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javamon
370
collectors/crypto/c_binance.py
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370
collectors/crypto/c_binance.py
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# -*- coding: utf-8 -*-
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import sys
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from collectors.collector import Collector
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import logging
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# import API
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from lib.pybinancefutures import *
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# curl
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import json
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import datetime, time
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import requests
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from pandas import DataFrame
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import pandas as pd
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from bs4 import BeautifulSoup
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from db import DB
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# access
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# DPob3MlV51nb55D6OovjKTNRiyoiMWihX2phcunUNxI73Z7gSyo2ALX87dxcmuXB
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# secret
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# qgd5YHf4TiWvD8KjOL1qoPz9QX354mYMIoQ6FBt5VCv1tswQq3X6eGaFFrHZ7a7a
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angel = 'power'
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class Binance(Collector):
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def __init__(self, access=None, secret=None):
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self.remaining_req = {}
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self._heaeder = {}
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self._mathod = 'get'
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self._finance = 'crypto' # 금융 종목
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self._name = 'binance' # 거래소 이름
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self.leverage = 1
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self._standard_price = 0
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self._temp_api_url = 'https://fapi.binance.com/fapi/v1/' # 임시 api 주소
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self._market = MarketData()
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if secret is not None:
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self._api = Client(access, secret)
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self._api_url = self._temp_api_url
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self._set_allow_items()
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# get filtered markets
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self.markets = self._load_markets() # 테스트때 주석
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'''
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For Cron Funtions
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'''
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# 바이낸스 기준 시총 정의
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def _get_standard_trade_price(self, markets=None):
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p_list = []
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for m in self._market.ticker_price_24h():
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p = m['lastPrice']
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v = m['volume']
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p_list.append(float(p)*float(v))
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p_list.sort(reverse=True)
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return float(p_list[1] - p_list[1] * 0.01)
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def _return_list_filted_markets(self):
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filtered_list = []
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for m in self._market.ticker_price_24h():
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s = m['symbol']
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p = m['lastPrice']
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v = m['volume']
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f_if = False
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# 리플 제외
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if 'XRP' in s:
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continue
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# 허용 아이템 조건
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for i in self.allow_items:
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if i == s.replace('USDT', ''):
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f_if = True
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# 24시간 거래금액 및 종목 가격 제한 조건
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# f_if = float(p) * float(v) > self._standard_price \
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# and float(p) > float(100)
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if f_if:
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item = {
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'market': str(s),
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'acc_trade_price_24h': float(p) * float(v), # 거래 총 금액
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'acc_trade_volume_24h': float(v), # 거래량
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}
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filtered_list.append(item)
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return filtered_list
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def _save_market_list_to_db(self, markets):
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for m in markets:
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self._save_item_data_to_item_table(self._finance, # 금융
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self._name, # 거래소
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m['market'], # 종목
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m['acc_trade_price_24h'], # 24시간 거래 금액
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m['acc_trade_volume_24h'] # 24시간 거래량
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)
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def _load_markets(self):
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# DB에서 종목이 없을 경우 아래 로직 실행
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try:
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markets = self._return_list_filted_markets()
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# set exchange min marget cap(시총)
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self._standard_price = self._get_standard_trade_price(markets)
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# 거래소 기본정보 DB 저장 (거래 기준가, api_url 등)
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self._add_exchange_info_to_db(self._finance, self._name, self._standard_price, self._api_url)
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# 종목 리스트 DB 저장
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self._save_market_list_to_db(markets)
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return markets
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except Exception as e:
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logging.error(e)
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return self._load_markets()
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# raise Exception(e) # for dev
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def save_current_min_data(self, market):
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time_type = 'minute'
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data = self.get_history_data(market, time_type)
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self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
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def save_current_hour_data(self, market):
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time_type = 'hour'
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data = self.get_history_data(market, time_type)
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self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
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def save_current_day_data(self, market):
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time_type = 'day'
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data = self.get_history_data(market, time_type)
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self._save_to_db_from_collectors_dataframe(self.finance, self._name, market, data, time_type)
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def get_history_data(self, symbol="BTCUSDT", interval="hour", rm_last=True):
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int2type = {
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"day": "1d",
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"hour12": "12h",
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"hour6": "6h",
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"hour4": "4h", # custom hour
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"hour": "1h",
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"minute30": "30m",
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"minute15": "15m",
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"minute10": "15m",
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"minute5": "5m",
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"minute3": "3m",
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"minute": "1m",
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}
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# set symbol
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self._market.symbol = symbol
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data = self._market.candles_data(int2type[interval], None, None, 1500)
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columns = ['Date', 'Open', 'High', 'Low', 'Close', 'Volume', 'Close_Time',
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'Quote_Asset_Volume', 'Number_of_Trades', 'Taker_Buy_Base_Asset_Volume',
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'Taker_Buy_Quote_Asset_Volume', 'Ignore']
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df = DataFrame(data, columns=columns)
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self.data_columns_init(df)
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if not df.empty:
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# Convert timestamp to date format
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dates = [datetime.datetime.fromtimestamp(int(d) / 1000).strftime("%Y-%m-%d %H:%M:%S")
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for d in df['Date'].values]
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# df.loc[:, 'Date'] = df['Date']\
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# .apply(lambda d: datetime.datetime.fromtimestamp(int(d)/1000).strftime("%Y-%m-%d %H:%M:%S"))
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# Set needs columns
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df = df[['Open', 'High', 'Low', 'Close', 'Volume']]
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# Remove last candle
