def get_currency_info():
upbit = UpbitMachine()
currency_type = [
"KRW-BTC", "KRW-ETH", "KRW-EOS", "KRW-XRP", "KRW-TRX", "KRW-NEO"
]
for item in currency_type:
result = upbit.get_filled_orders(currency_type=item)
mongodb = mongodb_handler.MongoDBHandler("local", "coiner",
"price_info")
d = datetime.fromtimestamp(result["timestamp"] / 1000)
result["year"] = d.year
result["month"] = d.month
result["day"] = d.day
result["hour"] = d.hour
result["minute"] = d.minute
result["second"] = d.second
result["amount"] = float(item["trade_volume"])
result["timestamp"] = item["timestamp"] / 1000
result["disparity"] = upbit.get_disparity(currency_type=item)
result.pop("sequential_id")
ids = mongodb.insert_items(result)
print(ids)
class StepTrade(Strategy):
def __init__(self, ):
self.pusher = PushSlack()
self.db_handler = MongoDBHandler(db_name="trader",
collection_name="trade_status")
self.machine = UpbitMachine()
self.currency_type = self.machine.currency_type
self.compare_disparity = None
self.now_price = None
self.order_balance = 20000 #float(self.machine.get_free_balance()) / 4# 총보유현금 4등분
self.free_balance = self.machine.get_free_balance()
self.term = 5
self.Log_Text = None
logger.info(self.currency_type)
def run(self,
term=10,
Log_Text=None,
Hope_coin_list=None,
free_balance=None):
if Hope_coin_list is None and Log_Text is None:
raise Exception("I need Hope_coin_list and Conn")
self.Log_Text = Log_Text
self.term = term
self.free_balance = free_balance
self.check_my_order()
buy_processes = [
multiprocessing.Process(target=self.buy_trading_logic,
args=(arg, )) for arg in Hope_coin_list
]
sell_processes = [
multiprocessing.Process(target=self.sell_trading_logic,
args=(arg, ))
for arg in self.machine.get_coin_list()
]
for p1 in buy_processes[:4]:
p1.start()
for p in buy_processes[:4]:
p.join()
time.sleep(60)
for p2 in buy_processes[4:]:
p2.start()
for p2 in buy_processes[4:]:
p2.join()
for p3 in sell_processes:
p3.start()
for p33 in sell_processes:
p3.join()
time.sleep(1)
time.sleep(int(self.term) * 60)
def check_my_order(self):
assets = int(
self.my_all_assets(machine=self.machine,
db_handler=self.db_handler))
self.check_ordered_state()
self.pusher.send_message(
"#general",
str(datetime.now()) + " 현재 자산 :" + str(assets) + "원 입니다")
self.Log_Text.appendPlainText(
str(datetime.now()) + " 현재 자산 :" + str(assets) + "원 입니다")
self.pusher.send_message(
"#general", "그 중 거래 가능 현금 :" + str(self.free_balance) + "원 입니다")
self.Log_Text.appendPlainText("그 중 거래 가능 현금 :" +
str(self.free_balance) + "원 입니다")
#self.check_completed()
self.check_keep_ordered()
def check_ordered_state(self):
DB_order_list = self.db_handler.find_items(
{"state": "wait"},
db_name="trader",
collection_name="trade_status")
# print(DB_order_list)
for list in DB_order_list:
# print(list["uuid"])
item = self.machine.get_my_order_status(
uuid=list["uuid"]
) # 구매 리스트를 불러옴 단 딱히 market을 지정하지 않음 전부다 조회하기 위해서 !!!나중에 페이지를 넓히던 방법 강구해야됨
logger.info(item) #로그파일저장분
# print(item)
if (item.get('error')):
pass
else:
