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！その②

import time
from pprint import pprint
import requests
import json
import hmac
import hashlib
from datetime import datetime
import python_bitbankcc
import winsound
import sys
import csv
from oauth2client.service_account import ServiceAccountCredentials
from httplib2 import Http
import gspread
filepath = '******************'
gfile = ''
def Gspreadsheet():
	global gfile
	scopes = ['https://spreadsheets.google.com/feeds','https://www.googleapis.com/auth/spreadsheets']
	json_file = filepath+'******************'
	credentials = ServiceAccountCredentials.from_json_keyfile_name(json_file, scopes=scopes)
	http_auth = credentials.authorize(Http())
	doc_id = '******************'
	client = gspread.authorize(credentials)
	gfile   = client.open_by_key(doc_id)#読み書きするgoogle spreadsheet
order_amount = 0
active_order = 0 #注文ID
trade_id = 0 #取引ID
prev_trade_id = 0
current_BTC = 0
prev_BTC = 0
bitbank_limit_order = 0
prev_bitbank_limit_order = 0
pair = 'btc_jpy'
JPYasset=0
BTCasset=1	
#GMO
apiKey    = '******************'
secretKey = '******************'		
endPoint  = 'https://api.coin.z.com/private'
def GMOPrvCommon(method, path, text):
	timestamp = '{0}000'.format(int(time.mktime(datetime.now().timetuple())))
	text = timestamp + text
	sign = hmac.new(bytes(secretKey.encode('ascii')), bytes(text.encode('ascii')), hashlib.sha256).hexdigest()		
	headers = {
	    "API-KEY": apiKey,
	    "API-TIMESTAMP": timestamp,
	    "API-SIGN": sign
	}
	return headers
def GMO_order(order_amount,side):
	method    = 'POST'
	path      = '/v1/order'
	reqBody = {
	    "symbol": "BTC",
	    "side": side,
	    "executionType": "MARKET",
	    "size": order_amount
	}			
	text = method + path + json.dumps(reqBody)
	headers = GMOPrvCommon(method, path, text)
	res = requests.post(endPoint + path, headers=headers, data=json.dumps(reqBody))
	print (json.dumps(res.json(), indent=2))
	CSVwrite([json.dumps(res.json(), indent=2)])		
def GMO_asset(pair):
    method    = 'GET'
    path      = '/v1/account/assets'
    text = method + path
    sign = hmac.new(bytes(secretKey.encode('ascii')), bytes(text.encode('ascii')), hashlib.sha256).hexdigest()
    headers = GMOPrvCommon(method, path, text)    
    i = 0
    while i == 0:
	    try:
	    	response = requests.get(endPoint + path, headers=headers)
	    	json_data = response.json()
	    	GMO_BTC = json_data['data'][pair]['available']
	    	print('json_data=',GMO_BTC)
	    	i = 1
	    except KeyError:
	    	print('retry')
	    	time.sleep(5)
	    	continue
    return float(GMO_BTC)
def CannotBuy():
	current_BTC_price = int(python_bitbankcc.public().get_ticker('btc_jpy')["sell"])
	GMO_JPYasset=GMO_asset(JPYasset)
	print('JPY資金=',GMO_JPYasset)
	if bitbank_amount * current_BTC_price * 2 > GMO_JPYasset:
		print('JPY資金不足です')
		CSVwrite(['JPY資金不足です'])
		prv_set.cancel_order(pair, active_order)
		return True
	return False
def PriceOrder(order_amount, side):
	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:
		try:
			size_sum = size_sum + float(json_data["data"][side][i]["size"])
		except KeyError:
			print('retry')
			time.sleep(5)
			response = requests.get(endPoint + path)
			json_data = response.json()
			size_sum = size_sum + float(json_data["data"][side][i]["size"])
		price_sum = price_sum + float(json_data["data"][side][i]["price"])
		taker_price = taker_price + float(json_data["data"][side][i]["price"]) * (float(json_data["data"][side][i]["size"]))
		i = i + 1
	delta = size_sum - order_amount
	return taker_price - float(json_data["data"][side][i-1]["price"]) * delta
#bitbank
class BitBankPubAPI:
    def get_ticker(pair):
        pub = python_bitbankcc.public()
        try:
            value = pub.get_ticker(pair)
            return value
        except Exception as e:
            print(e)
            return None
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:
            print('retry get_asset')
            CSVwrite(['retry get_asset'])
            time.sleep(5)
            value = self.prv.get_asset()
            return value
    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_order(self, pair):
        try:
            value = self.prv.get_active_orders(pair)
            value = value['orders'][0]["order_id"]
            return value
        except Exception as e:
            return 0
    def cancel_order(self, pair, active_order):
        try:
            value = self.prv.cancel_order(pair, active_order)
            return value
        except Exception as e:
            return None
    def get_trade_history(self, pair, order_count):
        try:
            value = self.prv.get_trade_history(pair, order_count)
            return value
        except Exception as e:
            return None
prv_set = BitBankPrvAPI()
pub_set = BitBankPubAPI()
def bitbank_Order(price, side):
	global prev_BTC
	global current_BTC
	global prev_bitbank_limit_order
	current_BTC = prv_set.get_asset()['assets'][1]['onhand_amount']
	prev_BTC = current_BTC
	print('BTC=',current_BTC)
	prev_bitbank_limit_order = bitbank_limit_order
	amount = bitbank_amount
	order_type = 'limit'
	prv_set.order(pair, price, amount, side, order_type)
	print(pair, price, amount, side, order_type)
	CSVwrite(['price-amount-side-order_type', price, amount, side, order_type])
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)
def Sound3():
	winsound.Beep(900, 500)
	winsound.Beep(1000, 500)
def CSVwrite(csvdata):
	with open(filepath+'GMO買いbitbank売りarbitrage-20200224.csv', 'a', newline="") as f:		
		writer = csv.writer(f)									
		writer.writerow(csvdata)		
active_order = prv_set.get_active_order(pair)
prv_set.cancel_order(pair, active_order)
prev_trade_id = prv_set.get_trade_history(pair,'1')['trades'][0]['trade_id']
print('prev_trade_id=',prev_trade_id)
max_count = 5
count = max_count-1
Gspreadsheet()
while 1:
	dt = datetime.now()
	print(dt)
	active_order = prv_set.get_active_order(pair)
	print('active_order = ',active_order)
	CSVwrite([dt])
	
