def setup_target_buy_price(self, coin: Coin):
if coin.low_price == 0:
coin.low_price = coin.current_price
coin.target_buy_price = coin.low_price * (1 + 0.03)
# if calculate_rate(coin.target_buy_price, coin.open_price) <= 1.5:
# coin.target_buy_price = coin.open_price * 1.015
return coin
def buy_limit_order(self, coin: Coin, price, amount) -> bool:
order_log = self.upbit.buy_limit_order(f"KRW-{coin.name}", price, amount)
uuid = order_log.get('uuid')
coin.buy_uuid = uuid
if not uuid:
self.logger.warning(order_log)
return False
coin.status = Status.TRY_BUY
return True
def sell(self, coin: Coin, count_amount, status=Status.WAIT) -> bool:
order_log = self.upbit.sell_market_order(f"KRW-{coin.name}", count_amount)
uuid = order_log.get('uuid')
if not uuid:
self.logger.warning(order_log)
return False
while uuid and self.upbit.get_order(uuid).get('state') == 'wait':
time.sleep(1)
time.sleep(2)
order_log = self.upbit.get_order(uuid)
self.logger.debug(f"sell {order_log=}")
coin.avg_sell_price = calculate_avg_sell_price(order_log.get('trades'))
coin.sold_amount = calculate_total_amount(order_log)
self.logger.info(f'매수가: {coin.avg_buy_price}, 매도가: {coin.avg_sell_price}, '
f'수익률: {calculate_rate(coin.avg_sell_price, coin.avg_buy_price)}')
self.discord_conn.post(self.discord_conn.sell_data(coin))
coin.status = status
coin.dca_buy_cnt = 0
coin.bought_amount = 0
coin.avg_buy_price = 0
coin.buy_volume_cnt = 0
coin.avg_sell_price = 0
coin.sold_amount = 0
self.hold_krw = float(self.get_balance_info()['balance'])
return True
def do_check_buy_success(self, stock: Coin):
"""매수 예약 걸어놓은 stock이 매수가 성공했는지 확인"""
order = self.connector.get_order(stock.buy_uuid)
if order.get('state') == 'wait':
created_at: datetime = datetime.strptime(order.get('created_at')[:-6], "%Y-%m-%dT%H:%M:%S")
if (datetime.now() - created_at).seconds >= 3 * 60:
stock.status = Status.PASS
self.connector.cancel_order(stock.buy_uuid)
return
stock.status = Status.BOUGHT
stock.bought_amount += float(order.get('price')) * float(order.get('volume'))
stock.avg_buy_price = float(self.connector.get_balance_info(stock.name).get('avg_buy_price'))
stock.buy_volume_cnt = float(self.connector.get_balance_info(stock.name).get('balance'))
self.connector.hold_krw = float(self.connector.get_balance_info()['balance'])
self.setup_target_sell_price(stock)
def buy(self, coin: Coin, price_amount) -> bool:
order_log = self.upbit.buy_market_order(f"KRW-{coin.name}", price_amount)
uuid = order_log.get('uuid')
coin.buy_uuid = uuid
if not uuid:
self.logger.warning(order_log)
return False
while uuid and self.upbit.get_order(uuid).get('state') == 'wait':
time.sleep(1)
self.logger.debug(f"{coin.name} buy {order_log=}")
coin.status = Status.BOUGHT
coin.dca_buy_cnt += 1
coin.bought_amount += price_amount
coin.avg_buy_price = float(self.get_balance_info(coin.name).get('avg_buy_price'))
coin.buy_volume_cnt = float(self.get_balance_info(coin.name).get('balance'))
self.hold_krw = float(self.get_balance_info()['balance'])
return True
def do_try_buy(self, stock: Coin):
"""구매 조건에 맞는 stock에 대해 매수 시도
구매 조건
1. stock의 현재가가 목표매수가보다 높아야함
2. stock의 현재거래량이 목표거래량보다 높아야함
매수 시도
"""
if stock.current_price < stock.target_buy_price:
return
if stock.current_volume < stock.last_volume / 2:
stock.status = Status.PASS
return
