cleanup marketdata download: FEAR_AND_GREED_ALTERNATIVEME FEAR_AND_GREED_CNN US_CONSUMER_PRICE_INDEX_CPI US_UNEMPLOYMENT_RATE US_FED_FUNDS_RATE BINANCE_LONG_SHORT_RATIO_ACCOUNT BINANCE_LONG_SHORT_RATIO_TAKER BINANCE_OPEN_INTEREST
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# You should have received a copy of the GNU General Public License
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# along with dabo. If not, see <http://www.gnu.org/licenses/>.
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function get_marketdata_all {
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local f_interval=$1
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# daily garketdata jobs
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if [[ $f_interval = 1d ]]
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then
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# FEAR_AND_GREED_ALTERNATIVEME
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get_marketdata FEAR_AND_GREED_ALTERNATIVEME 'https://api.alternative.me/fng/?limit=0&format=json' '.data[] | (.timestamp | tonumber | strftime("%Y-%m-%d")) + "," + .value + ",,,,0"' "" 1d
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# FEAR_AND_GREED_CNN
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get_marketdata FEAR_AND_GREED_CNN 'https://production.dataviz.cnn.io/index/fearandgreed/graphdata' '.fear_and_greed_historical.data[] | (.x/1000 | strftime("%Y-%m-%d")) + "," + (.y|tostring) + ",,,,0"' "" 1d
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# monthly US consumer price index CPI data
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get_marketdata US_CONSUMER_PRICE_INDEX_CPI "https://api.bls.gov/publicAPI/v2/timeseries/data/CUUR0000SA0?startyear=$(date -d 'now -8 years' '+%Y')&endyear=$(date '+%Y')" '.Results.series[0].data[] | .year + "-" + (.period | gsub("M"; "")) + "-01," + .value + ",,,,0"' "" 1d
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# monthly US unemployment rate
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get_marketdata US_UNEMPLOYMENT_RATE "https://api.bls.gov/publicAPI/v2/timeseries/data/LNU03000000?startyear=$(date -d 'now -8 years' '+%Y')&endyear=$(date '+%Y')" '.Results.series[0].data[] | .year + "-" + (.period | gsub("M"; "")) + "-01," + .value + ",,,,0"' "" 1d
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# US FED funds rate
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get_marketdata US_FED_FUNDS_RATE 'https://fred.stlouisfed.org/graph/fredgraph.csv?id=DFF' "" "" 1d
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fi
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# Binance Long Short Ration Account / Taker and Open Interest per symbol
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get_symbols_ticker
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local f_symbol f_asset f_time
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for f_symbol in BTC/$CURRENCY "${f_symbols_array_trade[@]}"
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do
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f_asset=${f_symbol//:$CURRENCY/}
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f_asset=${f_asset//\//}
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# week not available
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[[ $f_interval = 1w ]] && continue
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f_time='%Y-%m-%d %H:%M:00'
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[[ $f_interval = 1d ]] && f_time='%Y-%m-%d'
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# BINANCE_LONG_SHORT_RATIO_ACCOUNT per symbol
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get_marketdata BINANCE_LONG_SHORT_RATIO_ACCOUNT_$f_asset "https://fapi.binance.com/futures/data/globalLongShortAccountRatio?symbol=${f_asset}&limit=500&period=${f_interval}" ".[] | (.timestamp/1000 | strftime(\"${f_time}\")) + \",\" + .longShortRatio + \",,,,0\"" "" ${f_interval}
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# BINANCE_LONG_SHORT_RATIO_Taker per symbol
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get_marketdata BINANCE_LONG_SHORT_RATIO_TAKER_$f_asset "https://fapi.binance.com/futures/data/takerlongshortRatio?symbol=${f_asset}&limit=500&period=${f_interval}" ".[] | (.timestamp/1000 | strftime(\"${f_time}\")) + \",\" + .buySellRatio + \",,,,0\"" "" ${f_interval}
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# BINANCE_OPEN_INTEREST per symbol
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get_marketdata BINANCE_OPEN_INTEREST_$f_asset "https://fapi.binance.com/futures/data/openInterestHist?symbol=${f_asset}&limit=500&period=${f_interval}" ".[] | (.timestamp/1000 | strftime(\"${f_time}\")) + \",\" + .sumOpenInterest + \",,,,0\"" "" ${f_interval}
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done
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}
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function get_marketdata {
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g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
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local f_name=$1
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local f_wget=$2
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local f_jq=$3
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local f_other=$4
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local f_timeframe=$5
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[ -z "$f_timeframe" ] && f_timeframe=1d
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local f_histfile="asset-histories/MARKETDATA_${f_name}.history.1d.csv"
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local f_dataline f_failed
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### CPI Data: curl hapi.bls.gov/publicAPI/v2/timeseries/data/cpi | jq -a
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### release dates: https://www.bls.gov/schedule/news_release/bls.ics
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# download
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g_wget -O "${f_histfile}.wget.tmp" $f_wget 2>"${f_histfile}.err.tmp" || f_failed=wget
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[ -s "${f_histfile}.wget.tmp" ] || f_failed=wget
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if [ -n "$f_failed" ]
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then
