bitflyerの板情報を簡単に表示する

4894 ワード
仮想通貨 Python bitflyer 自動売買 Python テキストリンク

動機

bitflyer lightningに指値で注文する際に最も約定しやすい価格を知る

Code

板情報取得.ipynb
import requests
import json 
import matplotlib.pyplot as plt
%matplotlib inline

baseurl = "https://api.bitflyer.jp"
pathurl = "/v1/board"
params = "?product_code=FX_BTC_JPY"
url = baseurl +  pathurl + params

response = requests.get(url).json()
#ASKS
sizes = []
prices = []
for res in response['asks']:
    sizes.append(res['size'])
    prices.append(res['price'])

print("MIN ASKS:" + str(min(prices)))
plt.plot(sizes,prices,color="red",alpha=0.3)

#BIDS
sizes = []
prices = []
for res in response['bids']:
    sizes.append(res['size'])
    prices.append(res['price'])

print("MAX BIDS:" + str(max(prices)))
plt.plot(sizes,prices,color="green",alpha=0.3)

plt.savefig('figure.png')

結果

MIN ASKS:898966.0
MAX BIDS:898942.0

→898966.0〜898942.0の間で指値注文すればよいことがわかる