Case
be0315894e
- 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
132 lines
4.2 KiB
Python
132 lines
4.2 KiB
Python
#!/usr/bin/env python3
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"""
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Crypto Price Fetcher
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Pulls historical OHLCV data from Binance public API (no key needed).
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"""
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import json
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import time
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import urllib.request
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from datetime import datetime, timezone
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# Binance intl is geo-blocked from US; use Binance US
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BINANCE_KLINES = "https://api.binance.us/api/v3/klines"
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BINANCE_TICKER = "https://api.binance.us/api/v3/ticker/price"
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def get_price_at_time(symbol, timestamp_ms, interval='1m'):
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"""Get the candle at a specific timestamp."""
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url = f"{BINANCE_KLINES}?symbol={symbol}&interval={interval}&startTime={timestamp_ms}&limit=1"
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req = urllib.request.Request(url, headers={'User-Agent': 'Mozilla/5.0'})
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try:
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resp = urllib.request.urlopen(req, timeout=10)
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data = json.loads(resp.read())
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if data:
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return {
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'open_time': data[0][0],
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'open': float(data[0][1]),
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'high': float(data[0][2]),
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'low': float(data[0][3]),
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'close': float(data[0][4]),
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'volume': float(data[0][5]),
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}
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except Exception as e:
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print(f"Error fetching {symbol}: {e}")
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return None
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def get_klines(symbol, interval='1h', start_time_ms=None, end_time_ms=None, limit=1000):
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"""Get historical klines/candlestick data."""
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params = f"symbol={symbol}&interval={interval}&limit={limit}"
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if start_time_ms:
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params += f"&startTime={start_time_ms}"
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if end_time_ms:
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params += f"&endTime={end_time_ms}"
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url = f"{BINANCE_KLINES}?{params}"
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req = urllib.request.Request(url, headers={'User-Agent': 'Mozilla/5.0'})
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try:
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resp = urllib.request.urlopen(req, timeout=15)
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raw = json.loads(resp.read())
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return [{
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'open_time': k[0],
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'open': float(k[1]),
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'high': float(k[2]),
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'low': float(k[3]),
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'close': float(k[4]),
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'volume': float(k[5]),
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'close_time': k[6],
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} for k in raw]
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except Exception as e:
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print(f"Error fetching klines for {symbol}: {e}")
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return []
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def get_all_klines(symbol, interval, start_time_ms, end_time_ms):
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"""Paginate through all klines between two timestamps."""
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all_klines = []
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current_start = start_time_ms
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while current_start < end_time_ms:
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batch = get_klines(symbol, interval, current_start, end_time_ms)
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if not batch:
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break
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all_klines.extend(batch)
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current_start = batch[-1]['close_time'] + 1
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time.sleep(0.1) # Rate limiting
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return all_klines
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def get_current_price(symbol):
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"""Get current price."""
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url = f"{BINANCE_TICKER}?symbol={symbol}"
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req = urllib.request.Request(url, headers={'User-Agent': 'Mozilla/5.0'})
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try:
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resp = urllib.request.urlopen(req, timeout=10)
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data = json.loads(resp.read())
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return float(data['price'])
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except Exception as e:
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print(f"Error fetching current price for {symbol}: {e}")
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return None
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def normalize_symbol(ticker):
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"""Convert signal ticker to Binance symbol format."""
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# Remove USDT suffix if present, then add it back
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ticker = ticker.upper().replace('USDT', '').replace('/', '')
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return f"{ticker}USDT"
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def datetime_to_ms(dt_str):
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"""Convert datetime string to milliseconds timestamp."""
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# Handle various formats
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for fmt in ['%Y-%m-%dT%H:%M:%S', '%Y-%m-%d %H:%M:%S', '%Y-%m-%d']:
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try:
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dt = datetime.strptime(dt_str, fmt).replace(tzinfo=timezone.utc)
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return int(dt.timestamp() * 1000)
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except ValueError:
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continue
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return None
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if __name__ == '__main__':
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# Test with current signals
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for ticker in ['ASTERUSDT', 'HYPEUSDT']:
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symbol = normalize_symbol(ticker)
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price = get_current_price(symbol)
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print(f"{symbol}: ${price}")
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# Get last 24h of 1h candles
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now_ms = int(time.time() * 1000)
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day_ago = now_ms - (24 * 60 * 60 * 1000)
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klines = get_klines(symbol, '1h', day_ago, now_ms)
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if klines:
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highs = [k['high'] for k in klines]
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lows = [k['low'] for k in klines]
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print(f" 24h range: ${min(lows):.4f} - ${max(highs):.4f}")
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print(f" Candles: {len(klines)}")
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print()
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