├── windows ├── caddyrun.bat ├── activate.bat ├── start.bat ├── pip_install.txt ├── install.bat └── Caddyfile ├── exchange ├── model │ ├── __init__.py │ └── schemas.py ├── stock │ ├── __init__.py │ ├── error.py │ ├── schemas.py │ └── kis.py ├── utility │ ├── setting.py │ ├── __init__.py │ ├── ws.py │ └── LogMaker.py ├── __init__.py ├── pocket.py ├── error.py ├── database.py ├── upbit.py ├── bitget.py ├── bybit.py ├── okx.py ├── binance.py └── pexchange.py ├── .vscode └── settings.json ├── pb_data └── data.db ├── requirements.txt ├── run.py ├── README.md ├── .gitignore ├── main.py └── LICENSE /windows/caddyrun.bat: -------------------------------------------------------------------------------- 1 | call caddy run 2 | pause -------------------------------------------------------------------------------- /exchange/model/__init__.py: -------------------------------------------------------------------------------- 1 | from exchange.model.schemas import * 2 | -------------------------------------------------------------------------------- /exchange/stock/__init__.py: -------------------------------------------------------------------------------- 1 | from exchange.stock.kis import KoreaInvestment 2 | -------------------------------------------------------------------------------- /.vscode/settings.json: -------------------------------------------------------------------------------- 1 | { 2 | "python.analysis.typeCheckingMode": "off" 3 | } 4 | -------------------------------------------------------------------------------- /pb_data/data.db: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jangdokang/POA/HEAD/pb_data/data.db -------------------------------------------------------------------------------- /windows/activate.bat: -------------------------------------------------------------------------------- 1 | FOR %%A IN (%~dp0\.) DO SET folder=%%~dpA 2 | call %folder%\.venv\Scripts\activate.bat -------------------------------------------------------------------------------- /windows/start.bat: -------------------------------------------------------------------------------- 1 | FOR %%A IN (%~dp0\.) DO SET folder=%%~dpA 2 | call %folder%\.venv\Scripts\activate.bat 3 | call python %folder%\run.py 4 | pause -------------------------------------------------------------------------------- /exchange/utility/setting.py: -------------------------------------------------------------------------------- 1 | from exchange.model import Settings 2 | from functools import lru_cache 3 | 4 | 5 | @lru_cache() 6 | def get_settings(): 7 | return Settings() 8 | 9 | 10 | settings = get_settings() 11 | -------------------------------------------------------------------------------- /windows/pip_install.txt: -------------------------------------------------------------------------------- 1 | pip install fastapi 2 | pip install "uvicorn[standard]" 3 | pip install fire 4 | pip install dhooks 5 | pip install loguru 6 | pip install httpx 7 | pip install ccxt 8 | pip install orjson 9 | pip install pocketbase 10 | pip install pyjwt -------------------------------------------------------------------------------- /windows/install.bat: -------------------------------------------------------------------------------- 1 | FOR %%A IN (%~dp0\.) DO SET folder=%%~dpA 2 | call python -m venv %folder%\.venv 3 | call %folder%\.venv\Scripts\activate.bat 4 | call %folder%\.venv\Scripts\python.exe -m pip install --upgrade pip 5 | call pip install -r %folder%\requirements.txt 6 | pause -------------------------------------------------------------------------------- /exchange/utility/__init__.py: -------------------------------------------------------------------------------- 1 | from exchange.utility.setting import settings 2 | from exchange.utility.LogMaker import log_message, log_error_message, log_order_message, log_alert_message, print_alert_message, log_order_error_message, logger_test, log_validation_error_message, log_hedge_message -------------------------------------------------------------------------------- /windows/Caddyfile: -------------------------------------------------------------------------------- 1 | YourDomain.com { 2 | @whitelist { 3 | remote_ip 52.89.214.238 34.212.75.30 54.218.53.128 52.32.178.7 4 | } 5 | handle @whitelist { 6 | reverse_proxy 127.0.0.1:8000 7 | } 8 | respond 403 9 | } 10 | -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | PyJWT==2.7.0 2 | ccxt==4.4.20 3 | dhooks==1.1.4 4 | fastapi==0.99.0 5 | uvicorn[standard]==0.22.0 6 | fire==0.5.0 7 | httpx==0.23.3 8 | loguru==0.7.0 9 | pocketbase==0.8.2 10 | pydantic[dotenv]==1.10.10 11 | devtools[pygments]==0.11.0 12 | orjson==3.9.1 13 | pendulum==2.1.2 -------------------------------------------------------------------------------- /run.py: -------------------------------------------------------------------------------- 1 | import uvicorn 2 | import fire 3 | from exchange.utility import settings 4 | from main import app 5 | 6 | 7 | def start_server(host="0.0.0.0", port=8000 if settings.PORT is None else settings.PORT): 8 | app.state.port = port 9 | uvicorn.run("main:app", host=host, port=port, reload=False) 10 | 11 | 12 | if __name__ == "__main__": 13 | fire.Fire(start_server) 14 | -------------------------------------------------------------------------------- /exchange/stock/error.py: -------------------------------------------------------------------------------- 1 | class TokenExpired(Exception): 2 | def __init__(self, msg="Token Expired!", *args, **kwargs): 3 | super().__init__(msg, *args, **kwargs) 4 | 5 | 6 | # {'rt_cd': '1', 'msg_cd': 'EGW00205', 'msg1': 'credentials_type이 유효하지 않습니다.(Bearer)'} 7 | # {'rt_cd': '7', 'msg_cd': 'APAC0081', 'msg1': '계좌번호 입력 오류입니다'} 8 | # {'rt_cd': '7', 'msg_cd': 'APBK0919', 'msg1': '장운영일자가 주문일과 상이합니다'} 9 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # PoABOT - Power of Algorithm 2 | 3 | ## 트레이딩뷰에서 전달되는 웹훅을 처리하는 봇입니다. 4 | 5 |   6 | 7 | - 지원 거래소 8 | - 업비트 KRW(원화) 마켓 9 | - 바이낸스 현물/선물 USDT,BUSD 마켓 10 | - 바이비트 현물/선물 USDT 마켓 11 | - 비트겟 현물/선물 USDT 마켓 12 | - 한국투자증권 한국/미국 주식 마켓 13 | 14 |   15 | 16 | # <주의> 17 | 18 | _본 프로젝트는 개인적으로 개발한 프로젝트를 오픈소스로 공유한 것으로_ 19 | 20 | _발생하는 문제에 대한 모든 책임은 본인에게 있습니다._ 21 | 22 | # Dependency 23 | 24 | > [fastapi](https://github.com/tiangolo/fastapi) , [ccxt](https://github.com/ccxt/ccxt) , [uvicorn](https://github.com/encode/uvicorn) 25 | -------------------------------------------------------------------------------- /exchange/__init__.py: -------------------------------------------------------------------------------- 1 | # from exchange.binance import Binance 2 | # from exchange.upbit import Upbit 3 | # from exchange.bybit import Bybit 4 | # from exchange.bitget import Bitget 5 | # from exchange.kis import KoreaInvestment 6 | from exchange.pexchange import get_bot, get_exchange 7 | from exchange.database import db 8 | from exchange.model import ( 9 | PriceRequest, 10 | MarketOrder, 11 | OrderRequest, 12 | EXCHANGE_LITERAL, 13 | QUOTE_LITERAL, 14 | ) 15 | from exchange.utility import ( 16 | log_order_message, 17 | print_alert_message, 18 | log_order_error_message, 19 | log_alert_message, 20 | log_message, 21 | settings, 22 | ) 23 | -------------------------------------------------------------------------------- /exchange/pocket.py: -------------------------------------------------------------------------------- 1 | from pocketbase import PocketBase 2 | import jwt 3 | from exchange.utility import log_message, log_error_message, settings 4 | import time 5 | import traceback 6 | 7 | pb = PocketBase("http://127.0.0.1:8090") 8 | 9 | 10 | def auth(): 11 | try: 12 | DB_ID = settings.DB_ID 13 | DB_PASSWORD = settings.DB_PASSWORD 14 | pb.admins.auth_with_password(DB_ID, DB_PASSWORD) 15 | except Exception as e: 16 | raise Exception("DB auth error") 17 | 18 | 19 | def reauth(): 20 | try: 21 | token = pb.auth_store.base_token 22 | decoded_token = jwt.decode(token, options={"verify_signature": False}) 23 | expire_time = decoded_token["exp"] 24 | current_time = int(time.time()) 25 | if current_time > expire_time: 26 | auth() 27 | except: 28 | raise Exception("DB reauth error") 29 | 30 | 31 | def create(collection, data): 32 | try: 33 | reauth() 34 | pb.collection(collection).create(data) 35 | except: 36 | raise Exception("DB create error") 37 | 38 | 39 | def delete(collection, id): 40 | try: 41 | reauth() 42 | pb.collection(collection).delete(id) 43 | except: 44 | raise Exception("DB delete error") 45 | 46 | 47 | def get_full_list(collection, batch_size=200, query_params=None): 48 | try: 49 | reauth() 50 | return pb.collection(collection).get_full_list( 51 | batch=batch_size, query_params=query_params 52 | ) 53 | except: 54 | raise Exception("DB get_full_list error") 55 | 56 | 57 | try: 58 | auth() 59 | except: 60 | log_error_message(traceback.format_exc(), "DB auth error") 61 | -------------------------------------------------------------------------------- /exchange/error.py: -------------------------------------------------------------------------------- 1 | from exchange.model import MarketOrder 2 | from devtools import debug 3 | 4 | 5 | class AmountError(Exception): 6 | def __init__(self, msg="", *args, **kwargs): 7 | super().__init__(f"[수량 오류]\n{msg}", *args, **kwargs) 8 | 9 | 10 | class AmountPercentNoneError(AmountError): 11 | def __init__(self, *args, **kwargs): 12 | msg = "amount와 percent 중 적어도 하나는 입력해야 합니다!" 13 | super().__init__(msg, *args, **kwargs) 14 | 15 | 16 | class AmountPercentBothError(AmountError): 17 | def __init__(self, *args, **kwargs): 18 | msg = "amount와 percent는 동시에 입력할 수 없습니다!" 19 | super().__init__(msg, *args, **kwargs) 20 | 21 | 22 | class FreeAmountNoneError(AmountError): 23 | def __init__(self, *args, **kwargs): 24 | msg = "거래할 수량이 없습니다" 25 | super().__init__(msg, *args, **kwargs) 26 | 27 | 28 | class MinAmountError(AmountError): 29 | def __init__(self, *args, **kwargs): 30 | msg = "최소 거래 수량을 만족하지 못했습니다!" 31 | super().__init__(msg, *args, **kwargs) 32 | 33 | 34 | class PositionError(Exception): 35 | def __init__(self, msg="", *args, **kwargs): 36 | super().__init__(f"[포지션 오류]\n{msg}", *args, **kwargs) 37 | 38 | 39 | class PositionNoneError(PositionError): 40 | def __init__(self, msg="", *args, **kwargs): 41 | super().__init__(f"{msg} 포지션이 없습니다", *args, **kwargs) 42 | 43 | 44 | class LongPositionNoneError(PositionNoneError): 45 | def __init__(self, *args, **kwargs): 46 | msg = "롱" 47 | super().__init__(msg, *args, **kwargs) 48 | 49 | 50 | class ShortPositionNoneError(PositionNoneError): 51 | def __init__(self, *args, **kwargs): 52 | msg = "숏" 53 | super().__init__(msg, *args, **kwargs) 54 | 55 | 56 | class OrderError(Exception): 57 | def __init__(self, msg="", order_info: MarketOrder = None, *args, **kwargs): 58 | side = "" 59 | if order_info is not None: 60 | if order_info.is_futures: 61 | if order_info.is_entry: 62 | if order_info.is_buy: 63 | side = "롱 진입" 64 | elif order_info.is_sell: 65 | side = "숏 진입" 66 | elif order_info.is_close: 67 | if order_info.is_buy: 68 | side = "숏 종료" 69 | elif order_info.is_sell: 70 | side = "롱 종료" 71 | 72 | elif order_info.is_buy: 73 | side = "매수" 74 | elif order_info.is_sell: 75 | side = "매도" 76 | 77 | super().__init__(f"[{side} 주문 오류]\n{msg}", *args, **kwargs) 78 | -------------------------------------------------------------------------------- /exchange/utility/ws.py: -------------------------------------------------------------------------------- 1 | # from toolbox import Client 2 | 3 | from client import Client 4 | import websocket 5 | import _thread 6 | import time 7 | import rel 8 | import json 9 | from pprint import pprint 10 | 11 | 12 | class Websocket: 13 | 14 | def __init__(self): 15 | self.client = Client() 16 | self.binance = self.client.get_binance() 17 | self.listen_key = self.binance.get_listen_key() 18 | self.ws_url = f"wss://fstream.binance.com/ws/{self.listen_key}" 19 | 20 | def on_message(self, ws, message): 21 | 22 | datas: dict = json.loads(message) 23 | event = datas.get("e") 24 | event_time = datas.get("E") 25 | transaction_time = datas.get("T") 26 | cross_wallt_balance = datas.get("cw") 27 | order = datas.get("o") 28 | 29 | if event == "listenKeyExpired": 30 | print("Listen key expired") 31 | self.listen_key = self.binance.get_listen_key() 32 | elif event == "ORDER_TRADE_UPDATE": 33 | order_type = order.get("ot") # TAKE_PROFIT_MARKET, STOP_MARKET 34 | order_status = order.get("X") # 새로운 주문은 NEW 35 | if order_type in ("TAKE_PROFIT_MARKET", "STOP_MARKET"): 36 | order_id = order.get("i") # 주문 ID 37 | client_order_id = order.get("c") # 주문 고유 ID 38 | order_symbol = order.get("s") # 주문 심볼 39 | order_price = order.get("sp") # 스탑 가격 40 | order_side = order.get("S") # 주문 종류 41 | order_qty = order.get("q") # 주문 수량 42 | 43 | print(f"{order_symbol=}, {order_price=}, {order_type=}, {order_status=}, {order_id=}, {client_order_id=}") 44 | 45 | print("=====끝=====") 46 | 47 | def on_error(self, ws, error): 48 | print(error) 49 | 50 | def on_close(self, ws, close_status_code, close_msg): 51 | print("### closed ###") 52 | 53 | def on_open(self, ws): 54 | print("Opened connection") 55 | 56 | def start(self): 57 | ws = websocket.WebSocketApp(self.ws_url, 58 | on_open=self.on_open, 59 | on_message=self.on_message, 60 | on_error=self.on_error, 61 | on_close=self.on_close) 62 | 63 | ws.run_forever(dispatcher=rel, reconnect=5) # Set dispatcher to automatic reconnection, 5 second reconnect delay if connection closed unexpectedly 64 | rel.signal(2, rel.abort) # Keyboard Interrupt 65 | rel.dispatch() 66 | 67 | 68 | if __name__ == "__main__": 69 | ws = Websocket() 70 | ws.start() 71 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | # Byte-compiled / optimized / DLL files 2 | __pycache__/ 3 | *.py[cod] 4 | *$py.class 5 | 6 | # C extensions 7 | *.so 8 | 9 | # Distribution / packaging 10 | .Python 11 | build/ 12 | develop-eggs/ 13 | dist/ 14 | downloads/ 15 | eggs/ 16 | .eggs/ 17 | lib/ 18 | lib64/ 19 | parts/ 20 | sdist/ 21 | var/ 22 | wheels/ 23 | pip-wheel-metadata/ 24 | share/python-wheels/ 25 | *.egg-info/ 26 | .installed.cfg 27 | *.egg 28 | MANIFEST 29 | 30 | # PyInstaller 31 | # Usually these files are written by a python script from a template 32 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 33 | *.manifest 34 | *.spec 35 | 36 | # Installer logs 37 | pip-log.txt 38 | pip-delete-this-directory.txt 39 | 40 | log/ 41 | logs/ 42 | 43 | # Unit test / coverage reports 44 | htmlcov/ 45 | .tox/ 46 | .nox/ 47 | .coverage 48 | .coverage.* 49 | .cache 50 | nosetests.xml 51 | coverage.xml 52 | *.cover 53 | *.py,cover 54 | .hypothesis/ 55 | .pytest_cache/ 56 | 57 | # Translations 58 | *.mo 59 | *.pot 60 | 61 | # Django stuff: 62 | *.log 63 | local_settings.py 64 | db.sqlite3 65 | db.sqlite3-journal 66 | 67 | # Flask stuff: 68 | instance/ 69 | .webassets-cache 70 | 71 | # Scrapy stuff: 72 | .scrapy 73 | 74 | # Sphinx documentation 75 | docs/_build/ 76 | 77 | # PyBuilder 78 | target/ 79 | 80 | # Jupyter Notebook 81 | .ipynb_checkpoints 82 | 83 | # IPython 84 | profile_default/ 85 | ipython_config.py 86 | 87 | # pyenv 88 | .python-version 89 | 90 | # pipenv 91 | # According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control. 92 | # However, in case of collaboration, if having platform-specific dependencies or dependencies 93 | # having no cross-platform support, pipenv may install dependencies that don't work, or not 94 | # install all needed dependencies. 