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echo "g_wget -O \"${f_histfile}.wget.tmp\" $f_wget 2>\"${f_histfile}.err\"" >"${f_histfile}.err"
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fi
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get_marketdata_from_url https://www.investing.com/economic-calendar/unemployment-rate-300/ US-UNEMPLOYMENT-INDEX
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get_marketdata_from_url https://www.investing.com/economic-calendar/cpi-733 US-CONSUMER-PRICE-INDEX
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get_marketdata_from_url https://www.investing.com/indices/fed-funds-composite-interest-rate-opinion US-FED-FEDERAL-FUNDS-RATE-INVERTED-INDEX
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get_marketdata_from_url '"https://fapi.binance.com/futures/data/globalLongShortAccountRatio?symbol=BTCUSDT&period=5m" | jq -r .[].longShortRatio | tail -n1' BINANCE-BTC-GlobalLongShortAccountRatio
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get_marketdata_from_url '"https://fapi.binance.com/futures/data/takerlongshortRatio?symbol=BTCUSDT&period=5m" | jq -r .[].buySellRatio | tail -n1' BINANCE-BTC-TakerLongShortRatio
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get_marketdata_from_url '"https://fapi.binance.com/futures/data/openInterestHist?symbol=BTCUSDT&period=5m" | jq -r .[].sumOpenInterest | tail -n1' BINANCE-BTC-OpenInterest
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get_marketdata_from_url '"https://api.alternative.me/fng/?limit=1&format=json" | jq -r .data[].value' CRYPTO_FEAR_AND_GREED-INDEX
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# clear old stuff
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find asset-histories/*INDEX* -type f -mtime +6 -delete
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# jd
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if [ -z "$f_failed" ] && [ -n "$f_jq" ]
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then
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if ! jq -r "$f_jq" "${f_histfile}.wget.tmp" >"${f_histfile}.tmp" 2>"${f_histfile}.err.tmp"
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then
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echo jq -r "$f_jq" "${f_histfile}.wget.tmp" >"${f_histfile}.err"
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f_failed=jq
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else
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mv "${f_histfile}.tmp" "${f_histfile}.wget.tmp"
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fi
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fi
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# other/additional processing
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if [ -z "$f_failed" ] && [ -n "$f_other" ]
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then
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if ! cat "${f_histfile}.wget.tmp" | eval $f_other
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then
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echo "cat \"${f_histfile}.wget.tmp\" | $f_other" >"${f_histfile}.err"
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f_failed=other
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fi
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else
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mv "${f_histfile}.wget.tmp" "${f_histfile}.tmp"
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fi
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# cleanup
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rm -f "${f_histfile}.wget.tmp" "${f_histfile}.err.tmp"
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# error if no csvfile available
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if [ -n "$f_failed" ] || ! [ -s "${f_histfile}.tmp" ]
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then
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cat "${f_histfile}.err.tmp" >>"${f_histfile}.err"
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cat "${f_histfile}.wget.tmp" >>"${f_histfile}.err"
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cat "${f_histfile}.err" 1>&2
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mkdir -p FAILED_MARKETDATA
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mv "${f_histfile}.err" "FAILED_MARKETDATA/MARKETDATA-${f_name}" 2>/dev/null
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return 1
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fi
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# on first download
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if ! [ -s "${f_histfile}" ]
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then
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cat "${f_histfile}.tmp" | sort -k1,1 -t, -u >"${f_histfile}"
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else
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# merge data
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egrep -h ^[0-9][0-9][0-9][0-9]-[0-9][0-9] "${f_histfile}" "${f_histfile}.tmp" | sort -k1,1 -t, -u >"${g_tmp}/${FUNCNAME}.tmp"
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# if there is new dataline add it
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if ! cmp -s "${g_tmp}/${FUNCNAME}.tmp" "${f_histfile}"
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then
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cat "${g_tmp}/${FUNCNAME}.tmp" >"${f_histfile}"
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fi
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fi
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rm "${f_histfile}.tmp"
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# calc indicators ans if 1d then generate 1w histfile
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if [[ $f_interval = 1d ]]
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then
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get_indicators "${f_histfile}"
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convert_ohlcv_1d_to_1w "${f_histfile}" "${f_histfile/.1d./.1w.}"
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get_indicators "${f_histfile/.1d./.1w.}"
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else
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get_indicators "${f_histfile}" 999
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fi
