init

HTS2.py

@@ -0,0 +1,301 @@
+import pandas as pd
+import jwt
+import uuid
+import time
+import requests
+import json
+import hashlib
+from urllib.parse import urlencode
+
+class HTS:
+
+    bithumb = None
+    accessKey = None
+    secretKey = None
+    apiUrl = None
+
+    def __init__(self):
+        #self.bithumb = pybithumb.Bithumb(self.con_key, self.sec_key)
+
+        self.bithumb = None
+        self.accessKey = "a5d33ce55f598185d37cd26272341b7b965c31a59457f7"  # 본인의 Connect Key를 입력한다.
+        self.secretKey = "ODBiYWFmNWE2MTkwYjdhMTNhZTM1YjU5OGY4OGE2MGNkNDY2NzMzMjE2Nzc5NDVlMzBhMDk3NTNmM2M2Mg=="  # 본인의 Secret Key를 입력한다.
+        self.apiUrl = 'https://api.bithumb.com'
+
+        return
+
+    def append(self, stock, df=None, data_1=None):
+        if df is not None:
+            for i in range(len(df)):
+                stock['PRICE'].append(
+                    {
+                        "ymd": df.index[i],
+                        "close": df['close'].iloc[i],
+                        "diff": 0,
+                        "open": df['open'].iloc[i],
+                        "high": df['high'].iloc[i],
+                        "low": df['low'].iloc[i],
+                        "volume": df['volume'].iloc[i],
+                        "avg5": -1, "avg20": -1, "avg60": -1, "avg120": -1, "avg240": -1, "avg480": -1,
+                        "bolingerband_upper": -1, "bolingerband_lower": -1, "bolingerband_middle": -1, "bolingerband_bwi": -1,
+                        "ichimokucloud_changeLine": -1, "ichimokucloud_baseLine": -1, "ichimokucloud_leadingSpan1": -1, "ichimokucloud_leadingSpan2": -1,
+                        "stochastic_fast_k_1": -1, "stochastic_slow_k_1": -1, "stochastic_slow_d_1": -1,
+                        "stochastic_fast_k_2": -1, "stochastic_slow_k_2": -1, "stochastic_slow_d_2": -1,
+                        "stochastic_fast_k_3": -1, "stochastic_slow_k_3": -1, "stochastic_slow_d_3": -1,
+                        "rsi": -1, "rsis": -1,
+                        "macd": -1, "macds": -1, "macdo": -1, "nor_macd": -1, "nor_macds": -1, "nor_macdo": -1,
+                    })
+
+        if data_1 is not None:
+            stock['PRICE'].append(
+                {
+                    "ymd": data_1.index[-1],
+                    "close": data_1['close'].iloc[-1],
+                    "diff": 0,
+                    "open": data_1['open'].iloc[-1],
+                    "high": data_1['high'].iloc[-1],
+                    "low": data_1['low'].iloc[-1],
+                    "volume": data_1['volume'].iloc[-1],
+                    "avg5": -1, "avg20": -1, "avg60": -1, "avg120": -1, "avg240": -1, "avg480": -1,
+                    "bolingerband_upper": -1, "bolingerband_lower": -1, "bolingerband_middle": -1, "bolingerband_bwi": -1, "bolingerband_nor_bwi": -1,
+                    "envelope_upper": -1, "envelope_lower": -1, "envelope_middle": -1,
+                    "ichimokucloud_changeLine": -1, "ichimokucloud_baseLine": -1, "ichimokucloud_leadingSpan1": -1,
+                    "ichimokucloud_leadingSpan2": -1,
+                    "stochastic_fast_k_1": -1, "stochastic_slow_k_1": -1, "stochastic_slow_d_1": -1,
+                    "stochastic_fast_k_2": -1, "stochastic_slow_k_2": -1, "stochastic_slow_d_2": -1,
+                    "stochastic_fast_k_3": -1, "stochastic_slow_k_3": -1, "stochastic_slow_d_3": -1,
+                    "rsi": -1, "rsis": -1,
+                    "macd": -1, "macds": -1, "macdo": -1, "nor_macd": -1, "nor_macds": -1, "nor_macdo": -1,
+                })
+        return
+
+    def getCoinRawData(self, ticker_code, minute=None, day=False, week=False, month=False, to=None, endpoint='/v1/candles'):
+        url = None
+        if minute == 0:
+            # 현재가 정보
+            url = (self.apiUrl + "/v1/ticker?markets=KRW-{}").format(ticker_code)
+
+            headers = {"accept": "application/json"}
+            response = requests.get(url, headers=headers)
+            json_data = json.loads(response.text)
+            df_temp = pd.DataFrame(json_data)
+            if 'trade_date_kst' not in df_temp or 'trade_time_kst' not in df_temp:
+                return None
+            df = pd.DataFrame()
+            df['datetime'] = pd.to_datetime(df_temp['trade_date_kst'], format='%Y-%m-%dT%H:%M:%S')
+            df['open'] = df_temp['opening_price']
+            df['close'] = df_temp['trade_price']
+            df['high'] = df_temp['high_price']
+            df['low'] = df_temp['low_price']
+            df['volume'] = df_temp['trade_volume']
+            df = df.set_index('datetime')
+            df = df.astype(float)
+            df["datetime"] = df.index
+        else:
+            # 분봉
