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javamon
2025-12-06 22:31:19 +09:00
commit 849a100fa9
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collectors/__init__.py Normal file
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# -*- coding: utf-8 -*-
import requests, logging, json, time, sys
from datetime import datetime
from db import DB
from math import log10, floor
class Collector:
_auth = {}
_heaeder = {}
_mathod = ''
_name = 'target'
_temp_api_url = ''
_api_url = ''
allow_items = None
db = None
def _set_allow_items(self):
if self.is_db_connection():
self.allow_items = [_['item_code'] for _ in self.db.select_allow_items_all()]
def _get(self, url, headers=None, data=None, params=None):
resp = requests.get(url, headers=headers, data=data, params=params)
if resp.status_code == 429 : # 업비트 요청 수 제한으로 인한 1분 지연
time.sleep(60)
return self._get(url, headers, data, params)
if resp.status_code not in [200, 201]:
logging.error('get(%s) failed(%d)' % (url, resp.status_code))
if resp.text is not None:
logging.error('resp: %s' % resp.text)
raise Exception('request.get() failed(%s)' % resp.text)
raise Exception(
'request.get() failed(status_code:%d)' % resp.status_code)
self._update_remaining_req(resp)
return json.loads(resp.text)
def data_columns_init(self, df):
t_col = []
for c in df.columns:
t_col.append(c.lower().capitalize())
df.columns = t_col
def cal_ceil(self, x, sig=4):
return float(str(x)[:sig])
def packaging_data_per_time_unit(self, df, t_time):
time_type = {
'hour': '60min',
'hour4':'240min',
'hour6': '360min',
'hour12': '720min',
}
ohlc_dict = {
'Open': 'first',
'High': 'max',
'Low': 'min',
'Close': 'last',
'Volume': 'sum'
}
df = df.resample(time_type[t_time], how=ohlc_dict, label='left', base=540) # UTC (트레이딩뷰)
# return df[:-1]
return df
def _update_remaining_req(self, resp):
if 'Remaining-Req' not in resp.headers.keys():
return None
keyvals = resp.headers['Remaining-Req'].split('; ')
group = None
keyval = dict()
for _keyval in keyvals:
kv = _keyval.split('=')
if kv[0] == 'group':
group = kv[1]
else:
keyval[kv[0]] = kv[1]
if group is None:
return
keyval['update_time'] = datetime.now()
self.remaining_req[group] = keyval
def is_db_connection(self):
if self.db is None :
self.db = DB()
return True
# 테이블 체크 후 없을 시 기존 데이터를 추가(거래소별 max의 개수)
def is_table_in_db(self, finance, exchange, item, time_type = None):
if self.is_db_connection() :
return self.db.is_item_table_in_db(finance, exchange, item, time_type)
# 테이블 확인이 안될 시 없는 것으로 간주
return False
def _save_to_db_from_collectors_data(self, finance = 'crypto', exchange = 'upbit', item='KRW-BTC', data = None, time_type = None):
if self.is_db_connection() :
if data is not None and time_type is not None :
self.db.insertItemData(finance, exchange, item, data, time_type)
def _save_to_db_from_collectors_dataframe(self, finance = 'crypto', exchange = 'upbit', item='KRW-BTC', data = None, time_type = None):
if self.is_db_connection() :
if data is not None and time_type is not None :
self.db.insertItemDataframe(finance, exchange, item, data, time_type)
def _get_api_url(self):
if self.is_db_connection() :
url = self.db.select_api_url_from_tb_exchange(self._name)
if url is () :
return self._temp_api_url
return str(url['api_url'])
# 거래소 24시간 기준금액 업데이트
def update_exchange_standard_options(self):
markets = self._get_data_all_markets()
self._standard_price = self._get_standard_trade_price(markets)
self.db.update_standard_options_from_exchange(self._name, self._standard_price)
def get_exchange_info_from_db(self):
return self.db.select_row_data_from_exchange(self._name)
def _get_item_list_tb_exchange_and_item(self): # dev
e_info = self.get_exchange_info_from_db()
if e_info is () :
return None
return self.db.select_items_data_from_tb_items_by_exchange_id(e_info['id'])
# 거래소 기본정보 데이터 저장
def _add_exchange_info_to_db(self, finance, exchange, s_price, url):
if self.is_db_connection() :
self.db.insert_finance_and_exchange_data(finance, exchange, s_price, url)
# 아이템 종목 리스트 저장(종목 행 데이터 생성)
def _save_item_data_to_item_table(self, finance, exchange, item, total_trade_price_24h, total_trade_volume_24h):
if self.is_db_connection() :
self.db.insert_item_main_data(finance, exchange, item, total_trade_price_24h, total_trade_volume_24h)
# 거래종목 리스트 로드
def _load_markets(self):
print('not defined function : %s' % sys._getframe().f_code.co_name)
# 거래금액으로 필터링 된 거래종목 리스트 반환
def _return_list_filted_markets(self, markets):
print('not defined function : %s' % sys._getframe().f_code.co_name)
# 거래 금액 기준 반환 (달러 or 원화)
def _get_trade_price(self, markets):
print('not defined function : %s' % sys._getframe().f_code.co_name)
def _get_currency_type(self, item):
'''
0 : doller
1 : krw
:param item: target item
:return: currency_type
'''
if 'KRW' in str(item).upper() :
return 1
else :
return 0
def get_based_time_from_data(self, data):
if 'KRW' in data['target']:
return '9'
return '0'
# need override
def save_current_data(self):
print('not defined function : %s' % sys._getframe().f_code.co_name)
def _return_list_filted_markets(self, markets):
print('not defined function : %s' % sys._getframe().f_code.co_name)
def save_current_min_data(self):
print('not defined function : %s' % sys._getframe().f_code.co_name)
def save_current_hour_data(self):
print('not defined function : %s' % sys._getframe().f_code.co_name)
def save_current_day_data(self):
print('not defined function : %s' % sys._getframe().f_code.co_name)
def _set_standard_price(self):
print('not defined function : %s' % sys._getframe().f_code.co_name)
