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#33 [feat] : 자동매매 기능 구현
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@bbbang105
bbbang105 committed Jun 17, 2024
1 parent d75b60e commit bfe661f
Showing 1 changed file with 16 additions and 94 deletions.
110 changes: 16 additions & 94 deletions backend/src/main/java/org/dgu/backend/service/UpbitAutoTrader.java
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Original file line number Diff line number Diff line change
@@ -1,42 +1,35 @@
package org.dgu.backend.service;

import lombok.RequiredArgsConstructor;
import org.dgu.backend.domain.*;
import org.dgu.backend.domain.Portfolio;
import org.dgu.backend.domain.PortfolioOption;
import org.dgu.backend.domain.TradingOption;
import org.dgu.backend.domain.User;
import org.dgu.backend.dto.UpbitDto;
import org.dgu.backend.exception.PortfolioErrorResult;
import org.dgu.backend.exception.PortfolioException;
import org.dgu.backend.exception.UserErrorResult;
import org.dgu.backend.exception.UserException;
import org.dgu.backend.repository.PortfolioOptionRepository;
import org.dgu.backend.repository.TradingOptionRepository;
import org.dgu.backend.repository.UpbitKeyRepository;
import org.dgu.backend.util.JwtUtil;
import org.springframework.beans.factory.annotation.Value;
import org.springframework.scheduling.annotation.Scheduled;
import org.springframework.stereotype.Component;

import java.io.UnsupportedEncodingException;
import java.math.BigDecimal;
import java.math.BigInteger;
import java.security.MessageDigest;
import java.security.NoSuchAlgorithmException;
import java.util.*;
import java.util.List;
import java.util.Objects;

@Component
@RequiredArgsConstructor
public class UpbitAutoTrader {
private static final String BIT_COIN_MARKET_NAME = "KRW-BTC";
@Value("${upbit.url.ticker}")
private String UPBIT_URL_TICKER;
@Value("${upbit.url.order}")
private String UPBIT_URL_ORDER;
private final UpbitApiClient upbitApiClient;
private final JwtUtil jwtUtil;
private final BackTestingCalculator backTestingCalculator;
private final TradingService tradingService;
private final TradingOptionRepository tradingOptionRepository;
private final PortfolioOptionRepository portfolioOptionRepository;
private final UpbitKeyRepository upbitKeyRepository;

//@Scheduled(fixedRate = 6000) // 1분마다 실행
// 자동매매 진행 메서드
@Scheduled(fixedRate = 5000) // 5초마다 실행
public void performAutoTrading() {
System.out.println("자동매매 로직 실행 중...");

Expand All @@ -49,88 +42,17 @@ public void performAutoTrading() {
// 현재가 조회
UpbitDto.Ticker[] ticker = upbitApiClient.getTickerPriceAtUpbit(UPBIT_URL_TICKER + BIT_COIN_MARKET_NAME);
Double curPrice = ticker[0].getPrice().doubleValue();
// 평단가가 없으면 현재 가격으로 초기화
if (Objects.isNull(tradingOption.getAvgPrice())) {
tradingOption.updateAvgPrice(curPrice);
tradingOptionRepository.save(tradingOption);
}
executeTrade(user, portfolioOption, tradingOption, curPrice);
}
}

// 매매 조건을 검토하고 거래를 실행하는 메서드
public void executeTrade(User user, PortfolioOption portfolioOption, TradingOption tradingOption, Double curPrice) {
System.out.println("매매 조건을 검토하고 거래를 실행합니다...");

Double curRate = backTestingCalculator.calculateRate(tradingOption.getCurrentCapital(), tradingOption.getInitialCapital(), curPrice, tradingOption.getCoinCount());
String action = backTestingCalculator.determineAction(curPrice, tradingOption.getAvgPrice(), tradingOption.getTradingCount(), tradingOption.getBuyingCount(), portfolioOption.getBuyingPoint(), portfolioOption.getSellingPoint(), portfolioOption.getStopLossPoint(), curRate);
UpbitKey upbitKey = upbitKeyRepository.findByUser(user);
if (Objects.isNull(upbitKey)) {
throw new UserException(UserErrorResult.NOT_FOUND_KEY);
}

Map<String, String> params;
try {
switch (action) {
case "BUY":
params = createParams(BIT_COIN_MARKET_NAME, "bid", null, tradingOption.getTradingUnitPrice(), "price");
executeOrder(params, upbitKey);
break;
case "SELL":
case "STOP_LOSS":
params = createParams(BIT_COIN_MARKET_NAME, "ask", tradingOption.getCoinCount(), null, "market");
executeOrder(params, upbitKey);
break;
default:
System.out.println("매매 조건에 맞는 액션이 없습니다.");
break;
}
} catch (RuntimeException e) {
System.err.println("주문 생성 실패: " + e.getMessage());
}
}

// 주문 생성 및 실행 메서드
private void executeOrder(Map<String, String> params, UpbitKey upbitKey) {
String queryString = buildQueryString(params);
String queryHash = generateQueryHash(queryString);
String authenticationToken = jwtUtil.generateUpbitOrderToken(upbitKey, queryHash);
upbitApiClient.createNewOrder(UPBIT_URL_ORDER, authenticationToken, params);
}

// 파라미터 생성
public Map<String, String> createParams(String market, String side, BigDecimal volume, Long price, String ordType) {
Map<String, String> params = new HashMap<>();
params.put("market", market);
params.put("side", side);
if (!Objects.isNull(volume)) {
params.put("volume", volume.toString());
}
if (!Objects.isNull(price)) {
params.put("price", price.toString());
}
params.put("ord_type", ordType);

return params;
}

// 쿼리 문자열 생성
private static String buildQueryString(Map<String, String> params) {
List<String> queryElements = new ArrayList<>();
for (Map.Entry<String, String> entry : params.entrySet()) {
queryElements.add(entry.getKey() + "=" + entry.getValue());
}
return String.join("&", queryElements);
}
tradingService.executeTrade(user, portfolioOption, tradingOption, curPrice);

// 쿼리 해시 생성
private static String generateQueryHash(String queryString) {
try {
MessageDigest md = MessageDigest.getInstance("SHA-512");
md.update(queryString.getBytes("UTF-8"));
byte[] hashBytes = md.digest();
return String.format("%0128x", new BigInteger(1, hashBytes));
} catch (NoSuchAlgorithmException | UnsupportedEncodingException e) {
throw new RuntimeException("SHA-512 해시 생성 실패: " + e.getMessage(), e);
System.out.println("현재 보유 잔고 : " + tradingOption.getCurrentCapital() + "원");
System.out.println("현재 평단가 : " + tradingOption.getAvgPrice().longValue() + "원");
System.out.println("현재 보유 코인 : " + tradingOption.getCoinCount() + "개");
System.out.println("현재 구매 횟수 : " + tradingOption.getBuyingCount() + "회");
}
}
}

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