self.connector.buy_limit_order(stock,
stock.target_buy_price,
self.connector.svb_config['buy_amount'] / stock.current_price)
def volatility_strategy(coins_name: list):
os.makedirs('logs', exist_ok=True)
print(f'{get_now_time()} 시작가: {get_krw():.2f}')
print_order_config(config.items(section="VB_ORDER"))
coin_dict = dict()
for coin_name in coins_name:
coin_dict[coin_name] = Coin(coin_name)
while True:
for i, coin in enumerate(coin_dict.values()):
candles = get_candles('KRW-' + coin.name,
count=2,
minute=UNIT,
candle_type=CANDLE_TYPE)
coin.high_price = max(candles[0]["trade_price"], coin.high_price)
now = candles[0]['candle_date_time_kst']
if coin.status == Status.BOUGHT:
coin.earnings_ratio = (
candles[0]["trade_price"] -
coin.avg_buy_price) / candles[0]["trade_price"] * 100
coin.max_earnings_ratio = max(coin.earnings_ratio,
coin.max_earnings_ratio)
if coin.status == Status.WAIT:
print(
f'{get_now_time()} {coin.name:>6}({set_state_color(coin.status)})| '
f'목표 가: {coin.buy_price:>11.2f}, 현재 가: {candles[0]["trade_price"]:>10}'
f' ({set_dif_color(candles[0]["trade_price"], coin.buy_price)}) '
f'최대 {coin.max_earnings_ratio:>6.2f} %')
elif coin.status == Status.BOUGHT:
print(
f'{get_now_time()} {coin.name:>6}({set_state_color(coin.status)})| '
f'구매 가: {coin.avg_buy_price:>11.2f}, 현재 가: {candles[0]["trade_price"]:>10}'
f' ({set_dif_color(candles[0]["trade_price"], coin.avg_buy_price)}) '
f'최대 {coin.max_earnings_ratio:6.2f} %')
# 매도 조건
# 1. 시간 캔들이 바뀐 경우
# 2. 수익률이 5 % 이상인 경우
if coin.check_time != now or (coin.status == Status.BOUGHT and coin.earnings_ratio >= 5)\
or (coin.status == Status.BOUGHT and coin.earnings_ratio <= -5):
print(f'1. time_change: {coin.check_time != now} '
f'2. ratio: {coin.earnings_ratio}')
if coin.check_time != now and i == 0:
print(
f'----------------------------------- UPDATE ---------------------------------------'
)
if coin.status == Status.BOUGHT:
sell_result = coin.sell_coin()
print(
f'\033[104m{get_now_time()} {coin.name:>6}( SELL)| {int(round(get_sell_price(sell_result)))}원\033[0m'
)
if coin.check_time != now:
coin.status = Status.WAIT
coin.max_earnings_ratio = 0
coin.earnings_ratio = 0
if coin.check_time != now and i == len(coin_dict) - 1:
print(
f'---------------------------------------------------------------------------------'
)
coin.check_time = now
coin.variability = candles[1]['high_price'] - candles[1][
'low_price']
coin.buy_price = candles[0][
"opening_price"] + coin.variability * (PERCENT_BUY_RANGE /
100)
coin.high_price = candles[0]["opening_price"]
coin.buy_balance = cal_buy_balance(coin.variability,
coin.high_price)
if coin.buy_balance == 0:
coin.status = Status.PASS
print(
f'{coin.name}| variability:{coin.variability}, buy_price:{coin.buy_price}, buy_balance:{coin.buy_balance}'
)
else: # 시간이 동일하다면
if coin.status != Status.WAIT:
continue
if coin.variability == 0 or candles[0][
'trade_price'] <= coin.buy_price:
continue
# 매수
buy_result = coin.buy_coin(price=coin.buy_balance)
if not buy_result:
continue
print(
f'\033[101m{get_now_time()} {coin.name:>6}( BUY)| {coin.bought_amount}원\033[0m'
)
def setup_target_sell_price(self, coin: Coin):
coin.target_profit_cut_sell_price = coin.avg_buy_price * (1 + self.connector.svb_config['profit_rate'] / 100)
