(Python을 이용한 Quant 투자) 나만의 HTS만들기 : 호가창

Posted by : Python at Sep 1, 2021

Category : Python

참고사이트

GetCode

import sys
from PyQt5 import uic
from PyQt5.QtWidgets import QWidget

class OrderbookWidget(QWidget):
    def __init__(self, parent=None, ticker="BTC"):
        super().__init__(parent)
        uic.loadUi("table.ui", self)
        self.ticker = ticker

if __name__ == "__main__":
    import sys
    from PyQt5.QtWidgets import QApplication
    app = QApplication(sys.argv)
    ow = OrderbookWidget()
    ow.show()
    exit(app.exec_())

import sys
from PyQt5 import uic
from PyQt5.QtWidgets import QWidget
# ----------------- 추 가 ------------------
from PyQt5.QtWidgets import QTableWidgetItem, QProgressBar
from PyQt5.QtCore import Qt
# ------------------------------------------

class OrderbookWidget(QWidget):
    def __init__(self, parent=None, ticker="BTC"):
        super().__init__(parent)
        uic.loadUi("table.ui", self)

        # ----------------- 추 가 ------------------
        for i in range(self.tableBids.rowCount()):
            # 매도호가
            item_0 = QTableWidgetItem(str(""))
            item_0.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableAsks.setItem(i, 0, item_0)

            item_1 = QTableWidgetItem(str(""))
            item_1.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableAsks.setItem(i, 1, item_1)

            item_2 = QProgressBar(self.tableAsks)
            item_2.setAlignment(Qt.AlignRight | Qt.AlignVCenter)
            item_2.setStyleSheet("""
                QProgressBar {background-color : rgba(0, 0, 0, 0%);border : 1}
                QProgressBar::Chunk {background-color : rgba(255, 0, 0, 50%);border : 1}
            """)
            self.tableAsks.setCellWidget(i, 2, item_2)

            # 매수호가
            item_0 = QTableWidgetItem(str(""))
            item_0.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableBids.setItem(i, 0, item_0)

            item_1 = QTableWidgetItem(str(""))
            item_1.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableBids.setItem(i, 1, item_1)

            item_2 = QProgressBar(self.tableBids)
            item_2.setAlignment(Qt.AlignRight | Qt.AlignVCenter)
            item_2.setStyleSheet("""
               QProgressBar {background-color : rgba(0, 0, 0, 0%);border : 1}
               QProgressBar::Chunk {background-color : rgba(0, 255, 0, 40%);border : 1} 
            """)
            self.tableBids.setCellWidget(i, 2, item_2)
        # ------------------------------------------

if __name__ == "__main__":
    import sys
    from PyQt5.QtWidgets import QApplication
    app = QApplication(sys.argv)
    ow = OrderbookWidget()
    ow.show()
    exit(app.exec_())

실시간 데이터 받기

GetCode

import sys
import time
import pybithumb
from PyQt5 import uic
from PyQt5.QtWidgets import QWidget
from PyQt5.QtWidgets import QTableWidgetItem, QProgressBar
from PyQt5.QtCore import Qt, QDateTime, QThread, pyqtSignal

class OrderbookWorker(QThread):
    dataSent = pyqtSignal(dict)

    def __init__(self, ticker):
        super().__init__()
        self.ticker = ticker
        self.alive = True

    def run(self):
        while self.alive:
            data  = pybithumb.get_orderbook(self.ticker, limit=10)
            time.sleep(0.05)
            self.dataSent.emit(data)

    def close(self):
        self.alive = False

class OrderbookWidget(QWidget):
    def __init__(self, parent=None, ticker="BTC"):
        super().__init__(parent)
        uic.loadUi("table.ui", self)
        self.ticker = ticker

        for i in range(self.tableBids.rowCount()):
            # 매도호가
            item_0 = QTableWidgetItem(str(""))
            item_0.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableAsks.setItem(i, 0, item_0)

            item_1 = QTableWidgetItem(str(""))
            item_1.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableAsks.setItem(i, 1, item_1)

            item_2 = QProgressBar(self.tableAsks)
            item_2.setAlignment(Qt.AlignRight | Qt.AlignVCenter)
            item_2.setStyleSheet("""
                QProgressBar {background-color : rgba(0, 0, 0, 0%);border : 1}
                QProgressBar::Chunk {background-color : rgba(255, 0, 0, 50%);border : 1}
            """)
            self.tableAsks.setCellWidget(i, 2, item_2)

