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PythonでAPIより過去の為替レートを取得する方法
前回の記事でPythonでAPIより現在の為替レートを取得する方法を紹介しました。
今度は過去の為替レートを取得する方法を紹介します。
GMOコインAPIで過去の為替レートを取得する
ドル円為替レートの取得方法
以下のコードでドル円為替レートの取得が可能です。
1.GMOコインのAPIで最新の為替レートを取得
まずは、過去のドル円為替レートを取得します。
import datetime
import requests
import json
import pandas as pd
# 現在時刻取得
now_date = datetime.datetime.now()
# GMOコインのAPIで最新の1分足の為替レートを取得
end_point = 'https://forex-api.coin.z.com/public'
api_path = f'/v1/klines?symbol=USD_JPY&priceType=ASK&interval=1day&date=2023'
response = requests.get(f'{end_point}{api_path}')
if response.status_code != 200:
print(f'エラーが発生しました。ステータス：{response.status_code}, メッセージ：{response.text}')
exit(-1)
# レスポンス結果を取得
data = response.json()
print(data)
以下のようにJSON形式で結果が返却されます。
【結果】
{'status': 0, 'data': [{'openTime': '1672606800000', 'open': '131.007', 'high': '131.099', 'low': '130.632', 'close': '130.798'}, {'openTime': '1672693200000', 'open': '130.875', 'high': '131.419', 'low': '129.519', 'close': '131.024'}, {'openTime': '1672779600000', 'open': '131.024', 'high': '132.72', 'low': '129.929', 'close': '132.646'}, {'openTime': '1672866000000', 'open': '132.646', 'high': '134.057', 'low': '131.686', 'close': '133.421'}, {'openTime': '1672952400000', 'open': '133.421', 'high': '134.775', 'low': '131.998', 'close': '132.102'}, {'openTime': '1673211600000', 'open': '131.997', 'high': '132.656', 'low': '131.31', 'close': '131.904'}, {'openTime': '1673298000000', 'open': '131.904', 'high': '132.48', 'low': '131.393', 'close': '132.285'}, {'openTime': '1673384400000', 'open': '132.285', 'high': '132.872', 'low': '132.07', 'close': '132.473'}, {'openTime': '1673470800000', 'open': '132.473', 'high': '132.612', 'low': '128.869', 'close': '129.322'}, {'openTime': '1673557200000', 'open': '129.322', 'high': '129.445', 'low': '127.462', 'close': '127.839'}, {'openTime': '1673816400000', 'open': '127.871', 'high': '128.873', 'low': '127.223', 'close': '128.646'}, {'openTime': '1673902800000', 'open': '128.646', 'high': '129.165', 'low': '127.995', 'close': '128.141'}, {'openTime': '1673989200000', 'open': '128.141', 'high': '131.585', 'low': '127.571', 'close': '128.932'}, {'openTime': '1674075600000', 'open': '128.932', 'high': '128.959', 'low': '127.763', 'close': '128.441'}, {'openTime': '1674162000000', 'open': '128.441', 'high': '130.611', 'low': '128.352', 'close': '129.529'}, {'openTime': '1674421200000', 'open': '129.52', 'high': '130.891', 'low': '129.045', 'close': '130.68'}, {'openTime': '1674507600000', 'open': '130.68', 'high': '131.121', 'low': '129.731', 'close': '130.179'}, {'openTime': '1674594000000', 'open': '130.179', 'high': '130.587', 'low': '129.271', 'close': '129.618'}, {'openTime': '1674680400000', 'open': '129.618', 'high': '130.619', 'low': '129.027', 'close': '130.235'}, {'openTime': '1674766800000', 'open': '130.235', 'high': '130.271', 'low': '129.502', 'close': '129.861'}, {'openTime': '1675026000000', 'open': '129.763', 'high': '130.571', 'low': '129.208', 'close': '130.439'}, {'openTime': '1675112400000', 'open': '130.439', 'high': '130.532', 'low': '129.746', 'close': '130.132'}, {'openTime': '1675198800000', 'open': '130.132', 'high': '130.41', 'low': '128.547', 'close': '129.061'}, {'openTime': '1675285200000', 'open': '129.061', 'high': '129.146', 'low': '128.087', 