Compare commits
No commits in common. "1566044fa827835369388fd5f09e2aa9b43c6740" and "256ad67742c59f1db9bdb03f5bb33ebc470bb46c" have entirely different histories.
1566044fa8
...
256ad67742
@ -1,229 +0,0 @@
|
|||||||
import os
|
|
||||||
import time
|
|
||||||
import hmac
|
|
||||||
import hashlib
|
|
||||||
import base64
|
|
||||||
import json
|
|
||||||
import pandas as pd
|
|
||||||
import threading
|
|
||||||
from websocket import create_connection, WebSocketTimeoutException
|
|
||||||
|
|
||||||
class CryptoComTrader:
|
|
||||||
ENV_URLS = {
|
|
||||||
"production": {
|
|
||||||
"WS_URL": "wss://deriv-stream.crypto.com/v1/market",
|
|
||||||
"WS_PRIVATE_URL": "wss://deriv-stream.crypto.com/v1/user"
|
|
||||||
},
|
|
||||||
"uat": {
|
|
||||||
"WS_URL": "wss://uat-deriv-stream.3ona.co/v1/market",
|
|
||||||
"WS_PRIVATE_URL": "wss://uat-deriv-stream.3ona.co/v1/user"
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
def __init__(self):
|
|
||||||
self.env = os.getenv("CRYPTOCOM_ENV", "UAT").lower()
|
|
||||||
urls = self.ENV_URLS.get(self.env, self.ENV_URLS["production"])
|
|
||||||
self.WS_URL = urls["WS_URL"]
|
|
||||||
self.WS_PRIVATE_URL = urls["WS_PRIVATE_URL"]
|
|
||||||
self.api_key = os.getenv("CRYPTOCOM_API_KEY")
|
|
||||||
self.api_secret = os.getenv("CRYPTOCOM_API_SECRET")
|
|
||||||
self.ws = None
|
|
||||||
self.ws_private = None
|
|
||||||
self._lock = threading.Lock()
|
|
||||||
self._private_lock = threading.Lock()
|
|
||||||
self._connect_ws()
|
|
||||||
|
|
||||||
def _connect_ws(self):
|
|
||||||
if self.ws is None:
|
|
||||||
self.ws = create_connection(self.WS_URL, timeout=10)
|
|
||||||
if self.api_key and self.api_secret and self.ws_private is None:
|
|
||||||
self.ws_private = create_connection(self.WS_PRIVATE_URL, timeout=10)
|
|
||||||
|
|
||||||
def _send_ws(self, payload, private=False):
|
|
||||||
ws = self.ws_private if private else self.ws
|
|
||||||
lock = self._private_lock if private else self._lock
|
|
||||||
with lock:
|
|
||||||
ws.send(json.dumps(payload))
|
|
||||||
try:
|
|
||||||
resp = ws.recv()
|
|
||||||
return json.loads(resp)
|
|
||||||
except WebSocketTimeoutException:
|
|
||||||
return None
|
|
||||||
|
|
||||||
def _sign(self, params):
|
|
||||||
t = str(int(time.time() * 1000))
|
|
||||||
params['id'] = t
|
|
||||||
params['nonce'] = t
|
|
||||||
params['api_key'] = self.api_key
|
|
||||||
param_str = json.dumps(params, separators=(',', ':'), sort_keys=True)
|
|
||||||
sig = hmac.new(
|
|
||||||
bytes(self.api_secret, 'utf-8'),
|
|
||||||
msg=bytes(param_str, 'utf-8'),
|
|
||||||
digestmod=hashlib.sha256
|
|
||||||
).hexdigest()
|
|
||||||
params['sig'] = sig
|
|
||||||
return params
|
|
||||||
|
|
||||||
def get_price(self):
|
|
||||||
"""
|
|
||||||
Get the latest ask price for BTC_USDC using WebSocket ticker subscription (one-shot).
