yahoo disables free history api - using coinmarketcap api now
This commit is contained in:
parent
71ff0b28a8
commit
244667d11a
@ -24,8 +24,9 @@ dabo is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY
|
||||
You should have received a copy of the GNU General Public License along with dabo (see COPYING file). If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
## Data sources
|
||||
Various data sources such as finance.yahoo.com and crypto exchanges available via ccxt are used. please check whether this is legal in your region before use.
|
||||
Various data sources such as finance.yahoo.com and crypto exchanges available via ccxt are used. Please check whether this is legal in your region before use.
|
||||
- query1.finance.yahoo.com (economic data,...)
|
||||
- api.coinmarketcap.com (crypto data)
|
||||
- 30rates.com (forecast)
|
||||
- fapi.binance.com (OpenInterest,...)
|
||||
- api.alternative.me (Fear and Greed)
|
||||
@ -88,7 +89,8 @@ Each part runs parallel to the others in its own docker-container.
|
||||
OHLCV = Open, High, Low, Close and Volume of a time unit
|
||||
- time units 1w, 1d, 4h, 1h, 15m and 5m
|
||||
- 4h, 1h, 15m and 5m from the respective stock exchange
|
||||
- 1d and 1w data from yahoo finace to have longer terms
|
||||
- 1d and 1w data from coinmarketcap to have longer terms
|
||||
- economic data from yahoo finance
|
||||
### Dabo Indicators
|
||||
- data per time unit
|
||||
- time units 1w, 1d, 4h, 1h, 15m and 5m
|
||||
@ -98,6 +100,7 @@ OHLCV = Open, High, Low, Close and Volume of a time unit
|
||||
- self-calculated significant levels (support/resist)
|
||||
### Dabo Market Data
|
||||
- Yahoo Finance
|
||||
- CoinMarketCyp
|
||||
### Dabo Orders
|
||||
### Dabo Transaction History
|
||||
- Support of additional Exchnages/Brokers JustTrade (CSV-Import) and Bitpanda (API+CSV-Import)
|
||||
|
||||
34
dabo/fetch-coinmarketcapids.sh
Executable file
34
dabo/fetch-coinmarketcapids.sh
Executable file
@ -0,0 +1,34 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
while true
|
||||
do
|
||||
g_echo_note "Next loop"
|
||||
[ -s COINMARKETCAPIDS ] || get_marketdata_coinmarketcap_ids
|
||||
sleeptime=$(($(TZ=UTC date +%s -d "next monday 0:00") - $(date +%s) +2 ))
|
||||
g_echo_note "Waiting $sleeptime seconds until next run"
|
||||
sleep $sleeptime
|
||||
get_marketdata_coinmarketcap_ids
|
||||
|
||||
done
|
||||
|
||||
@ -22,7 +22,7 @@
|
||||
. /dabo/dabo-prep.sh
|
||||
|
||||
interval=$1
|
||||
[ -z "$interval" ] && return 1
|
||||
[ -z "$interval" ] && exit 1
|
||||
seconds=$2
|
||||
|
||||
while true
|
||||
|
||||
@ -91,15 +91,15 @@ function currency_converter {
|
||||
fi
|
||||
|
||||
# try direct pair
|
||||
get_marketdata_yahoo "${f_currency_target}-${f_currency}" "${f_currency_target}${f_currency}" || get_marketdata_yahoo "${f_currency}-${f_currency_target}" "${f_currency}${f_currency_target}"
|
||||
[ "${f_currency}" = "USD" ] && get_marketdata_coinmarketcap "${f_currency_target}-${f_currency}" "${f_currency_target}${f_currency}"
|
||||
[ "${f_currency_target}" = "USD" ] && get_marketdata_coinmarketcap "${f_currency}-${f_currency_target}" "${f_currency}${f_currency_target}"
|
||||
local f_histfile_default="${f_asset_histories}${f_currency_target}${f_currency}.history"
|
||||
local f_histfile_yahoo="${f_asset_histories}${f_currency_target}${f_currency}.history"
|
||||
local f_histfile_coinmarketcap="${f_asset_histories}${f_currency_target}${f_currency}.history"
|
||||
# reverse as backup
|
||||
local f_histfile_default_reverse="${f_asset_histories}${f_currency}${f_currency_target}.history"
|
||||
local f_histfile_yahoo_reverse="${f_asset_histories}${f_currency}${f_currency_target}.history"
|
||||
|
||||
local f_histfile_coinmarketcap_reverse="${f_asset_histories}${f_currency}${f_currency_target}.history"
|
||||
# search for rate by date
|
||||
for f_histfile in "$f_histfile_default" "$f_histfile_default_reverse" "$f_histfile_yahoo" "$f_histfile_yahoo_reverse"
|
||||
for f_histfile in "$f_histfile_default" "$f_histfile_default_reverse" "$f_histfile_coinmarketcap" "$f_histfile_coinmarketcap_reverse"
|
||||
do
|
||||
# histfile has to exist
|
||||
#if [ -s "${f_histfile}*.csv" ]
|
||||
@ -136,7 +136,7 @@ function currency_converter {
|
||||
return $?
