diff --git a/Bithumb_minute.py b/Bithumb_minute.py
index 686885c..e1f1396 100644
--- a/Bithumb_minute.py
+++ b/Bithumb_minute.py
@@ -444,22 +444,13 @@ class Bithumb_minute(HTS):
         return True
 
     def check60min(self, data1, isRealTime=False):
-
-        bsLine = {}
         size = len(data1["close"])
-
-        bsLine['buy'] = [-1.0 for i in range(size)]
-        bsLine['buy_weight'] = [-1.0 for i in range(size)]
-        bsLine['sell'] = [-1.0 for i in range(size)]
-        bsLine['sell_weight'] = [-1.0 for i in range(size)]
+        buy = -1
 
         if data1['avg30'][size-2] < data1['avg60'][size-2] and data1['avg60'][size-1] < data1['avg30'][size-1]:
             buy = data1['low'][size-1]
-            data1['buy'][size-1] = buy
-            bsLine['buy'][size-1] = buy
-            bsLine['buy_weight'][size-1] = 0.3
 
-        return bsLine
+        return buy
 
     def checkWithEnvelope(self, data1, data2=None, isRealTime=False):
 
@@ -746,24 +737,24 @@ class Bithumb_minute(HTS):
                 balance = tmp[2]
                 #count = round((balance * (bsLine['buy_weight'][len(bsLine['buy_weight']) - 1] / 100)) / bsLine['buy'][len(bsLine['buy']) - 1], 2)
                 if ticker == 'TRX':
-                    count = self.getTRXCount(bsLine['buy'][len(bsLine['buy']) - 1])
+                    count = self.getTRXCount(bsLine)
                 elif ticker == 'SOL':
-                    count = self.getSOLCount(bsLine['buy'][len(bsLine['buy']) - 1])
+                    count = self.getSOLCount(bsLine)
                 elif ticker == 'EOS':
-                    count = self.getEOSCount(bsLine['buy'][len(bsLine['buy']) - 1])
+                    count = self.getEOSCount(bsLine)
                 else:
-                    count = self.getXRPCount(bsLine['buy'][len(bsLine['buy']) - 1])
+                    count = self.getXRPCount(bsLine)
 
                 # 매수를 요청한다.
-                order = self.bithumb.buy_limit_order(ticker, bsLine['buy'][len(bsLine['buy']) - 1], count)
+                order = self.bithumb.buy_limit_order(ticker, bsLine, count)
                 # slackbot에 메시지를 보냄
-                self.slackBot.post_to_slack(ticker, self.stock_code[ticker], "BUY", bsLine['buy'][len(bsLine['buy']) - 1], count)
+                self.slackBot.post_to_slack(ticker, self.stock_code[ticker], "BUY", bsLine, count)
 
                 # order: ('bid', 'BTC', 'C0101000000322993432', 'KRW')
                 if len(stock1['close']) > 0:
-                    print(ticker, "/", datetime.now().strftime('%Y-%m-%d %H:%M:%S'), "/", stock1['close'][len(stock1['close'])-1], "/", "{:.2f}".format(stock2['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock1['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock2['avg30'][len(stock2['avg30']) - 1]), "/", "{:.2f}".format(stock1['avg60'][len(stock1['avg60']) - 1]), "/", bsLine['buy'][len(bsLine['buy']) - 1], "/", count)
+                    print(ticker, "/", datetime.now().strftime('%Y-%m-%d %H:%M:%S'), "/", stock1['close'][len(stock1['close'])-1], "/", "{:.2f}".format(stock2['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock1['slow_k'][len(stock1['slow_k'])-1]), "/", "{:.2f}".format(stock2['avg30'][len(stock2['avg30']) - 1]), "/", "{:.2f}".format(stock1['avg60'][len(stock1['avg60']) - 1]), "/", bsLine, "/", count)
                 datetime_value = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
-                value = {"type": "BUY", "datetime": datetime_value, "order0": order[0], "order1": order[1], "order2": order[2], "order3": order[3], "canceled": 0, "slow_k_30": stock2['slow_k'][len(stock2['slow_k']) - 1], "slow_k_5": stock1['slow_k'][len(stock1['slow_k']) - 1], "price": bsLine['buy'][len(bsLine['buy']) - 1], "count": count}
+                value = {"type": "BUY", "datetime": datetime_value, "order0": order[0], "order1": order[1], "order2": order[2], "order3": order[3], "canceled": 0, "slow_k_30": stock2['slow_k'][len(stock2['slow_k']) - 1], "slow_k_5": stock1['slow_k'][len(stock1['slow_k']) - 1], "price": bsLine, "count": count}
                 value_df = pd.DataFrame(value, index=[datetime_value])
                 value_df["datetime"] = pd.to_datetime(value_df["datetime"], format='%Y-%m-%d %H:%M:%S')
                 indexes1 = order_log_df.index.tolist()