看了这篇文章《如何利用USDT无风险套利日赚1000？》
文章提到利用USDT场外交易进行套利，原理不多说了，自己去看文章。
我作了个火币上法币交易的报价监控脚本。跑的时间不多，偶尔能发现价差，这里交流下思路和源码，能不能赚到钱就再说吧，还要再优化。
火币的法币交易网站
https://otc.huobi.pro/#/trade/list?coin=1&type=1
打开chrome的develop tool 工具可以找到具体的api
从preview中可以看到报价信息就藏在这里
可以将这个api复制到浏览器打开 ，第一个price字段，就是我们要提取的数据
image.png
直接先看log信息：
这里btc,eth,usdt买卖价都监控了。每次查询执行约5-10秒。跑了约半小时共发现5次价差。当然这里并没保留具体价差数据，还要完善。
22:36:53 132 #查询多少次
btc eth usdt
buy 72099.0 5522.88 6.45
sell 71911.0 5505.00 6.44
差价: #买价-卖价
btc 188.00
eth 17.88
usdt 0.01
dtype: float64
第 5 次发现价差
源码
import json
from urllib.request import Request, urlopen
import time
import pandas as pd
# coinID
btc = '1'
eth = '3'
usdt = '2'
# tradeType
buy = '1'
sell = '0'
def getPrice(coinID, tradeType):
huobiapi = "https://api-otc.huobi.pro/v1/otc/trade/list/public"
api_url = huobiapi + "?coinId=" + coinID + "&tradeType=" + tradeType + "¤tPage=1&payWay=&country=&merchant=1&online=1&range=0"
firefox_headers = {'User-Agent': 'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:23.0) Gecko/20100101 Firefox/23.0'}
request = Request( api_url, headers=firefox_headers )
html = urlopen( request )
data = html.read().decode( 'utf-8' )
dataJson = json.loads( data )
price = dataJson['data'][0]['price']
# print(price)
return price
def getAllPrice(showprice=0):
btc_buy = getPrice( coinID=btc, tradeType=buy )
btc_sell = getPrice( coinID=btc, tradeType=sell )
eth_buy = getPrice( coinID=eth, tradeType=buy )
eth_sell = getPrice( coinID=eth, tradeType=sell )
usdt_buy = getPrice( coinID=usdt, tradeType=buy )
usdt_sell = getPrice( coinID=usdt, tradeType=sell )
prices = {
"btc": {
"buy": btc_buy,
"sell": btc_sell
},
"eth": {
"buy": eth_buy,
"sell": eth_sell
},
"usdt": {
"buy": usdt_buy,
"sell": usdt_sell
}
}
prices_df = pd.DataFrame( prices )
if showprice:
print( prices_df )
return prices_df
def getChajia(prices,showChajia = 0):
cj = prices.iloc[0]-prices.iloc[1]
if showChajia:
print('差价:')
print(cj)
return cj
num = 0
r = 0
while(1):
t = time.strftime( '%H:%M:%S', time.localtime( time.time() ) )
print( t,r )
try:
prices = getAllPrice( showprice=1 )
cj = getChajia( prices=prices, showChajia=1 )
if (cj['btc'] < 0 or cj['eth'] < 0 or cj['usdt'] < 0):
num = num + 1
print( u"第",num,u"次发现价差")
except:
pass
r = r+1
time.sleep( 3 )
