bybit_get_status.ipynb

bybit_get_status.ipynb

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  "metadata": {
    "colab": {
      "name": "bybit_get_status.ipynb",
      "provenance": [],
      "collapsed_sections": [],
      "include_colab_link": true
    },
    "kernelspec": {
      "name": "python3",
      "display_name": "Python 3"
    }
  },
  "cells": [
    {
      "cell_type": "markdown",
      "metadata": {
        "id": "view-in-github",
        "colab_type": "text"
      },
      "source": [
        "<a href=\"https://colab.research.google.com/gist/nagishin/092785b1157d2cbe260d49b5455de339/bybit_get_status.ipynb\" target=\"_parent\"><img src=\"https://colab.research.google.com/assets/colab-badge.svg\" alt=\"Open In Colab\"/></a>"
      ]
    },
    {
      "cell_type": "markdown",
      "metadata": {
        "id": "XFF269RVsacK",
        "colab_type": "text"
      },
      "source": [
        "# 必要パッケージインストール\n",
        "まちゅけんさんのPyBybitを使用しています。<br>\n",
        "[[note] BybitのPython自動取引用モジュール - PyBybit 2.0](https://note.com/mtkn1/n/n9ef3460e4085)"
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "PupwM7rTsQes",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "!pip install git+https://github.com/MtkN1/pybybit.git"
      ],
      "execution_count": null,
      "outputs": []
    },
    {
      "cell_type": "markdown",
      "metadata": {
        "id": "sgVHmiTlslny",
        "colab_type": "text"
      },
      "source": [
        "# ステータス取得関数 (get_status)\n",
        "\n",
        "<b>[params]</b><br>\n",
        "*   bybit_api : pybybitインスタンス (API認証済)\n",
        "*   symbol : 通貨ペア (省略時は'BTCUSD')\n",
        "\n",
        "<b>[return]</b><br>\n",
        "*   ステータス文字列\n",
        "\n",
        "<b>[note]</b><br>\n",
        "*   関数内でRESTリクエストを3回行っています。<br>\n",
        "    APIのRateLimitおよび処理時間に制約がある場合はご注意ください。"
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "UaOWOfovsohS",
        "colab_type": "code",
        "colab": {}
      },
      "source": [
        "import json\n",
        "import datetime\n",
        "import pybybit\n",
        "from pytz import timezone\n",
        "\n",
        "def get_status(bybit_api, symbol='BTCUSD'):\n",
        "    try:\n",
        "        now_time = datetime.datetime.now(timezone('Asia/Tokyo')).strftime('%Y/%m/%d %H:%M:%S')\n",
        "        msg = f'<STATUS> {symbol} {now_time}\\n'\n",
        "\n",
        "        # 価格\n",
        "        tic = bybit_api.rest.inverse.public_tickers(symbol=symbol)\n",
        "        tic = tic.json()['result']\n",
        "        if len(tic) > 0:\n",
        "            tic = tic[0]\n",
        "            ltp = float(tic['last_price'])\n",
        "            bid = float(tic['bid_price'])\n",
        "            ask = float(tic['ask_price'])\n",
        "            mark = float(tic['mark_price'])\n",
        "            idx = float(tic['index_price'])\n",
        "            vol = int(tic['volume_24h'])\n",
        "            oi = int(tic['open_interest'])\n",
        "            fr = float(tic['funding_rate'])\n",
        "            msg += f'[price]\\n'\n",
        "            msg += f'  ltp        : {ltp:.1f}\\n'\n",
        "            msg += f'  bid        : {bid:.1f}\\n'\n",
        "            msg += f'  ask        : {ask:.1f}\\n'\n",
        "            msg += f'  mark       : {mark:.2f}\\n'\n",
        "            msg += f'  index      : {idx:.2f}\\n'\n",
        "            msg += f'  vol_24     : {vol:,}\\n'\n",
        "            msg += f'  oi         : {oi:,}\\n'\n",
        "            msg += f'  fr         : {fr:.4%}\\n'\n",
        "\n",
        "        # 残高&ポジション\n",
        "        pos = bybit_api.rest.inverse.private_position_list(symbol=symbol)\n",
        "        pos = pos.json()['result']\n",
        "        wlt = float(pos['wallet_balance'])\n",
        "        side = pos['side']\n",
        "        size = int(pos['size'])\n",
        "        margin = float(pos['position_margin'])\n",
        "        entry = float(pos['entry_price'])\n",
        "        sl = float(pos['stop_loss'])\n",
        "        tp = float(pos['take_profit'])\n",
        "        ts = float(pos['trailing_stop'])\n",
        "        liq = float(pos['liq_price'])\n",
        "        lvr = float(pos['effective_leverage'])\n",
        "        pnl = float(pos['unrealised_pnl'])\n",
        "        used = margin + float(pos['occ_closing_fee']) + float(pos['occ_funding_fee']) - pnl\n",
        "        avl = wlt - used\n",
        "        price_pnl = 0\n",
        "        if pos['side'] == 'Buy':\n",
        "            price_pnl = ltp - entry\n",
        "        elif pos['side'] == 'Sell':\n",
        "            price_pnl = entry - ltp\n",
        "        msg += f'[position]\\n'\n",
        "        msg += f'  side       : {side}\\n'\n",