'close': '128.737'}, {'openTime': '1675371600000', 'open': '128.737', 'high': '131.243', 'low': '128.332', 'close': '131.199'}, {'openTime': '1675630800000', 'open': '132.516', 'high': '132.902', 'low': '131.517', 'close': '132.71'}, {'openTime': '1675717200000', 'open': '132.71', 'high': '132.71', 'low': '130.48', 'close': '131.138'}, {'openTime': '1675803600000', 'open': '131.138', 'high': '131.547', 'low': '130.598', 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'high': '144.839', 'low': '143.302', 'close': '144.769'}, {'openTime': '1691701200000', 'open': '144.774', 'high': '145.003', 'low': '144.423', 'close': '144.978'}, {'openTime': '1691960400000', 'open': '145', 'high': '145.586', 'low': '144.663', 'close': '145.58'}, {'openTime': '1692046800000', 'open': '145.589', 'high': '145.869', 'low': '145.107', 'close': '145.601'}, {'openTime': '1692133200000', 'open': '145.601', 'high': '146.411', 'low': '145.308', 'close': '146.368'}, {'openTime': '1692219600000', 'open': '146.368', 'high': '146.563', 'low': '145.621', 'close': '145.861'}, {'openTime': '1692306000000', 'open': '145.86', 'high': '145.901', 'low': '144.931', 'close': '145.418'}, {'openTime': '1692565200000', 'open': '145.446', 'high': '146.404', 'low': '145.147', 'close': '146.253'}, {'openTime': '1692651600000', 'open': '146.253', 'high': '146.403', 'low': '145.497', 'close': '145.912'}, {'openTime': '1692738000000', 'open': '145.909', 'high': '145.91', 'low': '144.543', 'close': '144.874'}, {'openTime': '1692824400000', 'open': '144.874', 'high': '145.962', 'low': '144.605', 'close': '145.864'}, {'openTime': '1692910800000', 'open': '145.863', 'high': '146.637', 'low': '145.729', 'close': '146.439'}, {'openTime': '1693170000000', 'open': '146.454', 'high': '146.747', 'low': '146.279', 'close': '146.565'}, {'openTime': '1693256400000', 'open': '146.565', 'high': '147.376', 'low': '145.671', 'close': '145.898'}, {'openTime': '1693342800000', 'open': '145.911', 'high': '146.541', 'low': '145.561', 'close': '146.268'}, {'openTime': '1693429200000', 'open': '146.281', 'high': '146.281', 'low': '145.355', 'close': '145.563'}, {'openTime': '1693515600000', 'open': '145.566', 'high': '146.312', 'low': '144.45', 'close': '146.268'}, {'openTime': '1693774800000', 'open': '146.233', 'high': '146.521', 'low': '146.027', 'close': '146.508'}, {'openTime': '1693861200000', 'open': '146.508', 'high': '147.803', 'low': '146.437', 'close': '147.747'}, {'openTime': '1693947600000', 'open': '147.747', 'high': '147.819', 'low': '147.021', 'close': '147.695'}, {'openTime': '1694034000000', 'open': '147.703', 'high': '147.875', 'low': '147.047', 'close': '147.326'}, {'openTime': '1694120400000', 'open': '147.326', 'high': '147.884', 'low': '146.598', 'close': '147.842'}, {'openTime': '1694379600000', 'open': '146.871', 'high': '147.304', 'low': '145.909', 'close': '146.618'}, {'openTime': '1694466000000', 'open': '146.618', 'high': '147.236', 'low': '146.449', 'close': '147.115'}, {'openTime': '1694552400000', 'open': '147.115', 'high': '147.764', 'low': '147.05', 'close': '147.502'}, {'openTime': '1694638800000', 'open': '147.502', 'high': '147.574', 'low': '147.02', 'close': '147.505'}, {'openTime': '1694725200000', 'open': '147.506', 'high': '147.952', 'low': '147.34', 'close': '147.884'}, {'openTime': '1694984400000', 