rebalance in upbit api

rebalance.py

class UpbitAPI:
    """
    :라이브러리:
    
        import requests, jwt, uuid, hashlib, time
        from urllib.parse import urlencode
    
    :사용법:
    
        with open(r"C:\Users\Jay\Desktop\upbit.txt", 'r') as f:
            access_key, secret_key = f.read().splitlines()
        api = UpbitAPI(access_key, secret_key)
        api.rebalance(cash_ratio=0.1)
    """
    urls = {
        "전체계좌조회": "https://api.upbit.com/v1/accounts",
        "주문가능정보": "https://api.upbit.com/v1/orders/chance",
        "개별주문조회": "https://api.upbit.com/v1/order",
        "주문리스트조회": "https://api.upbit.com/v1/orders",
        "주문취소접수": "https://api.upbit.com/v1/order",
        "주문하기": "https://api.upbit.com/v1/orders",
        "출금리스트조회": "https://api.upbit.com/v1/withdraws",
        "개별출금조회": "https://api.upbit.com/v1/v1/withdraw",
        "출금가능정보": "https://api.upbit.com/v1/withdraws/chance",
        "코인출금하기": "https://api.upbit.com/v1/withdraws/coin",
        "원화출금하기": "https://api.upbit.com/v1/withdraws/krw",
        "입금리스트조회": "https://api.upbit.com/v1/deposits",
        "개별입금조회": "https://api.upbit.com/v1/deposit",
        "입금주소생성요청": "https://api.upbit.com/v1/deposits/generate_coin_address",
        "전체입금주소조회": "https://api.upbit.com/v1/deposits/coin_addresses",
        "개별입금주소조회": "https://api.upbit.com/v1/deposits/coin_address",
        "원화입금하기": "https://api.upbit.com/v1/deposits/krw",
        "입출금현황": "https://api.upbit.com/v1/status/wallet",
        "API키리스트조회": "https://api.upbit.com/v1/api_keys",
        "마켓코드조회": "https://api.upbit.com/v1/market/all",
        "분캔들1": "https://api.upbit.com/v1/candles/minutes/1",
        "분캔들3": "https://api.upbit.com/v1/candles/minutes/3",
        "분캔들5": "https://api.upbit.com/v1/candles/minutes/5",
        "분캔들10": "https://api.upbit.com/v1/candles/minutes/10",
        "분캔들15": "https://api.upbit.com/v1/candles/minutes/15",
        "분캔들30": "https://api.upbit.com/v1/candles/minutes/30",
        "분캔들60": "https://api.upbit.com/v1/candles/minutes/60",
        "분캔들240": "https://api.upbit.com/v1/candles/minutes/240",
        "일캔들": "https://api.upbit.com/v1/candles/days",
        "주캔들": "https://api.upbit.com/v1/candles/weeks",
        "월캔들": "https://api.upbit.com/v1/candles/months",
        "최근체결내역": "https://api.upbit.com/v1/trades/ticks",
        "현재가정보": "https://api.upbit.com/v1/ticker",
        "호가정보조회": "https://api.upbit.com/v1/orderbook",
    }
    def __init__(self, access_key, secret_key):
        self.access_key = access_key
        self.secret_key = secret_key

    def get_headers(self, query=None, uuids=None, txids=None):
        if query:
            query_string = urlencode(query).encode()
            if uuids:
                uuids_query_string = '&'.join(
                    ["uuids[]={}".format(uuid) for uuid in uuids])

                query['uuids[]'] = uuids
                query_string = "{0}&{1}".format(
                    query_string, uuids_query_string).encode()

            if txids:
                txids_query_string = '&'.join(
                    ["txids[]={}".format(txid) for txid in txids])

                query['txids[]'] = txids
                query_string = "{0}&{1}".format(
                    query_string, txids_query_string).encode()

            m = hashlib.sha512()
            m.update(query_string)
            query_hash = m.hexdigest()
        else:
            query_hash = None

        payload = {
            'access_key': self.access_key,
            'nonce': str(uuid.uuid4()),
            'query_hash': query_hash,
            'query_hash_alg': 'SHA512',
        }