def get_history_data(self):
print('not defined function : %s' % sys._getframe().f_code.co_name)
def get_last_price_from_orderbook(self):
print('not defined function : %s' % sys._getframe().f_code.co_name)

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# -*- coding: utf-8 -*-
import sys
from collectors.collector import Collector
import logging
# import API
from lib.pybinancefutures import *
# curl
import json
import datetime, time
import requests
from pandas import DataFrame
import pandas as pd
from bs4 import BeautifulSoup
from db import DB
# access
# DPob3MlV51nb55D6OovjKTNRiyoiMWihX2phcunUNxI73Z7gSyo2ALX87dxcmuXB
# secret
# qgd5YHf4TiWvD8KjOL1qoPz9QX354mYMIoQ6FBt5VCv1tswQq3X6eGaFFrHZ7a7a
angel = 'power'
class Binance(Collector):
def __init__(self, access=None, secret=None):
self.remaining_req = {}
self._heaeder = {}
self._mathod = 'get'
self._finance = 'crypto' # 금융 종목
self._name = 'binance' # 거래소 이름
self.leverage = 1
self._standard_price = 0
self._temp_api_url = 'https://fapi.binance.com/fapi/v1/' # 임시 api 주소
self._market = MarketData()
if secret is not None:
self._api = Client(access, secret)
self._api_url = self._temp_api_url
self._set_allow_items()
# get filtered markets
self.markets = self._load_markets() # 테스트때 주석
'''
For Cron Funtions
'''
# 바이낸스 기준 시총 정의
def _get_standard_trade_price(self, markets=None):
p_list = []
for m in self._market.ticker_price_24h():
p = m['lastPrice']
v = m['volume']
p_list.append(float(p)*float(v))
p_list.sort(reverse=True)
return float(p_list[1] - p_list[1] * 0.01)
def _return_list_filted_markets(self):
filtered_list = []
for m in self._market.ticker_price_24h():
s = m['symbol']
p = m['lastPrice']
v = m['volume']
f_if = False
# 리플 제외
if 'XRP' in s:
continue
# 허용 아이템 조건
for i in self.allow_items:
if i == s.replace('USDT', ''):
f_if = True
# 24시간 거래금액 및 종목 가격 제한 조건
# f_if = float(p) * float(v) > self._standard_price \
# and float(p) > float(100)
if f_if:
item = {
'market': str(s),
'acc_trade_price_24h': float(p) * float(v), # 거래 총 금액
'acc_trade_volume_24h': float(v), # 거래량
}
filtered_list.append(item)
return filtered_list
def _save_market_list_to_db(self, markets):
for m in markets:
self._save_item_data_to_item_table(self._finance, # 금융
self._name, # 거래소
m['market'], # 종목
m['acc_trade_price_24h'], # 24시간 거래 금액
m['acc_trade_volume_24h'] # 24시간 거래량
)
def _load_markets(self):
# DB에서 종목이 없을 경우 아래 로직 실행
try:
markets = self._return_list_filted_markets()
# set exchange min marget cap(시총)
self._standard_price = self._get_standard_trade_price(markets)
# 거래소 기본정보 DB 저장 (거래 기준가, api_url 등)
self._add_exchange_info_to_db(self._finance, self._name, self._standard_price, self._api_url)
# 종목 리스트 DB 저장
self._save_market_list_to_db(markets)
return markets
except Exception as e:
logging.error(e)
return self._load_markets()
# raise Exception(e) # for dev
def save_current_min_data(self, market):
time_type = 'minute'
data = self.get_history_data(market, time_type)
self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
def save_current_hour_data(self, market):
time_type = 'hour'
data = self.get_history_data(market, time_type)
self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
def save_current_day_data(self, market):
time_type = 'day'
data = self.get_history_data(market, time_type)
self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
def get_history_data(self, symbol="BTCUSDT", interval="hour", rm_last=True):
int2type = {
"day": "1d",
"hour12": "12h",
"hour6": "6h",
"hour4": "4h", # custom hour
"hour": "1h",
"minute30": "30m",
"minute15": "15m",
"minute10": "15m",
"minute5": "5m",
"minute3": "3m",
"minute": "1m",
}
# set symbol
self._market.symbol = symbol
data = self._market.candles_data(int2type[interval], None, None, 1500)
columns = ['Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Close_Time',
'Quote_Asset_Volume', 'Number_of_Trades', 'Taker_Buy_Base_Asset_Volume',
'Taker_Buy_Quote_Asset_Volume', 'Ignore']
df = DataFrame(data, columns=columns)
self.data_columns_init(df)
if not df.empty:
# Convert timestamp to date format
dates = [datetime.datetime.fromtimestamp(int(d) / 1000).strftime("%Y-%m-%d %H:%M:%S")
for d in df['Date'].values]
# df.loc[:, 'Date'] = df['Date']\
# .apply(lambda d: datetime.datetime.fromtimestamp(int(d)/1000).strftime("%Y-%m-%d %H:%M:%S"))
# Set needs columns
df = df[['Open', 'High', 'Low', 'Close', 'Volume']]
# Remove last candle
if rm_last:
df = df[:-1]
df.loc[:, symbol] = pd.Series(dates)
df = df.set_index(symbol)
# return df
return df.astype(float)
else:
return None
'''
For Trade Funtions
'''
def get_current_price(self, symbol):
self._market.symbol = symbol
recent_price = self._market.ticker_price_symbol(symbol)
if recent_price:
return recent_price[0]['price']
return None
def get_position_info(self):
return self._api.position_info()
def get_last_price_from_orderbook(self, symbol, position, cnt=0):
if cnt > 10:
return None, None
self._market.symbol = symbol
order_book = self._market.ticker_orderbook_symbol(symbol)
cnt += 1
for b_d in order_book:
if b_d['symbol'] in symbol:
if position == 'long':
return float(b_d['bidPrice'])
elif position == 'short':
return float(b_d['askPrice'])
time.sleep(1)
return self.get_last_price_from_orderbook(symbol, position, cnt)
def get_trading_fee(self):
return float(0.02)
# get_position_balance
def get_position_balance(self, symbol='USDT'):
time.sleep(1)
for b in self._api.position_info():
if str(b['symbol']) == str(symbol):
return float(abs(float(b['positionAmt'])))
return False
def get_balance(self, symbol='USDT'):
for b in self._api.balance():
