SFDBotを作りました．

BitFlyerのSFDBotです．30分ぐらいで書いたのでかなり適当ですが．乖離9.95%以下で買って，10.05%以上で売ります．どう使っていただいてもかまいません．（自己責任で）

import pybitflyer
from pubnub.callbacks import SubscribeCallback
from pubnub.enums import PNStatusCategory
from pubnub.pnconfiguration import PNConfiguration
from pubnub.pubnub_tornado import PubNubTornado
from pubnub.pnconfiguration import PNReconnectionPolicy
from tornado import gen
import time
import threading
import numpy as np


class Order(object):
    def __init__(self):
        self.product_code = "FX_BTC_JPY"
        self.key = "Your key"
        self.secret = "Your secret"
        self.api = pybitflyer.API(self.key, self.secret)
    def market(self, side, size, minute_to_expire= None):
        print("Side : {}".format(side))
        print(self.api.sendchildorder(product_code=self.product_code, child_order_type="MARKET", side=side, size=size, minute_to_expire = minute_to_expire))

c = PNConfiguration()
c.subscribe_key = 'sub-c-52a9ab50-291b-11e5-baaa-0619f8945a4f'
c.reconnect_policy = PNReconnectionPolicy.LINEAR
pubnub = PubNubTornado(c)
api = pybitflyer.API()
fx_price = api.ticker(product_code="FX_BTC_JPY")["ltp"]
btc_price = api.ticker(product_code="BTC_JPY")["ltp"]
disparity_list = []
order = Order()
lot = 0.001
maxlot = 0.01
pos = 0
@gen.coroutine

def main(channels):
    class Callback(SubscribeCallback):
        def message(self, pubnub, message):
            global disparity_list
            global fx_price
            global btc_price
            FX_CHANNEL = 'lightning_executions_FX_BTC_JPY'
            BTC_CHANNEL = 'lightning_executions_BTC_JPY'
            if message.channel == FX_CHANNEL:
                fx_price = message.message[0]["price"]
            elif message.channel == BTC_CHANNEL:
                btc_price = message.message[0]["price"]
            price_disparity = fx_price/btc_price * 100 - 100
            disparity_list.append(price_disparity)

            return price_disparity

    s = Callback()
    pubnub.add_listener(s)
    pubnub.subscribe().channels(channels).execute()

if __name__ == '__main__':
    channels = [
        'lightning_executions_FX_BTC_JPY',
        'lightning_executions_BTC_JPY'
    ]
    main(channels)
    pubnub_thread = threading.Thread(target=pubnub.start)
    pubnub_thread.start()
    while len(disparity_list) == 0:
        continue
    while True:
        health = api.gethealth(product_code="FX_BTC_JPY")
        healthy = health != "SUPER BUSY" and health != "STOP"
        present_lot = pos * lot
        if disparity_list[-1] > 10.05 and present_lot > -maxlot and healthy:
            order.market(side="SELL", size=lot)
            pos -= 1
        elif disparity_list[-1] < 9.95 and present_lot < maxlot and healthy:
            order.market(side="BUY", size=lot)
            pos += 1
        #superbusyのとき強制決済
        elif healthy != True:
            present_lot = api.getpositions(product_code="FX_BTC_JPY")
            pos_sum = 0
            for i in present_lot:
                if i["side"] == "BUY":
                    pos_sum += i["size"]
                elif i["side"] == "SELL":
                    pos_sum -= i["size"]
            if pos_sum > 0:
                order.market(side="SELL", size=pos_sum)
            elif pos_sum < 0:
                order.market(side="BUY", size=pos_sum)
            else:
                pass
        time.sleep(1)

import pybitflyer

from pubnub.callbacks import SubscribeCallback

from pubnub.enums import PNStatusCategory

from pubnub.pnconfiguration import PNConfiguration

from pubnub.pubnub_tornado import PubNubTornado

from pubnub.pnconfiguration import PNReconnectionPolicy

from tornado import gen

import time

import threading

import numpy as np

class Order(object):

def __init__(self):

self.product_code = "FX_BTC_JPY"

self.key = "Your key"

self.secret = "Your secret"

self.api = pybitflyer.API(self.key, self.secret)

def market(self, side, size, minute_to_expire= None):

print("Side : {}".format(side))

print(self.api.sendchildorder(product_code=self.product_code, child_order_type="MARKET", side=side, size=size, minute_to_expire = minute_to_expire))

c = PNConfiguration()

c.subscribe_key = 'sub-c-52a9ab50-291b-11e5-baaa-0619f8945a4f'

c.reconnect_policy = PNReconnectionPolicy.LINEAR

pubnub = PubNubTornado(c)

api = pybitflyer.API()

fx_price = api.ticker(product_code="FX_BTC_JPY")["ltp"]

btc_price = api.ticker(product_code="BTC_JPY")["ltp"]

disparity_list = []

order = Order()

lot = 0.001

maxlot = 0.01

pos = 0

@gen.coroutine

def main(channels):

class Callback(SubscribeCallback):

def message(self, pubnub, message):

global disparity_list

global fx_price

global btc_price

FX_CHANNEL = 'lightning_executions_FX_BTC_JPY'

BTC_CHANNEL = 'lightning_executions_BTC_JPY'

if message.channel == FX_CHANNEL:

fx_price = message.message[0]["price"]

elif message.channel == BTC_CHANNEL:

btc_price = message.message[0]["price"]

price_disparity = fx_price/btc_price * 100 - 100

disparity_list.append(price_disparity)

return price_disparity

s = Callback()

pubnub.add_listener(s)

pubnub.subscribe().channels(channels).execute()

if __name__ == '__main__':

channels = [

'lightning_executions_FX_BTC_JPY',

'lightning_executions_BTC_JPY'

]

main(channels)

pubnub_thread = threading.Thread(target=pubnub.start)

pubnub_thread.start()

while len(disparity_list) == 0:

continue

while True:

health = api.gethealth(product_code="FX_BTC_JPY")

healthy = health != "SUPER BUSY" and health != "STOP"

present_lot = pos * lot

if disparity_list[-1] > 10.05 and present_lot > -maxlot and healthy:

order.market(side="SELL", size=lot)

pos -= 1

elif disparity_list[-1] < 9.95 and present_lot < maxlot and healthy:

order.market(side="BUY", size=lot)

pos += 1

#superbusyのとき強制決済

elif healthy != True:

present_lot = api.getpositions(product_code="FX_BTC_JPY")

pos_sum = 0

for i in present_lot:

if i["side"] == "BUY":

pos_sum += i["size"]

elif i["side"] == "SELL":

pos_sum -= i["size"]

if pos_sum > 0:

order.market(side="SELL", size=pos_sum)

elif pos_sum < 0:

order.market(side="BUY", size=pos_sum)

else:

pass

time.sleep(1)