95 | #Pipfile.lock 96 | 97 | # PEP 582; used by e.g. github.com/David-OConnor/pyflow 98 | __pypackages__/ 99 | 100 | # Celery stuff 101 | celerybeat-schedule 102 | celerybeat.pid 103 | 104 | # SageMath parsed files 105 | *.sage.py 106 | 107 | # Environments 108 | .venv 109 | .env 110 | env/ 111 | venv/ 112 | ENV/ 113 | env.bak/ 114 | venv.bak/ 115 | 116 | # Spyder project settings 117 | .spyderproject 118 | .spyproject 119 | 120 | # Rope project settings 121 | .ropeproject 122 | 123 | # mkdocs documentation 124 | /site 125 | 126 | # mypy 127 | .mypy_cache/ 128 | .dmypy.json 129 | dmypy.json 130 | 131 | # Pyre type checker 132 | .pyre/ 133 | 134 | # test 135 | start_dev.bat 136 | dev.env 137 | caddy.exe 138 | Caddyfile_test 139 | caddyrun_test.bat 140 | test.http 141 | test.py 142 | my_* 143 | my-* 144 | ecosystem.config.js 145 | 146 | # db 147 | pocketbase.exe 148 | store.db 149 | pb_data/logs.db* 150 | pb_data/data.db-* 151 | pb_migrations/ 152 | -------------------------------------------------------------------------------- /exchange/database.py: -------------------------------------------------------------------------------- 1 | import sqlite3 2 | import traceback 3 | import os 4 | from pathlib import Path 5 | 6 | current_file_direcotry = os.path.dirname(os.path.realpath(__file__)) 7 | parent_directory = Path(current_file_direcotry).parent 8 | 9 | class Database: 10 | def __new__(cls, *args, **kwargs): 11 | if not hasattr(cls, "_instance"): 12 | cls._instance = super().__new__(cls) 13 | return cls._instance 14 | 15 | def __init__(self, database_url: str = f"{parent_directory}/store.db"): 16 | cls = type(self) 17 | if not hasattr(cls, "_init"): 18 | self.database_url = database_url 19 | self.con = sqlite3.connect(self.database_url) 20 | self.cursor = self.con.cursor() 21 | cls._init = True 22 | 23 | def close(self): 24 | self.con.close() 25 | 26 | def excute(self, query: str, value: dict | tuple): 27 | self.cursor.execute(query, value) 28 | self.con.commit() 29 | 30 | def excute_many(self, query: str, values: list[dict | tuple]): 31 | self.cursor.executemany(query, values) 32 | self.con.commit() 33 | 34 | def fetch_one(self, query: str, value: dict | tuple): 35 | self.cursor.execute(query, value) 36 | return self.cursor.fetchone() 37 | 38 | def fetch_all(self, query: str, value: dict | tuple): 39 | self.cursor.execute(query, value) 40 | return self.cursor.fetchall() 41 | 42 | def set_auth(self, exchange, access_token, access_token_token_expired): 43 | query = """ 44 | INSERT INTO auth (exchange, access_token, access_token_token_expired) 45 | VALUES (:exchange, :access_token, :access_token_token_expired) 46 | ON CONFLICT(exchange) DO UPDATE SET 47 | access_token=excluded.access_token, 48 | access_token_token_expired=excluded.access_token_token_expired; 49 | """ 50 | return self.excute(query, {"exchange": exchange, "access_token": access_token, "access_token_token_expired": access_token_token_expired}) 51 | 52 | def get_auth(self, exchange): 53 | query = """ 54 | SELECT access_token, access_token_token_expired FROM auth WHERE exchange = :exchange; 55 | """ 56 | return self.fetch_one(query, {"exchange": exchange}) 57 | 58 | def clear_auth(self): 59 | self.set_auth("KIS1", "nothing", "nothing") 60 | self.set_auth("KIS2", "nothing", "nothing") 61 | self.set_auth("KIS3", "nothing", "nothing") 62 | self.set_auth("KIS4", "nothing", "nothing") 63 | 64 | def init_db(self): 65 | query = """ 66 | CREATE TABLE IF NOT EXISTS auth ( 67 | exchange TEXT PRIMARY KEY, 68 | access_token TEXT, 69 | access_token_token_expired TEXT 70 | ); 71 | """ 72 | self.excute(query, {}) 73 | # self.clear_auth() 74 | 75 | 76 | db = Database() 77 | # print(os.path.realpath(__file__)) 78 | # print(os.getcwd()) 79 | # print(os.path.dirname(os.path.realpath(__file__))) 80 | try: 81 | db.init_db() 82 | except Exception as e: 83 | print(traceback.format_exc()) 84 | -------------------------------------------------------------------------------- /exchange/upbit.py: -------------------------------------------------------------------------------- 1 | from exchange.pexchange import ccxt, ccxt_async 2 | from exchange.database import db 3 | from exchange.model import MarketOrder 4 | import exchange.error as error 5 | 6 | 7 | class Upbit: 8 | def __init__(self, key, secret): 9 | self.client = ccxt.upbit( 10 | { 11 | "apiKey": key, 12 | "secret": secret, 13 | } 14 | ) 15 | self.client.load_markets() 16 | self.order_info: MarketOrder = None 17 | 18 | def init_info(self, order_info: MarketOrder): 19 | self.order_info = order_info 20 | unified_symbol = order_info.unified_symbol 21 | market = self.client.market(unified_symbol) 22 | 23 | if order_info.amount is not None: 24 | order_info.amount = float(self.client.amount_to_precision(order_info.unified_symbol, order_info.amount)) 25 | 26 | self.client.options["defaultType"] = "spot" 27 | 28 | # async def aclose(self): 29 | # await self.spot_async.close() 30 | def get_ticker(self, symbol: str): 31 | return self.client.fetch_ticker(symbol) 32 | 33 | def get_price(self, symbol: str): 34 | return self.get_ticker(symbol)["last"] 35 | 36 | def get_balance(self, base: str) -> float: 37 | free_balance_by_base = (self.client.fetch_free_balance()).get(base) 38 | if free_balance_by_base is None or free_balance_by_base == 0: 39 | raise error.FreeAmountNoneError() 40 | else: 41 | return free_balance_by_base 42 | 43 | def get_amount(self, order_info: MarketOrder) -> float: 44 | if order_info.amount is not None and order_info.percent is not None: 45 | raise error.AmountPercentBothError() 46 | elif order_info.amount is not None: 47 | result = order_info.amount 48 | elif order_info.percent is not None: 49 | if self.order_info.side in ("buy"): 50 | free_quote = self.get_balance(order_info.quote) 51 | cash = free_quote * order_info.percent / 100 52 | current_price = self.get_price(order_info.unified_symbol) 53 | result = cash / current_price 54 | elif self.order_info.side in ("sell"): 55 | free_amount = self.get_balance(order_info.base) 56 | if free_amount is None: 57 | raise error.FreeAmountNoneError() 58 | result = free_amount * order_info.percent / 100 59 | else: 60 | raise error.AmountPercentNoneError() 61 | return result 62 | 63 | def market_order(self, order_info: MarketOrder): 64 | from exchange.pexchange import retry 65 | 66 | params = {} 67 | try: 68 | return retry( 69 | self.client.create_order, 70 | order_info.unified_symbol, 71 | order_info.type.lower(), 72 | order_info.side, 73 | order_info.amount, 74 | order_info.price, 75 | params, 76 | order_info=order_info, 77 | max_attempts=5, 78 | instance=self, 79 | ) 80 | except Exception as e: 81 | raise error.OrderError(e, order_info) 82 | 83 | def market_buy(self, order_info: MarketOrder): 84 | from exchange.pexchange import retry 85 | 86 | # 비용주문 87 | buy_amount = self.get_amount(order_info) 88 | order_info.amount = buy_amount 89 | order_info.price = self.get_price(order_info.unified_symbol) 90 | return self.market_order(order_info) 91 | 92 | def market_sell(self, order_info: MarketOrder): 93 | sell_amount = self.get_amount(order_info) 94 | order_info.amount = sell_amount 95 | return self.market_order(order_info) 96 | 97 | def get_order(self, order_id: str): 98 | return self.client.fetch_order(order_id) 99 | 100 | def get_order_amount(self, order_id: str): 101 | return self.get_order(order_id)["filled"] 102 | -------------------------------------------------------------------------------- /exchange/stock/schemas.py: -------------------------------------------------------------------------------- 1 | from enum import Enum 2 | from typing import Literal 3 | from pydantic import BaseModel 4 | 5 | korea_stocks = ("KRX") 6 | us_stocks = ("NASDAQ", "NYSE", "AMEX") 7 | 8 | 9 | class BaseUrls(str, Enum): 10 | base_url = "https://openapi.koreainvestment.com:9443" 11 | paper_base_url = "https://openapivts.koreainvestment.com:29443" 12 | 13 | 14 | class BaseHeaders(BaseModel): 15 | authorization: str 16 | appkey: str 17 | appsecret: str 18 | custtype: str = "P" 19 | # tr_id: str = Literal[TransactionId.korea_buy, TransactionId.korea_sell, TransactionId.korea_paper_buy, TransactionId.korea_paper_sell, 20 | # TransactionId.korea_paper_cancel, TransactionId.usa_buy, TransactionId.usa_sell, TransactionId.usa_paper_buy, TransactionId.usa_paper_sell] 21 | 22 | 23 | class Endpoints(str, Enum): 24 | korea_order_base = "/uapi/domestic-stock/v1" 25 | korea_order = f"{korea_order_base}/trading/order-cash" 26 | korea_order_buyable = f"{korea_order_base}/trading/inquire-psbl-order" 27 | 28 | usa_order_base = "/uapi/overseas-stock/v1" 29 | usa_order = f"{usa_order_base}/trading/order" 30 | usa_order_buyable = f"{usa_order_base}/trading/inquire-psamount" 31 | usa_current_price = f"/uapi/overseas-price/v1/quotations/price" 32 | 33 | korea_ticker = "/uapi/domestic-stock/v1/quotations/inquire-price" 34 | usa_ticker = "/uapi/overseas-price/v1/quotations/price" 35 | 36 | 37 | class TransactionId(str, Enum): 38 | 39 | korea_buy = "TTTC0802U" 40 | korea_sell = "TTTC0801U" 41 | 42 | korea_paper_buy = "VTTC0802U" 43 | korea_paper_sell = "VTTC0801U" 44 | korea_paper_cancel = "VTTC0803U" 45 | 46 | usa_buy = "JTTT1002U" 47 | usa_sell = "JTTT1006U" 48 | 49 | usa_paper_buy = "VTTT1002U" 50 | usa_paper_sell = "VTTT1001U" 51 | 52 | korea_ticker = "FHKST01010100" 53 | usa_ticker = "HHDFS00000300" 54 | 55 | 56 | class KoreaTickerQuery(BaseModel): 57 | FID_COND_MRKT_DIV_CODE: str = "J" 58 | FID_INPUT_ISCD: str 59 | 60 | 61 | class UsaTickerQuery(BaseModel): 62 | AUTH: str = "" 63 | EXCD: Literal["NYS", "NAS", "AMS"] 64 | SYMB: str # 종목코드 65 | 66 | 67 | class ExchangeCode(str, Enum): 68 | NYSE = "NYSE" 69 | NASDAQ = "NASD" 70 | AMEX = "AMEX" 71 | 72 | 73 | class QueryExchangeCode(str, Enum): 74 | NYSE = "NYS" 75 | NASDAQ = "NAS" 76 | AMEX = "AMS" 77 | 78 | 79 | class KoreaOrderType(str, Enum): 80 | market = "01" # 시장가 81 | limit = "00" # 지정가 82 | 83 | 84 | class UsaOrderType(str, Enum): 85 | limit = "00" # 지정가 86 | 87 | 88 | class OrderSide(str, Enum): 89 | buy = "buy" 90 | sell = "sell" 91 | 92 | 93 | class TokenInfo(BaseModel): 94 | access_token: str 95 | access_token_token_expired: str 96 | 97 | 98 | class KoreaTickerHeaders(BaseHeaders): 99 | tr_id: str = TransactionId.korea_ticker.value 100 | 101 | 102 | class UsaTickerHeaders(BaseHeaders): 103 | tr_id: str = TransactionId.usa_ticker.value 104 | 105 | 106 | class KoreaBuyOrderHeaders(BaseHeaders): 107 | tr_id: str = TransactionId.korea_buy.value 108 | 109 | 110 | class KoreaSellOrderHeaders(BaseHeaders): 111 | tr_id: str = TransactionId.korea_sell.value 112 | 113 | 114 | class KoreaPaperBuyOrderHeaders(BaseHeaders): 115 | tr_id: str = TransactionId.korea_paper_buy.value 116 | 117 | 118 | class KoreaPaperSellOrderHeaders(BaseHeaders): 119 | tr_id: str = TransactionId.korea_paper_sell.value 120 | 121 | 122 | class UsaBuyOrderHeaders(BaseHeaders): 123 | tr_id: str = TransactionId.usa_buy.value 124 | 125 | 126 | class UsaSellOrderHeaders(BaseHeaders): 127 | tr_id: str = TransactionId.usa_sell.value 128 | 129 | 130 | class UsaPaperBuyOrderHeaders(BaseHeaders): 131 | tr_id: str = TransactionId.usa_paper_buy.value 132 | 133 | 134 | class UsaPaperSellOrderHeaders(BaseHeaders): 135 | tr_id: str = TransactionId.usa_paper_sell.value 136 | 137 | 138 | class AccountInfo(BaseModel): 139 | CANO: str # 계좌번호 앞 8자리 140 | ACNT_PRDT_CD: str # 계좌번호 뒤 2자리 141 | 142 | 143 | # class BaseBody(BaseModel): 144 | 145 | 146 | class OrderBody(AccountInfo): 147 | PDNO: str # 종목코드 6자리 148 | ORD_QTY: str # 주문수량 149 | 150 | 151 | class KoreaOrderBody(OrderBody): 152 | ORD_DVSN: Literal[f"{KoreaOrderType.market}", f"{KoreaOrderType.limit}"] 153 | ORD_UNPR: str # 주문가격 154 | 155 | 156 | class KoreaMarketOrderBody(KoreaOrderBody): 157 | ORD_DVSN: str = KoreaOrderType.market.value 158 | ORD_UNPR: str = "0" 159 | 160 | 161 | class UsaOrderBody(OrderBody): 162 | ORD_DVSN: str = UsaOrderType.limit.value # 주문구분 163 | OVRS_ORD_UNPR: str # 주문가격 164 | OVRS_EXCG_CD: Literal[ExchangeCode.NYSE, ExchangeCode.NASDAQ, ExchangeCode.AMEX] # 거래소코드 NASD : 나스닥, NYSE: 뉴욕, AMEX: 아멕스 165 | ORD_SVR_DVSN_CD: str = "0" 166 | 167 | 168 | # class OrderType(str, Enum): 169 | # limit = "limit" 170 | # market = "market" 171 | 172 | 173 | # class OrderBase(BaseModel): 174 | # ticker: str 175 | # type: Literal[OrderType.limit, OrderType.market] 176 | # side: Literal[OrderSide.buy, OrderSide.sell] 177 | # amount: int 178 | # price: float 179 | # exchange_code: Literal[ExchangeCode.NYSE, ExchangeCode.NASDAQ, ExchangeCode.AMEX] 180 | # mintick: float 181 | -------------------------------------------------------------------------------- /exchange/bitget.py: -------------------------------------------------------------------------------- 1 | from pprint import pprint 2 | from exchange.pexchange import ccxt 3 | from exchange.database import db 4 | from exchange.model import MarketOrder 5 | import exchange.error as error 6 | from devtools import debug 7 | 8 | 9 | class Bitget: 10 | def __init__(self, key, secret, passphrase=None): 11 | self.client = ccxt.bitget( 12 | { 13 | "apiKey": key, 14 | "secret": secret, 15 | "password": passphrase, 16 | } 17 | ) 18 | self.client.load_markets() 19 | self.order_info: MarketOrder = None 20 | self.position_mode = "one-way" 21 | 22 | def init_info(self, order_info: MarketOrder): 23 | self.order_info = order_info 24 | 25 | unified_symbol = order_info.unified_symbol 26 | market = self.client.market(unified_symbol) 27 | 28 | if order_info.amount is not None: 29 | order_info.amount = float( 30 | self.client.amount_to_precision( 31 | order_info.unified_symbol, order_info.amount 32 | ) 33 | ) 34 | 35 | if order_info.is_futures: 36 | if order_info.is_coinm: 37 | self.client.options["defaultType"] = "delivery" 38 | is_contract = market.get("contract") 39 | if is_contract: 40 | order_info.is_contract = True 41 | order_info.contract_size = market.get("contractSize") 42 | else: 43 | self.client.options["defaultType"] = "swap" 44 | else: 45 | self.client.options["defaultType"] = "spot" 46 | 47 | def get_ticker(self, symbol: str): 48 | return self.client.fetch_ticker(symbol) 49 | 50 | def get_price(self, symbol: str): 51 | return self.get_ticker(symbol)["last"] 52 | 53 | def get_futures_position(self, symbol): 54 | positions = self.client.fetch_positions([symbol]) 55 | long_contracts = None 56 | short_contracts = None 57 | 58 | if positions: 59 | if isinstance(positions, list): 60 | for position in positions: 61 | if position["side"] == "long": 62 | long_contracts = float(position["info"]["available"]) 63 | elif position["side"] == "short": 64 | short_contracts = float(position["info"]["available"]) 65 | 66 | if self.order_info.is_close and self.order_info.is_buy: 67 | if not short_contracts: 68 | raise error.ShortPositionNoneError() 69 | else: 70 | return short_contracts 71 | elif self.order_info.is_close and self.order_info.is_sell: 72 | if not long_contracts: 73 | raise error.LongPositionNoneError() 74 | else: 75 | return long_contracts 76 | else: 77 | contracts = float(positions["info"]["available"]) 78 | if not contracts: 79 | raise error.PositionNoneError() 80 | else: 81 | return contracts 82 | else: 83 | raise error.PositionNoneError() 84 | 85 | def get_balance(self, base: str): 86 | free_balance_by_base = None 87 | if self.order_info.is_entry or ( 88 | self.order_info.is_spot 89 | and (self.order_info.is_buy or self.order_info.is_sell) 90 | ): 91 | free_balance = ( 92 | self.client.fetch_free_balance({"coin": base}) 93 | if not self.order_info.is_total 94 | else self.client.fetch_total_balance({"coin": base}) 95 | ) 96 | free_balance_by_base = free_balance.get(base) 97 | if free_balance_by_base is None or free_balance_by_base == 0: 98 | raise error.FreeAmountNoneError() 99 | return free_balance_by_base 100 | 101 | def get_amount(self, order_info: MarketOrder) -> float: 102 | if order_info.amount is not None and order_info.percent is not None: 103 | raise error.AmountPercentBothError() 104 | elif order_info.amount is not None: 105 | result = order_info.amount 106 | 107 | elif order_info.percent is not None: 108 | if order_info.is_entry or (order_info.is_spot and order_info.is_buy): 109 | free_quote = self.get_balance(order_info.quote) 110 | cash = free_quote * (order_info.percent - 1) / 100 111 | current_price = self.get_price(order_info.unified_symbol) 112 | result = cash / current_price 113 | elif self.order_info.is_close: 114 | free_amount = self.get_futures_position(order_info.unified_symbol) 115 | result = free_amount * order_info.percent / 