def getDataDatabase(startMinuteBack, endMinuteBack):
"""
:param startMinuteBack: first minute of the interval you want
:param endMinuteBack: end minute of the interval desired
:return:
"""
global priceSymbols
priceSymbols = PriceSymbolsUpdater.chooseUpdate('binance')
#code for writing the values into three text files for each crypto: an open price, close price, and volume file.
dirname = os.path.dirname(os.path.realpath(__file__))
filename = os.path.join(dirname + '/', '')
databasePath = os.path.join(dirname + '/', 'databases/' + 'binance.db')
conn = sqlite3.connect(databasePath)
cur = conn.cursor()
openPriceDict = {}
closePriceDict = {}
volumeDict = {}
highPriceDict = {}
lowPriceDict = {}
length = getNumRows(cur, 'openprices')
print(length)
startIndex = length - startMinuteBack - 1
endIndex = length - endMinuteBack - 1
index = startIndex
for key, crypto in priceSymbols.items():
openPriceDict[crypto] = []
closePriceDict[crypto] = []
volumeDict[crypto] = []
highPriceDict[crypto] = []
lowPriceDict[crypto] = []
while (endIndex < index <= startIndex):
for key, crypto in priceSymbols.items():
openPrice = select_by_crypto(conn, 'openprices', crypto,
index)[0][0]
closePrice = select_by_crypto(conn, 'closeprices', crypto,
index)[0][0]
volume = select_by_crypto(conn, 'volumes', crypto, index)[0][0]
highPrice = select_by_crypto(conn, 'highprices', crypto,
index)[0][0]
lowPrice = select_by_crypto(conn, 'lowprices', crypto, index)[0][0]
openPriceDict[crypto].append(openPrice)
closePriceDict[crypto].append(closePrice)
volumeDict[crypto].append(volume)
highPriceDict[crypto].append(highPrice)
lowPriceDict[crypto].append(lowPrice)
index -= 1
return openPriceDict, closePriceDict, volumeDict, highPriceDict, lowPriceDict
def createVolumeDict():
buyVolumeDict = {}
sellVolumeDict = {}
# creating a timestamp of the current time and finding which day of the week it is
currentTime = datetime.datetime.now(tz=pytz.UTC)
currentTime = currentTime.astimezone(pytz.timezone('US/Eastern'))
hour = currentTime.strftime("%H%M")
minute = int(currentTime.strftime("%M"))
day = currentTime.isoweekday()
weekday = {
1: "Monday",
2: "Tuesday",
3: "Wednesday",
4: "Thursday",
5: "Friday",
6: "Saturday",
7: "Sunday"
}[day]
delta = minute % 10
if(delta == 0):
for key, value in priceSymbols.items():
value = value.lower()
temp1, temp2 = readPickle(value, weekday, hour)
buyVolumeDict.update(temp1)
sellVolumeDict.update(temp2)
# if the time difference is greater than or equal to 5 minutes round up
if (delta >= 5):
currentTime = currentTime + datetime.timedelta(minutes=(10 - delta))
hour = currentTime.strftime("%H%M")
for key, value in priceSymbols.items():
value = value.lower()
temp1, temp2 = readPickle(value, weekday, hour)
buyVolumeDict.update(temp1)
sellVolumeDict.update(temp2)
# if the time difference is less than 5 subtract to nearest 10 minute interval
elif(delta < 5):
currentTime = currentTime + datetime.timedelta(minutes=(-delta))
hour = currentTime.strftime("%H%M")
for key, value in priceSymbols.items():
value = value.lower()
temp1, temp2 = readPickle(value, weekday, hour)
buyVolumeDict.update(temp1)
sellVolumeDict.update(temp2)
return buyVolumeDict, sellVolumeDict
def getDataBinance(numDays):
"""
:param numDays:
:return:
"""
global priceSymbols
noData = {}
priceSymbols = PriceSymbolsUpdater.chooseUpdate('binance')
#the absolute end time for all data
absEndTime = requests.get("https://api.binance.com/api/v1/time")
absEndTime = absEndTime.json()
#code for writing the values into three text files for each crypto: an open price, close price, and volume file.
