new chartview class, updated db locations

This commit is contained in:
Simon Moisy 2025-03-25 08:15:27 +08:00
parent 19f1aa36f1
commit 8dfe81ab61
7 changed files with 1288 additions and 4 deletions

139
ChartView.py Normal file
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import mplfinance as mpf
import pandas as pd
import matplotlib.pyplot as plt
from matplotlib.backends.backend_tkagg import FigureCanvasTkAgg, NavigationToolbar2Tk
import matplotlib.animation as animation
import ccxt
from matplotlib.dates import date2num
import threading
import tkinter as tk
from tkinter import ttk
class ChartView:
def __init__(self, exchange_ids, symbol='BTC/USDT', timeframe='1m', limit=100):
self.exchange_ids = exchange_ids
self.symbol = symbol
self.timeframe = timeframe
self.limit = limit
self.running = False
self.fig = None
self.ax1 = None
self.ax2 = None
self.animation = None
self.current_exchange_id = exchange_ids[0]
self.root = None
self.canvas = None
# Create exchanges dictionary to avoid reconnecting each time
self.exchanges = {}
for exchange_id in exchange_ids:
self.connect_to_exchange(exchange_id)
def connect_to_exchange(self, exchange_id):
if exchange_id in self.exchanges:
self.exchange = self.exchanges[exchange_id]
return
try:
exchange_class = getattr(ccxt, exchange_id)
exchange = exchange_class({
'enableRateLimit': True,
})
exchange.load_markets()
if self.symbol not in exchange.markets:
raise Exception(f"Symbol {self.symbol} not found on {exchange_id}")
self.exchanges[exchange_id] = exchange
self.exchange = exchange
except Exception as e:
raise Exception(f"Failed to connect to {exchange_id}: {str(e)}")
def fetch_ohlcv(self, exchange_id):
try:
exchange = self.exchanges[exchange_id]
ohlcv = exchange.fetch_ohlcv(self.symbol, self.timeframe, limit=self.limit)
df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
df.set_index('timestamp', inplace=True)
return df
except Exception as e:
print(f"Error fetching OHLCV data from {exchange_id}: {str(e)}")
return None
def update_chart(self):
if not self.running:
return
df = self.fetch_ohlcv(self.current_exchange_id)
if df is not None:
self.ax1.clear()
self.ax2.clear()
mpf.plot(df, type='candle', ax=self.ax1, volume=self.ax2,
style='yahoo', xrotation=0, ylabel='Price',
ylabel_lower='Volume', show_nontrading=False)
latest_price = df['close'].iloc[-1]
self.ax1.set_title(f'{self.symbol} on {self.current_exchange_id} - Last: ${latest_price:.2f}')
# Refresh the canvas
self.canvas.draw()
def on_exchange_change(self, event=None):
selected_exchange = self.exchange_var.get()
if selected_exchange != self.current_exchange_id:
self.current_exchange_id = selected_exchange
self.update_chart()
def start_gui(self):
self.root = tk.Tk()
self.root.title("Crypto Chart Viewer")
self.root.geometry("1200x800")
# Create frame for controls
control_frame = ttk.Frame(self.root)
control_frame.pack(side=tk.TOP, fill=tk.X, padx=10, pady=5)
# Dropdown for selecting exchange
ttk.Label(control_frame, text="Exchange:").pack(side=tk.LEFT, padx=(0, 5))
self.exchange_var = tk.StringVar(value=self.current_exchange_id)
exchange_dropdown = ttk.Combobox(control_frame, textvariable=self.exchange_var, values=self.exchange_ids, width=15)
exchange_dropdown.pack(side=tk.LEFT, padx=(0, 10))
exchange_dropdown.bind("<<ComboboxSelected>>", self.on_exchange_change)
# Create the figure
self.fig = plt.Figure(figsize=(12, 8), dpi=100)
self.ax1 = self.fig.add_subplot(6, 1, (1, 4))
self.ax2 = self.fig.add_subplot(6, 1, (5, 6), sharex=self.ax1)
# Create the canvas to display the figure
self.canvas = FigureCanvasTkAgg(self.fig, master=self.root)
self.canvas.get_tk_widget().pack(side=tk.TOP, fill=tk.BOTH, expand=True)
# Add toolbar
toolbar = NavigationToolbar2Tk(self.canvas, self.root)
toolbar.update()
self.canvas.get_tk_widget().pack(side=tk.TOP, fill=tk.BOTH, expand=True)
# Initial chart update
self.running = True
self.update_chart()
# Set up periodic updates
def update():
if self.running:
self.update_chart()
self.root.after(10000, update) # Update every 10 seconds
self.root.after(10000, update)
# Handle window close
def on_closing():
self.running = False
self.root.destroy()
self.root.protocol("WM_DELETE_WINDOW", on_closing)
# Start the Tkinter event loop
self.root.mainloop()