100 116 | elif order_info.is_spot and order_info.is_sell: 117 | free_amount = self.get_balance(order_info.base) 118 | result = free_amount * order_info.percent / 100 119 | result = float( 120 | self.client.amount_to_precision(order_info.unified_symbol, result) 121 | ) 122 | order_info.amount_by_percent = result 123 | else: 124 | raise error.AmountPercentNoneError() 125 | return result 126 | 127 | def set_leverage(self, leverage, symbol): 128 | 129 | hold_side = "long" if self.order_info.is_buy else "short" 130 | return self.client.set_leverage(leverage, symbol, params= { "holdSide": hold_side }) 131 | 132 | def market_order(self, order_info: MarketOrder): 133 | from exchange.pexchange import retry 134 | 135 | symbol = order_info.unified_symbol 136 | params = {} 137 | try: 138 | return retry( 139 | self.client.create_order, 140 | symbol, 141 | order_info.type.lower(), 142 | order_info.side, 143 | order_info.amount, 144 | order_info.price, 145 | params, 146 | order_info=order_info, 147 | max_attempts=5, 148 | delay=0.1, 149 | instance=self, 150 | ) 151 | except Exception as e: 152 | raise error.OrderError(e, order_info) 153 | 154 | def market_buy(self, order_info: MarketOrder): 155 | # 비용주문 156 | buy_amount = self.get_amount(order_info) 157 | order_info.amount = buy_amount 158 | order_info.price = self.get_price(order_info.unified_symbol) 159 | 160 | return self.market_order(order_info) 161 | 162 | def market_sell(self, order_info: MarketOrder): 163 | sell_amount = self.get_amount(order_info) 164 | order_info.amount = sell_amount 165 | return self.market_order(order_info) 166 | 167 | def market_entry(self, order_info: MarketOrder): 168 | from exchange.pexchange import retry 169 | 170 | symbol = order_info.unified_symbol 171 | entry_amount = self.get_amount(order_info) 172 | if entry_amount == 0: 173 | raise error.MinAmountError() 174 | 175 | if self.position_mode == "one-way": 176 | params = { "oneWayMode": True } 177 | elif self.position_mode == "hedge": 178 | if order_info.is_futures: 179 | if order_info.is_buy: 180 | trade_side = "Open" 181 | else: 182 | trade_side = "open" 183 | params = { "tradeSide": trade_side } 184 | 185 | params |= { "marginMode": order_info.margin_mode or "isolated" } 186 | if order_info.margin_mode is not None: 187 | self.client.set_margin_mode(order_info.margin_mode, symbol) 188 | 189 | if order_info.leverage is not None: 190 | retry(self.set_leverage, order_info.leverage, symbol, order_info = order_info, instance = self) 191 | try: 192 | return retry( 193 | self.client.create_order, 194 | symbol, 195 | order_info.type.lower(), 196 | order_info.side, 197 | abs(entry_amount), 198 | None, 199 | params, 200 | order_info=order_info, 201 | max_attempts=5, 202 | delay=0.1, 203 | instance=self, 204 | ) 205 | 206 | except Exception as e: 207 | raise error.OrderError(e, order_info) 208 | 209 | def market_close(self, order_info: MarketOrder): 210 | from exchange.pexchange import retry 211 | 212 | symbol = self.order_info.unified_symbol 213 | close_amount = self.get_amount(order_info) 214 | final_side = order_info.side 215 | if self.position_mode == "one-way": 216 | params = {"reduceOnly": True, "oneWayMode": True} 217 | elif self.position_mode == "hedge": 218 | if order_info.side == "sell": 219 | final_side = "buy" 220 | elif order_info.side == "buy": 221 | final_side = "sell" 222 | params = {"reduceOnly": True, "tradeSide":"close"} 223 | try: 224 | result = retry( 225 | self.client.create_order, 226 | symbol, 227 | order_info.type.lower(), 228 | final_side, 229 | abs(close_amount), 230 | None, 231 | params, 232 | order_info=order_info, 233 | max_attempts=5, 234 | delay=0.1, 235 | instance=self, 236 | ) 237 | 238 | return result 239 | except Exception as e: 240 | raise error.OrderError(e, self.order_info) 241 | -------------------------------------------------------------------------------- /exchange/model/schemas.py: -------------------------------------------------------------------------------- 1 | from pydantic import BaseModel, BaseSettings, validator, root_validator 2 | from typing import Literal 3 | import os 4 | from pathlib import Path 5 | from enum import Enum 6 | from devtools import debug 7 | 8 | CRYPTO_LITERAL = Literal["BINANCE", "UPBIT", "BYBIT", "BITGET", "OKX"] 9 | 10 | 11 | STOCK_LITERAL = Literal[ 12 | "KRX", 13 | "NASDAQ", 14 | "NYSE", 15 | "AMEX", 16 | ] 17 | 18 | 19 | EXCHANGE_LITERAL = Literal[ 20 | "BINANCE", 21 | "UPBIT", 22 | "BYBIT", 23 | "BITGET", 24 | "OKX", 25 | "KRX", 26 | "NASDAQ", 27 | "NYSE", 28 | "AMEX", 29 | ] 30 | 31 | QUOTE_LITERAL = Literal[ 32 | "USDT", "USDT.P", "USDTPERP", "BUSD", "BUSD.P", "BUSDPERP", "KRW", "USD", "USD.P" 33 | ] 34 | 35 | SIDE_LITERAL = Literal[ 36 | "buy", "sell", "entry/buy", "entry/sell", "close/buy", "close/sell" 37 | ] 38 | 39 | 40 | def find_env_file(): 41 | current_path = os.path.abspath(__file__) 42 | while True: 43 | parent_path = os.path.dirname(current_path) 44 | env_path = os.path.join(parent_path, ".env") 45 | dev_env_path = os.path.join(parent_path, ".env.dev") 46 | if os.path.isfile(dev_env_path): 47 | return dev_env_path 48 | elif os.path.isfile(env_path): 49 | return env_path 50 | if parent_path == current_path: 51 | break 52 | current_path = parent_path 53 | return None 54 | 55 | 56 | env_path = find_env_file() 57 | 58 | 59 | CRYPTO_EXCHANGES = ("BINANCE", "UPBIT", "BYBIT", "BITGET", "OKX") 60 | 61 | STOCK_EXCHANGES = ( 62 | "KRX", 63 | "NASDAQ", 64 | "NYSE", 65 | "AMEX", 66 | ) 67 | 68 | COST_BASED_ORDER_EXCHANGES = ("UPBIT", "BYBIT", "BITGET") 69 | 70 | NO_ORDER_AMOUNT_OUTPUT_EXCHANGES = ( 71 | "BITGET", 72 | "KRX", 73 | "NASDAQ", 74 | "NYSE", 75 | "AMEX", 76 | ) 77 | 78 | # "BITGET", "KRX", "NASDAQ", "AMEX", "NYSE") 79 | 80 | 81 | crypto_futures_code = ("PERP", ".P") 82 | 83 | # Literal[ 84 | # "KRW", "USDT", "USDTPERP", "BUSD", "BUSDPERP", "USDT.P", "USD", "BUSD.P" 85 | # ] 86 | 87 | 88 | class Settings(BaseSettings): 89 | PASSWORD: str 90 | WHITELIST: list[str] | None = None 91 | PORT: int | None = None 92 | DISCORD_WEBHOOK_URL: str | None = None 93 | UPBIT_KEY: str | None = None 94 | UPBIT_SECRET: str | None = None 95 | BINANCE_KEY: str | None = None 96 | BINANCE_SECRET: str | None = None 97 | BYBIT_KEY: str | None = None 98 | BYBIT_SECRET: str | None = None 99 | BITGET_KEY: str | None = None 100 | BITGET_SECRET: str | None = None 101 | BITGET_PASSPHRASE: str | None = None 102 | OKX_KEY: str | None = None 103 | OKX_SECRET: str | None = None 104 | OKX_PASSPHRASE: str | None = None 105 | KIS1_ACCOUNT_NUMBER: str | None = None 106 | KIS1_ACCOUNT_CODE: str | None = None 107 | KIS1_KEY: str | None = None 108 | KIS1_SECRET: str | None = None 109 | KIS2_ACCOUNT_NUMBER: str | None = None 110 | KIS2_ACCOUNT_CODE: str | None = None 111 | KIS2_KEY: str | None = None 112 | KIS2_SECRET: str | None = None 113 | KIS3_ACCOUNT_NUMBER: str | None = None 114 | KIS3_ACCOUNT_CODE: str | None = None 115 | KIS3_KEY: str | None = None 116 | KIS3_SECRET: str | None = None 117 | KIS4_ACCOUNT_NUMBER: str | None = None 118 | KIS4_ACCOUNT_CODE: str | None = None 119 | KIS4_KEY: str | None = None 120 | KIS4_SECRET: str | None = None 121 | DB_ID: str = "poa@admin.com" 122 | DB_PASSWORD: str = "poabot!@#$" 123 | 124 | class Config: 125 | env_file = env_path # ".env" 126 | env_file_encoding = "utf-8" 127 | 128 | 129 | def get_extra_order_info(order_info): 130 | extra_order_info = { 131 | "is_futures": None, 132 | "is_crypto": None, 133 | "is_stock": None, 134 | "is_spot": None, 135 | "is_entry": None, 136 | "is_close": None, 137 | "is_buy": None, 138 | "is_sell": None, 139 | } 140 | if order_info["exchange"] in CRYPTO_EXCHANGES: 141 | extra_order_info["is_crypto"] = True 142 | if any([order_info["quote"].endswith(code) for code in crypto_futures_code]): 143 | extra_order_info["is_futures"] = True 144 | else: 145 | extra_order_info["is_spot"] = True 146 | 147 | elif order_info["exchange"] in STOCK_EXCHANGES: 148 | extra_order_info["is_stock"] = True 149 | 150 | if order_info["side"] in ("entry/buy", "entry/sell"): 151 | extra_order_info["is_entry"] = True 152 | _side = order_info["side"].split("/")[-1] 153 | if _side == "buy": 154 | extra_order_info["is_buy"] = True 155 | elif _side == "sell": 156 | extra_order_info["is_sell"] = True 157 | elif order_info["side"] in ("close/buy", "close/sell"): 158 | extra_order_info["is_close"] = True 159 | _side = order_info["side"].split("/")[-1] 160 | if _side == "buy": 161 | extra_order_info["is_buy"] = True 162 | elif _side == "sell": 163 | extra_order_info["is_sell"] = True 164 | elif order_info["side"] == "buy": 165 | extra_order_info["is_buy"] = True 166 | elif order_info["side"] == "sell": 167 | extra_order_info["is_sell"] = True 168 | 169 | return extra_order_info 170 | 171 | 172 | def parse_side(side: str): 173 | if side.startswith("entry/") or side.startswith("close/"): 174 | return side.split("/")[-1] 175 | else: 176 | return side 177 | 178 | 179 | def parse_quote(quote: str): 180 | if quote.endswith(".P"): 181 | return quote.replace(".P", "") 182 | else: 183 | return quote 184 | 185 | 186 | class OrderRequest(BaseModel): 187 | exchange: EXCHANGE_LITERAL 188 | base: str 189 | quote: QUOTE_LITERAL 190 | # QUOTE 191 | type: Literal["market", "limit"] = "market" 192 | side: SIDE_LITERAL 193 | amount: float | None = None 194 | price: float | None = None 195 | cost: float | None = None 196 | percent: float | None = None 197 | amount_by_percent: float | None = None 198 | leverage: int | None = None 199 | stop_price: float | None = None 200 | profit_price: float | None = None 201 | order_name: str = "주문" 202 | kis_number: int | None = 1 203 | hedge: str | None = None 204 | unified_symbol: str | None = None 205 | is_crypto: bool | None = None 206 | is_stock: bool | None = None 207 | is_spot: bool | None = None 208 | is_futures: bool | None = None 209 | is_coinm: bool | None = None 210 | is_entry: bool | None = None 211 | is_close: bool | None = None 212 | is_buy: bool | None = None 213 | is_sell: bool | None = None 214 | is_total: bool | None = None 215 | is_contract: bool | None = None 216 | contract_size: float | None = None 217 | margin_mode: str | None = None 218 | 219 | class Config: 220 | use_enum_values = True 221 | 222 | @root_validator(pre=True) 223 | def root_validate(cls, values): 224 | # "NaN" to None 225 | for key, value in values.items(): 226 | if isinstance(value, str): 227 | values[key] = value.replace(',', '') 228 | if values[key] in ("NaN", ""): 229 | values[key] = None 230 | 231 | 232 | values |= get_extra_order_info(values) 233 | 234 | values["side"] = parse_side(values["side"]) 235 | values["quote"] = parse_quote(values["quote"]) 236 | base = values["base"] 237 | quote = values["quote"] 238 | unified_symbol = f"{base}/{quote}" 239 | exchange = values["exchange"] 240 | if values["is_futures"]: 241 | if quote == "USD": 242 | unified_symbol = f"{base}/{quote}:{base}" 243 | values["is_coinm"] = True 244 | else: 245 | unified_symbol = f"{base}/{quote}:{quote}" 246 | 247 | if not values["is_stock"]: 248 | values["unified_symbol"] = unified_symbol 249 | 250 | if values["exchange"] in STOCK_EXCHANGES: 251 | values["is_stock"] = True 252 | return values 253 | 254 | 255 | class OrderBase(OrderRequest): 256 | password: str 257 | 258 | @validator("password") 259 | def password_validate(cls, v): 260 | setting = Settings() 261 | if v != setting.PASSWORD: 262 | raise ValueError("비밀번호가 틀렸습니다") 263 | return v 264 | 265 | 266 | class MarketOrder(OrderBase): 267 | price: float | None = None 268 | type: Literal["market"] = "market" 269 | 270 | 271 | class PriceRequest(BaseModel): 272 | exchange: EXCHANGE_LITERAL 273 | base: str 274 | quote: QUOTE_LITERAL 275 | is_crypto: bool | None = None 276 | is_stock: bool | None = None 277 | is_futures: bool | None = None 278 | 279 | @root_validator(pre=True) 280 | def root_validate(cls, values): 281 | # "NaN" to None 282 | for key, value in values.items(): 283 | if isinstance(value, str): 284 | values[key] = value.replace(',', '') 285 | if values[key] in ("NaN", ""): 286 | values[key] = None 287 | 288 | values |= get_extra_order_info(values) 289 | 290 | return values 291 | 292 | 293 | # class PositionRequest(BaseModel): 294 | # exchange: EXCHANGE_LITERAL 295 | # base: str 296 | # quote: QUOTE_LITERAL 297 | 298 | 299 | class Position(BaseModel): 300 | exchange: EXCHANGE_LITERAL 301 | base: str 302 | quote: QUOTE_LITERAL 303 | side: Literal["long", "short"] 304 | amount: float 305 | entry_price: float 306 | roe: float 307 | 308 | 309 | class HedgeData(BaseModel): 310 | password: str 311 | exchange: Literal["BINANCE"] 312 | base: str 313 | quote: QUOTE_LITERAL = "USDT.P" 314 | amount: float | None = None 315 | leverage: int | None = None 316 | hedge: str 317 | 318 | @validator("password") 319 | def password_validate(cls, v): 320 | setting = Settings() 321 | if v != setting.PASSWORD: 322 | raise ValueError("비밀번호가 틀렸습니다") 323 | return v 324 | 325 | @root_validator(pre=True) 326 | def root_validate(cls, values): 327 | for key, value in values.items(): 328 | if key in ("exchange", "base", "quote", "hedge"): 329 | values[key] = value.upper() 330 | return values 331 | -------------------------------------------------------------------------------- /exchange/utility/LogMaker.py: -------------------------------------------------------------------------------- 1 | import sys 2 | from exchange.model import MarketOrder, COST_BASED_ORDER_EXCHANGES, STOCK_EXCHANGES 3 | from exchange.utility import settings 4 | from datetime import datetime, timedelta 5 | from dhooks import Webhook, Embed 6 | from loguru import logger 7 | from devtools import debug, pformat 8 | import traceback 9 | import os 10 | 11 | logger.remove(0) 12 | logger.add( 13 | "./log/poa.log", 14 | rotation="1 days", 15 | retention="7 days", 16 | format="{time:YYYY-MM-DD HH:mm:ss} | {level} | {message}", 17 | ) 18 | logger.add( 19 | sys.stderr, 20 | colorize=True, 21 | format="{time:YYYY-MM-DD HH:mm:ss} | {level} | {message}", 22 | ) 23 | 24 | try: 25 | url = settings.DISCORD_WEBHOOK_URL.replace("discordapp", "discord") 26 | hook = Webhook(url) 27 | except Exception as e: 28 | print("웹훅 URL이 유효하지 않습니다: ", settings.DISCORD_WEBHOOK_URL) 29 | 30 | 31 | def get_error(e): 32 | tb = traceback.extract_tb(e.