Basic cryptocompare provider

This commit is contained in:
dig 2019-04-22 21:54:54 +02:00
parent 78456e3425
commit 85aef76fed
5 changed files with 176 additions and 0 deletions

8
config.js Normal file
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export default {
dataDir: './data'
, providers: {
cryptocompare: {
apiKey: ''
}
}
}

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cryptoSaver.js Normal file
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import 'colors'
import cron from 'node-schedule'
import { loadByPath } from './providers/cryptocompare'
//import fetch from 'node-fetch'
//import cc from 'cryptocompare'
import fs from 'fs-extra'
//global.fetch = fetch
import config from './config.js'
const timeFrames = { '': 1, 'H': 1, 'D': 1, 'W': 7, 'M': 30 }
const timeFrameMinutes = { '': 1, 'H': 60, 'D': 60*24, 'W': 60*24*7, 'M': 60*24*30 }
const json2csv = list=> list.map( p=> [p.time, p.close, p.high, p.low, p.open, p.volumefrom, p.volumeto].join() ).join('\n')
const csv2json = csv=> csv.split('\n')
.map( line=> {
let v = line.split(',')
return { time: v[0], close: v[1], high: v[2], low: v[3], open: v[4], volumeFrom: v[5], volumeTo: v[6] }
})
const log = (...args)=> obj=> ( console.log( ...args, obj ), obj )
function ccfs2file( ccfs )
{
let start, end
// return loadByPath( ccfs )
return fs.readFile( `${config.dataDir}/${ccfs}-1279324800-1555545600.csv`, 'utf8' ).then( csv2json )
.then( data=> (start = data[0].time, end = data[data.length-1].time, data) )
.then( json2csv )
.then( csv=> {
let file = `${config.dataDir}/${ccfs}-${start}-${end}.csv`
// fs.outputFile( file, csv )
return file
})
}
/*
ccfs2file( 'CCCAGG/BTC/USD/1' )
ccfs2file( 'CCCAGG/BTC/USD/15' )
ccfs2file( 'CCCAGG/BTC/USD/1H' )
ccfs2file( 'CCCAGG/BTC/USD/4H' )
ccfs2file( 'CCCAGG/BTC/USD/1D' )
ccfs2file( 'CCCAGG/BTC/USD/1W' )
ccfs2file( 'CCCAGG/BTC/USD/1M' )
*/
//cc.rateLimit().then( console.log )
export default function main( ccfs )
{
var job = cron.scheduleJob('*/1 * * * *', ()=> console.log('The answer to life, the universe, and everything! at', new Date) )
}
export function backfill({ 0:ccfs })
{
let ccPath = ccfs.split('/')
, [ exchange, fsym, tsym, period, start, end = '' ] = ccPath
if( ccPath.length == 3 ) // all timeFrames
{
console.log( `Backfilling of all time frames of ${fsym.cyan}/${tsym.blue} on ${exchange.grey} exchange...` )
'1 5 15 30 1H 2H 4H 1D 2D 1W 1M'.split(' ')
.map( tf=> ccfs+'/'+tf )
.map( ccfs=> backfill([ccfs]) )
}
if( ccPath.length == 4 ) // one timeFrame, recursive until error
{
console.log( `Backfilling the ${period.magenta} time frame of ${fsym.cyan}/${tsym.blue} on ${exchange.grey} exchange...` )
ccfs2file( ccfs )
.then( log('File saved:') )
.then( file=> log(ccfs+'/'+file.split('-')[1])()|| backfill([ ccfs+'/'+file.split('-')[1] ]) )
}
if( ccPath.length > 4 ) // from date to date
{
console.log( `Backfilling from ${start.yellow} to ${end.yellow} of the ${period.magenta} time frame of ${fsym.cyan}/${tsym.blue} on ${exchange.grey} exchange...` )
}
}
export function validate({ 0:ccfs, aze })
{
console.log( ccfs, aze )
}

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esm.js Normal file
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let params = process.argv.slice(2)
const moduleStr = params.shift()
const [ esmodule, exported ] = (moduleStr || '').split(':')
const optionReg = /^-{1,2}(.*?)([:=](.*?))?$/
const args = params.filter( s=> optionReg.test(s) )
.reduce( (opt,str)=> {
let [ , prop, , value ] = optionReg.exec(str)
return Object.assign( opt, {[prop]: value || true} )
// return hasValue ? { ...opt, [prop]: value || true }
// : opt
},
params.filter( s=> !optionReg.test(s) )
)
//console.log( process.argv, esmodule, exported, args )
let mod =
require('esm')( module, {await: true} )
( `./${esmodule || require('./package.json').module}` )
let toCall = mod[ exported || 'default' ]
let returned =
typeof toCall == 'function'
? toCall( args )
: toCall
//console.log( 'type' , typeof returned, returned instanceof Promise )
returned instanceof Promise
? returned.then( ret=> console.log(ret||''), e=>console.error(e) )
: console.log( returned || '' )
module.exports = mod

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package.json Normal file
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{
"name": "bot",
"version": "1.0.0",
"description": "",
"main": "esm",
"module": "index",
"scripts": {
"test": "echo \"Error: no test specified\" && exit 1"
},
"author": "",
"license": "ISC",
"dependencies": {
"ccxt": "^1.18.60",
"colors": "^1.3.3",
"cryptocompare": "^1.0.0",
"esm": "^3.0.84",
"fs-extra": "^7.0.1",
"node-fetch": "^2.3.0",
"node-schedule": "^1.3.2"
}
}

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import fetch from 'node-fetch'
import cc from 'cryptocompare'
import fs from 'fs-extra'
global.fetch = fetch
cc.rateLimit = function( apiKey )
{
return fetch( `https://min-api.cryptocompare.com/stats/rate/limit${apiKey ? `?api_key=${apiKey}` : ''}` )
.then( res=> { if( !res.ok ){ throw new Error(`${res.status} ${res.statusText}`) }else return res.json() })
.then( body=> { if( body.Response === 'Error' ){ throw body.Message }else return body })
}
// loadByPath( "EXCHANGE/SYM/SYM/PERIOD/TS|/TS|LIMIT" ).then()
export function loadByPath( ccfs )
{
let [ exchange, fsym, tsym, period, start, limit = 2000 ] = ccfs.split("/")
, [ , aggregate, tUnit ] = period.match( /(\d+)([HDWM]*)/ )
, loader = 'histo' + (tUnit == '' ? 'Minute' : tUnit == 'H' ? 'Hour' : 'Day')
// calculate toTs from limit and start
console.log( loader, aggregate*timeFrames[tUnit] )
return cc[loader]( fsym, tsym, { allData: true, limit: 2000, aggregate: aggregate*timeFrames[tUnit], exchange } )
}
const timeFrames = { '': 1, 'H': 1, 'D': 1, 'W': 7, 'M': 30 }
const timeFrameMinutes = { '': 1, 'H': 60, 'D': 60*24, 'W': 60*24*7, 'M': 60*24*30 }
export {
coinList as coins
, exchangeList as exchanges
} from 'cryptocompare'