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④

import time
from pprint import pprint
import requests
import json
import hmac
import hashlib
from datetime import datetime
from datetime import timedelta
import python_bitbankcc
import winsound
import sys
import os
import csv
from oauth2client.service_account import ServiceAccountCredentials
from httplib2 import Http
import gspread
filepath = os.path.dirname(os.path.abspath(__file__))+'\\'
gfile = ''
def Gspreadsheet():
	global gfile
	scopes = ['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
order_i = 0
prev_trade_id = 0
current_BTC = 0
bitbank_JPY = 0
prev_BTC = 0
bitbank_limit_order = 0
prev_bitbank_limit_order = 0
pair = 'btc_jpy'
JPYasset=0
BTCasset=1	
max_count = 5
count = max_count-1
Gspreadsheet()
SUM_GMObitbank = 0
margin = 0
margin_min = 0
margin_up = 0
bitbank_amount = 0
#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)
	i = 0
	while i == 0:
		headers = GMOPrvCommon(method, path, text)
		res = requests.post(endPoint + path, headers=headers, data=json.dumps(reqBody))
		json_data = res.json()
		#print (json_data)
		if json_data["status"] == 0:
			print(json_data)
			print('買い注文完了しました')
			GMO_order_id = json_data["data"]
			time.sleep(0.3)
			GsheetGMO_History(GMO_order_id)
			i = 1
		else:
			print('買い注文失敗しました')
			time.sleep(0.3)				
	
def GMO_asset(pair):
    i = 0
    while i == 0:
	    try:
	    	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)    
	    	response = requests.get(endPoint + path, headers=headers)
	    	json_data = response.json()
	    	GMO_asset = json_data['data'][pair]['available']
	    	i = 1
	    except Exception as e:
	    	#print(e)
	    	#CSVwrite([e])
	    	print('データ取得に失敗しました。リトライします')
	    	time.sleep(1)
	    	continue
    return float(GMO_asset)
    
def GMO_CannotBuy():
	current_BTC_price = int(python_bitbankcc.public().get_ticker('btc_jpy')["sell"])
	GMO_JPYasset=GMO_asset(JPYasset)
	###print('JPY資金=',GMO_JPYasset)
	GsheetUpdate('B12',str(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)
		print('注文をキャンセルしました')
		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:
		j = 0
		while j == 0:
			try:
				size_sum = size_sum + float(json_data["data"][side][i]["size"])
				j = 1
			except Exception as e:
				#print(e)
				#CSVwrite([e])
				print('データ取得に失敗しました。リトライします')
				time.sleep(1)
				response = requests.get(endPoint + path)
				json_data = response.json()
		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
def GMO_OrderCheck():
	global prev_trade_id
	global margin
	global margin_up
	global done_order
	global order_i
	global bb_history
	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_i = i
		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,'BTC','売り注文が約定しました！',)
		print('約定した分だけGMOコインで成行で買います')
		#CSVwrite(['GMOで購入', order_amount])
		bb_history = done_order[i]
		GMO_order(order_amount,"BUY")
		i = i + 1
	if i > 0:
		Sound2()
		GsheetUpdate('B9',str(dt))
		GsheetUpdate('B3',str(margin + margin_up))
		print('条件少し厳しくします(+',margin_up,'円)')
		margin = margin + margin_up
		time.sleep(5)
	prev_trade_id = done_order[0]['trade_id']
	#print('prev_trade_id=',prev_trade_id)	
	
def GMOStatus():
	i = 0
	while i == 0:
		try:
			endPoint = 'https://api.coin.z.com/public'
			path     = '/v1/status'
			response = requests.get(endPoint + path)
			json_data = response.json()["data"]["status"]
			if json_data == 'OPEN':
				i = 1
			else:	
				print('GMOコインメンテナンス中です')
				print('')
				print('')
				prv_set.cancel_order(pair, active_order)
				#print('order canceled. order_id =', active_order)		
				time.sleep(10)	
				dt = datetime.now()
				print(dt)
		except Exception as e:
			print('GMOコインメンテナンス中です')
			print('')
			print('')
			#print(e)
			#CSVwrite([e])
			#print('retry json_data')
			time.sleep(10)
			dt = datetime.now()
			print(dt)
		