__traceback__) 33 | target_folder = os.path.abspath(os.path.dirname(tb[0].filename)) 34 | error_msg = [] 35 | 36 | for tb_info in tb: 37 | # if target_folder in tb_info.filename: 38 | error_msg.append(f"File {tb_info.filename}, line {tb_info.lineno}, in {tb_info.name}") 39 | if "raise error." in tb_info.line: 40 | continue 41 | error_msg.append(f" {tb_info.line}") 42 | 43 | error_msg.append(str(e)) 44 | 45 | return "\n".join(error_msg) 46 | 47 | 48 | def parse_time(utc_timestamp): 49 | timestamp = utc_timestamp + timedelta(hours=9).seconds 50 | date = datetime.fromtimestamp(timestamp) 51 | return date.strftime("%y-%m-%d %H:%M:%S") 52 | 53 | 54 | def logger_test(): 55 | date = parse_time(datetime.utcnow().timestamp()) 56 | logger.info(date) 57 | 58 | 59 | def log_message(message="None", embed: Embed = None): 60 | if hook: 61 | if embed: 62 | hook.send(embed=embed) 63 | else: 64 | hook.send(message) 65 | # hook.send(str(message), embed) 66 | else: 67 | logger.info(message) 68 | print(message) 69 | 70 | 71 | def log_order_message(exchange_name, order_result: dict, order_info: MarketOrder): 72 | date = parse_time(datetime.utcnow().timestamp()) 73 | if not order_info.is_futures and order_info.is_buy and exchange_name in COST_BASED_ORDER_EXCHANGES: 74 | f_name = "비용" 75 | if order_info.amount is not None: 76 | if exchange_name == "UPBIT": 77 | amount = str(order_result.get("cost")) 78 | elif exchange_name == "BITGET": 79 | amount = str(order_info.amount * order_info.price) 80 | elif exchange_name == "BYBIT": 81 | amount = str(order_result.get("info").get("orderQty")) 82 | elif order_info.percent is not None: 83 | f_name = "비율" 84 | amount = f"{order_info.percent}%" 85 | 86 | else: 87 | f_name = "수량" 88 | amount = None 89 | if exchange_name in ("KRX", "NASDAQ", "AMEX", "NYSE"): 90 | if order_info.amount is not None: 91 | amount = str(order_info.amount) 92 | elif order_info.percent is not None: 93 | f_name = "비율" 94 | amount = f"{order_info.percent}%" 95 | elif order_result.get("amount") is None: 96 | if order_info.amount is not None: 97 | if exchange_name == "OKX": 98 | if order_info.is_futures: 99 | f_name = "계약(수량)" 100 | amount = f"{order_info.amount // order_info.contract_size}({order_info.contract_size * (order_info.amount // order_info.contract_size)})" 101 | else: 102 | amount = f"{order_info.amount}" 103 | else: 104 | amount = str(order_info.amount) 105 | elif order_info.percent is not None: 106 | if order_info.amount_by_percent is not None: 107 | f_name = "비율(수량)" if order_info.is_contract is None else "비율(계약)" 108 | amount = f"{order_info.percent}%({order_info.amount_by_percent})" 109 | else: 110 | f_name = "비율" 111 | amount = f"{order_info.percent}%" 112 | elif order_result.get("amount") is not None: 113 | if order_info.contract_size is not None: 114 | f_name = "계약" 115 | if order_result.get("cost") is not None: 116 | f_name = "계약(비용)" 117 | amount = f"{order_result.get('amount')}({order_result.get('cost'):.2f})" 118 | else: 119 | amount = f"{order_result.get('amount')}" 120 | else: 121 | if order_info.amount is not None: 122 | f_name = "수량" 123 | amount = f"{order_result.get('amount')}" 124 | elif order_info.percent is not None: 125 | f_name = "비율(수량)" if order_info.is_contract is None else "비율(계약)" 126 | amount = f"{order_info.percent}%({order_result.get('amount')})" 127 | 128 | symbol = f"{order_info.base}/{order_info.quote+'.P' if order_info.is_crypto and order_info.is_futures else order_info.quote}" 129 | 130 | side = "" 131 | if order_info.is_futures: 132 | if order_info.is_entry: 133 | if order_info.is_buy: 134 | side = "롱 진입" 135 | elif order_info.is_sell: 136 | side = "숏 진입" 137 | elif order_info.is_close: 138 | if order_info.is_buy: 139 | side = "숏 종료" 140 | elif order_info.is_sell: 141 | side = "롱 종료" 142 | else: 143 | if order_info.is_buy: 144 | side = "매수" 145 | elif order_info.is_sell: 146 | side = "매도" 147 | 148 | if exchange_name in STOCK_EXCHANGES: # ("KRX", "NASDAQ", "NYSE", "AMEX"): 149 | content = f"일시\n{date}\n\n거래소\n{exchange_name}\n\n티커\n{order_info.base}\n\n거래유형\n{side}\n\n{amount}" 150 | embed = Embed( 151 | title=order_info.order_name, 152 | description=f"체결 {exchange_name} {order_info.base} {side} {amount}", 153 | color=0x0000FF, 154 | ) 155 | embed.add_field(name="일시", value=str(date), inline=False) 156 | embed.add_field(name="거래소", value=exchange_name, inline=False) 157 | embed.add_field(name="티커", value=order_info.base, inline=False) 158 | embed.add_field(name="거래유형", value=side, inline=False) 159 | embed.add_field(name="수량", value=amount, inline=False) 160 | embed.add_field(name="계좌", value=f"{order_info.kis_number}번째 계좌", inline=False) 161 | log_message(content, embed) 162 | else: 163 | content = f"일시\n{date}\n\n거래소\n{exchange_name}\n\n심볼\n{symbol}\n\n거래유형\n{order_result.get('side')}\n\n{amount}" 164 | embed = Embed( 165 | title=order_info.order_name, 166 | description=f"체결: {exchange_name} {symbol} {side} {amount}", 167 | color=0x0000FF, 168 | ) 169 | embed.add_field(name="일시", value=str(date), inline=False) 170 | embed.add_field(name="거래소", value=exchange_name, inline=False) 171 | embed.add_field(name="심볼", value=symbol, inline=False) 172 | embed.add_field(name="거래유형", value=side, inline=False) 173 | if amount: 174 | embed.add_field(name=f_name, value=amount, inline=False) 175 | if order_info.leverage is not None: 176 | embed.add_field(name="레버리지", value=f"{order_info.leverage}배", inline=False) 177 | if order_result.get("price"): 178 | embed.add_field(name="체결가", value=str(order_result.get("price")), inline=False) 179 | log_message(content, embed) 180 | 181 | 182 | def log_hedge_message(exchange, base, quote, exchange_amount, upbit_amount, hedge): 183 | date = parse_time(datetime.utcnow().timestamp()) 184 | hedge_type = "헷지" if hedge == "ON" else "헷지 종료" 185 | content = f"{hedge_type}: {base} ==> {exchange}:{exchange_amount} UPBIT:{upbit_amount}" 186 | embed = Embed(title="헷지", description=content, color=0x0000FF) 187 | embed.add_field(name="일시", value=str(date), inline=False) 188 | embed.add_field(name="거래소", value=f"{exchange}-UPBIT", inline=False) 189 | embed.add_field(name="심볼", value=f"{base}/{quote}-{base}/KRW", inline=False) 190 | embed.add_field(name="거래유형", value=hedge_type, inline=False) 191 | embed.add_field( 192 | name="수량", 193 | value=f"{exchange}:{exchange_amount} UPBIT:{upbit_amount}", 194 | inline=False, 195 | ) 196 | log_message(content, embed) 197 | 198 | 199 | def log_error_message(error, name): 200 | embed = Embed(title=f"{name} 에러", description=f"[{name} 에러가 발생했습니다]\n{error}", color=0xFF0000) 201 | logger.error(f"{name} [에러가 발생했습니다]\n{error}") 202 | log_message(embed=embed) 203 | 204 | 205 | def log_order_error_message(error: str | Exception, order_info: MarketOrder): 206 | if isinstance(error, Exception): 207 | error = get_error(error) 208 | 209 | if order_info is not None: 210 | # discord 211 | embed = Embed( 212 | title=order_info.order_name, 213 | description=f"[주문 오류가 발생했습니다]\n{error}", 214 | color=0xFF0000, 215 | ) 216 | log_message(embed=embed) 217 | 218 | # logger 219 | logger.error(f"[주문 오류가 발생했습니다]\n{error}") 220 | else: 221 | # discord 222 | embed = Embed( 223 | title="오류", 224 | description=f"[오류가 발생했습니다]\n{error}", 225 | color=0xFF0000, 226 | ) 227 | log_message(embed=embed) 228 | 229 | # logger 230 | logger.error(f"[오류가 발생했습니다]\n{error}") 231 | 232 | 233 | def log_validation_error_message(msg): 234 | logger.error(f"검증 오류가 발생했습니다\n{msg}") 235 | log_message(msg) 236 | 237 | 238 | def print_alert_message(order_info: MarketOrder, result="성공"): 239 | msg = pformat(order_info.dict(exclude_none=True)) 240 | 241 | if result == "성공": 242 | logger.info(f"주문 {result} 웹훅메세지\n{msg}") 243 | else: 244 | logger.error(f"주문 {result} 웹훅메세지\n{msg}") 245 | 246 | 247 | def log_alert_message(order_info: MarketOrder, result="성공"): 248 | # discrod 249 | embed = Embed( 250 | title=order_info.order_name, 251 | description="[웹훅 alert_message]", 252 | color=0xFF0000, 253 | ) 254 | order_info_dict = order_info.dict(exclude_none=True) 255 | for key, value in order_info_dict.items(): 256 | embed.add_field(name=key, value=str(value), inline=False) 257 | log_message(embed=embed) 258 | 259 | # logger 260 | print_alert_message(order_info, result) 261 | -------------------------------------------------------------------------------- /exchange/bybit.py: -------------------------------------------------------------------------------- 1 | from pprint import pprint 2 | from exchange.pexchange import ccxt 3 | from exchange.model import MarketOrder 4 | import time 5 | import exchange.error as error 6 | from devtools import debug 7 | 8 | 9 | class Bybit: 10 | def __init__(self, key, secret): 11 | self.client = ccxt.bybit( 12 | { 13 | "apiKey": key, 14 | "secret": secret, 15 | "options": {"adjustForTimeDifference": True}, 16 | } 17 | ) 18 | self.client.load_markets() 19 | self.order_info: MarketOrder = None 20 | self.position_mode = "one-way" 21 | 22 | def load_time_difference(self): 23 | self.client.load_time_difference() 24 | 25 | def init_info(self, order_info: MarketOrder): 26 | self.order_info = order_info 27 | 28 | unified_symbol = order_info.unified_symbol 29 | market = self.client.market(unified_symbol) 30 | 31 | if order_info.amount is not None: 32 | order_info.amount = float( 33 | self.client.amount_to_precision( 34 | order_info.unified_symbol, order_info.amount 35 | ) 36 | ) 37 | 38 | if order_info.is_futures: 39 | if order_info.is_coinm: 40 | self.client.options["defaultType"] = "delivery" 41 | is_contract = market.get("contract") 42 | if is_contract: 43 | order_info.is_contract = True 44 | order_info.contract_size = market.get("contractSize") 45 | else: 46 | self.client.options["defaultType"] = "swap" 47 | else: 48 | self.client.options["defaultType"] = "spot" 49 | 50 | def get_ticker(self, symbol: str): 51 | return self.client.fetch_ticker(symbol) 52 | 53 | def get_price(self, symbol: str): 54 | return self.get_ticker(symbol)["last"] 55 | 56 | def get_futures_position(self, symbol): 57 | positions = self.client.fetch_positions(symbols=[symbol]) 58 | long_contracts = None 59 | short_contracts = None 60 | if positions: 61 | for position in positions: 62 | if position["side"] == "long": 63 | long_contracts = position["contracts"] 64 | elif position["side"] == "short": 65 | short_contracts = position["contracts"] 66 | 67 | if self.order_info.is_close and self.order_info.is_buy: 68 | if not short_contracts: 69 | raise error.ShortPositionNoneError() 70 | else: 71 | return short_contracts 72 | elif self.order_info.is_close and self.order_info.is_sell: 73 | if not long_contracts: 74 | raise error.LongPositionNoneError() 75 | else: 76 | return long_contracts 77 | else: 78 | raise error.PositionNoneError() 79 | 80 | def get_balance(self, base: str): 81 | free_balance_by_base = None 82 | if self.order_info.is_entry or ( 83 | self.order_info.is_spot 84 | and (self.order_info.is_buy or self.order_info.is_sell) 85 | ): 86 | balance_by_base = self.client.fetch_balance().get(base) 87 | free_balance_by_base = balance_by_base.get("free") or balance_by_base.get("total") if not self.order_info.is_total else balance_by_base.get("total") 88 | 89 | if free_balance_by_base is None or free_balance_by_base == 0: 90 | raise error.FreeAmountNoneError() 91 | return free_balance_by_base 92 | 93 | def get_amount(self, order_info: MarketOrder) -> float: 94 | if order_info.amount is not None and order_info.percent is not None: 95 | raise error.AmountPercentBothError() 96 | elif order_info.amount is not None: 97 | if order_info.is_contract: 98 | current_price = self.get_price(order_info.unified_symbol) 99 | result = (order_info.amount * current_price) // order_info.contract_size 100 | else: 101 | result = order_info.amount 102 | elif order_info.percent is not None: 103 | if order_info.is_entry or (order_info.is_spot and order_info.is_buy): 104 | free_quote = self.get_balance(order_info.quote) 105 | cash = free_quote * (order_info.percent - 0.5) / 100 106 | current_price = self.get_price(order_info.unified_symbol) 107 | result = cash / current_price 108 | elif self.order_info.is_close: 109 | if order_info.is_contract: 110 | free_amount = self.get_futures_position(order_info.unified_symbol) 111 | result = free_amount * order_info.percent / 100 112 | else: 113 | free_amount = self.get_futures_position(order_info.unified_symbol) 114 | result = free_amount * order_info.percent / 100 115 | elif order_info.is_spot and order_info.is_sell: 116 | free_amount = self.get_balance(order_info.base) 117 | result = free_amount * order_info.percent / 100 118 | result = float( 119 | self.client.amount_to_precision(order_info.unified_symbol, result) 120 | ) 121 | order_info.amount_by_percent = result 122 | else: 123 | raise error.AmountPercentNoneError() 124 | return result 125 | 126 | def set_leverage(self, leverage: float, symbol: str): 127 | try: 128 | self.client.set_leverage(leverage, symbol) 129 | except Exception as e: 130 | error = str(e) 131 | if "leverage not modified" in error: 132 | pass 133 | else: 134 | raise Exception(e) 135 | 136 | def get_order_amount(self, order_id: str, order_info: MarketOrder): 137 | order_amount = None 138 | for i in range(8): 139 | try: 140 | if order_info.is_futures: 141 | order_result = self.client.fetch_order( 142 | order_id, order_info.unified_symbol 143 | ) 144 | else: 145 | order_result = self.client.fetch_order(order_id) 146 | order_amount = order_result["amount"] 147 | break 148 | except Exception as e: 149 | print("...", e) 150 | time.sleep(0.5) 151 | return order_amount 152 | 153 | def market_order(self, order_info: MarketOrder): 154 | from exchange.pexchange import retry 155 | 156 | symbol = order_info.unified_symbol 157 | params = {} 158 | try: 159 | return retry( 160 | self.client.create_order, 161 | symbol, 162 | order_info.type.lower(), 163 | order_info.side, 164 | order_info.amount, 165 | order_info.price, 166 | params, 167 | order_info=order_info, 168 | max_attempts=5, 169 | delay=0.1, 170 | instance=self, 171 | ) 172 | except Exception as e: 173 | raise error.OrderError(e, order_info) 174 | 175 | def market_buy( 176 | self, 177 | order_info: MarketOrder, 178 | ): 179 | # 비용주문 180 | buy_amount = self.get_amount(order_info) 181 | order_info.amount = buy_amount 182 | order_info.price = self.get_price(order_info.unified_symbol) 183 | 184 | return self.market_order(order_info) 185 | 186 | def market_sell(self, order_info: MarketOrder): 187 | sell_amount = self.get_amount(order_info) 188 | order_info.amount = sell_amount 189 | order_info.price = None 190 | return self.market_order(order_info) 191 | 192 | def market_entry(self, order_info: MarketOrder): 193 | from exchange.pexchange import retry 194 | 195 | symbol = order_info.unified_symbol 196 | 197 | entry_amount = self.get_amount(order_info) 198 | if entry_amount == 0: 199 | raise error.MinAmountError() 200 | 201 | if self.position_mode == "one-way": 202 | params = {"position_idx": 0} 203 | elif self.position_mode == "hedge": 204 | if order_info.side == "buy": 205 | if order_info.is_entry: 206 | position_idx = 1 207 | params = {"position_idx": position_idx, "hedged": True} 208 | elif order_info.is_close: 209 | position_idx = 2 210 | params = {"reduceOnly": True, "position_idx": position_idx, "hedged": True} 211 | elif order_info.side == "sell": 212 | if order_info.is_entry: 213 | position_idx = 2 214 | params = {"position_idx": position_idx, "hedged": True} 215 | elif order_info.is_close: 216 | position_idx = 1 217 | params = {"reduceOnly": True, "position_idx": position_idx, "hedged": True} 218 | 219 | if order_info.leverage is not None: 220 | self.set_leverage(order_info.leverage, symbol) 221 | try: 222 | result = retry( 223 | self.client.create_order, 224 | symbol, 225 | order_info.type.lower(), 226 | order_info.side, 227 | abs(entry_amount), 228 | None, 229 | params, 230 | order_info=order_info, 231 | max_attempts=5, 232 | delay=0.1, 233 | instance=self, 234 | ) 235 | # order_amount = self.get_order_amount(result["id"], order_info) 236 | # result["amount"] = order_amount 237 | return result 238 | except Exception as e: 239 | raise error.OrderError(e, order_info) 240 | 241 | def market_close(self, order_info: MarketOrder): 242 | from exchange.pexchange import retry 243 | 244 | symbol = self.order_info.unified_symbol 245 | close_amount = self.get_amount(order_info) 246 | 247 | if self.position_mode == "one-way": 248 | params = {"reduceOnly": True, "position_idx": 0} 249 | elif self.position_mode == "hedge": 250 | if order_info.side == "buy": 251 | if order_info.is_entry: 252 | position_idx = 1 253 | params = {"position_idx": position_idx} 254 | elif order_info.is_close: 255 | position_idx = 2 256 | params = {"reduceOnly": True, "position_idx": position_idx} 257 | elif order_info.side == "sell": 258 | if order_info.is_entry: 259 | position_idx = 2 260 | params = {"position_idx": position_idx} 261 | elif order_info.is_close: 262 | position_idx = 1 263 | params = {"reduceOnly": True, "position_idx": position_idx} 264 | 265 | try: 266 | result = retry( 267 | self.client.create_order, 268 | symbol, 269 | order_info.type.lower(), 270 | order_info.side, 271 | abs(close_amount), 272 | None, 273 | params, 274 | order_info=order_info, 275 | max_attempts=5, 276 | delay=0.1, 277 | instance=self, 278 | ) 279 | # order_amount = self.get_order_amount(result["id"], order_info) 280 | # result["amount"] = order_amount 281 | return result 282 | except Exception as e: 283 | raise error.OrderError(e, self.order_info) 284 | -------------------------------------------------------------------------------- /main.py: -------------------------------------------------------------------------------- 1 | from fastapi.exception_handlers import ( 2 | request_validation_exception_handler, 3 | ) 4 | from pprint import pprint 5 | from fastapi import FastAPI, Request, status, BackgroundTasks 6 | from fastapi.responses import ORJSONResponse, RedirectResponse 7 | from fastapi.exceptions import RequestValidationError 8 | import httpx 9 | from exchange.stock.kis import KoreaInvestment 10 | from exchange.model import MarketOrder, PriceRequest, HedgeData, OrderRequest 11 | from exchange.utility import ( 12 | settings, 13 | log_order_message, 14 | log_alert_message, 15 | print_alert_message, 16 | logger_test, 17 | log_order_error_message, 18 | log_validation_error_message, 19 | log_hedge_message, 20 | log_error_message, 21 | log_message, 22 | ) 23 | import traceback 24 | from exchange import get_exchange, log_message, db, settings, get_bot, pocket 25 | import ipaddress 26 | import os 27 | import sys 28 | from devtools import debug 29 | 30 | VERSION = "0.1.8" 31 | app = FastAPI(default_response_class=ORJSONResponse) 32 | 33 | 34 | def get_error(e): 35 | tb = traceback.extract_tb(e.