Mt.Gox trading bot (simplebot.py). PoC, do not use!

import sys
from urllib import urlencode
import urllib2
import time
from hashlib import sha512
from hmac import HMAC
import base64
import json
import sys
from urllib2 import URLError
from datetime import datetime

from mtgox_config import *

FETCH = True
ORDER = False

def get_nonce():
    return int(time.time()*100000)

def sign_data(secret, data):
    return base64.b64encode(str(HMAC(secret, data, sha512).digest()))

class requester:
    def __init__(self, auth_key, auth_secret):
        self.auth_key = auth_key
        self.auth_secret = base64.b64decode(auth_secret)

    def build_query(self, req={}):
        req["nonce"] = get_nonce()
        post_data = urlencode(req)
        headers = {}
        headers["User-Agent"] = "GoxApi"
        headers["Rest-Key"] = self.auth_key
        headers["Rest-Sign"] = sign_data(self.auth_secret, post_data)
        return (post_data, headers)

    def perform(self, path, args):
        data, headers = self.build_query(args)
        req = urllib2.Request("https://mtgox.com/api/0/"+path, data, headers)
        res = urllib2.urlopen(req, data)
        return json.load(res)

class SimpleBot:
    def __init__(self):
        self.r = requester(MTGOX_API_KEY, MTGOX_API_SECRET)
        pass

    def process(self):

        fee = 0.0055
        interest = 0.0005

        vwap = 3.970505
        btc = 1.702021
        usd = 0.002398
        btc = 0.000001
        usd = 6.892910
        last = 3.970505

        if FETCH:
            trade_data = self.r.perform("getOrders.php", {})
            ticker = self.r.perform("data/ticker.php", {})["ticker"];
            info = self.r.perform("info.php", {});
            btc = float(trade_data["btcs"])
            usd = float(trade_data["usds"])
            last = float(ticker["last"])
            vwap = float(ticker["vwap"])
            fee = float(info['Trade_Fee']) / 100

            orders = trade_data['orders']

            #remove all orders
            for order in orders:
                typestring = "sell" if order['type'] == 1 else "buy"
                print "-- Orders --"
                print typestring, order['amount'], "@", order['price']
                if ORDER:
                    self.r.perform("cancelOrder.php", { oid: order["oid"], type: order['type'] });

        #sanity check
        if (vwap < 1 or vwap > 1000) or (btc < 1 and usd < 1) or (fee < 0.001 or fee > 0.01):
            exit()

        print "-- Balance --"
        print "BTC: %f USD: %f vwap: %f last: %f fee: %f interest: %f" % (btc, usd, vwap, last, fee, interest)

        order_type = 0
        order_id = '';

        best = last

        if abs(1 - last / vwap) > 0.1:
            best = vwap

        if btc * best < usd:
            print "-- Buying --"
            order_type = 0
            buy_coef = 1.0 - fee - interest
            price = best * buy_coef
            amount = usd / price
            print "placing order: buy %f @ %f (%f * %f) => %f" % (amount, price, best, buy_coef, amount * price)
            if ORDER:
                order_id = self.r.perform("buyBTC.php", {amount: amount, price: price})["oid"];

        else:
            print "-- Selling --"
            order_type = 1
            sell_coef = 1.0 + fee + interest
            price = best * sell_coef
            amount = btc
            print "placing order: sell %f @ %f (%f * %f) => %f" % (amount, price, best, sell_coef, amount * price)
            if ORDER:
                order_id = self.r.perform("sellBTC.php", {amount: amount, price: price})["oid"];

        return {"btc" : btc, "usd" : usd, "avg" : vwap,
            "amount" : amount, "price" : price, "type": order_type, "oid" : order_id }

def main():
    bot = SimpleBot()
    bot.process()

if __name__ == "__main__":
    main()