AirFXの注文割り込み用プログラム。現状1ポジのみ対応。上から3つ目までに設定したサイズ以上の注文があった場合割り込みます。

ZaifPriceChaser.py

from zaifapi import ZaifLeverageTradeApi
from zaifapi import ZaifFuturesPublicApi
import time
import sys

###SETTINGS###
api_key = "YOUR_API_KEY"
api_secret = "YOUR_API_SECRET"
chase_size = 0.1　#このサイズ以上の注文に対し割り込みを行う
chase_spread = 10　#割り込みの際つける価格差
##############

def getid(apos):
    ids = list(apos.keys())
    id = ids[0]
    return id


def main():
    try:
        zaif=ZaifLeverageTradeApi(api_key , api_secret)
        apos = zaif.active_positions(type='futures',group_id='1')
        if len(apos) == 0:
            print("No position.")
            sys.exit()
        else:
            id = getid(apos)
            pos = apos.get(id)
            action = pos.get('action')
            amount = pos.get('amount')
            price = pos.get('price')
            print(action,round(price),amount)
    except Exception as e:
        print('error:',e)
        sys.exit()

    while True:
        depth = ZaifFuturesPublicApi().depth(group_id='1',currency_pair='btc_jpy')
        asks = depth.get('asks')
        bids = depth.get('bids')
        ask1 = asks[0]
        ask2 = asks[1]
        ask3 = asks[2]
        bid1 = bids[0]
        bid2 = bids[1]
        bid3 = bids[3]

        if action == 'bid':
            if bid1[0] > price and bid1[1] > chase_size:
                callback = zaif.change_position(type="futures",group_id ="1",leverage_id=int(id),price=round(bid1[0])+chase_spread)
                print(callback)
            elif bid2[0] > price and bid2[1] > chase_size:
                callback = zaif.change_position(type="futures",group_id ="1",leverage_id=int(id),price=round(bid2[0])+chase_spread)
                print(callback)
            elif bid3[0] > price and bid3[1] > chase_size:
                callback = zaif.change_position(type="futures",group_id ="1",leverage_id=int(id),price=round(bid3[0])+chase_spread)
                print(callback)
            else:
                pass

        elif action == 'ask':
            if ask1[0] < price and ask1[1] > chase_size:
                callback = zaif.change_position(type="futures",group_id ="1",leverage_id=int(id),price=round(ask1[0])-chase_spread)
                print(callback)
            elif ask2[0] < price and ask2[1] > chase_size:
                callback = zaif.change_position(type="futures",group_id ="1",leverage_id=int(id),price=round(ask2[0])-chase_spread)
                print(callback)
            elif ask3[0] < price and ask3[1] > chase_size:
                callback = zaif.change_position(type="futures",group_id ="1",leverage_id=int(id),price=round(ask3[0])-chase_spread)
                print(callback)
            else:
                pass

        if len(callback) == 3:
            sys.exit()
        else:
            pass
        time.sleep(1)
if __name__ == '__main__':
    main()