Bybit API ema cross 자동매매 with python

수수료 20% 할인 bybit 추천인 링크 : https://www.bybit.com/invite?ref=7R9MO

수수료 20% 할인 bybit 추천인 코드 : 7R9MO

해당 링크로 가입 시 저에게 소정의 커미션이 들어옵니다.

 

이 글은 투자를 권유하는 것이 아닙니다. 손해의 책임은 본인에게 있습니다.

 

1. pip install --upgrade pip

2. pip install pybit

 

import pandas as pd import datetime import requests import time import calendar from pybit import HTTP from datetime import datetime, timedelta, timezone  from requests.api import post  apiKey = '' apiSecret = '' #symbol to be traded symbol = 'XRPUSDT'  query_kilne = 'https://api.bybit.com/public/linear/kline?symbol=' # USDT # query_kilne = 'https://api.bybit.com/v2/public/kline/list?symbol=' # USD latest_infoSymbol = 'https://api.bybit.com/v2/public/tickers?symbol='  #candle in minutes tick_interval  = '1'  #quantity to be traded in USDT qty1 = 3  opt=0 while True:     bybitticker=symbol      now = datetime.utcnow()     unixtime = calendar.timegm(now.utctimetuple())     since = unixtime      start=str(since-60*60*int(tick_interval))     url = query_kilne+bybitticker+'&interval='+tick_interval+'&from='+str(start)     data = requests.get(url).json()     D = pd.DataFrame(data['result'])      marketprice = latest_infoSymbol + symbol     res = requests.get(marketprice)     data = res.json()     lastprice = float(data['result'][0]['last_price'])      price = lastprice     df = D['close']      ma9 = df.rolling(window=9).mean()     ma26 = df.rolling(window=26).mean()      test1=ma9.iloc[-2]-ma26.iloc[-2]     test2=ma9.iloc[-1]-ma26.iloc[-1]      session = HTTP(         endpoint = 'https://api.bybit.com/',         api_key=apiKey,         api_secret = apiSecret)      positionsize=session.my_position(symbol=symbol)['result'][0]['size']     if session.my_position(symbol=symbol)['result'][0]['side']=='Sell':         positionsize=positionsize*-1                  lastprice = float(session.latest_information_for_symbol(symbol=symbol)['result'][0]['last_price'])     call='None'     try:         if test1>0 and test2<0:             if positionsize>0:                 print('skip')                 time.sleep(2)                 continue             call = 'Dead Cross'             qty = qty1             if positionsize<0:                 qty=qty1+abs(positionsize)              if opt == 0:                 opt = 1                  print(session.place_active_order(                     symbol=bybitticker,                     side='Buy',                     order_type='Market',                     qty=qty1,                     time_in_force="GoodTillCancel",                     reduce_only=False,                     close_on_trigger=False                 ))                  print(session.place_active_order(                     symbol=bybitticker,                     side='Buy',                     order_type='Market',                     qty=qty1,                     time_in_force="GoodTillCancel",                     reduce_only=True,                     close_on_trigger=False                 ))          if test1<0 and test2>0:             if positionsize<0:                 print('skip')                 time.sleep(2)                 continue             call='Golden Cross'             qty=qty1              if positionsize>0:                 qty=qty1+abs(positionsize)             if opt == 1:                 opt = 0                 print(session.place_active_order(                         symbol=bybitticker,                         side='Sell',                         order_type='Market',                         qty=qty1,                         time_in_force="GoodTillCancel",                         reduce_only=True,                         close_on_trigger=False                     ))                  print(session.place_active_order(                         symbol=bybitticker,                         side='Sell',                         order_type='Market',                         qty=qty1,                         time_in_force="GoodTillCancel",                         reduce_only=False,                         close_on_trigger=False                     ))       except:         pass      print('Name: ', bybitticker)     print('Date: ', now)     print('price: ', lastprice)     print('MA 9: ', round(ma9.iloc[-1],2))     print('MA 26: ', round(ma26.iloc[-1],2))     print('Golden Cross/Dead Cross: ', call)     print('opt: ', opt)     print('')      time.sleep(2) 

참고자료 : https://limetimeline.tistory.com/433

Bybit API를 이용한 골드/데드 크로스 자동매매 프로그램.