'open': '147.832', 'high': '147.88', 'low': '147.561', 'close': '147.643'}, {'openTime': '1695070800000', 'open': '147.641', 'high': '147.924', 'low': '147.51', 'close': '147.893'}, {'openTime': '1695157200000', 'open': '147.894', 'high': '148.393', 'low': '147.476', 'close': '148.378'}, {'openTime': '1695243600000', 'open': '148.372', 'high': '148.459', 'low': '147.324', 'close': '147.62'}, {'openTime': '1695330000000', 'open': '147.621', 'high': '148.446', 'low': '147.512', 'close': '148.418'}, {'openTime': '1695589200000', 'open': '148.36', 'high': '148.966', 'low': '148.284', 'close': '148.916'}, {'openTime': '1695675600000', 'open': '148.921', 'high': '149.187', 'low': '148.709', 'close': '149.097'}, {'openTime': '1695762000000', 'open': '149.098', 'high': '149.709', 'low': '148.866', 'close': '149.667'}, {'openTime': '1695848400000', 'open': '149.667', 'high': '149.671', 'low': '149.15', 'close': '149.342'}, {'openTime': '1695934800000', 'open': '149.342', 'high': '149.508', 'low': '148.532', 'close': '149.394'}, {'openTime': '1696194000000', 'open': '149.547', 'high': '149.907', 'low': '149.459', 'close': '149.893'}, {'openTime': '1696280400000', 'open': '149.892', 'high': '150.163', 'low': '147.384', 'close': '149.065'}, {'openTime': '1696366800000', 'open': '149.064', 'high': '149.32', 'low': '148.739', 'close': '149.162'}, {'openTime': '1696453200000', 'open': '149.162', 'high': '149.162', 'low': '148.267', 'close': '148.546'}, {'openTime': '1696539600000', 'open': '148.546', 'high': '149.543', 'low': '148.363', 'close': '149.334'}, {'openTime': '1696798800000', 'open': '149.096', 'high': '149.274', 'low': '148.44', 'close': '148.542'}, {'openTime': '1696885200000', 'open': '148.542', 'high': '149.099', 'low': '148.166', 'close': '148.75'}, {'openTime': '1696971600000', 'open': '148.75', 'high': '149.327', 'low': '148.427', 'close': '149.201'}, {'openTime': '1697058000000', 'open': '149.201', 'high': '149.86', 'low': '148.959', 'close': '149.843'}, {'openTime': '1697144400000', 'open': '149.843', 'high': '149.851', 'low': '149.458', 'close': '149.606'}, {'openTime': '1697403600000', 'open': '149.577', 'high': '149.766', 'low': '149.378', 'close': '149.547'}, {'openTime': '1697490000000', 'open': '149.547', 'high': '149.881', 'low': '148.92', 'close': '149.851'}, {'openTime': '1697576400000', 'open': '149.851', 'high': '149.972', 'low': '149.495', 'close': '149.963'}, {'openTime': '1697662800000', 'open': '149.963', 'high': '149.979', 'low': '149.67', 'close': '149.826'}, {'openTime': '1697749200000', 'open': '149.826', 'high': '149.994', 'low': '149.706', 'close': '149.89'}, {'openTime': '1698008400000', 'open': '149.849', 'high': '149.992', 'low': '149.558', 'close': '149.749'}, {'openTime': '1698094800000', 'open': '149.749', 'high': '149.952', 'low': '149.326', 'close': '149.946'}, {'openTime': '1698181200000', 'open': '149.949', 'high': '150.351', 'low': '149.797', 'close': '150.267'}, {'openTime': '1698267600000', 'open': '150.267', 'high': '150.781', 'low': '149.935', 'close': '150.435'}, {'openTime': '1698354000000', 'open': '150.435', 'high': '150.451', 'low': '149.462', 'close': '149.695'}, {'openTime': '1698613200000', 'open': '149.641', 'high': '149.857', 'low': '148.81', 'close': '149.145'}, {'openTime': '1698699600000', 