__traceback__) 36 | target_folder = os.path.abspath(os.path.dirname(tb[0].filename)) 37 | error_msg = [] 38 | 39 | for tb_info in tb: 40 | # if target_folder in tb_info.filename: 41 | error_msg.append( 42 | f"File {tb_info.filename}, line {tb_info.lineno}, in {tb_info.name}" 43 | ) 44 | error_msg.append(f" {tb_info.line}") 45 | 46 | error_msg.append(str(e)) 47 | 48 | return error_msg 49 | 50 | 51 | @app.on_event("startup") 52 | async def startup(): 53 | log_message(f"POABOT 실행 완료! - 버전:{VERSION}") 54 | 55 | 56 | @app.on_event("shutdown") 57 | async def shutdown(): 58 | db.close() 59 | 60 | 61 | whitelist = [ 62 | "52.89.214.238", 63 | "34.212.75.30", 64 | "54.218.53.128", 65 | "52.32.178.7", 66 | "127.0.0.1", 67 | ] 68 | whitelist = whitelist + settings.WHITELIST 69 | 70 | 71 | # @app.middleware("http") 72 | # async def add_process_time_header(request: Request, call_next): 73 | # start_time = time.perf_counter() 74 | # response = await call_next(request) 75 | # process_time = time.perf_counter() - start_time 76 | # response.headers["X-Process-Time"] = str(process_time) 77 | # return response 78 | 79 | 80 | @app.middleware("http") 81 | async def whitelist_middleware(request: Request, call_next): 82 | try: 83 | if ( 84 | request.client.host not in whitelist 85 | and not ipaddress.ip_address(request.client.host).is_private 86 | ): 87 | msg = f"{request.client.host}는 안됩니다" 88 | print(msg) 89 | return ORJSONResponse( 90 | status_code=status.HTTP_403_FORBIDDEN, 91 | content=f"{request.client.host}는 허용되지 않습니다", 92 | ) 93 | except: 94 | log_error_message(traceback.format_exc(), "미들웨어 에러") 95 | else: 96 | response = await call_next(request) 97 | return response 98 | 99 | 100 | @app.exception_handler(RequestValidationError) 101 | async def validation_exception_handler(request, exc): 102 | msgs = [ 103 | f"[에러{index+1}] " + f"{error.get('msg')} \n{error.get('loc')}" 104 | for index, error in enumerate(exc.errors()) 105 | ] 106 | message = "[Error]\n" 107 | for msg in msgs: 108 | message = message + msg + "\n" 109 | 110 | log_validation_error_message(f"{message}\n {exc.body}") 111 | return await request_validation_exception_handler(request, exc) 112 | 113 | 114 | @app.get("/ip") 115 | async def get_ip(): 116 | data = httpx.get("https://ipv4.jsonip.com").json()["ip"] 117 | log_message(data) 118 | 119 | 120 | @app.get("/hi") 121 | async def welcome(): 122 | return "hi!!" 123 | 124 | 125 | @app.post("/price") 126 | async def price(price_req: PriceRequest, background_tasks: BackgroundTasks): 127 | exchange = get_exchange(price_req.exchange) 128 | price = exchange.dict()[price_req.exchange].fetch_price( 129 | price_req.base, price_req.quote 130 | ) 131 | return price 132 | 133 | 134 | def log(exchange_name, result, order_info): 135 | log_order_message(exchange_name, result, order_info) 136 | print_alert_message(order_info) 137 | 138 | 139 | def log_error(error_message, order_info): 140 | log_order_error_message(error_message, order_info) 141 | log_alert_message(order_info, "실패") 142 | 143 | 144 | @app.post("/order") 145 | @app.post("/") 146 | async def order(order_info: MarketOrder, background_tasks: BackgroundTasks): 147 | order_result = None 148 | try: 149 | exchange_name = order_info.exchange 150 | bot = get_bot(exchange_name, order_info.kis_number) 151 | bot.init_info(order_info) 152 | 153 | if bot.order_info.is_crypto: 154 | if bot.order_info.is_entry: 155 | order_result = bot.market_entry(bot.order_info) 156 | elif bot.order_info.is_close: 157 | order_result = bot.market_close(bot.order_info) 158 | elif bot.order_info.is_buy: 159 | order_result = bot.market_buy(bot.order_info) 160 | elif bot.order_info.is_sell: 161 | order_result = bot.market_sell(bot.order_info) 162 | background_tasks.add_task(log, exchange_name, order_result, order_info) 163 | elif bot.order_info.is_stock: 164 | order_result = bot.create_order( 165 | bot.order_info.exchange, 166 | bot.order_info.base, 167 | order_info.type.lower(), 168 | order_info.side.lower(), 169 | order_info.amount, 170 | ) 171 | background_tasks.add_task(log, exchange_name, order_result, order_info) 172 | 173 | except TypeError as e: 174 | error_msg = get_error(e) 175 | background_tasks.add_task( 176 | log_order_error_message, "\n".join(error_msg), order_info 177 | ) 178 | 179 | except Exception as e: 180 | error_msg = get_error(e) 181 | background_tasks.add_task(log_error, "\n".join(error_msg), order_info) 182 | 183 | else: 184 | return {"result": "success"} 185 | 186 | finally: 187 | pass 188 | 189 | 190 | def get_hedge_records(base): 191 | records = pocket.get_full_list("kimp", query_params={"filter": f'base = "{base}"'}) 192 | binance_amount = 0.0 193 | binance_records_id = [] 194 | upbit_amount = 0.0 195 | upbit_records_id = [] 196 | for record in records: 197 | if record.exchange == "BINANCE": 198 | binance_amount += record.amount 199 | binance_records_id.append(record.id) 200 | elif record.exchange == "UPBIT": 201 | upbit_amount += record.amount 202 | upbit_records_id.append(record.id) 203 | 204 | return { 205 | "BINANCE": {"amount": binance_amount, "records_id": binance_records_id}, 206 | "UPBIT": {"amount": upbit_amount, "records_id": upbit_records_id}, 207 | } 208 | 209 | 210 | @app.post("/hedge") 211 | async def hedge(hedge_data: HedgeData, background_tasks: BackgroundTasks): 212 | exchange_name = hedge_data.exchange.upper() 213 | bot = get_bot(exchange_name) 214 | upbit = get_bot("UPBIT") 215 | 216 | base = hedge_data.base 217 | quote = hedge_data.quote 218 | amount = hedge_data.amount 219 | leverage = hedge_data.leverage 220 | hedge = hedge_data.hedge 221 | 222 | foreign_order_info = OrderRequest( 223 | exchange=exchange_name, 224 | base=base, 225 | quote=quote, 226 | side="entry/sell", 227 | type="market", 228 | amount=amount, 229 | leverage=leverage, 230 | ) 231 | bot.init_info(foreign_order_info) 232 | if hedge == "ON": 233 | try: 234 | if amount is None: 235 | raise Exception("헷지할 수량을 요청하세요") 236 | binance_order_result = bot.market_entry(foreign_order_info) 237 | binance_order_amount = binance_order_result["amount"] 238 | pocket.create( 239 | "kimp", 240 | { 241 | "exchange": "BINANCE", 242 | "base": base, 243 | "quote": quote, 244 | "amount": binance_order_amount, 245 | }, 246 | ) 247 | if leverage is None: 248 | leverage = 1 249 | try: 250 | korea_order_info = OrderRequest( 251 | exchange="UPBIT", 252 | base=base, 253 | quote="KRW", 254 | side="buy", 255 | type="market", 256 | amount=binance_order_amount, 257 | ) 258 | upbit.init_info(korea_order_info) 259 | upbit_order_result = upbit.market_buy(korea_order_info) 260 | except Exception as e: 261 | hedge_records = get_hedge_records(base) 262 | binance_records_id = hedge_records["BINANCE"]["records_id"] 263 | binance_amount = hedge_records["BINANCE"]["amount"] 264 | binance_order_result = bot.market_close( 265 | OrderRequest( 266 | exchange=exchange_name, 267 | base=base, 268 | quote=quote, 269 | side="close/buy", 270 | amount=binance_amount, 271 | ) 272 | ) 273 | for binance_record_id in binance_records_id: 274 | pocket.delete("kimp", binance_record_id) 275 | log_message( 276 | "[헷지 실패] 업비트에서 에러가 발생하여 바이낸스 포지션을 종료합니다" 277 | ) 278 | else: 279 | upbit_order_info = upbit.get_order(upbit_order_result["id"]) 280 | upbit_order_amount = upbit_order_info["filled"] 281 | pocket.create( 282 | "kimp", 283 | { 284 | "exchange": "UPBIT", 285 | "base": base, 286 | "quote": "KRW", 287 | "amount": upbit_order_amount, 288 | }, 289 | ) 290 | log_hedge_message( 291 | exchange_name, 292 | base, 293 | quote, 294 | binance_order_amount, 295 | upbit_order_amount, 296 | hedge, 297 | ) 298 | 299 | except Exception as e: 300 | # log_message(f"{e}") 301 | background_tasks.add_task( 302 | log_error_message, traceback.format_exc(), "헷지 에러" 303 | ) 304 | return {"result": "error"} 305 | else: 306 | return {"result": "success"} 307 | 308 | elif hedge == "OFF": 309 | try: 310 | records = pocket.get_full_list( 311 | "kimp", query_params={"filter": f'base = "{base}"'} 312 | ) 313 | binance_amount = 0.0 314 | binance_records_id = [] 315 | upbit_amount = 0.0 316 | upbit_records_id = [] 317 | for record in records: 318 | if record.exchange == "BINANCE": 319 | binance_amount += record.amount 320 | binance_records_id.append(record.id) 321 | elif record.exchange == "UPBIT": 322 | upbit_amount += record.amount 323 | upbit_records_id.append(record.id) 324 | 325 | if binance_amount > 0 and upbit_amount > 0: 326 | # 바이낸스 327 | order_info = OrderRequest( 328 | exchange="BINANCE", 329 | base=base, 330 | quote=quote, 331 | side="close/buy", 332 | amount=binance_amount, 333 | ) 334 | binance_order_result = bot.market_close(order_info) 335 | for binance_record_id in binance_records_id: 336 | pocket.delete("kimp", binance_record_id) 337 | # 업비트 338 | order_info = OrderRequest( 339 | exchange="UPBIT", 340 | base=base, 341 | quote="KRW", 342 | side="sell", 343 | amount=upbit_amount, 344 | ) 345 | upbit_order_result = upbit.market_sell(order_info) 346 | for upbit_record_id in upbit_records_id: 347 | pocket.delete("kimp", upbit_record_id) 348 | 349 | log_hedge_message( 350 | exchange_name, base, quote, binance_amount, upbit_amount, hedge 351 | ) 352 | elif binance_amount == 0 and upbit_amount == 0: 353 | log_message(f"{exchange_name}, UPBIT에 종료할 수량이 없습니다") 354 | elif binance_amount == 0: 355 | log_message(f"{exchange_name}에 종료할 수량이 없습니다") 356 | elif upbit_amount == 0: 357 | log_message("UPBIT에 종료할 수량이 없습니다") 358 | except Exception as e: 359 | background_tasks.add_task( 360 | log_error_message, traceback.format_exc(), "헷지종료 에러" 361 | ) 362 | return {"result": "error"} 363 | else: 364 | return {"result": "success"} 365 | -------------------------------------------------------------------------------- /exchange/stock/kis.py: -------------------------------------------------------------------------------- 1 | from datetime import datetime 2 | import json 3 | import httpx 4 | from exchange.stock.error import TokenExpired 5 | from exchange.stock.schemas import * 6 | from exchange.database import db 7 | from pydantic import validate_arguments 8 | import traceback 9 | import copy 10 | from exchange.model import MarketOrder 11 | from devtools import debug 12 | 13 | 14 | class KoreaInvestment: 15 | def __init__( 16 | self, 17 | key: str, 18 | secret: str, 19 | account_number: str, 20 | account_code: str, 21 | kis_number: int, 22 | ): 23 | self.key = key 24 | self.secret = secret 25 | self.kis_number = kis_number 26 | self.base_url = ( 27 | BaseUrls.base_url.value 28 | if kis_number != 4 29 | else BaseUrls.paper_base_url.value 30 | ) 31 | self.is_auth = False 32 | self.account_number = account_number 33 | self.base_headers = {} 34 | self.session = httpx.Client() 35 | self.async_session = httpx.AsyncClient() 36 | self.auth() 37 | 38 | self.base_body = {} 39 | self.base_order_body = AccountInfo( 40 | CANO=account_number, ACNT_PRDT_CD=account_code 41 | ) 42 | self.order_exchange_code = { 43 | "NASDAQ": ExchangeCode.NASDAQ, 44 | "NYSE": ExchangeCode.NYSE, 45 | "AMEX": ExchangeCode.AMEX, 46 | } 47 | self.query_exchange_code = { 48 | "NASDAQ": QueryExchangeCode.NASDAQ, 49 | "NYSE": QueryExchangeCode.NYSE, 50 | "AMEX": QueryExchangeCode.AMEX, 51 | } 52 | 53 | def init_info(self, order_info: MarketOrder): 54 | self.order_info = order_info 55 | 56 | def close_session(self): 57 | self.session.close() 58 | 59 | def get(self, endpoint: str, params: dict = None, headers: dict = None): 60 | url = f"{self.base_url}{endpoint}" 61 | # headers |= self.base_headers 62 | return self.session.get(url, params=params, headers=headers).json() 63 | 64 | def post_with_error_handling( 65 | self, endpoint: str, data: dict = None, headers: dict = None 66 | ): 67 | url = f"{self.base_url}{endpoint}" 68 | response = self.session.post(url, json=data, headers=headers).json() 69 | if "access_token" in response.keys() or response["rt_cd"] == "0": 70 | return response 71 | else: 72 | raise Exception(response) 73 | 74 | def post(self, endpoint: str, data: dict = None, headers: dict = None): 75 | return self.post_with_error_handling(endpoint, data, headers) 76 | 77 | def get_hashkey(self, data) -> str: 78 | headers = {"appKey": self.key, "appSecret": self.secret} 79 | endpoint = "/uapi/hashkey" 80 | url = f"{self.base_url}{endpoint}" 81 | return self.session.post(url, json=data, headers=headers).json()["HASH"] 82 | 83 | def open_auth(self): 84 | return self.open_json("auth.json") 85 | 86 | def write_auth(self, auth): 87 | self.write_json("auth.json", auth) 88 | 89 | def check_auth(self, auth, key, secret, kis_number): 90 | if auth is None: 91 | return False 92 | access_token, access_token_token_expired = auth 93 | try: 94 | if access_token == "nothing": 95 | return False 96 | else: 97 | if not self.is_auth: 98 | response = self.session.get( 99 | "https://openapi.koreainvestment.com:9443/uapi/domestic-stock/v1/quotations/inquire-ccnl", 100 | headers={ 101 | "authorization": f"BEARER {access_token}", 102 | "appkey": key, 103 | "appsecret": secret, 104 | "custtype": "P", 105 | "tr_id": "FHKST01010300", 106 | }, 107 | params={ 108 | "FID_COND_MRKT_DIV_CODE": "J", 109 | "FID_INPUT_ISCD": "005930", 110 | }, 111 | ).json() 112 | if response["msg_cd"] == "EGW00123": 113 | return False 114 | 115 | access_token_token_expired = datetime.strptime( 116 | access_token_token_expired, "%Y-%m-%d %H:%M:%S" 117 | ) 118 | diff = access_token_token_expired - datetime.now() 119 | total_seconds = diff.total_seconds() 120 | if total_seconds < 60 * 60: 121 | return False 122 | else: 123 | return True 124 | 125 | except Exception as e: 126 | print(traceback.format_exc()) 127 | 128 | def create_auth(self, key: str, secret: str): 129 | data = {"grant_type": "client_credentials", "appkey": key, "appsecret": secret} 130 | base_url = BaseUrls.base_url.value 131 | endpoint = "/oauth2/tokenP" 132 | 133 | url = f"{base_url}{endpoint}" 134 | 135 | response = self.session.post(url, json=data).json() 136 | if "access_token" in response.keys() or response.get("rt_cd") == "0": 137 | return response["access_token"], response["access_token_token_expired"] 138 | else: 139 | raise Exception(response) 140 | 141 | def auth(self): 142 | auth_id = f"KIS{self.kis_number}" 143 | auth = db.get_auth(auth_id) 144 | if not self.check_auth(auth, self.key, self.secret, self.kis_number): 145 | auth = self.create_auth(self.key, self.secret) 146 | db.set_auth(auth_id, auth[0], auth[1]) 147 | else: 148 | self.is_auth = True 149 | access_token = auth[0] 150 | self.base_headers = BaseHeaders( 151 | authorization=f"Bearer {access_token}", 152 | appkey=self.key, 153 | appsecret=self.secret, 154 | custtype="P", 155 | ).dict() 156 | return auth 157 | 158 | def create_order( 159 | self, 160 | exchange: Literal["KRX", "NASDAQ", "NYSE", "AMEX"], 161 | ticker: str, 162 | order_type: Literal["limit", "market"], 163 | side: Literal["buy", "sell"], 164 | amount: int, 165 | price: int = 0, 166 | mintick=0.01, 167 | ): 168 | max_retries = 3 169 | last_exception = None 170 | 171 | for attempt in range(max_retries): 172 | try: 173 | endpoint = ( 174 | Endpoints.korea_order.value 175 | if exchange == "KRX" 176 | else Endpoints.usa_order.value 177 | ) 178 | body = self.base_order_body.dict() 179 | headers = copy.deepcopy(self.base_headers) 180 | price = str(price) 181 | 182 | amount = str(int(amount)) 183 | 184 | if exchange == "KRX": 185 | if self.base_url == BaseUrls.base_url: 186 | headers |= ( 187 | KoreaBuyOrderHeaders(**headers) 188 | if side == "buy" 189 | else KoreaSellOrderHeaders(**headers) 190 | ) 191 | elif self.base_url == BaseUrls.paper_base_url: 192 | headers |= ( 193 | KoreaPaperBuyOrderHeaders(**headers) 194 | if side == "buy" 195 | else KoreaPaperSellOrderHeaders(**headers) 196 | ) 197 | 198 | if order_type == "market": 199 | body |= KoreaMarketOrderBody(**body, PDNO=ticker, ORD_QTY=amount) 200 | elif order_type == "limit": 201 | body |= KoreaOrderBody( 202 | **body, 203 | PDNO=ticker, 204 | ORD_DVSN=KoreaOrderType.limit, 205 | ORD_QTY=amount, 206 | ORD_UNPR=price, 207 | ) 208 | elif exchange in ("NASDAQ", "NYSE", "AMEX"): 209 | exchange_code = self.order_exchange_code.get(exchange) 210 | current_price = self.fetch_current_price(exchange, ticker) 211 | price = ( 212 | current_price + mintick * 50 213 | if side == "buy" 214 | else current_price - mintick * 50 215 | ) 216 | if price < 1: 217 | price = 1.0 218 | price = float("{:.2f}".format(price)) 219 | if self.base_url == BaseUrls.base_url: 220 | headers |= ( 221 | UsaBuyOrderHeaders(**headers) 222 | if side == "buy" 223 | else UsaSellOrderHeaders(**headers) 224 | ) 225 | elif self.base_url == BaseUrls.paper_base_url: 226 | headers |= ( 227 | UsaPaperBuyOrderHeaders(**headers) 228 | if side == "buy" 229 | else UsaPaperSellOrderHeaders(**headers) 230 | ) 231 | 232 | if order_type == "market": 233 | body |= UsaOrderBody( 234 | **body, 235 | PDNO=ticker, 236 | ORD_DVSN=UsaOrderType.limit.value, 237 | ORD_QTY=amount, 238 | OVRS_ORD_UNPR=price, 239 | OVRS_EXCG_CD=exchange_code, 240 | ) 241 | elif order_type == "limit": 242 | body |= UsaOrderBody( 243 | **body, 244 | PDNO=ticker, 245 | ORD_DVSN=UsaOrderType.limit.value, 246 | ORD_QTY=amount, 247 | OVRS_ORD_UNPR=price, 248 | OVRS_EXCG_CD=exchange_code, 249 | ) 250 | return self.post(endpoint, body, headers) 251 | except Exception as e: 252 | last_exception = e 253 | if attempt < max_retries - 1: 254 | continue 255 | else: 256 | raise last_exception 257 | 258 | def create_market_buy_order( 259 | self, 260 | exchange: Literal["KRX", "NASDAQ", "NYSE", "AMEX"], 261 | ticker: str, 262 | amount: int, 263 | price: int = 0, 264 | ): 265 | if exchange == "KRX": 266 | return self.create_order(exchange, ticker, "market", "buy", amount) 267 | elif exchange == "usa": 268 | return self.create_order(exchange, ticker, "market", "buy", amount, price) 269 | 270 | def create_market_sell_order( 271 | self, 272 | exchange: Literal["KRX", "NASDAQ", "NYSE", "AMEX"], 273 | ticker: str, 274 | amount: int, 275 | price: int = 0, 276 | ): 277 | if exchange == "KRX": 278 | return self.create_order(exchange, ticker, "market", "sell", amount) 279 | elif exchange == "usa": 280 | return self.create_order(exchange, ticker, "market", "buy", amount, price) 281 | 282 | def create_korea_market_buy_order(self, ticker: str, amount: int): 283 | return self.create_market_buy_order("KRX", ticker, amount) 284 | 285 | def create_korea_market_sell_order(self, ticker: str, amount: int): 286 | return self.create_market_sell_order("KRX", ticker, amount) 287 | 288 | def create_usa_market_buy_order(self, ticker: str, amount: int, price: int): 289 | return self.create_market_buy_order("usa", ticker, amount, price) 290 | 291 | def fetch_ticker( 292 | self, exchange: Literal["KRX", "NASDAQ", "NYSE", "AMEX"], ticker: str 293 | ): 294 | if exchange == "KRX": 295 | endpoint = Endpoints.korea_ticker.value 296 | headers = KoreaTickerHeaders(**self.base_headers).dict() 297 | query = KoreaTickerQuery(FID_INPUT_ISCD=ticker).dict() 298 | elif exchange in ("NASDAQ", "NYSE", "AMEX"): 299 | exchange_code = self.query_exchange_code.get(exchange) 300 | endpoint = Endpoints.usa_ticker.value 301 | headers = UsaTickerHeaders(**self.base_headers).dict() 302 | query = UsaTickerQuery(EXCD=exchange_code, SYMB=ticker).dict() 303 | ticker = self.get(endpoint, query, headers) 304 | return ticker.get("output") 305 | 306 | def fetch_current_price(self, exchange, ticker: str): 307 | try: 308 | if exchange == "KRX": 309 | return float(self.fetch_ticker(exchange, ticker)["stck_prpr"]) 310 | elif exchange in ("NASDAQ", "NYSE", "AMEX"): 311 | return float(self.fetch_ticker(exchange, ticker)["last"]) 312 | 313 | except KeyError: 314 | print(traceback.format_exc()) 315 | return None 316 | 317 | def open_json(self, path): 318 | with open(path, "r") as f: 319 | return json.load(f) 320 | 321 | def write_json(self, path, data): 322 | with open(path, "w") as f: 323 | json.dump(data, f) 324 | 325 | 326 | if __name__ == "__main__": 327 | pass 328 | -------------------------------------------------------------------------------- /exchange/okx.py: -------------------------------------------------------------------------------- 1 | import ccxt 2 | import ccxt.async_support as ccxt_async 3 | from devtools import debug 4 | 5 | from exchange.model import MarketOrder 6 | import exchange.error as error 7 | from decimal import Decimal 8 | 9 | 10 | class Okx: 11 | def __init__(self, key, secret, passphrase): 12 | self.client = ccxt.okx( 13 | { 14 | "apiKey": key, 15 | "secret": secret, 16 | "password": passphrase, 17 | } 18 | ) 19 | self.client.load_markets() 20 | self.order_info: MarketOrder = None 21 | self.position_mode = "one-way" 22 | 23 | def init_info(self, order_info: MarketOrder): 24 | self.order_info = order_info 25 | 26 | unified_symbol = order_info.unified_symbol 27 | market = self.client.market(unified_symbol) 28 | 29 | is_contract = market.get("contract") 30 | if is_contract: 31 | order_info.is_contract = True 32 | order_info.contract_size = market.get("contractSize") 33 | 34 | if order_info.is_futures: 35 | self.client.options["defaultType"] = "swap" 36 | else: 37 | self.client.options["defaultType"] = "spot" 38 | 39 | def get_amount_precision(self, symbol): 40 | market = self.client.market(symbol) 41 | precision = market.get("precision") 42 | if ( 43 | precision is not None 44 | and isinstance(precision, dict) 45 | and "amount" in precision 46 | ): 47 | return precision.get("amount") 48 | 49 | def get_contract_size(self, symbol): 50 | market = self.client.market(symbol) 51 | return market.get("contractSize") 52 | 53 | def parse_symbol(self, base: str, quote: str): 54 | if self.order_info.is_futures: 55 | return f"{base}/{quote}:{quote}" 56 | else: 57 | return f"{base}/{quote}" 58 | 59 | def get_ticker(self, symbol: str): 60 | return self.client.fetch_ticker(symbol) 61 | 62 | def get_price(self, symbol: str): 63 | return self.get_ticker(symbol)["last"] 64 | 65 | def get_balance(self, base: str): 66 | free_balance_by_base = None 67 | if self.order_info.is_entry or ( 68 | self.order_info.is_spot 69 | and (self.order_info.is_buy or self.order_info.is_sell) 70 | ): 71 | free_balance = ( 72 | self.client.fetch_free_balance() 73 | if not self.order_info.is_total 74 | else self.client.fetch_total_balance() 75 | ) 76 | free_balance_by_base = free_balance.get(base) 77 | 78 | if free_balance_by_base is None or free_balance_by_base == 0: 79 | raise error.FreeAmountNoneError() 80 | return free_balance_by_base 81 | 82 | def get_futures_position(self, symbol=None, all=False): 83 | if symbol is None and all: 84 | positions = self.client.fetch_balance()["info"]["positions"] 85 | positions = [ 86 | position 87 | for position in positions 88 | if float(position["positionAmt"]) != 0 89 | ] 90 | return positions 91 | 92 | positions = self.client.fetch_positions([symbol]) 93 | long_contracts = None 94 | short_contracts = None 95 | if positions: 96 | for position in positions: 97 | if position["side"] == "long": 98 | long_contracts = position["contracts"] 99 | elif position["side"] == "short": 100 | short_contracts = position["contracts"] 101 | 102 | if self.order_info.is_close and self.order_info.is_buy: 103 | if not short_contracts: 104 | raise error.ShortPositionNoneError() 105 | else: 106 | return short_contracts 107 | elif self.order_info.is_close and self.order_info.is_sell: 108 | if not long_contracts: 109 | raise error.LongPositionNoneError() 110 | else: 111 | return long_contracts 112 | else: 113 | raise error.PositionNoneError() 114 | 115 | def get_amount(self, order_info: MarketOrder) -> float: 116 | if order_info.amount is not None and order_info.percent is not None: 117 | raise error.AmountPercentBothError() 118 | elif order_info.amount is not None: 119 | if order_info.is_contract: 120 | result = self.client.amount_to_precision( 121 | order_info.unified_symbol, 122 | float( 123 | Decimal(str(order_info.amount)) 124 | // Decimal(str(order_info.contract_size)) 125 | ), 126 | ) 127 | 128 | else: 129 | result = order_info.amount 130 | elif order_info.percent is not None: 131 | if self.order_info.is_entry or (order_info.is_spot and order_info.is_buy): 132 | if order_info.is_coinm: 133 | free_base = self.get_balance(order_info.base) 134 | if order_info.is_contract: 135 | result = ( 136 | free_base * (order_info.percent - 0.5) / 100 137 | ) // order_info.contract_size 138 | else: 139 | result = free_base * order_info.percent / 100 140 | else: 141 | free_quote = self.get_balance(order_info.quote) 142 | cash = free_quote * (order_info.percent - 0.5) / 100 143 | current_price = self.get_price(order_info.unified_symbol) 144 | if order_info.is_contract: 145 | result = (cash / current_price) // order_info.contract_size 146 | else: 147 | result = cash / current_price 148 | elif self.order_info.is_close: 149 | if order_info.is_contract: 150 | free_amount = self.get_futures_position(order_info.unified_symbol) 151 | result = free_amount * order_info.percent / 100 152 | else: 153 | free_amount = self.get_futures_position(order_info.unified_symbol) 154 | result = free_amount * float(order_info.percent) / 100 155 | 156 | elif order_info.is_spot and order_info.is_sell: 157 | free_amount = self.get_balance(order_info.base) 158 | result = free_amount * float(order_info.percent) / 100 159 | 160 | result = float( 161 | self.client.amount_to_precision(order_info.unified_symbol, result) 162 | ) 163 | order_info.amount_by_percent = result 164 | else: 165 | raise error.AmountPercentNoneError() 166 | 167 | return float(result) 168 | 169 | def market_order(self, order_info: MarketOrder): 170 | from exchange.pexchange import retry 171 | 172 | symbol = ( 173 | order_info.unified_symbol 174 | ) # self.parse_symbol(order_info.base, order_info.quote) 175 | params = {"tgtCcy": "base_ccy"} 176 | 177 | try: 178 | return retry( 179 | self.client.create_order, 180 | symbol, 181 | order_info.type.lower(), 182 | order_info.side, 183 | order_info.amount, 184 | order_info.price, 185 | params, 186 | order_info=order_info, 187 | max_attempts=5, 188 | delay=0.1, 189 | instance=self, 190 | ) 191 | except Exception as e: 192 | raise error.OrderError(e, self.order_info) 193 | 194 | def market_buy( 195 | self, 196 | order_info: MarketOrder, 197 | ): 198 | # 수량기반 199 | buy_amount = self.get_amount(order_info) 200 | fee = self.client.fetch_trading_fee(self.order_info.unified_symbol) 201 | order_info.amount = buy_amount 202 | result = self.market_order(order_info) 203 | order_info.amount = buy_amount * (1 - fee["taker"]) 204 | return result 205 | 206 | def market_sell( 207 | self, 208 | order_info: MarketOrder, 209 | ): 210 | # 수량기반 211 | symbol = ( 212 | order_info.unified_symbol 213 | ) # self.parse_symbol(order_info.base, order_info.quote) 214 | fee = self.client.fetch_trading_fee(symbol) 215 | sell_amount = self.get_amount(order_info) 216 | 217 | if order_info.percent is not None: 218 | order_info.amount = sell_amount 219 | else: 220 | order_info.amount = sell_amount * (1 - fee["taker"]) 221 | 222 | return self.market_order(order_info) 223 | 224 | def set_leverage(self, leverage, symbol): 225 | if self.order_info.is_futures: 226 | if self.order_info.is_futures and self.order_info.is_entry: 227 | if self.order_info.is_buy: 228 | pos_side = "long" 229 | elif self.order_info.is_sell: 230 | pos_side = "short" 231 | try: 232 | if ( 233 | self.order_info.margin_mode is None 234 | or self.order_info.margin_mode == "isolated" 235 | ): 236 | if self.position_mode == "hedge": 237 | self.client.set_leverage( 238 | leverage, 239 | symbol, 240 | params={"mgnMode": "isolated", "posSide": pos_side}, 241 | ) 242 | elif self.position_mode == "one-way": 243 | self.client.set_leverage( 244 | leverage, 245 | symbol, 246 | params={"mgnMode": "isolated", "posSide": "net"}, 247 | ) 248 | else: 249 | self.client.set_leverage( 250 | leverage, 251 | symbol, 252 | params={"mgnMode": self.order_info.margin_mode}, 253 | ) 254 | except Exception as e: 255 | pass 256 | 257 | def market_entry( 258 | self, 259 | order_info: MarketOrder, 260 | ): 261 | from exchange.pexchange import retry 262 | 263 | symbol = ( 264 | order_info.unified_symbol 265 | ) # self.parse_symbol(order_info.base, order_info.quote) 266 | 267 | entry_amount = self.get_amount(order_info) 268 | if entry_amount == 0: 269 | raise error.MinAmountError() 270 | 271 | params = {} 272 | if order_info.leverage is None: 273 | self.set_leverage(1, symbol) 274 | else: 275 | self.set_leverage(order_info.leverage, symbol) 276 | if order_info.margin_mode is None: 277 | params |= {"tdMode": "isolated"} 278 | else: 279 | params |= {"tdMode": order_info.margin_mode} 280 | 281 | if self.position_mode == "one-way": 282 | params |= {} 283 | elif self.position_mode == "hedge": 284 | if order_info.is_futures and order_info.side == "buy": 285 | if order_info.is_entry: 286 | pos_side = "long" 287 | elif order_info.is_close: 288 | pos_side = "short" 289 | elif order_info.is_futures and order_info.side == "sell": 290 | if order_info.is_entry: 291 | pos_side = "short" 292 | elif order_info.is_close: 293 | pos_side = "long" 294 | params |= {"posSide": pos_side} 295 | 296 | try: 297 | return retry( 298 | self.client.create_order, 299 | symbol, 300 | order_info.type.lower(), 301 | order_info.side, 302 | abs(entry_amount), 303 | None, 304 | params, 305 | order_info=order_info, 306 | max_attempts=5, 307 | delay=0.1, 308 | instance=self, 309 | ) 310 | except Exception as e: 311 | raise error.OrderError(e, self.order_info) 312 | 313 | def market_close( 314 | self, 315 | order_info: MarketOrder, 316 | ): 317 | from exchange.pexchange import retry 318 | 319 | symbol = self.order_info.unified_symbol 320 | close_amount = self.get_amount(order_info) 321 | 322 | if self.position_mode == "one-way": 323 | if ( 324 | self.order_info.margin_mode is None 325 | or self.order_info.margin_mode == "isolated" 326 | ): 327 | params = {"reduceOnly": True, "tdMode": "isolated"} 328 | elif self.order_info.margin_mode == "cross": 329 | params = {"reduceOnly": True, "tdMode": "cross"} 330 | 331 | elif self.position_mode == "hedge": 332 | if order_info.is_futures and order_info.side == "buy": 333 | if order_info.is_entry: 334 | pos_side = "long" 335 | elif order_info.is_close: 336 | pos_side = "short" 337 | elif order_info.is_futures and order_info.side == "sell": 338 | if order_info.is_entry: 339 | pos_side = "short" 340 | elif order_info.is_close: 341 | pos_side = "long" 342 | if ( 343 | self.order_info.margin_mode is None 344 | or self.order_info.margin_mode == "isolated" 345 | ): 346 | params = {"posSide": pos_side, "tdMode": "isolated"} 347 | elif self.order_info.margin_mode == "cross": 348 | params = {"posSide": pos_side, "tdMode": "cross"} 349 | 350 | try: 351 | return retry( 352 | self.client.create_order, 353 | symbol, 354 | order_info.type.lower(), 355 | order_info.side, 356 | abs(close_amount), 357 | None, 358 | params, 