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| """데모를 위해 계좌 정보가 없이 가상으로 거래 요청 및 계좌 조회 요청을 처리하는 클래스""" | ||
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| from datetime import datetime | ||
| import requests | ||
| from .log_manager import LogManager | ||
| from .trader import Trader | ||
| from .worker import Worker | ||
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| class DemoTrader(Trader): | ||
| """ | ||
| 거래 요청 정보를 받아서 거래소에 요청하고 거래소에서 받은 결과를 제공해주는 클래스 | ||
| id: 요청 정보 id "1607862457.560075" | ||
| type: 거래 유형 sell, buy, cancel | ||
| price: 거래 가격 | ||
| amount: 거래 수량 | ||
| """ | ||
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| RESULT_CHECKING_INTERVAL = 5 | ||
| ISO_DATEFORMAT = "%Y-%m-%dT%H:%M:%S" | ||
| AVAILABLE_CURRENCY = { | ||
| "BTC": ("KRW-BTC", "BTC"), | ||
| "ETH": ("KRW-ETH", "ETH"), | ||
| "DOGE": ("KRW-DOGE", "DOGE"), | ||
| "XRP": ("KRW-XRP", "XRP"), | ||
| } | ||
| NAME = "DemoTrader" | ||
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| def __init__(self, budget=50000, currency="BTC", commission_ratio=0.0005, opt_mode=True): | ||
| if currency not in self.AVAILABLE_CURRENCY: | ||
| raise UserWarning(f"not supported currency: {currency}") | ||
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| self.logger = LogManager.get_logger(__class__.__name__) | ||
| self.worker = Worker("DemoTrader-Worker") | ||
| self.worker.start() | ||
| self.SERVER_URL = "https://api.upbit.com" | ||
| self.is_opt_mode = opt_mode | ||
| self.asset = (0, 0) # avr_price, amount | ||
| self.balance = budget | ||
| self.commission_ratio = commission_ratio | ||
| currency_info = self.AVAILABLE_CURRENCY[currency] | ||
| self.market = currency_info[0] | ||
| self.market_currency = currency_info[1] | ||
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| @staticmethod | ||
| def _create_success_result(request): | ||
| return { | ||
| "state": "done", | ||
| "request": request, | ||
| "type": request["type"], | ||
| "price": request["price"], | ||
| "amount": request["amount"], | ||
| "msg": "success", | ||
| "date_time": request["date_time"], | ||
| } | ||
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| def send_request(self, request_list, callback): | ||
| """거래 요청을 처리한다 | ||
| request_list: 한 개 이상의 거래 요청 정보 리스트 | ||
| [{ | ||
| "id": 요청 정보 id "1607862457.560075" | ||
| "type": 거래 유형 sell, buy, cancel | ||
| "price": 거래 가격 | ||
| "amount": 거래 수량 | ||
| "date_time": 요청 데이터 생성 시간 | ||
| }] | ||
| callback(result): | ||
| { | ||
| "request": 요청 정보 | ||
| "type": 거래 유형 sell, buy, cancel | ||
| "price": 거래 가격 | ||
| "amount": 거래 수량 | ||
| "state": 거래 상태 requested, done | ||
| "msg": 거래 결과 메세지 | ||
| "date_time": 거래 체결 시간 | ||
| } | ||
| """ | ||
| for request in request_list: | ||
| self._execute_order({"request": request, "callback": callback}) | ||
|
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| def get_account_info(self): | ||
| """계좌 정보를 요청한다 | ||
| Returns: | ||
| { | ||
| balance: 계좌 현금 잔고 | ||
| asset: 자산 목록, 마켓이름을 키값으로 갖고 (평균 매입 가격, 수량)을 갖는 딕셔너리 | ||
| quote: 종목별 현재 가격 딕셔너리 | ||
| date_time: 현재 시간 | ||
| } | ||
| """ | ||
| trade_info = self.get_trade_tick() | ||
| result = { | ||
| "balance": self.balance, | ||
| "asset": {self.market_currency: self.asset}, | ||
| "quote": {}, | ||
| "date_time": datetime.now().strftime(self.ISO_DATEFORMAT), | ||
| } | ||
| result["quote"][self.market_currency] = float(trade_info[0]["trade_price"]) | ||
| self.logger.debug(f"account info {result}") | ||
| return result | ||
|
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| def cancel_request(self, request_id): | ||
| """거래 요청을 취소한다, 모든 요청은 바로 처리되므로 사용되지 않는다 | ||
| request_id: 취소하고자 하는 request의 id | ||
| """ | ||