'open': '149.145', 'high': '151.758', 'low': '149.061', 'close': '151.746'}, {'openTime': '1698786000000', 'open': '151.746', 'high': '151.746', 'low': '150.664', 'close': '150.983'}, {'openTime': '1698872400000', 'open': '150.984', 'high': '150.998', 'low': '149.847', 'close': '150.491'}, {'openTime': '1698958800000', 'open': '150.491', 'high': '150.524', 'low': '149.218', 'close': '149.423'}, {'openTime': '1699218000000', 'open': '149.402', 'high': '150.031', 'low': '149.369', 'close': '150.029'}, {'openTime': '1699304400000', 'open': '150.028', 'high': '150.695', 'low': '149.937', 'close': '150.476'}, {'openTime': '1699390800000', 'open': '150.476', 'high': '151.09', 'low': '150.354', 'close': '151.03'}, {'openTime': '1699477200000', 'open': '151.03', 'high': '151.412', 'low': '150.779', 'close': '151.404'}, {'openTime': '1699563600000', 'open': '151.404', 'high': '151.632', 'low': '151.226', 'close': '151.562'}, {'openTime': '1699822800000', 'open': '151.527', 'high': '151.91', 'low': '151.214', 'close': '151.677'}, {'openTime': '1699909200000', 'open': '151.676', 'high': '151.785', 'low': '150.187', 'close': '150.272'}, {'openTime': '1699995600000', 'open': '150.272', 'high': '151.444', 'low': '150.064', 'close': '151.444'}, {'openTime': '1700082000000', 'open': '151.445', 'high': '151.453', 'low': '150.291', 'close': '150.769'}, {'openTime': '1700168400000', 'open': '150.769', 'high': '150.806', 'low': '149.202', 'close': '149.747'}, {'openTime': '1700427600000', 'open': '149.77', 'high': '149.996', 'low': '148.106', 'close': '148.396'}, {'openTime': '1700514000000', 'open': '148.396', 'high': '148.599', 'low': '147.157', 'close': '148.454'}, {'openTime': '1700600400000', 'open': '148.454', 'high': '149.751', 'low': '148.022', 'close': '149.662'}, {'openTime': '1700686800000', 'open': '149.664', 'high': '149.693', 'low': '148.892', 'close': '149.631'}, {'openTime': '1700773200000', 'open': '149.631', 'high': '149.716', 'low': '149.201', 'close': '149.518'}, {'openTime': '1701032400000', 'open': '149.514', 'high': '149.674', 'low': '148.549', 'close': '148.69'}, {'openTime': '1701118800000', 'open': '148.69', 'high': '148.836', 'low': '147.326', 'close': '147.541'}, {'openTime': '1701205200000', 'open': '147.541', 'high': '147.911', 'low': '146.676', 'close': '147.375'}, {'openTime': '1701291600000', 'open': '147.364', 'high': '148.522', 'low': '146.848', 'close': '148.3'}, {'openTime': '1701378000000', 'open': '148.301', 'high': '148.349', 'low': '146.664', 'close': '146.915'}, {'openTime': '1701637200000', 'open': '146.777', 'high': '147.453', 'low': '146.231', 'close': '147.352'}, {'openTime': '1701723600000', 'open': '147.351', 'high': '147.392', 'low': '146.57', 'close': '147.264'}, {'openTime': '1701810000000', 'open': '147.264', 'high': '147.501', 'low': '146.9', 'close': '147.431'}, {'openTime': '1701896400000', 'open': '147.431', 'high': '147.441', 'low': '141.683', 'close': '143.784'}, {'openTime': '1701982800000', 'open': '143.784', 'high': '145.216', 'low': '142.505', 'close': '145.044'}, {'openTime': '1702242000000', 'open': '145.01', 'high': '146.599', 'low': '144.815', 'close': '146.266'}, {'openTime': '1702328400000', 'open': '146.267', 'high': '146.272', 'low': '144.744', 'close': '145.562'}, {'openTime': '1702414800000', 'open': '145.562', 