chatgpt/btc_tracker/kraken_fetch.py

#!/usr/bin/python3
"""
Fetch BTCUSD OHLC data from few market places and serve it forward with simple json api.

Creates: ./btc_ohlc.db
serves: localhost:5000/[t] and /serverkey
Authentication via auth header with signatures
"""

import math
import json
import os
import time
import sqlite3
import binascii
import threading
from hashlib import sha256
import requests
import ecdsa
import krakenex
from flask import Flask, jsonify, request

# from Cryptodome.Cipher import AES

DATABASE = "btc_ohlc.db"
KEYSFILE = "userkeys.json"
app = Flask(__name__)

## Generate the ECDSA keys for this instance
print("Generating ECDSA keys for this instance... just wait a bit...")
server_private_key = ecdsa.SigningKey.generate(curve=ecdsa.SECP256k1)
server_public_key = server_private_key.get_verifying_key()
# We need the hexadecimal form for sharing over http/json
server_public_key_hex = binascii.hexlify(server_public_key.to_string()).decode("utf-8")

database_lock = threading.Lock()

# Empty response json
empty_dict = {
    "exchange": "",
    "timestamp": 0,
    "open": 0,
    "high": 0,
    "low": 0,
    "close": 0,
    "volume_quote": 0,
    "volume_base": 0,
    "trades": 0,
}
empty_json = json.dumps(empty_dict)


def read_keys():
    with open(KEYSFILE, "r") as cfile:
        user_keys = json.load(cfile)
        return user_keys["user_publickeys"]


def check_database():
    """
    Check the database for the 'ohlc' table.
    If the database file or the table does not exist, create them.
    """
    if not os.path.exists(DATABASE):
        new_db = sqlite3.connect(DATABASE)
        new_db.execute(
            """\
    CREATE TABLE ohlc (
    id INTEGER PRIMARY KEY,
    exchange TEXT NOT NULL,
    timestamp INTEGER NOT NULL,
    open REAL NOT NULL,
    high REAL NOT NULL,
    low REAL NOT NULL,
    close REAL NOT NULL,
    volume_quote REAL NOT NULL,
    volume_base REAL NOT NULL,
    trades INTEGER NOT NULL )"""
        )

        new_db.commit()
        new_db.close()

    new_db = sqlite3.connect(DATABASE)
    # Check if the table exists

    table_exists = False
    cursor = new_db.execute("PRAGMA table_info(ohlc)")
    for row in cursor:
        table_exists = True

    # Create the table if it doesn't exist
    if not table_exists:
        new_db.execute(
            """\
    CREATE TABLE ohlc (
    id INTEGER PRIMARY KEY,
    exchange TEXT NOT NULL,
    timestamp INTEGER NOT NULL,
    open REAL NOT NULL,
    high REAL NOT NULL,
    low REAL NOT NULL,
    close REAL NOT NULL,
    volume_quote REAL NOT NULL,
    volume_base REAL NOT NULL,
    trades INTEGER NOT NULL )"""
        )
        new_db.commit()


def fetch_kraken():
    """
    Fetch BTCUSD OHLC data from Kraken in json.
    Returns:
        str: 5min OHLC data in JSON format.
    """
    kraken = krakenex.API()

    response = kraken.query_public("OHLC", {"pair": "BTCUSD", "interval": 240})
    ohlc_data = response["result"]["XXBTZUSD"]

    candle_stick_data = {
        "exchange": "kraken",
        "timestamp": ohlc_data[1][0],
        "open": ohlc_data[0][1],
        "high": max(item[2] for item in ohlc_data),
        "low": min(item[3] for item in ohlc_data),
        "close": ohlc_data[-1][4],
        "volume_quote": sum(float(item[5]) for item in ohlc_data),
        "volume_base": sum(float(item[6]) for item in ohlc_data),
        "trades": sum(item[7] for item in ohlc_data),
    }

    kraken_json = json.dumps(candle_stick_data, indent=2)
    return kraken_json


def fetch_bitstamp():
    """
    Fetch Bitstamp data ja serve it as json.
    Returns:
        str: 5min OHLC data in JSON format.
    """
    response = requests.get(
        "https://www.bitstamp.net/api/v2/ohlc/btcusd/?step=300&limit=1"
    )

    if response.status_code == 200:  # check if the request was successful
        bitstamp_data = response.json()
        ohlc_data = bitstamp_data["data"]["ohlc"]

