def fetch_data(symbol, min_interval, points):
# Enter Binance keys
exchange = ccxt.binanceus({
'apiKey': crypto_config.binance_codes['key'],
'secret': crypto_config.binance_codes['secret']
})
# Load markets
markets = exchange.load_markets()
print('Markets loaded.')
# Prepare arguments for data retrieval with ccxt library
tf = str(min_interval) + 'm'
if points > 1000:
points = 1000
# Get Cardano data, 5/15min interval, train for past 6 months/180 days/4,320 hours/259,200 minutes/51,840 5min
# intervals or 17,280 15min intervals
ada_data_raw = exchange.fetch_ohlcv(symbol, timeframe=tf, limit=points)
print('Data obtained for {0} at {1} minute intervals'.format(
symbol, min_interval))
# Convert to pandas data frame
ada_data_pandas = pd.DataFrame(
ada_data_raw,
columns=['unix_time', 'c_open', 'high', 'low', 'c_close', 'volume'])
return ada_data_pandas
def __init__(self):
self.exchanges = {
'binanceus': ccxt.binanceus(),
'bittrex': ccxt.bittrex(),
# 'coinbase': ccxt.coinbase(), # coinbase has most currency pairs, by like 3 times the next highest, consider removing. Also coinbase limits API to 3-6 calls/sec
'gemini': ccxt.gemini(),
# 'kraken': ccxt.kraken(), # updating their API
'livecoin': ccxt.livecoin(),
'theocean': ccxt.theocean(),
# 'okex': ccxt.okex(), #Canadian, does not allow us
'bitmart': ccxt.bitmart(),
# 'cex': ccxt.cex(), # EU
# 'bitbay': ccxt.bitbay(), # EU, Updating API
# 'bcex': ccxt.bcex(), #candian exch, their API is updating
# 'bitbay': ccxt.bitbay(),
'paymium': ccxt.paymium(),
'binance': ccxt.binance(),
'okcoin': ccxt.okcoin(),
'bitfinex': ccxt.bitfinex() # non-US
}
# creates a markets variable in each exchange instance. ex. exchages[0].markets will return markets
self.loadMarkets()
# these are tickers available on exchnage, but not US customers, or don't allow deposits/withdrawals
self.unavailableTickers = {
'binanceus': [],
'bittrex': [
'LUNA/BTC', 'ABBC/BTC', 'Capricoin/BTC', 'DRGN/BTC', 'CVT/BTC',
'NXT/BTC'
],
# 'coinbase': [],
'gemini': [],
# 'kraken': [], # Updating their API
'livecoin': [
'BTM/BTC', 'BTM/ETH', 'NANO/BTC', 'NANO/ETH', 'XTZ/BTC',
'XTZ/ETH', 'THETA/BTC', 'THETA/ETH', 'ABBC/BTC', 'ABBC/ETH',
'AE/BTC', 'AE/ETH', 'IOST/BTC', 'IOST/ETH'
],
'theocean': [],
# 'okex': ['AET/ETH','AET/BTC'], # does not allow US, but allows canadian
'bitmart': [],
# 'cex': [],
# 'bitbay': [],
# 'bcex': [], #candian exch, their API is updating
'bitbay': [],
'paymium': [],
'binance': [],
'okcoin': [],
'bitfinex': []
}
self.commonTickers = self.getCommonTickers()
# then only call fetch_tickers for common_tickers between exchanges
self.minProfit = 1 # percent profit
# in USD NOTE: still need to incorporate this. I think coinmarketcap API has a quick conversion call
self.minVolume = 200
self.txfrCosts = []
# Anthony Peters, Franz Nastor, Peter Radev, Jack Hudanick, Tim Abbenhaus, Collin Jones import ccxt import numpy as np import networkx as nx import logic from firebase import firebase import routes import matplotlib.pyplot as plt # Loads in our Exchange # Loads in currency_pairs and adds them to a list with BTC/USD as last item # Creates Graph exchange = ccxt.binanceus() exchange.load_markets() currency_pairs = exchange.symbols currency_pairs.sort() G = nx.DiGraph() # Loads ask and bid price holder for the exchange and currency pairs ask = np.zeros(5) bid = np.zeros(5) # Replace currency in the list function substring = 'USDT' substring2 = 'BUSD' substring3 = '/BTC' logic.replace_currency(substring, currency_pairs)
def buildApiObjects():
Asset.coinbase = ccxt.coinbase()
Asset.binanceus = ccxt.binanceus()
Asset.kraken = ccxt.kraken()
Asset.apiObjectsBuilt = True
import sys, time
import ccxt, yaml
import utils
from EpochPST import EpochPST
coinbase = ccxt.coinbase()
binanceus = ccxt.binanceus()
kraken = ccxt.kraken()
class Asset:
def __init__(self, name, exchange, quantity, costBasis=0, setupApi=True):
self.name = name
self.quantity = quantity
self.costBasis = costBasis
self.lastPrice = 0
if (setupApi):
self.exchange = Asset.fetchApiObject(exchange)
def buildApiObjects():
Asset.coinbase = ccxt.coinbase()
Asset.binanceus = ccxt.binanceus()
Asset.kraken = ccxt.kraken()
Asset.apiObjectsBuilt = True
def fetchApiObject(exchange):
if (exchange == "coinbase"):
return Asset.coinbase
if (exchange == "binanceus"):
return Asset.binanceus
if (exchange == "kraken"):
import ccxt
import config
import schedule
import pandas as pd
pd.set_option('display.max_rows', None)
import warnings
warnings.filterwarnings('ignore')
import numpy as np
from datetime import datetime
import time
exchange = ccxt.binanceus({
"apiKey": config.BINANCE_API_KEY,
"secret": config.BINANCE_SECRET_KEY
})
def tr(data):
data['previous_close'] = data['close'].shift(1)
data['high-low'] = abs(data['high'] - data['low'])
data['high-pc'] = abs(data['high'] - data['previous_close'])
data['low-pc'] = abs(data['low'] - data['previous_close'])
tr = data[['high-low', 'high-pc', 'low-pc']].max(axis=1)
return tr
def atr(data, period):