Tried to make pylint happy.
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@ -1,14 +1,27 @@
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#!/usr/bin/python3
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'''
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Fetch BTCUSD OHLC data from few market places and serve it forward with simple json api.
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import krakenex, math
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import json, sqlite3, binascii
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import requests, os, time
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import threading, ecdsa
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from Cryptodome.Cipher import AES
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Creates: ./btc_ohlc.db
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serves: localhost:5000/[t] and /serverkey
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Authentication via auth header with signatures
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'''
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import math
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import json
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import os
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import time
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import sqlite3
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import binascii
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import threading
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from hashlib import sha256
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import requests
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import ecdsa
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import krakenex
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from flask import Flask, jsonify, request
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#from Cryptodome.Cipher import AES
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database = "btc_ohlc.db"
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DATABASE = "btc_ohlc.db"
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app = Flask(__name__)
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## Add your public key here
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@ -30,13 +43,14 @@ database_lock = threading.Lock()
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empty_dict = {"exchange": "", "timestamp": 0, "open": 0, "high": 0, "low": 0, "close": 0, "volume_quote": 0, "volume_base": 0, "trades": 0}
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empty_json = json.dumps(empty_dict)
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def Checkthedatabase():
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## Some sanity for the database
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# check if the database file exists
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if not os.path.exists(database):
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db = sqlite3.connect(database)
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db.execute("""\
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def check_database():
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"""
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Check the database for the 'ohlc' table.
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If the database file or the table does not exist, create them.
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"""
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if not os.path.exists(DATABASE):
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new_db = sqlite3.connect(DATABASE)
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new_db.execute("""\
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CREATE TABLE ohlc (
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id INTEGER PRIMARY KEY,
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exchange TEXT NOT NULL,
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@ -49,20 +63,20 @@ def Checkthedatabase():
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volume_base REAL NOT NULL,
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trades INTEGER NOT NULL )""")
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db.commit()
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db.close()
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db = sqlite3.connect(database)
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new_db.commit()
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new_db.close()
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new_db = sqlite3.connect(DATABASE)
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# Check if the table exists
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table_exists = False
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cursor = db.execute("PRAGMA table_info(ohlc)")
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cursor = new_db.execute("PRAGMA table_info(ohlc)")
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for row in cursor:
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table_exists = True
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# Create the table if it doesn't exist
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if not table_exists:
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db.execute("""\
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new_db.execute("""\
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CREATE TABLE ohlc (
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id INTEGER PRIMARY KEY,
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exchange TEXT NOT NULL,
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@ -74,15 +88,19 @@ def Checkthedatabase():
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volume_quote REAL NOT NULL,
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volume_base REAL NOT NULL,
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trades INTEGER NOT NULL )""")
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db.commit()
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new_db.commit()
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def fetch_kraken():
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### Kraken
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"""
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Fetch BTCUSD OHLC data from Kraken in json.
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Returns:
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str: 5min OHLC data in JSON format.
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"""
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kraken = krakenex.API()
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response = kraken.query_public('OHLC', {'pair': 'BTCUSD', 'interval': 240 })
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ohlc_data = response['result']['XXBTZUSD']
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candle_stick_data = {
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'exchange': 'kraken',
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'timestamp': ohlc_data[1][0],
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@ -94,20 +112,24 @@ def fetch_kraken():
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'volume_base': sum(float(item[6]) for item in ohlc_data),
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'trades': sum(item[7] for item in ohlc_data),
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}
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kraken_json = json.dumps(candle_stick_data, indent=2)
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#print("Kraken: OK")
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#print(kraken_json)
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return kraken_json
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def fetch_bitstamp():
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## Bitstamp
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"""
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Fetch Bitstamp data ja serve it as json.
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Returns:
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str: 5min OHLC data in JSON format.
