325 lines
11 KiB
Python
Executable File
325 lines
11 KiB
Python
Executable File
#!/usr/bin/python3
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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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from hashlib import sha256
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from flask import Flask, jsonify, request
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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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user_publickeys = {
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"user1": 'f1debc13fb21fe0eee54525aa4f8aae5733b201c755edaa55f8893c90aa375b261a62eaa3110651ac5d7705d402581256a37508b0a1ca28bd919ea44710d9c88'
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}
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## Generate the ECDSA keys for this instance
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print("Generating ECDSA keys for this instance... just wait a bit...")
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server_private_key = ecdsa.SigningKey.generate(curve=ecdsa.SECP256k1)
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server_public_key = server_private_key.get_verifying_key()
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# We need the hexadecimal form for sharing over http/json
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server_public_key_hex = binascii.hexlify(server_public_key.to_string()).decode('utf-8')
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database_lock = threading.Lock()
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# Empty response json
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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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CREATE TABLE ohlc (
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id INTEGER PRIMARY KEY,
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exchange TEXT NOT NULL,
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timestamp INTEGER NOT NULL,
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open REAL NOT NULL,
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high REAL NOT NULL,
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low REAL NOT NULL,
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close REAL NOT NULL,
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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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db.close()
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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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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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CREATE TABLE ohlc (
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id INTEGER PRIMARY KEY,
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exchange TEXT NOT NULL,
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timestamp INTEGER NOT NULL,
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open REAL NOT NULL,
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high REAL NOT NULL,
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low REAL NOT NULL,
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close REAL NOT NULL,
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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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def fetch_kraken():
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### Kraken
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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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'open': ohlc_data[0][1],
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'high': max(item[2] for item in ohlc_data),
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'low': min(item[3] for item in ohlc_data),
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'close': ohlc_data[-1][4],
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'volume_quote': sum(float(item[5]) for item in ohlc_data),
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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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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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'open': float(ohlc_data[0]['open']),
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'high': float(ohlc_data[0]['high']),
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'low': float(ohlc_data[0]['low']),
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'close': float(ohlc_data[0]['close']),
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'volume_quote': float(ohlc_data[0]['volume']),
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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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return bitstamp_json
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else:
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print(f"Error fetching data from Bitstamp API: {response.status_code}")
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return empty_json
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def fetch_bitfinex():
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## Bitfinex
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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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'exchange': 'bitfinex',
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'timestamp': ohlc_data[0],
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'open': ohlc_data[1],
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'high': ohlc_data[2],
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'low': ohlc_data[3],
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'close': ohlc_data[4],
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'volume_quote': ohlc_data[5],
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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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return bitfinex_json
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else:
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print(f"Error fetching data from Bitfinex API: {response.status_code}")
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return empty_json
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def fetch_gemini():
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## Gemini
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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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'exchange': 'gemini',
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'timestamp': gemini_ohlc[0][0],
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'open': gemini_ohlc[0][1],
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'high': gemini_ohlc[0][2],
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'low': gemini_ohlc[0][3],
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'close': gemini_ohlc[0][4],
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'volume_quote': 0, # not provided by Gemini API
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'volume_base': gemini_ohlc[0][5],
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'trades': 0, # not provided by Gemini API
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}
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gemini_json = json.dumps(candle_stick_data, indent=2)
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#print("Gemini: OK")
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#print(gemini_json)
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return gemini_json
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else:
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print(f"Error fetching data from Gemini API: {response.status_code}")
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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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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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last_minute_unixtime = str(last_minute * 60 - 300)
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query_url = ''.join([base_url, last_minute_unixtime])
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response = requests.get(query_url)
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if response.status_code == 200: # check if the request was successful
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bybit_ohlc = response.json()
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candle_stick_data = {
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'exchange': 'bybit',
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'timestamp': bybit_ohlc['result'][0]['open_time'],
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'open': bybit_ohlc['result'][0]['open'],
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'high': bybit_ohlc['result'][0]['high'],
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'low': bybit_ohlc['result'][0]['low'],
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'close': bybit_ohlc['result'][0]['close'],
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'volume_quote': bybit_ohlc['result'][0]['volume'],
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'volume_base': bybit_ohlc['result'][0]['turnover'],
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'trades': 0
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}
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bybit_json = json.dumps(candle_stick_data, indent=2)
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return bybit_json
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else:
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print(f"Error fetching data from Bybit API: {response.status_code}")
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return empty_json
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def write_dict_to_database(in_dict, connection):
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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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in_dict['trades'])
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## apply lock while writing to database
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with database_lock:
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cursor.execute(insert_query, values)
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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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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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## 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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for key, value in user_publickeys.items():
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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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try:
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vk.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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except ecdsa.BadSignatureError:
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return False
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@app.route('/')
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def get_data():
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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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query_pretty = request.args.get('pretty')
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# Authentication header, signatured the query with private key of a user
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signature = request.headers.get('auth')
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get_url = request.url
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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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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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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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## 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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if not check_auth(get_url, signature):
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return 'Access denied! Check your keys, maybe.', 403
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return jsonify({'public_key': server_public_key_hex})
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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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# 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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