if str(b['symbol']) == str(symbol):
return self.cal_ceil(b['positionAmt'], 5)
return 0
def get_now_amount(self, symbol):
res = {}
for b in self._api.balance():
if str(b['asset']) == 'USDT':
res['KRW'] = '{:.8f}'.format(float(b['withdrawAvailable']))
elif str(b['asset']) in symbol:
res[b['asset']] = '{:.8f}'.format(float(b['withdrawAvailable']))
return res
def get_all_seeds(self):
for b in self._api.balance():
if b['asset'] == 'USDT':
return '{:.8f}'.format(float(b['balance']))
# BinanceFuturesPy
def order_long(self, symbol, order=None, cnt=0):
self._api.symbol = symbol
# 레버리지 설정
self._api.change_leverage(self.leverage)
# 이전 주문 취소
self.order_cancel(order)
target_price = self.get_last_price_from_orderbook(symbol, 'long')
seeds = float(self.get_now_amount(symbol)['KRW'])
amount = self.get_position_balance(symbol)
if not amount > 0:
amount = self.cal_ceil(seeds / target_price, 5)*int(self.leverage)
if not amount > 0:
return False, None
if cnt > 100:
# 시장가 매수
order = self._api.new_order(side='BUY',
quantity=amount,
orderType='MARKET')
return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
else:
# 지정가 매수
order = self._api.new_order(side='BUY',
quantity=amount,
price=target_price,
orderType='LIMIT',
timeInForce='GTC')
if order is None or 'msg' in order:
print('주문 오류 -', order['msg'])
return False, None
time.sleep(2)
ordered = self._api.query_order(order['orderId'])
if ordered['origQty'] != ordered['executedQty']:
cnt += 1
return self.order_long(symbol, order, cnt)
seeds = float(self.get_now_amount(symbol)['KRW'])
# seeds = self.get_now_amount(symbol)['KRW']
return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
def order_short(self, symbol, order=None, cnt=0):
# for test
# return True, {'symbol': symbol, 'target_price': 8952000, 'amount': 1, 'seeds': 22000}
self._api.symbol = symbol
# 레버리지 설정
self._api.change_leverage(self.leverage)
# 이전 주문 취소
self.order_cancel(order)
target_price = self.get_last_price_from_orderbook(symbol, 'short')
seeds = float(self.get_now_amount(symbol)['KRW'])
amount = self.get_position_balance(symbol)
if not amount > 0:
amount = self.cal_ceil(seeds / target_price, 5)*int(self.leverage)
if not amount > 0:
return False, None
if cnt > 100:
# 시장가 매도
self._api.new_order(side='SELL',
quantity=amount,
orderType='MARKET')
seeds = self.get_now_amount(symbol)['KRW']
return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
else:
order = self._api.new_order(side='SELL',
quantity=amount,
price=target_price,
orderType='LIMIT',
timeInForce='GTC')
if order is None or 'msg' in order:
print('주문 오류 -', order['msg'])
return False, None
time.sleep(2)
ordered = self._api.query_order(order['orderId'])
if ordered['origQty'] != ordered['executedQty']:
cnt += 1
return self.order_short(symbol, order, cnt)
seeds = float(self.get_now_amount(symbol)['KRW'])
# seeds = self.get_now_amount(symbol)['KRW']
return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
def order_cancel(self, order=None):
if order is not None:
return self._api.cancel_order(order['orderId'])
return False

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# -*- coding: utf-8 -*-
import sys
from collectors.collector import Collector
import logging
# import API
import pybithumb
# curl
import json
import datetime, time
import requests
from pandas import DataFrame
from bs4 import BeautifulSoup
from db import DB
class Bithumb(Collector):
def __init__(self, access=None, secret=None):
self.remaining_req = {}
self._heaeder = {}
self._mathod = 'get'
self._finance = 'crypto' # 금융 종목
self._name = 'bithumb' # 거래소 이름
self.leverage = 1
self._standard_price = 0
self._temp_api_url = 'https://api.bithumb.com/' # 임시 api 주소
# self._api = pybithumb
if secret is None:
self._api = pybithumb.Bithumb
else:
self._api = pybithumb.Bithumb(access, secret)
self._api_url = self._temp_api_url
self._set_allow_items()
# get filtered markets
self.markets = self._load_markets() # 테스트때 주석
# 빗썸 거래 기준금액 정의
def _get_standard_trade_price(self, markets=None):
p_list = []
for m in markets:
res = pybithumb.get_market_detail(m)
# 종목 가격 제한 조건 추가 2019-11-12 => 잡코 방지
p_list.append(float(res[3])*float(res[4]))
# if res['status'] == '0000':
# p_list.append(float(res['data']['acc_trade_value_24H']))
p_list.sort(reverse=True)
return float(p_list[0] - p_list[0] * 0.01)
# return float(p_list[1] - p_list[1] * 0.01)
def _return_list_filted_markets(self, markets):
filtered_list = []
for m in markets:
f_if = False
# 리플 제외
if 'XRP' in m:
continue
res = pybithumb.get_market_detail(m)
# 허용 아이템 조건
for i in self.allow_items:
if i == m.replace('KRW-', ''):
f_if = True
# 24시간 거래금액 및 종목 가격 제한 조건
# f_if = float(res[3]) * float(res[4]) > self._standard_price \
# and float(res[3]) > float(100)
if f_if:
item = {
'market': 'KRW-' + str(m),
'acc_trade_price_24h': float(res[3]) * float(res[4]), # 거래 총 금액
'acc_trade_volume_24h': float(res[4]), # 거래량
}
filtered_list.append(item)
return filtered_list
def _save_market_list_to_db(self, markets):
for m in markets:
self._save_item_data_to_item_table(self._finance, # 금융
self._name, # 거래소
m['market'], # 종목
m['acc_trade_price_24h'], # 24시간 거래 금액
m['acc_trade_volume_24h'] # 24시간 거래량
)
def _load_markets(self):
# DB에서 종목이 없을 경우 아래 로직 실행
try:
markets = self._api.get_tickers()
# set exchange min volume
self._standard_price = self._get_standard_trade_price(markets)
filtered_markets = self._return_list_filted_markets(markets)
# 거래소 기본정보 DB 저장 (거래 기준가, api_url 등)
self._add_exchange_info_to_db(self._finance, self._name, self._standard_price, self._api_url)