218
WhalesWatcher.py Normal file
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import pandas as pd
import time
from datetime import datetime
import logging
import ccxt
from sqlalchemy import create_engine, Column, Integer, String, Float, DateTime
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy.orm import sessionmaker
Base = declarative_base()
class Alert(Base):
__tablename__ = 'alerts'
id = Column(Integer, primary_key=True)
exchange = Column(String)
order_type = Column(String)
amount = Column(Float)
price = Column(Float)
value_usd = Column(Float)
timestamp = Column(DateTime)
class WhalesWatcher:
def __init__(self):
logging.basicConfig(
level=logging.INFO,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
filename='whales_watcher.log',
filemode='a' # Append mode
)
console_handler = logging.StreamHandler()
console_handler.setLevel(logging.INFO)
console_handler.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
self.logger = logging.getLogger('WhalesWatcher')
self.logger.addHandler(console_handler)
self.exchanges = {}
self.symbol = 'BTC/USDT'
self.threshold = 1000000
self.check_interval = 5
self.large_orders = []
self.is_running = False
self.logger.info("WhalesWatcher initialized with symbol: %s and threshold: $%d", self.symbol, self.threshold)
self.engine = create_engine('sqlite:///databases/alerts.db')
Base.metadata.create_all(self.engine)
self.Session = sessionmaker(bind=self.engine)
def connect_to_exchanges(self, exchange_ids, api_key=None, secret=None):
"""Connect to multiple cryptocurrency exchanges."""
connected_exchanges = {}
for exchange_id in exchange_ids:
self.logger.info("Attempting to connect to exchange: %s", exchange_id)
try:
exchange_class = getattr(ccxt, exchange_id)
exchange = exchange_class({
'apiKey': api_key,
'secret': secret,
'enableRateLimit': True,
})
exchange.load_markets()
connected_exchanges[exchange_id] = exchange
self.logger.info(f"Connected to {exchange_id} successfully")
except Exception as e:
self.logger.error(f"Failed to connect to {exchange_id}: {str(e)}")
return connected_exchanges
def fetch_order_book(self, exchange, symbol):
"""Fetch the current order book for the given symbol on the specified exchange."""
try:
if exchange.id == 'huobi':
order_book = exchange.fetch_order_book(symbol, limit=150)
else:
order_book = exchange.fetch_order_book(symbol, limit=100)
return order_book
except Exception as e:
self.logger.error(f"Error fetching order book from {exchange.id} for {symbol}: {str(e)}")
return None
def detect_whales(self, order_book):
"""Detect whale orders in the order book."""
if not order_book:
return []
whale_orders = []
for bid in order_book['bids']:
if (len(bid) == 3):
price, amount, timestamp = bid
else:
price, amount = bid
value = price * amount
if value >= self.threshold:
whale_orders.append({
'type': 'bid',
'price': price,
'amount': amount,
'value_usd': value,
'timestamp': datetime.now().isoformat()
})
for ask in order_book['asks']:
if (len(ask) == 3):
price, amount, timestamp = ask
else:
price, amount = ask
value = price * amount
if value >= self.threshold:
whale_orders.append({
'type': 'ask',
'price': price,
'amount': amount,
'value_usd': value,
'timestamp': datetime.now().isoformat()
})
return whale_orders
def analyze_whale_activity(self):
"""Analyze the collected whale activity."""
self.logger.info("Analyzing whale activity")
if not self.large_orders:
return "No whale activity detected yet."
df = pd.DataFrame(self.large_orders)
# Basic analysis
bid_count = len(df[df['type'] == 'bid'])
ask_count = len(df[df['type'] == 'ask'])
total_bid_value = df[df['type'] == 'bid']['value_usd'].sum()
total_ask_value = df[df['type'] == 'ask']['value_usd'].sum()
analysis = {
'total_whales': len(df),
'buy_orders': bid_count,
'sell_orders': ask_count,
'buy_pressure': total_bid_value,
'sell_pressure': total_ask_value,
'net_pressure': total_bid_value - total_ask_value
}
return analysis
def save_data(self, filename='whale_activity.csv'):
"""Save the collected whale data to a CSV file."""
self.logger.info("Saving whale activity data to %s", filename)
if self.large_orders:
df = pd.DataFrame(self.large_orders)
df.to_csv(filename, index=False)
self.logger.info(f"Saved whale activity data to {filename}")
def log_alert(self, order):
"""Log the alert to the database."""
session = self.Session()
alert = Alert(
exchange=order['exchange'],
order_type='BUY' if order['type'] == 'bid' else 'SELL',
amount=order['amount'],
price=order['price'],
value_usd=order['value_usd'],
timestamp=datetime.now()
)
session.add(alert)
session.commit()
session.close()
def run(self):
"""Run the whale watcher continuously."""
self.logger.info("Running whale watcher")
if not self.exchanges:
# Connect to multiple exchanges
exchange_ids = ['binance', 'kraken', 'coinbase', 'bitfinex', 'huobi', 'kucoin', 'bybit', 'okx', 'gateio', 'mexc']
self.exchanges = self.connect_to_exchanges(exchange_ids)
if not self.exchanges:
self.logger.error("Cannot run whale watcher without connecting to any exchange")
return
self.is_running = True
self.logger.info(f"Starting whale watcher with threshold ${self.threshold:,}")
self.logger.info(f"Connected to {len(self.exchanges)} exchanges: {', '.join(self.exchanges.keys())}")
try:
while self.is_running:
for exchange_id, exchange in self.exchanges.items():
if self.symbol not in exchange.markets:
continue
order_book = self.fetch_order_book(exchange, self.symbol)
if not order_book:
continue
whale_orders = self.detect_whales(order_book)
if whale_orders:
for order in whale_orders:
order['exchange'] = exchange_id
self.large_orders.extend(whale_orders)
self.log_alert(order)
order_type = "BUY" if order['type'] == 'bid' else "SELL"
self.logger.info(
f"WHALE ALERT on {exchange_id}: {order_type} {order['amount']:.4f} BTC at ${order['price']:,.2f} " +
f"(${order['value_usd']:,.2f})"
)
time.sleep(self.check_interval)
except Exception as e:
self.logger.error(f"Error in run method: {str(e)}")
def stop(self):
"""Stop the whale watcher."""
self.logger.info("Stopping whale watcher...")
self.is_running = False
self.logger.info("Stopping whale watcher...")