        jwt_token = jwt.encode(payload, self.secret_key)
        authorize_token = 'Bearer {}'.format(jwt_token)
        headers = {"Authorization": authorize_token}
        return headers

        
    def get_account(self):
        headers = self.get_headers()
        return requests.get(self.urls["전체계좌조회"], headers=headers)

    def buy(self, market, price):
        query = dict(
            market=market,
            side='bid',
            price=price,
            ord_type='price',
        )
        headers = self.get_headers(query=query)
        return requests.post(self.urls["주문하기"], params=query, headers=headers)

    def sell(self, market, volume):
        query = dict(
            market=market,
            side='ask',
            volume=volume,
            ord_type='market',
        )
        headers = self.get_headers(query=query)
        return requests.post(self.urls["주문하기"], params=query, headers=headers)

    def get_order_chance(self, market):
        query = dict(
            market=market,
        )
        headers = self.get_headers(query=query)
        return requests.get(self.urls["주문가능정보"], params=query, headers=headers)
    
    def get_ticker(self, markets):
        query = dict(
            markets=markets,
        )
        return requests.get(self.urls["현재가정보"], params=query)
    
    def get_assets(self):
        assets = dict()
        while True:
            resp = self.get_account()
            if resp.ok: break
            else: time.sleep(1)
        account = resp.json()
            
        for item in account:
            if item['currency'] == 'KRW':
                cash = float(item['balance'])
            market = '{}-{}'.format(item['unit_currency'], item['currency'])
            print(f"{market} 주문가능정보 조회중        ", end='\r')
            resp = self.get_order_chance(market)
            if resp.ok:
                data = resp.json()
                assets[market] = dict(
                    avg_buy_price=float(data['ask_account']['avg_buy_price']),
                    balance=float(data['ask_account']['balance']),
                )
        markets = ', '.join(list(assets.keys()))
        
        while True:
            resp = self.get_ticker(markets)
            if resp.ok: break
            else: time.sleep(1)
        tickers = resp.json()
        for ticker in tickers:
            market = ticker['market']
            assets[market]['price'] = float(ticker['trade_price'])
            evaluation = assets[market]['price'] * assets[market]['balance']
            assets[market]['evaluation'] = evaluation
        
        assets_total_evaluation = 0
        for market, asset_info in assets.items():
            assets_total_evaluation += asset_info['evaluation']
            
        total_evaluation = cash + assets_total_evaluation
            
        return dict(
            cash=cash,
            assets=assets,
            assets_total_evaluation=assets_total_evaluation,
            total_evaluation=total_evaluation,
        )
    
    def rebalance(self, cash_ratio=0.1):
        assets = self.get_assets()
        target_evaluation = assets['total_evaluation']*(1-cash_ratio)/len(assets['assets'])
        print(f'종목별 목표평가금액(KRW): {target_evaluation:10,.0f}')
        print(f"현금/자산/총합(KRW): {assets['cash']:10,.0f}/{assets['assets_total_evaluation']:10,.0f}/{assets['total_evaluation']:10,.0f}")
        for market, info in assets['assets'].items():
            delta_evaluation = target_evaluation-info['evaluation']
            if delta_evaluation>5000: # Buy
                while True:
                    resp = self.buy(market=market, price=delta_evaluation)
                    if resp.ok:
                        print(f'[매수 {market:10}] 차액:{delta_evaluation:+10,.0f}')
                        break
                    else:
                        print(f'[지연 {market:10}] 차액:{delta_evaluation:+10,.0f}', end='\r')
                        time.sleep(1)
            elif delta_evaluation<-5000: # Sell
                while True:
                    resp = self.sell(market=market, volume=-delta_evaluation/info['price'])
                    if resp.ok:
                        print(f'[매도 {market:10}] 차액:{delta_evaluation:+10,.0f}')
                        break
                    else:
                        print(f'[지연 {market:10}] 차액:{delta_evaluation:+10,.0f}', end='\r')
                        time.sleep(1)
            else: 
                print(f'[홀드 {market:10}] 차액:{delta_evaluation:+10,.0f}')