# 종목 리스트 DB 저장
self._save_market_list_to_db(filtered_markets)
return filtered_markets
except Exception as e:
logging.error(e)
raise Exception(e) # for dev
return markets
def get_symbol_for_chart_view(self, market):
s = market.split('-')
return s[1] + '_' + s[0]
def save_current_min_data(self, market):
time_type = 'min'
data = self.get_history_data(self.get_symbol_for_chart_view(market), 'minute')[:-1]
self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
def save_current_hour_data(self, market):
time_type = 'hour'
data = self.get_history_data(self.get_symbol_for_chart_view(market), 'hour')[:-1]
self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
def save_current_day_data(self, market):
time_type = 'day'
data = self.get_history_data(self.get_symbol_for_chart_view(market), 'day')[:-1]
self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
def _swap_item_name(self, symbol):
symbol = str(symbol).replace('-', '_')
if 'KRW' in symbol.split('_')[0]:
s = symbol.split('_')
r_symbol = '_'.join([s[1], s[0]])
return r_symbol
return symbol
def get_history_data(self, symbol="BTC_KRW", interval="day", rm_last=True):
symbol = self._swap_item_name(symbol)
int2type = {
# "hour12": "12H",
# "hour6": "06H",
# "hour4": "01H", # custom hour
# "hour": "01H",
"day": "24H",
"hour12": "01H",
"hour6": "01H",
"hour4": "01H", # custom hour
"hour": "01H",
"minute30": "30M",
"minute10": "10M",
"minute5": "05M",
"minute3": "03M",
"minute": "01M",
}
url = "https://m.bithumb.com/trade/chart/{}".format(symbol)
resp = requests.get(url)
html = resp.text
# parsing coin type
string = html.split("COIN = ")[1].split(";")[0]
coin = json.loads(string)
tk2ct = {v['symbol_name']: k for k, v in coin['C0100'].items()}
# parsing xcoin name
selector = "#barcodeForm > input[name=csrf_xcoin_name]"
soup = BeautifulSoup(html, 'html5lib')
xcoin_name = soup.select(selector)[0]['value']
url = "https://m.bithumb.com/trade_history/chart_data"
headers = {
"cookie": 'csrf_xcoin_name={}'.format(xcoin_name),
"x-requested-with": "XMLHttpRequest"
}
symbol = symbol.replace("KRW", "")
symbol = symbol.replace("_", "")
data = {
"coinType": tk2ct[symbol],
"crncCd": "C0100",
"tickType": int2type[interval],
"csrf_xcoin_name": xcoin_name
}
resp = requests.post(url, data=data, headers=headers).json()
for x in resp['data']:
x[0] = datetime.datetime.fromtimestamp(x[0] / 1000)
columns = [symbol, 'open', 'close', 'high', 'low', 'volume']
df = DataFrame(resp['data'], columns=columns)
df = df.set_index(symbol)
if not df.empty:
# Remove last candle
if rm_last:
df = df[:-1]
self.data_columns_init(df)
if interval == 'hour4' or interval == 'hour6' or interval == 'hour12':
return self.packaging_data_per_time_unit(df, interval)
return df.astype(float)
else:
return None
def get_current_price(self, symbol):
symbol = self._swap_item_name(symbol)
return self._api.get_current_price(symbol)
def get_last_price_from_orderbook(self, symbol, position):
symbol = self._swap_item_name(symbol)
res = self._api.get_orderbook(symbol)
if res:
if position == 'long':
return int(res['bids'][0]['price'])
elif position == 'short':
return int(res['asks'][0]['price'])
return None, None
def get_trading_fee(self):
return self._api.get_trading_fee()
def get_all_balance(self, symbol='ALL'):
return self._api.get_balance(symbol)
def get_now_amount(self, symbol):
s = symbol.replace('KRW', '').replace('-', '')
res = {}
c, u, k, u = self.get_all_balance(s)
res[symbol] = '{:.8f}'.format(c)
res['KRW'] = int(k)-int(u)
return res
# https://github.com/sharebook-kr/pybithumb
# https://wikidocs.net/21887
def order_long(self, symbol, order=None, cnt=0):
# for test
# return True, {'symbol': symbol, 'target_price': 8723000, 'amount': 1, 'seeds': 20000}
# 이전 주문 취소
self.order_cancel(order)
target_price = self.get_last_price_from_orderbook(symbol, 'long')
s = symbol.replace('KRW', '').replace('-', '')
seeds = self.get_now_amount(symbol)['KRW']
amount = float('{:.4f}'.format(seeds/target_price, 4))
if cnt > 100:
# 시장가 매수
self._api.buy_market_order(s, amount)
return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
else:
# 지정가 매수
order = self._api.buy_limit_order(s, target_price, amount)
if order is None or 'message' in order:
print('주문 오류 -', order['message'])
return False
time.sleep(1)
if self._api.get_outstanding_order(order) is not None:
cnt += 1
return self.order_long(symbol, order, cnt)
return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
def order_short(self, symbol, order=None, cnt=0):
# for test
# return True, {'symbol': symbol, 'target_price': 8952000, 'amount': 1, 'seeds': 22000}
# 이전 주문 취소
self.order_cancel(order)
target_price = self.get_last_price_from_orderbook(symbol, 'short')
s = symbol.replace('KRW', '').replace('-', '')
amount = float(format(self._api.get_balance(s)[0], ".4f"))
if not amount > 0:
return True
if cnt > 100:
# 시장가 매도
self._api.sell_market_order(s, amount)
seeds = self.get_now_amount(symbol)['KRW']
return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
else:
# 지정가 매도
order = self._api.sell_limit_order(s, target_price, amount)
if order is None or 'message' in order:
print('주문 오류 -', order['message'])
return False
time.sleep(1)
if self._api.get_outstanding_order(order) is not None:
cnt += 1
return self.order_short(symbol, order, cnt)
seeds = self.get_now_amount(symbol)['KRW']
return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
def order_cancel(self, order=None):
if order is not None:
return self._api.cancel_order(order)
return False
# 포지션 종료 => 매도
def close_position(self, symbol):
return self.order_short(symbol)

