api_key=os.environ['API_KEY'], api_secret=os.environ['API_SECRET'])
positions = api.getpositions(product_code="FX_BTC_JPY")
if len(positions) > 0:
side = self.get_position_status(positions)
size = sum([float(p.get('size')) for p in positions])
return getattr(self, self.utils.reverse_action(side.lower()))(round(size, 4))
else:
return None
def sell(self, amount):
api = pybitflyer.API(api_key=os.environ['API_KEY'], api_secret=os.environ['API_SECRET'])
r = api.sendchildorder(product_code="FX_BTC_JPY",
child_order_type="MARKET",
side="SELL",
size=amount,
minute_to_expire=10000,
time_in_force="GTC"
)
return r
def handler(self):
self.key = self.key_edit.text()
self.secret = self.secret_edit.text()
self.api = pybitflyer.API(self.key, self.secret)
res = self.api.gettradingcommission(product_code='FX_BTC_JPY')
if 'commission_rate' in res: # May be better to handle HTTP response status code.
self.accept()
else:
QMessageBox.warning(self, 'Error', 'Invalid API key or secret!')
def buy(currency='BTC', price=0):
api = pybitflyer.API(api_key=os.env['BITFLYER_API_KEY'],
api_secret=os.env['BITFLYER_API_SECRET'])
api.sendchildorder(product_code="%s_JPY" % currency,
child_order_type="MARKET",
side="BUY",
size=jpy_to_size(currency, price),
minute_to_expire=10000,
time_in_force="GTC")
return
def __init__(self, setting):
self.setting = setting
self.exchangename = self.setting["realtime"]["exchange"]
self.pair = self.setting["realtime"]["pair"]
self.api_key = self.setting["bitflyer"]["api_key"]
self.api_secret = self.setting["bitflyer"]["api_secret"]
self.api = pybitflyer.API(api_key=self.api_key,
api_secret=self.api_secret)
self.pirivatethreshold = 200 # per minutes per key
self.publicthreshold = 500 # per minutes per ip
self.expireorder = 30 # minute max:43200 (30 days)
self.minimalOrder = 0.00000001 # 1 satoshi
def main():
#板情報を取得。本来API keyが必要だが、板情報取得だけなら不要。
api = pybitflyer.API()
#本来は以下のように指定する。
#api = pybitflyer.API(api_key="...", api_secret="...")
#BTC_JPYを指定して取得。
board = api.board(product_code="BTC_JPY")
#JSONに変換して表示する。
print("{}".format(json.dumps(board, sort_keys=True, indent=4)))
class Command(BaseCommand):
print("key.py に情報を書き込みます。")
api = input("api_keyを入力してください")
secret = input("api_secretを入力してください")
with open("key.py", "w") as key:
key.write(f"api_key='{api}' \n")
key.write(f"api_secret='{secret}' ")
print("書き込みました。")
bitflyerapi = pybitflyer.API(api, secret)
balances = bitflyerapi.getbalance()[0]
if "amount" in balances.keys():
print("権限が与えられたapikeyです。")
else:
print("apikeyに権限がないようです。権限を確認してください。")
def get_balance(self):
api = pybitflyer.API(api_key=os.environ['API_KEY'], api_secret=os.environ['API_SECRET'])
result = {}
positions = api.getpositions(product_code="FX_BTC_JPY")
collateral = api.getcollateral()
print(positions)
if len(positions) > 0:
pos = positions.pop()
result["BTC"] = pos['size']
result["JPY"] = 0.0
else:
result["BTC"] = 0.0
result["JPY"] = collateral['collateral']
print(result)
return result
def buy_sell(self, ordertype, ordersize, orderprice,product,apiKey,apiSecret):
api = pybitflyer.API(api_key=apiKey, api_secret=apiSecret)
ticker = api.ticker(product_code=product)
board = api.board(product_code=product)
if ordertype == "BUY":
contrary = "SELL"
profit = int(orderprice * 1.002) # 買いポジのときの利確
loss = int(orderprice * 0.99) # 同上、損切ライン
elif ordertype == "SELL":
contrary = "BUY"
profit = int(orderprice * 0.998)
loss = int(orderprice * 1.01)
buy_btc = api.sendparentorder(
order_method="IFDOCO",
parameters=[{
"product_code": product,
"condition_type": "LIMIT",
"side": ordertype, # 買いか？
"price": orderprice,
"size": ordersize
},
{
"product_code": product,
"condition_type": "LIMIT",
"side": contrary,
"price": profit, ###
"size": ordersize ### 所持しているビットコインの数量を入れる
},
{
"product_code": product,
"condition_type": "STOP", # ストップ注文
"side": contrary,
"price": 0, # ここら??
