add BinanceDataProvider

integration_tests/__init__.py

@@ -17,3 +17,4 @@
     MassSimulatorIntegrationTests,
     MassSimulator3mIntervalIntegrationTests,
 )
+from .binance_data_provider_ITG_test import BinanceDataProviderIntegrationTests

integration_tests/binance_data_provider_ITG_test.py

@@ -0,0 +1,71 @@
+import unittest
+from smtm import BinanceDataProvider
+from unittest.mock import *
+
+
+class BinanceDataProviderIntegrationTests(unittest.TestCase):
+    def setUp(self):
+        pass
+
+    def tearDown(self):
+        pass
+
+    def test_ITG_get_info_return_correct_data(self):
+        dp = BinanceDataProvider()
+        info = dp.get_info()
+        self.assertEqual("market" in info, True)
+        self.assertEqual("date_time" in info, True)
+        self.assertEqual("opening_price" in info, True)
+        self.assertEqual("high_price" in info, True)
+        self.assertEqual("low_price" in info, True)
+        self.assertEqual("closing_price" in info, True)
+        self.assertEqual("acc_price" in info, True)
+        self.assertEqual("acc_volume" in info, True)
+
+    def test_ITG_get_info_return_correct_data_when_currency_is_BTC(self):
+        dp = BinanceDataProvider("BTC")
+        info = dp.get_info()
+        self.assertEqual(info["market"], "BTC")
+        self.assertEqual("date_time" in info, True)
+        self.assertEqual("opening_price" in info, True)
+        self.assertEqual("high_price" in info, True)
+        self.assertEqual("low_price" in info, True)
+        self.assertEqual("closing_price" in info, True)
+        self.assertEqual("acc_price" in info, True)
+        self.assertEqual("acc_volume" in info, True)
+
+    def test_ITG_get_info_return_correct_data_when_currency_is_ETH(self):
+        dp = BinanceDataProvider("ETH")
+        info = dp.get_info()
+        self.assertEqual(info["market"], "ETH")
+        self.assertEqual("date_time" in info, True)
+        self.assertEqual("opening_price" in info, True)
+        self.assertEqual("high_price" in info, True)
+        self.assertEqual("low_price" in info, True)
+        self.assertEqual("closing_price" in info, True)
+        self.assertEqual("acc_price" in info, True)
+        self.assertEqual("acc_volume" in info, True)
+
+    def test_ITG_get_info_return_correct_data_when_currency_is_DOGE(self):
+        dp = BinanceDataProvider("DOGE")
+        info = dp.get_info()
+        self.assertEqual(info["market"], "DOGE")
+        self.assertEqual("date_time" in info, True)
+        self.assertEqual("opening_price" in info, True)
+        self.assertEqual("high_price" in info, True)
+        self.assertEqual("low_price" in info, True)
+        self.assertEqual("closing_price" in info, True)
+        self.assertEqual("acc_price" in info, True)
+        self.assertEqual("acc_volume" in info, True)
+
+    def test_ITG_get_info_return_correct_data_when_currency_is_XRP(self):
+        dp = BinanceDataProvider("XRP")
+        info = dp.get_info()
+        self.assertEqual(info["market"], "XRP")
+        self.assertEqual("date_time" in info, True)
+        self.assertEqual("opening_price" in info, True)
+        self.assertEqual("high_price" in info, True)
+        self.assertEqual("low_price" in info, True)
+        self.assertEqual("closing_price" in info, True)
+        self.assertEqual("acc_price" in info, True)
+        self.assertEqual("acc_volume" in info, True)

integration_tests/upbit_data_provider_ITG_test.py

@@ -1,7 +1,6 @@
 import unittest
 from smtm import UpbitDataProvider
 from unittest.mock import *
-import requests
 
 
 class UpbitDataProviderIntegrationTests(unittest.TestCase):

notebook/binance_data_provider_test.ipynb

@@ -0,0 +1,175 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "id": "worse-compiler",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import os\n",
+    "os.chdir('../')"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "armed-racing",
+   "metadata": {},
+   "source": [
+    "### 현재 디렉토리가 smtm 프로젝트 root로 설정되었는지 확인\n",
+    "분석 결과 파일이 저장될 output 폴더 생성"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "id": "nominated-allowance",
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "현재 디렉토리  c:\\01_Code\\smtm\n"
+     ]
+    }
+   ],
+   "source": [
+    "print(\"현재 디렉토리 \" , os.getcwd())"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 3,
+   "id": "regular-bulletin",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from smtm import BinanceDataProvider"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 4,
+   "id": "metallic-canal",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "dp = BinanceDataProvider()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 5,
+   "id": "dynamic-psychiatry",
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "{'market': 'BTC',\n",
+       " 'date_time': '2023-10-28T08:12:00',\n",
+       " 'opening_price': 33838.0,\n",
+       " 'high_price': 33838.0,\n",
+       " 'low_price': 33837.99,\n",
+       " 'closing_price': 33838.0,\n",
+       " 'acc_price': 11947.8585644,\n",
+       " 'acc_volume': 0.35309}"
+      ]
+     },
+     "execution_count": 5,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "dp.get_info()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
+   "id": "senior-ancient",
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "{'market': 'BTC',\n",
+       " 'date_time': '2023-10-28T08:12:00',\n",
+       " 'opening_price': 33838.0,\n",
+       " 'high_price': 33838.0,\n",
+       " 'low_price': 33837.99,\n",
+       " 'closing_price': 33838.0,\n",
+       " 'acc_price': 88287.4011994,\n",
+       " 'acc_volume': 2.60912}"
+      ]
+     },
+     "execution_count": 6,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "dp.get_info()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 7,
+   "id": "815ebf90",
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "{'market': 'BTC',\n",
+       " 'date_time': '2023-10-28T08:12:00',\n",
+       " 'opening_price': 33838.0,\n",
+       " 'high_price': 33838.0,\n",
+       " 'low_price': 33837.99,\n",
+       " 'closing_price': 33837.99,\n",
+       " 'acc_price': 102336.2579556,\n",
+       " 'acc_volume': 3.0243}"
+      ]
+     },
+     "execution_count": 7,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "dp.get_info()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "fad6a8a4",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.8.10"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}