|
|
||||||
"""
|
|
||||||
payload = {
|
|
||||||
"id": int(time.time() * 1000),
|
|
||||||
"method": "subscribe",
|
|
||||||
"params": {"channels": ["ticker.BTC_USDC"]}
|
|
||||||
}
|
|
||||||
resp = self._send_ws(payload)
|
|
||||||
# Wait for ticker update
|
|
||||||
while True:
|
|
||||||
data = self.ws.recv()
|
|
||||||
msg = json.loads(data)
|
|
||||||
if msg.get("method") == "ticker.update":
|
|
||||||
# 'a' is ask price
|
|
||||||
return msg["params"]["data"][0].get("a")
|
|
||||||
|
|
||||||
def get_order_book(self, depth=10):
|
|
||||||
"""
|
|
||||||
Fetch the order book for BTC_USDC with the specified depth using WebSocket (one-shot).
|
|
||||||
Returns a dict with 'bids' and 'asks'.
|
|
||||||
"""
|
|
||||||
payload = {
|
|
||||||
"id": int(time.time() * 1000),
|
|
||||||
"method": "subscribe",
|
|
||||||
"params": {"channels": [f"book.BTC_USDC.{depth}"]}
|
|
||||||
}
|
|
||||||
resp = self._send_ws(payload)
|
|
||||||
# Wait for book update
|
|
||||||
while True:
|
|
||||||
data = self.ws.recv()
|
|
||||||
msg = json.loads(data)
|
|
||||||
if msg.get("method") == "book.update":
|
|
||||||
book = msg["params"]["data"][0]
|
|
||||||
return {
|
|
||||||
"bids": book.get("bids", []),
|
|
||||||
"asks": book.get("asks", [])
|
|
||||||
}
|
|
||||||
|
|
||||||
def _authenticate(self):
|
|
||||||
"""
|
|
||||||
Authenticate the private WebSocket connection. Only needs to be done once per session.
|
|
||||||
"""
|
|
||||||
if not self.api_key or not self.api_secret:
|
|
||||||
raise ValueError("API key and secret must be set in environment variables.")
|
|
||||||
payload = {
|
|
||||||
"id": int(time.time() * 1000),
|
|
||||||
"method": "public/auth",
|
|
||||||
"api_key": self.api_key,
|
|
||||||
"nonce": int(time.time() * 1000),
|
|
||||||
}
|
|
||||||
# For auth, sig is HMAC_SHA256(method + id + api_key + nonce)
|
|
||||||
sig_payload = (
|
|
||||||
payload["method"] + str(payload["id"]) + self.api_key + str(payload["nonce"])
|
|
||||||
)
|
|
||||||
payload["sig"] = hmac.new(
|
|
||||||
bytes(self.api_secret, "utf-8"),
|
|
||||||
msg=bytes(sig_payload, "utf-8"),
|
|
||||||
digestmod=hashlib.sha256,
|
|
||||||
).hexdigest()
|
|
||||||
resp = self._send_ws(payload, private=True)
|
|
||||||
if not resp or resp.get("code") != 0:
|
|
||||||
raise Exception(f"WebSocket authentication failed: {resp}")
|
|
||||||
|
|
||||||
def _ensure_private_auth(self):
|
|
||||||
if self.ws_private is None:
|
|
||||||
self._connect_ws()
|
|
||||||
time.sleep(1) # recommended by docs
|
|
||||||
self._authenticate()
|
|
||||||
|
|
||||||
def get_balance(self, currency="USDC"):
|
|
||||||
"""
|
|
||||||
Fetch user balance using WebSocket private API.
|
|
||||||
"""
|
|
||||||
self._ensure_private_auth()
|
|
||||||
payload = {
|
|
||||||
"id": int(time.time() * 1000),
|
|
||||||
"method": "private/user-balance",
|
|
||||||
"params": {},
|
|
||||||
"nonce": int(time.time() * 1000),
|
|
||||||
}
|
|
||||||
resp = self._send_ws(payload, private=True)
|
|
||||||
if resp and resp.get("code") == 0:
|
|
||||||
balances = resp.get("result", {}).get("data", [])
|
|
||||||
if currency:
|
|
||||||
return [b for b in balances if b.get("instrument_name") == currency]
|
|
||||||
return balances
|
|
||||||
return []
|
|
||||||
|
|
||||||
def place_order(self, side, amount):
|
|
||||||
"""
|
|
||||||
Place a market order using WebSocket private API.