# print("여기출력!!!!!!!!!!")
# print(item['uuid'])
if item["state"] == "done": #만약 디비에 wait되어 있던 게 완료되었으면 디비로 저장
order_result_dict = item
real_amount = float(
order_result_dict["executed_volume"]) #거래량
real_value = float(
order_result_dict["avg_price"]) #평균 구매가격
created_at = float(order_result_dict["created_at"] /
1000) #구매시간
fee = float(order_result_dict["paid_fee"]) # 수수료비율
self.update_trade_status(db_handler=self.db_handler,
item_id={"uuid": item["uuid"]},
value={
"status": "done",
"real_amount": real_amount,
"created_at": created_at,
"real_value": real_value,
"real_fee": fee,
"side": item["side"]
})
self.pusher.send_message("#general", "completed:" +
item["side"] + str(item)) #이상없
self.Log_Text.appendPlainText("completed:" + item["side"] +
str(item)) #이상없
elif item["state"] == "wait":
if item["side"] == "bid": #아직 wait라면
if float(item["price"]
) * 1.05 <= self.machine.get_now_price(
currency_type=item["market"]): #체크값
logger.info("CancelOrder")
logger.info(item)
try:
self.order_cancel_trasaction(
machine=self.machine,
db_handler=self.db_handler,
item=item)
except:
error = traceback.format_exc()
logger.info(error)
self.update_trade_status(
db_handler=self.db_handler,
item_id={"uuid": item["uuid"]},
value={"transaction": "failed"})
print("구매주문 취소")
self.pusher.send_message(
"#general",
"해당 코인의 가격이 더 올라 취소되었습니다. 추격매수 말고 기다려주세요" +
str(item))
self.Log_Text.appendPlainText(
"해당 코인의 가격이 더 올라 취소되었습니다. 추격매수 말고 기다려주세요" +
str(item))
elif item["side"] == "ask":
if (item.get('price')):
if float(item["price"]
) < self.machine.get_now_price(
currency_type=item['market']) * 1.05:
self.order_cancel_trasaction(
machine=self.machine,
db_handler=self.db_handler,
item=item)
#self.update_trade_status(db_handler=self.db_handler, item_id={"uuid": item["uuid"]}, value={"status": "wait"})
print("판매주문 취소")
self.pusher.send_message(
"#general",
"해당 코인의 가격이 너무 내려 매도 주문이 취소되었습니다, 손절을 추천드립니다"
+ str(item))
self.Log_Text.appendPlainText(
"해당 코인의 가격이 너무 내려 매도 주문이 취소되었습니다, 손절을 추천드립니다"
+ str(item))
else:
self.update_trade_status(
db_handler=self.db_handler,
item_id={"uuid": item["uuid"]},
value={"status": "CANCEL_ORDERED"})
def check_completed(self): #굳이 있을 필요가 있나
DB_order_list = self.db_handler.find_items(
{"state": "done"},
db_name="trader",
collection_name="trade_status")
logger.info("ORDER_COMPELETED")
for item in DB_order_list:
# print(item)
logger.info(item)
try:
self.order_transaction(machine=self.machine,
db_handler=self.db_handler,
item=item,
side=item["side"])
self.pusher.send_message(
"#general", item["side"] + "ordered : " + str(item))
self.Log_Text.appendPlainText(item["side"] + "ordered : " +
str(item))
except:
error = traceback.format_exc()
logger.info(error)
if (item.get('uuid')):
self.update_trade_status(db_handler=self.db_handler,
item_id={"uuid": item["uuid"]},
value={"transactions": "failed"})
def get_hopeful_coin(self): #평균회귀 평가모델로 뽑아온 coin목록을 db에넣어
result = MeanReversionModel()
self.db_handler.set_db_collection("trader", "wish_list")
for coin in result:
self.db_handler.insert_item({
"market": coin,
"time": datetime.now()
})
self.currency_type = result
return self.currency_type
def check_keep_ordered(self): #여기가 손익라인 #5프로 정도로 한다
has_coin_list = self.machine.get_has_coin_info_list()
for item in has_coin_list:
now_price = self.machine.get_now_price(
currency_type=item["market"])
#print(item['market'])
if (item['market'] == "KRW-ETH"):
pass
else:
if float(item["price"]) * 1.05 < now_price and float(
item["price"]) * 1.05 > 1000: #수익라인
self.order_transaction(machine=self.machine,
db_handler=self.db_handler,
currency_type=item["market"],
side='ask',
qty=item["balance"],
price=now_price)
self.pusher.send_message(
"#general", "보유 중인 " + str(item["market"]) +
"코인을 수익 매도 하였습니다. info : " + str(item))
logger.info("sell order from keeped" + str(item["uuid"]))
self.Log_Text.appendPlainText("보유 중인 " +
str(item["market"]) +
"코인을 수익 매도 하였습니다. info : " +
str(item))
elif float(item["price"]) * 0.95 > now_price and float(
item["price"]) * 1.05 > 1000: #손절라인
self.order_transaction(machine=self.machine,
db_handler=self.db_handler,
currency_type=item["market"],
side='ask',
qty=item["balance"],
price=now_price)
self.pusher.send_message(
"#general", "보유 중인 " + str(item["market"]) +