smtm/__init__.py

@@ -22,6 +22,7 @@
 from .bithumb_trader import BithumbTrader
 from .upbit_data_provider import UpbitDataProvider
 from .bithumb_data_provider import BithumbDataProvider
+from .binance_data_provider import BinanceDataProvider
 from .controller import Controller
 from .jpt_controller import JptController
 from .telegram_controller import TelegramController

smtm/binance_data_provider.py

@@ -0,0 +1,117 @@
+"""바이낸스 거래소의 실시간 거래 데이터를 제공하는 DataProvider 클래스"""
+
+from datetime import datetime, timezone, timedelta
+import requests
+from .date_converter import DateConverter
+from .data_provider import DataProvider
+from .log_manager import LogManager
+
+
+class BinanceDataProvider(DataProvider):
+    """
+    바이낸스 거래소의 실시간 거래 데이터를 제공하는 클래스
+
+    바이낸스의 open api를 사용. 별도의 가입, 인증, token 없이 사용 가능
+    https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
+    """
+
+    URL = "https://api.binance.com/api/v3/klines"
+    AVAILABLE_CURRENCY = {"BTC": "BTCUSDT", "ETH": "ETHUSDT", "DOGE": "DOGEUSDT", "XRP": "XRPUSDT"}
+    KST = timezone(timedelta(hours=9))
+
+    def __init__(self, currency="BTC", interval=60):
+        if currency not in self.AVAILABLE_CURRENCY:
+            raise UserWarning(f"not supported currency: {currency}")
+
+        self.logger = LogManager.get_logger(__class__.__name__)
+        self.market = currency
+        if interval == 60:
+            self.interval = "1m"
+        elif interval == 180:
+            self.interval = "3m"
+        elif interval == 300:
+            self.interval = "5m"
+        elif interval == 600:
+            self.interval = "10m"
+        else:
+            raise UserWarning(f"not supported interval: {interval}")
+        self.query_string = {
+            "symbol": self.AVAILABLE_CURRENCY[currency],
+            "limit": 1,
+            "interval": self.interval,
+        }
+
+    def get_info(self):
+        """실시간 거래 정보 전달한다
+
+        Returns: 거래 정보 딕셔너리
+        {
+            "market": 거래 시장 종류 BTC
+            "date_time": 정보의 기준 시간
+            "opening_price": 시작 거래 가격
+            "high_price": 최고 거래 가격
+            "low_price": 최저 거래 가격
+            "closing_price": 마지막 거래 가격
+            "acc_price": 단위 시간내 누적 거래 금액
+            "acc_volume": 단위 시간내 누적 거래 양
+        }
+        """
+        data = self._get_data_from_server()
+        return self._create_candle_info(data[0])
+
+    def _create_candle_info(self, data):
+        """
+        sample response:
+        [
+            [
+                1499040000000,      // Kline open time
+                "0.01634790",       // Open price
+                "0.80000000",       // High price
+                "0.01575800",       // Low price
+                "0.01577100",       // Close price
+                "148976.11427815",  // Volume, 거래수량
+                1499644799999,      // Kline Close time
+                "2434.19055334",    // Quote asset volume, 거래대금
+                308,                // Number of trades
+                "1756.87402397",    // Taker buy base asset volume
+                "28.46694368",      // Taker buy quote asset volume
+                "0"                 // Unused field, ignore.
+            ]
+        ]
+        """
+        try:
+            return {
+                "market": self.market,
+                "date_time": self._get_kst_time_from_unix_time_ms(data[0]),
+                "opening_price": float(data[1]),
+                "high_price": float(data[2]),
+                "low_price": float(data[3]),
+                "closing_price": float(data[4]),
+                "acc_price": float(data[7]),
+                "acc_volume": float(data[5]),
+            }
+        except KeyError as err:
+            self.logger.warning(f"invalid data for candle info: {err}")
+            return None
+
+    @staticmethod
+    def _get_kst_time_from_unix_time_ms(unix_time_ms):
+        """밀리세컨드 단위의 유닉스 시간을 한국 시간으로 변환해서 반환한다"""
+        return DateConverter.to_iso_string(
+            datetime.fromtimestamp(unix_time_ms / 1000, tz=BinanceDataProvider.KST)
+        )
+
+    def _get_data_from_server(self):
+        try:
+            response = requests.get(self.URL, params=self.query_string)
+            response.raise_for_status()
+            return response.json()
+        except ValueError as error:
+            self.logger.error(f"Invalid data from server: {error}")
+            raise UserWarning("Fail get data from sever") from error
+        except requests.exceptions.HTTPError as error:
+            self.logger.error(error)
+            raise UserWarning("Fail get data from sever") from error
+        except requests.exceptions.RequestException as error:
+            self.logger.error(error)
+            raise UserWarning("Fail get data from sever") from error