|
|
||||||
side: 'BUY' or 'SELL', amount: in BTC
|
|
||||||
"""
|
|
||||||
self._ensure_private_auth()
|
|
||||||
params = {
|
|
||||||
"instrument_name": "BTC_USDC",
|
|
||||||
"side": side,
|
|
||||||
"type": "MARKET",
|
|
||||||
"quantity": str(amount),
|
|
||||||
}
|
|
||||||
payload = {
|
|
||||||
"id": int(time.time() * 1000),
|
|
||||||
"method": "private/create-order",
|
|
||||||
"params": params,
|
|
||||||
"nonce": int(time.time() * 1000),
|
|
||||||
}
|
|
||||||
resp = self._send_ws(payload, private=True)
|
|
||||||
return resp
|
|
||||||
|
|
||||||
def buy_btc(self, amount):
|
|
||||||
return self.place_order("BUY", amount)
|
|
||||||
|
|
||||||
def sell_btc(self, amount):
|
|
||||||
return self.place_order("SELL", amount)
|
|
||||||
|
|
||||||
def get_candlesticks(self, timeframe='1m', count=100):
|
|
||||||
"""
|
|
||||||
Fetch candlestick (OHLCV) data for BTC_USDC using WebSocket.
|
|
||||||
Args:
|
|
||||||
timeframe (str): Timeframe for each candle (e.g., '1m', '5m', '15m', '1h', '4h', '1d').
|
|
||||||
count (int): Number of candles to fetch (max 1000 per API docs).
|
|
||||||
Returns:
|
|
||||||
pd.DataFrame: DataFrame with columns ['timestamp', 'open', 'high', 'low', 'close', 'volume']
|
|
||||||
"""
|
|
||||||
payload = {
|
|
||||||
"id": int(time.time() * 1000),
|
|
||||||
"method": "public/get-candlestick",
|
|
||||||
"params": {
|
|
||||||
"instrument_name": "BTC_USDC",
|
|
||||||
"timeframe": timeframe,
|
|
||||||
"count": count
|
|
||||||
}
|
|
||||||
}
|
|
||||||
resp = self._send_ws(payload)
|
|
||||||
candles = resp.get("result", {}).get("data", []) if resp else []
|
|
||||||
if not candles:
|
|
||||||
return pd.DataFrame(columns=["timestamp", "open", "high", "low", "close", "volume"])
|
|
||||||
df = pd.DataFrame(candles)
|
|
||||||
df['timestamp'] = pd.to_datetime(df['t'], unit='ms')
|
|
||||||
df = df.rename(columns={
|
|
||||||
'o': 'open',
|
|
||||||
'h': 'high',
|
|
||||||
'l': 'low',
|
|
||||||
'c': 'close',
|
|
||||||
'v': 'volume'
|
|
||||||
})
|
|
||||||
return df[['timestamp', 'open', 'high', 'low', 'close', 'volume']].sort_values('timestamp')
|
|
||||||
|
|
||||||
def get_instruments(self):
|
|
||||||
"""
|
|
||||||
Fetch the list of available trading instruments from Crypto.com using WebSocket.
|
|
||||||
Returns:
|
|
||||||
list: List of instrument dicts.
