get data from upbit API

market.go

package main

// Get ticker from upbit and collect high volume and acc price

import (
	"encoding/json"
	"fmt"
	"net/http"
	"sort"
	"strings"
	"time"
)

var myClient = &http.Client{Timeout: 10 * time.Second}

func getJson(url string, target interface{}) error {
	r, err := myClient.Get(url)
	if err != nil {
		return err
	}
	defer r.Body.Close()

	return json.NewDecoder(r.Body).Decode(target)
}

// [
//   {
//     "market": "KRW-BTC",
//     "trade_date": "20181128",
//     "trade_time": "130847",
//     "trade_date_kst": "20181128",
//     "trade_time_kst": "220847",
//     "trade_timestamp": 1543410527000,
//     "opening_price": 4380000,
//     "high_price": 4737000,
//     "low_price": 4369000,
//     "trade_price": 4687000,
//     "prev_closing_price": 4380000,
//     "change": "RISE",
//     "change_price": 307000,
//     "change_rate": 0.0700913242,
//     "signed_change_price": 307000,
//     "signed_change_rate": 0.0700913242,
//     "trade_volume": 0.012,
//     "acc_trade_price": 37502863947.65828,
//     "acc_trade_price_24h": 51397027822.16276,
//     "acc_trade_volume": 8252.30567633,
//     "acc_trade_volume_24h": 11462.58357142,
//     "highest_52_week_price": 28885000,
//     "highest_52_week_date": "2018-01-06",
//     "lowest_52_week_price": 4126000,
//     "lowest_52_week_date": "2018-11-25",
//     "timestamp": 1543410527202
//   }
// ]

type Ticker struct {
	Market         string
	TradeDate      string  `json:"trade_date"`
	TradeTime      string  `json:"trade_time"`
	TradeDateKst   string  `json:"trade_date_kst"`
	TradeTimeKst   string  `json:"trade_time_kst"`
	TradeTimestamp int     `json:"trade_timestamp"`
	AccTradePrice  float64 `json:"acc_trade_price"`
	Timestamp      int
}

type ByAccTradePrice []Ticker

func (a ByAccTradePrice) Len() int           { return len(a) }
func (a ByAccTradePrice) Swap(i, j int)      { a[i], a[j] = a[j], a[i] }
func (a ByAccTradePrice) Less(i, j int) bool { return a[i].AccTradePrice > a[j].AccTradePrice }

type Market struct {
	Market      string
	KoreanName  string `json:"korean_name"`
	EnglishName string `json:"english_name"`
}

func getMarkets(filter string) ([]Market, error) {
	var markets []Market
	allMarkets := new([]Market)
	if err := getJson("https://api.upbit.com/v1/market/all", &allMarkets); err != nil {
		return markets, err
	}

	for _, market := range *allMarkets {
		if strings.Contains(market.Market, filter) {
			// fmt.Printf("%v\n", market)
			markets = append(markets, market)
		}
	}
	return markets, nil
}

func main() {
	markets, err := getMarkets("KRW-")
	if err != nil {
		panic(err)
	}
	tickers := []Ticker{}
	for _, market := range markets {
		marketTickers := new([]Ticker)
		url := fmt.Sprintf("https://api.upbit.com/v1/ticker?markets=%s", market.Market)
		if err := getJson(url, &marketTickers); err != nil {
			panic(err)
		}

		for _, ticker := range *marketTickers {
			tickers = append(tickers, ticker)
		}
	}
	sort.Sort(ByAccTradePrice(tickers))
	for _, t := range tickers {
		fmt.Printf("%10s %20.1f\n", t.Market, t.AccTradePrice)
	}
	//   KRW-BTC        19156752022.8
	//   KRW-ZIL        12328403294.3
	//   KRW-XRP        11542303393.6
	//   KRW-MTL         7224497961.3
	//   KRW-DMT         7024616676.6
	//   KRW-BSV         6849673936.7
	//   KRW-ETH         6045176120.8
	//   KRW-TRX         5536343683.4
	//   KRW-UPP         5503409086.5
	//   KRW-BCH         5311589778.1
	//   KRW-RFR         4999329607.4
	//   KRW-EOS         4476176705.7
	//   KRW-SRN         4398866287.2
	//   KRW-ADA         2478425292.0
	//   KRW-XLM         2350724271.0
	//   KRW-BAT         1725194899.0
	//  KRW-QTUM         1673531428.1
	//   KRW-ADT         1495507591.4
	//  KRW-PIVX         1195197939.6
	// KRW-STORM          892033089.3

}

ohlc.go

package main

// Get OHLC from upbit and calculate mean and std deviation

import (
	"encoding/json"
	"fmt"
	"gonum.org/v1/gonum/stat"
	"net/http"
	"time"
)

var myClient = &http.Client{Timeout: 10 * time.Second}

func getJson(url string, target interface{}) error {
	r, err := myClient.Get(url)
	if err != nil {
		return err
	}
	defer r.Body.Close()

	return json.NewDecoder(r.Body).Decode(target)
}

// [
//   {
//     "market": "KRW-BTC",
//     "candle_date_time_utc": "2018-11-26T22:00:00",
//     "candle_date_time_kst": "2018-11-27T07:00:00",
//     "opening_price": 4293000,
//     "high_price": 4369000,
//     "low_price": 4245000,
//     "trade_price": 4316000,
//     "timestamp": 1543271395981,
//     "candle_acc_trade_price": 789362607.77855,
//     "candle_acc_trade_volume": 183.4625497,
//     "unit": 30
//   }
// ]
type OHLC struct {
	Market               string
	CandleDateTimeUtc    string  `json:"candle_date_time_utc"`
	CandleDateTimeKst    string  `json:"candle_date_time_kst"`
	OpeningPrice         float64 `json:"opening_price"`
	HighPrice            float64 `json:"high_price"`
	LowPrice             float64 `json:"low_price"`
	TradePrice           float64 `json:"trade_price"`
	Timestamp            int64
	CandleAccTradePrice  float64 `json:"candle_acc_trade_price"`
	CandleAccTradeVolume float64 `json:"candle_acc_trade_volume"`
	Unit                 int
}

func main() {
	ohlcs := new([]OHLC)
	if err := getJson("https://api.upbit.com/v1/candles/minutes/5?market=KRW-BTC&count=200", &ohlcs); err != nil {
		panic(err)
	}
	// for _, o := range *ohlcs {
	// 	fmt.Printf("%v\n", o)
	// }

	xs := []float64{}
	for _, o := range *ohlcs {
		xs = append(xs, o.CandleAccTradeVolume)
	}

	mean, stddev := stat.MeanStdDev(xs, nil)
	fmt.Printf("mean: %v, std-dev: %v\n", mean, stddev)
	for i, o := range *ohlcs {
		if o.CandleAccTradeVolume > mean+stddev*3 {
			fmt.Printf("High volume: %d %v\n", i, o)
		}
	}
}