"trigger_price": loss,
"size": ordersize
}],
#minute_to_expire=10000,
#time_in_force="GTC"
)
print("ordered: "+ ordertype + str(ordersize) + "BTC at the price of " + str(orderprice))
print(buy_btc)
return buy_btc
def __init__(self, end_point, public_channels, private_channels, key,
secret):
self._end_point = end_point
self._public_channels = public_channels
self._private_channels = private_channels
self._key = key
self._secret = secret
self._JSONRPC_ID_AUTH = 1
self.position = 'no-position'
self.asks = pd.DataFrame(columns=['price', 'size'])
self.bids = pd.DataFrame(columns=['price', 'size'])
self.httpclient = pybitflyer.API(api_key=key, api_secret=secret)
self.span_before = time.time()
self.request_count = 0
self.parent_orders = pd.DataFrame(columns=[])
self.child_orders = pd.DataFrame(columns=[])
def bit_flyer_func():
bid_list = []
aks_list = []
bit_flyer_api = pybitflyer.API()
for i in range(60):
ticker = bit_flyer_api.ticker(product_code="BTC_JPY")
bid = ticker["best_bid"]
ask = ticker["best_ask"]
print("bid:" + str(bid))
print("ask:" + str(ask))
bid_list.append(bid)
aks_list.append(ask)
sleep(60)
print("bid_list:" + str(bid_list))
print("ask_list:" + str(aks_list))
data.append(max(bid_list))
data.append(min(bid_list))
data.append(max(aks_list))
data.append(min(aks_list))
diff_max = int(data[0] - data[2])
diff_min = int(data[1] - data[3])
diff_max_min = int(data[0] - data[3])
data.append(diff_max)
data.append(diff_min)
data.append(diff_max_min)
print("bid_list" + str(bid_list))
print("ask_list" + str(aks_list))
# Display the data to be filled in the cell on the console
result = 0
while (result < len(data)):
if result == 0:
print("bid_max:" + str(data[result]))
elif result == 1:
print("bid_min:" + str(data[result]))
elif result == 2:
print("ask_max:" + str(data[result]))
elif result == 3:
print("ask_min:" + str(data[result]))
elif result == 4:
print("diff_max:" + str(data[result]))
elif result == 5:
print("diff_min:" + str(data[result]))
else:
print("diff_max_min:" + str(data[result]))
result += 1
return data
def get_balance(self):
api = pybitflyer.API(api_key=os.environ['API_KEY'], api_secret=os.environ['API_SECRET'])
result = {}
positions = api.getpositions(product_code="FX_BTC_JPY")
collateral = api.getcollateral()
if len(positions) > 0:
size = 0.0
for pos in positions:
if pos["side"] == "BUY":
size += float(pos['size'])
else:
size += float(pos['size']) * -1
result["BTC"] = size
result["JPY"] = collateral['collateral']
else:
result["BTC"] = 0.0
result["JPY"] = collateral['collateral']
return result
def reset(self):
BitFlyer.api = pybitflyer.API()
self.listbox.delete(0, END)
self.ret = self.getOrderBook()
for i in range(BitFlyer.N if BitFlyer.N < len(self.ret['asks']) else
len(self.ret['asks'])):
self.listbox.insert(END, '')
for i in range(BitFlyer.N if BitFlyer.N < len(self.ret['bids']) else
len(self.ret['bids'])):
self.listbox.insert(END, '')
self.listbox.insert(END, '')
self.listbox.see((BitFlyer.N if BitFlyer.N < len(self.ret['asks']) else
len(self.ret['asks'])) - 3)
def __init__(self):
# ロガーの初期化
self._logger = setup_logger()
update_filehandler(self._logger)
# パラメータ管理クラス
self._parameters = parameters.Parameters(self._logger)
if len(sys.argv) == 1:
# configファイル読み込み
self._parameters.load_config_file('trade.yaml')
else:
# configファイル読み込み
self._parameters.load_config_file(sys.argv[1])
if self._parameters._config[
'apikey'] != '' and self._parameters._config['secret'] != '':
# 売買用クラス
self._api = pybitflyer.API(self._parameters._config['apikey'],
self._parameters._config['secret'])
self._order = bforder.order(self._logger,
self._api,
self._parameters,
self,
server_mode=True)
else:
self._order = None
# データ保管用
self._database = {}
self._last_base_value = {}
# データ更新中ロック
self.lock = Lock()
self.api = 0
self._pos_history = {}
self._today = -1
self._minute = -1
self._profit_history = deque(maxlen=1440) # 1分毎、24H分の損益履歴
def collect_data(self):
api = pybitflyer.API(api_key=os.environ['API_KEY'], api_secret=os.environ['API_SECRET'])
board = api.board(product_code="FX_BTC_JPY")
positions = api.getpositions(product_code="FX_BTC_JPY")
require_collateral = 0.0
profit = 0.0
if len(positions) > 0:
trade_id = hashlib.sha256(''.join([p['open_date'] for p in positions]).encode('utf-8')).hexdigest()[0:20]
for position in positions:
profit += float(position.get('pnl'))
require_collateral += float(position.get('require_collateral'))
#if position.get("side") == "BUY":
# # profit += (float(board.get("mid_price")) - float(position.get("price"))) * float(position.get("size"))
#else:
# profit += (float(position.get("price")) - float(board.get("mid_price"))) * float(position.get("size"))
else:
positions = None
profit = None
trade_id = hashlib.sha256(str(datetime.now()).encode('utf-8')).hexdigest()[0:20]
return {'trade_id': trade_id, 'price': board.get("mid_price"), 'positions': positions, 'profit': profit, 'require_collateral': require_collateral}