for key, currencyname in priceSymbols.items():
noDataCount = 0
#creating the file path lengths and opening them
openPriceCryptoPath = os.path.join(cryptoPaths, currencyname + "OpenPrice" + ".txt")
closePriceCryptoPath = os.path.join(cryptoPaths, currencyname + "ClosePrice" + ".txt")
volumeCryptoPath = os.path.join(cryptoPaths, currencyname + "Volume" + ".txt")
highCryptoPath = os.path.join(cryptoPaths, currencyname + "High" + ".txt")
lowCryptoPath = os.path.join(cryptoPaths, currencyname + "Low" + ".txt")
oprice = open(openPriceCryptoPath, "w")
cprice = open(closePriceCryptoPath, "w")
volume = open(volumeCryptoPath, "w")
highPrice = open(highCryptoPath, "w")
lowPrice = open(lowCryptoPath, "w")
#while loop with a counter to make sure that the start and endtime stay one day apart but go backwards in time, numdays amount of days
timeBackwards = 0
while(timeBackwards < ONE_DAY*numDays):
endTime = absEndTime['serverTime'] - timeBackwards
startTime = endTime - ONE_THIRD_DAY
parameters = {'symbol': currencyname, 'startTime': startTime, 'endTime': endTime, 'interval': '1m'}
data = requests.get("https://api.binance.com/api/v1/klines", params=parameters)
data = data.json()
if(len(data) == 0):
noDataCount+=1
noData.update({currencyname: noDataCount})
print("Length of data set: {} coin associated with data set: {} data set: {}".format(len(data), currencyname, data))
for i in reversed(data):
oprice.write("{},".format(i[1]))
highPrice.write("{}, ".format(i[2]))
lowPrice.write("{}, ".format(i[3]))
cprice.write("{},".format(i[4]))
volume.write("{},".format(i[5]))
timeBackwards += ONE_THIRD_DAY
print(noData)
#closing all the files once we're done
oprice.close()
highPrice.close()
lowPrice.close()
cprice.close()
volume.close()
def calcVolumes(timestamp, maxLoss):
threads = []
for key, currency in priceSymbols.items():
thread = volumeThread(currency, timestamp, -1)
thread.start()
threads.append(thread)
for thread in threads:
thread.join()
def testCalcMinBidandAsk(acceptedLossPercentage, levelsToAccess):
prices = {}
minBid = 0.0
minAsk = 0.0
global basesource
for key, currencyname in priceSymbols.items():
source = basesource + '/ws/' + str(currencyname) + '@depth' + str(
levelsToAccess)
# try to open with urllib (if source is http, ftp, or file URL)
try:
print(source)
except (IOError, OSError):
print('error')
pass
def generatePriceSymbols(desiredVolume, maxLoss, website='binance'):
"""
:param desiredVolume:
:param maxLoss:
:param website:
:return:
"""
global priceSymbols
#list to hold all the threads
threads = []
#get an updated version of price symbols
symbols = PriceSymbolsUpdater.chooseUpdate(website)
#get the prices to lowercase
priceSymbols = getLowerCaseDict(symbols)
#iterate through the price symbols dictionary and create a thread to find the the depth of that crypto then append the thread to the list of threads
for key, currencyname in priceSymbols.items():
thread = depthThread(currencyname, desiredVolume, maxLoss, price)
thread.start()
threads.append(thread)
#asyncio.get_event_loop().run_until_complete(getDepth(value, 10000, -1))
#wait for all the threads to finish
for thread in threads:
thread.join()
#uppercase the symbols
for i in possibleBuyCryptos:
i.upper()
for i in possibleSellCryptos:
i.upper()
print("Buy List: {}".format(possibleBuyCryptos))
print("Num Items: {}".format(len(possibleBuyCryptos)))
print("Sell List: {}".format(possibleSellCryptos))
print('Num Items: {}'.format(len(possibleSellCryptos)))
return possibleBuyCryptos
def getbinancedistribution(lossallowed):
"""
:param lossallowed: the percentage loss allowed
