def a(bot, update, args):
bot.send_chat_action(chat_id=update.message.chat_id,
action=telegram.ChatAction.TYPING)
if str(update.message.from_user.username) in userList:
try:
change_24h_lb = float(args[-2])
change_24h_ub = float(args[-1])
except Exception:
change_24h_lb = +3
change_24h_ub = +1000
marketList = utilities.get_market_list(client, 'BTC')
marketList = marketList[marketList['change_24h']>=change_24h_lb]
marketList = marketList[marketList['change_24h']<=change_24h_ub]
TIME_FRAME_STEP = ['15m', '15m', '15m']
TIME_FRAME = ['1d', '4h', '1h']
TIME_FRAME_DURATION = ['60 days ago UTC', '14 days ago UTC', '5 days ago UTC']
for market in marketList['symbol']:
try:
analysis.analysis_visual(client,
market,
TIME_FRAME_STEP,
TIME_FRAME,
TIME_FRAME_DURATION)
bot.send_photo(chat_id=update.message.chat_id,
photo=open('img/'+market+'.png', 'rb'))
except Exception:
pass
def stop_hunt(client, stophuntRatio, TIME_FRAME, TIME_FRAME_DURATION):
marketList = utilities.get_market_list(client, 'BTC')
marketList['stop_hunt'] = 1.
for i in marketList.index:
market = marketList.at[i, 'symbol']
candles = utilities.get_candles(client, market, TIME_FRAME,
TIME_FRAME_DURATION)
candle = candles[candles['low'] < stophuntRatio * candles['close']]
if len(candle) >= 1:
marketList.at[i, 'stop_hunt'] = (candle['low'] /
candle['close']).min()
candidateList = marketList[marketList['stop_hunt'] < 1.]
candidateList = candidateList.sort_values(
'stop_hunt', ascending=True)['symbol'].tolist()
msg = '#STOPHUNT\n'
msg = msg + ' '.join([item[:-3] for item in candidateList])
return msg
def altcoin_scan(client):
marketList = utilities.get_market_list(client)
TIME_FRAME = '4h'
TIME_FRAME_DURATION = '30 days ago UTC'
for index in marketList.index:
market = marketList.at[index, 'symbol']
candles = utilities.get_candles(client, market, TIME_FRAME,
TIME_FRAME_DURATION)
candles['middle'] = .5 * (candles['open'] + candles['close'])
bottomIndex = candles['middle'].idxmin()
bottom = candles.at[bottomIndex, 'middle']
bottomCandles = candles[candles['low'] <= bottom]
bottomIndices = []
for k, g in groupby(enumerate(bottomCandles.index),
lambda x: x[0] - x[1]):
group = (map(itemgetter(1), g))
group = list(map(int, group))
bottomIndices.append((group[0], group[-1]))
marketList.at[index, 'n_bottom'] = len(bottomIndices)
marketList.at[index, 'bottom'] = bottom
marketList.at[index, 'price'] = candles.at[candles.index[-1], 'close']
marketList['diff'] = (marketList['price'] -
marketList['bottom']) / marketList['bottom'] * 100
marketList = marketList.sort_values('diff', ascending=True)
marketList = marketList.sort_values('n_bottom', ascending=False)
marketListBTC, marketListUSDT = utilities.market_classify(client)
marketListBTC = marketList[marketList['symbol'].isin(marketListBTC)]
marketListBTC = marketListBTC.set_index('symbol')
for i in marketList.index:
try:
if marketList['symbol'].at[i][-4:] != 'USDT':
marketList = marketList.drop(i)
except Exception:
pass
marketList = marketList.set_index('symbol')
try:
marketListBTC.to_csv('data/market_list_btc.csv')
marketList.to_csv('data/market_list_usdt.csv')
except Exception:
pass
return marketListBTC, marketList
def market_change(client):
marketList = pd.DataFrame(client.get_products()['data'])
parentMarketList = list(set(marketList['parentMarket'].tolist()))
msg = '#MARKET ' + time.ctime()
for parentMarket in parentMarketList:
baseAssetList = list(
set(marketList[marketList['parentMarket'] == parentMarket]
['quoteAsset']))
positiveCount = 0
negativeCount = 0
for baseAsset in baseAssetList:
marketList_ = utilities.get_market_list(client, baseAsset)
positiveCount = positiveCount + len(
marketList_[marketList_['change_24h'] >= 0.])