359 | order_info=order_info, 360 | max_attempts=5, 361 | delay=0.1, 362 | instance=self, 363 | ) 364 | except Exception as e: 365 | raise error.OrderError(e, self.order_info) 366 | -------------------------------------------------------------------------------- /exchange/binance.py: -------------------------------------------------------------------------------- 1 | from exchange.pexchange import ccxt, ccxt_async, httpx 2 | from devtools import debug 3 | from exchange.model import MarketOrder 4 | import exchange.error as error 5 | 6 | 7 | class Binance: 8 | def __init__(self, key, secret): 9 | self.client = ccxt.binance( 10 | { 11 | "apiKey": key, 12 | "secret": secret, 13 | "options": {"adjustForTimeDifference": True}, 14 | } 15 | ) 16 | self.client.load_markets() 17 | self.position_mode = "one-way" 18 | self.order_info: MarketOrder = None 19 | 20 | def init_info(self, order_info: MarketOrder): 21 | self.order_info = order_info 22 | 23 | unified_symbol = order_info.unified_symbol 24 | market = self.client.market(unified_symbol) 25 | 26 | if order_info.amount is not None: 27 | order_info.amount = float( 28 | self.client.amount_to_precision( 29 | order_info.unified_symbol, order_info.amount 30 | ) 31 | ) 32 | 33 | if order_info.is_futures: 34 | if order_info.is_coinm: 35 | is_contract = market.get("contract") 36 | if is_contract: 37 | order_info.is_contract = True 38 | order_info.contract_size = market.get("contractSize") 39 | self.client.options["defaultType"] = "delivery" 40 | else: 41 | self.client.options["defaultType"] = "swap" 42 | else: 43 | self.client.options["defaultType"] = "spot" 44 | 45 | def get_ticker(self, symbol: str): 46 | return self.client.fetch_ticker(symbol) 47 | 48 | def get_price(self, symbol: str): 49 | return self.get_ticker(symbol)["last"] 50 | 51 | def get_futures_position(self, symbol=None, all=False): 52 | if symbol is None and all: 53 | positions = self.client.fetch_balance()["info"]["positions"] 54 | positions = [ 55 | position 56 | for position in positions 57 | if float(position["positionAmt"]) != 0 58 | ] 59 | return positions 60 | 61 | positions = None 62 | if self.order_info.is_coinm: 63 | positions = self.client.fetch_balance()["info"]["positions"] 64 | positions = [ 65 | position 66 | for position in positions 67 | if float(position["positionAmt"]) != 0 68 | and position["symbol"] == self.client.market(symbol).get("id") 69 | ] 70 | else: 71 | positions = self.client.fetch_positions(symbols=[symbol]) 72 | 73 | long_contracts = None 74 | short_contracts = None 75 | if positions: 76 | if self.order_info.is_coinm: 77 | for position in positions: 78 | amt = float(position["positionAmt"]) 79 | if position["positionSide"] == "LONG": 80 | long_contracts = amt 81 | elif position["positionSide"] == "SHORT": 82 | short_contracts: float = amt 83 | elif position["positionSide"] == "BOTH": 84 | if amt > 0: 85 | long_contracts = amt 86 | elif amt < 0: 87 | short_contracts = abs(amt) 88 | else: 89 | for position in positions: 90 | if position["side"] == "long": 91 | long_contracts = position["contracts"] 92 | elif position["side"] == "short": 93 | short_contracts = position["contracts"] 94 | if self.order_info.is_close and self.order_info.is_buy: 95 | if not short_contracts: 96 | raise error.ShortPositionNoneError() 97 | else: 98 | return short_contracts 99 | elif self.order_info.is_close and self.order_info.is_sell: 100 | if not long_contracts: 101 | raise error.LongPositionNoneError() 102 | else: 103 | return long_contracts 104 | else: 105 | raise error.PositionNoneError() 106 | 107 | def get_balance(self, base: str): 108 | free_balance_by_base = None 109 | 110 | if self.order_info.is_entry or ( 111 | self.order_info.is_spot 112 | and (self.order_info.is_buy or self.order_info.is_sell) 113 | ): 114 | free_balance = ( 115 | self.client.fetch_free_balance() 116 | if not self.order_info.is_total 117 | else self.client.fetch_total_balance() 118 | ) 119 | free_balance_by_base = free_balance.get(base) 120 | 121 | if free_balance_by_base is None or free_balance_by_base == 0: 122 | raise error.FreeAmountNoneError() 123 | return free_balance_by_base 124 | 125 | def get_amount(self, order_info: MarketOrder) -> float: 126 | if order_info.amount is not None and order_info.percent is not None: 127 | raise error.AmountPercentBothError() 128 | elif order_info.amount is not None: 129 | if order_info.is_contract: 130 | current_price = self.get_price(order_info.unified_symbol) 131 | result = (order_info.amount * current_price) // order_info.contract_size 132 | else: 133 | result = order_info.amount 134 | elif order_info.percent is not None: 135 | if order_info.is_entry or (order_info.is_spot and order_info.is_buy): 136 | if order_info.is_coinm: 137 | free_base = self.get_balance(order_info.base) 138 | if order_info.is_contract: 139 | current_price = self.get_price(order_info.unified_symbol) 140 | result = ( 141 | free_base * order_info.percent / 100 * current_price 142 | ) // order_info.contract_size 143 | else: 144 | result = free_base * order_info.percent / 100 145 | else: 146 | free_quote = self.get_balance(order_info.quote) 147 | cash = free_quote * (order_info.percent - 0.5) / 100 148 | current_price = self.get_price(order_info.unified_symbol) 149 | if order_info.is_contract: 150 | result = (cash / current_price) // order_info.contract_size 151 | else: 152 | result = cash / current_price 153 | elif self.order_info.is_close: 154 | if order_info.is_contract: 155 | free_amount = self.get_futures_position(order_info.unified_symbol) 156 | result = free_amount * order_info.percent / 100 157 | else: 158 | free_amount = self.get_futures_position(order_info.unified_symbol) 159 | result = free_amount * float(order_info.percent) / 100 160 | elif order_info.is_spot and order_info.is_sell: 161 | free_amount = self.get_balance(order_info.base) 162 | result = free_amount * float(order_info.percent) / 100 163 | 164 | result = float( 165 | self.client.amount_to_precision(order_info.unified_symbol, result) 166 | ) 167 | order_info.amount_by_percent = result 168 | else: 169 | raise error.AmountPercentNoneError() 170 | 171 | return result 172 | 173 | def set_leverage(self, leverage, symbol): 174 | if self.order_info.is_futures: 175 | self.client.set_leverage(leverage, symbol) 176 | 177 | def market_order(self, order_info: MarketOrder): 178 | from exchange.pexchange import retry 179 | 180 | symbol = order_info.unified_symbol # self.parse_symbol(base, quote) 181 | params = {} 182 | try: 183 | return retry( 184 | self.client.create_order, 185 | symbol, 186 | order_info.type.lower(), 187 | order_info.side, 188 | order_info.amount, 189 | None, 190 | params, 191 | order_info=order_info, 192 | max_attempts=5, 193 | delay=0.1, 194 | instance=self, 195 | ) 196 | except Exception as e: 197 | raise error.OrderError(e, self.order_info) 198 | 199 | # async def market_order_async( 200 | # self, 201 | # base: str, 202 | # quote: str, 203 | # type: str, 204 | # side: str, 205 | # amount: float, 206 | # price: float = None, 207 | # ): 208 | # symbol = self.parse_symbol(base, quote) 209 | # return await self.spot_async.create_order( 210 | # symbol, type.lower(), side.lower(), amount 211 | # ) 212 | 213 | def market_buy(self, order_info: MarketOrder): 214 | # 수량기반 215 | buy_amount = self.get_amount(order_info) 216 | order_info.amount = buy_amount 217 | 218 | return self.market_order(order_info) 219 | 220 | def market_sell(self, order_info: MarketOrder): 221 | sell_amount = self.get_amount(order_info) 222 | order_info.amount = sell_amount 223 | return self.market_order(order_info) 224 | 225 | def market_entry( 226 | self, 227 | order_info: MarketOrder, 228 | ): 229 | from exchange.pexchange import retry 230 | 231 | # self.client.options["defaultType"] = "swap" 232 | symbol = self.order_info.unified_symbol # self.parse_symbol(base, quote) 233 | 234 | entry_amount = self.get_amount(order_info) 235 | if entry_amount == 0: 236 | raise error.MinAmountError() 237 | if self.position_mode == "one-way": 238 | params = {} 239 | elif self.position_mode == "hedge": 240 | if order_info.side == "buy": 241 | if order_info.is_entry: 242 | positionSide = "LONG" 243 | elif order_info.is_close: 244 | positionSide = "SHORT" 245 | elif order_info.side == "sell": 246 | if order_info.is_entry: 247 | positionSide = "SHORT" 248 | elif order_info.is_close: 249 | positionSide = "LONG" 250 | params = {"positionSide": positionSide} 251 | if order_info.leverage is not None: 252 | self.set_leverage(order_info.leverage, symbol) 253 | 254 | try: 255 | result = retry( 256 | self.client.create_order, 257 | symbol, 258 | order_info.type.lower(), 259 | order_info.side, 260 | abs(entry_amount), 261 | None, 262 | params, 263 | order_info=order_info, 264 | max_attempts=10, 265 | delay=0.1, 266 | instance=self, 267 | ) 268 | return result 269 | except Exception as e: 270 | raise error.OrderError(e, self.order_info) 271 | 272 | def is_hedge_mode(self): 273 | response = self.client.fapiPrivate_get_positionside_dual() 274 | if response["dualSidePosition"]: 275 | return True 276 | else: 277 | return False 278 | 279 | def market_sltp_order( 280 | self, 281 | base: str, 282 | quote: str, 283 | type: str, 284 | side: str, 285 | amount: float, 286 | stop_price: float, 287 | profit_price: float, 288 | ): 289 | symbol = self.order_info.unified_symbol # self.parse_symbol(base, quote) 290 | inverted_side = ( 291 | "sell" if side.lower() == "buy" else "buy" 292 | ) # buy면 sell, sell이면 buy * 진입 포지션과 반대로 주문 넣어줘 야함 293 | self.client.create_order( 294 | symbol, 295 | "STOP_MARKET", 296 | inverted_side, 297 | amount, 298 | None, 299 | {"stopPrice": stop_price, "newClientOrderId": "STOP_MARKET"}, 300 | ) # STOP LOSS 오더 301 | self.client.create_order( 302 | symbol, 303 | "TAKE_PROFIT_MARKET", 304 | inverted_side, 305 | amount, 306 | None, 307 | {"stopPrice": profit_price, "newClientOrderId": "TAKE_PROFIT_MARKET"}, 308 | ) # TAKE profit 오더 309 | 310 | # response = self.future.private_post_order_oco({ 311 | # 'symbol': self.future.market(symbol)['id'], 312 | # 'side': 'BUY', # SELL, BUY 313 | # 'quantity': self.future.amount_to_precision(symbol, amount), 314 | # 'price': self.future.price_to_precision(symbol, profit_price), 315 | # 'stopPrice': self.future.price_to_precision(symbol, stop_price), 316 | # # 'stopLimitPrice': self.future.price_to_precision(symbol, stop_limit_price), # If provided, stopLimitTimeInForce is required 317 | # # 'stopLimitTimeInForce': 'GTC', # GTC, FOK, IOC 318 | # # 'listClientOrderId': exchange.uuid(), # A unique Id for the entire orderList 319 | # # 'limitClientOrderId': exchange.uuid(), # A unique Id for the limit order 320 | # # 'limitIcebergQty': exchangea.amount_to_precision(symbol, limit_iceberg_quantity), 321 | # # 'stopClientOrderId': exchange.uuid() # A unique Id for the stop loss/stop loss limit leg 322 | # # 'stopIcebergQty': exchange.amount_to_precision(symbol, stop_iceberg_quantity), 323 | # # 'newOrderRespType': 'ACK', # ACK, RESULT, FULL 324 | # }) 325 | 326 | def market_close( 327 | self, 328 | order_info: MarketOrder, 329 | ): 330 | from exchange.pexchange import retry 331 | 332 | symbol = self.order_info.unified_symbol # self.parse_symbol(base, quote) 333 | close_amount = self.get_amount(order_info) 334 | if self.position_mode == "one-way": 335 | params = {"reduceOnly": True} 336 | elif self.position_mode == "hedge": 337 | if order_info.side == "buy": 338 | if order_info.is_entry: 339 | positionSide = "LONG" 340 | elif order_info.is_close: 341 | positionSide = "SHORT" 342 | elif order_info.side == "sell": 343 | if order_info.is_entry: 344 | positionSide = "SHORT" 345 | elif order_info.is_close: 346 | positionSide = "LONG" 347 | params = {"positionSide": positionSide} 348 | 349 | try: 350 | return retry( 351 | self.client.create_order, 352 | symbol, 353 | order_info.type.lower(), 354 | order_info.side, 355 | abs(close_amount), 356 | None, 357 | params, 358 | order_info=order_info, 359 | max_attempts=10, 360 | delay=0.1, 361 | instance=self, 362 | ) 363 | except Exception as e: 364 | raise error.OrderError(e, self.order_info) 365 | 366 | def get_listen_key(self): 367 | url = "https://fapi.binance.com/fapi/v1/listenKey" 368 | 369 | listenkey = httpx.post( 370 | url, headers={"X-MBX-APIKEY": self.client.apiKey} 371 | ).json()["listenKey"] 372 | return listenkey 373 | 374 | def get_trades(self): 375 | is_futures = self.order_info.is_futures 376 | if is_futures: 377 | trades = self.client.fetch_my_trades() 378 | print(trades) 379 | -------------------------------------------------------------------------------- /exchange/pexchange.py: -------------------------------------------------------------------------------- 1 | import ccxt 2 | import ccxt.async_support as ccxt_async 3 | import httpx 4 | from fastapi import HTTPException 5 | from pydantic import BaseModel 6 | from .binance import Binance 7 | from .upbit import Upbit 8 | from .bybit import Bybit 9 | from .bitget import Bitget 10 | from .okx import Okx 11 | from .stock import KoreaInvestment 12 | from exchange.utility import settings, log_message 13 | from .database import db 14 | from typing import Literal 15 | import pendulum 16 | import time 17 | from devtools import debug 18 | from loguru import logger 19 | 20 | 21 | from .model import CRYPTO_EXCHANGES, STOCK_EXCHANGES, MarketOrder 22 | 23 | 24 | class Exchange(BaseModel): 25 | UPBIT: Upbit | None = None 26 | BINANCE: Binance | None = None 27 | BYBIT: Bybit | None = None 28 | BITGET: Bitget | None = None 29 | OKX: Okx | None = None 30 | KIS1: KoreaInvestment | None = None 31 | KIS2: KoreaInvestment | None = None 32 | KIS3: KoreaInvestment | None = None 33 | KIS4: KoreaInvestment | None = None 34 | 35 | class Config: 36 | arbitrary_types_allowed = True 37 | 38 | 39 | payload = {} 40 | 41 | 42 | def get_exchange(exchange_name: str, kis_number=None): 43 | global payload 44 | if exchange_name in CRYPTO_EXCHANGES: 45 | KEY, SECRET, PASSPHRASE = check_key(exchange_name) 46 | if not payload.get(exchange_name): 47 | if exchange_name in ("BITGET", "OKX"): 48 | payload |= { 49 | exchange_name: globals()[exchange_name.title()]( 50 | KEY, SECRET, PASSPHRASE 51 | ) 52 | } 53 | else: 54 | if not payload.get(exchange_name): 55 | payload |= { 56 | exchange_name: globals()[exchange_name.title()](KEY, SECRET) 57 | } 58 | 59 | return Exchange(**payload) 60 | 61 | elif exchange_name in ("KRX", "NASDAQ", "NYSE", "AMEX"): 62 | _kis = f"KIS{kis_number}" 63 | key = check_key(_kis) 64 | KEY, SECRET, ACCOUNT_NUMBER, ACCOUNT_CODE = key 65 | if not payload.get(_kis): 66 | payload |= { 67 | _kis: globals()["KoreaInvestment"]( 68 | KEY, SECRET, ACCOUNT_NUMBER, ACCOUNT_CODE, kis_number 69 | ) 70 | } 71 | exchange = Exchange(**payload) 72 | kis: KoreaInvestment = exchange.dict()[_kis] 73 | kis.auth() 74 | return kis 75 | 76 | 77 | def get_bot( 78 | exchange_name: Literal[ 79 | "BINANCE", "UPBIT", "BYBIT", "BITGET", "KRX", "NASDAQ", "NYSE", "AMEX", "OKX" 80 | ], 81 | kis_number=None, 82 | ) -> Binance | Upbit | Bybit | Bitget | KoreaInvestment | Okx: 83 | exchange_name = exchange_name.upper() 84 | if exchange_name in CRYPTO_EXCHANGES: 85 | return get_exchange(exchange_name, kis_number).dict()[exchange_name] 86 | elif exchange_name in STOCK_EXCHANGES: 87 | return get_exchange(exchange_name, kis_number) 88 | 89 | 90 | def check_key(exchange_name): 91 | settings_dict = settings.dict() 92 | if exchange_name in CRYPTO_EXCHANGES: 93 | key = settings_dict.get(exchange_name + "_KEY") 94 | secret = settings_dict.get(exchange_name + "_SECRET") 95 | passphrase = settings_dict.get(exchange_name + "_PASSPHRASE") 96 | if not key: 97 | msg = f"{exchange_name}_KEY가 없습니다" 98 | log_message(msg) 99 | raise HTTPException(status_code=404, detail=msg) 100 | elif not secret: 101 | msg = f"{exchange_name}_SECRET가 없습니다" 102 | log_message(msg) 103 | raise HTTPException(status_code=404, detail=msg) 104 | return key, secret, passphrase 105 | elif exchange_name in ("KIS1", "KIS2", "KIS3", "KIS4"): 106 | key = settings_dict.get(f"{exchange_name}_KEY") 107 | secret = settings_dict.get(f"{exchange_name}_SECRET") 108 | account_number = settings_dict.get(f"{exchange_name}_ACCOUNT_NUMBER") 109 | account_code = settings_dict.get(f"{exchange_name}_ACCOUNT_CODE") 110 | if key and secret and account_number and account_code: 111 | return key, secret, account_number, account_code 112 | else: 113 | raise Exception(f"{exchange_name} 키가 없습니다") 114 | 115 | 116 | def get_today_timestamp(timezone="Asia/Seoul"): 117 | today = pendulum.today(timezone) 118 | today_start = int(today.start_of("day").timestamp() * 1000) 119 | today_end = int(today.end_of("day").timestamp() * 1000) 120 | return today_start, today_end 121 | 122 | 123 | def retry( 124 | func, 125 | *args, 126 | order_info: MarketOrder, 127 | max_attempts=5, 128 | delay=1, 129 | instance: Binance | Bybit | Bitget | Upbit | Okx = None, 130 | ): 131 | attempts = 0 132 | 133 | while attempts < max_attempts: 134 | try: 135 | result = func(*args) # 함수 실행 136 | return result 137 | except Exception as e: 138 | logger.error(f"에러 발생: {str(e)}") 139 | attempts += 1 140 | if func.