	return
	
#bitbank
class BitBankPubAPI:
	def get_ticker(pair):
		i = 0
		while i == 0:
			pub = python_bitbankcc.public()
			try:
				value = pub.get_ticker(pair)
				i = 1
			except Exception as e:
				print('データ取得に失敗しました。リトライします')
				#print(e)
				#CSVwrite([e])
				#return None
		return value
class BitBankPrvAPI:
	def __init__(self):
		API_KEY = '************************************'
		API_SECRET = '************************************'
		self.prv = python_bitbankcc.private(API_KEY, API_SECRET)
	def get_asset(self):
		i = 0
		while i == 0:
			try:
				value = self.prv.get_asset()
				i = 1
			except Exception as e:
				print('bitbankのデータ取得に失敗しました。リトライします')
				time.sleep(1)
		return value
	def order(self, pair, price, amount, side, order_type):
		i = 0
		while i == 0:
			try:
				value = self.prv.order(pair, price, amount, side, order_type)
				i = 1
			except Exception as e:
				print('bitbankの発注に失敗しました。リトライします')
				time.sleep(1)
		return value
	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:
			#print(e)
			#CSVwrite([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:
			#print(e)
			#CSVwrite([e])
			return None
	def get_trade_history(self, pair, order_count):
		i = 0
		while i == 0:
			try:
				value = self.prv.get_trade_history(pair, order_count)
				i = 1
			except Exception as e:
				print('約定履歴の取得に失敗しました。リトライします')
				time.sleep(1)
		return value
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)
	print('条件成立したので', price,'円で')
	print(amount,'BTC 売り注文出します')
	#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 GsheetUpdate(cell, data):
	#print('GsheetUpdate',' cell=',cell,' data=',data)
	i = 0
	while i == 0:
	    try:
	    	worksheet.update_acell(cell,data)
	    	i = 1
	    except Exception as e:
	    	#print(e)
	    	#CSVwrite([e])
	    	#print('retry update_acel')
	    	Gspreadsheet()
	    	time.sleep(1)
	    	continue
def GsheetCellGet(cell):
	i = 0
	while i == 0:
	    try:
	    	data = worksheet.acell(cell).value
	    	i = 1
	    except Exception as e:
	    	Gspreadsheet()
	    	time.sleep(1)
	    	continue
	return data
def GMO_TradeHistory():
    i = 0
    while i == 0:
	    try:
	    	method    = 'GET'
	    	path      = '/v1/latestExecutions'
	    	text = method + path
	    	sign = hmac.new(bytes(secretKey.encode('ascii')), bytes(text.encode('ascii')), hashlib.sha256).hexdigest()
	    	headers = GMOPrvCommon(method, path, text)
	    	parameters = {"symbol": "BTC","page": 1,"count": 10}
	    	response = requests.get(endPoint + path, headers=headers, params=parameters)
	    	json_data = response.json()
	    	i = 1
	    except Exception as e:
	    	#print(e)
	    	#CSVwrite([e])
	    	print('データ取得に失敗しました。リトライします')
	    	time.sleep(1)
	    	continue
    return json_data
def GsheetGMO_History(GMO_order_id):
	GMO_order_id = int(GMO_order_id)
	j = 0
	k = 0
	GMOtradehistory = GMO_TradeHistory()
	while j == 0:
		CSVwrite(['while j == ',j])
		try:						
			current_order_id = int(GMOtradehistory['data']['list'][k]['orderId'])
			CSVwrite(['current_order_id = ',current_order_id])
			CSVwrite(['k1 = ',k])
			history_sheet = gfile.worksheet("trade_history")
			cell = history_sheet.find("last")
			GMO_list = []
			while GMO_order_id == current_order_id:
				CSVwrite(['k2 = ',k])
				GMOhistory = GMOtradehistory['data']['list'][k]
				CSVwrite(['GMOhistory = ',GMOhistory])
				timestamp = GMOhistory["timestamp"]
				timestamp = datetime.fromisoformat(timestamp[:-1])
				timestamp = timestamp + timedelta(hours=9)			
				GMOsize = round(float(GMOhistory["size"]),4)
				GMOprice = int(GMOhistory["price"])
				GMOfee = 0.0005*GMOsize*GMOprice
				GMO_list = GMO_list + ['GMO', GMOhistory["executionId"], GMOhistory["orderId"], GMOhistory["side"], GMOsize, GMOprice, 'NA', GMOfee, str(timestamp)[:19]]
				k = k+1
				current_order_id = int(GMOtradehistory['data']['list'][k]['orderId'])
			CSVwrite(['bb_history = ',bb_history])
			BBsize = round(float(bb_history['amount']),4)
			BBfee = float(bb_history['fee_amount_quote'])
			BBprice = int(bb_history['price'])
			BBtimestamp = bb_history['executed_at']
			BBtimestamp = round(BBtimestamp/1000)
			BBtimestamp = datetime.fromtimestamp(BBtimestamp)
			BB_list = ['bitbank',bb_history['trade_id'],bb_history['order_id'],bb_history['side'],BBsize,BBprice,bb_history['maker_taker'],BBfee,str(BBtimestamp)]
			GMO_list = GMO_list + BB_list + ["last","","","","","","","","2222-22-22 22:22:22"]
			CSVwrite(['GMO_list = ',GMO_list])
			cell_list = history_sheet.range(cell.row, 1, cell.row+k+1, 9)
			CSVwrite(['cell_list = ',cell_list])
			for i,cell in enumerate(cell_list):
			    cell.value = GMO_list[i]
			history_sheet.update_cells(cell_list)
			j = 1
		except Exception as e:
			print(e)
			print('約定結果記録に失敗しました。リトライします')
			CSVwrite([e])
			CSVwrite(['約定結果記録に失敗しました。リトライします'])
			time.sleep(1)
			continue
def CSVwrite(csvdata):
    i = 0
    while i == 0:
    	try:
    		with open(filepath+'debug_log.csv', 'a', newline="") as f:		
    			writer = csv.writer(f)									
    			writer.writerow(csvdata)
    			i = 1		
    	except Exception as e:
        	#print(e)
        	#CSVwrite([e])
        	#print('retry CSV write')
        	time.sleep(1)
	        continue			
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)
while 1:
	print('')
	dt = datetime.now()
	print(dt)
	GMOStatus()
	GMO_OrderCheck()
	active_order = prv_set.get_active_order(pair)
	#print('active_order = ',active_order)
	if active_order == 0:
		print('現在発注中の注文はありません')
		print(margin,'円以上の差額が開いたら発注します')	
		print('発注数量=', bitbank_amount,'BTC')	
	else:
		print('現在',prev_bitbank_limit_order,'円で売り注文発注中')
		print('発注条件=',margin,'円以上の差額')
		print('発注数量=', bitbank_amount,'BTC')
	#CSVwrite([dt])
	