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# -*- coding: utf-8 -*-
from collectors.collector import Collector
# Logging
import logging
# Exchage API
import pyupbit
import sys
# 거래금액 기준은 거래소 아이템 중 상위 3개에서 3번째의 종목 최소 거래금액 기준으로 정한다. # 종목 추가 기능을 추가한다.
# 상위 3개 종목 기본 거래종목 후보로 추가(데이터 수집) => 조건 만족 시 거래
# 1. 거래량
# 2. 변동폭
# 3. 수익성(시뮬레이터 결과 기반) : 머신러닝, 인디케이터 등 포함된 결과
# 거래 종목에서 제외 => 거래량, 변동폭, 수익성
# 거래 후보 종목에서 제외 => 거래량
# 거래량 기준 => 거래소 추가 시 상위 3개 종목 중 3번째 데이터 기준 => 사용자가 변경 가능 및 종목 추가 가능
class Upbit(Collector):
def __init__(self):
self._auth = {
'access': 'IdO6IXpgC07 XB2KWoID37jxvFXgpLMkxZRTxHViI',
'secret': 'QteNfsNZly1kZ1t3MGAc9bOxMDiIouozuQCZVVJI',
}
self.remaining_req = {}
self._heaeder = {}
self._mathod = 'get'
self._finance = 'crypto' # 금융 종목
self._name = 'upbit' # 거래소 이름
self.leverage = 1
self._standard_price = 0
self._temp_api_url = 'https://api.upbit.com/v1/' # 임시 api 주소
# get api url from db
self._api_url = self._get_api_url()
self._api = pyupbit
self._secret_api = pyupbit.Upbit(self._auth['access'], self._auth['secret'])
self._set_allow_items()
# get filtered markets
self.markets = self._load_markets() # 테스트때 주석
def set_key_data(self, access, secret):
self._secret_api = pyupbit.Upbit(access, secret)
# 업비트 거래 기준금액 정의
def _get_standard_trade_price(self, markets = None):
if markets == None:
markets = self._get_data_all_markets()
p_list = []
for m in markets :
c_type = self._get_currency_type(m['market'])
# 원화 거래
if c_type is 1:
p_list.append(int(m['acc_trade_price_24h']))
p_list.sort(reverse=True)
return int(p_list[0] - p_list[0] * 0.01)
# return int(p_list[2] - p_list[2] * 0.01)
def _get_data_all_markets(self):
market_all = self._get_market_all()
if market_all is None:
return
markets = []
for market in market_all:
markets.append(market['market'])
URL = self._api_url + 'ticker?markets=%s' % str(','.join(markets))
return self._get(URL)
def _return_list_filted_markets(self, markets):
filtered_list = []
for m in markets:
c_type = self._get_currency_type(m['market'])
f_if = False
# except ripple
if 'XRP' in m['market']:
continue
# 허용 아이템 조건
for i in self.allow_items:
if i == m['market'].replace('KRW-', ''):
f_if = True
# 24시간 거래금액 및 종목 가격 제한 조건
# f_if = int(m['acc_trade_price_24h']) > self._standard_price \
# and float(m['low_price']) > float(100)
# 원화 거래 항목으로 제한
if c_type is 1 and f_if:
filtered_list.append(m)
return filtered_list
def _save_market_list_to_db(self, markets):
for m in markets :
self._save_item_data_to_item_table(self._finance, # 금융
self._name, # 거래소
m['market'], # 종목
m['acc_trade_price_24h'], # 24시간 거래 금액
m['acc_trade_volume_24h'] # 24시간 거래량
)
def _load_markets(self):
# DB에서 종목이 없을 경우 아래 로직 실행
try:
markets = self._get_data_all_markets()
# set exchange min price
self._standard_price = self._get_standard_trade_price(markets)
filtered_markets = self._return_list_filted_markets(markets)
# 거래소 기본정보 DB 저장 (거래 기준가, api_url 등)
self._add_exchange_info_to_db(self._finance, self._name, self._standard_price, self._api_url)
# 종목 리스트 DB 저장
self._save_market_list_to_db(filtered_markets)
return filtered_markets
except Exception as e:
logging.error(e)
raise Exception(e) # for dev
return markets
def _get_market_all(self):
'''
마켓 코드 조회
업비트에서 거래 가능한 마켓 목록
https://docs.upbit.com/v1.0/reference#%EB%A7%88%EC%BC%93-%EC%BD%94%EB%93%9C-%EC%A1%B0%ED%9A%8C
:return: json array
'''
URL = self._api_url + 'market/all'
return self._get(URL)
def save_current_min_data(self, market):
time_type = 'min'
data = self._api.get_ohlcv(market, interval="minute1")[:-1]
self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
def save_current_hour_data(self, market):
time_type = 'hour'
data = self._api.get_ohlcv(market, interval="minute60")[:-1]
self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
def save_current_day_data(self, market):
time_type = 'day'
data = self._api.get_ohlcv(market, interval="day")[:-1]
self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)

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[.ShellClassInfo]
InfoTip=<EFBFBD><EFBFBD> <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD> <20><EFBFBD><C2B6><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD> <20><><EFBFBD><EFBFBD><EFBFBD>˴ϴ<CBB4>.
IconFile=C:\Program Files\Google\Drive\googledrivesync.exe
IconIndex=16

5
collectors/desktop.ini Normal file
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[.ShellClassInfo]
InfoTip=<EFBFBD><EFBFBD> <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD> <20><EFBFBD><C2B6><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD> <20><><EFBFBD><EFBFBD><EFBFBD>˴ϴ<CBB4>.
IconFile=C:\Program Files\Google\Drive\googledrivesync.exe
IconIndex=16

View File

View File

@@ -0,0 +1,5 @@
[.ShellClassInfo]
InfoTip=<EFBFBD><EFBFBD> <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD> <20><EFBFBD><C2B6><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD> <20><><EFBFBD><EFBFBD><EFBFBD>˴ϴ<CBB4>.
IconFile=C:\Program Files\Google\Drive\googledrivesync.exe
IconIndex=16

594
collectors/libs/upbitpy.py Normal file
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# -*- coding: utf-8 -*-
import json
import time
import requests
import jwt
import logging
from datetime import datetime
from urllib.parse import urlencode
class Upbitpy():
"""
Upbit API
https://docs.upbit.com/v1.0/reference
"""
def __init__(self, access_key=None, secret=None):
'''
Constructor
access_key, secret이 없으면 인증가능 요청(EXCHANGE API)은 사용할 수 없음
:param str access_key: 발급 받은 acccess key
:param str secret: 발급 받은 secret
'''
self.access_key = access_key
self.secret = secret
self.remaining_req = dict()
self.markets = self._load_markets()
###############################################################
# EXCHANGE API
###############################################################
def get_accounts(self):
'''
전체 계좌 조회
내가 보유한 자산 리스트를 보여줍니다.
https://docs.upbit.com/v1.0/reference#%EC%9E%90%EC%82%B0-%EC%A0%84%EC%B2%B4-%EC%A1%B0%ED%9A%8C
:return: json array
'''
URL = 'https://api.upbit.com/v1/accounts'
return self._get(URL, self._get_headers())
def get_chance(self, market):
'''
주문 가능 정보
마켓별 주문 가능 정보를 확인한다.
https://docs.upbit.com/v1.0/reference#%EC%A3%BC%EB%AC%B8-%EA%B0%80%EB%8A%A5-%EC%A0%95%EB%B3%B4
:param str market: Market ID
:return: json object
'''
URL = 'https://api.upbit.com/v1/orders/chance'
if market not in self.markets:
logging.error('invalid market: %s' % market)
raise Exception('invalid market: %s' % market)
data = {'market': market}
return self._get(URL, self._get_headers(data), data)
def get_order(self, uuid):
'''
개별 주문 조회
주문 UUID 를 통해 개별 주문건을 조회한다.
