Binanceで3通貨アービトラージの価格差を取得

Binance3ArbCheck.py

# -*- coding: utf-8 -*-
import csv

api_key = "" #空白でOK
api_secret = "" #空白でOK
from binance.client import Client
client = Client(api_key, api_secret)

# 全銘柄取得
ticker = client.get_ticker()

x = 0.0
y = 0.0
z = 0.0
pair1 = None
pair2 = None
strPair1 = "BTC" #BTC建て
strPair2 = "ETH" #ETH建て

#対象の通貨リストを読み込み
csvFile = open('targetCoins.csv', 'rt',encoding="utf-8") #config.jsonを読み込む
csv_in = csv.reader(csvFile, delimiter=",")

basePair = strPair2 + strPair1
pairZ = client.get_ticker(symbol=basePair)

for row in csv_in:
    target = row[0]
    if(target == strPair1 or target == strPair2):
        continue

    if strPair2 == "BNB" and target ==  "ETH":
        continue

    for pair in ticker:
        targetPairName = pair['symbol']

        if targetPairName.find(target) != -1:

            if targetPairName.find(strPair1) != -1:
                pair1 = pair

            if targetPairName.find(strPair2) != -1:
                pair2 = pair

    if pair1 is not None and pair2 is not None:


        x = float(pair1['bidPrice'])
        y = float(pair2['askPrice'])
        z = float(pairZ['askPrice'])

        profitRate = (1 - ((y * z) / x)) * 100


        if(profitRate > 0):
            print("★" + target + "_利益率:" + str(profitRate))
            
            print(pair1['symbol'])
            print(pair1['askPrice'])
            print(pair1['bidPrice'])

            print(pair2['symbol'])
            print(pair2['askPrice'])
            print(pair2['bidPrice'])

            print(pairZ['symbol'])
            print(pairZ['askPrice'])
            print(pairZ['bidPrice'])
            

            a = float(1 / z)
            b = a / y
            c = b * x
                
            print("①1BTCで" + str(a) + strPair2 + "購入")
            print("②" + str(b) + target + "購入")
            print("③" + "売却して" + str(c) + "BTCゲット")

    pair1 = None
    pair2 = None
csvFile.close()