|
||||
fi
|
||||
fi
|
||||
g_echo_note "didn't find rate for ${f_currency}-${f_currency_target} - '${FUNCNAME} $@'"
|
||||
g_echo_error "didn't find rate for ${f_currency}-${f_currency_target} - '${FUNCNAME} $@'"
|
||||
return 1
|
||||
fi
|
||||
|
||||
|
||||
@ -38,7 +38,7 @@ function get_indicators_all {
|
||||
printf '%(%Y-%m-%d %H:%M:%S)T' >"${f_histfile}.indicators-calculating"
|
||||
get_indicators "${f_histfile}" ${f_last_intervals} && printf '%(%Y-%m-%d %H:%M:%S)T' >>"$f_histfile.indicators-calculated"
|
||||
# add missing intervals for example from weekends from non-24h-assets like economic data - interval from filename
|
||||
f_add_missing_ohlcv_intervals "${f_histfile}"
|
||||
#f_add_missing_ohlcv_intervals "${f_histfile}"
|
||||
rm -f "${f_histfile}.indicators-calculating"
|
||||
done
|
||||
|
||||
|
||||
147
dabo/functions/get_marketdata_coinmarketcap.sh
Normal file
147
dabo/functions/get_marketdata_coinmarketcap.sh
Normal file
@ -0,0 +1,147 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Copyright (c) 2022-2024 olli
|
||||
#
|
||||
# This file is part of dabo (crypto bot).
|
||||
#
|
||||
# dabo is free software: you can redistribute it and/or modify
|
||||
# it under the terms of the GNU General Public License as published by
|
||||
# the Free Software Foundation, either version 3 of the License, or
|
||||
# (at your option) any later version.
|
||||
#
|
||||
# dabo is distributed in the hope that it will be useful,
|
||||
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
# GNU General Public License for more details.
|
||||
#
|
||||
# You should have received a copy of the GNU General Public License
|
||||
# along with dabo. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
|
||||
function get_marketdata_coinmarketcap {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
local f_item="$1"
|
||||
local f_name="$2"
|
||||
local f_timeframe="$3"
|
||||
|
||||
local f_targetcsvtmp="${g_tmp}/${f_name}.history-coinmarketcap.csv"
|
||||
local f_targetjsontmp="${g_tmp}/${f_name}.history-coinmarketcap.json"
|
||||
rm -f "$f_targetcsvtmp" "$f_targetjsontmp"
|
||||
|
||||
[ -z "$f_timeframe" ] && f_timeframe="1d"
|
||||
local f_targetcsv="asset-histories/${f_name}.history-coinmarketcap.${f_timeframe}.csv"
|
||||
[ "$f_timeframe" = "1w" ] && f_timeframe="7d"
|
||||
f_histfile_coinmarketcap="$f_targetcsv"
|
||||
|
||||
# use EUR EURC stable coin fo EUR
|
||||
f_item=${f_item//EUR-/EURC-}
|
||||
|
||||
# remove -
|
||||
f_item=${f_item//-//}
|
||||
|
||||
# USDT to USD
|
||||
f_item=${f_item//USDT/USD}
|
||||
# BUSD to USD
|
||||
f_item=${f_item//BUSD/USD}
|
||||
|
||||
|
||||
if ! [[ $f_item =~ /USD ]]
|
||||
then
|
||||
g_echo_error "${FUNCNAME} $@: Only USD supported"
|
||||
return 1
|
||||
fi
|
||||
|
||||
# transform CCXT symbols to CoinmarketCap IDs
|
||||
if [[ $f_item =~ / ]]
|
||||
then
|
||||
# remove /*
|
||||
f_item=${f_item///*/}
|
||||
## remove :* (for example :USDT in contract markets)
|
||||
#f_item=${f_item//:*}
|
||||
# remove spaces
|
||||
#f_item=${f_item/ /}
|
||||
fi
|
||||
|
||||
local f_id
|
||||
f_id=$(egrep "^${f_item}," COINMARKETCAPIDS | head -n1 | cut -d, -f2)
|
||||
if [ -z "$f_id" ]
|
||||
then
|
||||
g_echo_error "${FUNCNAME} $@: No CoinMarketCap ID for $f_item"
|
||||
return 1
|
||||
fi
|
||||
|
||||
# end if already failed the last 5 minutes
|
||||
if [ -f "FAILED_COINMARKETCAP/${f_name}_HISTORIC_DOWNLOAD" ]
