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k
@@ -0,0 +1,201 @@
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#![allow(dead_code)]
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use std::{collections::BTreeMap, path::Path};
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use color_eyre::eyre::ContextCompat;
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use itertools::Itertools;
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use serde_json::Value;
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use crate::{
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datasets::OHLC,
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io::{Json, IMPORTS_FOLDER_PATH},
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structs::WNaiveDate,
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utils::{log, retry},
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};
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pub struct Binance;
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impl Binance {
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pub fn read_har_file() -> color_eyre::Result<BTreeMap<u32, OHLC>> {
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log("binance: read har file");
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let path_binance_har = Path::new(IMPORTS_FOLDER_PATH).join("binance.har");
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let json: BTreeMap<String, Value> =
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Json::import(path_binance_har.to_str().unwrap()).unwrap_or_default();
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Ok(json
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.get("log")
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.context("Expect object to have log attribute")?
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.as_object()
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.context("Expect to be an object")?
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.get("entries")
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.context("Expect object to have entries")?
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.as_array()
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.context("Expect to be an array")?
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.iter()
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.filter(|entry| {
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entry
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.as_object()
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.unwrap()
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.get("request")
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.unwrap()
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.as_object()
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.unwrap()
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.get("url")
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.unwrap()
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.as_str()
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.unwrap()
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.contains("/uiKlines")
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})
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.flat_map(|entry| {
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let response = entry
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.as_object()
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.unwrap()
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.get("response")
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.unwrap()
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.as_object()
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.unwrap();
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let content = response.get("content").unwrap().as_object().unwrap();
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let text = content.get("text");
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if text.is_none() {
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return vec![];
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}
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let text = text.unwrap().as_str().unwrap();
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let arrays: Value = serde_json::from_str(text).unwrap();
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arrays
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.as_array()
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.unwrap()
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.iter()
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.map(|array| {
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let array = array.as_array().unwrap();
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let timestamp = (array.first().unwrap().as_u64().unwrap() / 1000) as u32;
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let get_f32 = |index: usize| {
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array
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.get(index)
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.unwrap()
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.as_str()
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.unwrap()
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.parse::<f32>()
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.unwrap()
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};
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(
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timestamp,
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OHLC {
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open: get_f32(1),
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high: get_f32(2),
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low: get_f32(3),
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close: get_f32(4),
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},
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)
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})
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.collect_vec()
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})
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.collect::<BTreeMap<_, _>>())
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}
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pub fn fetch_1mn_prices() -> color_eyre::Result<BTreeMap<u32, OHLC>> {
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log("binance: fetch 1mn");
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retry(
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|| {
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let body: Value = reqwest::blocking::get(
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"https://api.binance.com/api/v3/uiKlines?symbol=BTCUSDT&interval=1m&limit=1000",
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)?
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.json()?;
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Ok(body
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.as_array()
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.context("Expect to be an array")?
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.iter()
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.map(|value| {
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// [timestamp, open, high, low, close, volume, ...]
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let array = value.as_array().unwrap();
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let timestamp = array.first().unwrap().as_u64().unwrap() as u32;
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let get_f32 = |index: usize| {
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array
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.get(index)
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.unwrap()
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.as_str()
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.unwrap()
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.parse::<f32>()
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.unwrap()
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};
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(
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timestamp,
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OHLC {
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open: get_f32(1),
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high: get_f32(2),
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low: get_f32(3),
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close: get_f32(4),
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},
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)
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})
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.collect::<BTreeMap<_, _>>())
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},
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10,
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5,
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)
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}
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pub fn fetch_daily_prices() -> color_eyre::Result<BTreeMap<WNaiveDate, OHLC>> {
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log("binance: fetch 1d");
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retry(
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|| {
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let body: Value = reqwest::blocking::get(
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"https://api.binance.com/api/v3/uiKlines?symbol=BTCUSDT&interval=1d",
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)?
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.json()?;
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Ok(body
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.as_array()
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.context("Expect to be an array")?
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.iter()
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.map(|value| {
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// [timestamp, open, high, low, close, volume, ...]
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let array = value.as_array().unwrap();
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let date = WNaiveDate::from_timestamp(
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array.first().unwrap().as_u64().unwrap() as u32 / 1000,
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);
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let get_f32 = |index: usize| {
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array
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.get(index)
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.unwrap()
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.as_str()
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.unwrap()
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.parse::<f32>()
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.unwrap()
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};
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(
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date,
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OHLC {
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open: get_f32(1),
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high: get_f32(2),
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low: get_f32(3),
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close: get_f32(4),
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},
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)
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})
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.collect::<BTreeMap<_, _>>())
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},
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10,
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5,
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)
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}
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}
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@@ -0,0 +1,124 @@
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use std::collections::BTreeMap;
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use color_eyre::eyre::ContextCompat;
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use serde_json::Value;
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use crate::{
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datasets::OHLC,
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structs::WNaiveDate,
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utils::{log, retry},
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};
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pub struct Kraken;
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impl Kraken {
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pub fn fetch_1mn_prices() -> color_eyre::Result<BTreeMap<u32, OHLC>> {
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log("kraken: fetch 1mn");
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retry(
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|| {
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let body: Value = reqwest::blocking::get(
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"https://api.kraken.com/0/public/OHLC?pair=XBTUSD&interval=1",
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)?
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.json()?;
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Ok(body
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.as_object()
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.context("Expect to be an object")?
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.get("result")
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.context("Expect object to have result")?
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.as_object()
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.context("Expect to be an object")?
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.get("XXBTZUSD")
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.context("Expect to have XXBTZUSD")?
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.as_array()
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.context("Expect to be an array")?
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.iter()
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.map(|value| {
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let array = value.as_array().unwrap();
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let timestamp = array.first().unwrap().as_u64().unwrap() as u32;
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let get_f32 = |index: usize| {
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array
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.get(index)
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.unwrap()
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.as_str()
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.unwrap()
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.parse::<f32>()
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.unwrap()
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};
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(
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timestamp,
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OHLC {
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open: get_f32(1),
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high: get_f32(2),
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low: get_f32(3),
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close: get_f32(4),
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},
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)
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})
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.collect::<BTreeMap<_, _>>())
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},
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10,
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5,
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)
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}
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pub fn fetch_daily_prices() -> color_eyre::Result<BTreeMap<WNaiveDate, OHLC>> {
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log("fetch kraken daily");
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retry(
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|| {
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let body: Value = reqwest::blocking::get(
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"https://api.kraken.com/0/public/OHLC?pair=XBTUSD&interval=1440",
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)?
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.json()?;
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Ok(body
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.as_object()
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.context("Expect to be an object")?
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.get("result")
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.context("Expect object to have result")?
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.as_object()
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.context("Expect to be an object")?
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.get("XXBTZUSD")
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.context("Expect to have XXBTZUSD")?
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.as_array()
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.context("Expect to be an array")?
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.iter()
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.map(|value| {
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let array = value.as_array().unwrap();
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let date = WNaiveDate::from_timestamp(
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array.first().unwrap().as_u64().unwrap() as u32,
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);
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let get_f32 = |index: usize| {
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array
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.get(index)
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.unwrap()
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.as_str()
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.unwrap()
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.parse::<f32>()
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.unwrap()
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};
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(
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date,
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OHLC {
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open: get_f32(1),
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high: get_f32(2),
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low: get_f32(3),
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close: get_f32(4),
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},
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)
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})
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.collect::<BTreeMap<_, _>>())
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},
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10,
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5,
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)
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}
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}
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@@ -0,0 +1,5 @@
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mod binance;
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mod kraken;
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pub use binance::*;
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pub use kraken::*;
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