__name__ == "create_order" or func.__name__ == "set_leverage": 141 | if order_info.exchange in ("BINANCE"): 142 | if "Internal error" in str(e): 143 | time.sleep(delay) # 재시도 간격 설정 144 | elif "Server is currently overloaded" in str(e): 145 | time.sleep(delay) 146 | elif "position side does not match" in str(e): 147 | if instance.position_mode == "one-way": 148 | instance.position_mode = "hedge" 149 | if order_info.side == "buy": 150 | if order_info.is_entry: 151 | positionSide = "LONG" 152 | elif order_info.is_close: 153 | positionSide = "SHORT" 154 | 155 | elif order_info.side == "sell": 156 | if order_info.is_entry: 157 | positionSide = "SHORT" 158 | elif order_info.is_close: 159 | positionSide = "LONG" 160 | 161 | 162 | params = {"positionSide": positionSide} 163 | elif instance.position_mode == "hedge": 164 | instance.position_mode = "one-way" 165 | if order_info.is_entry: 166 | params = {} 167 | elif order_info.is_close: 168 | params = {"reduceOnly": True} 169 | 170 | args = tuple( 171 | params if i == 5 else arg for i, arg in enumerate(args) 172 | ) 173 | 174 | else: 175 | attempts = max_attempts 176 | elif order_info.exchange in ("BYBIT"): 177 | if "position idx not match position mode" in str(e): 178 | if instance.position_mode == "one-way": 179 | instance.position_mode = "hedge" 180 | position_idx = None 181 | if order_info.side == "buy": 182 | if order_info.is_entry: 183 | position_idx = 1 184 | params = {"position_idx": position_idx} 185 | elif order_info.is_close: 186 | position_idx = 2 187 | params = { 188 | "reduceOnly": True, 189 | "position_idx": position_idx, 190 | } 191 | elif order_info.side == "sell": 192 | if order_info.is_entry: 193 | position_idx = 2 194 | params = {"position_idx": position_idx} 195 | elif order_info.is_close: 196 | position_idx = 1 197 | params = { 198 | "reduceOnly": True, 199 | "position_idx": position_idx, 200 | } 201 | elif instance.position_mode == "hedge": 202 | instance.position_mode = "one-way" 203 | if order_info.is_entry: 204 | params = {"position_idx": 0} 205 | elif order_info.is_close: 206 | params = {"reduceOnly": True, "position_idx": 0} 207 | 208 | args = tuple( 209 | params if i == 5 else arg for i, arg in enumerate(args) 210 | ) 211 | elif "check your server timestamp" in str(e): 212 | bybit: Bybit = instance 213 | bybit.load_time_difference() 214 | else: 215 | attempts = max_attempts 216 | 217 | elif order_info.exchange in ("OKX"): 218 | if "posSide error" in str(e): 219 | params = {} 220 | 221 | if instance.position_mode == "one-way": 222 | instance.position_mode = "hedge" 223 | pos_side = "net" 224 | if order_info.is_futures and order_info.side == "buy": 225 | if order_info.is_entry: 226 | pos_side = "long" 227 | elif order_info.is_close: 228 | pos_side = "short" 229 | elif order_info.is_futures and order_info.side == "sell": 230 | if order_info.is_entry: 231 | pos_side = "short" 232 | elif order_info.is_close: 233 | pos_side = "long" 234 | 235 | if ( 236 | order_info.margin_mode is None 237 | or order_info.margin_mode == "isolated" 238 | ): 239 | params |= {"posSide": pos_side, "tdMode": "isolated"} 240 | elif order_info.margin_mode == "cross": 241 | params |= {"posSide": pos_side, "tdMode": "cross"} 242 | elif instance.position_mode == "hedge": 243 | instance.position_mode = "one-way" 244 | if order_info.is_entry: 245 | params |= {} 246 | elif order_info.is_close: 247 | params |= {"reduceOnly": True} 248 | 249 | if order_info.is_entry: 250 | if order_info.leverage is None: 251 | instance.set_leverage(1, order_info.unified_symbol) 252 | else: 253 | instance.set_leverage( 254 | order_info.leverage, order_info.unified_symbol 255 | ) 256 | if order_info.margin_mode is None: 257 | params |= {"tdMode": "isolated"} 258 | else: 259 | params |= {"tdMode": order_info.margin_mode} 260 | 261 | args = tuple( 262 | params if i == 5 else arg for i, arg in enumerate(args) 263 | ) 264 | else: 265 | attempts = max_attempts 266 | elif order_info.exchange in ("BITGET"): 267 | if "unilateral position" in str(e) or "hold side is null" in str(e) or "No position to close" in str(e): 268 | final_side = order_info.side 269 | margin_mode = args[-1].get("marginMode") or "isolated" 270 | if instance.position_mode == "hedge": 271 | instance.position_mode = "one-way" 272 | new_params = {"oneWayMode": True, "marginMode": margin_mode} 273 | args = tuple( 274 | new_params if i == 5 else arg 275 | for i, arg in enumerate(args) 276 | ) 277 | elif instance.position_mode == "one-way": 278 | instance.position_mode = "hedge" 279 | 280 | if order_info.is_entry: 281 | if order_info.is_futures: 282 | if order_info.is_buy: 283 | trade_side = "Open" 284 | else: 285 | trade_side = "open" 286 | new_params = { "tradeSide": trade_side, "marginMode": margin_mode} 287 | elif order_info.is_close: 288 | if order_info.side == "sell": 289 | final_side = "buy" 290 | elif order_info.side == "buy": 291 | final_side = "sell" 292 | new_params = {"reduceOnly": True, "tradeSide":"close"} 293 | 294 | args = tuple( 295 | new_params if i == 5 else arg 296 | for i, arg in enumerate(args) 297 | ) 298 | 299 | args = tuple( 300 | final_side if i == 2 else arg 301 | for i, arg in enumerate(args) 302 | ) 303 | 304 | 305 | elif "two-way positions" in str(e): 306 | if instance.position_mode == "hedge": 307 | instance.position_mode = "one-way" 308 | new_side = order_info.side + "_single" 309 | new_params = {"reduceOnly": True, "side": new_side} 310 | args = tuple( 311 | new_side if i == 2 else arg 312 | for i, arg in enumerate(args) 313 | ) 314 | args = tuple( 315 | new_params if i == 5 else arg 316 | for i, arg in enumerate(args) 317 | ) 318 | elif instance.position_mode == "one-way": 319 | instance.position_mode = "hedge" 320 | if order_info.is_entry: 321 | new_params = {} 322 | elif order_info.is_close: 323 | new_params = {"reduceOnly": True} 324 | args = tuple( 325 | new_params if i == 5 else arg 326 | for i, arg in enumerate(args) 327 | ) 328 | else: 329 | attempts = max_attempts 330 | else: 331 | attempts = max_attempts 332 | 333 | if attempts == max_attempts: 334 | raise 335 | else: 336 | logger.error(f"재시도 {max_attempts - attempts}번 남았음") 337 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | GNU GENERAL PUBLIC LICENSE 2 | Version 3, 29 June 2007 3 | 4 | Copyright (C) 2007 Free Software Foundation, Inc. 5 | Everyone is permitted to copy and distribute verbatim copies 6 | of this license document, but changing it is not allowed. 7 | 8 | Preamble 9 | 10 | The GNU General Public License is a free, copyleft license for 11 | software and other kinds of works. 12 | 13 | The licenses for most software and other practical works are designed 14 | to take away your freedom to share and change the works. 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You may not convey a covered 525 | work if you are a party to an arrangement with a third party that is 526 | in the business of distributing software, under which you make payment 527 | to the third party based on the extent of your activity of conveying 528 | the work, and under which the third party grants, to any of the 529 | parties who would receive the covered work from you, a discriminatory 530 | patent license (a) in connection with copies of the covered work 531 | conveyed by you (or copies made from those copies), or (b) primarily 532 | for and in connection with specific products or compilations that 533 | contain the covered work, unless you entered into that arrangement, 534 | or that patent license was granted, prior to 28 March 2007. 535 | 536 | Nothing in this License shall be construed as excluding or limiting 537 | any implied license or other defenses to infringement that may 538 | otherwise be available to you under applicable patent law. 539 | 540 | 12. No Surrender of Others' Freedom. 541 | 542 | If conditions are imposed on you (whether by court order, agreement or 543 | otherwise) that contradict the conditions of this License, they do not 544 | excuse you from the conditions of this License. If you cannot convey a 545 | covered work so as to satisfy simultaneously your obligations under this 546 | License and any other pertinent obligations, then as a consequence you may 547 | not convey it at all. For example, if you agree to terms that obligate you 548 | to collect a royalty for further conveying from those to whom you convey 549 | the Program, the only way you could satisfy both those terms and this 550 | License would be to refrain entirely from conveying the Program. 551 | 552 | 13. Use with the GNU Affero General Public License. 553 | 554 | Notwithstanding any other provision of this License, you have 555 | permission to link or combine any covered work with a work licensed 556 | under version 3 of the GNU Affero General Public License into a single 557 | combined work, and to convey the resulting work. The terms of this 558 | License will continue to apply to the part which is the covered work, 559 | but the special requirements of the GNU Affero General Public License, 560 | section 13, concerning interaction through a network will apply to the 561 | combination as such. 562 | 563 | 14. Revised Versions of this License. 564 | 565 | The Free Software Foundation may publish revised and/or new versions of 566 | the GNU General Public License from time to time. Such new versions will 567 | be similar in spirit to the present version, but may differ in detail to 568 | address new problems or concerns. 569 | 570 | Each version is given a distinguishing version number. If the 571 | Program specifies that a certain numbered version of the GNU General 572 | Public License "or any later version" applies to it, you have the 573 | option of following the terms and conditions either of that numbered 574 | version or of any later version published by the Free Software 575 | Foundation. If the Program does not specify a version number of the 576 | GNU General Public License, you may choose any version ever published 577 | by the Free Software Foundation. 578 | 579 | If the Program specifies that a proxy can decide which future 580 | versions of the GNU General Public License can be used, that proxy's 581 | public statement of acceptance of a version permanently authorizes you 582 | to choose that version for the Program. 583 | 584 | Later license versions may give you additional or different 585 | permissions. However, no additional obligations are imposed on any 586 | author or copyright holder as a result of your choosing to follow a 587 | later version. 588 | 589 | 15. Disclaimer of Warranty. 590 | 591 | THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY 592 | APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT 593 | HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY 594 | OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, 595 | THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR 596 | PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM 597 | IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF 598 | ALL NECESSARY SERVICING, REPAIR OR CORRECTION. 599 | 600 | 16. Limitation of Liability. 601 | 602 | IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING 603 | WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS 604 | THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY 605 | GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE 606 | USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF 607 | DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD 608 | PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS), 609 | EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF 610 | SUCH DAMAGES. 611 | 612 | 17. Interpretation of Sections 15 and 16. 613 | 614 | If the disclaimer of warranty and limitation of liability provided 615 | above cannot be given local legal effect according to their terms, 616 | reviewing courts shall apply local law that most closely approximates 617 | an absolute waiver of all civil liability in connection with the 618 | Program, unless a warranty or assumption of liability accompanies a 619 | copy of the Program in return for a fee. 620 | 621 | END OF TERMS AND CONDITIONS 622 | 623 | How to Apply These Terms to Your New Programs 624 | 625 | If you develop a new program, and you want it to be of the greatest 626 | possible use to the public, the best way to achieve this is to make it 627 | free software which everyone can redistribute and change under these terms. 628 | 629 | To do so, attach the following notices to the program. It is safest 630 | to attach them to the start of each source file to most effectively 631 | state the exclusion of warranty; and each file should have at least 632 | the "copyright" line and a pointer to where the full notice is found. 633 | 634 | 635 | Copyright (C) 636 | 637 | This program is free software: you can redistribute it and/or modify 638 | it under the terms of the GNU General Public License as published by 639 | the Free Software Foundation, either version 3 of the License, or 640 | (at your option) any later version. 641 | 642 | This program is distributed in the hope that it will be useful, 643 | but WITHOUT ANY WARRANTY; without even the implied warranty of 644 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 645 | GNU General Public License for more details. 646 | 647 | You should have received a copy of the GNU General Public License 648 | along with this program. If not, see . 649 | 650 | Also add information on how to contact you by electronic and paper mail. 651 | 652 | If the program does terminal interaction, make it output a short 653 | notice like this when it starts in an interactive mode: 654 | 655 | Copyright (C) 656 | This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'. 657 | This is free software, and you are welcome to redistribute it 658 | under certain conditions; type `show c' for details. 659 | 660 | The hypothetical commands `show w' and `show c' should show the appropriate 661 | parts of the General Public License. Of course, your program's commands 662 | might be different; for a GUI interface, you would use an "about box". 663 | 664 | You should also get your employer (if you work as a programmer) or school, 665 | if any, to sign a "copyright disclaimer" for the program, if necessary. 666 | For more information on this, and how to apply and follow the GNU GPL, see 667 | . 668 | 669 | The GNU General Public License does not permit incorporating your program 670 | into proprietary programs. If your program is a subroutine library, you 671 | may consider it more useful to permit linking proprietary applications with 672 | the library. If this is what you want to do, use the GNU Lesser General 673 | Public License instead of this License. But first, please read 674 | . 675 | --------------------------------------------------------------------------------