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"""
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response = requests.get("https://www.bitstamp.net/api/v2/ohlc/btcusd/?step=300&limit=1")
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if response.status_code == 200: # check if the request was successful
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bitstamp_data = response.json()
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ohlc_data = bitstamp_data["data"]["ohlc"]
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candle_stick_data = {
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'exchange': 'bitstamp',
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'timestamp': int(ohlc_data[0]['timestamp']),
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@ -119,7 +141,7 @@ def fetch_bitstamp():
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'volume_base': 0, # not provided by Bitstamp API
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'trades': 0, # not provided by Bitstamp API
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}
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bitstamp_json = json.dumps(candle_stick_data, indent=2)
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#print("Bitstamp: OK")
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# print(bitstamp_json)
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@ -129,9 +151,13 @@ def fetch_bitstamp():
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return empty_json
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def fetch_bitfinex():
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## Bitfinex
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"""
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Bitfinex
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Returns:
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str: 5min OHLC data in JSON format.
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"""
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response = requests.get("https://api-pub.bitfinex.com/v2/candles/trade:5m:tBTCUSD/last")
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if response.status_code == 200: # check if the request was successful
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ohlc_data = response.json()
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candle_stick_data = {
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@ -145,7 +171,7 @@ def fetch_bitfinex():
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'volume_base': 0, # not provided by Bitfinex API
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'trades': 0, # not provided by Bitfinex API
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}
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bitfinex_json = json.dumps(candle_stick_data, indent=2)
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#print("Bitfinex: OK")
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#print(bitfinex_json)
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@ -155,9 +181,13 @@ def fetch_bitfinex():
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return empty_json
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def fetch_gemini():
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## Gemini
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"""
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Fetch BTCUSD OHLC data from Gemini
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Returns:
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str: 5min OHLC data in JSON format.
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"""
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response = requests.get("https://api.gemini.com/v2/candles/btcusd/5m")
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if response.status_code == 200: # check if the request was successful
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gemini_ohlc = response.json()
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candle_stick_data = {
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@ -180,8 +210,11 @@ def fetch_gemini():
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return empty_json
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def fetch_bybit():
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## BYBIT
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#curl 'https://api-testnet.bybit.com/v2/public/kline/list?symbol=BTCUSD&interval=5&from=1672225349&limit=3'
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"""
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Fetch BTCUSD OHLC data from Bybit
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Returns:
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str: 5min OHLC data in JSON format.
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"""
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base_url = 'https://api.bybit.com/v2/public/kline/list?symbol=BTCUSD&interval=5&from='
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current_unixtime = int(time.time())
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last_minute = math.floor(current_unixtime / 60)
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@ -209,18 +242,23 @@ def fetch_bybit():
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return empty_json
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def write_dict_to_database(in_dict, connection):
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"""
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Writes given dict to given database.
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Arguments: dict, db.connection()
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Uses shared global database_lock.
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"""
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cursor = connection.cursor()
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# use placeholders for the values in the insert statement
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insert_query = "insert into ohlc (exchange, timestamp, open, high, low, close, volume_quote, volume_base, trades) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)"
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values = (in_dict['exchange'],
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in_dict['timestamp'],
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in_dict['open'],
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in_dict['high'],
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in_dict['low'],
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in_dict['close'],
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in_dict['volume_quote'],
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in_dict['volume_base'],
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values = (in_dict['exchange'],
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in_dict['timestamp'],
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in_dict['open'],
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in_dict['high'],
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in_dict['low'],
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in_dict['close'],
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in_dict['volume_quote'],
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in_dict['volume_base'],
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in_dict['trades'])
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## apply lock while writing to database
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with database_lock:
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@ -228,19 +266,27 @@ def write_dict_to_database(in_dict, connection):
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connection.commit()
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def get_the_data():
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#cursor = db.cursor()
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while True:
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db = sqlite3.connect(database)
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write_dict_to_database(json.loads(fetch_kraken()), db)
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write_dict_to_database(json.loads(fetch_bitfinex()), db)
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write_dict_to_database(json.loads(fetch_bitstamp()), db)
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write_dict_to_database(json.loads(fetch_gemini()), db)
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write_dict_to_database(json.loads(fetch_bybit()), db)
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db.close()
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"""
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Creates infinite While True loop to fetch OHLC data and save it to database.