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if rm_last:
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df = df[:-1]
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df.loc[:, symbol] = pd.Series(dates)
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df = df.set_index(symbol)
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# return df
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return df.astype(float)
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else:
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return None
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'''
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For Trade Funtions
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'''
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def get_current_price(self, symbol):
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self._market.symbol = symbol
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recent_price = self._market.ticker_price_symbol(symbol)
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if recent_price:
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return recent_price[0]['price']
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return None
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def get_position_info(self):
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return self._api.position_info()
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def get_last_price_from_orderbook(self, symbol, position, cnt=0):
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if cnt > 10:
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return None, None
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self._market.symbol = symbol
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order_book = self._market.ticker_orderbook_symbol(symbol)
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cnt += 1
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for b_d in order_book:
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if b_d['symbol'] in symbol:
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if position == 'long':
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return float(b_d['bidPrice'])
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elif position == 'short':
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return float(b_d['askPrice'])
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time.sleep(1)
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return self.get_last_price_from_orderbook(symbol, position, cnt)
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def get_trading_fee(self):
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return float(0.02)
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# get_position_balance
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def get_position_balance(self, symbol='USDT'):
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time.sleep(1)
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for b in self._api.position_info():
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if str(b['symbol']) == str(symbol):
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return float(abs(float(b['positionAmt'])))
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return False
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def get_balance(self, symbol='USDT'):
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for b in self._api.balance():
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if str(b['symbol']) == str(symbol):
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return self.cal_ceil(b['positionAmt'], 5)
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return 0
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def get_now_amount(self, symbol):
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res = {}
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for b in self._api.balance():
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if str(b['asset']) == 'USDT':
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res['KRW'] = '{:.8f}'.format(float(b['withdrawAvailable']))
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elif str(b['asset']) in symbol:
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res[b['asset']] = '{:.8f}'.format(float(b['withdrawAvailable']))
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return res
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def get_all_seeds(self):
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for b in self._api.balance():
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if b['asset'] == 'USDT':
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return '{:.8f}'.format(float(b['balance']))
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# BinanceFuturesPy
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def order_long(self, symbol, order=None, cnt=0):
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self._api.symbol = symbol
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# 레버리지 설정
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self._api.change_leverage(self.leverage)
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# 이전 주문 취소
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self.order_cancel(order)
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target_price = self.get_last_price_from_orderbook(symbol, 'long')
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seeds = float(self.get_now_amount(symbol)['KRW'])
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amount = self.get_position_balance(symbol)
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if not amount > 0:
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amount = self.cal_ceil(seeds / target_price, 5)*int(self.leverage)
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if not amount > 0:
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return False, None
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if cnt > 100:
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# 시장가 매수
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order = self._api.new_order(side='BUY',
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quantity=amount,
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orderType='MARKET')
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return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
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else:
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# 지정가 매수
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order = self._api.new_order(side='BUY',
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quantity=amount,
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price=target_price,
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orderType='LIMIT',
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timeInForce='GTC')
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if order is None or 'msg' in order:
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print('주문 오류 -', order['msg'])
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return False, None
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time.sleep(2)
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ordered = self._api.query_order(order['orderId'])
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if ordered['origQty'] != ordered['executedQty']:
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cnt += 1
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return self.order_long(symbol, order, cnt)
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seeds = float(self.get_now_amount(symbol)['KRW'])
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# seeds = self.get_now_amount(symbol)['KRW']
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return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
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def order_short(self, symbol, order=None, cnt=0):
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# for test
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# return True, {'symbol': symbol, 'target_price': 8952000, 'amount': 1, 'seeds': 22000}
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self._api.symbol = symbol
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# 레버리지 설정
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self._api.change_leverage(self.leverage)
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# 이전 주문 취소
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self.order_cancel(order)
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target_price = self.get_last_price_from_orderbook(symbol, 'short')
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seeds = float(self.get_now_amount(symbol)['KRW'])
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amount = self.get_position_balance(symbol)
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if not amount > 0:
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amount = self.cal_ceil(seeds / target_price, 5)*int(self.leverage)
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if not amount > 0:
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return False, None
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if cnt > 100:
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# 시장가 매도
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self._api.new_order(side='SELL',
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quantity=amount,
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orderType='MARKET')
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seeds = self.get_now_amount(symbol)['KRW']
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return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
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else:
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order = self._api.new_order(side='SELL',
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quantity=amount,
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price=target_price,
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orderType='LIMIT',
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timeInForce='GTC')
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if order is None or 'msg' in order:
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print('주문 오류 -', order['msg'])
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return False, None
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time.sleep(2)
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ordered = self._api.query_order(order['orderId'])
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if ordered['origQty'] != ordered['executedQty']:
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cnt += 1
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return self.order_short(symbol, order, cnt)
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seeds = float(self.get_now_amount(symbol)['KRW'])
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# seeds = self.get_now_amount(symbol)['KRW']
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return True, {'symbol': symbol, 'target_price': target_price, 'amount': amount, 'seeds': seeds}
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def order_cancel(self, order=None):
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if order is not None:
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return self._api.cancel_order(order['orderId'])
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return False
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