        candle_stick_data = {
            "exchange": "bitstamp",
            "timestamp": int(ohlc_data[0]["timestamp"]),
            "open": float(ohlc_data[0]["open"]),
            "high": float(ohlc_data[0]["high"]),
            "low": float(ohlc_data[0]["low"]),
            "close": float(ohlc_data[0]["close"]),
            "volume_quote": float(ohlc_data[0]["volume"]),
            "volume_base": 0,  # not provided by Bitstamp API
            "trades": 0,  # not provided by Bitstamp API
        }

        bitstamp_json = json.dumps(candle_stick_data, indent=2)
        return bitstamp_json
    # if we get any thing else than http/200
    print(f"Error fetching data from Bitstamp API: {response.status_code}")
    return empty_json


def fetch_bitfinex():
    """
    Bitfinex
    Returns:
        str: 5min OHLC data in JSON format.
    """
    response = requests.get(
        "https://api-pub.bitfinex.com/v2/candles/trade:5m:tBTCUSD/last"
    )

    if response.status_code == 200:  # check if the request was successful
        ohlc_data = response.json()
        candle_stick_data = {
            "exchange": "bitfinex",
            "timestamp": ohlc_data[0],
            "open": ohlc_data[1],
            "high": ohlc_data[2],
            "low": ohlc_data[3],
            "close": ohlc_data[4],
            "volume_quote": ohlc_data[5],
            "volume_base": 0,  # not provided by Bitfinex API
            "trades": 0,  # not provided by Bitfinex API
        }

        bitfinex_json = json.dumps(candle_stick_data, indent=2)
        return bitfinex_json
    # if we get any thing else than http/200
    print(f"Error fetching data from Bitfinex API: {response.status_code}")
    return empty_json


def fetch_gemini():
    """
    Fetch BTCUSD OHLC data from Gemini
    Returns:
        str: 5min OHLC data in JSON format.
    """
    response = requests.get("https://api.gemini.com/v2/candles/btcusd/5m")

    if response.status_code == 200:  # check if the request was successful
        gemini_ohlc = response.json()
        candle_stick_data = {
            "exchange": "gemini",
            "timestamp": gemini_ohlc[0][0],
            "open": gemini_ohlc[0][1],
            "high": gemini_ohlc[0][2],
            "low": gemini_ohlc[0][3],
            "close": gemini_ohlc[0][4],
            "volume_quote": 0,  # not provided by Gemini API
            "volume_base": gemini_ohlc[0][5],
            "trades": 0,  # not provided by Gemini API
        }
        gemini_json = json.dumps(candle_stick_data, indent=2)
        return gemini_json
    # if we get any thing else than http/200
    print(f"Error fetching data from Gemini API: {response.status_code}")
    return empty_json


def fetch_bybit():
    """
    Fetch BTCUSD OHLC data from Bybit
    Returns:
        str: 5min OHLC data in JSON format.
    """
    base_url = (
        "https://api.bybit.com/v2/public/kline/list?symbol=BTCUSD&interval=5&from="
    )
    current_unixtime = int(time.time())
    last_minute = math.floor(current_unixtime / 60)
    last_minute_unixtime = str(last_minute * 60 - 300)
    query_url = "".join([base_url, last_minute_unixtime])
    response = requests.get(query_url)

    if response.status_code == 200:  # check if the request was successful
        bybit_ohlc = response.json()
        candle_stick_data = {
            "exchange": "bybit",
            "timestamp": bybit_ohlc["result"][0]["open_time"],
            "open": bybit_ohlc["result"][0]["open"],
            "high": bybit_ohlc["result"][0]["high"],
            "low": bybit_ohlc["result"][0]["low"],
            "close": bybit_ohlc["result"][0]["close"],
            "volume_quote": bybit_ohlc["result"][0]["volume"],
            "volume_base": bybit_ohlc["result"][0]["turnover"],
            "trades": 0,
        }
        bybit_json = json.dumps(candle_stick_data, indent=2)
        return bybit_json
    # if we get any thing else than http/200
    print(f"Error fetching data from Bybit API: {response.status_code}")
    return empty_json


def write_dict_to_database(in_dict, connection):
    """
    Writes given dict to given database.
    Arguments: dict, db.connection()
    Uses shared global database_lock.
    """
    cursor = connection.cursor()
    # use placeholders for the values in the insert statement
    insert_query = "insert into ohlc (exchange, timestamp, open, high, low, close, volume_quote, volume_base, trades) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)"

