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test.py

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+import asyncio, json
+import time
+from datetime import datetime, tzinfo
+import gate_api
+import psycopg2, pandas as pd, pandas_ta as ta
+from gate_ws import Configuration, Connection, WebSocketResponse
+from gate_ws.spot import SpotPublicTradeChannel
+from gate_ws.futures import FuturesBalanceChannel, FuturesTickerChannel, FuturesPublicTradeChannel
+from psycopg2.extras import execute_values
+from sqlalchemy import create_engine
+
+
+batch = []
+class gate :
+    def __init__(self):
+        self.engine = create_engine("postgresql+psycopg2://bangae1:fpdlwms1@hmsn.ink:35432/coin")
+        self.config = gate_api.Configuration(key='a086691c31868cd5c176a78896c0e977', secret='443ff6756cbc80c13afa50d2df1b8be97a0e89c7e4301c6cfd2088317eadb537')
+        self.conn = psycopg2.connect(
+            host='hmsn.ink', port='35432', dbname='coin', user='bangae1', password='fpdlwms1',
+            options='-c synchronous_commit=off'
+        )
+        self.cur = self.conn.cursor()
+
+    def getAccount(self):
+        api = gate_api.SpotApi(gate_api.ApiClient(self.config))
+        print(api.list_spot_accounts())
+
+    def print_message(self, conn: Connection, response: WebSocketResponse):
+        if response.error:
+            print('error returned: ', response.error)
+            conn.close()
+            return
+        print(response.result)
+
+    async def main(self):
+        # initialize default connection, which connects to spot WebSocket V4
+        # it is recommended to use one conn to initialize multiple channels
+        futures_conn = Connection(Configuration(app='futures', settle='usdt', test_net=False))
+
+        # subscribe to any channel you are interested into, with the callback function
+
+        channel = FuturesTickerChannel(futures_conn, self.on_ob_snapshot)
+        channel.subscribe(["BTC_USDT"])
+        channel.subscribe(["ETH_USDT"])
+        channel.subscribe(["SOL_USDT"])
+        channel.subscribe(["XRP_USDT"])
+        channel.subscribe(["LINK_USDT"])
+
+        # start the client
+        await futures_conn.run()
+
+    def on_ob_snapshot(self, conn: Connection, resp: WebSocketResponse):
+        try :
+            result = resp.result[0]
+        except Exception as e:
+            print(f'start {e}')
+        global batch
+        batch.append((
+            result['contract'],
+            result['last'],
+            result['change_percentage'],
+            result['total_size'],
+            result['volume_24h'],
+            result['volume_24h_base'],
+            result['volume_24h_quote'],
+            result['volume_24h_settle'],
+            result['funding_rate'],
+            result['funding_rate_indicative'],
+            result['quanto_base_rate'],
+            result['low_24h'],
+            result['high_24h'],
+            result['price_type'],
+            result['change_from'],
+            result['change_price'],
+            datetime.now()
+        ))
+
+        if len(batch) >= 4:
+            try :
+                execute_values(self.cur,
+                               '''insert into ticker (contract, clast, change_percentage, total_size, volume_24h, volume_24h_base, volume_24h_quote,
+                volume_24h_settle, funding_rate, funding_rate_indicative, quanto_base_rate, low_24h, high_24h,
+                price_type, change_from, change_price, ts)
+                 VALUES %s''',
+                               batch)
+                self.conn.commit()
+                batch.clear()
+            except Exception as exc:
+                print(exc)
+                self.conn.rollback()
+
+    def getData(self, contract, time=None):
+        limit = 50
+        if time is not None:
+            if time.find('min') > -1 :
+                limit = 60 * 50
+            elif time.find('hour') > -1 :
+                limit = (60 * 60) * 50
+        sql = """
+            SELECT *
+            FROM   ticker
+            WHERE  contract = %s
+            ORDER  BY ts DESC
+            LIMIT %s
+            """
+
+        try :
+            self.df = pd.read_sql(sql, self.engine, params=(contract, limit,))
+            self.df['ts'] = pd.to_datetime(self.df['ts'], unit='ms')  # ms → datetime
+            self.df = self.df.sort_values('ts').set_index('ts')
+
+            # 2. 15분 봉(ohlcv) 리샘플링
+            self.ohlcv = self.df['clast'].resample('1s').ohlc()
+            self.ohlcv = self.ohlcv.dropna()        # NaN 제거
+            self.ohlcv = self.ohlcv.tail(50)        # 최근 50개만 유지
+
+            # self.df  = self.df .sort_values('ts')
+            # self.df .set_index('ts', inplace=True)
+            print(self.rsi())
+            print(self.macd())
+            print(self.bb())
+            print(self.atr())
+            print(self.ema())
+        except Exception as exc:
+            print(exc)
+
+    def rsi(self):
+        close = self.ohlcv['close']
+        rsi = ta.rsi(close, length=14).iloc[-1]
+        rsi_up = "BUY" if rsi < 30 else "SELL" if rsi > 70 else "HOLD"
+        return rsi_up
+
+    def macd(self):
+        close = self.ohlcv['close']
+        macd = ta.macd(close, fast=12, slow=26, signal=9)
+        macd_line   = macd['MACD_12_26_9'].iloc[-1]
+        signal_line = macd['MACDs_12_26_9'].iloc[-1]
+        macd_cross  = "BUY"  if macd_line > signal_line and macd.iloc[-2]['MACD_12_26_9'] <= macd.iloc[-2]['MACDs_12_26_9'] else \
+            "SELL" if macd_line < signal_line and macd.iloc[-2]['MACD_12_26_9'] >= macd.iloc[-2]['MACDs_12_26_9'] else "HOLD"
+        return macd_cross
+
+    def bb(self):
+        close = self.ohlcv['close']
+        bb = ta.bbands(close, length=20, std=2)
+        bb_upper = bb['BBU_20_2.0'].iloc[-1]
+        bb_lower = bb['BBL_20_2.0'].iloc[-1]
+        price    = close.iloc[-1]
+        bb_sig   = "BUY" if price <= bb_lower else "SELL" if price >= bb_upper else "HOLD"
+        return bb_sig
+
+    def atr(self):
+        close = self.ohlcv['close']
+        df_1h = self.ohlcv(interval='1h')
+        atr_1h = ta.atr(df_1h['high'], df_1h['low'], df_1h['close'], length=14).iloc[-1]
+        atr = ta.atr(close, close, close, length=14).iloc[-1]
+        price    = close.iloc[-1]
+        stop_loss = price - (1.5 * atr_1h)        # 예: 1.5 ATR 손절
+        return stop_loss
+
+    def ema(self):
+        close = self.ohlcv['close']
+        ema5  = ta.ema(close, length=5)
+        ema20 = ta.ema(close, length=20)
+
+        # NaN 제거
+        if ema5.isna().any() or ema20.isna().any():
+            return "HOLD"
+
+        # 방향성 비교
+        if ema5.iloc[-1] > ema20.iloc[-1] and ema5.iloc[-2] <= ema20.iloc[-2]:
+            return "BUY"
+        elif ema5.iloc[-1] < ema20.iloc[-1] and ema5.iloc[-2] >= ema20.iloc[-2]:
+            return "SELL"
+        else:
+            return "HOLD"
+if __name__ == '__main__':
+    gate = gate()
+    gate.getData("SOL_USDT", '5min')
+    # loop = asyncio.get_event_loop()
+    # loop.run_until_complete(gate.main())
+    # loop.close()
+    # print(datetime.now().timestamp())