|
||||
then
|
||||
find "FAILED_COINMARKETCAP/${f_name}_HISTORIC_DOWNLOAD" -mmin +5 -delete
|
||||
if [ -f "FAILED_COINMARKETCAP/${f_name}_HISTORIC_DOWNLOAD" ]
|
||||
then
|
||||
return 1
|
||||
fi
|
||||
fi
|
||||
|
||||
# end if already exists and modified under given time
|
||||
if [ -s "${f_targetcsv}" ] && find "${f_targetcsv}" -mmin -2 | grep -q "${f_targetcsv}"
|
||||
then
|
||||
return 0
|
||||
fi
|
||||
|
||||
# cleanup
|
||||
rm -f "$f_targetcsvtmp" "${f_targetcsvtmp}".err ${f_targetjsontmp} "${f_targetjsontmp}".err
|
||||
|
||||
if [ "$f_timeframe" = "1d" ] || [ "$f_timeframe" = "7d" ]
|
||||
then
|
||||
# Download data from coinmarketcap
|
||||
g_wget -O "${f_targetjsontmp}" "https://api.coinmarketcap.com/data-api/v3.1/cryptocurrency/historical?id=${f_id}&interval=${f_timeframe}" 2>"${f_targetjsontmp}".err
|
||||
jq -r '.data.quotes[] | .quote.timestamp[0:10] + "," + (.quote.open|tostring) + "," + (.quote.high|tostring) + "," + (.quote.low|tostring) + "," + (.quote.close|tostring) + "," + (.quote.volume|tostring)' "${f_targetjsontmp}" | egrep -v ',0$|,$' >"${f_targetcsvtmp}" 2>"${f_targetjsontmp}".err
|
||||
else
|
||||
g_echo_error "${FUNCNAME} $@: Timeframe $f_timeframe in CoinMarketCap not supported."
|
||||
return 1
|
||||
fi
|
||||
|
||||
# error if no csvfile available
|
||||
if ! [ -s "${f_targetcsvtmp}" ]
|
||||
then
|
||||
mkdir -p FAILED_COINMARKETCAP
|
||||
cat "${f_targetcsvtmp}.err" "${f_targetjsontmp}.err" > "FAILED_COINMARKETCAP/${f_name}_HISTORIC_DOWNLOAD" 2>&1
|
||||
f_get_marketdata_coinmarketcap_error=$(cat "${f_targetcsvtmp}.err" "${f_targetjsontmp}.err" 2>/dev/null)
|
||||
return 1
|
||||
fi
|
||||
|
||||
# put the csvs together
|
||||
if [ -s "${f_targetcsv}" ] && [ -s "${f_targetcsvtmp}" ]
|
||||
then
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9].*,[0-9]" "${f_targetcsv}" "${f_targetcsvtmp}" | sort -k1,2 -t, -u | sort -k1,1 -t, -u >"${f_targetcsv}.tmp"
|
||||
mv "${f_targetcsv}.tmp" "${f_targetcsv}"
|
||||
else
|
||||
egrep -h "^[1-9][0-9][0-9][0-9]-[0-1][0-9]-[0-9][0-9].*,[0-9]" "${f_targetcsvtmp}" | sort -k1,2 -t, -u >"$f_targetcsv"
|
||||
fi
|
||||
|
||||
}
|
||||
|
||||
function get_marketdata_coinmarketcap_ids {
|
||||
|
||||
# get symbol ids from coinmarketcap
|
||||
|
||||
local f_target=COINMARKETCAPIDS
|
||||
local f_target_tmp="${f_target}.tmp"
|
||||
local f_target_loop=$f_target_tmp
|
||||
|
||||
# write direct to target if not exists or empty
|
||||
[ -s "$f_target" ] || f_target_loop=$f_target
|
||||
|
||||
for f_id in $(seq 1 50000)
|
||||
do
|
||||
curl -s --request GET --url "https://api.coinmarketcap.com/data-api/v3.1/cryptocurrency/historical?id=${f_id}&interval=1d" | jq -r '.[] | .symbol + "," + (.id|tostring)' | head -n1
|
||||
sleep 0.3
|
||||
done | egrep '^.+,[0-9]*$' >"$f_target_loop"
|
||||
|
||||
if [ -s "$f_target_tmp" ]
|
||||
then
|
||||
cp -p "$f_target" "${f_target}.old"
|
||||
sort -u "$f_target_tmp" "${f_target}.old" >"$f_target"
|
||||
rm "$f_target_tmp"
|
||||
fi
|
||||
}
|
||||
|
||||
@ -65,27 +65,6 @@ function get_marketdata_yahoo {
|
||||
[[ $f_item = "USD-EUR" ]] && f_item="USDEUR=X"
|
||||
[[ $f_item = "EUR-USD" ]] && f_item="EURUSD=X"
|
||||
|
||||
# special names of some coins/currencies of yahoo finance
|
||||
[[ $f_item = "ARB-USD" ]] && f_item="ARB11841-USD"
|
||||
[[ $f_item = "DUEL-USD" ]] && f_item="DUEL28868-USD"
|
||||