https://docs.upbit.com/v1.0/reference#%EA%B0%9C%EB%B3%84-%EC%A3%BC%EB%AC%B8-%EC%A1%B0%ED%9A%8C
:param str uuid: 주문 UUID
:return: json object
'''
URL = 'https://api.upbit.com/v1/order'
try:
data = {'uuid': uuid}
return self._get(URL, self._get_headers(data), data)
except Exception as e:
logging.error(e)
raise Exception(e)
def get_orders(self, market, state, page=1, order_by='asc'):
'''
주문 리스트 조회
주문 리스트를 조회한다.
https://docs.upbit.com/v1.0/reference#%EC%A3%BC%EB%AC%B8-%EB%A6%AC%EC%8A%A4%ED%8A%B8-%EC%A1%B0%ED%9A%8C
:param str market: Market ID
:param str state: 주문 상태
wait:체결 대기(default)
done: 체결 완료
cancel: 주문 취소
:param int page: 페이지 수, default: 1
:param str order_by: 정렬 방식
asc: 오름차순(default)
desc:내림차순
:return: json array
'''
URL = 'https://api.upbit.com/v1/orders'
if market not in self.markets:
logging.error('invalid market: %s' % market)
raise Exception('invalid market: %s' % market)
if state not in ['wait', 'done', 'cancel']:
logging.error('invalid state: %s' % state)
raise Exception('invalid state: %s' % state)
if order_by not in ['asc', 'desc']:
logging.error('invalid order_by: %s' % order_by)
raise Exception('invalid order_by: %s' % order_by)
data = {
'market': market,
'state': state,
'page': page,
'order_by': order_by
}
return self._get(URL, self._get_headers(data), data)
def order(self, market, side, volume, price):
'''
주문하기
주문 요청을 한다.
https://docs.upbit.com/v1.0/reference#%EC%A3%BC%EB%AC%B8%ED%95%98%EA%B8%B0-1
:param str market: 마켓 ID (필수)
:param str side: 주문 종류 (필수)
bid : 매수
ask : 매도
:param str volume: 주문량 (필수)
:param str price: 유닛당 주문 가격. (필수)
ex) KRW-BTC 마켓에서 1BTC당 1,000 KRW로 거래할 경우, 값은 1000 이 된다.
:return: json object
'''
URL = 'https://api.upbit.com/v1/orders'
if market not in self.markets:
logging.error('invalid market: %s' % market)
raise Exception('invalid market: %s' % market)
if side not in ['bid', 'ask']:
logging.error('invalid side: %s' % side)
raise Exception('invalid side: %s' % side)
if market.startswith('KRW') and not self._is_valid_price(price):
logging.error('invalid price: %.2f' % price)
raise Exception('invalid price: %.2f' % price)
data = {
'market': market,
'side': side,
'volume': str(volume),
'price': str(price),
'ord_type': 'limit'
}
return self._post(URL, self._get_headers(data), data)
def cancel_order(self, uuid):
'''
주문 취소
주문 UUID를 통해 해당 주문을 취소한다.
https://docs.upbit.com/v1.0/reference#%EC%A3%BC%EB%AC%B8-%EC%B7%A8%EC%86%8C
:param str uuid: 주문 UUID
:return: json object
'''
URL = 'https://api.upbit.com/v1/order'
data = {'uuid': uuid}
return self._delete(URL, self._get_headers(data), data)
def get_withraws(self, currency, state, limit):
'''
출금 리스트 조회
https://docs.upbit.com/v1.0/reference#%EC%A0%84%EC%B2%B4-%EC%B6%9C%EA%B8%88-%EC%A1%B0%ED%9A%8C
:param str currency: Currency 코드
:param str state: 출금 상태
submitting : 처리 중
submitted : 처리 완료
almost_accepted : 출금대기중
rejected : 거부
accepted : 승인됨
processing : 처리 중
done : 완료
canceled : 취소됨
:param int limit: 갯수 제한
:return: json array
'''
LIMIT_MAX = 100
VALID_STATE = ['submitting', 'submitted', 'almost_accepted',
'rejected', 'accepted', 'processing', 'done', 'canceled']
URL = 'https://api.upbit.com/v1/withdraws'
data = {}
if currency is not None:
data['currency'] = currency
if state is not None:
if state not in VALID_STATE:
logging.error('invalid state(%s)' % state)
raise Exception('invalid state(%s)' % state)
data['state'] = state
if limit is not None:
if limit <= 0 or limit > LIMIT_MAX:
logging.error('invalid limit(%d)' % limit)
raise Exception('invalid limit(%d)' % limit)
data['limit'] = limit
return self._get(URL, self._get_headers(data), data)
def get_withraw(self, uuid):
'''
개별 출금 조회
출금 UUID를 통해 개별 출금 정보를 조회한다.
https://docs.upbit.com/v1.0/reference#%EA%B0%9C%EB%B3%84-%EC%B6%9C%EA%B8%88-%EC%A1%B0%ED%9A%8C
:param str uuid: 출금 UUID
:return: json object
'''
URL = 'https://api.upbit.com/v1/withdraw'
data = {'uuid': uuid}
return self._get(URL, self._get_headers(data), data)
def get_withraws_chance(self, currency):
'''
출금 가능 정보
해당 통화의 가능한 출금 정보를 확인한다.
https://docs.upbit.com/v1.0/reference#%EC%B6%9C%EA%B8%88-%EA%B0%80%EB%8A%A5-%EC%A0%95%EB%B3%B4
:param str currency: Currency symbol
:return: json object
'''
URL = 'https://api.upbit.com/v1/withdraws/chance'
data = {'currency': currency}
return self._get(URL, self._get_headers(data), data)
def withdraws_coin(self, currency, amount, address, secondary_address=None):
'''
코인 출금하기
코인 출금을 요청한다.
https://docs.upbit.com/v1.0/reference#%EC%BD%94%EC%9D%B8-%EC%B6%9C%EA%B8%88%ED%95%98%EA%B8%B0
:param str currency: Currency symbol
:param str amount: 출금 코인 수량
:param str address: 출금 지갑 주소
:param str secondary_address: 2차 출금 주소 (필요한 코인에 한해서)
'''
URL = 'https://api.upbit.com/v1/withdraws/coin'
data = {
'currency': currency,
'amount': amount,
'address': address
}
if secondary_address is not None:
data['secondary_address'] = secondary_address
return self._post(URL, self._get_headers(data), data)
def withdraws_krw(self, amount):
'''
원화 출금하기
원화 출금을 요청한다. 등록된 출금 계좌로 출금된다.