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from BitcoinPricePredictor import BitcoinPricePredictor from BitcoinPricePredictor import BitcoinPricePredictor
if __name__ == "__main__": if __name__ == "__main__":
predictor = BitcoinPricePredictor(db_path='bitcoin_historical_data.db', timeframe='H') predictor = BitcoinPricePredictor(db_path='databases/bitcoin_historical_data.db', timeframe='H')
predictor.load_data() predictor.load_data()
predictor.train_model() predictor.train_model()
predictor.evaluate_model() predictor.evaluate_model()

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main_whales_watcher.py Normal file
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from WhalesWatcher import WhalesWatcher
from ChartView import ChartView
import threading
def start_whales_watcher():
whales_watcher = WhalesWatcher()
whales_watcher.run()
if __name__ == "__main__":
# Start WhalesWatcher in a separate thread
# watcher_thread = threading.Thread(target=start_whales_watcher)
# watcher_thread.daemon = True
# Start the watcher thread
# watcher_thread.start()
# Define exchanges for the chart
exchange_ids = ['binance', 'kraken', 'coinbase'] # Add more exchanges as needed
# Start the chart viewer
chart_view = ChartView(exchange_ids)
# Run the GUI (this will block until the window is closed)
chart_view.start_gui()

904
poetry.lock generated
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@ -259,6 +554,64 @@ mypy = ["contourpy[bokeh,docs]", "docutils-stubs", "mypy (==1.11.1)", "types-Pil
test = ["Pillow", "contourpy[test-no-images]", "matplotlib"] test = ["Pillow", "contourpy[test-no-images]", "matplotlib"]
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]
[package.dependencies]
idna = ">=2.0"
multidict = ">=4.0"
propcache = ">=0.2.0"
[metadata] [metadata]
lock-version = "2.1" lock-version = "2.1"
python-versions = ">=3.10,<4.0" python-versions = ">=3.10,<4.0"
content-hash = "a348c383fcfd41f6983c876e59076f0a6fa41c4def9bff1558ba782b03593301" content-hash = "5880eb67a4d2c3415097b4b66e807fb5a7f4c64852c015f0adc6d46d256ade15"

View File

@ -16,7 +16,9 @@ dependencies = [
"scikit-learn (>=1.6.1,<2.0.0)", "scikit-learn (>=1.6.1,<2.0.0)",
"ollama (>=0.4.7,<0.5.0)", "ollama (>=0.4.7,<0.5.0)",
"transformers (>=4.49.0,<5.0.0)", "transformers (>=4.49.0,<5.0.0)",
"markdownify (>=1.1.0,<2.0.0)" "markdownify (>=1.1.0,<2.0.0)",
"ccxt (>=4.4.69,<5.0.0)",
"mplfinance (>=0.12.10b0,<0.13.0)",
] ]

View File

@ -12,7 +12,7 @@ df.set_index('Timestamp', inplace=True)
df = df[~df.index.isna()] df = df[~df.index.isna()]
# Create a connection to the SQLite database # Create a connection to the SQLite database
engine = create_engine('sqlite:///bitcoin_historical_data.db') engine = create_engine('sqlite:///databases/bitcoin_historical_data.db')
# Check if the table already exists and get the last timestamp from the database # Check if the table already exists and get the last timestamp from the database
with engine.connect() as connection: with engine.connect() as connection: