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pybot2.py
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pybot2.py
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import threading
import queue
import time
import pyupbit
import datetime
import requests
from collections import deque
access = "code1"
secret = "code2"
myToken = "code3"
def post_message(token, channel, text):
"""슬랙 메시지 전송"""
response = requests.post("https://slack.com/api/chat.postMessage",
headers={"Authorization": "Bearer "+token},
data={"channel": channel,"text": text}
)
class Consumer(threading.Thread):
def __init__(self, q):
super().__init__()
self.q = q
self.ticker = "KRW-ETC"
self.ma5 = deque(maxlen=5)
self.ma10 = deque(maxlen=10)
self.ma15 = deque(maxlen=15)
self.ma20 = deque(maxlen=20)
self.ma50 = deque(maxlen=50)
self.ma120 = deque(maxlen=120)
self.high1 = deque(maxlen=240)
self.low1 = deque(maxlen=240)
self.close1 = deque(maxlen=1)
df = pyupbit.get_ohlcv(self.ticker, interval="minute1", count=240)
self.ma5.extend(df['close'])
self.ma10.extend(df['close'])
self.ma15.extend(df['close'])
self.ma20.extend(df['close'])
self.ma50.extend(df['close'])
self.ma120.extend(df['close'])
self.high1.extend(df['high'])
self.low1.extend(df['low'])
self.close1.extend(df['close'])
print(len(self.ma5), len(self.ma10), len(self.ma15), len(self.ma20), len(self.ma50), len(self.ma120), len(self.high1), len(self.low1), len(self.close1))
def run(self):
price_curr = None
buy_flag = False
sell_flag = False
wait_flag = False
upbit = pyupbit.Upbit(access, secret)
cash = upbit.get_balance()
print("autotrade start")
print("보유현금", cash)
post_message(myToken, "#codetest", "Auto Trade start")
post_message(myToken, "#codetest", "Now Balance : " + str(round(cash, 0)))
while True:
try:
if not self.q.empty():
if price_curr != None:
self.ma5.append(price_curr)
self.ma10.append(price_curr)
self.ma15.append(price_curr)
self.ma20.append(price_curr)
self.ma50.append(price_curr)
self.ma120.append(price_curr)
self.high1.append(price_curr)
self.low1.append(price_curr)
self.close1.append(price_curr)
curr_ma5 = sum(self.ma5) / len(self.ma5)
curr_ma10 = sum(self.ma10) / len(self.ma10)
curr_ma15 = sum(self.ma15) / len(self.ma15)
curr_ma20 = sum(self.ma20) / len(self.ma20)
curr_ma50 = sum(self.ma50) / len(self.ma50)
curr_ma120 = sum(self.ma120) / len(self.ma120)
target_price = (sum(self.close1) / len(self.close1)) + ((sum(self.high1) / len(self.high1)) - (sum(self.low1) / len(self.low1))) * 0.5
price_open = self.q.get()
if buy_flag == False:
price_buy = price_open * 1.001
wait_flag = False
print(buy_flag, sell_flag, wait_flag)
price_curr = pyupbit.get_current_price(self.ticker)
print("[", datetime.datetime.now(), "]", "[BUY_IMPOSSIBLE!]", " 커런트 프라이스 :", price_curr,
"// 타겟 프라이스 :", round(target_price, 2), " // ",
round(curr_ma5, 2),
round(curr_ma10, 2), "[", round(curr_ma50 * 1.03, 2), "]", round(curr_ma15, 2),
round(curr_ma20, 2), round(curr_ma50, 2),
round(curr_ma120, 2))
if price_curr == None:
continue
if buy_flag == False and sell_flag == False and wait_flag == False and \
price_buy != None and price_curr >= curr_ma10 and curr_ma15 >= curr_ma50 and \
curr_ma15 <= curr_ma50 * 1.03 and curr_ma120 <= curr_ma50 and curr_ma20 >= curr_ma50 and \
curr_ma5 >= curr_ma10 and curr_ma10 >= curr_ma15 and curr_ma15 >= curr_ma20 and price_curr >= target_price:
ret = upbit.buy_market_order(self.ticker, cash * 0.9995)
print("매수주문", ret)
time.sleep(0.2)
if ret == None or "error" in ret:
print("매수 주문 이상")
continue
time.sleep(0.2)
while True:
volume = upbit.get_balance(self.ticker)
avg_price = upbit.get_avg_buy_price(self.ticker)
if volume == None or 'error' in volume or avg_price == None or 'error' in avg_price:
print("매수 주문 이상")
continue
print("매수 평균가 :", avg_price, "수량 :", avg_price)
time.sleep(0.5)
buy_flag = True
print(buy_flag, sell_flag, wait_flag)
break
while True:
if buy_flag == True and sell_flag == False and wait_flag == False :
price_curr = pyupbit.get_current_price(self.ticker)
avg_price = upbit.get_avg_buy_price(self.ticker)
print("[",datetime.datetime.now(),"]", "[현재가 :", price_curr,"]", "손절가 :", avg_price * 0.98, " // ", "익절가 :", avg_price * 1.015, " // ", "매수 평균가 :", avg_price)
time.sleep(0.2)
if price_curr <= avg_price * 0.98 or price_curr >= avg_price * 1.015:
ret = upbit.sell_market_order(self.ticker, volume)
if ret == None or 'error' in ret:
continue
else:
print("매도주문", ret)
sell_flag = True
break
print(buy_flag, sell_flag, wait_flag)
time.sleep(0.5)
if buy_flag == True and sell_flag == True and wait_flag == False:
uncomp = upbit.get_order(self.ticker)
if uncomp != None and len(uncomp) == 0:
cash = upbit.get_balance()
if cash == None:
continue
print("매도완료", cash)
buy_flag = False
sell_flag = False
wait_flag = True
print(buy_flag, sell_flag, wait_flag)
post_message(myToken, "#codetest", "Now Balance : " + str(round(cash, 0)))
except:
print("error")
time.sleep(0.2)
class Producer(threading.Thread):
def __init__(self, q):
super().__init__()
self.q = q
def run(self):
while True:
price = pyupbit.get_current_price("KRW-ETC")
self.q.put(price)
time.sleep(60)
q = queue.Queue()
Producer(q).start()
Consumer(q).start()