a

api.py

@@ -0,0 +1,84 @@
+import asyncio, json
+from typing import Literal
+from fastapi import FastAPI
+from models import get_session, get_engine, Candle
+import pandas as pd, pandas_ta as ta
+
+
+session = get_session()
+app = FastAPI()
+
+
+def get_ticker_all(
+        contract: str,
+        target_interval: Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d', '1w']
+):
+    print(target_interval)
+    """
+    10초 간격 캔들 데이터를 지정된 봉으로 리샘플링
+
+    Args:
+        df: 원본 10초 데이터 (index=ts, columns=open, high, low, close, volume)
+        contract: 계약명 (필터링용)
+        target_interval: 목표 봉 (예: '1m', '1h', '1d')
+
+    Returns:
+        pd.DataFrame: 리샘플링된 OHLCV 데이터
+    """
+    results = session.query(Candle).filter(Candle.contract.like(f'%{contract}%')).all()
+
+    df = pd.DataFrame([row.__dict__ for row in results])
+
+    # 2. time 컬럼을 datetime으로 변환 (밀리초 -> 초 -> datetime)
+    df['ts'] = pd.to_datetime(df['time'], unit='s')  # or 's' if in seconds
+
+    # 3. index로 설정
+    df.set_index('ts', inplace=True)
+
+    # 4. resample 주기 설정
+    freq_map = {
+        '1m': '1Min',
+        '5m': '5Min',
+        '15m': '15Min',
+        '30m': '30Min',
+        '1h': '1H',
+        '4h': '4H',
+        '1d': '1D',
+        '1w': '1W'
+    }
+
+    if target_interval not in freq_map:
+        raise ValueError(f"Unsupported interval: {target_interval}")
+
+    freq = freq_map[target_interval]
+
+    # 4. 리샘플링 (OHLCV)
+    ohlc = df['close'].resample(freq).ohlc()  # open, high, low, close
+    volume = df['volume'].resample(freq).sum().rename('volume')
+
+    # 5. 병합
+    result = pd.concat([ohlc, volume], axis=1).dropna()
+
+    # 6. ✅ index(datetime)를 'time' 컬럼으로 유닉스 밀리초 추가
+    result['time'] = (result.index.astype('int64') // 1_000_000_000)  # 나노초 → 밀리초 (int64)
+    # 또는 밀리초 단위로 정확히:
+    result['time'] = result.index.view('int64') // 1_000_000_000  # pd.Timestamp → 유닉스 ms
+
+    # 7. (옵션) 'time'을 맨 앞으로 이동
+    cols = ['time', 'open', 'high', 'low', 'close', 'volume']
+    result = result[cols]
+    result.tail(1)
+
+    return result
+
+@app.get("/api/candle/{contract}/{time}")
+def get_candle(contract: str, time: str):
+    results = get_ticker_all(contract, time)
+
+    dict_row = pd.DataFrame(results).to_json(orient='table')
+    # payload = json.dumps({"msg": dict_row}, default=str, ensure_ascii=False)
+    return json.loads(dict_row)
+
+@app.get("/")
+async def test():
+    return {"msg":"hello"}

main.py

@@ -0,0 +1,132 @@
+import asyncio
+import json
+from dataclasses import asdict
+from typing import Literal
+import websockets
+from sqlalchemy.orm import Session
+from sqlalchemy import and_, or_, desc, asc
+from sqlalchemy.sql import text
+from models import get_session, get_engine, Candle
+import pandas as pd, pandas_ta as ta
+from collections import defaultdict
+
+channels = defaultdict(set)
+
+session = get_session()
+
+def get_ticker(
+        contract: str,
+        target_interval: Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d', '1w']
+):
+    """
+    10초 간격 캔들 데이터를 지정된 봉으로 리샘플링
+
+    Args:
+        df: 원본 10초 데이터 (index=ts, columns=open, high, low, close, volume)
+        contract: 계약명 (필터링용)
+        target_interval: 목표 봉 (예: '1m', '1h', '1d')
+
+    Returns:
+        pd.DataFrame: 리샘플링된 OHLCV 데이터
+    """
+    results = session.query(Candle).filter(Candle.contract.like(f'%{contract}%')).limit(1000).all()
+
+    df = pd.DataFrame([row.__dict__ for row in results])
+
+    # 2. time 컬럼을 datetime으로 변환 (밀리초 -> 초 -> datetime)
+    df['ts'] = pd.to_datetime(df['time'], unit='s')  # or 's' if in seconds
+
+    # 3. index로 설정
+    df.set_index('ts', inplace=True)
+
+    # 4. resample 주기 설정
+    freq_map = {
+        '1m': '1Min',
+        '5m': '5Min',
+        '15m': '15Min',
+        '30m': '30Min',
+        '1h': '1H',
+        '4h': '4H',
+        '1d': '1D',
+        '1w': '1W'
+    }
+
+    if target_interval not in freq_map:
+        raise ValueError(f"Unsupported interval: {target_interval}")
+
+    freq = freq_map[target_interval]
+
+    # 4. 리샘플링 (OHLCV)
+    ohlc = df['close'].resample(freq).ohlc()  # open, high, low, close
+    volume = df['volume'].resample(freq).sum().rename('volume')
+
+    # 5. 병합
+    result = pd.concat([ohlc, volume], axis=1).dropna()
+
+    # 6. ✅ index(datetime)를 'time' 컬럼으로 유닉스 밀리초 추가
+    result['time'] = (result.index.astype('int64') // 1_000_000_000)  # 나노초 → 밀리초 (int64)
+    # 또는 밀리초 단위로 정확히:
+    result['time'] = result.index.view('int64') // 1_000_000_000  # pd.Timestamp → 유닉스 ms
+
+    # 7. (옵션) 'time'을 맨 앞으로 이동
+    cols = ['time', 'open', 'high', 'low', 'close', 'volume']
+    results = result[cols]
+    last = results.tail(1)
+
+    return last
+
+async def handler(websocket):
+    subscribed = set()
+    async def consumer():
+
+        """메시지를 계속 읽어 subscribe / unsubscribe 처리"""
+        async for message in websocket:
+            try:
+                data = json.loads(message)
+                typ = data["type"]
+                ch  = data["channel"]
+                global ti
+                ti = data["time"]
+
+                if typ == "subscribe":
+                    channels[ch].add(websocket)
+                    subscribed.add(ch)
+                    print(f"{websocket.remote_address} joined {ch}")
+
+                elif typ == "unsubscribe":
+                    channels[ch].discard(websocket)
+                    subscribed.discard(ch)
+                    print(f"{websocket.remote_address} left {ch}")
+
+            except Exception as e:
+                print("Bad message:", e)
+
+    # consumer를 별도 태스크로 실행
+    consumer_task = asyncio.create_task(consumer())
+
+    try:
+        await consumer_task          # 소켓이 닫힐 때까지 대기
+    except websockets.ConnectionClosed:
+        pass
+    finally:
+        # 연결 끊기면 가입한 채널 모두에서 제거
+        for ch in subscribed:
+            channels[ch].discard(websocket)
+
+async def broadcast_loop():
+    """1초마다 모든 채널에 tick 브로드캐스트"""
+    while True:
+        await asyncio.sleep(2)
+        for ch, subs in channels.items():
+            if subs:  # 구독자가 있을 때만
+                ticker = get_ticker(ch, '1m')
+                dict_row = pd.DataFrame(ticker).to_json(orient='table')
+                payload = json.dumps({"channel": ch, "msg": dict_row}, default=str, ensure_ascii=False)
+                websockets.broadcast(subs, payload)
+
+async def main():
+    async with websockets.serve(handler, "0.0.0.0", 8765) :
+        await broadcast_loop()
+
+if __name__ == "__main__":
+    asyncio.run(main())