+            if minute is not None and minute in {1, 3, 5, 10, 15, 30, 60, 240}:
+                if to is None:
+                    url = (self.apiUrl + endpoint + "/minutes/{}?market=KRW-{}&count=3000").format(minute, ticker_code)
+                else:
+                    url = (self.apiUrl + endpoint + "/minutes/{}?market=KRW-{}&count=3000&to={}").format(minute, ticker_code, to)
+            if day:
+                if to is None:
+                    url = (self.apiUrl + endpoint + "/days?market=KRW-{}&count=3000").format(ticker_code)
+                else:
+                    url = (self.apiUrl + endpoint + "/days?market=KRW-{}&count=3000&to={}").format(ticker_code, to)
+            if week:
+                if to is None:
+                    url = (self.apiUrl + endpoint + "/weeks?market=KRW-{}&count=3000").format(ticker_code)
+                else:
+                    url = (self.apiUrl + endpoint + "/weeks?market=KRW-{}&count=3000&to={}").format(ticker_code, to)
+            if month:
+                if to is None:
+                    url = (self.apiUrl + endpoint + "/months?market=KRW-{}&count=3000").format(ticker_code)
+                else:
+                    url = (self.apiUrl + endpoint + "/months?market=KRW-{}&count=3000&to={}").format(ticker_code, to)
+
+            if url is None:
+                return None
+
+            headers = {"accept": "application/json"}
+            response = requests.get(url, headers=headers)
+            json_data = json.loads(response.text)
+            df_temp = pd.DataFrame(json_data)
+            if 'candle_date_time_kst' not in df_temp:
+                return None
+            df = pd.DataFrame()
+            #df.columns = ['datetime', 'open', 'close', 'high', 'low', 'volume']
+            #df['datetime'] = pd.to_datetime(df_temp['candle_date_time_kst'])
+            df['datetime'] = pd.to_datetime(df_temp['candle_date_time_kst'], format='%Y-%m-%dT%H:%M:%S')
+            df['open'] = df_temp['opening_price']
+            df['close'] = df_temp['trade_price']
+            df['high'] = df_temp['high_price']
+            df['low'] = df_temp['low_price']
+            df['volume'] = df_temp['candle_acc_trade_volume']
+            df = df.set_index('datetime')
+            df = df.astype(float)
+            df["datetime"] = df.index
+
+        if df is None:
+            return None
+
+        return df
+
+    def getTickerList(self):
+        url = "https://api.bithumb.com/v1/market/all?isDetails=false"
+        headers = {"accept": "application/json"}
+        response = requests.get(url, headers=headers)
+
+        tickets = response.json()
+        return tickets
+
+    def getVirtual_asset_warning(self):
+        url = "https://api.bithumb.com/v1/market/virtual_asset_warning"
+        headers = {"accept": "application/json"}
+        response = requests.get(url, headers=headers)
+        warning_list = response.json()
+        return warning_list
+
+    # 거래대금이 많은 순으로 코인리스트를 얻는다.
+    def getTopCoinList(self, interval, top):
+        return
+
+    # 현재 가격 얻어오기
+    def getCurrentPrice(self, ticker_code, endpoint='/v1/ticker'):
+        headers = {"accept": "application/json"}
+        url = (self.apiUrl + endpoint + "?markets=KRW-{}").format(ticker_code)
+        response = requests.get(url, headers=headers)
+
+        ticker_state = response.json()
+        return ticker_state
+
+    # 잔고 가져오기
+    def getBalances(self, ticker_code=None, endpoint='/v1/accounts'):
+
+        payload = {
+            'access_key': self.accessKey,
+            'nonce': str(uuid.uuid4()),
+            'timestamp': round(time.time() * 1000)
+        }
+        jwt_token = jwt.encode(payload, self.secretKey)
+        authorization_token = 'Bearer {}'.format(jwt_token)
+        headers = {
+            'Authorization': authorization_token
+        }
+        response = requests.get(self.apiUrl + endpoint, headers=headers)
+        balances = response.json()
+
+        """
+        [
+            {'currency': 'P', 'balance': '78290', 'locked': '0', 'avg_buy_price': '0', 'avg_buy_price_modified': False, 'unit_currency': 'KRW'},
+            {'currency': 'KRW', 'balance': '4218.401653', 'locked': '0', 'avg_buy_price': '0', 'avg_buy_price_modified': False, 'unit_currency': 'KRW'},
+            {'currency': 'XRP', 'balance': '13069.27647861', 'locked': '0', 'avg_buy_price': '1917', 'avg_buy_price_modified': False, 'unit_currency': 'KRW'},
+            {'currency': 'ADA', 'balance': '6941.65484013', 'locked': '0', 'avg_buy_price': '1260', 'avg_buy_price_modified': False, 'unit_currency': 'KRW'},
+            {'currency': 'BSV', 'balance': '0.00005656', 'locked': '0', 'avg_buy_price': '65450', 'avg_buy_price_modified': False, 'unit_currency': 'KRW'},
+            {'currency': 'SAND', 'balance': '0.00001158', 'locked': '0', 'avg_buy_price': '544.8', 'avg_buy_price_modified': False, 'unit_currency': 'KRW'},
+            {'currency': 'AVAX', 'balance': '26.43960509', 'locked': '0', 'avg_buy_price': '60882', 'avg_buy_price_modified': False, 'unit_currency': 'KRW'},
+            {'currency': 'XCORE', 'balance': '0.2119', 'locked': '0', 'avg_buy_price': '0', 'avg_buy_price_modified': False, 'unit_currency': 'KRW'}
+        ]
+        """
+        if ticker_code is None:
+            return balances
+        else:
+            for balance in balances:
+                if balance['currency'] == ticker_code:
+                    return balance
+
+        return None
+
+
+    def order(self, ticker_code, side, ord_type, volume, price=None, endpoint='/v1/orders'):
+        if ord_type=='limit':
+            # 지정가 매수 (limit, side=bid) / 매도 (limit, side=ask)
+            if price is None:
+                return
+
+            requestBody = dict(market='KRW-'+ticker_code, side=side, volume=volume, price=price, ord_type=ord_type)
+        else:
+            # 시장가 매수 (price, side=bid) / 매도 (market, side=ask)
+
+            if ord_type == 'price':
+                requestBody = dict(market='KRW-' + ticker_code, side=side, price=price, ord_type=ord_type)
+            else:
+                requestBody = dict(market='KRW-' + ticker_code, side=side, volume=volume, ord_type=ord_type)
+
+        # Generate access token
+        query = urlencode(requestBody).encode()
+        hash = hashlib.sha512()
+        hash.update(query)
+        query_hash = hash.hexdigest()
+        payload = {
+            'access_key': self.accessKey,
+            'nonce': str(uuid.uuid4()),
+            'timestamp': round(time.time() * 1000),
+            'query_hash': query_hash,
+            'query_hash_alg': 'SHA512',
+        }
+        jwt_token = jwt.encode(payload, self.secretKey)
+        authorization_token = 'Bearer {}'.format(jwt_token)
+        headers = {
+            'Authorization': authorization_token,
+            'Content-Type': 'application/json'
+        }
+
+        response = requests.post(self.apiUrl + endpoint, data=json.dumps(requestBody), headers=headers)
+        # handle to success or fail
+        #print(response.json())
+        if response.status_code == 200:
+            return True
+        return False
+
+    # 시장가 매수한다. 2초 뒤 잔고 데이터 리스트 리턴
+    def buyCoinMarket(self, ticker_code, price, count=None):
+        if price > 5000:
+            if price < 50000:
+                self.order(ticker_code, side='bid', ord_type='price', volume=count, price=price)
+                buy_price = price
+            else:
+                repeat = 10
+                buy_price = int(price / 1000) * 1000
+                buy_amount = int(buy_price / repeat)
+                while repeat > 0:
+                    self.order(ticker_code, side='bid', ord_type='price', volume=count, price=buy_amount)
+                    repeat -= 1
+                    time.sleep(0.5)
+        else:
+            buy_price = 0
+        return buy_price
+
+    # 시장가 매도한다. 2초 뒤 잔고 데이터 리스트 리턴
+    def sellCoinMarket(self, ticker_code, price, count):
+        return self.order(ticker_code, side='ask', ord_type='market', volume=count, price=price)
+
+    # 지정가 매수한다. 2초 뒤 잔고 데이터 리스트 리턴
+    def buyCoinLimit(self, ticker_code, price, count):
+        return self.order(ticker_code, side='bid', ord_type='limit', volume=count, price=price)
+
+    # 지정가 매도한다. 2초 뒤 잔고 데이터 리스트 리턴
+    def sellCoinLimit(self, ticker_code, price, count):
+        return self.order(ticker_code, side='ask', ord_type='limit', volume=count, price=price)
+
+    def getOrderBook(self, ticker_code, endpoint='/v1/orderbook'):
+        """
+        필드             설명	            타입
+        market	        마켓 코드	        String
+        timestamp	    호가 생성 시각	    Long
+        total_ask_size	호가 매도 총 잔량	Double
+        total_bid_size	호가 매수 총 잔량	Double
+        orderbook_units	호가	            List of Objects
+            > ask_price	    매도호가	        Double
+            > bid_price	    매수호가	        Double
+            > ask_size	    매도 잔량	        Double
+            > bid_size	    매수 잔량	        Double
+        """
+        headers = {"accept": "application/json"}
+        url = (self.apiUrl + endpoint + "?markets=KRW-{}").format(ticker_code)
+        response = requests.get(url, headers=headers)
+
+        # 매도 총 잔량: sum([units['ask_size'] for units in orders[0]['orderbook_units']])
+        # 매수 총 잔량: sum([units['bid_size'] for units in orders[0]['orderbook_units']])
+        orders = response.json()
+        return orders