    values = (
        in_dict["exchange"],
        in_dict["timestamp"],
        in_dict["open"],
        in_dict["high"],
        in_dict["low"],
        in_dict["close"],
        in_dict["volume_quote"],
        in_dict["volume_base"],
        in_dict["trades"],
    )
    ## apply lock while writing to database
    with database_lock:
        cursor.execute(insert_query, values)
        connection.commit()


def get_the_data():
    """
    Creates infinite While True loop to fetch OHLC data and save it to database.
    """
    while True:
        ohlc_db = sqlite3.connect(DATABASE)
        write_dict_to_database(json.loads(fetch_kraken()), ohlc_db)
        write_dict_to_database(json.loads(fetch_bitfinex()), ohlc_db)
        write_dict_to_database(json.loads(fetch_bitstamp()), ohlc_db)
        write_dict_to_database(json.loads(fetch_gemini()), ohlc_db)
        write_dict_to_database(json.loads(fetch_bybit()), ohlc_db)
        ohlc_db.close()
        print("fetches done at", time.time(), "sleeping now for 290")
        time.sleep(290)


def check_auth(text, signature):
    """
    Check signatures against known public keys
    Arguments: text, signature
    Reads: Global public user_publickeys dict.
    Returns: True / False
    """
    ## Make bytes-object from given signature
    sig_bytes = bytes.fromhex(signature)
    ## We will iterate over all user keys to determ who is we are talking to and should they have access
    for key, value in user_publickeys.items():
        ## Create bytes-object from the public in 'value' variable
        ## and use it to create VerifyingKey (vk)
        public_key_bytes = bytes.fromhex(value)
        verifying_key = ecdsa.VerifyingKey.from_string(
            public_key_bytes, curve=ecdsa.SECP256k1
        )
        try:
            verifying_key.verify(sig_bytes, bytes(text, "utf-8"))
            print("user is", key)

            return True
        except ecdsa.BadSignatureError:
            return False


@app.route("/")
def get_data():
    """
    Serve the data from the database. Limit the responses by given timestamp.
    The pretty thing is under consideration...
    """
    # Get the time (t) argument from the url"
    query_timestamp = request.args.get("t")
    # Should we make output pretty for curl users?
    query_pretty = request.args.get("pretty")

    # Authentication header, signatured the query with private key of a user
    signature = request.headers.get("auth")
    get_url = request.url
    if not check_auth(get_url, signature):
        return "Access denied! Check your keys, maybe.", 403

    with database_lock:
        btc_db = sqlite3.connect(DATABASE)
        if query_timestamp:
            rows = btc_db.execute(
                "SELECT exchange, timestamp, open, high, low, close FROM ohlc WHERE timestamp > ? ORDER BY timestamp",
                (query_timestamp,),
            ).fetchall()
        else:
            rows = btc_db.execute(
                "SELECT exchange, timestamp, open, high, low, close FROM ohlc ORDER BY timestamp"
            ).fetchall()
            query_timestamp = 0

        data = {"timestamp": time.time(), "rows": rows}

    # make sha256 checksum and append it to the data object
    data_shasum = sha256(json.dumps(data).encode("utf-8")).hexdigest()
    updated_data = {"shasum": data_shasum}
    updated_data.update(data)
    data = updated_data

    # sign the response
    signature = server_private_key.sign(json.dumps(data).encode("utf-8"))
    signature_hex = binascii.hexlify(signature).decode("utf-8")
    data["signature"] = signature_hex

    if query_pretty:
        response = json.dumps(data, indent=2, separators=(";\n", " :"))
    else:
        response = json.dumps(data)
    return response, 200, {"Content-Type": "application/json"}


@app.route("/serverkey")
def give_serverkey():
    """
    Serve the public keys of this instace to the world.
    """
    ## This endpoint also under Authentication?
    signature = request.headers.get("auth")
    get_url = request.url
    if not check_auth(get_url, signature):
        return "Access denied! Check your keys, maybe.", 403

    return jsonify({"public_key": server_public_key_hex})


if __name__ == "__main__":
    # Make sanity checks for the database
    check_database()

    # Get the users public keys
    user_publickeys = read_keys()

    # Start the data fetching backend process§
    fetch_thread = threading.Thread(target=get_the_data)
    fetch_thread.daemon = True
    fetch_thread.start()

    # Start the Flask app
    app.run()