# -*- coding: utf-8 -*-
from zaifapi import ZaifPublicApi # Zaifが公開している認証情報が要らないAPIを実行するクラス
from pprint import pprint # 表示用(jsonをきれいに表示してくれる)
if __name__ == '__main__':
zaif = ZaifPublicApi()
print('---last_price : 終値--')
pprint(zaif.last_price('btc_jpy'))
print('---ticker : ティッカー（集計情報取得）--')
pprint(zaif.ticker('btc_jpy'))
print('---trades : 全ての取引履歴--')
print('取得件数：' + str(len(zaif.trades('btc_jpy'))))
pprint(zaif.trades('btc_jpy'))
print('---depth : 板情報--')
print('取得件数[買い]：' + str(len(zaif.depth('btc_jpy')['asks'])))
print('取得件数[売り]：' + str(len(zaif.depth('btc_jpy')['bids'])))
pprint(zaif.depth('btc_jpy'))
print('---currency_pairs : trade_history等で利用可能な通貨ペア情報--')
pprint(zaif.currency_pairs('btc_jpy'))
print('---currencies : deposit_history等で利用可能な通貨情報--')
pprint(zaif.currencies('all'))
class Exporter:
ORDER_MAP = dict(bid='買', ask='売', both='自己')
FUTURE_MAP = {
1: 'AirFX',
2: '四半期6月(07-01) ',
3: '四半期9月(10-01)',
4: '四半期12月(01-01)',
5: '四半期3月(04-01)',
}
def __init__(self, api_key: str, api_secret: str,
wait_interval: float,
limit: int,
cache_limit: int,
currencies: Optional[List[str]]):
self.public_api = ZaifPublicApi()
self.trade_api = ZaifTradeApi(api_key, api_secret)
self.futures_public_api = ZaifFuturesPublicApi()
self.futures_trade_api = ZaifLeverageTradeApi(api_key, api_secret)
self._wait_interval = wait_interval
self._limit = limit
self._cache_limit = cache_limit
if currencies:
currencies = [x.upper() for x in currencies]
self._currencies = currencies
def get_history(self, fn: Callable[[dict], dict], parse_fn: Callable[[dict], Iterator[dict]],
**kwargs) -> Generator[dict, None, None]:
def retry_wrapper(*_args, **_kwargs):
while True:
try:
print('.', file=sys.stderr, end='', flush=True)
return fn(*_args, **_kwargs)
except ZaifApiError as e:
s = str(e)
if 'time wait restriction, please try later.' in s:
print('rate limit exceeded. wait and retry...', file=sys.stderr)
time.sleep(self._wait_interval)
elif 'return status code is 502' in s:
print('502 error. wait and retry...', file=sys.stderr)
time.sleep(self._wait_interval)
elif 'return status code is 504' in s:
print('504 error. wait and retry...', file=sys.stderr)
time.sleep(self._wait_interval)
else:
raise
from_i = 0
params = kwargs.copy()
params.update(count=self._limit)
cache = OrderedDict()
cache_limit = self._cache_limit
while True:
params['from_num'] = from_i
res = retry_wrapper(**params)
if not len(res):
break
for k, v in sorted(res.items(), key=lambda _x: int(_x[0]), reverse=True):
k = int(k)
v['id'] = k
# ID降順で取得できる保証がないので、
# IDをキャッシュしてキャッシュに無いもののみ出力する。
if k not in cache:
cache[k] = True
if len(cache) > cache_limit:
cache.popitem(last=False)
for x in parse_fn(v):
yield x
from_i += len(res)
@classmethod
def convert_timestamp(cls, timestamp: Union[int, float], tz: pytz.timezone = JST) -> str:
timestamp = float(timestamp)
return pytz.UTC.localize(datetime.utcfromtimestamp(timestamp)).astimezone(tz).isoformat()
@classmethod
def write_csv(cls, gen: Generator[dict, None, None], file):
writer = None
for data in gen:
if not writer:
writer = csv.DictWriter(file, fieldnames=tuple(data.keys()))
writer.writeheader()
writer.writerow(data)
def export_spot(self) -> Generator[dict, None, None]:
pairs = self.public_api.currency_pairs('all')
for pair in sorted(pairs, key=lambda x: x['name']):
def parse(trade: dict) -> Iterator[dict]:
"""
"182": {
"currency_pair": "btc_jpy",
"action": "bid",
"amount": 0.03,
"price": 56000,
"fee": 0,
"your_action": "ask",
"bonus": 1.6,
"timestamp": 1402018713,
"comment" : "demo"
}
"""
x = OrderedDict()
is_taker = trade['action'] == trade['your_action']
x['分類'] = '現物'
x['ID'] = trade['id']
x['日時'] = self.convert_timestamp(trade['timestamp'])
x['通貨ペア'] = '/'.join(trade['currency_pair'].upper().split('_'))
x['注文種別'] = self.ORDER_MAP[trade['your_action']]
x['TAKER/MAKER'] = 'TAKER' if is_taker else 'MAKER'
x['価格'] = trade['price']
x['数量'] = trade['amount']
x['手数料'] = trade['fee_amount']
x['ボーナス'] = trade['bonus']
x['コメント'] = trade['comment']
results = []
if trade['your_action'] == 'both':
if trade['action'] == 'bid':
# 買い
x['注文種別'] = '自己買'
x['TAKER/MAKER'] = 'TAKER'
results.append(x.copy())
x['注文種別'] = '自己売'
x['TAKER/MAKER'] = 'MAKER'
results.append(x.copy())
elif trade['action'] == 'ask':
# 売り
x['注文種別'] = '自己売'
x['TAKER/MAKER'] = 'TAKER'
results.append(x.copy())
x['注文種別'] = '自己買'
x['TAKER/MAKER'] = 'MAKER'
results.append(x.copy())
else:
assert False, 'unknown action: {}'.format(trade)
else:
results.append(x)
return results
currency_pair = pair['currency_pair']
yield from self.get_history(self.trade_api.trade_history, parse, currency_pair=currency_pair)
def _export_margin_or_future(self, **kwargs) -> Generator[dict, None, None]:
def parse(trade: dict) -> Iterator[dict]:
"""
"182": {
"group_id": 1,
"currency_pair": "btc_jpy",
"action": "bid",
"leverage": 2.5,
"price": 110005,
"limit": 130000,
"stop": 90000,
"amount": 0.03,
"fee_spent": 0,
"timestamp": 1402018713,
"term_end": 1404610713,
"timestamp_closed": 1402019000,
"deposit": 35.76 ,
"deposit_jpy": 35.76,
"refunded": 35.76 ,
"refunded_jpy": 35.76,
"swap": 0,
}
group_id グループID int
currency_pair 通貨ペア str
action bid(買い) or ask(売り) str
amount 数量 float
price 価格 float
limit リミット価格 float
stop ストップ価格 float
timestamp 発注日時 UNIX_TIMESTAMP
term_end 注文の有効期限 UNIX_TIMESTAMP
leverage レバレッジ float
fee_spent 支払い手数料 float
timestamp_closed クローズ日時 UNIX_TIMESTAMP
price_avg 建玉平均価格 float
amount_done 建玉数 float
close_avg 決済平均価格 float
close_done 決済数 float
deposit_xxx 実際にデポジットした額(xxxは通貨コード） float
deposit_price_xxx デポジット時計算レート(xxxは通貨コード） float
refunded_xxx 実際に返却した額(xxxは通貨コード） float
refunded_price_xxx 実際に返却した額(xxxは通貨コード） float
swap 受け取ったスワップの額(AirFXのみ） float
guard_fee 追証ガード手数料(信用取引のみ) float
"""
x = OrderedDict()
is_executed = 'amount_done' in trade
if 'group_id' in trade:
x['分類'] = '先物'
x['先物グループ'] = self.FUTURE_MAP[trade['group_id']]
else:
x['分類'] = '信用'
x['ID'] = trade['id']
x['発注日時'] = self.convert_timestamp(trade['timestamp'])
x['決済日時'] = self.convert_timestamp(trade['timestamp_closed'])
x['通貨ペア'] = '/'.join(trade['currency_pair'].upper().split('_'))
if is_executed:
x['ステータス'] = '成立'
else:
x['ステータス'] = '取消済み（建玉不成立）'