'high': '145.999', 'low': '142.713', 'close': '143.019'}, {'openTime': '1702501200000', 'open': '143.019', 'high': '143.185', 'low': '140.976', 'close': '141.86'}, {'openTime': '1702587600000', 'open': '141.86', 'high': '142.471', 'low': '141.442', 'close': '142.284'}, {'openTime': '1702846800000', 'open': '142.162', 'high': '143.161', 'low': '142.076', 'close': '142.977'}, {'openTime': '1702933200000', 'open': '142.977', 'high': '144.959', 'low': '142.254', 'close': '143.945'}, {'openTime': '1703019600000', 'open': '143.945', 'high': '144.102', 'low': '143.266', 'close': '143.811'}, {'openTime': '1703106000000', 'open': '143.811', 'high': '143.825', 'low': '142.049', 'close': '142.288'}, {'openTime': '1703192400000', 'open': '142.288', 'high': '142.712', 'low': '141.87', 'close': '142.65'}, {'openTime': '1703538000000', 'open': '142.564', 'high': '142.64', 'low': '142.098', 'close': '142.592'}, {'openTime': '1703624400000', 'open': '142.592', 'high': '142.85', 'low': '141.557', 'close': '141.968'}, {'openTime': '1703710800000', 'open': '141.968', 'high': '142.042', 'low': '140.255', 'close': '141.527'}, {'openTime': '1703797200000', 'open': '141.527', 'high': '141.918', 'low': '140.802', 'close': '141.178'}], 'responsetime': '2024-01-01T22:00:04.699Z'}
2.取得結果をpandasに格納
取得したデータをPandsに格納します。
# pandasにデータを格納
df = pd.DataFrame(data["data"])
print(df)
以下のように格納されます。
【結果】
openTime open high low close
0 1672606800000 131.007 131.099 130.632 130.798
1 1672693200000 130.875 131.419 129.519 131.024
2 1672779600000 131.024 132.72 129.929 132.646
3 1672866000000 132.646 134.057 131.686 133.421
4 1672952400000 133.421 134.775 131.998 132.102
.. ... ... ... ... ...
254 1703192400000 142.288 142.712 141.87 142.65
255 1703538000000 142.564 142.64 142.098 142.592
256 1703624400000 142.592 142.85 141.557 141.968
257 1703710800000 141.968 142.042 140.255 141.527
258 1703797200000 141.527 141.918 140.802 141.178
3.openTime列を日時に変換
格納したデータのopenTime列を日時に変換に変換します。
# openTime列を日時に変換し、pandasにデータを格納
df['openTime'] = pd.to_datetime(pd.to_numeric(df['openTime']), unit='ms')
print(df)
以下のように格納されます。
【結果】
openTime open high low close
0 2023-01-01 21:00:00 131.007 131.099 130.632 130.798
1 2023-01-02 21:00:00 130.875 131.419 129.519 131.024
2 2023-01-03 21:00:00 131.024 132.72 129.929 132.646
3 2023-01-04 21:00:00 132.646 134.057 131.686 133.421
4 2023-01-05 21:00:00 133.421 134.775 131.998 132.102
.. ... ... ... ... ...
254 2023-12-21 21:00:00 142.288 142.712 141.87 142.65
255 2023-12-25 21:00:00 142.564 142.64 142.098 142.592
256 2023-12-26 21:00:00 142.592 142.85 141.557 141.968
257 2023-12-27 21:00:00 141.968 142.042 140.255 141.527
258 2023-12-28 21:00:00 141.527 141.918 140.802 141.178
4.apiの値について
過去のデータはapiのurlを変えることで取得するデータを変えることができます。
api_path = f'/v1/klines?symbol=USD_JPY&priceType=ASK&interval=1day&date=2023'
| パラメータ | 値 |
|---|---|
| symbol | 取扱銘柄はこちら |
| priceType | 以下を指定 BID, ASK |
| interval | 以下を指定 1min, 5min, 10min, 15min, 30min, 1hour, 4hour, 8hour, 12hour, 1day, 1week, 1month |
| date | 以下を指定 YYYYMMDD, YYYY 【YYYYMMDDで指定できるintervalの種類】 1min, 5min, 10min, 15min, 30min, 1hour ※20231028以降を指定可能 日本時間朝6：00に新しい日付に切替 【YYYYで指定できるintervalの種類】 4hour, 8hour, 12hour, 1day, 1week, 1month ※当社取扱開始年以降を指定可能 取扱開始日はこちら |
以上で過去の為替レートが取得できます。
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