def getTrades(token, unit, exchange):
step = 720
last = getLast(token, unit, exchange)
start = last['time'] + 1
end = start + step - 1
while end <= timenow:
url = 'https://poloniex.com/public?command=returnTradeHistory¤cyPair=BTC_ETH&start=' + str(
start) + '&end=' + str(end)
try:
res = requests.get(url).json()
except requests.exceptions.RequestException as e:
print('Error: {}'.format(e))
else:
res = sorted(res, key=lambda k: k['tradeID'])
q = len(res)
buy = 0
sell = 0
price = 0
if q:
for row in res:
if row['type'] == 'buy':
buy = float(buy + float(row['amount']))
else:
sell = float(sell + float(row['amount']))
price = float(price + float(row['rate']))
price = round(price / q, 8)
buy = int(buy)
sell = int(sell)
data = [{
"measurement": 'ETH',
"tags": {
"unit": 'BTC',
"exchange": 'POL'
},
"time": end,
"fields": {
"price": price,
"buy": buy,
"sell": sell
}
}]
db.write_points(data, time_precision='s')
print(fromTS(start), ' : ', fromTS(end), ' | ', start, ' ||| ', price,
buy, sell)
start += step
end += step
with open('../_cache/ETH_BTC_PRICE', 'w') as f:
f.write(str(round(price * 1000000)))
f.close()
def bubbles(period, bubble, vol, name):
res = db.query(
'SELECT "price", "buy", "sell" FROM "ETH" WHERE "time" > %s' %
(period),
epoch='s')
x = []
y = []
area = []
colors = []
v = 0
for row in res:
first = row[0]['time']
last = row[len(row) - 1]['time']
#print(row)
for row in row:
v = int(row['buy'] - row['sell'])
if abs(v) >= vol:
x.append(fromTS(row['time']))
y.append(row['price'])
area.append(abs(int(v / bubble)))
if v > 0:
color = '#00C180'
else:
color = '#FF2D33'
colors.append(color)
hi = max(y, key=float)
low = min(y, key=float)
fig = plt.figure(figsize=(30, 15))
a = fig.gca()
a.set_frame_on(False)
#a.set_xticks([])
#a.set_yticks([])
plt.scatter(x=x, y=y, s=area, c=colors, linewidths=0, alpha=0.5)
plt.ylim([low - 0.000025, hi + 0.000025])
plt.xlim([fromTS(first - 3600), fromTS(last + 3600)])
plt.title("ETH/BTC Volume Bubbles")
plt.ylabel("Price")
plt.xlabel("yzoz.com")
plt.grid(True)
plt.savefig(path + 'eth-btc-bubbles-' + name + '.png',
dpi=72,
bbox_inches='tight',
pad_inches=0)
#plt.show()
plt.close()
print('Make Bubbles! ' + name)
def ac(period, name):
res = db.query(
'SELECT "price", "buy", "sell" FROM "ETH" WHERE "time" > %s' %
(period),
epoch='s')
vol = 0
date = []
volume = []
for row in res:
for row in row:
vol = vol + row['buy'] - row['sell']
volume.append(vol)
date.append(fromTS(row['time']))
#print(fromTS(row['time']))
ma = movingaverage(volume, 13)
fig = plt.figure(figsize=(30, 15))
a = fig.gca()
a.set_frame_on(False)
plt.plot(date[len(date) - len(ma):], ma, color='#000000')
plt.title("ETH/BTC Accumulation/Distribution")
plt.ylabel("Relative Volume")
plt.xlabel("yzoz.com")
plt.grid(True)
plt.savefig(path + 'eth-btc-ac-' + name + '.png',
dpi=72,
bbox_inches='tight',
pad_inches=0)
#plt.show()
plt.close()
print('Make AC! ' + name)
def volatility(weighted):
period = 365
try:
res = requests.get(
'https://poloniex.com/public?command=returnChartData¤cyPair=BTC_ETH&start=1450656000&end=9999999999&period=86400'
).json()
#with open('../_cache/ETH24h.json') as jsonData:
#res = json.load(jsonData)
except requests.exceptions.RequestException as e:
print('Error: {}'.format(e))
else:
prices = []
for row in res:
prices.append([row['weightedAverage'], row['date']])
i = 1
n = len(prices)
logPrices = []
logDates = []
while i < n:
logPrices.append(np.log(prices[i][0] / prices[i - 1][0]))
logDates.append(prices[i - 1][1])
i += 1
i = 0
j = weighted
n = len(logPrices)
stdPrices = []
stdDates = []
while j < n:
stdPrices.append(np.std(logPrices[i:j]) * math.sqrt(period) * 100)
stdDates.append(fromTS(logDates[j]))
i += 1
j += 1
fig = plt.figure(figsize=(30, 15))
a = fig.gca()
a.set_frame_on(False)
plt.plot(stdDates, stdPrices, color='#000000')
plt.title("ETH/BTC Historical Volatility")
plt.ylabel("HV" + str(weighted))
plt.xlabel("yzoz.com")
plt.grid(True)
plt.savefig(path + 'eth-btc-volatility-' + str(weighted) + '.png',
dpi=72,
bbox_inches='tight',
pad_inches=0)
#plt.show()
plt.close()
with open('../_cache/ETH_BTC_HV_' + str(weighted), 'w') as f:
f.write(str(round(stdPrices[len(stdPrices) - 1] / 100, 5)))
f.close()
#mc.set('ETHHV', round(stdPrices[len(stdPrices) - 1] / 100, 5), time=0)
print('Make Vola!' + str(weighted))
sell = 0
price = 0
if q:
for row in res:
if row['type'] == 'buy':
buy = float(buy + float(row['amount']))
else:
sell = float(sell + float(row['amount']))
price = float(price + float(row['rate']))
price = round(price / q, 8)
buy = int(buy)
sell = int(sell)
data = [{
"measurement": 'ETH',
"tags": {
"unit": 'BTC',
"exchange": 'POL'
},
"time": end,
"fields": {
"price": price,
"buy": buy,
"sell": sell
}
}]
db.write_points(data, time_precision='s')
print(fromTS(start), ' : ', fromTS(end), ' | ', start, ' ||| ', price, buy,
sell)
start += step
end += step