        "        msg += f'  size       : {size:,} ({margin:.8f})\\n'\n",
        "        msg += f'  avr_entry  : {entry:.2f}' + f' ({price_pnl:+.2f})\\n'\n",
        "        msg += f'  stop_loss  : {sl:.1f}\\n'\n",
        "        msg += f'  take_profit: {tp:.1f}\\n'\n",
        "        msg += f'  trailing   : {ts:.1f}\\n'\n",
        "        msg += f'  liq_price  : {liq:.1f}\\n'\n",
        "        msg += f'  unrealised : {pnl:.8f}\\n'\n",
        "        msg += f'  leverage   : {lvr:.2f}\\n'\n",
        "        msg += f'[balance]\\n'\n",
        "        msg += f'  wallet     : {wlt:.8f}\\n'\n",
        "        msg += f'  available  : {avl:.8f}\\n'\n",
        "\n",
        "        # オープンオーダー\n",
        "        odr = bybit_api.rest.inverse.private_order_list(symbol=symbol, order_status='New,PartiallyFilled')\n",
        "        odr = odr.json()['result']\n",
        "        if 'data' in odr and len(odr['data']) > 0:\n",
        "            msg += f'[open order]\\n'\n",
        "\n",
        "        for o in odr['data']:\n",
        "            if o['order_status'] == 'New':\n",
        "                os = '[New    ]:'\n",
        "            elif o['order_status'] == 'PartiallyFilled':\n",
        "                os = '[Partial]:'\n",
        "            else:\n",
        "                os = '[Other  ]:'\n",
        "            price = float(o['price'])\n",
        "            qty = int(o['qty'])\n",
        "            cum = int(o['cum_exec_qty'])\n",
        "            msg += '  ' + os + o['order_type'] + o['side'] + f'  [price]:{price:.1f}  [qty]:{cum}/{qty}'\n",
        "\n",
        "            utc_dt = datetime.datetime.strptime(o['updated_at'] + '+0000', '%Y-%m-%dT%H:%M:%S.%fZ%z')\n",
        "            jst_dt = utc_dt.astimezone(timezone('Asia/Tokyo'))\n",
        "            msg += '  [time]:' + jst_dt.strftime('%Y/%m/%d %H:%M:%S')\n",
        "\n",
        "            opt = ''\n",
        "            if 'time_in_force' in o and len(o['time_in_force']) > 0:\n",
        "                opt += o['time_in_force']\n",
        "            if 'ext_fields' in o and 'reduce_only' in o['ext_fields'] and o['ext_fields']['reduce_only']:\n",
        "                if len(opt) > 0:\n",
        "                    opt += ','\n",
        "                opt += 'ReduceOnly'\n",
        "            if len(opt) > 0:\n",
        "                msg += '  [option]:' + opt\n",
        "            msg += '\\n'\n",
        "        return msg\n",
        "\n",
        "    except Exception as e:\n",
        "        raise Exception('get_status failed.' + str(e))\n"
      ],
      "execution_count": 2,
      "outputs": []
    },
    {
      "cell_type": "markdown",
      "metadata": {
        "id": "MfM1mct7uqZ8",
        "colab_type": "text"
      },
      "source": [
        "# 使用例"
      ]
    },
    {
      "cell_type": "code",
      "metadata": {
        "id": "AZkgwczcutLo",
        "colab_type": "code",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 476
        },
        "outputId": "5fafb7ae-5f6a-4c45-b6fa-e9d2bd1800d4"
      },
      "source": [
        "# pybybit APIインスタンス生成\n",
        "apis = [\n",
        "    'your api key',\n",
        "    'your api secret'\n",
        "]\n",
        "bybit_api = pybybit.API(*apis, testnet=True)\n",
        "\n",
        "# ステータス取得 & 出力\n",
        "print(get_status(bybit_api))"
      ],
      "execution_count": 3,
      "outputs": [
        {
          "output_type": "stream",
          "text": [
            "<STATUS> BTCUSD 2020/08/11 12:01:10\n",
            "[price]\n",
            "  ltp        : 11872.0\n",
            "  bid        : 11871.5\n",
            "  ask        : 11872.0\n",
            "  mark       : 11865.98\n",
            "  index      : 11865.24\n",
            "  vol_24     : 470,381,991\n",
            "  oi         : 21,781,128\n",
            "  fr         : 0.0100%\n",
            "[position]\n",
            "  side       : Sell\n",
            "  size       : 1,629 (0.00136794)\n",
            "  avr_entry  : 11908.50 (+36.50)\n",
            "  stop_loss  : 0.0\n",
            "  take_profit: 0.0\n",
            "  trailing   : 0.0\n",
            "  liq_price  : 168842.5\n",
            "  unrealised : 0.00049017\n",
            "  leverage   : 1.00\n",
            "[balance]\n",
            "  wallet     : 0.13741279\n",
            "  available  : 0.13652829\n",
            "[open order]\n",
            "  [New    ]:LimitSell  [price]:12000.0  [qty]:0/10000  [time]:2020/08/11 09:00:54  [option]:PostOnly\n",
            "  [New    ]:LimitBuy  [price]:11600.0  [qty]:0/5000  [time]:2020/08/11 08:57:58  [option]:PostOnly\n",
            "\n"
          ],
          "name": "stdout"
        }
      ]
    }
  ]
}