coincheck.py

#!/usr/bin/env python
# -*- coding: utf-8 -*-
import os
import requests
import pandas as pd
import datetime

"""
coincheckのPublic API用データ取得ツール

- c.f. https://coincheck.com/ja/documents/exchange/api#public
- 取引所の注文状況や公開されている取引の履歴、板情報を参照

"""

def fetch_ticker(save_to_dir):
    """
    last 最後の取引の価格
    bid 現在の買い注文の最高価格
    ask 現在の売り注文の最安価格
    high 24時間での最高取引価格
    low 24時間での最安取引価格
    volume 24時間での取引量
    timestamp 現在の時刻 
    """
    fpath = os.path.join(save_to_dir, "coincheck_ticker_%s.csv" % datetime.datetime.now().strftime("%Y-%m-%d"))
    if not os.path.exists(fpath):
        fp = open(fpath, "w")
        fp.write("datetime,last,bid,ask,high,low,volume,timestamp\n")
    with open(fpath, "a") as fp:
        r = requests.get("https://coincheck.com/api/ticker")
        if r.status_code == 200:
            item = r.json()
            item["datetime"] = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
            line = "%(datetime)s,%(last)s,%(bid)s,%(ask)s,%(high)s,%(low)s,%(volume)s,%(timestamp)s" % item
            print line
            fp.write(line + "\n") 

def fetch_trades(save_to_dir):
    """
    最新の取引履歴
    """
    fpath = os.path.join(save_to_dir, "coincheck_trades_%s.csv" % datetime.datetime.now().strftime("%Y-%m-%d"))
    if not os.path.exists(fpath):
        fp = open(fpath, "w")
        fp.write("id,datetime,amount,rate,order_type,created_at\n")
    with open(fpath, "a") as fp:
        r = requests.get("https://coincheck.com/api/trades")
        if r.status_code == 200:
            items = r.json()
            for item in items:
                item["datetime"] = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
                line = "%(id)s,%(datetime)s,%(amount)s,%(rate)s,%(order_type)s,%(created_at)s" % item
                print line
                fp.write(line + "\n")

def fetch_order_books(save_to_dir):
    """
    板情報を取得
    asks 売り注文の情報
    bids 買い注文の情報
    """
    fpath = os.path.join(save_to_dir, "coincheck_order_books_%s.csv" % datetime.datetime.now().strftime("%Y-%m-%d"))
    if not os.path.exists(fpath):
        fp = open(fpath, "w")
        fp.write("datetime,order_type,price,amount\n")
    with open(fpath, "a") as fp:
        r = requests.get("https://coincheck.com/api/order_books")
        if r.status_code == 200:
            item = r.json()
            for order_type, records in item.items():
                for price, amount in records:
                    item = {
                        "datetime": datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
                        "order_type": order_type,
                        "price": price,
                        "amount": amount
                    } 
                    line = "%(datetime)s,%(order_type)s,%(price)s,%(amount)s" % item
                    print line
                    fp.write(line + "\n")

def fetch_rate(save_to_dir):
    pair_list = [
        "btc_jpy", "eth_jpy", "etc_jpy", "dao_jpy", "lsk_jpy", "fct_jpy", "xmr_jpy", "rep_jpy", "xrp_jpy", "zec_jpy", "xem_jpy", "ltc_jpy", "dash_jpy", 
        "eth_btc", "etc_btc", "lsk_btc", "fct_btc", "xmr_btc", "rep_btc", "xrp_btc", "zec_btc", "xem_btc", "ltc_btc", "dash_btc"]
    fpath = os.path.join(save_to_dir, "coincheck_rate_%s.csv" % datetime.datetime.now().strftime("%Y-%m-%d"))
    if not os.path.exists(fpath):
        fp = open(fpath, "w")
        fp.write("datetime,pair,rate\n")
    with open(fpath, "a") as fp:
        for pair in pair_list:
            r = requests.get("https://coincheck.com/api/rate/" + pair)
            if r.status_code == 200:
                item = r.json()
                line = "%s,%s,%s" % (datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S"), pair, item["rate"])
                print line
                fp.write(line + "\n")

def run(save_to_dir):
    fetch_ticker(save_to_dir)
    fetch_trades(save_to_dir)
    fetch_order_books(save_to_dir)
    fetch_rate(save_to_dir)

if __name__ == "__main__":
    import argparse
    parser = argparse.ArgumentParser()
    parser.add_argument('--save_to_dir', type=str, default="/tmp")
    args = parser.parse_args()
    run(args.save_to_dir)