get via CCXT all (historic) transactions
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dabo/functions/get_transactions.sh
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205
dabo/functions/get_transactions.sh
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function get_transactions {
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g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
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local f_exchange f_symbols f_symbol
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local DEFAULT_STOCK_EXCHANGE=$STOCK_EXCHANGE
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for f_exchange in /dabo/.*-secrets;
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do
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# extract ccxt exchange from filename
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g_basename $f_exchange
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f_exchange=${g_basename_result/-secrets}
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f_exchange=${f_exchange/.}
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STOCK_EXCHANGE=$f_exchange
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[[ $f_exchange = bitpanda ]] && continue
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[[ $f_exchange = onetrading ]] && continue
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g_echo_note "Exchange: $f_exchange"
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f_ccxt "print(${STOCK_EXCHANGE}.symbols)"
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f_symbols=${f_ccxt_result}
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f_symbols=${f_symbols//\"}
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f_symbols=${f_symbols//, /+}
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f_symbols=${f_symbols//\[}
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f_symbols=${f_symbols//\]}
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# transfer-dir
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mkdir -p "TRANSACTIONS-$f_exchange"
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# create timestamp file
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touch --time=mtime -t $(date -d "now -1 day" +%Y%m%d%H%M) TRANSACTIONS-TIMESTAMP
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# go through symbols
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local f_orig_IFS=$IFS
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IFS=+
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for f_symbol in $f_symbols
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do
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#echo $f_symbol
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#[[ $f_symbol =~ ETH|BTC ]] || continue
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IFS=$f_orig_IFS
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# binance does not allow derivate trading in germany so ignore because of 400-Error
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[[ $f_symbol =~ : ]] && [[ $f_exchange = binance ]] && continue
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f_symbol_file="TRANSACTIONS-$f_exchange/${f_symbol//\/}"
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# remove file older then 1 day and refetch
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[ "$f_symbol_file" -ot TRANSACTIONS-TIMESTAMP ] && rm -f "$f_symbol_file"
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# fetch only if not exists
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[ -f "$f_symbol_file" ] && continue
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g_echo_note "fetchng closed orders of $f_symbol"
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f_ccxt "print(${STOCK_EXCHANGE}.fetchMyTrades(symbol='$f_symbol', limit=500, params={'paginate': True}))"
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# write to file
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#cat ${g_python_out} >"$f_symbol_file"
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[[ $f_ccxt_result = \[\] ]] && f_ccxt_result=""
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echo -n $f_ccxt_result >"$f_symbol_file"
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# continue if no trade
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[ -z "$f_ccxt_result" ] && continue
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# get f_asset+f_currency from symbol (BTC/USDT)
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g_array $f_symbol f_symbol_array /
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f_asset=${f_symbol_array[0]}
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f_currency=${f_symbol_array[1]}
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f_symbol_file_csv_tmp="${f_symbol_file}.csv.tmp"
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f_symbol_file_csv="${f_symbol_file}.csv"
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>"${f_symbol_file_csv_tmp}"
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# Check for contract/leverage Trade
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f_leverage=""
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if [[ $f_currency =~ : ]]
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then
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# mark
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f_leverage="leverage-"
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# get funding fees
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f_ccxt "print(${STOCK_EXCHANGE}.fetchFundingHistory('$f_symbol', limit=200, params={'paginate': True}))"
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[[ $f_ccxt_result = \[\] ]] || echo -n $f_ccxt_result >"${f_symbol_file}.FundingFees"
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cat ${f_symbol_file}.FundingFees | jq -r "
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.[] |
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.datetime + \",fundingfee,$f_asset,0,\" + .code + \",0\" + \",$f_exchange,\" + .code + \",\" + (.amount|tostring)
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" >>$f_symbol_file_csv_tmp
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# remove the ':' in f_currency
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g_array "$f_currency" f_currency_array :
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f_currency=${f_currency_array[0]}
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fi
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# generate csv
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# get longs (posSide=="1")
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cat "$f_symbol_file" | jq -r "
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.[] |
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select(.side==\"buy\" or .side==\"sell\") |
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select(.info.posSide==\"1\") |
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select(.symbol!= null) |
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.datetime + \",$f_leverage\" + .side + \",$f_asset,\" + (.amount|tostring) + \",$f_currency,\" + (.cost|tostring) + \",$f_exchange,\" + .fee.currency + \",\" + (.fee.cost|tostring)
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" >>"$f_symbol_file_csv_tmp"
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# get shorts (posSide=="2") sell first, then buy (https://github.com/ccxt/ccxt/issues/22518)
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cat "$f_symbol_file" | jq -r "
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.[] |
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select(.side==\"sell\") |
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select(.info.posSide==\"2\") |
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select(.symbol!= null) |
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.side = \"sell\" |