coin.target_loss_cut_sell_price = coin.avg_buy_price * (1 - self.connector.svb_config['profit_rate'] / 100)
return coin
def min_catch_strategy(coins_name: list):
os.makedirs('logs', exist_ok=True)
log_file = open("logs/MCS_order.log", "a")
print(f'{get_now_time()} 시작가: {get_krw():.2f}')
log_file.write(f'{get_now_time()} 시작가: {get_krw():.2f}\n')
print_order_config(config.items(section="VB_ORDER"))
coin_dict = dict()
for coin_name in coins_name:
coin_dict[coin_name] = Coin(coin_name)
while True:
for i, coin in enumerate(coin_dict.values()):
try:
candles = get_candles('KRW-' + coin.name, count=2, minute=UNIT, candle_type=CANDLE_TYPE)
coin.high_price = max(candles[0]["trade_price"], coin.high_price)
now = candles[0]['candle_date_time_kst']
if coin.status != Status.PASS:
print(f'{get_now_time()} {coin.name:>6}({set_state_color(coin.status)}{coin.MCS_bought_cnt})| '
f'목표 가: {coin.MCS_buy_price[coin.MCS_bought_cnt] if coin.MCS_bought_cnt < MAX_BOUGHT_CNT else 0:>11.2f}, '
f'현재 가: {candles[0]["trade_price"]:>10},'
f'구매 가: {coin.avg_buy_price:>11.2f}'
f' ({set_dif_color(candles[0]["trade_price"], coin.MCS_buy_price[coin.MCS_bought_cnt] if coin.MCS_bought_cnt < MAX_BOUGHT_CNT else 0)}) '
f' ({set_dif_color(candles[0]["trade_price"], coin.avg_buy_price)}) ')
# 매도 조건
# 시간 캔들이 바뀐 경우
if coin.check_time != now:
if i == 0:
print(f'----------------------------------- UPDATE ---------------------------------------'
f'\n{coin.check_time} -> \033[36m{now}\033[0m')
if coin.status in [Status.BOUGHT, Status.ADDBUY] or coin.MCS_bought_cnt != 0:
sell_result = coin.sell_coin()
print(f'\033[104m{get_now_time()} {coin.name:>6}( SELL)| {int(round(get_sell_price(sell_result)))}원\033[0m')
log_file.write(f'{get_now_time()}, {coin.name}, SELL, {int(round(get_sell_price(sell_result)))}\n')
coin.status = Status.WAIT
coin.max_earnings_ratio = 0
coin.earnings_ratio = 0
coin.check_time = now
coin.variability = candles[1]['high_price'] - candles[1]['low_price']
coin.high_price = candles[0]["opening_price"]
print(coin.variability, coin.high_price * 0.015)
if coin.variability < coin.high_price * 0.015:
coin.status = Status.PASS
coin.avg_buy_price = 0
coin.MCS_bought_cnt = 0
coin.MCS_buy_price = [candles[0]["opening_price"] - coin.variability * var * BUY_DIF_RANGE for var in range(1, MAX_BOUGHT_CNT + 1)]
print(coin.MCS_buy_price)
if i == len(coin_dict) - 1:
print(f'---------------------------------------------------------------------------------')
else: # 시간이 동일하다면
if coin.MCS_bought_cnt >= MAX_BOUGHT_CNT\
or candles[0]['trade_price'] > coin.MCS_buy_price[coin.MCS_bought_cnt]\
or coin.status == Status.PASS:
continue
# 매수
buy_result = coin.buy_coin(price=BUY_AMOUNT)
coin.MCS_bought_cnt += 1
if not buy_result:
continue
print(f'\033[101m{get_now_time()} {coin.name:>6}( BUY{coin.MCS_bought_cnt})| {coin.bought_amount}원\033[0m')
log_file.write(f'{get_now_time()}, {coin.name}, BUY{coin.MCS_bought_cnt}, {coin.bought_amount}\n')
except IndexError as e:
continue
def test_buy():
con = CoinTradingConnector()
con.buy(Coin("XRP"), 5050)
def make_obj_list(self, names) -> list:
return [Coin(name) for name in names]
def set_min_max_one(self, coin: Coin):
ohlcv = pyupbit.get_ohlcv("KRW-" + coin.name, interval='day', count=self.cmm_config["count"])
coin.set_cmm_info(min(ohlcv['low']), max(ohlcv['high']))