models.py

@@ -4,56 +4,42 @@ from sqlalchemy.orm import registry, sessionmaker
 # 메타데이터 객체 관리
 mapper_registry = registry()
 
-# DB 유저 테이블
+
-ticker_table = Table(
+candle_table = Table(
-    "ticker",
+    'candle',
     mapper_registry.metadata,
     Column("contract", String(20), primary_key=True),
-    Column("clast", String(50)),
+    Column("open", String(50)),
-    Column("change_percentage", Double),
+    Column("close", String(50)),
-    Column("total_size", Integer),
+    Column("high", String(50)),
-    Column("volume_24h", Integer),
+    Column("low", String(50)),
-    Column("volume_24h_base", Integer),
+    Column("volume", Integer),
-    Column("volume_24h_quote", Integer),
+    Column("amount", String(50)),
-    Column("volume_24h_settle", Integer),
+    Column("time", Integer, primary_key=True),
-    Column("funding_rate", Double),
+
-    Column("funding_rate_indicative", Double),
-    Column("quanto_base_rate", String(100)),
-    Column("low_24h", Double),
-    Column("high_24h", Double),
-    Column("price_type", String(10)),
-    Column("change_from", String(20)),
-    Column("change_price", Double),
-    Column("ts", DateTime, primary_key=True),
 )
 
 # Python 유저 객체
-class Ticker:
+class Candle:
     contract: str
-    clast:float
+    open:str
-    change_percentage:float
+    close:str
-    total_size:int
+    high:str
-    volume_24h:int
+    low:str
-    volume_24h_base:int
+    volume:int
-    volume_24h_quote:int
+    amount:str
-    volume_24h_settle:int
+    time:int
-    funding_rate:float
-    funding_rate_indicative:float
-    quanto_base_rate:str
-    low_24h:float
-    high_24h:float
-    price_type:str
-    change_from:str
-    change_price:float
-    ts:str
 
 # 테이블과 클래스의 매핑 설정
-mapper_registry.map_imperatively(Ticker, ticker_table)
+mapper_registry.map_imperatively(Candle, candle_table)
 
 def get_session():
     # 데이터베이스 설정
-    engine = create_engine('postgresql+psycopg2://bangae1:fpdlwms1@hmsn.ink:35432/coin')
+    engine = get_engine()
     mapper_registry.metadata.create_all(engine)  # 테이블 생성
     Session = sessionmaker(bind=engine)
     session = Session()
     return session
+
+def get_engine() :
+    return create_engine('postgresql+psycopg2://bangae1:fpdlwms1@hmsn.ink:35432/coin')

test.py

@@ -1,23 +0,0 @@
-from sqlalchemy.orm import Session
-from sqlalchemy import and_, or_, desc, asc
-
-from models import get_session, Ticker
-
-
-def get_ticker(session: Session, contract: str):
-    return session.query(Ticker).filter(Ticker.contract == contract).limit(500).all()
-
-def get_ticker_count(session: Session, contract: str):
-    return session.query(Ticker).filter(Ticker.contract == contract).count()
-
-# 사용 예시
-
-session = get_session()
-try:
-    cnt = get_ticker_count(session, "BTC_USDT")
-    print(cnt)
-    tickers = get_ticker(session, "BTC_USDT")
-    for ticker in tickers:
-        print(ticker.clast)
-finally:
-    session.close()