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| def cancel_all_requests(self): | ||
| """모든 거래 요청을 취소한다, 모든 요청은 바로 처리되므로 사용되지 않는다 | ||
| 체결되지 않고 대기중인 모든 거래 요청을 취소한다 | ||
| """ | ||
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| def get_trade_tick(self): | ||
| """최근 거래 정보 조회""" | ||
| querystring = {"market": self.market, "count": "1"} | ||
| return self._request_get(self.SERVER_URL + "/v1/trades/ticks", params=querystring) | ||
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| def _execute_order(self, task): | ||
| request = task["request"] | ||
| if request["type"] == "cancel": | ||
| self.cancel_request(request["id"]) | ||
| return | ||
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| if request["price"] == 0: | ||
| self.logger.warning("[REJECT] market price is not supported now") | ||
| task["callback"]("error!") | ||
| return | ||
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| is_buy = request["type"] == "buy" | ||
| if is_buy and float(request["price"]) * float(request["amount"]) > self.balance: | ||
| request_price = float(request["price"]) * float(request["amount"]) | ||
| self.logger.warning(f"[REJECT] balance is too small! {request_price} > {self.balance}") | ||
| task["callback"]("error!") | ||
| return | ||
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| if is_buy is False and float(request["amount"]) > self.asset[1]: | ||
| self.logger.warning( | ||
| f"[REJECT] invalid amount {float(request['amount'])} > {self.asset[1]}" | ||
| ) | ||
| task["callback"]("error!") | ||
| return | ||
|
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| result = self._create_success_result(request) | ||
| self._call_callback(task["callback"], result) | ||
| self.logger.debug(f"request executed {request['id']}") | ||
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| def _call_callback(self, callback, result): | ||
| result_value = float(result["price"]) * float(result["amount"]) | ||
| fee = result_value * self.commission_ratio | ||
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| if result["state"] == "done" and result["type"] == "buy": | ||
| old_value = self.asset[0] * self.asset[1] | ||
| new_value = old_value + result_value | ||
| new_amount = self.asset[1] + float(result["amount"]) | ||
| new_amount = round(new_amount, 6) | ||
| if new_amount == 0: | ||
| avr_price = 0 | ||
| else: | ||
| avr_price = round(new_value / new_amount, 6) | ||
| self.asset = (avr_price, new_amount) | ||
| self.balance -= round(result_value + fee) | ||
| elif result["state"] == "done" and result["type"] == "sell": | ||
| old_avr_price = self.asset[0] | ||
| new_amount = self.asset[1] - float(result["amount"]) | ||
| new_amount = round(new_amount, 6) | ||
| if new_amount == 0: | ||
| old_avr_price = 0 | ||
| self.asset = (old_avr_price, new_amount) | ||
| self.balance += round(result_value - fee) | ||
|
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| callback(result) | ||
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| def _request_get(self, url, headers=None, params=None): | ||
| try: | ||
| if params is not None: | ||
| response = requests.get(url, params=params, headers=headers) | ||
| else: | ||
| response = requests.get(url, headers=headers) | ||
| response.raise_for_status() | ||
| result = response.json() | ||
| except ValueError as err: | ||
| self.logger.error(f"Invalid data from server: {err}") | ||
| return None | ||
| except requests.exceptions.HTTPError as msg: | ||
| self.logger.error(msg) | ||
| return None | ||
| except requests.exceptions.RequestException as msg: | ||
| self.logger.error(msg) | ||
| return None | ||
|
|
||
| return result |
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