	#Googleスプレッドシートでパラメータ取得
	#print('count=',count)
	GMO_OrderCheck()
	count = count + 1
	if count == max_count:
		Gspreadsheet()
		count = 0
		i = 0
		while i == 0:
			try:
				worksheet  = gfile.sheet1
				i = 1
			except Exception as e:
				#print(e)
				#CSVwrite([e])
				#print('retry gfile.sheet1')
				Gspreadsheet()
				continue
		#print('Loading OK')
		cell = GsheetCellGet('B1')
		if cell == '0':
			#print('cell=0')
			prv_set.cancel_order(pair, active_order)
			#print('order canceled. order_id =', active_order)
			time.sleep(10)
			count=max_count-1
			continue
		bitbank_amount = float(GsheetCellGet('B2'))       #発注数量
		#print('発注数量=', bitbank_amount,'BTC')
		margin_change = float(GsheetCellGet('B16'))
		margin = int(GsheetCellGet('B3'))	#差額計算時の調整用
		margin_min = int(GsheetCellGet('B17'))	#差額計算時の調整用
		margin_up = int(GsheetCellGet('B18'))	#差額計算時の調整用
		margin_down = int(GsheetCellGet('B19'))	#差額計算時の調整用
		if margin_change > 0.02 and margin > margin_min:
			GsheetUpdate('B3',str(margin - margin_down))
			print('なかなか約定しないので条件緩和します')
			print('(-',margin_down,'円)')
			print('')
			print(margin - margin_down,'円以上の差額が開いたら発注します')
			margin = margin - margin_down
		margin = int(GsheetCellGet('B3'))	#差額計算時の調整用
		buffer = int(GsheetCellGet('B4'))	#指値注文時の価格調整用
		GMO_OrderCheck()
		GsheetUpdate('B5',str(dt))
		GsheetUpdate('B6',str(SUM_GMObitbank))
		GMO_OrderCheck()
		GsheetUpdate('B7',str(current_BTC))
		GsheetUpdate('B11',str(bitbank_JPY))
		GsheetUpdate('B13',str(prev_bitbank_limit_order))
		
	#売却余力確認
	GMO_OrderCheck()
	current_BTC = prv_set.get_asset()['assets'][1]['onhand_amount']	
	bitbank_JPY = prv_set.get_asset()['assets'][0]['onhand_amount']	
	G_current_BTC = GMO_asset(BTCasset)
	time.sleep(0.1)
	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('order canceled. order_id =', active_order)
		print('売却BTC不足です')
		#CSVwrite(['売却BTC不足です'])
		GMO_OrderCheck()
		time.sleep(10)
		continue
	
	#購入余力確認
	if GMO_CannotBuy():
		GMO_OrderCheck()
		count = max_count-1
		time.sleep(10)
		continue
	
	#差額計算
	GMO_OrderCheck()
	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
	GsheetUpdate('B13',str(bitbank_limit_order))
	#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('bitbankでのメイカー手数料は',round(limit_fee,1),'円')
	print('GMOでのテイカー手数料は',round(price_fee,1),'円')
	print('bitbankで',round(bitbank_limit_order),'円で売って(メイカー)')
	print('GMOで',round(price_order),'円で買えば(テイカー)')
	profit = bitbank_limit_order - price_order - price_fee - limit_fee
	print(round(profit),'円の利益！')
	print('')
	transfer_fee = 0
	
	#bitbankで売却
	GMO_OrderCheck()
	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('価格が動いたので注文出しなおします')
			bitbank_Order(bitbank_limit_order + buffer, 'sell')
		Sound()			
	else:
		if active_order != 0:
			prv_set.cancel_order(pair, active_order)
			print('差額が狭まったので注文キャンセルします')
	#GMOでの購入処理
	t1 = time.time()
	t2 = time.time()
	while t2-t1 < 5:
		GMO_OrderCheck()
		t2 = time.time()
	print('')