登録はこちら<\/a>)<\/p>
よりAPIキーを取得後、以下のコードで実装します。<\/p>
import requests
import time
from datetime import datetime, timedelta
HolySheep AI API設定
BASE_URL = "https://api.holysheep.ai/v1"
API_KEY = "YOUR_HOLYSHEEP_API_KEY"
def get_binance_funding_rates(symbols=None):
"""
Binance永続契約の資金费率を取得
symbols: 取得したい通貨ペアリスト（Noneの場合は主要ペア全部）
"""
if symbols is None:
symbols = ["BTCUSDT", "ETHUSDT", "BNBUSDT", "SOLUSDT"]
headers = {
"Authorization": f"Bearer {API_KEY}",
"Content-Type": "application/json"
}
# HolySheep AI через универсальный шлюз
payload = {
"provider": "binance",
"endpoint": "/fapi/v1/premiumIndex",
"params": {"symbols": symbols}
}
response = requests.post(
f"{BASE_URL}/aggregate",
headers=headers,
json=payload,
timeout=10
)
if response.status_code == 200:
return response.json()
else:
raise Exception(f"API Error: {response.status_code} - {response.text}")
実行例
try:
rates = get_binance_funding_rates(["BTCUSDT", "ETHUSDT"])
for rate in rates["data"]:
print(f"{rate['symbol']}: {rate['lastFundingRate']}")
# 出力例: BTCUSDT: 0.00010000
# 出力例: ETHUSDT: 0.00005000
except Exception as e:
print(f"エラー発生: {e}")
資金费率履歴の長期取得<\/h3>
import requests
import pandas as pd
from datetime import datetime, timedelta
BASE_URL = "https://api.holysheep.ai/v1"
API_KEY = "YOUR_HOLYSHEEP_API_KEY"
def get_funding_rate_history(symbol, days=30):
"""
指定期間の資金费率履歴を取得
実際のBinance APIは直近500件しか返さないため、
HolySheepはキャッシュデータを効率的に返却
"""
headers = {
"Authorization": f"Bearer {API_KEY}",
"Content-Type": "application/json"
}
payload = {
"provider": "binance",
"endpoint": "/fapi/v1/fundingRate",
"params": {
"symbol": symbol,
"startTime": int((datetime.now() - timedelta(days=days)).timestamp() * 1000),
"limit": 1000
}
}
response = requests.post(
f"{BASE_URL}/aggregate",
headers=headers,
json=payload,
timeout=15
)
if response.status_code != 200:
raise ConnectionError(f"Failed to fetch: {response.status_code}")
data = response.json()
# DataFrameに変換
df = pd.DataFrame(data["data"])
df["fundingTime"] = pd.to_datetime(df["fundingTime"], unit="ms")
df["fundingRate"] = df["fundingRate"].astype(float)
return df
実践的な使用例
try:
# BTCの30日分資金费率履歴を取得
btc_history = get_funding_rate_history("BTCUSDT", days=30)
print(f"取得件数: {len(btc_history)}")
print(f"平均資金费率: {btc_history['fundingRate'].mean():.6f}")
print(f"最大資金费率: {btc_history['fundingRate'].max():.6f}")
print(f"最小資金费率: {btc_history['fundingRate'].min():.6f}")
# CSV保存
btc_history.to_csv("btc_funding_rates.csv", index=False)
print("CSV保存完了: btc_funding_rates.csv")
except ConnectionError as e:
print(f"接続エラー: {e}")
# リトライ処理
time.sleep(5)
btc_history = get_funding_rate_history("BTCUSDT", days=30)
裁定取引ロボットへの応用<\/h3>
import requests
import time
from threading import Thread
BASE_URL = "https://api.holysheep.ai/v1"
API_KEY = "YOUR_HOLYSHEEP_API_KEY"
class FundingRateArbitrageMonitor:
"""資金费率裁定取引モニター"""
def __init__(self, symbols=["BTCUSDT", "ETHUSDT"]):
self.symbols = symbols
self.headers = {
"Authorization": f"Bearer {API_KEY}",
"Content-Type": "application/json"
}
self.running = False
def fetch_current_rates(self):
payload = {
"provider": "binance",
"endpoint": "/fapi/v1/premiumIndex",
"params": {"symbols": self.symbols}
}
response = requests.post(
f"{BASE_URL}/aggregate",
headers=self.headers,
json=payload,
timeout=10
)
if response.status_code == 401:
raise PermissionError("APIキーが無効です。HolySheepダッシュボードで確認してください。")
return response.json()
def analyze_arbitrage_opportunity(self, rates):
"""裁定機会を検出"""
opportunities = []
for rate_data in rates.get("data", []):
funding_rate = float(rate_data.get("lastFundingRate", 0))
# 資金费率が0.05%以上なら裁定機会ありと判断
if abs(funding_rate) > 0.0005:
opportunities.append({
"symbol": rate_data["symbol"],
"funding_rate": funding_rate,
"annualized_rate": funding_rate * 3 * 365, # 8時間毎
"action": "SHORT" if funding_rate > 0 else "LONG"
})
return opportunities
def start_monitoring(self, interval=60):
"""定期モニタリング開始"""
self.running = True
print(f"モニタリング開始: {interval}秒間隔")
while self.running:
try:
rates = self.fetch_current_rates()
opportunities = self.analyze_arbitrage_opportunity(rates)
if opportunities:
print(f"\n[{time.strftime('%H:%M:%S')}] 裁定機会検出!")
for opp in opportunities:
print(f" {opp['symbol']}: "
f"資金费率 {opp['funding_rate']:.4%} | "
f"年率 {opp['annualized_rate']:.2%} | "
f"アクション: {opp['action']}")
else:
print(f"[{time.strftime('%H:%M:%S')}] 裁定機会なし")
except PermissionError as e:
print(f"認証エラー: {e}")
break
except Exception as e:
print(f"モニタリングエラー: {e}")
time.sleep(interval)
def stop(self):
self.running = False
使用例
if __name__ == "__main__":
monitor = FundingRateArbitrageMonitor(["BTCUSDT", "ETHUSDT", "BNBUSDT"])
# 別スレッドで実行
monitor_thread = Thread(target=monitor.start_monitoring, args=(30,))
monitor_thread.start()
# 60秒後に停止
time.sleep(60)
monitor.stop()
print("モニタリング停止")
よくあるエラーと対処法<\/h2>