	#Googleスプレッドシートでパラメータ取得
	print('count=',count)
	count = count + 1
	if count == max_count:
		count = 0
		try:
			worksheet  = gfile.sheet1
		except gspread.exceptions.APIError as e:
			print(e)
			CSVwrite([e])
			Gspreadsheet()
			continue
		print('Loading OK')
		cell = worksheet.acell('B1').value
		print(cell)	
		if cell == '0':
			print('cell=0')
			prv_set.cancel_order(pair, active_order)
			print('canceled,', active_order	)
			time.sleep(10)
			count=max_count-1
			continue
		bitbank_amount = float(worksheet.acell('B2').value)       #発注数量
		print('order_unit=', bitbank_amount)
		margin = int(worksheet.acell('B3').value)	#差額計算時の調整用
		print('margin=',margin)
		buffer = int(worksheet.acell('B4').value)	#指値注文時の価格調整用
		print('buffer=',buffer)
		try:
			worksheet.update_acell('B5',str(dt))
		except gspread.exceptions.APIError as e:
			print(e)
			CSVwrite([e])
			Gspreadsheet()
			continue
	
	#売却余力確認
	current_BTC = prv_set.get_asset()['assets'][1]['onhand_amount']	
	G_current_BTC = GMO_asset(BTCasset)
	SUM_GMObitbank = float(current_BTC) + float(G_current_BTC)	
	print('SUM GMO and bitbank ',SUM_GMObitbank)
	if bitbank_amount > float(current_BTC):
		prv_set.cancel_order(pair, active_order)
		print('売却BTC不足です')
		CSVwrite(['売却BTC不足です'])
		time.sleep(10)
		continue
	
	#購入余力確認
	GMO_JPYasset=GMO_asset(JPYasset)
	print('JPY資金=',GMO_JPYasset)
	if CannotBuy():
		count = max_count-1
		time.sleep(10)
		continue
	
	#差額計算
	price_order = PriceOrder(1, 'asks')
	bitbank_limit_order = int(python_bitbankcc.public().get_ticker('btc_jpy')["sell"])    #※指値でMaker取引をするためbuyではなくsell(売り注文)の値を取得
	print('bitbank_limit_order=',bitbank_limit_order)
	print('prev_bitbank_limit_order=',prev_bitbank_limit_order)
	price_fee = price_order * 0.0005 #GMO taker fee
	limit_fee = bitbank_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(price_order,'円で買って(テイカー)')
	print(bitbank_limit_order,'円で売れば(メイカー)')
	profit = bitbank_limit_order - price_order - price_fee - limit_fee
	print(profit,'円の利益！')
	transfer_fee = 0			#GMOの場合送金手数料無料
	#bitbankで売却
	if profit > transfer_fee + margin:
		if active_order == 0:
			bitbank_Order(bitbank_limit_order + buffer, 'sell')
		elif prev_bitbank_limit_order - bitbank_limit_order > 0 :
			prv_set.cancel_order(pair, active_order)
			print('canceled,', active_order	)
			bitbank_Order(bitbank_limit_order + buffer, 'sell')
		Sound()			
	else:
		if active_order != 0:
			prv_set.cancel_order(pair, active_order)
			print('canceled,', active_order	)
	#GMOでの購入処理
	done_order = prv_set.get_trade_history(pair,'20')['trades']	
	i = 0
	print('done_trade_id=',done_order[i]['trade_id'])
	while prev_trade_id != done_order[i]['trade_id']:
		order_amount = done_order[i]['amount']
		print('done_order_id[',i,']=',done_order[i])
		CSVwrite(['done_order_id[',i,']=',done_order[i]])
		print('order_amount=',order_amount)
		print('GMOで購入', order_amount)
		CSVwrite(['GMOで購入', order_amount])
		GMO_order(order_amount,"BUY")
		Sound2()
		i = i + 1
	prev_trade_id = done_order[0]['trade_id']
	print('prev_trade_id=',prev_trade_id)