[[ $f_item = "GMX-USD" ]] && f_item="GMX11857-USD"
|
||||
[[ $f_item = "MEW-USD" ]] && f_item="MEW30126-USD"
|
||||
[[ $f_item = "TAO-USD" ]] && f_item="TAO22974-USD"
|
||||
[[ $f_item = "UNI-USD" ]] && f_item="UNI7083-USD"
|
||||
[[ $f_item = "SUI-USD" ]] && f_item="SUI20947-USD"
|
||||
[[ $f_item = "BLAZE-USD" ]] && f_item="BLAZE30179-USD"
|
||||
[[ $f_item = "BEER-USD" ]] && f_item="BEER31337-USD"
|
||||
[[ $f_item = "TAI-USD" ]] && f_item="TAI20605-USD"
|
||||
[[ $f_item = "DEFI-USD" ]] && f_item="DEFI29200-USD"
|
||||
[[ $f_item = "TON-USD" ]] && f_item="TON11419-USD"
|
||||
[[ $f_item = "BRETT-USD" ]] && f_item="BRETT29743-USD"
|
||||
#[[ $f_item = "ADS-USD" ]] && f_item="%24ADS-USD"
|
||||
[[ $f_item = "AIT-USD" ]] && f_item="AIT28882-USD"
|
||||
[[ $f_item = "PT-USD" ]] && f_item="PT28582-USD"
|
||||
[[ $f_item = "BLAST-USD" ]] && f_item="BLAST28480-USD"
|
||||
[[ $f_item = "GRT-USD" ]] && f_item="GRT6719-USD"
|
||||
[[ $f_item = "ARTY-USD" ]] && f_item="ARTY23751-USD"
|
||||
|
||||
# end if already failed the last 5 minutes
|
||||
if [ -f "FAILED_YAHOO/${f_name}_HISTORIC_DOWNLOAD" ]
|
||||
then
|
||||
@ -109,12 +88,15 @@ function get_marketdata_yahoo {
|
||||
|
||||
if [ "$f_timeframe" = "1d" ] || [ "$f_timeframe" = "1wk" ] || [ "$f_timeframe" = "1mo" ]
|
||||
then
|
||||
# restrict to finished candles
|
||||
[ "$f_timeframe" = "1d" ] && f_sec=$(TZ=US/NY date -d 'last day 0:00' '+%s')
|
||||
[ "$f_timeframe" = "1wk" ] && f_sec=$(TZ=US/NY date -d 'last monday 0:00' '+%s')
|
||||
[ "$f_timeframe" = "1mo" ] && f_sec=$(TZ=US/NY date -d "$(date -d "@$(date -d "last month" +%s)" +'%Y-%m-01')" +%s)
|
||||
# Download historical data from yahoo
|
||||
g_wget -O "${f_targetcsvtmp}" "https://query1.finance.yahoo.com/v7/finance/download/${f_item}?period1=0&period2=${f_sec}&interval=${f_timeframe}&events=history" 2>"${f_targetcsvtmp}".err
|
||||
### DEPRECATED - Yahoo Finance deactivated public API 2024-09 !!! ###
|
||||
g_echo_note "DEPRECATED - Yahoo Finance deactivated public API 2024-09 !!!"
|
||||
return 1
|
||||
## restrict to finished candles
|
||||
#[ "$f_timeframe" = "1d" ] && f_sec=$(TZ=US/NY date -d 'last day 0:00' '+%s')
|
||||
#[ "$f_timeframe" = "1wk" ] && f_sec=$(TZ=US/NY date -d 'last monday 0:00' '+%s')
|
||||
#[ "$f_timeframe" = "1mo" ] && f_sec=$(TZ=US/NY date -d "$(date -d "@$(date -d "last month" +%s)" +'%Y-%m-01')" +%s)
|
||||
## Download historical data from yahoo
|
||||
#g_wget -O "${f_targetcsvtmp}" "https://query1.finance.yahoo.com/v7/finance/download/${f_item}?period1=0&period2=${f_sec}&interval=${f_timeframe}&events=history" 2>"${f_targetcsvtmp}".err
|
||||
else
|
||||
# Download data from yahoo
|
||||
g_wget -O "${f_targetjsontmp}" "https://query1.finance.yahoo.com/v7/finance/chart/${f_item}?interval=${f_timeframe}&period2=${f_sec}" 2>"${f_targetjsontmp}".err
|
||||
|
||||
@ -35,11 +35,17 @@ function get_ohlcv-candles {
|
||||
g_echo_note "Fetching/Refreshing $f_eco_asset $f_timeframe"
|
||||
f_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.${f_timeframe}.csv"
|
||||
|
||||
# 4h timefrage does not exist on yahoo finance so calc from 1h
|
||||
# 4h timefrage does not exist on coinmarketcap finance so calc from 1h
|
||||
if [ "$f_timeframe" = "4h" ]
|
||||
then
|
||||
f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv"
|
||||
[ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_4h "$f_1h_histfile" "$f_histfile"
