FX自動売買をPYTHON（パイソン）で作る方法

curl -X GET "https://api-sandbox.oanda.com/v1/candles?instrument=EUR_USD&count=100&candleFormat=midpoint&granularity=D&dailyAlignment=0&alignmentTimezone=America%2FNew_York"

{
    "instrument" : "EUR_USD",
    "granularity" : "D",
    "candles" : [
        {
            "time" : "2020-02-10T04:00:00.000000Z",
            "openMid" : 1.24121,
            "highMid" : 1.241535,
            "lowMid" : 1.240145,
            "closeMid" : 1.24113,
            "volume" : 24144,
            "complete" : true
        }
    ]
}

base_domain = MODE.get('production')
url_base = 'https://{}/v1/candles?'.format(base_domain)
url = url_base + 'instrument={}&'.format(currency_pair.name) + \
    'count=5000&' +\
    'candleFormat=midpoint&' +\
    'granularity={}&'.format(granularity.name) +\
    'dailyAlignment=0&' +\
    'alignmentTimezone=Asia%2FTokyo&' +\
    'start={}T00%3A00%3A00Z'.format(start)

response = requests_api(url)

def requests_api(url, payload=None):
    auth = 'Bearer {}'.format(get_password('OandaRestAPIToken'))
    headers = {'Accept-Encoding': 'identity, deflate, compress, gzip',
               'Accept': '*/*', 'User-Agent': 'python-requests/1.2.0',
               'Content-type': 'application/json; charset=utf-8',
               'Authorization': auth}
    if payload:
        requests.adapters.DEFAULT_RETRIES = 2
        response = requests.post(url, headers=headers, data=payload, timeout=10)
    else:
        requests.adapters.DEFAULT_RETRIES = 2
        response = requests.get(url, headers=headers, timeout=10)
    print 'REQUEST_API: {}'.format(url)
    return response

# -*- coding: utf-8 -*-
import datetime
from enum import Enum


class OrderType(Enum):
    Buy = 1
    Wait = 0
    Sell = -1


class Rate(object):
    start_at = datetime.datetime(2020, 02, 1, 10, 0, 0)
    bid = float(109.81)
    h24 = float(109.715)
    base_tick = float(0.01)

    @classmethod
    def get(cls, currency=None, start_at=None):
        return Rate()

    def get_rate(self, tick, is_add):
        if is_add:
            return self.bid + float(tick * self.base_tick)
        else:
            return self.bid - float(tick * self.base_tick)


class AIOrder(object):
    def __init__(self, order_type, limit, stop_limit):
        self.order_type = order_type
        self.limit = limit
        self.stop_limit = stop_limit


class AI(object):
    DIFF = 30
    LIMIT = 30
    STOP_LIMIT = 30

    def __init__(self, rate):
        self.rate = rate

    def order(self):
        """
        発注する。
        """
        if self._can_order():
            order(self._get_order())

    def _can_order(self):
        """
        発注可能か返却
        rtype: bool
        """
        point = (self.rate.bid - self.rate.h24) / self.rate.base_tick
        return int(point / self.DIFF) not in [0]

    def _get_order(self):
        """
        発注クラスを返却
        rtype: AIOrder
        """
        limit_rate = self.rate.get_rate(AI.LIMIT, True)
        stop_limit_rate = self.rate.get_rate(AI.STOP_LIMIT, False)
        return AIOrder(self._get_order_type(), limit_rate, stop_limit_rate)

    def _get_order_type(self):
        if self.rate.bid > self.rate.h24:
            return OrderType.Buy
        if self.rate.h24 > self.rate.bid:
            return OrderType.Sell
        return OrderType.Wait


def order(ai_order):
    _base = "OrderDone:{}, Limit:{}, Stop-Limit:{}"
    print _base.format(ai_order.order_type,
                       ai_order.limit,
                       ai_order.stop_limit)

# レート取得
rate = Rate.get(currency='USDJPY', start_at=datetime.datetime.now())

# AI生成
ai = AI(rate)

# 発注
ai.order()

>>> OrderDone:True, Limit:110.30, Stop-Limit:109.75