x['注文種別'] = self.ORDER_MAP[trade['action']]
x['数量'] = trade['amount']
x['価格'] = trade['price']
x['リミット価格'] = trade.get('limit')
x['ストップ価格'] = trade.get('stop')
x['支払い手数料'] = trade['fee_spent']
x['建玉平均価格'] = trade.get('price_avg')
x['建玉数'] = trade.get('amount_done')
x['決済平均価格'] = trade.get('close_avg')
x['決済数'] = trade.get('close_done')
x['スワップ'] = trade.get('swap')
swap = trade.get('swap', 0)
x['追証ガード手数料(信用取引のみ)'] = trade.get('guard_fee')
guard_fee = trade.get('guard_fee', 0)
if is_executed:
pnl = trade['close_avg'] * trade['close_done'] - trade['price_avg'] * trade['amount_done']
pnl = pnl if trade['action'] == 'bid' else -pnl
pnl_with_fee_swap = pnl + swap - guard_fee - trade['fee_spent']
else:
pnl = None
pnl_with_fee_swap = None
x['ポジション損益'] = pnl
x['ポジション損益(手数料・スワップ込み)'] = pnl_with_fee_swap
return [x]
yield from self.get_history(self.futures_trade_api.get_positions, parse, **kwargs)
def export_margin(self) -> Generator[dict, None, None]:
yield from self._export_margin_or_future(type='margin')
def export_future(self) -> Generator[dict, None, None]:
groups = self.futures_public_api.groups('all')
for group_id in sorted(map(lambda x: x['id'], groups)):
yield from self._export_margin_or_future(type='futures', group_id=group_id)
def export_deposit(self) -> Generator[dict, None, None]:
currencies = [x['name'] for x in self.public_api.currencies('all')]
for currency in sorted(currencies):
if self._currencies and (currency.upper() not in self._currencies):
continue
def parse(d: dict) -> Iterator[dict]:
"""
"3816":{
"timestamp":1435745065,
"address":"12qwQ3sPJJAosodSUhSpMds4WfUPBeFEM2",
"amount":0.001,
"txid":"64dcf59523379ba282ae8cd61d2e9382c7849afe3a3802c0abb08a60067a159f",
},
"""
return [OrderedDict([
('通貨', currency),
('ID', d['id']),
('日時', self.convert_timestamp(d['timestamp'])),
('数量', d['amount']),
('入金アドレス', d.get('address')),
('トランザクション', d.get('txid')),
])]
yield from self.get_history(self.trade_api.deposit_history, parse, currency=currency)
def export_withdrawal(self) -> Generator[dict, None, None]:
currencies = [x['name'] for x in self.public_api.currencies('all')]
for currency in sorted(currencies):
if self._currencies and (currency.upper() not in self._currencies):
continue
def parse(d: dict) -> Iterator[dict]:
"""
"3816":{
"timestamp":1435745065,
"address":"12qwQ3sPJJAosodSUhSpMds4WfUPBeFEM2",
"amount":0.001,
"txid":"64dcf59523379ba282ae8cd61d2e9382c7849afe3a3802c0abb08a60067a159f",
},
"""
bank_processed_at = d.get('processed')
if bank_processed_at:
bank_processed_at = self.convert_timestamp(bank_processed_at)
return [OrderedDict([
('通貨', currency),
('ID', d['id']),
('日時', self.convert_timestamp(d['timestamp'])),
('数量', d['amount']),
('手数料', d['fee']),
('出金アドレス', d.get('address')),
('トランザクション', d.get('txid')),
('銀行名', d.get('bank_name')),
('支店名', d.get('bank_branch')),
('口座種別', d.get('account_type')),
('口座番号', d.get('account_no')),
('口座名義', d.get('account_kana')),
('処理日時', bank_processed_at),
])]
yield from self.get_history(self.trade_api.withdraw_history, parse, currency=currency)