https://docs.upbit.com/v1.0/reference#%EC%9B%90%ED%99%94-%EC%B6%9C%EA%B8%88%ED%95%98%EA%B8%B0
:param str amount: 출금 원화 수량
'''
URL = 'https://api.upbit.com/v1/withdraws/krw'
data = {'amount': amount}
return self._post(URL, self._get_headers(data), data)
def get_deposits(self, currency=None, limit=None, page=None, order_by=None):
'''
입금 리스트 조회
https://docs.upbit.com/v1.0/reference#%EC%9E%85%EA%B8%88-%EB%A6%AC%EC%8A%A4%ED%8A%B8-%EC%A1%B0%ED%9A%8C
:param str currency: Currency 코드
:param int limit: 페이지당 개수
:param int page: 페이지 번호
:param str order_by: 정렬 방식
:return: json array
'''
URL = 'https://api.upbit.com/v1/deposits'
data = {}
if currency is not None:
data['currency'] = currency
if limit is not None:
data['limit'] = limit
if page is not None:
data['page'] = page
if order_by is not None:
data['order_by'] = order_by
return self._get(URL, self._get_headers(data), data)
def get_deposit(self, uuid):
'''
개별 입금 조회
https://docs.upbit.com/v1.0/reference#%EA%B0%9C%EB%B3%84-%EC%9E%85%EA%B8%88-%EC%A1%B0%ED%9A%8C
:param str uuid: 개별 입금의 UUID
:return: json object
'''
URL = 'https://api.upbit.com/v1/deposit'
data = {'uuid': uuid}
return self._get(URL, self._get_headers(data), data)
###############################################################
# QUOTATION API
###############################################################
def get_market_all(self):
'''
마켓 코드 조회
업비트에서 거래 가능한 마켓 목록
https://docs.upbit.com/v1.0/reference#%EB%A7%88%EC%BC%93-%EC%BD%94%EB%93%9C-%EC%A1%B0%ED%9A%8C
:return: json array
'''
URL = 'https://api.upbit.com/v1/market/all'
return self._get(URL)
def get_minutes_candles(self, unit, market, to=None, count=None):
'''
분(Minute) 캔들
https://docs.upbit.com/v1.0/reference#%EB%B6%84minute-%EC%BA%94%EB%93%A4-1
:param int unit: 분 단위. 가능한 값 : 1, 3, 5, 15, 10, 30, 60, 240
:param str market: 마켓 코드 (ex. KRW-BTC, BTC-BCC)
:param str to: 마지막 캔들 시각 (exclusive). 포맷 : yyyy-MM-dd'T'HH:mm:ssXXX. 비워서 요청시 가장 최근 캔들
:param int count: 캔들 개수(최대 200개까지 요청 가능)
:return: json array
'''
URL = 'https://api.upbit.com/v1/candles/minutes/%s' % str(unit)
if unit not in [1, 3, 5, 10, 15, 30, 60, 240]:
logging.error('invalid unit: %s' % str(unit))
raise Exception('invalid unit: %s' % str(unit))
if market not in self.markets:
logging.error('invalid market: %s' % market)
raise Exception('invalid market: %s' % market)
params = {'market': market}
if to is not None:
params['to'] = to
if count is not None:
params['count'] = count
return self._get(URL, params=params)
def get_days_candles(self, market, to=None, count=None):
'''
일(Day) 캔들
https://docs.upbit.com/v1.0/reference#%EC%9D%BCday-%EC%BA%94%EB%93%A4-1
:param str market: 마켓 코드 (ex. KRW-BTC, BTC-BCC)
:param str to: 마지막 캔들 시각 (exclusive). 포맷 : yyyy-MM-dd'T'HH:mm:ssXXX. 비워서 요청시 가장 최근 캔들
:param int count: 캔들 개수
:return: json array
'''
URL = 'https://api.upbit.com/v1/candles/days'
if market not in self.markets:
logging.error('invalid market: %s' % market)
raise Exception('invalid market: %s' % market)
params = {'market': market}
if to is not None:
params['to'] = to
if count is not None:
params['count'] = count
return self._get(URL, params=params)
def get_weeks_candles(self, market, to=None, count=None):
'''
주(Week) 캔들
https://docs.upbit.com/v1.0/reference#%EC%A3%BCweek-%EC%BA%94%EB%93%A4-1
:param str market: 마켓 코드 (ex. KRW-BTC, BTC-BCC)
:param str to: 마지막 캔들 시각 (exclusive). 포맷 : yyyy-MM-dd'T'HH:mm:ssXXX. 비워서 요청시 가장 최근 캔들
:param int count: 캔들 개수
:return: json array
'''
URL = 'https://api.upbit.com/v1/candles/weeks'
if market not in self.markets:
logging.error('invalid market: %s' % market)
raise Exception('invalid market: %s' % market)
params = {'market': market}
if to is not None:
params['to'] = to
if count is not None:
params['count'] = count
return self._get(URL, params=params)
def get_months_candles(self, market, to=None, count=None):
'''
월(Month) 캔들
https://docs.upbit.com/v1.0/reference#%EC%9B%94month-%EC%BA%94%EB%93%A4-1
:param str market: 마켓 코드 (ex. KRW-BTC, BTC-BCC)
:param str to: 마지막 캔들 시각 (exclusive). 포맷 : yyyy-MM-dd'T'HH:mm:ssXXX. 비워서 요청시 가장 최근 캔들
:param int count: 캔들 개수
:return: json array
'''
URL = 'https://api.upbit.com/v1/candles/months'
if market not in self.markets:
logging.error('invalid market: %s' % market)
raise Exception('invalid market: %s' % market)
params = {'market': market}
if to is not None:
params['to'] = to
if count is not None:
params['count'] = count
return self._get(URL, params=params)
def get_trades_ticks(self, market, to=None, count=None, cursor=None):
'''
당일 체결 내역
https://docs.upbit.com/v1.0/reference#%EC%8B%9C%EC%84%B8-%EC%B2%B4%EA%B2%B0-%EC%A1%B0%ED%9A%8C
:param str market: 마켓 코드 (ex. KRW-BTC, BTC-BCC)
:param str to: 마지막 체결 시각. 형식 : [HHmmss 또는 HH:mm:ss]. 비워서 요청시 가장 최근 데이터
:param int count: 체결 개수
:param str cursor: 페이지네이션 커서 (sequentialId)
:return: json array
'''
URL = 'https://api.upbit.com/v1/trades/ticks'
if market not in self.markets:
logging.error('invalid market: %s' % market)
raise Exception('invalid market: %s' % market)
params = {'market': market}
if to is not None:
params['to'] = to
if count is not None:
params['count'] = count
if cursor is not None:
params['cursor'] = cursor
return self._get(URL, params=params)
def get_ticker(self, markets):
'''
현재가 정보
요청 당시 종목의 스냅샷을 반환한다.