negativeCount = negativeCount + len(
marketList_[marketList_['change_24h'] < 0.])
msg = msg + '\n' + parentMarket + ': ' + str(
positiveCount) + ' (+) ' + str(negativeCount) + ' (-)'
return msg
def market_movement(client, timeInterval):
btcOnlyMarketList, usdtOnlyMarketList = utilities.market_classify(client)
marketList = utilities.get_market_list(client, 'BTC')
exchangeVolume = pd.DataFrame()
totalVolume = pd.DataFrame()
buyVolume = pd.DataFrame()
sellVolume = pd.DataFrame()
for market in btcOnlyMarketList:
try:
candles = utilities.get_candles(client,
market,
timeFrame='1d',
timeDuration=str(timeInterval) +
' days ago UTC')
totalVolume[market] = candles['quoteVolume']
totalVolume = totalVolume.fillna(0.)
buyVolume[market] = candles['buyQuoteVolume']
buyVolume = buyVolume.fillna(0.)
sellVolume[market] = candles['sellQuoteVolume']
sellVolume = sellVolume.fillna(0.)
except Exception:
pass
exchangeVolume['volume'] = totalVolume.iloc[:, :].sum(axis=1)
exchangeVolume['buy-volume'] = buyVolume.iloc[:, :].sum(axis=1)
exchangeVolume['sell-volume'] = sellVolume.iloc[:, :].sum(axis=1)
f, axes = plt.subplots(2, 1, gridspec_kw={'height_ratios': [1, 1]})
f.set_size_inches(20, 15)
ax = axes[0]
candles = utilities.get_candles(client,
market='BTCUSDT',
timeFrame='1d',
timeDuration=str(timeInterval) +
' days ago UTC')
visual.candlestick2_ohlc(ax,
candles['open'],
candles['high'],
candles['low'],
candles['close'],
width=0.6,
alpha=1)
ax.yaxis.grid(True)
for tic in ax.xaxis.get_major_ticks():
tic.tick1On = tic.tick2On = False
tic.label1On = tic.label2On = False
ax.set_xticks([])
ax.set_xlim(.5, timeInterval)
ax.yaxis.set_major_formatter(FormatStrFormatter('%.2f'))
ax.get_yaxis().set_label_coords(-0.075, 0.5)
ax.set_title('Binance Exchange Daily Movement Statistics over ' +
str(timeInterval) + ' day period',
fontsize=30,
y=1.03,
loc='center')
ax.set_ylabel("Bitcoin Price", fontsize=20)
ax = axes[1]
visual.candlestick2_ohlc(ax,
0 * exchangeVolume['volume'],
exchangeVolume['volume'],
0 * exchangeVolume['volume'],
exchangeVolume['volume'],
width=0.6,
alpha=.35)
visual.candlestick2_ohlc(ax,
0 * exchangeVolume['buy-volume'],
exchangeVolume['buy-volume'],
0 * exchangeVolume['buy-volume'],
exchangeVolume['buy-volume'],
width=0.28,
alpha=1,
shift=-0.15)
visual.candlestick2_ohlc(ax,
exchangeVolume['sell-volume'],
exchangeVolume['sell-volume'],
0 * exchangeVolume['sell-volume'],
0 * exchangeVolume['sell-volume'],
width=0.28,
alpha=1,
shift=+0.15)
ax.plot(exchangeVolume['volume'].rolling(window=20).mean(),
linewidth=2,
color='gray',
linestyle='-')
ax.yaxis.grid(True)
for tic in ax.xaxis.get_major_ticks():
tic.tick1On = tic.tick2On = False
tic.label1On = tic.label2On = False
ax.set_xticks([])
ax.set_xlim(.5, timeInterval)
ax.yaxis.set_major_formatter(FormatStrFormatter('%.2f'))
ax.get_yaxis().set_label_coords(-0.075, 0.5)
ax.set_ylabel("Altcoin Total Volume (" + str(len(btcOnlyMarketList)) +
"/" + str(len(marketList)) + " pairs)",
fontsize=20)
patchList = [
mpatches.Patch(color='gray', label='volume'),
mpatches.Patch(color='black', label='buy-volume'),
mpatches.Patch(color='red', label='sell-volume')
]
ax.legend(handles=patchList,
loc='best',
prop={'size': 20},
ncol=1,
framealpha=0.5)
f.tight_layout()
plt.savefig('img/market.png', bbox_inches='tight')