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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.
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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 = '내 Api Key'
apiSecret = '내 Secret Key'
#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 USD
qty1 = 10
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:
time.sleep(55)
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='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
))
if test1<0 and test2>0:
time.sleep(55)
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='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
))
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)
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참고자료 : https://limetimeline.tistory.com/433
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