https://docs.upbit.com/v1.0/reference#%EC%8B%9C%EC%84%B8-ticker-%EC%A1%B0%ED%9A%8C
:param str[] markets: 마켓 코드 리스트 (ex. KRW-BTC, BTC-BCC)
:return: json array
'''
URL = 'https://api.upbit.com/v1/ticker'
if not isinstance(markets, list):
logging.error('invalid parameter: markets should be list')
raise Exception('invalid parameter: markets should be list')
if len(markets) == 0:
logging.error('invalid parameter: no markets')
raise Exception('invalid parameter: no markets')
for market in markets:
if market not in self.markets:
logging.error('invalid market: %s' % market)
raise Exception('invalid market: %s' % market)
markets_data = markets[0]
for market in markets[1:]:
markets_data += ',%s' % market
params = {'markets': markets_data}
return self._get(URL, params=params)
def get_orderbook(self, markets):
'''
호가 정보 조회
https://docs.upbit.com/v1.0/reference#%ED%98%B8%EA%B0%80-%EC%A0%95%EB%B3%B4-%EC%A1%B0%ED%9A%8C
:param str[] markets: 마켓 코드 목록 리스트 (ex. KRW-BTC,KRW-ADA)
:return: json array
'''
URL = 'https://api.upbit.com/v1/orderbook?'
if not isinstance(markets, list):
logging.error('invalid parameter: markets should be list')
raise Exception('invalid parameter: markets should be list')
if len(markets) == 0:
logging.error('invalid parameter: no markets')
raise Exception('invalid parameter: no markets')
for market in markets:
if market not in self.markets:
logging.error('invalid market: %s' % market)
raise Exception('invalid market: %s' % market)
markets_data = markets[0]
for market in markets[1:]:
markets_data += ',%s' % market
params = {'markets': markets_data}
return self._get(URL, params=params)
def get_remaining_req(self):
'''
요청 수 제한
https://docs.upbit.com/docs/user-request-guide
:return: dict
ex) {'market': {'min': '582', 'sec': '2', 'update_time': datetime.datetime(2019, 6, 6, 7, 7, 12, 153219)}, 'candles': {'min': '592', 'sec': '6', 'update_time': datetime.datetime(2019, 6, 6, 7, 7, 12, 197177)}}
- market 관련 요청은 2019년6월6일 7시7분12.153219초 이후 1분동안 582회, 1초동안 2회 호출 가능
- candles 관련 요청은 2019년6월6일 7시7분12.197177초 이후 1분동안 592회, 1초동안 6회 호출 가능
'''
return self.remaining_req
###############################################################
def _update_remaining_req(self, resp):
if 'Remaining-Req' not in resp.headers.keys():
return None
keyvals = resp.headers['Remaining-Req'].split('; ')
group = None
keyval = dict()
for _keyval in keyvals:
kv = _keyval.split('=')
if kv[0] == 'group':
group = kv[1]
else:
keyval[kv[0]] = kv[1]
if group is None:
return
keyval['update_time'] = datetime.now()
self.remaining_req[group] = keyval
def _get(self, url, headers=None, data=None, params=None):
resp = requests.get(url, headers=headers, data=data, params=params)
if resp.status_code not in [200, 201]:
logging.error('get(%s) failed(%d)' % (url, resp.status_code))
if resp.text is not None:
logging.error('resp: %s' % resp.text)
raise Exception('request.get() failed(%s)' % resp.text)
raise Exception(
'request.get() failed(status_code:%d)' % resp.status_code)
self._update_remaining_req(resp)
return json.loads(resp.text)
def _post(self, url, headers, data):
resp = requests.post(url, headers=headers, data=data)
if resp.status_code not in [200, 201]:
logging.error('post(%s) failed(%d)' % (url, resp.status_code))
if resp.text is not None:
raise Exception('request.post() failed(%s)' % resp.text)
raise Exception(
'request.post() failed(status_code:%d)' % resp.status_code)
self._update_remaining_req(resp)
return json.loads(resp.text)
def _delete(self, url, headers, data):
resp = requests.delete(url, headers=headers, data=data)
if resp.status_code not in [200, 201]:
logging.error('delete(%s) failed(%d)' % (url, resp.status_code))
if resp.text is not None:
raise Exception('request.delete() failed(%s)' % resp.text)
raise Exception(
'request.delete() failed(status_code:%d)' % resp.status_code)
self._update_remaining_req(resp)
return json.loads(resp.text)
def _load_markets(self):
try:
market_all = self.get_market_all()
if market_all is None:
return
markets = []
for market in market_all:
markets.append(market['market'])
return markets
except Exception as e:
logging.error(e)
raise Exception(e)
def _get_token(self, query):
payload = {
'access_key': self.access_key,
'nonce': int(time.time() * 1000),
}
if query is not None:
payload['query'] = urlencode(query)
return jwt.encode(payload, self.secret, algorithm='HS256').decode('utf-8')
def _get_headers(self, query=None):
headers = {'Authorization': 'Bearer %s' % self._get_token(query)}
return headers
def _is_valid_price(self, price):
'''
원화 마켓 주문 가격 단위
원화 마켓은 호가 별 주문 가격의 단위가 다릅니다. 아래 표를 참고하여 해당 단위로 주문하여 주세요.
https://docs.upbit.com/v1.0/docs/%EC%9B%90%ED%99%94-%EB%A7%88%EC%BC%93-%EC%A3%BC%EB%AC%B8-%EA%B0%80%EA%B2%A9-%EB%8B%A8%EC%9C%84
~10 : 0.01
~100 : 0.1
~1,000 : 1
~10,000 : 5
~100,000 : 10
~500,000 : 50
~1,000,000 : 100
~2,000,000 : 500
+2,000,000 : 1,000
'''
if price <= 10:
if (price*100) != int(price*100):
return False
elif price <= 100:
if (price*10) != int(price*10):
return False
elif price <= 1000:
if price != int(price):
return False
elif price <= 10000:
if (price % 5) != 0:
return False
elif price <= 100000:
if (price % 10) != 0:
return False
elif price <= 500000:
if (price % 50) != 0:
return False
elif price <= 1000000:
if (price % 100) != 0:
return False
elif price <= 2000000:
if (price % 500) != 0:
return False
elif (price % 1000) != 0:
return False
return True