stock_monitor.py

@@ -1,6 +1,6 @@
 import pandas as pd
 
-import yfinance as yf
+from HTS2 import HTS
 import pandas as pd
 from datetime import datetime, timedelta
 import telegram
@@ -13,6 +13,7 @@ import schedule
 from config import *
 import FinanceDataReader as fdr
 
+hts = HTS()
 
 def send_coin_msg(text):
     coin_client = telegram.Bot(token=COIN_TELEGRAM_BOT_TOKEN)
@@ -36,6 +37,13 @@ def send_coin_telegram_message(message_list, header):
 
     return
 
+def buy_ticker(buy_ticker_list):
+    for buy_ticker in buy_ticker_list:
+        ticker_code = buy_ticker['symbol']
+        _ = hts.buyCoinMarket(ticker_code, 50000)
+    return
+
+
 
 def send_stock_msg(text):
     stock_client = telegram.Bot(token=STOCK_TELEGRAM_BOT_TOKEN)
@@ -425,6 +433,7 @@ def monitor_kr_stocks():
 
 def monitor_coins():
     message_list = []
+    buy_ticker_list = []
     print("KRW COINs {}".format(datetime.now().strftime('%Y-%m-%d %H:%M:%S')))
 
     for symbol in KR_COINS:
@@ -438,11 +447,11 @@ def monitor_coins():
                 if info is None:
                     continue
                 info['name'] = KR_COINS[symbol]
-                print(
+                print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']} ({info['details']['interval']})")
-                    f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']} ({info['details']['interval']})")
 
                 if info['alert']:
                     message_list.append(format_ma_message(info, 'KR'))
+                    buy_ticker_list.append(info)
             except Exception as e:
                 print(f"Error processing data for {symbol}: {str(e)}")
         else:
@@ -459,8 +468,7 @@ def monitor_coins():
                 if info is None:
                     continue
                 info['name'] = KR_COINS[symbol]
-                print(
+                print(f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']} ({info['details']['interval']})")
-                    f"   - {info['name']} ({symbol}): {info['price']:.2f} -> {info['alert']} ({info['details']['interval']})")
 
                 if info['alert']:
                     message_list.append(format_ma_message(info, 'KR'))
@@ -472,24 +480,15 @@ def monitor_coins():
 
     if len(message_list) > 0:
         try:
+            # buy
+            buy_ticker(buy_ticker_list)
+            # send message
             send_coin_telegram_message(message_list, header="[KRW-COIN]")
         except Exception as e:
             print(f"Error sending Telegram message: {str(e)}")
 
     return
 
-# ----------------------
-# Indicator utilities
-# ----------------------
-
-def calculate_bollinger_bands(data: pd.DataFrame, period: int = 20, std: int = 2):
-    data = data.copy()
-    data['MA'] = data['Close'].rolling(window=period).mean()
-    data['STD'] = data['Close'].rolling(window=period).std()
-    data['Upper'] = data['MA'] + std * data['STD']
-    data['Lower'] = data['MA'] - std * data['STD']
-    return data
-
 # ----------------------
 # Turnaround Detector v6
 # ----------------------