19.12.2022 - development on kraken_fetch.py

This commit is contained in:
kalzu 2022-12-20 11:54:56 +02:00
parent 56cd2a3f3f
commit b9558bc826
3 changed files with 195 additions and 3 deletions

2
.gitignore vendored Normal file
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*.db
*.log

189
btc_tracker/kraken_fetch.py Executable file
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#!/usr/bin/python3
import krakenex
import json, sqlite3
import requests, os
database = "btc_ohlc.db"
def Checkthedatabase():
## Some sanity for the database
# check if btc_timeseries.db database file exists
if not os.path.exists(database):
db = sqlite3.connect(database)
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 )""")
db.commit()
db.close()
db = sqlite3.connect("database")
# Check if the table exists
table_exists = False
cursor = 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:
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 )""")
db.commit()
def fetch_kraken():
### Kraken
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)
#print("Kraken: OK")
#print(kraken_json)
return kraken_json
def fetch_bitstamp():
## Bitstamp
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)
#print("Bitstamp: OK")
#print(bitstamp_json)
return bitstamp_json
else:
print(f"Error fetching data from Bitstamp API: {response.status_code}")
return "Bitstamp: ERROR"
def fetch_bitfinex():
## Bitfinex
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)
#print("Bitfinex: OK")
#print(bitfinex_json)
return bitfinex_json
else:
print(f"Error fetching data from Bitfinex API: {response.status_code}")
return "Bitfinex: ERROR"
def fetch_gemini():
## Gemini
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)
#print("Gemini: OK")
#print(gemini_json)
return gemini_json
else:
print(f"Error fetching data from Gemini API: {response.status_code}")
return "Gemini: ERROR"
def write_dict_to_database(in_dict):
# 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'])
cursor.execute(insert_query, values)
db.commit()
def get_the_data():
write_dict_to_database(json.loads(fetch_kraken()))
write_dict_to_database(json.loads(fetch_bitfinex()))
write_dict_to_database(json.loads(fetch_bitstamp()))
write_dict_to_database(json.loads(fetch_gemini()))
db.close()
Checkthedatabase()
db = sqlite3.connect(database)
cursor = db.cursor()
get_the_data()
exit(0)

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sig_hex = binascii.hexlify(private_key.sign(message)).decode('utf-8')
#print('sig:', sig_hex)
reply = requests.get('http://localhost:5000/get', headers={"auth": sig_hex})
reply = requests.get('http://localhost:5000/get/123', headers={"auth": sig_hex})
output_status = str(reply.status_code)
output_content = str(reply.content)
return output_content, output_status
@app.route('/get')
def get():
@app.route('/get/<c_id>')
def get(c_id):
#vk = sk.get_verifying_key()
# Get the public key from the signing key object
public_key = keys['public_key']
print("public_key:", public_key)
print(line)
print("got id: ", c_id)
# Get the sig from auth header
sig = request.headers.get('auth')