:return:
"""
priceSymbols = updatePriceSymbolsBinance()
# start of the main code
# compare current time against 4 pm to see if its within a ten minute interval
baseTS = datetime.datetime(2018, 5, 25, 16, 0, 0)
baseTS = baseTS.astimezone(pytz.timezone('US/Eastern'))
threads = []
price = [0.0]
pThread = priceThread(price)
pThread.start()
buffertimestart = time.time()
while(True):
# get the date current time and set it to US Eastern time
currentTime = datetime.datetime.now(tz=pytz.UTC)
currentTime = currentTime.astimezone(pytz.timezone('US/Eastern'))
# find time delta between current time and the base timestamp
timedelta = currentTime.minute - baseTS.minute
print('Time delta = {}'.format(timedelta))
if (timedelta % 10 == 0):
print("Time Difference is 10 minutes")
threads = []
for key, currency in priceSymbols.items():
currency = currency.lower()
thread = volumeThread(currency, currentTime, lossallowed, pThread)
thread.start()
threads.append(thread)
for thread in threads:
thread.join()
time.sleep(60.0 - ((time.time() - buffertimestart) % 60.0))
def getDataBinance(numDays):
"""
:param numDays:
:return:
"""
# code for writing the values into three text files for each crypto: an open price, close price, and volume file.
for key, currencyname in priceSymbols.items():
# creating the file path lengths and opening them
openPriceCryptoPath = os.path.join(cryptoPaths,
currencyname + "OpenPrice" + ".txt")
closePriceCryptoPath = os.path.join(
cryptoPaths, currencyname + "ClosePrice" + ".txt")
volumeCryptoPath = os.path.join(cryptoPaths,
currencyname + "Volume" + ".txt")
highCryptoPath = os.path.join(cryptoPaths,
currencyname + "High" + ".txt")
lowCryptoPath = os.path.join(cryptoPaths,
currencyname + "Low" + ".txt")
oprice = open(openPriceCryptoPath, "w")
cprice = open(closePriceCryptoPath, "w")
volume = open(volumeCryptoPath, "w")
highPrice = open(highCryptoPath, "w")
lowPrice = open(lowCryptoPath, "w")
endTime = requests.get("https://api.binance.com/api/v1/time")
endTime = endTime.json()
endTime = endTime['serverTime']
print("Time object: {} Type: {}".format(endTime, type(endTime)))
# while loop with a counter to make sure that the start and endtime stay one day apart but go backwards in time, numdays amount of days
timeBackwards = numDays * ONE_DAY
endTime = endTime - timeBackwards
time.sleep(1)
while (timeBackwards > 0):
endTime += ONE_THIRD_DAY
startTime = endTime - ONE_THIRD_DAY
parameters = {
'symbol': currencyname,
'startTime': startTime,
'endTime': endTime,
'interval': '1m'
}
data = requests.get("https://api.binance.com/api/v1/klines",
params=parameters)
print("Start Time: {} End Time: {}".format(startTime, endTime))
endTimeDate = datetime.datetime.fromtimestamp(endTime / 1000.0)
startTimeDate = datetime.datetime.fromtimestamp(startTime / 1000.0)
print("Start Time: {} End Time: {}".format(startTimeDate,
endTimeDate))
data = data.json()
print("Data: {}".format(data))
print("Type: {}".format(type(data)))
for i in data:
if (i[1] != '[]'):
oprice.write("{},".format(i[1]))
if (i[2] != '{}'):
highPrice.write("{}, ".format(i[2]))
if (i[3] != '{}'):
lowPrice.write("{}, ".format(i[3]))
if (i[4] != '[]'):
cprice.write("{},".format(i[4]))
if (i[5] != '[]'):
volume.write("{},".format(i[5]))
timeBackwards -= ONE_THIRD_DAY
# closing all the files once we're done
oprice.close()
highPrice.close()
lowPrice.close()
cprice.close()
volume.close()
def getDatabaseValues(numDays, priceSymbols, startHour, startMin):
#find the current time to compare the delta between when it should have started and now.
