Pythonを使ったbitcoinアービトラージの(ほぼ)自動売買プログラムが完成しました！

import ccxt
import time
from pprint import pprint
import requests
import json
import hmac
import hashlib
from datetime import datetime
import python_bitbankcc
import winsound
order_amount = 0 #注文数量
order_id = 0 #注文ID
current_BTC = 0
prev_BTC = 0
prev_buy_limit_order = 0
#GMO
def Sell(order_amount):
	apiKey    = '******************'
	secretKey = '******************'
	timestamp = '{0}000'.format(int(time.mktime(datetime.now().timetuple())))
	method    = 'POST'
	endPoint  = 'https://api.coin.z.com/private'
	path      = '/v1/order'
	reqBody = {
	    "symbol": "BTC",
	    "side": "SELL",
	    "executionType": "MARKET",
	    "size": order_amount
	}
	text = timestamp + method + path + json.dumps(reqBody)
	sign = hmac.new(bytes(secretKey.encode('ascii')), bytes(text.encode('ascii')), hashlib.sha256).hexdigest()
	headers = {
	    "API-KEY": apiKey,
	    "API-TIMESTAMP": timestamp,
	    "API-SIGN": sign
	}
	res = requests.post(endPoint + path, headers=headers, data=json.dumps(reqBody))
	print (json.dumps(res.json(), indent=2))
#bitbank
class BitBankPrvAPI:
    def __init__(self):
        API_KEY = '******************'
        API_SECRET = '******************'
        self.prv = python_bitbankcc.private(API_KEY, API_SECRET)
    def get_asset(self):
        try:
            value = self.prv.get_asset()
            return value
        except Exception as e:
            return None
    def order(self, pair, price, amount, side, order_type):
        try:
            value = self.prv.order(pair, price, amount, side, order_type)
            return value
        except Exception as e:
            return None
    def get_active_orders(self, pair):
        try:
            value = self.prv.get_active_orders(pair)
            return value
        except Exception as e:
            return None
    def get_orders_info(self, pair):
        try:
            value = self.prv.get_orders_info(pair)
            return value
        except Exception as e:
            return None
    def cancel_order(self, pair, order_id):
        try:
            value = self.prv.cancel_order(pair, order_id)
            return value
        except Exception as e:
            return None
prv_set = BitBankPrvAPI()
pair = 'btc_jpy'
buy_amount = 0.001       #発注数量
sell_amount = 0
def Buy(price):
	#price = price +100000	
	amount = buy_amount
	side = 'buy'
	order_type = 'limit'
	prv_set.order(pair, price, amount, side, order_type)
	print(pair, price, amount, side, order_type)
#GMO
def SellPriceOrder(order_amount):
	endPoint = 'https://api.coin.z.com/public'
	path     = '/v1/orderbooks?symbol=BTC'
	response = requests.get(endPoint + path)
	json_data = response.json()
	i = 0
	size_sum = 0
	price_sum = 0
	taker_price = 0
	while size_sum < order_amount:
		size_sum = size_sum + float(json_data["data"]["bids"][i]["size"])
		price_sum = price_sum + float(json_data["data"]["bids"][i]["price"])
		taker_price = taker_price + float(json_data["data"]["bids"][i]["price"]) * (float(json_data["data"]["bids"][i]["size"]))
		i = i + 1
	delta = size_sum - order_amount
	return taker_price - float(json_data["data"]["bids"][i-1]["price"]) * delta
#bitbank
def BuyLimitOrder(order_amount):
	exchange = eval('ccxt.' + 'bitbank' + '()')
	orderbook = exchange.fetch_order_book ('BTC/JPY')
	return order_amount * orderbook['bids'][0][0]     #※指値でMaker取引をするためaskではなくbid(買い注文)の値を取得
def Sound():
	winsound.Beep(800, 300)
	time.sleep(0.3)
	winsound.Beep(800, 300)
	time.sleep(0.3)
	winsound.Beep(800, 300)
	time.sleep(0.3)
def Sound2():
	winsound.Beep(1000, 1500)
while 1:
	sell_price_order = SellPriceOrder(1)
	buy_limit_order = BuyLimitOrder(1)
	print('buy_limit_order=',buy_limit_order)
	print('prev_buy_limit_order=',prev_buy_limit_order)
	price_fee = sell_price_order * 0.0005 #GMO taker fee
	limit_fee = buy_limit_order * -0.0002 #bitbank maker fee
	print('テイカー手数料は',price_fee,'円')
	print('メイカー手数料は',limit_fee,'円')
	print(buy_limit_order,'円で買って(メイカー)')
	print(sell_price_order,'円で売れば(テイカー)')
	profit = sell_price_order - buy_limit_order - price_fee - limit_fee
	print(profit,'円の利益！')
	transfer_fee = buy_limit_order * 0.001
	if profit > transfer_fee:
	#if profit > 0:
		if order_id == 0:
			current_BTC = prv_set.get_asset()['assets'][1]['onhand_amount']
			prev_BTC = current_BTC
			print('BTC=',current_BTC)
			Buy(buy_limit_order - 10)
			prev_buy_limit_order = buy_limit_order
			value = prv_set.get_active_orders(pair)
			order_id = value['orders'][0]["order_id"]
			print('order_id', order_id)
		elif buy_limit_order - prev_buy_limit_order > 0 :
			prv_set.cancel_order(pair, order_id)
			current_BTC = prv_set.get_asset()['assets'][1]['onhand_amount']
			prev_BTC = current_BTC
			Buy(buy_limit_order - 10)
			prev_buy_limit_order = buy_limit_order
			value = prv_set.get_active_orders(pair)
			order_id = value['orders'][0]["order_id"]
			print('order_id', order_id)
		Sound()
		current_BTC = prv_set.get_asset()['assets'][1]['onhand_amount']
		order_amount = float(prev_BTC) - float(current_BTC)
		order_amount = abs(round(order_amount, 4))
		print('order_amount=',order_amount)
		if order_amount > 0:
			print('Sell ', order_amount)
			Sell(order_amount)
			Sound2()
			prev_BTC = current_BTC
			sell_amount = sell_amount + order_amount
			if buy_amount == sell_amount:
				order_id = 0
				sell_amount = 0
				time.sleep(5)
	else:
		if order_id != 0:
			prv_set.cancel_order(pair, order_id)
			order_id = 0
			prev_BTC = current_BTC		
	time.sleep(1)