|
|
||||||
"""
|
|
||||||
payload = {
|
|
||||||
"id": int(time.time() * 1000),
|
|
||||||
"method": "public/get-instruments",
|
|
||||||
"params": {}
|
|
||||||
}
|
|
||||||
resp = self._send_ws(payload)
|
|
||||||
return resp.get("result", {}).get("data", []) if resp else []
|
|
||||||
@ -1,84 +0,0 @@
|
|||||||
import time
|
|
||||||
import plotly.graph_objs as go
|
|
||||||
import plotly.io as pio
|
|
||||||
from cryptocom_trader import CryptoComTrader
|
|
||||||
|
|
||||||
|
|
||||||
def plot_candlesticks(df):
|
|
||||||
if df.empty:
|
|
||||||
print("No data to plot.")
|
|
||||||
return None
|
|
||||||
|
|
||||||
# Convert columns to float
|
|
||||||
for col in ['open', 'high', 'low', 'close', 'volume']:
|
|
||||||
df[col] = df[col].astype(float)
|
|
||||||
|
|
||||||
# Plotly expects datetime for x-axis
|
|
||||||
fig = go.Figure(data=[go.Candlestick(
|
|
||||||
x=df['timestamp'],
|
|
||||||
open=df['open'],
|
|
||||||
high=df['high'],
|
|
||||||
low=df['low'],
|
|
||||||
close=df['close'],
|
|
||||||
increasing_line_color='#089981',
|
|
||||||
decreasing_line_color='#F23645'
|
|
||||||
)])
|
|
||||||
|
|
||||||
fig.update_layout(
|
|
||||||
title='BTC/USDC Realtime Candlestick (1m)',
|
|
||||||
yaxis_title='Price (USDC)',
|
|
||||||
xaxis_title='Time',
|
|
||||||
xaxis_rangeslider_visible=False,
|
|
||||||
template='plotly_dark'
|
|
||||||
)
|
|
||||||
return fig
|
|
||||||
|
|
||||||
|
|
||||||
def main():
|
|
||||||
trader = CryptoComTrader()
|
|
||||||
pio.renderers.default = "browser" # Open in browser
|
|
||||||
|
|
||||||
# Fetch and print BTC/USDC-related instruments
|
|
||||||
instruments = trader.get_instruments()
|
|
||||||
btc_usdc_instruments = [
|
|
||||||
inst for inst in instruments
|
|
||||||
if (
|
|
||||||
('BTC' in inst.get('base_ccy', '') or 'BTC' in inst.get('base_currency', '')) and
|
|
||||||
('USDC' in inst.get('quote_ccy', '') or 'USDC' in inst.get('quote_currency', ''))
|
|
||||||
)
|
|
||||||
]
|
|
||||||
print("BTC/USDC-related instruments:")
|
|
||||||
for inst in btc_usdc_instruments:
|
|
||||||
print(inst)
|
|
||||||
|
|
||||||
# Optionally, show balance (private API)
|
|
||||||
try:
|
|
||||||
balance = trader.get_balance("USDC")
|
|
||||||
print("USDC Balance:", balance)
|
|
||||||
except Exception as e:
|
|
||||||
print("[WARN] Could not fetch balance (private API):", e)
|
|
||||||
|
|
||||||
all_instruments = trader.get_instruments()
|
|
||||||
for inst in all_instruments:
|
|
||||||
print(inst)
|
|
||||||
|
|
||||||
while True:
|
|
||||||
try:
|
|
||||||
df = trader.get_candlesticks(timeframe='1m', count=60)
|
|
||||||
# fig = plot_candlesticks(df)
|
|
||||||
# if fig:
|
|
||||||
# fig.show()
|
|
||||||
if not df.empty:
|
|
||||||
print(df[['high', 'low', 'open', 'close', 'volume']])
|
|
||||||
else:
|
|
||||||
print("No data to print.")
|
|
||||||
time.sleep(10)
|
|
||||||
except KeyboardInterrupt:
|
|
||||||
print('Exiting...')
|
|
||||||
break
|
|
||||||
except Exception as e:
|
|
||||||
print(f'Error: {e}')
|
|
||||||
time.sleep(10)
|
|
||||||
|
|
||||||
if __name__ == '__main__':
|
|
||||||
main()
|
|
||||||
Loading…
x
Reference in New Issue
Block a user