currentTime = datetime.datetime.now(tz=pytz.UTC)
currentTime = currentTime.astimezone(pytz.timezone('US/Eastern'))
#find the hour and min deltas
hourDelta = currentTime.hour - startHour
minDelta = currentTime.minute - startMin
#if there was an hour delta convert to min and add to delta
if (hourDelta > 0):
hourInMin = hourDelta * 60
minDelta += hourInMin
print(minDelta)
#calculate how many days we need to go back in minutes
daysInMin = 1440 * numDays
#create path to connect to database and create a cursor object to the database
dirname = os.path.dirname(os.path.realpath(__file__))
filename = os.path.join(dirname + '/', '')
databasePath = os.path.join(dirname + '/', 'databases/' + 'binance.db')
conn = sqlite3.connect(databasePath)
cursor = conn.cursor()
#instantiate all the dictionaries for the various values
openPriceDict = {}
closePriceDict = {}
volumeDict = {}
highPriceDict = {}
lowPriceDict = {}
#find the length of all the dictionaries so we know how far back we have to move the index.
openPriceLen = getNumRows(cursor, 'openprices')
closePriceLen = getNumRows(cursor, 'closeprices')
volumeLen = getNumRows(cursor, 'volumes')
highPriceLen = getNumRows(cursor, 'highPrices')
lowPriceLen = getNumRows(cursor, 'lowPrices')
#iterate through all the cryptos and add their values to the dictionaries with the key value pair of {crypto name: [list of values]}
for key, crypto in priceSymbols.items():
#the index starts at the end of the database - whatever time delta there is - 1 because its an index
index = openPriceLen - minDelta - 1
#these cryptos are not part of the database yet
if (crypto == 'KEYBTC' or crypto == 'NASBTC' or crypto == 'MFTBTC'
or crypto == 'DENTBTC'):
continue
#iterator object to make sure that we go back far enough
#todo change openPriceLen in the conditional to daysInMin
iterator = 0
while (iterator < openPriceLen):
#if its the first item we are adding use update to add the key value pair with a list of one value
if (index == openPriceLen - minDelta - 1):
openPriceDict.update({
crypto:
[select_by_crypto(conn, 'openprices', crypto, index)]
})
closePriceDict.update({
crypto:
[select_by_crypto(conn, 'closeprices', crypto, index)]
})
volumeDict.update({
crypto: [select_by_crypto(conn, 'volumes', crypto, index)]
})
highPriceDict.update({
crypto:
[select_by_crypto(conn, 'highprices', crypto, index)]
})
lowPriceDict.update({
crypto:
[select_by_crypto(conn, 'lowprices', crypto, index)]
})
#after the first value just append to the list in the key value pair
else:
openPriceDict[crypto].append(
select_by_crypto(conn, 'openprices', crypto, index))
closePriceDict[crypto].append(
select_by_crypto(conn, 'closeprices', crypto, index))
volumeDict[crypto].append(
select_by_crypto(conn, 'volumes', crypto, index))
highPriceDict[crypto].append(
select_by_crypto(conn, 'highprices', crypto, index))
lowPriceDict[crypto].append(
select_by_crypto(conn, 'lowprices', crypto, index))
#iterate index backwards farther into the database and iterator forwards towards the min total we are supposed to go back
index -= 1
iterator += 1
return openPriceDict, closePriceDict, volumeDict, highPriceDict, lowPriceDict
def get_num_prices():
count = 0
for key, value in priceSymbols.items():
count += 1
print(count)