|
||||
#f_add_missing_ohlcv_intervals "$f_histfile" 4h
|
||||
elif [ "$f_timeframe" = "1d" ]
|
||||
then
|
||||
f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv"
|
||||
[ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_1d "$f_1h_histfile" "$f_histfile"
|
||||
#f_add_missing_ohlcv_intervals "$f_histfile" 1d
|
||||
else
|
||||
get_ohlcv-candle "${f_eco_asset}" ${f_timeframe} "${f_histfile}" "ECONOMY-${f_eco_asset}"
|
||||
fi
|
||||
@ -86,36 +92,53 @@ function get_ohlcv-candle {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_yahoo f_date f_unit_date f_data f_data_array f_data_unit f_open f_high f_low f_close f_volume f_last_unit_date f_last_unit_close
|
||||
local f_extdata f_date f_unit_date f_data f_data_array f_data_unit f_open f_high f_low f_close f_volume f_last_unit_date f_last_unit_close
|
||||
local f_symbol="$1"
|
||||
local f_timeframe=$2
|
||||
local f_histfile="$3"
|
||||
local f_asset=$4
|
||||
unset f_histfile_yahoo
|
||||
#[ -n "$f_asset" ] && f_yahoo=1a
|
||||
unset f_histfile_yahoo f_histfile_coinmarketcap
|
||||
#[ -n "$f_asset" ] && f_extdata=1
|
||||
#local f_histfile_week="$4"
|
||||
|
||||
# fetch >=1d from yahoo finance
|
||||
# fetch >=1d from coinmarketcap
|
||||
if [ "$f_timeframe" = "1d" ] || [ "$f_timeframe" = "1w" ] || [ "$f_timeframe" = "1mo" ] || [ -n "$f_asset" ]
|
||||
then
|
||||
f_yahoo=1
|
||||
f_extdata=1
|
||||
if [ -z "$f_asset" ]
|
||||
then
|
||||
f_asset=${f_symbol///}
|
||||
f_asset=${f_asset//:*}
|
||||
fi
|
||||
|
||||
if [[ $f_asset =~ ^ECONOMY- ]]
|
||||
then
|
||||
# economy from yahoo finance
|
||||
if [ "$f_timeframe" = "1h" ] || [ "$f_timeframe" = "15m" ] || [ "$f_timeframe" = "15m" ]
|
||||
then
|
||||
if ! get_marketdata_yahoo "$f_symbol" "$f_asset" $f_timeframe
|
||||
then
|
||||
g_echo_error "$f_get_marketdata_yahoo_error"
|
||||
g_echo_error "$f_get_marketdata_coinmarketcap_error"
|
||||
return 1
|
||||
fi
|
||||
fi
|
||||
f_histfile_extdata=$f_histfile_yahoo
|
||||
else
|
||||
# crypto from coinmarketcap
|
||||
if ! get_marketdata_coinmarketcap "$f_symbol" "$f_asset" $f_timeframe
|
||||
then
|
||||
g_echo_error "$f_get_marketdata_coinmarketcap_error"
|
||||
return 1
|
||||
fi
|
||||
f_histfile_extdata=$f_histfile_coinmarketcap
|
||||
fi
|
||||
fi
|
||||
|
||||
# fetch OHLCV data (loop because of multiple chunks on exchanges)
|
||||
while true
|
||||
do
|
||||
# fetch data
|
||||
if [ -z "$f_yahoo" ]
|
||||
if [ -z "$f_extdata" ]
|
||||
then
|
||||
# find latest time which is not fetched already create f_since
|
||||
get_ohlcv-candle-latest "$f_symbol" "$f_histfile"
|
||||
@ -131,16 +154,16 @@ function get_ohlcv-candle {
|
||||
f_data=${f_data//],/+}
|
||||
g_array $f_data f_data_ref +
|
||||
else
|
||||
# from yahoo finance
|
||||
g_array "$f_histfile_yahoo" f_data_ref
|
||||
# from coinmarketcap
|
||||
g_array "$f_histfile_extdata" f_data_ref
|
||||
fi
|
||||
|
||||
f_data_array=("${f_data_ref[@]}")
|
||||
|
||||
# check if last data already in history file and end if already present
|
||||
g_array "${f_data_array[-1]}" f_last_data_unit_ref ,
|
||||
[ -z "$f_yahoo" ] && printf -v f_last_unit_date '%(%Y-%m-%d %H:%M:%S)T' ${f_last_data_unit_ref[0]::-3}
|
||||
[ -n "$f_yahoo" ] && f_last_unit_date="${f_last_data_unit_ref[0]}"
|
||||
[ -z "$f_extdata" ] && printf -v f_last_unit_date '%(%Y-%m-%d %H:%M:%S)T' ${f_last_data_unit_ref[0]::-3}
|
||||
[ -n "$f_extdata" ] && f_last_unit_date="${f_last_data_unit_ref[0]}"
|
||||
|
||||
#echo "grep -q ^\"$f_last_unit_date\" \"$f_histfile\""
|
||||
[ -s "$f_histfile" ] && grep -q ^"${f_last_unit_date}," "$f_histfile" && break
|
||||
@ -151,8 +174,8 @@ function get_ohlcv-candle {
|
||||
|
||||
# use array for each unit and assigned values to vars
|
||||
g_array "$f_data_unit" f_data_unit_ref ,
|
||||
[ -z "$f_yahoo" ] && printf -v f_unit_date '%(%Y-%m-%d %H:%M:%S)T' ${f_data_unit_ref[0]::-3}
|
||||
[ -n "$f_yahoo" ] && f_unit_date="${f_last_data_unit_ref[0]}"
|
||||
[ -z "$f_extdata" ] && printf -v f_unit_date '%(%Y-%m-%d %H:%M:%S)T' ${f_data_unit_ref[0]::-3}
|
||||
[ -n "$f_extdata" ] && f_unit_date="${f_last_data_unit_ref[0]}"
|
||||
|
||||
# check if date is already in history file
|
||||
[ -s "$f_histfile" ] && grep -q ^"$f_unit_date" "$f_histfile" && continue
|
||||
@ -172,7 +195,7 @@ function get_ohlcv-candle {
|
||||
g_num_exponential2normal "$f_close" && f_close=$g_num_exponential2normal_result
|
||||
f_last_unit_close=$f_close
|
||||
f_volume=${f_data_unit_ref[5]}
|
||||
# yahoo historic volume col 6
|
||||
# coinmarketcap historic volume col 6
|
||||
[ -n "${f_data_unit_ref[6]}" ] && f_volume=${f_data_unit_ref[6]}
|
||||
g_num_exponential2normal "$f_volume" && f_volume=$g_num_exponential2normal_result
|
||||
|
||||
@ -197,8 +220,8 @@ function get_ohlcv-candle {
|
||||
|
||||
done
|
||||
|
||||
# end if yahoo (complete file and not time chunks)
|
||||
[ -n "$f_yahoo" ] && break
|
||||
# end if coinmarketcap (complete file and not time chunks)
|
||||
[ -n "$f_extdata" ] && break
|
||||
|
||||
# end if lates refresh is this day
|
||||
printf -v f_date '%(%Y-%m-%d)T\n'
|
||||
@ -245,6 +268,9 @@ function get_ohlcv-candle-latest {
|
||||
|
||||
|
||||
function convert_ohlcv_1h_to_4h {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_input_file="$1"
|
||||
local f_output_file="$2"
|
||||
|
||||
@ -328,6 +354,104 @@ function convert_ohlcv_1h_to_4h {
|
||||
}
|
||||
|
||||
|
||||
function convert_ohlcv_1h_to_1d {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
|
||||
local f_input_file="$1"
|
||||
local f_output_file="$2"
|
||||
|
||||
local f_latestdate f_nextdate f_mytimezone f_line f_date f_open f_high f_low f_close f_volume f_inday
|
||||
|
||||
if ! [ -s "$f_input_file" ]
|
||||
then
|
||||
g_echo_error "$f_input_file"
|
||||
return 0
|
||||
fi
|
||||
|
||||
# crypto timezone UTC
|
||||
local f_target_timezone=UTC
|
||||
# US economy timezone America/New_York
|
||||
[[ $f_input_file =~ ECONOMY ]] && f_target_timezone="America/New_York"
|
||||
|
||||
[ -s "$f_output_file" ] && f_latestdate=$(tail -n1 "$f_output_file" | cut -d, -f1)
|
||||
[ -z "$f_latestdate" ] && f_latestdate=$(date -d "$(head -n1 "$f_input_file" | cut -d, -f1)" +%Y-%m-%d)
|
||||
f_latestdate=$(TZ="$f_target_timezone" date -d "$f_latestdate $f_mytimezone" "+%Y-%m-%d")
|
||||
f_nextdate=$(date -d "$f_latestdate +1day" "+%Y-%m-%d")
|
||||
|
||||
echo $f_latestdate
|
||||
echo $f_nextdate
|
||||
|
||||
# mytimezone, respecting summer/winter time
|
||||
f_mytimezone=$(date -d "$_latestdate" +%Z)
|
||||
|
||||
local f_today=$(TZ="$f_target_timezone" date "+%Y-%m-%d")
|
||||
|
||||
grep -A9999 -B24 "^$f_latestdate" "$f_input_file" | grep ':00:00,' | cut -d, -f1,2,3,4,5,6 | while read f_line
|
||||
do
|
||||
g_array "$f_line" g_line_array ,
|
||||
# calculate day in target timezone
|
||||
g_line_array[0]=$(TZ="$f_target_timezone" date -d "${g_line_array[0]} $f_mytimezone" "+%Y-%m-%d")
|
||||
[[ ${g_line_array[0]} = $f_today ]] && break
|
||||
echo "${g_line_array[0]},${g_line_array[1]},${g_line_array[2]},${g_line_array[3]},${g_line_array[4]},${g_line_array[5]}"
|
||||
done >"${f_output_file}.tmp"
|
||||
|
||||
cat "${f_output_file}.tmp" | while read f_line
|
||||
do
|
||||
g_array "$f_line" g_line_array ,
|
||||
[[ ${g_line_array[0]} = $f_today ]] && break
|
||||
|
||||
# wait untin next day in target file reached
|
||||
if [[ ${g_line_array[0]} = $f_nextdate ]]
|
||||
then
|
||||
f_end_reached=1
|
||||
else
|
||||
[ -z $f_end_reached ] && continue
|
||||
fi
|
||||
|
||||
# if dayend
|
||||
if [ -n "$f_inday" ] && [[ $f_latestdate != ${g_line_array[0]} ]]
|
||||
then
|
||||
#echo "day end $f_date" 1>&2
|
||||
# day end
|
||||
f_close=${g_line_array[4]}
|
||||
echo "$f_date,$f_open,$f_high,$f_low,$f_close,$f_volume"
|
||||
f_inday=""
|
||||
fi
|
||||
|
||||
# calc values if inday
|
||||
if [ -n "$f_inday" ]
|
||||
then
|
||||
#echo "in day $f_date" 1>&2
|
||||
# in day
|
||||
# add volume
|
||||
g_calc "$f_volume+${g_line_array[5]}"
|
||||
f_volume=$g_calc_result
|
||||
# look for higher high
|
||||
g_num_is_higher ${g_line_array[2]} $f_high && f_high=${g_line_array[2]}
|
||||
# look for lower low
|
||||
g_num_is_lower ${g_line_array[3]} $f_low && f_low=${g_line_array[3]}
|
||||
fi
|
||||
|
||||
# if newday
|
||||
if [ -z "$f_inday" ]
|
||||
then
|
||||
#echo "day begin ${g_line_array[0]}" 1>&2
|
||||
# day begin
|
||||
f_inday=1
|
||||
f_date=${g_line_array[0]}
|
||||
f_latestdate=$f_date
|
||||
f_open=${g_line_array[1]}
|
||||
f_high=${g_line_array[2]}
|
||||
f_low=${g_line_array[3]}
|
||||
f_volume=${g_line_array[5]}
|
||||
fi
|
||||
|
||||
done >>"$f_output_file"
|
||||
|
||||
}
|
||||
|
||||
|
||||
function f_add_missing_ohlcv_intervals {
|
||||
|
||||
g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
|
||||
@ -354,12 +478,16 @@ function f_add_missing_ohlcv_intervals {
|
||||
[[ $f_interval = 1w ]] && return 0
|
||||
[[ $f_histfile =~ \.1w\. ]] && return 0
|
||||
|
||||
local f_prev_date f_prev_vals f_curr_date f_curr_vals f_missing_date f_open f_high f_low f_close f_volume f_percent
|
||||
|
||||
local f_prev_date f_prev_vals f_curr_date f_curr_vals f_missing_date f_open f_high f_low f_close f_volume f_percent f_open f_counter
|
||||
|
||||
# go through csv per line
|
||||
while IFS=',' read -r f_curr_date f_open f_high f_low f_close f_volume f_percent f_curr_vals
|
||||
do
|
||||
# Wegnn das vorherige Datum nicht leer ist
|
||||
|
||||
echo "$f_curr_date" 1>&2
|
||||
|
||||
# if prev date is not empty
|
||||
if [ -z "$f_prev_date" ]
|
||||
then
|
||||
f_prev_date=$f_curr_date
|
||||
@ -367,24 +495,38 @@ function f_add_missing_ohlcv_intervals {
|
||||
continue
|
||||
fi
|
||||
|
||||
while true
|
||||
echo "$f_curr_date x" 1>&2
|
||||
|
||||
# only 10 interations to prevelt endless loop
|
||||
f_counter=0
|
||||
while [ $f_counter -lt 10 ]
|
||||
#while true
|
||||
do
|
||||
|
||||
((f_counter++))
|
||||
echo "$f_curr_date xx $f_counter" 1>&2
|
||||
|
||||
# get second timestamps
|
||||
f_prev_date_in_seconds=$(date -d"$f_prev_date" +%s)
|
||||
f_curr_date_in_seconds=$(date -d"$f_curr_date" +%s)
|
||||
|
||||
# calculate/check the next timestamp from previ15ms
|
||||
# and check for summer/winter time
|
||||
# echo [ "$f_prev_date_in_seconds" -gt "$f_curr_date_in_seconds" ] # && break
|
||||
|
||||
# calculate/check the next timestamp from previous
|
||||
# and check for summer/winter time in 4h or greater interval
|
||||
if [ $f_interval -gt 3600 ]
|
||||
then
|
||||
# reduce an hour because of possible summer/winter time change
|
||||
#g_calc "$f_curr_date_in_seconds - ($f_counter * $f_prev_date_in_seconds - 3600)"
|
||||
g_calc "$f_curr_date_in_seconds - $f_prev_date_in_seconds - 3600"
|
||||
else
|
||||
#g_calc "$f_curr_date_in_seconds - $f_counter * $f_prev_date_in_seconds"
|
||||
g_calc "$f_curr_date_in_seconds - $f_prev_date_in_seconds"
|
||||
fi
|
||||
if [ $g_calc_result -gt $f_interval ]
|
||||
then
|
||||
# calc missing timestamp in seconds
|
||||
#f_curr_date_in_seconds=$(( f_prev_date_in_seconds + f_interval * f_counter ))
|
||||
f_curr_date_in_seconds=$(( f_prev_date_in_seconds + f_interval ))
|
||||
# and calculate next timestamp
|
||||
g_calc "$f_curr_date_in_seconds - $f_prev_date_in_seconds"
|
||||
@ -397,14 +539,27 @@ function f_add_missing_ohlcv_intervals {
|
||||
f_missing_date=$(date -d"@$f_curr_date_in_seconds" +"%F")
|
||||
fi
|
||||
|
||||
# prevent endless loop if something goes wrong (strange errors in 1d ohlcv!)
|
||||
f_missing_date_in_seconds=$(date -d"$f_missing_date" +%s)
|
||||
if [ $f_missing_date_in_seconds -lt $f_curr_date_in_seconds ]
|
||||
then
|
||||
[ -z "$f_curr_vals" ] && echo "$f_curr_date,$f_open,$f_high,$f_low,$f_close,$f_volume,$f_percent"
|
||||
[ -n "$f_curr_vals" ] && echo "$f_curr_date,$f_open,$f_high,$f_low,$f_close,$f_volume,$f_percent,$f_curr_vals"
|
||||
f_prev_date=$f_curr_date
|
||||
break
|
||||
fi
|
||||
|
||||
# write missing line
|
||||
echo "$f_missing_date,$f_close,$f_close,$f_close,$f_close,0,0.00,$f_curr_vals"
|
||||
[ -z "$f_curr_vals" ] && echo "$f_missing_date,$f_open,$f_open,$f_open,$f_open,0,0.00"
|
||||
[ -n "$f_curr_vals" ] && echo "$f_missing_date,$f_open,$f_open,$f_open,$f_open,0,0.00,$f_curr_vals"
|
||||
f_prev_date=$f_missing_date
|
||||
else
|
||||
f_prev_date=$f_curr_date
|
||||
echo "$f_curr_date,$f_open,$f_high,$f_low,$f_close,$f_volume,$f_percent,$f_curr_vals"
|
||||
[ -z "$f_curr_vals" ] && echo "$f_curr_date,$f_open,$f_high,$f_low,$f_close,$f_volume,$f_percent"
|
||||
[ -n "$f_curr_vals" ] && echo "$f_curr_date,$f_open,$f_high,$f_low,$f_close,$f_volume,$f_percent,$f_curr_vals"
|
||||
break
|
||||
fi
|
||||
|
||||
done
|
||||
|
||||
done < "$f_histfile" > $g_tmp/f_add_missing_ohlcv_intervals_result
|
||||
|
||||
@ -235,6 +235,30 @@ services:
|
||||
cpus: '0.5'
|
||||
memory: 512M
|
||||
|
||||
dabo-fetch-coinmarketcapids:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
restart: unless-stopped
|
||||
user: 10000:10000
|
||||
volumes:
|
||||
- ./dabo:/dabo:ro
|
||||
- ./strategies:/dabo/strategies:ro
|
||||
- ./dabo-bot.conf:/dabo/dabo-bot.override.conf
|
||||
# - ./watch-assets.csv:/dabo/watch-assets.csv
|
||||
- ./data:/dabo/htdocs:rw
|
||||
- ./home:/dabo/home:rw
|
||||
- ./notify.local.conf:/usr/local/etc/notify.conf:ro
|
||||
- /etc/localtime:/etc/localtime:ro
|
||||
entrypoint: /dabo/fetch-coinmarketcapids.sh
|
||||
cpu_shares: 128
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
cpus: '0.5'
|
||||
memory: 512M
|
||||
|
||||
|
||||
# dabo-test:
|
||||
# build:
|
||||
# context: .
|
||||
|
||||
Loading…
Reference in New Issue
Block a user