            # 매수호가
            item_0 = QTableWidgetItem(str(""))
            item_0.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableBids.setItem(i, 0, item_0)

            item_1 = QTableWidgetItem(str(""))
            item_1.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableBids.setItem(i, 1, item_1)

            item_2 = QProgressBar(self.tableBids)
            item_2.setAlignment(Qt.AlignRight | Qt.AlignVCenter)
            item_2.setStyleSheet("""
               QProgressBar {background-color : rgba(0, 0, 0, 0%);border : 1}
               QProgressBar::Chunk {background-color : rgba(0, 255, 0, 40%);border : 1} 
            """)
            self.tableBids.setCellWidget(i, 2, item_2)

        self.ow = OrderbookWorker(self.ticker)
        self.ow.dataSent.connect(self.updateData)
        self.ow.start()

    def updateData(self, data):
        print(data)

    def closeEvent(self, event):
        self.ow.close()

if __name__ == "__main__":
    import sys
    from PyQt5.QtWidgets import QApplication
    app = QApplication(sys.argv)
    ow = OrderbookWidget()
    ow.show()
    exit(app.exec_())

실시간 데이터 적용

GetCode

import sys
import time
import pybithumb
from PyQt5 import uic
from PyQt5.QtWidgets import QWidget
from PyQt5.QtWidgets import QTableWidgetItem, QProgressBar
from PyQt5.QtCore import Qt, QDateTime, QThread, pyqtSignal

class OrderbookWorker(QThread):
    dataSent = pyqtSignal(dict)

    def __init__(self, ticker):
        super().__init__()
        self.ticker = ticker
        self.alive = True

    def run(self):
        while self.alive:
            data  = pybithumb.get_orderbook(self.ticker, limit=10)
            time.sleep(0.05)
            self.dataSent.emit(data)

    def close(self):
        self.alive = False

class OrderbookWidget(QWidget):
    def __init__(self, parent=None, ticker="BTC"):
        super().__init__(parent)
        uic.loadUi("table.ui", self)
        self.ticker = ticker

        for i in range(self.tableBids.rowCount()):
            # 매도호가
            item_0 = QTableWidgetItem(str(""))
            item_0.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableAsks.setItem(i, 0, item_0)

            item_1 = QTableWidgetItem(str(""))
            item_1.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableAsks.setItem(i, 1, item_1)

            item_2 = QProgressBar(self.tableAsks)
            item_2.setAlignment(Qt.AlignRight | Qt.AlignVCenter)
            item_2.setStyleSheet("""
                QProgressBar {background-color : rgba(0, 0, 0, 0%);border : 1}
                QProgressBar::Chunk {background-color : rgba(255, 0, 0, 50%);border : 1}
            """)
            self.tableAsks.setCellWidget(i, 2, item_2)

            # 매수호가
            item_0 = QTableWidgetItem(str(""))
            item_0.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableBids.setItem(i, 0, item_0)

            item_1 = QTableWidgetItem(str(""))
            item_1.setTextAlignment(Qt.AlignRight | Qt.AlignVCenter)
            self.tableBids.setItem(i, 1, item_1)

            item_2 = QProgressBar(self.tableBids)
            item_2.setAlignment(Qt.AlignRight | Qt.AlignVCenter)
            item_2.setStyleSheet("""
               QProgressBar {background-color : rgba(0, 0, 0, 0%);border : 1}
               QProgressBar::Chunk {background-color : rgba(0, 255, 0, 40%);border : 1} 
            """)
            self.tableBids.setCellWidget(i, 2, item_2)

        self.ow = OrderbookWorker(self.ticker)
        self.ow.dataSent.connect(self.updateData)
        self.ow.start()

    def updateData(self, data):
        tradingBidValues = [ ]
        for v in data['bids']:
            tradingBidValues.append(int(v['price'] * v['quantity']))
        tradingAskValues = [ ]
        for v in data['asks'][::-1]:
            tradingAskValues.append(int(v['price'] * v['quantity']))
        maxtradingValue = max(tradingBidValues + tradingAskValues)

        for i, v in enumerate(data['asks'][::-1]):
            item_0 = self.tableAsks.item(i, 0)
            item_0.setText(f"{v['price']:,}")
            item_1 = self.tableAsks.item(i, 1)
            item_1.setText(f"{v['quantity']:,}")
            item_2 = self.tableAsks.cellWidget(i, 2)
            item_2.setRange(0, maxtradingValue)
            item_2.setFormat(f"{tradingAskValues[i]:,}")
            item_2.setValue(tradingAskValues[i])

        for i, v in enumerate(data['bids']):
            item_0 = self.tableBids.item(i, 0)
            item_0.setText(f"{v['price']:,}")
            item_1 = self.tableBids.item(i, 1)
            item_1.setText(f"{v['quantity']:,}")
            item_2 = self.tableBids.cellWidget(i, 2)
            item_2.setRange(0, maxtradingValue)
            item_2.setFormat(f"{tradingBidValues[i]:,}")
            item_2.setValue(tradingBidValues[i])

    def closeEvent(self, event):
        self.ow.close()

if __name__ == "__main__":
    import sys
    from PyQt5.QtWidgets import QApplication
    app = QApplication(sys.argv)
    ow = OrderbookWidget()
    ow.show()
    exit(app.exec_())