Add crypto signals pipeline + Polymarket arb scanner

- Signal parser for Telegram JSON exports
- Price fetcher using Binance US API
- Backtester with fee-aware simulation
- Polymarket 15-min arb scanner with orderbook checking
- Systemd timer every 2 min for arb alerts
- Paper trade tracking
- Investigation: polymarket-15min-arb.md

projects/crypto-signals/scripts/price_fetcher.py

@@ -0,0 +1,131 @@
+#!/usr/bin/env python3
+"""
+Crypto Price Fetcher
+Pulls historical OHLCV data from Binance public API (no key needed).
+"""
+
+import json
+import time
+import urllib.request
+from datetime import datetime, timezone
+
+
+# Binance intl is geo-blocked from US; use Binance US
+BINANCE_KLINES = "https://api.binance.us/api/v3/klines"
+BINANCE_TICKER = "https://api.binance.us/api/v3/ticker/price"
+
+
+def get_price_at_time(symbol, timestamp_ms, interval='1m'):
+    """Get the candle at a specific timestamp."""
+    url = f"{BINANCE_KLINES}?symbol={symbol}&interval={interval}&startTime={timestamp_ms}&limit=1"
+    req = urllib.request.Request(url, headers={'User-Agent': 'Mozilla/5.0'})
+    try:
+        resp = urllib.request.urlopen(req, timeout=10)
+        data = json.loads(resp.read())
+        if data:
+            return {
+                'open_time': data[0][0],
+                'open': float(data[0][1]),
+                'high': float(data[0][2]),
+                'low': float(data[0][3]),
+                'close': float(data[0][4]),
+                'volume': float(data[0][5]),
+            }
+    except Exception as e:
+        print(f"Error fetching {symbol}: {e}")
+    return None
+
+
+def get_klines(symbol, interval='1h', start_time_ms=None, end_time_ms=None, limit=1000):
+    """Get historical klines/candlestick data."""
+    params = f"symbol={symbol}&interval={interval}&limit={limit}"
+    if start_time_ms:
+        params += f"&startTime={start_time_ms}"
+    if end_time_ms:
+        params += f"&endTime={end_time_ms}"
+    
+    url = f"{BINANCE_KLINES}?{params}"
+    req = urllib.request.Request(url, headers={'User-Agent': 'Mozilla/5.0'})
+    
+    try:
+        resp = urllib.request.urlopen(req, timeout=15)
+        raw = json.loads(resp.read())
+        return [{
+            'open_time': k[0],
+            'open': float(k[1]),
+            'high': float(k[2]),
+            'low': float(k[3]),
+            'close': float(k[4]),
+            'volume': float(k[5]),
+            'close_time': k[6],
+        } for k in raw]
+    except Exception as e:
+        print(f"Error fetching klines for {symbol}: {e}")
+        return []
+
+
+def get_all_klines(symbol, interval, start_time_ms, end_time_ms):
+    """Paginate through all klines between two timestamps."""
+    all_klines = []
+    current_start = start_time_ms
+    
+    while current_start < end_time_ms:
+        batch = get_klines(symbol, interval, current_start, end_time_ms)
+        if not batch:
+            break
+        all_klines.extend(batch)
+        current_start = batch[-1]['close_time'] + 1
+        time.sleep(0.1)  # Rate limiting
+    
+    return all_klines
+
+
+def get_current_price(symbol):
+    """Get current price."""
+    url = f"{BINANCE_TICKER}?symbol={symbol}"
+    req = urllib.request.Request(url, headers={'User-Agent': 'Mozilla/5.0'})
+    try:
+        resp = urllib.request.urlopen(req, timeout=10)
+        data = json.loads(resp.read())
+        return float(data['price'])
+    except Exception as e:
+        print(f"Error fetching current price for {symbol}: {e}")
+        return None
+
+
+def normalize_symbol(ticker):
+    """Convert signal ticker to Binance symbol format."""
+    # Remove USDT suffix if present, then add it back
+    ticker = ticker.upper().replace('USDT', '').replace('/', '')
+    return f"{ticker}USDT"
+
+
+def datetime_to_ms(dt_str):
+    """Convert datetime string to milliseconds timestamp."""
+    # Handle various formats
+    for fmt in ['%Y-%m-%dT%H:%M:%S', '%Y-%m-%d %H:%M:%S', '%Y-%m-%d']:
+        try:
+            dt = datetime.strptime(dt_str, fmt).replace(tzinfo=timezone.utc)
+            return int(dt.timestamp() * 1000)
+        except ValueError:
+            continue
+    return None
+
+
+if __name__ == '__main__':
+    # Test with current signals
+    for ticker in ['ASTERUSDT', 'HYPEUSDT']:
+        symbol = normalize_symbol(ticker)
+        price = get_current_price(symbol)
+        print(f"{symbol}: ${price}")
+        
+        # Get last 24h of 1h candles
+        now_ms = int(time.time() * 1000)
+        day_ago = now_ms - (24 * 60 * 60 * 1000)
+        klines = get_klines(symbol, '1h', day_ago, now_ms)
+        if klines:
+            highs = [k['high'] for k in klines]
+            lows = [k['low'] for k in klines]
+            print(f"  24h range: ${min(lows):.4f} - ${max(highs):.4f}")
+            print(f"  Candles: {len(klines)}")
+        print()