Binance の手持ちの草コインの価格上昇・下落・これまでのトレード成績が分かるようにした

こんな記事を書いた。コードを改良したので続き。

team-6.hatenablog.jp team-6.hatenablog.jp

前回のコードをちょいちょい見直したら結構違うコードになった。

追加になったのは、これまでのトレードの利得を最後に表示するようになった点だ。

f:id:katoken-0215:20180515084723p:plain

API呼び出しに時間がかかるので注意。

ALL_COINS はそのうち使うので残しておく。

同じディレクトリにkeys.json をおいて、中にAPI KeyとAPI Secretを記述すること（フォーマットはコードから類推してくださいです）。

pip install requests python-binace

#!/usr/bin/env python

import json

import requests
from binance.client import Client
from binance.exceptions import BinanceAPIException

ALL_COINS = ['BTC', 'LTC', 'ETH', 'BNC', 'ICO', 'NEO', 'BNB', '123', '456', 'QTUM',
             'EOS', 'SNT', 'BNT', 'GAS', 'BCC', 'BTM', 'USDT', 'HCC', 'HSR', 'OAX',
             'DNT', 'MCO', 'ICN', 'ELC', 'PAY', 'ZRX', 'OMG', 'WTC', 'LRX', 'YOYO',
             'LRC', 'LLT', 'TRX', 'FID', 'SNGLS', 'STRAT', 'BQX', 'FUN', 'KNC', 'CDT',
             'XVG', 'IOTA', 'SNM', 'LINK', 'CVC', 'TNT', 'REP', 'CTR', 'MDA', 'MTL',
             'SALT', 'NULS', 'SUB', 'STX', 'MTH', 'CAT', 'ADX', 'PIX', 'ETC', 'ENG',
             'ZEC', 'AST', '1ST', 'GNT', 'DGD', 'BAT', 'DASH', 'POWR', 'BTG', 'REQ',
             'XMR', 'EVX', 'VIB', 'ENJ', 'VEN', 'CAG', 'EDG', 'ARK', 'XRP', 'MOD',
             'AVT', 'STORJ', 'KMD', 'RCN', 'EDO', 'QASH', 'SAN', 'DATA', 'DLT', 'GUP',
             'MCAP', 'MANA', 'PPT', 'OTN', 'CFD', 'RDN', 'GXS', 'AMB', 'ARN', 'BCPT',
             'CND', 'GVT', 'POE', 'ALIS', 'BTS', 'FUEL', 'XZC', 'QSP', 'LSK', 'BCD',
             'TNB', 'GRX', 'STAR', 'ADA', 'LEND', 'IFT', 'KICK', 'UKG', 'VOISE', 'XLM',
             'CMT', 'WAVES', 'WABI', 'SBTC', 'BCX', 'GTO', 'ETF', 'ICX', 'OST', 'ELF',
             'AION', 'WINGS', 'BRD', 'NEBL', 'NAV', 'VIBE', 'LUN', 'TRIG', 'APPC', 'CHAT',
             'RLC', 'INS', 'PIVX', 'IOST', 'STEEM', 'NANO', 'AE', 'VIA', 'BLZ', 'SYS',
             'RPX', 'NCASH', 'POA', 'ONT', 'ZIL', 'STORM', 'XEM', 'WAN', 'WPR', 'QLC',
             'GRS', 'CLOAK', 'LOOM', 'BCN']

IGNORE_COINS = ['BTC', 'BNC', 'ICO', '123', '456', 'BTM', 'USDT', 'PAY', 'LRX', 'FID',
                'CVC', 'STX', 'CAT', 'PIX', '1ST', 'CAG', 'EDG', 'AVT', 'QASH', 'SAN',
                'DATA', 'GUP', 'MCAP', 'OTN', 'CFD', 'ALIS', 'GRX', 'STAR', 'IFT', 'KICK',
                'UKG', 'VOISE', 'SBTC', 'BCX', 'ETF']

class Coin:
    class Status:
        def __init__(self, symbol, btc_amount, amount, position, price, ratio, profit):
            self.symbol = symbol
            self.btc_amount = btc_amount
            self.amount = amount
            self.position = position
            self.price = price
            self.ratio = ratio
            self.profit = profit

    def __init__(self, symbol, amount, client):
        self._symbol = symbol
        self._amount = amount
        self._client = client

        self._btc_amount = 0
        self._position = 0
        self._profit = 0
        self._ratio = 0

    def _get_price(self):
        recent_trade = self._client.get_recent_trades(symbol=f'{self._symbol}BTC', limit=1)
        return float(recent_trade[0]['price'])

    def _get_current_position_and_profit(self):
        position = 0
        amount = 0
        profit = 0
        try:
            trades = self._client.get_my_trades(symbol=f'{self._symbol}BTC')
            for trade in trades:
                qty = float(trade['qty'])
                price = float(trade['price'])
                if trade['isBuyer']:
                    position = (amount * position + price * qty) / (amount + qty)
                    amount += qty
                else:
                    profit += price - position
                    amount -= qty
            return position, profit
        except BinanceAPIException:
            return 0, 0
        except Exception as e:
            print(e)
            return 0, 0

    def get_current_status(self):
        position, profit = self._get_current_position_and_profit()
        if self._amount > 0 or profit != 0:
            if self._amount > 0:
                price = self._get_price()
                btc_amount = price * self._amount
                ratio = ((price - position) / position) * 100
            else:
                price = 0
                btc_amount = 0
                ratio = 0

            return Coin.Status(self._symbol, btc_amount, self._amount, position, price, ratio, profit)
        else:
            return None


class Trader:
    def __init__(self, key, secret):
        self._client = Client(key, secret)

    def coin_factory(self, symbol, amount):
        return Coin(symbol, amount, self._client)

    def print_status(self):
        account = self._client.get_account()

        btc_total = 0
        btc_profit_total = 0

        for balance in account['balances']:
            amount = float(balance['free']) + float(balance['locked'])
            if balance['asset'] == 'BTC':
                print(f'BTC:\t{amount}')
                btc_total += amount
            elif balance['asset'] not in IGNORE_COINS:
                coin = self.coin_factory(balance['asset'], amount)
                status = coin.get_current_status()
                if status is not None:
                    print(f'{status.symbol}:\t{status.btc_amount:.3f}({status.amount:8.2f})\t{status.position:.10f}\t({status.price:12.10f} {status.ratio:5.2f}%)\t{status.profit:13.10f}')

                    btc_total += status.btc_amount
                    btc_profit_total += status.profit

        print('Total:', btc_total)
        response = requests.get('https://api.cryptowat.ch/markets/bitflyer/btcjpy/price')
        btcjpy_price = response.json()['result']['price']
        print('Total(JPY):', btc_total * btcjpy_price)
        print('Total profit:', btc_profit_total)
        print('Total profit(JPY):', btc_profit_total * btcjpy_price)

if __name__ == '__main__':
    with open('keys.json', 'r') as f:
        keys = json.load(f)
        trader = Trader(keys['binance']['key'], keys['binance']['secret'])
        trader.print_status()