Bitmex Bitcoin 1일 RSI 파이썬 코드 자동매매

비트맥스 1일 RSI 출력해주는 파이썬 코드 입니다.

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비트맥스 수수료 할인 링크

https://www.bitmex.com/register/Kkr3R5

 

import time, requests, json
from datetime import datetime
import pandas as pd
import webbrowser
import calendar, requests

a=1

while True:
    
    symbol='XBTUSD'
    symbol=symbol
    now = datetime.now()

    
    unixtime = calendar.timegm(now.utctimetuple())
    
    since = unixtime - 60 * 60 *24*100
    
    param = {"period": 60, "from": since, "to": unixtime}
    
    urlcheck="https://www.bitmex.com/api/udf/history?symbol="+symbol+"&resolution={period}&from={from}&to={to}"
    url = urlcheck.format(**param)

    res = requests.get(url)
    data = res.json()

    if a==1:
        url = "https://www.bitmex.com/register/Kkr3R5"
        webbrowser.open(url)
        a=2

    df = pd.DataFrame({
                "timestamp": data["t"],
                "open":      data["o"],
                "high":      data["h"],
                "low":       data["l"],
                "close":     data["c"],
                "volume":    data["v"],
            }, columns = ["timestamp","open","high","low","close","volume"])
        


    df["datetime"] = pd.to_datetime(df["timestamp"], unit="s")

    
    df = df.set_index("datetime")
    
    df = df.resample("1440T").agg({
                    "timestamp": "first", 
                    "open":      "first", 
                    "high":      "max",   
                    "low":       "min",   
                    "close":     "last",  
                    "volume":    "sum",  
                })    

    
    def rsi(ohlc: pd.DataFrame, period: int = 14) -> pd.Series:
    
        delta = ohlc["close"].diff()
    
        up, down = delta.copy(), delta.copy()
        up[up < 0] = 0
        down[down > 0] = 0
    
        _gain = up.ewm(com=(period - 1), min_periods=period).mean()
        _loss = down.abs().ewm(com=(period - 1), min_periods=period).mean()
    
        RS = _gain / _loss
        return pd.Series(100 - (100 / (1 + RS)), name="RSI")  
           

    rsi=rsi(df,14)[-1]

    print("1 Day RSI",rsi)
    
    time.sleep(1)