"코인을 손절 매도 하였습니다. info : " + str(item))
self.Log_Text.appendPlainText("보유 중인 " +
str(item["market"]) +
"코인을 손절 매도 하였습니다. info : " +
str(item))
logger.info(str(item["market"]) + "을 매도 하였습니다 ")
def set_thread_price(self, currency_type=None):
coin_type = currency_type
#for coin_type in currency_type:
price_info = {}
price_info['market'] = coin_type
price_info['pridict_price'] = tensorflow_algorithm_keras(
term=self.term, count=100, currency_type=coin_type)
bollingerband = self.machine.get_bollingerband(term=self.term,
count=20,
currency_type=coin_type)
price_info['bolin_high'] = bollingerband['high']
price_info['bolin_mid'] = bollingerband['mid']
price_info['bolin_low'] = bollingerband['low']
price_info['disparity'] = self.machine.get_disparity(
term=self.term, count=20, currency_type=coin_type)
price_info['now_price'] = self.machine.get_now_price(
currency_type=coin_type)
return (price_info)
# time.sleep(300)
def buy_trading_logic(self, currency_type=None):
if currency_type is None:
raise Exception("I have to need info")
print("구매로직 진입")
print(currency_type)
term = self.term
info = self.set_thread_price(currency_type=currency_type)
wallet = self.free_balance
if (float(wallet) > self.order_balance):
count = 0
if (float(info["pridict_price"]) > float(info['now_price'])):
count += 1
if (float(info["disparity"]) < -1):
disparity = float(info["disparity"])
count += 1
if (float(info["bolin_low"]) > float(info['now_price'])):
count += 1
if (count >= 2):
print("구매 검토 중")
time.sleep(int(term) * 60)
while (1):
if (float(
self.machine.get_disparity(
currency_type=info["market"], term=self.term))
> disparity):
wallet = self.free_balance
now_price = self.machine.get_now_price(
currency_type=info["market"])
if float(wallet) >= self.order_balance:
volume = (self.order_balance) / float(now_price)
self.order_transaction(
machine=self.machine,
db_handler=self.db_handler,
qty=volume * 0.98,
currency_type=info["market"],
side="bid",
price=now_price)
time.sleep(int(term) * 60)
self.check_ordered_state()
self.pusher.send_message(
"#general", "현재" + str(info["market"]) +
"매수 하였습니다 info : " + str(info))
self.Log_Text.appendPlainText("현재" +
str(info["market"]) +
"매수 하였습니다 info : " +
str(info))
logger.info("buy transaction")
else:
print("돈없어서 pass")
self.Log_Text.appendPlainText(
"보유 중인 금액이 부족하여 구매에 실패하였습니다")
break
disparity = float(
self.machine.get_disparity(
currency_type=info["market"], term=self.term))
print("매수 시점 기다리는 중")
time.sleep(int(term) * 60)
self.check_ordered_state()
def sell_trading_logic(self, currency_type=None):
if currency_type is None:
raise Exception("I have to need info")
print("판매 로직 진입")
print(currency_type)
term = self.term
#info 는 가지고 있는 코인 리스트
has_coin_info = self.machine.get_has_coin_info()
print("판매 위해 가지고 있는 코인들 조회")
evalueation_coin = self.set_thread_price(currency_type=currency_type)
#print(evalueation_coin)
count = 0
if (float(evalueation_coin["pridict_price"]) < float(
evalueation_coin['now_price'])):
count += 1
if (float(evalueation_coin["disparity"]) > 1):
disparity = float(evalueation_coin["disparity"])
count += 1
if (float(evalueation_coin["bolin_high"]) < float(
evalueation_coin['now_price'])):
count += 1
if (count >= 2):
print("판매 검토중")
time.sleep(int(term) * 60)
now_price = self.machine.get_now_price(
currency_type=evalueation_coin["market"])
while (1):
if (float(
self.machine.get_disparity(
currency_type=evalueation_coin["market"],
term=self.term)) < disparity):
volume = self.machine.get_coin_valume(
evalueation_coin["market"])
self.order_transaction(
machine=self.machine,
db_handler=self.db_handler,
qty=float(volume) * 0.98,
currency_type=evalueation_coin["market"],
side="ask",
price=now_price)
time.sleep(int(term) * 60)
self.check_ordered_state()
logger.info("sell transaction")
self.pusher.send_message(
"#general", "현재" + str(evalueation_coin["market"]) +
"매도 하였습니다 info : " + str(evalueation_coin))
self.Log_Text.appendPlainText(
"현재" + str(evalueation_coin["market"]) +
"매도 하였습니다 info : " + str(evalueation_coin))
print("판매 완료")
break
disparity = float(
self.machine.get_disparity(
currency_type=evalueation_coin["market"],
term=self.term))
print("매도 시점 기다리는 중")
time.sleep(int(term) * 60)
self.check_ordered_state()
def stop(self):
return 0