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.datetime + \",$f_leverage\" + .side + \",$f_asset,\" + (.amount|tostring) + \",$f_currency,\" + (.cost|tostring) + \",$f_exchange,\" + .fee.currency + \",\" + (.fee.cost|tostring) + \",short\"
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" >>"$f_symbol_file_csv_tmp"
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cat "$f_symbol_file" | jq -r "
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.[] |
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select(.side==\"buy\") |
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select(.info.posSide==\"2\") |
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select(.symbol!= null) |
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.side = \"buy\" |
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.datetime + \",$f_leverage\" + .side + \",$f_asset,\" + (.amount|tostring) + \",$f_currency,\" + (.cost|tostring) + \",$f_exchange,\" + .fee.currency + \",\" + (.fee.cost|tostring) + \",short\"
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" >>"$f_symbol_file_csv_tmp"
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if [ -s "$f_symbol_file_csv_tmp" ]
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then
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if [ -s "$f_symbol_file_csv" ]
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then
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cat "$f_symbol_file_csv_tmp" "$f_symbol_file_csv" | sort -u >"${f_symbol_file_csv}.sorted"
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mv "${f_symbol_file_csv}.sorted" "$f_symbol_file_csv"
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rm "$f_symbol_file_csv_tmp"
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else
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mv "$f_symbol_file_csv_tmp" "$f_symbol_file_csv"
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fi
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else
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rm "$f_symbol_file_csv_tmp"
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fi
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done
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## Get converts on supported exchanges since 2022
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if [[ $f_exchange = binance ]]
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then
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printf -v f_convert_end_year '%(%Y)T'
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for ((y=2022;y<=$f_convert_end_year;y++))
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do
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f_convert_end_month=12
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[[ $y == $f_convert_end_year ]] && printf -v f_convert_end_month '%(%m)T'
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for ((m=1;m<=$f_convert_end_month;m++))
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do
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f_start_date="$(date -d "$y-$m-1" +%s)001"
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em=$((m+1))
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[ $em = 13 ] && em=1
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f_end_date="$(date -d "$y-$em-1" +%s)000"
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f_convert_file="TRANSACTIONS-$f_exchange/CONVERT-$y-$m"
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[ -s "${f_convert_file}.csv" ] && continue
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f_ccxt "print(${f_exchange}.fetchConvertTradeHistory(since=${f_start_date}, params={'until': ${f_end_date}}))"
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[[ $f_ccxt_result = \[\] ]] && f_ccxt_result=""
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echo -n $f_ccxt_result >"$f_convert_file"
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if [ -s "$f_convert_file" ]
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then
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cat "$f_convert_file" | jq -r "
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.[] |
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select(.info.side==\"BUY\") |
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.datetime + \",\" + (.info.side|ascii_downcase) + \",\" + .toCurrency + \",\" + (.toAmount|tostring) + \",\" + .fromCurrency + \",\" + (.fromAmount|tostring) + \",$f_exchange\"
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" >"${f_convert_file}.csv"
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cat "$f_convert_file" | jq -r "
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.[] |
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select(.info.side==\"SELL\") |
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.datetime + \",\" + (.info.side|ascii_downcase) + \",\" + .fromCurrency + \",\" + (.fromAmount|tostring) + \",\" + .toCurrency + \",\" + (.toAmount|tostring) + \",$f_exchange\"
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" >>"${f_convert_file}.csv"
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fi
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done
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done
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fi
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# put all sorted n one file
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if [ -s TRANSACTIONS-$f_exchange.csv ]
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then
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cat "TRANSACTIONS-$f_exchange/"*.csv TRANSACTIONS-$f_exchange.csv | sort -u >TRANSACTIONS-$f_exchange.csv.tmp
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mv TRANSACTIONS-$f_exchange.csv.tmp TRANSACTIONS-$f_exchange.csv
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else
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cat "TRANSACTIONS-$f_exchange/"*.csv | sort -u >TRANSACTIONS-$f_exchange.csv
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fi
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# Switch sides if Fiat is in Krypto side
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local f_fiats="USD EUR"
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local f_fiat
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for f_fiat in $f_fiats
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do
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[ -f TRANSACTIONS-$f_exchange.csv.tmp ] && rm TRANSACTIONS-$f_exchange.csv.tmp
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grep -h ",sell,$f_fiat," TRANSACTIONS-$f_exchange.csv | awk -F, '{print $1",buy,"$5","$6","$3","$4","$7","$8","$9}' >>TRANSACTIONS-$f_exchange.csv.tmp
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grep -h ",buy,$f_fiat," TRANSACTIONS-$f_exchange.csv | awk -F, '{print $1",sell,"$5","$6","$3","$4","$7","$8","$9}' >>TRANSACTIONS-$f_exchange.csv.tmp
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if [ -s TRANSACTIONS-$f_exchange.csv.tmp ]
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then
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g_echo_note "Switched some fiat/krypto sides"
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#cat TRANSACTIONS-$f_exchange.csv.tmp
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cat TRANSACTIONS-$f_exchange.csv | egrep -v ",sell,$f_fiat,|,buy,$f_fiat," >>TRANSACTIONS-$f_exchange.csv.tmp
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cat TRANSACTIONS-$f_exchange.csv.tmp | sort >TRANSACTIONS-$f_exchange.csv
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fi
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done
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done
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STOCK_EXCHANGE=$DEFAULT_STOCK_EXCHANGE
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}
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