# -*- 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