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}
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function get_marketdata_from_url {
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g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
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local f_url="$1"
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local f_name="$2"
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## get data for analysis
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if find asset-histories/${f_name}.history.csv -mmin -${INTERVAL_MIN} 2>/dev/null | grep -q "asset-histories/${f_name}.history.csv"
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then
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g_echo_note "asset-histories/${f_name}.history.csv already downloaded in the last ${INTERVAL_MIN} minutes"
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f_get_marketdata_price=$(cat MARKET_DATA_CMD_OUT-${f_name})
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return 0
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fi
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# check source platform for parsing parameters, prepare and run wget command
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>MARKET_DATA_CMD
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if echo "${f_url}" | grep -q "boerse.de"
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then
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echo "wget ${g_wget_opts} -q -O - ${f_url} | egrep 'itemprop=\"price\" content=\"[0-9]+\.[0-9]+\"' | sed s'#\"#\n#g' | egrep '^[0-9]+\.[0-9]+'" >MARKET_DATA_CMD
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elif echo "${f_url}" | egrep -q "investing.com.+economic-calendar"
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then
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echo "wget ${g_wget_opts} -q -O - ${f_url} | egrep 'Actual.+Forecast.+Previous' | cut -d'>' -f7,11 | cut -d'<' -f1,2 | sed 's#,##g' | sed 's/\%//g' | sed 's#</div>#,#' | grep '[0-9]' | cut -d, -f1" >MARKET_DATA_CMD
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elif echo "${f_url}" | egrep -q "investing.com.+indices"
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then
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echo "wget ${g_wget_opts} -q -O - ${f_url} | sed 's#</div>#\n#g' | grep 'text-5xl.*font-bold.*md:text-' | sed 's#^.*>##; s#,##g' | grep '[0-9]'" >MARKET_DATA_CMD
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elif echo "${f_url}" | egrep -q '^"https://'
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then
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echo "wget -q -O - ${g_wget_opts} ${f_url}" >MARKET_DATA_CMD
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else
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# default to Yahoo Finace Symbols via API
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echo "wget ${g_wget_opts} -q -O - https://query1.finance.yahoo.com/v8/finance/chart/${f_url} | jq -r '.[].result[].meta.regularMarketPrice'" >MARKET_DATA_CMD
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fi
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g_runcmd g_retrycmd sh MARKET_DATA_CMD >MARKET_DATA_CMD_OUT-${f_name}.tmp 2>MARKET_DATA_CMD_OUT-${f_name}.tmp.err
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# check output
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local f_get_marketdata_price_tmp=$(cat MARKET_DATA_CMD_OUT-${f_name}.tmp)
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if g_num_valid_number ${f_get_marketdata_price_tmp}
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then
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if egrep -q "^0\.00" MARKET_DATA_CMD_OUT-${f_name}.tmp
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then
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g_echo_note "Ignoring ${f_name} $(tail -n 10 MARKET_DATA_CMD_OUT-${f_name}.tmp) - maybe out of business day"
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else
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g_echo_note "${f_name}: ${f_get_marketdata_price_tmp}"
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mv MARKET_DATA_CMD_OUT-${f_name}.tmp MARKET_DATA_CMD_OUT-${f_name}
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fi
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else
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g_echo_warn "MARKET_DATA_CMD_OUT-${f_name}.tmp has wrong Syntax. - Not updating ${f_name} Index.
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CMD:
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$(tail -n 10 MARKET_DATA_CMD)
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Output:
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$(tail -n 10 MARKET_DATA_CMD_OUT-${f_name}.tmp | cat -t)
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Error:
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$(tail -n 10 MARKET_DATA_CMD_OUT-${f_name}.tmp.err | cat -t)"
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fi
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if ! [ -e "MARKET_DATA_CMD_OUT-${f_name}" ]
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then
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local f_old_value=$(tail -n 1 asset-histories/${f_name}.history.csv | cut -d, -f2)
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if echo ${f_old_value} | egrep -q "^[0-9]*\.[0-9]+"
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then
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echo ${f_old_value} >MARKET_DATA_CMD_OUT-${f_name}
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else
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echo 0 >MARKET_DATA_CMD_OUT-${f_name}
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fi
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fi
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f_get_marketdata_price=$(cat MARKET_DATA_CMD_OUT-${f_name})
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echo "${f_timestamp},${f_get_marketdata_price}" >>asset-histories/${f_name}.history.csv
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}
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#https://production.dataviz.cnn.io/index/fearandgreed/graphdata
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