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"""
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while True:
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ohlc_db = sqlite3.connect(DATABASE)
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write_dict_to_database(json.loads(fetch_kraken()), ohlc_db)
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write_dict_to_database(json.loads(fetch_bitfinex()), ohlc_db)
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write_dict_to_database(json.loads(fetch_bitstamp()), ohlc_db)
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write_dict_to_database(json.loads(fetch_gemini()), ohlc_db)
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write_dict_to_database(json.loads(fetch_bybit()), ohlc_db)
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ohlc_db.close()
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print("fetches done at", time.time(), "sleeping now for 290")
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time.sleep(290)
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def check_auth(text, signature):
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"""
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Check signatures against known public keys
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Arguments: text, signature
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Reads: Global public user_publickeys dict.
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Returns: True / False
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"""
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## Make bytes-object from given signature
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sig_bytes = bytes.fromhex(signature)
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## We will iterate over all user keys to determ who is we are talking to and should they have access
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@ -248,9 +294,9 @@ def check_auth(text, signature):
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## Create bytes-object from the public in 'value' variable
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## and use it to create VerifyingKey (vk)
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public_key_bytes = bytes.fromhex(value)
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vk = ecdsa.VerifyingKey.from_string(public_key_bytes, curve=ecdsa.SECP256k1)
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verifying_key = ecdsa.VerifyingKey.from_string(public_key_bytes, curve=ecdsa.SECP256k1)
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try:
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vk.verify(sig_bytes, bytes(text, 'utf-8'))
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verifying_key.verify(sig_bytes, bytes(text, 'utf-8'))
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print('user is', key)
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return True
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@ -259,6 +305,10 @@ def check_auth(text, signature):
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@app.route('/')
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def get_data():
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"""
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Serve the data from the database. Limit the responses by given timestamp.
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The pretty thing is under consideration...
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"""
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# Get the time (t) argument from the url"
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query_timestamp = request.args.get('t')
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# Should we make output pretty for curl users?
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@ -270,39 +320,41 @@ def get_data():
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if not check_auth(get_url, signature):
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return 'Access denied! Check your keys, maybe.', 403
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database_lock.acquire()
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db = sqlite3.connect(database)
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if query_timestamp:
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rows = db.execute("SELECT exchange, timestamp, open, high, low, close FROM ohlc WHERE timestamp > ? ORDER BY timestamp", (query_timestamp,)).fetchall()
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else:
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rows = db.execute('SELECT exchange, timestamp, open, high, low, close FROM ohlc ORDER BY timestamp').fetchall()
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query_timestamp = 0
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database_lock.release()
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with database_lock:
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btc_db = sqlite3.connect(DATABASE)
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if query_timestamp:
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rows = btc_db.execute("SELECT exchange, timestamp, open, high, low, close FROM ohlc WHERE timestamp > ? ORDER BY timestamp", (query_timestamp,)).fetchall()
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else:
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rows = btc_db.execute('SELECT exchange, timestamp, open, high, low, close FROM ohlc ORDER BY timestamp').fetchall()
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query_timestamp = 0
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data = {
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"timestamp": time.time(),
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"rows": rows
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}
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data = {
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"timestamp": time.time(),
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"rows": rows
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}
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# make sha256 checksum and append it to the data object
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data_shasum = sha256(json.dumps(data).encode('utf-8')).hexdigest()
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updated_data = {"shasum": data_shasum}
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updated_data.update(data)
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data = updated_data
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# sign the response
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signature = server_private_key.sign(json.dumps(data).encode('utf-8'))
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signature_hex = binascii.hexlify(signature).decode('utf-8')
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data['signature'] = signature_hex
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if query_pretty:
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response = json.dumps(data, indent=2, separators=(';\n', ' :'))
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response = json.dumps(data, indent=2, separators=(';\n', ' :'))
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else:
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response = json.dumps(data)
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return response, 200, {'Content-Type': 'application/json'}
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@app.route('/serverkey')
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def give_serverkey():
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"""
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Serve the public keys of this instace to the world.
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"""
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## This endpoint also under Authentication?
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signature = request.headers.get('auth')
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get_url = request.url
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@ -313,12 +365,12 @@ def give_serverkey():
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if __name__ == '__main__':
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# Make sanity checks for the database
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Checkthedatabase()
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check_database()
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# Start the data fetching backend process
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fetch_thread = threading.Thread(target=get_the_data)
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fetch_thread.daemon = True
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fetch_thread.start()
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# Start the Flask app
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app.run()
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